Introduction to Operations Research

• Formulate LP models
• Solve LP models with Simplex
• Apply the fundamental insight and know simplex in the matrix form
• Relate primal and dual problems, and perform sensitivity analysis
• Apply dual Simplex
• Formulate and solve transportation and assignment problems
• Formulate integer programming models
• Know total unimodular matrices and know their their connection to linear programming
• Illustrate how the branch and bound algorithm can solve integer programming models
• Apply simple greedy algorithms
• Use solvers to solve LP and integer programming models
• Solve simple non-linear optimization problems

Linear programming: model formulation, the Simplex method, theory, duality, sensitivity analysis, and other algorithms. The transportation problem: model formulation and solution. The assignment problem. Integer programming, non-linear optimization.

Knowledge of linear algebra.

Lectures and exercises