SIE 540: Survey of Optimization Methods Course project January 19, 2021 Course project: 20% of your final grade (literature review 3%, modeling 7%, algorithm design 4%, numerical experiments 4%, and presentation 2%). Typically, this is an individual project; but if you want to form a team to work on some difficult problems together, please have permission from the instructor first. In this project, you are expected to 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 (some will be introduced in class) such as LINDO/LINGO/Excel (for linear programming), CPLEX/Gurobi (for integer or linear programming), Matlab/R (for nonlinear programming) will be used for numerical experiments. Please consult me first if you are using a software package not listed here. The topic of the project can be any problem in your own research that requires optimization techniques. If you dont have appropriate topic for the project, please contact me for some problems; 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.