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Identical coursesFundamentals of Operations Research (B-KUL-HMG06A)
Belien Jeroen (coordinator) | Belien Jeroen Aims
Upon completion of this course, the student can
1) Formulate a linear optimization model
2) Use the simplex method
3) Solve linear optimization problems by means of a suitable software package
4) Construct the dual, understand the relationship between the primal and the dual
5) Perform a sensitivity analysis
6) Formulate an IP (integer program) (with a focus mainly on logical conditions and quality of formulations), solve the problem using software, manually work out easy problems through branch-and-bound, clearly understand how recent commercial linear solvers operate.
7) Form a clear picture of the analysis of algorithms in their worst-case behaviour, describe the link with difficulty of problems, have a thorough insight in complexity theory and the importance of the question ‘P = NP?'.
Previous knowledge
This course focuses on students with a strong quantitative and technical/scientific background.
Basics from linear algebra.
Is included in these courses of study
Activities
3 ects. Fundamentals of Operations Research (B-KUL-HMG06a)
Content
1. Introduction to management science
2. Linear programming (formulation, graphical solution)
3. The simplex algorithm
4. Duality
5. Sensitivity analysis
6. Integer programming (formulation, branch-and-bound)
7. Complexity theory (P vs. NP)
Course material
Winston, W.L. (2004). Operations Research. Applications and Algorithms. Fourth edition. Duxbury Press. (Recommended Handbook)
Additional course notes, slides and other material will be provided via Toledo.
Format: more information
Interactive lecture
Interactive formal lectures:
During formal lectures the theoretical knowledge will be dealt with in detail. The students are expected to interact (lively).
Self-study:
The compulsory course material offers the students the possibility to accumulate their knowledge independently. The students are expected to make some homework assignments.
Exercises:
Students will complete exercises, as an extension of the formal lectures.
Software:
The students get familiar with software packages for (integer) linear optimization
Evaluation
Evaluation: Fundamentals of Operations Research (B-KUL-H75775)
Explanation
Students will be evaluated on the basis of a written, closed-book exam. The students will have to make some homework assignments.
The final score for the written exam is calculated and expressed as a whole number on 20. The homework assignments are not explicitly graded. However, in case of "good" assignments (= serious attempts on all given assignments), the final score for the written exam is rounded up, otherwise it is rounded down.
Information about retaking exams
The features of the evaluation and determination of grades are identical to those of the first examination opportunity, as described in the tab 'Explanation'.