Topics in Operations Research (MAE732A)

Undergraduate Courses Outlines - Department of Mathematics

General

School	School of Science
Academic Unit	Department of Mathematics
Level of Studies	Undergraduate
Course Code	MAE732
Semester	7
Course Title	Topics in Operations Research
Independent Teaching Activities	Lectures (Weekly Teaching Hours: 3, Credits: 6)
Course Type	Special Background
Prerequisite Courses	-
Language of Instruction and Examinations	Greek
Is the Course Offered to Erasmus Students	Yes
Course Website (URL)	-

Learning Outcomes

Learning outcomes	The course learning outcomes are: the introduction of the students to integer programming formulations, the introduction of the students to the dynamic programming methodology, the introduction of the students to techniques and tools for decision-making under uncertainty. Upon successful completion of the course the student will be able to: model and solve integer programming problems and understand their differences with the linear programming problems. understand the basic principles of dynamic programming construct simple recursive dynamic programming equations solve known optimization problems using dynamic programming describe and handle decision making problems under uncertainty.
General Competences	Working independently Decision-making Adapting to new situations Production of free, creative and inductive thinking Synthesis of data and information, with the use of the necessary technology

Syllabus

Integer linear programming (integer and mixed integer problems formulation, integer programming algorithms). Dynamic programming (Bellman principle of optimality, finite and infinite horizon problems, Applications on: Routing problems, Equipment-Replacement Problem, inventory problems, etc). Decision analysis (General characteristics of decision problems, decisions under uncertainty, decision trees, risk analysis).

Teaching and Learning Methods - Evaluation

Delivery

Face-to-face

Use of Information and Communications Technology

Lindo/Lingo Software, Email, class web

Teaching Methods

Activity	Semester Workload
Lectures	39
Independent study	78
Fieldwork (3-4 set of homework)	33
Course total	150

Student Performance Evaluation

LANGUAGE OF EVALUATION: Greek
METHODS OF EVALUATION: Final exam (100%)

Attached Bibliography

See Eudoxus. Additionally:

Bellman, R.E.. Dynamic Programming, Princeton University Press, 1957, Princeton, NJ. Republished 2003
Bertsekas D. P. Dynamic Programming and Optimal Control, Vols. I and II, Athena Scientific, 1995, (3 Edition Vol. I, 2005, 4th Edition Vol. II, 2012),
BERTSIMAS D. and J. N. TSITSIKLIS Introduction to Linear Optimization, Athena Scientific 1997
HADLEY G. Linear Programming, Addison-Wesley Publishing Company, INC, 1965
HILLIER F. S. and G. J. Lieberman. Introduction Operations research. The McGraw-Hill Companies, 2001
WINSTON W. L., Operations research (Applications and algorithms). Duxbury Press (International Thomson Publishing) 1994.
Journal: Mathematical Programming Journal, Series A and Series B
Journal: INFORMS Transactions on Education (ITE)