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A study
of linear programming; transportation problems, including network
flows, assignment problems and critical path analysis; integer programming;
dynamic programming and an introduction to stochastic models. Application to
a set of problems representative of the field of operations research.
This course deals with standard optimization techniques used in
Operations Research. The main topics include:
(a) Linear Programming:
the theory and applications of linear programming including the simplex
algorithm, duality theorem, postoptimality analysis, and a discussion
of the types of problems that lead to linear programming problems.
(b) Transportation Problems:
the transportation algorithm with applications
to network flows, assignment problems, shortest-route problems, and
critical path scheduling.
(c) Integer Programming: a study of the
situations leading to integer-programming problems, branch-and-bound
algorithm for solving such problems.
(d) Dynamic Programming: an
introduction to the concepts of dynamic programming with a discussion
of typical problems and their solutions.
The text will be W.L. Winston, Operations Research. Applications and
Algorithms (3rd Ed.), Wadsworth Publishing Co., Duxbury Press, 1994.
The final grade will be based on two assignments (2.5% each),
two tests (25% each), and a final examination (45%).
Students who have not taken the prerequisite courses need the
permission of the course coordinator to enrol.
Note: The Faculties of Arts and of Pure and Applied Science have
approved reduced computing prerequisites for this course as of March
1999 (see below); Atkinson approval of these is pending.
Prerequisite:AS/SC/MATH 1025 3.0 or AS/SC/
MATH 2021 3.0 or AS/SC/AK/MATH 2221 3.0, plus
SC/AS/COSC 1520 3.0 or SC/AS/COSC 1540 3.0 or
SC/AS/COSC 1020 3.0 or equivalent.
Exclusions: AK/MATH 2751 3.0,
AK/MATH 3490 6.0, AK/ADMS 3351 3.0,
AK/COSC 3450 6.0, AK/ECON 3120 3.0.
Coordinator: Silviu Guiasu.
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