Spring 2024

IE 331 Operations Research: Optimization

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

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

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

Announcements

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Past versions

Spring 2023