20810251 - OPERATIONS RESEARCH

The objective of the course is to endow the students with the key aspects of deterministic optimization, including linear programming and network optimization. Topics include basic theory, modeling, algorithms, and applications.

Curriculum

scheda docente | materiale didattico

Programma

Introduction to Operations Research:
Formulations, the 5-step method
Preliminaries on Linear Algebra

Formulation of typical optimization problems:
Mixing
Allocating resources
Inventory management
Optimal cut
Assignment
Task planning
Other formulations

Solving Linear Programming problems:
Linear programming geometry
Simplex algorithm
Fourier–Motzkin algorithm
Geometric interpretation of the simplex

Duality theory:
Construction of the dual problem
Fundamental PL theorem
Conditions of complementarity
Economic interpretation of the dual
Sensitivity analysis

Graph optimization:
Maximum flow
Shortest path
Minimum spanning tree


Testi Adottati

Caramia, Giordani, Guerriero, Musmanno, Pacciarelli, "Ricerca Operativa", Isedi, Italia, 2014.

Modalità Erogazione

frontal lessons exercises

Modalità Valutazione

intermediate / final, oral / written

scheda docente | materiale didattico

Programma


Introduction to Operations Research:
Formulations, the 5-step method
Preliminaries on Linear Algebra

Formulation of typical optimization problems:
Mixing
Allocating resources
Inventory management
Optimal cut
Assignment
Task planning
Other formulations

Solving Linear Programming problems:
Linear programming geometry
Simplex algorithm
Fourier–Motzkin algorithm
Geometric interpretation of the simplex

Duality theory:
Construction of the dual problem
Fundamental PL theorem
Conditions of complementarity
Economic interpretation of the dual
Sensitivity analysis

Graph optimization:
Maximum flow
Shortest path
Minimum spanning tree


Testi Adottati

Caramia, Giordani, Guerriero, Musmanno, Pacciarelli, "Ricerca Operativa", Isedi, Italia, 2014.

Modalità Erogazione

frontal lessons exercises

Modalità Valutazione

intermediate / final, oral / written

scheda docente | materiale didattico

Programma

Introduction to Operations Research:
Formulations, the 5-step method
Preliminaries on Linear Algebra

Formulation of typical optimization problems:
Mixing
Allocating resources
Inventory management
Optimal cut
Assignment
Task planning
Other formulations

Solving Linear Programming problems:
Linear programming geometry
Simplex algorithm
Fourier–Motzkin algorithm
Geometric interpretation of the simplex

Duality theory:
Construction of the dual problem
Fundamental PL theorem
Conditions of complementarity
Economic interpretation of the dual
Sensitivity analysis

Graph optimization:
Maximum flow
Shortest path
Minimum spanning tree


Testi Adottati

Caramia, Giordani, Guerriero, Musmanno, Pacciarelli, "Ricerca Operativa", Isedi, Italia, 2014.

Modalità Erogazione

frontal lessons exercises

Modalità Valutazione

intermediate / final, oral / written

scheda docente | materiale didattico

Programma


Introduction to Operations Research:
Formulations, the 5-step method
Preliminaries on Linear Algebra

Formulation of typical optimization problems:
Mixing
Allocating resources
Inventory management
Optimal cut
Assignment
Task planning
Other formulations

Solving Linear Programming problems:
Linear programming geometry
Simplex algorithm
Fourier–Motzkin algorithm
Geometric interpretation of the simplex

Duality theory:
Construction of the dual problem
Fundamental PL theorem
Conditions of complementarity
Economic interpretation of the dual
Sensitivity analysis

Graph optimization:
Maximum flow
Shortest path
Minimum spanning tree


Testi Adottati

Caramia, Giordani, Guerriero, Musmanno, Pacciarelli, "Ricerca Operativa", Isedi, Italia, 2014.

Modalità Erogazione

frontal lessons exercises

Modalità Valutazione

intermediate / final, oral / written