Department of Systems Engineering and Operations Research
OR 441/MATH 441 -
Operations Research I – SPRING 2005
Monday & Wednesday
Professor Roman A. Polyak
Office: Science
and Technology II, Room 127; (703) 993-1685; fax: (703) 993-1521
Office Hours: Monday
Text: Wayne.L.Winston,
Operations Research Applications and Algorithms, Fourth Edition, Thomson,
Brooks/Cole2003.
Course Summary: This course will
introduce the basic mathematical ideas and methods of Deterministic Operations
Research. We will discuss modeling real life problems, the basic concepts of
Linear Programming (LP), and methods for solving LP problems. We are going to
discuss briefly some concepts of nonlinear optimization and their applications.
There will be homework assignments and a project, which requires modeling real
life problems using MPL languages available for downloading from the Internet
(www.maximal-usa.com).
Grading: 15% homework; 35% midterm exam; 10% computational project; 40% final exam
Course Schedule
Weeks Topics
1 Introduction to OR. Modeling real life
problems.
2 Linear Programming, geometry of LP, basic linear algebra
tools for solving LP.
3 Simplex method
4 More on simplex method
5 Sensitivity in LP
6 Duality in LP
7 The transportation problem
SPRING BREAK
8 MIDTERM (The
transportation problem is not on the Midterm)
9 Networks and network optimization
10 Integer
and combinatorial optimization
11 Branch
and bound method
12 Unconstrained
optimization
13 Nonlinear
constrained optimization
14 Interior
Point Methods in LP
15 Review
FINAL
MAY 11, 2005
This course assumes some knowledge of linear algebra and calculus, which we will review in process of developing the course.