This course introduces the concept of operations research and applications. It mainly covers a variety of topics in the linear programming; formulation, solution method, theoretical analysis and applications.

Homework Assignments 20 %
Participation (including attendance) 5 %
Midterm Exam 35 %
Final Exam (cumulative exam) 40 %

Dimitris Bertsimas and John Tsitsiklis. Athena Scientific, Introduction to Linear Optimization,1997, ISBN 1-886529-19-1.

Date Chapter(s) Topics and Exams
Week1 1 and 2 Introduction, Overview of the Operations Research
Week2 3 Introduction to Linear Programming
- The Linear Programming Model
- Formulating and Solving Linear Programming Models on a Spreadsheet
Week3 4 Solving Linear Programming Problems: The Simplex Method
- The Essence of the Simplex Method
- Setting Up the Simplex Method
Week4 4 Solving Linear Programming Problems: The Simplex Method
- The Algebra of the Simplex Method
- The Simplex Method in Tabular Form
Week5 4 Solving Linear Programming Problems: The Simplex Method
- Other topics in the Simplex Method
Week6 5 The Theory of the Simplex Method
- Foundations of the Simplex Method
Week7 5 The Theory of the Simplex Method
- The Simplex Method in Matrix Form
- A Fundamental Insight
Week8 5 Midterm Exam
Week9 6 Duality Theory
Week10 9 The Transportation and Assignment Problems
- Transportation problem
Week11 9 The Transportation and Assignment Problems
- Assignment problem
Week12 10 Network Optimization Models,
- Shortest-Path Problem
- The Minimum Spanning Tree Problem
Week13 10 Network Optimization Models
- The Maximum Flow Problem
- The Minimum Cost Flow Problem
- The Network Simplex Method
Week14 11 Dynamic Programming
Week15 12 Integer Programming
A Branch-and-Bound Algorithm for Mixed Integer Programming
Week16 Final Exam

The lecture is delivered in English and all class materials are handled via PLMS.