| Recommended semester: 1st - 4th semester |
| Scope and form: Lectures and exercises |
| Evaluation: Written exam
|
| Examination: 13-scale |
| Previous course: 04030 |
| Preferred prerequisites: Knowledge of linear algebra and probability |
| No credit points with: 04030 / C0403 |
| Aim: Operations research (OR) is about applying mathematical models to help decision makers. The course aims to give a general orientation about OR methods, enabling students to be able to evaluate the possibility of using OR in a given problem setting, and to lay a firm foundation for further studies. Also, the course aims to enable students to use some OR methods on decision problems; optimization of linear models (Linear Programming) is emphasized. The course yields a useful background for working with mathematical models in most areas of engineering science. |
| Contents: Linear programming: model formulation, the Simplex method, theory, duality, sensitivity analysis, and other algorithms. The transportation problem: model formulation and solution. The assignment problem. Dynamic programming. Game theory. Queueing models: theory and applications. Inventory models: deterministic and stochastic. Decision analysis. Simulation. |
| Contact: Henrik Juel, building 305, (+45) 4525 3391, hj@imm.dtu.dk |
| Department: 002 Informatics and Mathematical Modelling |
| Course URL: http://www.imm.dtu.dk/courses/02701 |
| Keywords: Operations research, linear programming |
| Updated: 26-02-2001 |
