Operations Research (2010/2011)

Course code
4S00001
Name of lecturer
Letizia Pellegrini
Coordinator
Letizia Pellegrini
Number of ECTS credits allocated
6
Other available courses
Academic sector
MAT/09 - OPERATIONS RESEARCH
Language of instruction
Italian
Period
II semestre dal Mar 1, 2011 al Jun 15, 2011.

Lesson timetable

II semestre
Day Time Type Place Note
Tuesday 1:30 PM - 3:30 PM lesson Lecture Hall C from Mar 2, 2011  to Jun 15, 2011
Thursday 1:30 PM - 3:30 PM lesson Lecture Hall F  

Learning outcomes

This course aims to introduce the student to some basic problems in the optimization field, with a particular attention towards the linear programming and some network optimization problems. Besides, basic notions of integer and combinatorial programming will be outlined. The course also includes some hours dedicated to practical exercises, with the aim of addressing the student to the mathematical formulation of a problem and its subsequent solution.

Syllabus

Basic notions: convex sets, polyhedra and cones; convex functions and convex programming.
Linear programming: mathematical formulation of linear programming problems; equivalent forms, standard form; mathematical structure, geometry of linear programming, properties.
The simplex algorithm: vertices and basic solutions; optimality conditions; tableau method, auxiliary problem, two-phases method.
Duality theory: the fundamental duality theorem of linear programming, the dual simplex algorithm; economic interpretation; sensitivity analysis.
Integer linear programming: the cutting plane method; the branch and bound.
Network optimization: the minimum spanning tree problem, the shortest path problem, the maximum flow problem.

Reference books
Author Title Publisher Year ISBN Note
FISCHETTI M. Lezioni di Ricerca Operativa Edizioni Libreria Progetto Padova 1999 8887331049

Assessment methods and criteria

Written final examination.

Teaching aids

Documents