Deterministic Models of Operation Research

Update: August 19th, 2008

Prerequisite

Mathematics 3333, or permission. Linear programming (problem formulation, simplex method, duality, sensitivity analysis), integer programming, dynamic programming.

Topics

  1. Introduction to Integer Programming.
    • Formulation of IP models.
  2. Linear Programming (LP) models: Branch and Bound method.
    • Formulation of LP models.
    • Graphical Solution of LP models 6. Dynamic Programming (DP).
    • Formulation of DP models
  3. Algebraic Solution to LP: Solution of DP models.
    • Basics and definitions.
    • Simplex method – Goal Programming (GP).
    • Interior Point Methods – Formulation of GP models.
    • Special cases in Simplex Method Solutions – Solutions of GP models.
    • Computer solution of LP.
    • Duality Theory and its applications.
    • The Revised Simplex Method.
    • Sensitivity Analysis of LP solutions.
  4. Network Analysis.
    • Introduction.
    • Transportation models.
    • Assignment models
    • Maximal-flow problems.
    • Shortest-Route problems.
    • Project management.

Required Textbook

W. L. Winston and M. Venkataramanan. Introduction to Mathematical Programming, Duxbury Press, 2002.

Exams, Grading and Homework

Students who cannot take the exam on the indicated date must have the instructor’s approval before the class. There will generally be an assignment every week due one week from the date it is given. Course grades will be computed on the following basis:

  • First exam: 25%.
  • Second exam: 25%.
  • Final exam: 30%.
  • Homework: 20%.
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