Operations Research

Course guarantor:

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:

see: https://ekonom.feld.cvut.cz/cs/student/predmety/operacni-vyzkum

Syllabus of lectures:

1.Linear programming - introduction, graphic solution

2.Linear programming - simplex method

3.Linear programming - dual problem

4.Linear programming - sensitivity and parametric analysis

5.Transportation problem - applications, methods of solution

6.Integer linear programming

7.Graph theory - overview

8.Graph theory - optimization tasks

9.Project management - CPM and PERT methods

10.Project management - analysis of resources

11.Simulation models, Monte Carlo method

12.Random numbers generators

13.Dynamic programming

14.Reserve

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.Tasks on graphs

9.Graph optimization methods

10.Project management - CPM

11.Project management - PERT, resource analysis

12.Random numbers generation, Monte Carlo simulation

13.Test

14.Reserve, assessment

Study Objective:

Study materials:

1.Taha, H.A. Operations research - An Introduction. Prentice Hall 2006

2.Hillier, Lieberman: Introduction to operations research. McGraw-Hill 2005

Note:

Further information:

https://ekonom.feld.cvut.cz/cs/student/predmety/operacni-vyzkum

No time-table has been prepared for this course

The course is a part of the following study plans: