IE 331 Operations Research: Optimization

IE 331 Operations Research: Optimization, Spring 2024

MW 10:30 - 11:45 pm, E2-2 #1501

Instructor: Dabeen Lee (E2-2 #2109)
Email: dabeenl [at] kaist [dot] ac [dot] kr
Office hours: TBD

Teaching Assistant: Jaehyun Park (Email: jhpark [at] kaist [dot] ac [dot] kr) & Kihyun Yu (Email: khyu99 [at] kaist [dot] ac [dot] kr)

Text: No required text, but the following materials are helpful.

Recommended textbooks and lecture notes

Operations Research: Applications and Algorithms by Wayne L. Winston.
Applied Mathematical Programming by Stephen P. Bradley, Arnoldo C. Hax and Thomas L. Magnanti.
Model Building in Mathematical Programming by H. Paul Williams.
Introduction to Linear Optimization by Dimitris Bertsimas and John N. Tsitsiklis.
Linear Programming by Robert J. Vanderbei.

Syllabus (pdf)

Operations Research & Management Science (ORMS) refers to analytical and quantitative techniques that are used in decision-making processes for organizations (including businesses). This course will focus on mathematical optimization and mathematical programming, arguably the most fundamental tool used for quantitative decision-making. We will learn basic yet fundamental frameworks to formulate a decision-making problem as a mathematical optimization model, taking into account data, constraints, and objectives. Topics include, but are not limited to, introduction to linear programming, network flow models, integer programming, scheduling, and stochastic programming.

Lecture notes

Mon 2/26: introduction (lecture note)
Wed 2/28: modeling decision-making problems as optimization problems, introduction to linear programming (lecture note)
Mon 3/04: Linearly representable functions, Representing optimization problems as linear programs (lecture note)
Wed 3/06: Representing optimization problems as linear programs II, Production planning with dumping and penalty costs (lecture note)
Mon 3/11: linear programming standard form, history of linear programming (lecture note)

Announcements

Past versions

Spring 2023