Download Decision Making Analysis (Introduction to Operations Research)

Decision Making Analysis (Introduction to Operations Research)
Course description:
Course is an introduction to operations research and related topics. The key word of the course is
“optimization”. The course starts from classical differentiable optimization problems with
classical constraints. The kernel of the study is linear programming problem. Second part of the
course is devoted to the network optimization models. The last part of the course is connected
with the game theory models. The main focus of the course is the practice of mathematical
modeling of different practical problems. Another important aspect of the course are algorithms,
its complexity and efficiency. The presentation is a balanced combination of the strong
theoretical background with important practical skills and applications.
Instructor: Evguenia Zakharova
Credit points: 7,5
Faculty: Faculty of Business Informatics and Applied Mathematics
Language: Russian
Level: Bachelor
Academic hours: 132
Syllabus
1. Classical optimization problem (differentiable case)
2. Convex functions. Convex optimization problems.
3. Kuhn-Tucker theorem
4. Linear programming problem.
5. Duality
6. Simplex algorithm
7. Dual simplex method
8. Transportation and assignment problems
9. Network optimization models
10. Dynamic programming
11. Markov chains and queuing theory
12. Game theory and applications
Readings
1. Hiller F.S., Lieberman G.J. Introduction to Operations Research, Mc Grow Hill, 9-th edition,
2010.
2. Taha H.A. Operations Research. An Introduction. Pearson Education, 7-th edition, 2003.