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Syllabus

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8 views

Syllabus

Syllabus

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nevarslann
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© © All Rights Reserved
Available Formats
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You are on page 1/ 4

ISL 323E: OPERATIONS RESEACH

Fuat Kosanoglu

Fall, 2024

E-mail: [email protected]
Office Hours: Th 10:00-12:00
Class Room: MSB 216 (Tu 2:30pm-5:30pm)
MSB B13-A (Th 2:30pm-5:30pm)

Course Description
Operations research helps in solving problems in different environments that needs decisions.
This course uses a quantitative approach to problem solving involving: mathematical modeling
and formulations, solution methods, and output analysis. Students are introduced to a variety of
practical problem formulations in Management and Engineering, a number of solutions methods,
including but not limited to linear optimization, network models, and project management.

Teaching Assistants
Omer Faruk Kandaz
E-mail: [email protected]
Room:To be announced
Office Hours: To be announced

Text/Materials
• Course notes available on Ninova.
• Required Textbook:
– WINSTON, W. L. (2004), Operations Research: Applications and Algorithms , Fourth
Edition, Thomson Learning Inc: Canada.
• Optional Readings:
– HILLIER, F.S. ve LIEBERMAN, G.J. (2005), Introduction to Operations Research, 8th
Edition, McGraw- Hill Publishing Company.
– TAHA, H. (2003), Operations Research: An Introduction, 7th. Edition, Prentice Hall.
– RARDIN, R. L. (2016) Optimization in Operations Research , 2nd Edition, Pearson

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ISL 323E

Prerequisites
MAT 261E, MAT 261, MAT 210 or MAT 210E

Course Objectives
1. The ability to write down an algebraic formulation of an optimization model that captures
the main decision elements of practical problems.

2. The ability to model a variety of basic problems as optimization models using Excel, and
to solve them using Excel Solver.

3. Basic experience in using an algebraic modeling language to model practical, large-scale


problems.

4. Understand the simplex method for linear programming

5. Understand the relationship between a linear program and its dual, including concepts
such as complementary slackness and strong duality.

6. Perform sensitivity analysis to understand how changes in the problem’s input impact the
optimal solution output.

7. Understand how to model advanced logical constraints using integer decision variables.

8. Understand the branch-and-bound algorithm used in discrete optimization

Assessments
Assignments: 20%
Midterm 30%
Final Exam 50%

Course Policies
During Class
I understand that the electronic recording of notes will be important for class and so computers will be allowed in
class. Please refrain from using computers for anything but activities related to the class. Phones are prohibited as
they are rarely useful for anything in the course.

Attendance Policy
Students are expected to attend minimum 70% of the all lectures (10 Weeks). In extenuating circumstances, valid
excuses with proof will be accepted after class.

Homework Assignments
Homework assignments should be done individually and submitted over ninova before due date. Files should be
named in the studentnunmber_homeworkno format. Homeworks including more than one file should be zipped.

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ISL 323E

Tentative Schedule
The schedule is tentative and subject to change.

Week 01, 09/30 - 10/04: Introduction to Linear Programming


• Introduction to Operations Research (OR).
• Expressing LP problems
• Graphical Solutions

Week 02, 10/07 - 10/11: LP Assumptions and Formulating LP Models


• Linear Programming Assumptions
• Diet Problem
• Workforce scheduling Problems
• Blending Problems
• Production process problems

Week 03, 10/14 - 10/18: Formulating LP Models


• Inventory models
• Budget Planning problems
• Multi-period Work Scheduling Problem

Week 04, 10/21 - 10/25: Solving LP Models


• Excel Solver
• GAMS

Week 05, 10/28 - 11/01: Simplex Algorithm


• Geometric interpretation
• Simplex Algorithm

Week 06, 11/04 - 11/08: Special cases in LP


• Big M Method
• Special Cases

Week 07, 11/11 - 11/15: Sensitivity Analysis and Duality


• Changes in Objective Function
• Changes in RHS
• Duality

Week 08, 11/18 - 11/22: Midterm


• Midterm review

Week 9, 11/25 - 11/29: Introduction to Integer Programming (IP)


• IP variables and problem types
• Formulating LP Models
• Capital Budgeting
• Knapsack Problem
• Fixed-Charge Problems

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ISL 323E

Week 10, 12/02 - 12/06: Formulating LP Models


• Set-Covering Problems
• Either–Or Constraints
• If–Then Constraints
• Traveler Salesman Problem (TSP)
• Integer Programming and Piece-wise Linear Functions

Week 11, 12/09 - 12/13: Solution Algorithms for IP


• Branch & Bound Algorithm

Week 12, 12/16 - 12/20: Solution Algorithms for IP


• Cutting Plane Algorithm

Week 13, 12/23 - 12/27: Network Models


• Formulating Transportation Problems
• Formulating Transshipment Problems

Week 14, 12/30 - 01/03: Network Models


• Formulating Transportation Problems
• Formulating Transshipment Problems

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