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
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
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 exercisesModalità Valutazione
intermediate / final, oral / written
scheda docente
materiale didattico
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
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 exercisesModalità Valutazione
intermediate / final, oral / written