Operations Research, Spring 2013

Instructor: Ling-Chieh Kung
Department of Information Management
National Taiwan University

Operations Research (OR) is a field in which people use mathematical and engineering methods to solve decision problems. While the main application of OR is to solve business problems, people in the fields of Economics, Computer Science, Civil Engineering, Electrical Engineering, etc., also benefit from OR methods. People use those models, algorithms, and solution processes in OR to optimize their decisions. This is why people refer to OR as a decision making tool. In this course, we will study how to facilitate decision making from three different perspectives: (1) deterministic methods for a single decision maker, (2) stochastic methods for a single decision maker, and (3) methods for multiple decision makers. Most examples will be adopted from the business world while some will be from various engineering fields. Basic knowledge on Calculus, Linear Algebra, and Probability is required for taking this course.

This is a required course for the sophomores in the Department of Information Management in National Taiwan University. In most cases, all students who want to enroll in or audit this course are welcome.


Instructor

Ling-Chieh Kung (孔令傑)
E-mail: lckung(AT)ntu.edu.tw
Office hour: 10-12pm, Wednesday or by appointment
Office: Room 413, Management Building II
Tel: 02-3366-1176.


Teaching assistants

彭懷德. E-mail: r01725017(AT)ntu.edu.tw
李永裕. E-mail: r01725019(AT)ntu.edu.tw


Syllabus

Syllabus


Basic information

Classroom: Meeting time: Textbook: References: On-line resources:


Tentative plan

Overview: Single-player deterministic methods: Multi-player methods: Single-player stochastic methods:


Important Dates

Week Lab Special Event Lecture Special Event
12013/2/18No lab 2013/2/21The first lecture
22013/2/25Instructor's lecture 2013/2/28No class
32013/3/4Instructor's lecture 2013/3/7
42013/3/11 2013/3/14
52013/3/18 2013/3/21Project 1 announcement
62013/3/25 2013/3/28
72013/4/1No lab 2013/4/4No class
82013/4/8Instructor's lecture 2013/4/11Project 1 due
92013/4/15Project 1 presentation 2013/4/18Project 2 announcement
102013/4/22 2013/4/25
112013/4/29 2013/5/2Midterm exam
122013/5/6No lab 2013/5/9Project 2 due
132013/5/13Project 2 presentation 2013/5/16
142013/5/20 2013/5/23Project 3 announcement
152013/5/27 2013/5/30
162013/6/3 2013/6/6Guest speaker: Mr. Yu-Lin Chen
172013/6/10 2013/6/13Project 3 due and presentation
182013/6/17 2013/6/20Final exam


Lecture notes

Item Before-lecture Final Covered on Note
Slides for overview Download 2013/2/21 Overview
Slides for Chapter 1 Download 2013/2/21 Introduction to mathematical modeling
Slides for Chapter 3 (Part 1) Download 2013/2/21, 2013/3/7 The basics of linear programming
Slides for Chapter 3 (Part 2) Download 2013/2/25, 2013/3/4 Linear programming formulation
Slides for Chapter 4 (Part 1) Download 2013/3/14 Preparation for the simplex method
Slides for Chapter 4 (Part 2) Download 2013/3/21 The simplex method
Slides for Chapter 4 (Part 3) Download 2013/3/28 More about the simplex method
Slides for Chapter 4 (Part 4) Download 2013/4/8, 2013/4/11 The two-phase implementation
Slides for Chapter 9 Download 2013/4/11, 4/18 Integer programming
Slides for Chapter 6 Download 2013/4/25 Duality
Slides for Chapter 11 Download 2013/5/9 Nonlinear programming
Slides for Chapters 15 and 16 Download 2013/5/16 Inventory models
Slides for Chapter 14 (Part 1) Download 2013/5/23 Static games
Slides for Chapter 14 (Part 2) Download 2013/5/30 More about static games
Slides for dynamic games Download 2013/6/6 Dynamic games


Lab materials

Item Final version Covered on
Slides for lab on 3/11 Download 2013/3/11
Slides for lab on 3/18 Download 2013/3/18
Slides for lab on 3/25 Download 2013/3/25
Materials for lab on 4/22 Download 2013/4/22
Materials for lab on 4/29 Download 2013/4/29
Slides for lab on 5/20 Download 2013/5/20
Slides for lab on 5/27 Download 2013/5/27
Slides for lab on 6/3 Download 2013/6/3


Homework

Due date Problems Data Solutions
2013/3/7 Homework 1 problems Homework 1 solution
2013/3/14 Homework 2 problems Homework 2 solution
2013/3/21 Homework 3 problems Homework 3 solution
2013/3/29 (NOT 28!) Homework 4 problems Homework 4 solution
2013/4/18 Homework 5 problems Homework 5 solution
2013/4/25 Homework 6 problems Homework 6 solution
Do not submit Homework 7 problems Homework 7 solution
2013/5/16 Homework 8 problems Homework 8 solution
2013/5/23 Homework 9 problems Homework 9 solution
2013/5/31 (NOT 30!) Homework 10 problems Homework 10 solution
2013/6/6 Homework 11 problems Homework 11 solution
Do not submit Homework 12 problems Homework 12 solution


Projects

Due date Instructions Data Solution
2013/4/11 Project 1 instructions Project 1 solution
2013/5/9 Project 2 instructions Project 2 data Project 2 solution
2013/6/13 Project 3 instructions

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    Exams

    Date Problems Solutions
    2013/5/2 Midterm problems Midterm solution
    2013/6/20 Final problems Final solution


    Grading


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