Department of Systems Engineering and Operations Research
OR 441/MATH 441 - Operations Research I –Spring 2006
Thompson Hall room 112
Professor: Roman A. Polyak
and Technology II, Room 127; (703) 993-1685; fax: (703) 993-1521
Office Hours: Thursday or by appointment; E-mail:
Text: Wayn .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
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
(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
FINAL May 11 th , 2006
This course assumes some knowledge of linear algebra and calculus, which we will review in process of developing the course.