CPLEX

Use one or two optimization methods to formulate a complex problem from industrial engineering, management science, transportation engineering, etc; choose and develop algorithms to solve the problem, and analyze the numerical results. Software such as CPLEX or other solvers (Gurobi, LINDO, LINGO, Matlab, R) will be used for numerical experiments. The topic can be any problem in your own research that requires optimization techniques. If you are working on some known problems (e.g., portfolio optimization, support vector machines), you should explain why you want to study and what your proposed innovations are.

Report Paper

Title page: including project title,

Summary: summarization of the goals, approaches and conclusion

Table of content

Problem statement: detailed description of the problem under consideration, statement of problem that needs to be studied, and goals to be accomplish

Literature study: detailed description of related previous work and/or solution approaches

Modeling: detailed explanations or formulations of proposed optimization problem

Solution methodology and algorithm design: main part of your report; it may include algorithms, convergence results and their proofs, comparison with previous study

Numerical experiments: provide the computing environment you perform the experiments, description of test instances, and computations results. You will need to add the compression with other results/instances/different parameters, and also observations from these results.

Conclusions: your new findings and accomplishment, future work

References

Appendices: computer code, long mathematical proofs; Appendices must be titled and labeled.