APPM/MATH 4120/5120

Introduction to Operations Research

Spring 2005

Announcements

04/28/05   Homework 9 solutions are available.

04/23/05  Resources to prepare for final exam: 

·     Final Exam study guide    

·     Final exam Spring 2003

·     Sample Final (2001) and solutions- page1, solutions- page 2

·    Worked Examples from Chapter 8, Chapter 9, and Chapter 11.           

04/13/05   Homework 8 solutions are available.

04/18/05   Homework 9 is available (due 4/27/05).

04/13/05   Homework 7 solutions are available.

04/09/05   Here are several minimum cost flow network examples covered in class.

04/09/05   Homework 7 and Homework 8 are available (due 4/11/05 and 4/18/05, respectively).

04/05/05   Homework 6 solutions are available.

02/11/05   Exam 2 solutions are available.

03/16/05   Homework 6 is available (due 3/30/05).

03/13/05   Homework 5 solutions are available.

03/11/05   The instructions for the extra credit project are available: Project Guidelines.

03/10/05   Exam 2 study resources:

·     Exam 2 Spring 2003, Exam 2 Spring 2001,

·        Worked Examples from Chapter 5, Chapter 6,  and Chapter 7.

02/25/05   Homework 4 solutions are available.

02/11/05   Exam 1 solutions are available.

02/11/05   Exam 1 study resources: Exam 1 Spring 2003 and Exam 1 Spring 2001.

02/11/05   Example of MPL/CPLEX output is available ReddyMikksExampleOutput with addition of sample questions added 2/10 (see the last page).

02/08/05   Homework 3 solutions are available.

02/08/05   Example of MPL/CPLEX output is available ReddyMikksExampleOutput.

02/08/05   Example of degeneracy (looping in Simplex method) is available, cycling example.

02/05/05   Homework 2 solutions are available.

02/05/05   Homework 1 solutions are available.

02/03/05   Here is the regional planning exercise covered in class.

01/25/05   Downloading and installing Interactive OR Tutorial:  If you don’t have access to the CD that comes with the textbook, you can download the software for Microsoft Windows or Unix/Linux from the following web site: http://www.mhhe.com/engcs/industrial/hillier/iortutorial/install/instruction.html. For recent versions of Mac OS X (10.2 and 10.3), download and run the Java file IOR.jar. Computers in the Applied Math undergrad lab ECCR 143 (always open to card access, see Applied Math office) can be used to download and run the IOR Tutorial.

01/19/05   Send me email if you did not receive my email sent to entire class. I will add you to distribution list. Also note Karl’s new office hours are Tuesday, 8:45AM to 9:45AM.

01/18/05   Hillier and Lieberman textbook is on reserve at the Engineering Library by Tuesday (1/18/05).

01/10/05   Welcome to the course web page for Introduction to Operations Research! This web page will be updated regularly, so please visit it often. In particular, be sure to visit the course schedule.

Course Description

This course provides an introduction to operations research in general and mathematical programming and optimization theory in particular. We will study linear programming, the simplex method, duality theory, sensitivity analysis, transportation and network flow problems, integer programming, dynamic programming, and nonlinear programming, as time permits. We will learn how to identify a mathematical programming problem, formulate the appropriate mathematical model, solve the mathematical model by hand and using computer software, and interpret the resulting solutions.

Course Prerequisites

Linear algebra (APPM 3310 or MATH 3130), Calculus 3 (APPM 2350 or MATH 2400), and some programming experience.

Course Information

Days:

Monday, Wednesday, and Friday

Time:

11:00-11:50AM

Location: 

DUANE G2B60

Instructor Information

Instructor:

Susan Hallowell

Office:

ECOT 232

Phone:

303-492-0694

E-mail:

susan.hallowell@colorado.edu

Office Hours: 

Monday and Wednesday from 10:15-10:45AM and 12:00-12:30PM or by appointment

Grader Information

Grader:

Corey Bruns

Office:

Math Building 302

E-mail:

Corey.Bruns@colorado.edu

Office Hours: 

Tuesday 1:00-2:00PM

 

 

Textbook

The following textbook is available at the CU Book Store and is on reserve at the Engineering Library:

F. S. Hillier and G. J. Lieberman. Introduction to Operations Research. McGraw-Hill, Boston, 8th ed., 2005.

We will cover material from Chapters 1-9 and 11-12 as time permits. The specific reading assignments are given in the course schedule.

Reference Textbooks

The following reference textbooks are on reserve at the Math/Physics Library:

·         D. G. Luenberger. Linear and Nonlinear Programming. Addison-Wesley, Reading, Massachusetts, 2nd edition, 1984.

·         H. A. Taha. Operations Research: An Introduction. Macmillan, New York, 4th edition, 1987.

·         W. L. Winston. Operations Research: Applications and Algorithms. Duxbury Press, Belmont, California, 3rd edition, 1994.

·         R. K. Ahuja, T. L. Magnanti, and J. B. Orlin. Network flows: Theory, Algorithms, and Applications. Prentice Hall, Englewood Cliffs, NJ, 1993.

The textbooks by Taha and Winston cover essentially the same material as the textbook by Hillier and Lieberman and provide a potentially useful alternate viewpoint. The textbook by Luenberger is more mathematical. The textbook by Ahuja, et. al. provides a more detailed treatment of network optimization.

Grading

Your final grade will be determined as follows:

 

Homework

40%

Exam 1

20%

Exam 2

20%

Final Exam

20%

 

Students enrolled in APPM/MATH 5120 will be held to a higher standard than those enrolled in APPM/MATH 4120. 

Homework

There will be approximately nine homework sets, some of which will require the use of computers. All homework sets are due at the beginning of class on the due date. There will be no late homework but I will drop the lowest grade. The homework problems will come primarily from the textbook and will highlight and extend the material discussed in lecture. More theoretical problems may be assigned to students enrolled in APPM/MATH 5120. Students enrolled in APPM/MATH 4120 are encouraged to complete the theoretical problems for extra credit. You are allowed and encouraged to discuss the homework problems with other students, but write up your own solutions. See the course schedule for the homework due dates.

Exams

There will be three hourly exams. The exams will be based on material from the lectures and homework sets. Note that Exam 3 is not comprehensive. You may use not use any aids (e.g., calculators or notes) during the exams. See the course schedule for the date of each exam.

Honor Code

As a student at the University of Colorado at Boulder, you are subject to the Honor Code.

Students with Disabilities

If you quality for accommodations because of a disability, please submit to me a letter from Disability Services so that your needs may be addressed in a timely manner. Disability Services determines accommodations based on documented disabilities (303-492-8671, Williard 322, www.colorado.edu/disabilityservices).

Software

·   AMPL/CPLEX

·   LINGO/LINDO

·   MPL/CPLEX

Journals and Magazines

·   Interfaces

·   Management Science

·   Mathematics of OR

·   Operations Research

·   OR/MS Today

·   SIAM Journal on Optimization

Additional Resources

·   INFORMS OR/MS Resource Collection

·   Institute for Operations Research and the Management Sciences

·   Society for Industrial and Applied Mathematics

·   OR-Notes by J. E. Beasley

·   Linear Programming frequently asked questions

·   Information about AMPL

·   Myths and counterexamples in Linear Programming

·   List of Operations Research sites

·   The Computational Infrastructure for Operations Research (COIN) project is an initiative to spur the development of open-source software for the operations research community.


Last modified on April 23,  2005 by Susan Hallowell.