Operational Research

Garant předmětu:

Lecturer:

Tutor:

Supervisor:

Department of Applied Mathematics

Synopsis:

Linear programming problems, classical transportation problem, graphical interpretation of linear programming problem, simplex algorithm. Special optimisation problems, optimal strategy, Markov chain function. Reversible and irreversible processes, dynamic programming.

Requirements:

Syllabus of lectures:

1.Definition of mathematical models, formulation of linear programming problems.

2.Graphical method.

3.The simplex algorithm.

4.Basic feasible solution.

5.Duality, dual simplex algorithm.

6.Two-phase simplex and revised simplex.

7.Simplex algorithm extended.

8.Discrete deterministic process.

9.Optimisation problem related to a discrete deterministic process.

10.Bellman's principle of optimality.

11.Forward and backward evaluation.

12.Optimisation with respect to final vertex.

13.Optimisation with respect to starting vertex and final vertex.

14.Optimal distribution of sources.

Syllabus of tutorials:

Study Objective:

Study materials:

Dautzig G. B.: Lineare programierung und Erweiterungen, Berlin, Springer-Verlag, 1966

Luenberger D. G.: Introduction to linear and nonlinear programming, Addison - Wesley Publishing Company, 1973

Polak E.: Computation methods in optimization An Unified Approach, New York and London, Academic Press, 1971

Note:

Further information:

No time-table has been prepared for this course

The course is a part of the following study plans: