56:171
Operations Research

Fall 2001

Fall 2002 - SYLLABUS (subject to revision!)

 Week #

 Beginning

 Topic

 Reading*
1 Aug. 26 Introduction; LP Models: LINDO Chaps. 1 & 2, § 3.1-3.4
2 Sept. 4 Simplex & Revised Simplex Methods Appendix 4.1, §3.5
3 Sept. 9 LP Duality, Sensitivity Analysis §5.1-5.4
4 Sept. 16 LP Sensitivity Analysis §6.1-6.8
5 Sept. 23 Transportation & Assignment Problems §8.1-8.4
6 Sept. 30 Project Scheduling (CPM & PERT) Chap. 15
7 Oct. 7 Integer Programming Models §12.1-12.5
8 Oct. 14 Review & Midterm Exam
9 Oct. 21 Decision Trees §15.1-15.4
10 Oct. 28 Stochastic Processes, Discrete-time Markov Chains §16.1-16.7
11 Nov. 4 Continuous-time Markov Chains, Birth/death processes §16.8, §17.1-17.2
12 Nov. 11 Queueing Models §17.5-17.6
13 Nov. 18 Deterministic Dynamic Programming §11.1-11.3
14 Nov. 25 Dynamic Programming
Thanksgiving holiday
15 Dec. 2 Stochastic Dynamic Programming §11.4-11.5
16 Dec. 9 Review
17 Final Examination

*Readings are from Hillier & Lieberman, Introduction to Operations Research, 7th edition

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Last modified: 19 August 2002