IE 501 - Optimization

Course content
  • Modeling of allocation and control problems in industry and social systems.
  • Framework and overview of optimization with examples of continuous and discrete optimization,unconstrained and constrained problems.
  • Single stage and multistage models.
  • Formulations and equivalences. Examples from science,engineering and business.
  • Linear programming. Geometry and algebra of the simplex method.
  • Duality & sensitivity.Combinatorial optimization problems with emphasis on applications, notion of large feasible spaces and neighborhood solutions, representation of solution space, search tree, search techniques, branch and bound method.
  • Examples of mixed-integer programming models. Use of binary variables in constraint modeling.
  • Decision problems involving network flows, assignment models, transportation models, multi-stage flows.
  • Wayne L. Winston (2004) Operations Research: Applications and Algorithms, 4th edition, Thomson Learning. SBN: 8131501906 EAN: 9788131501900
  • Wayne L. Winston (2003) Introduction to MathematicalProgramming: Applications and Algorithms, 4th edition,Duxbury Resource Center. SBN: 0534423574H.
  • Paul Williams (1999) Model Building in MathematicalProgramming, 4th edition, John Wiley & Sons. SBN: 0471997889 EAN: 9780471997887
  • Ashok D. Belegundu, and Tirupathi R.Chandrupatla (1999)Optimization Concepts and Applications in Engineering,Pearson Education India. SBN: 8178086735
  • Hamdy. A. Taha (2002) Operations Research: An Introduction,8th edition, Prentice Hall of India. SBN: 8120330439F.
  • Hillier and G. Lieberman (2005) Introduction to OperationsResearch, 8th edition, McGraw-Hill ISBN-10: 0073211141 ISBN-13: 978-0073211145
Pre-requisite : N/A
Total credits : 6
Type :
Duration : Autumn 2022
Name(s) of other Academic units to whom the course may be relevant : N/A