END932 Mathematical Programming (3-0-0)

Course Syllabus

Instructor            : H. Cenk Özmutlu

E-Mail                 : hco@uludag.edu.tr

Tel                       : 442 8176-31123

Lectures              : Tuesday 9:00-11:30, Y215

Office                  : Industrial Engineering Building Y317

Office hours        : Wednesday 13:30-15:30 or with appointment.

Course website   : http://www20.uludag.edu/~hco/end932/

Textbooks        : 1)  Linear Programming and Network Flows

                                 by Bazaraa, Jarvis, and Sherali

                            2)  Network Flows: Theory, Algorithms and Applications

                                 by Ahuja, Magnanti, and Orlin

Prerequisites

1. Introductory course in Operations Research.

2. Knowledge of linear algebra, and differential calculus

Topics :

1. Linear Programming

1.1. Review of the linear algebra for linear programming

1.2. Assumptions of linear optimization

1.3. Mathematical modeling for advanced operations research problems

2. Geometric Solution Approach

3. Simplex algorithm and revised simplex algorithm

4. Duality and sensitivity

5. Network problems

6. Decomposition techniques

7. Interior-point algorithms

8. Karmarkar’s algorithm,

Assignments

· Midterm (%30),

· Homework (%10),

· Project (%10),

· Final Exam (%50).