Welcome to the website for IE 510! A catalog description of the course may be found here. A tentative syllabus for the course, subject to revision, may be found here. The first homework can be downloaded here; it will be due two weeks after the first lecture on Tuesday, February 3rd, 2015 Thursday, February 5th.Tuesday, Feb 10th.

Update 1/19/2015: I have added a fifth problem to the homework.

Update 1/23/2015: Fixed two issues on the homework. In problem 1, we need to to add the condition that x is a nonnegative, nonzero vector. In problem 3.b., I should have asked you to show the function is concave, not convex. Due to these issues, I have postponed the homework due date by a couple of days.

Update 1/26/2015: I made some minor changes. First, problem 4 needed the condition that the set C is closed. Secondly, I tinkered a little with problem 1 – r should have been e^(r’).

By the way, that there are several variations of the problem – you can maximize r subject to the condition Ax => rx, or minimize r subject to the condition Ax <= rx. Feel free to solve either one for full credit (but if in doubt just go with the one in the pdf of the homework)

Update 1/29/2015: I updated the homework – Problem 4 needs the additional assumption that C contains the origin in its interior.