Operations Research

Lecturer:

Tutor:

Supervisor:

Department of Economics, Management and Humanities

Synopsis:

Art of modeling and elements of decision models, Linear programming, Transportation problem, Integer linear programming, Introduction to graphs theory, Nonlinear programming, Dynamic programming, Monte Carlo simulation, Project management (CPM, PERT)

Requirements:

Syllabus of lectures:

1. Operations research overview

2. Linear programming - introduction, graphic solution

3. Linear programming - simplex method

4. Linear programming - dual problem

5. Linear programming - sensitivity and parametric analysis

6. Transportation problem - applications, methods of solution

7. Integer linear programming

8. Graph theory - overview

9. Graph theory - optimization tasks

10. Nonlinear programming - basic methods of solution

11. Dynamic programming

12. Monte Carlo simulations - random numbers generation, simulation models

13. Project management - CPM and PERT methods

14. Project management - analysis of resources and costs

Syllabus of tutorials:

1. Operations research introduction

2. Mathematical programming, Lagrange method

3. Graphical solution of linear programming tasks

4. Simplex method, dual problem solution

5. Practical application of linear programming, software support

6. Transportation problem

7. Branch and bound method

8. Graph tasks

9. Graph optimization methods

10. Test

11. Dynamic programming - resource allocation

12. Random numbers generation, Monte Carlo simulation

13. Project management - CPM

14. Project management - PERT, resource analysis

Study Objective:

Study materials:

[1] Taha, H.A.: Operations research. Macmillan, New York 1992

Note:

Further information:

No time-table has been prepared for this course

The course is a part of the following study plans: