Optimization and Operations Research 10

Course guarantor:

Lecturer:

Tutor:

Supervisor:

Department of Applied Informatics

Synopsis:

An introduction to deterministic optimization methodologies with the emphasis on linear

optimization; discrete and non-linear optimization including algorithms and computations. Applications will be introduced as appropriate in seminars.

Requirements:

No prerequisities

Syllabus of lectures:

1. Introduction to Operations Research, System Modeling Principles.

2. Model Building in Linear Programming Models

3. Applications and Special Types of Mathematical Programming Model.

4. Graphical Solution of Linear Programming Model.

5. The Simplex Method.

6. Duality in Linear Optimization.

7. Sensitivity Analysis.

8. The Transportation Problem.

9. General Methods for Integer Programming.

10. Dynamic Optimization.

11. Non-linear Optimization.

12. System Approach to Problem Solving. Identification of Systems.

13. System Design of Socio-economic Systems.

Syllabus of tutorials:

1. Introduction to Operations Research, System Modeling Principles.

2. Model Building in Linear Programming Models

3. Applications and Special Types of Mathematical Programming Model.

4. Graphical Solution of Linear Programming Model.

5. The Simplex Method.

6. Duality in Linear Optimization.

7. Sensitivity Analysis.

8. The Transportation Problem.

9. General Methods for Integer Programming.

10. Dynamic Optimization.

11. Non-linear Optimization.

12. System Approach to Problem Solving. Identification of Systems.

13. System Design of Socio-economic Systems.

Study Objective:

The goal of the study is to introduce the standard optimization models and the approaches in model buildingto to students. The emphasis is on the application of these models in practice.

Study materials:

Recommended literature:

1. Hillier, F.S., Lieberman, G.J.: Introduction to Operations Research. McGraw-Hill 2015

2. Taha, A.H.: Operations Research - An Introduction. Prentice Hall 2011

3. Newton, S.C, Sarker, A.R.: Optimization Modelling. A Practical Approach. CRC Press 2007

Note:

Further information:

No time-table has been prepared for this course

The course is a part of the following study plans: