04030 Introduction to Operational Research

Danish title: Introduktion til operationsanalyse

 Type: Å, Language: DDD 
Credit points:
5 point 

 Previous course: C0403 
Offered by:
Department of Mathematical Modelling
(IMM) 
No credit points with: C0403 
Desirable: 01012/C0112/01013/C0113/01014/C0114 Lineær Algebra. 01142/C0142 Sandsynlighedsregning 
Recommended semester:
4th 7th semester 
Examination:
Written exam
(13 point scale
) 
Remarks: The course is taught in Danish, and textbooks, notes and problems are in Danish. The name of an equivalent American textbook may be supplied, and the written examination questions may be translated into English. 
Contact person: 
Henrik Juel, IMM, Building 321, Tel. +45 4525 3391 

Aim: 1. To give the students a general introduction to concepts and methods of Operational Research (OR), enabling them to analyse the potential for using quantitative ORmethods on a concrete problem, and giving them a good background for further OR studies. 2. To enable the students to use simple ORmethods for solving decision or planning problems. Special emphasis is placed on giving the students a good knowledge of Linear Programming (LP), i.e. problem formulation and optimisation using a linear model. LP is often applied as a practical tool of optimisation, and it forms an important ingredient of several advanced optimisation methods. 
Contents: Foundations of OR: Systems theory, utility theory, decision theory, game theory. Standard models of OR: The linear model, network models, queuing models, inventory models, System Dynamics models. Optimisation methods: Linear Programming ( the Simplex method, network algorithms), simple gradient methods, overview of other optimisation methods. Solution methods other than optimisation: Stochastic and deterministic simulation. 

