Single-Course English 5 ECTS

Introduction to Operations Research

Overall Course Objectives

Operations research (OR) is about applying mathematical models to help decision makers. The course aims to give a general orientation about OR methods, enabling students to evaluate the possibility of using OR in a given problem setting, and to lay a firm foundation for further studies. Also, the course aims to enable students to use some OR methods on decision problems; optimization of linear models (Linear Programming and integer linear programming) is emphasized. The course yields a useful background for working with mathematical models in most areas of engineering science.

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