Topic outline

  • AE1M16OVY, BE1M16OVY - Operations Research

    Art of modeling and elements of decision models, Linear programming, Transportation problem, Integer linear programming, Introduction to graphs theory, Nonlinear programming, Dynamic programming, Monte Carlo simulation, Project management (CPM, PERT) 

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  • Lectures

    General topics for lectures:

    1. Operations research overview
    2. Linear programming - introduction, graphic solution
    3. Linear programming - simplex method
    4. Linear programming - dual problem
    5. Linear programming - sensitivity and parametric analysis
    6. Transportation problem - applications, methods of solution
    7. Integer linear programming
    8. Graph theory - overview
    9. Graph theory - optimization tasks
    10. Monte Carlo simulations
    11. Random numbers generation
    12. Project management - CPM
    13. Project management - PERT methods
    14. Project management - analysis of resources and costs
  • Training courses

    General topics:

    1. Operations research introduction
    2. Mathematical programming, Lagrange method
    3. Graphical solution of linear programming tasks
    4. Simplex method, dual problem solution
    5. Practical application of linear programming, software support
    6. Transportation problem
    7. Branch and bound method
    8. Tasks on graphs
    9. Graph optimization methods
    10. Random numbers generation, Monte Carlo simulation
    11. Test
    12. Project management - CPM
    13. Project management - PERT, resource analysis
    14. Dynamic programming - resource allocation
  • Assignments

  • Literature

    1. T. Dennis, L. Dennis: Management Science, West Group 1991, ISBN-0314766448
    2. Hillier, Lieberman: Introduction to Operations Research, McGraw-Hill, 2001, ISBN-0072321695