OR 541 – Operations Research I - SPRING 2006
Tuesday – p. m, Robinson Hall room B124
Professor: Roman A.Polyak
Office: Science and Technology II, Room 127;
Tel: (703) 993-1685;
Fax : ( 703) 993-1521
Office Hours: Thursday or by appointment.
Operations Research Applications and Algorithms, Fourth Edition, Thomson,
In the introduction we discuss real life applications, which
led to linear (LP) and nonlinear (NLP) optimization problems.
In the first part of the course we will concentrate on the basic concepts and algorithms for LP. It includes Simplex Method, Duality and Sensitivity Analysis. The role of pricing in real life applications will be particularly emphasized.
In the second part of the course we will discuss network optimization problems including Classical Transportation, Shortest Path and Max. Flow. Applications, which lead to Integer LP, will be discussed along with the Branch and Bounds Method for solving Integer LP. We conclude the course by discussing some basic NLP concepts. It will be home work assignments. Computational project will be offered. It requires modeling real life problem and using one of the three modeling languages: GAMS (General Algebraic Modeling System), student version is available at www.amazon.com., MPL available at www.maximal-usa.com. AMPL (A Mathematical Modeling Language), student version is available at www.amazon.com.
Grading: 15% homework; 35% midterm
exam; 10% computational project; 40% final exam.
2 Linear Programming Models
3 Simplex Method
4 More on Simplex Method
5 Sensitivity Analysis
7 Transportation problems
8 SPRING BREAK
9 MIDTERM EXAM
10 Network Models
11 Integer programming: modeling and algorithms
12 Nonlinear Programming: models
13 Optimality Criteria and some methods for solving Nonlinear programming problems
14 Basic Concepts of Interior Point Methods in LP
16 FINAL EXAM -- May 9 th ,2006
Prereq : MATH 203 or equivalent
This course assumes some knowledge of Linear Algebra and Calculus, which we will review in process of developing the course.