IM 2010, Spring 2015

Operations Research

Instructor: Ling-Chieh Kung

Department of Information Management

National Taiwan University


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About this Course

Note: For this course, I plan to adopt the "flipped classroom" principle, which may be new to you. Please pay attention to the syllabus to get an idea about the design of this course.

Operations Research (OR) is a field in which people use mathematical and engineering methods to support decision making. 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 all kinds of decisions. This is why people refer to OR as a decision making tool. In this course, we will study how to facilitate decision making for either a single decision maker or 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, Discrete Mathematics, and Probability is assumed for students 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. This course is taught in English.

Basic information

Instructor
  • Ling-Chieh Kung (孔令傑)
  • E-mail: lckung(AT)ntu.edu.tw
  • Office: Room 413, Management Building II
  • Tel: 02-3366-1176.
  • Office hour: 2-3pm, Thursday or by appointment.
Teaching Assistants
  • Kiwi Liu (劉騏瑋). E-mail: r03725034(AT)ntu.edu.tw
  • Amy Liu (劉盈秀). E-mail: r03725033(AT)ntu.edu.tw
Lectures
  • 9:10-12:10pm, Thursday.
  • Room 103, Management Building I.
Prerequisites
  • Calculus: "Calculus I" and "Calculus II" in the IM department, or equivalent.
  • Linear Algebra: "Management Mathematics" in the IM department, or equivalent.
  • Probability: "Statistics I" in the IM department, or equivalent.
  • Discrete Mathematics: "Discrete Mathematics" in the IM department, or equivalent.
Textbook
  • Introduction to Operations Research by F. S. Hillier and G. J. Lieberman, Tenth edition, McGraw Hill.
    臺灣代理: 東華書局/新月圖書, (02) 2311-4027.
References
  • Introduction to Management Science: A Modeling and Case Studies Approach with Spreadsheets by F.S. Hillier and M.S. Hillier.
  • Operations Research: Applications and Algorithms by W. L. Winston.
  • Game Theory for Applied Economists by R. Gibbons.
  • 管理科學:作業研究與電腦應用 by 陳文賢 and 陳靜枝.
On-line resources
  • To check grades: CEIBA.
  • To download or link to materials: This website.
  • To discuss: the bulletin board "NTUIM-lckung" on PTT.

Syllabus

For a detailed description about this course, including course policies, grading rules, tentative schedules, etc., please see the syllabus. Whenever there is an update, a new version will be posted with a short note describing the update.

Post Syllabus Notes
2015/2/23 Link The basic planning of this course
2015/5/13 Link Deadline for Case Study 2; the grading rule for attending PDAO
Here are my suggestions for formatting your reports.

Important Dates

Week Date Special Events
6 2015/4/2 No class: spring recess
11 2013/5/7 No class: The instructor goes to a conference.
15 2013/6/4 Project presentations
16 2013/6/11 Final exam
Here are my suggestions for formatting your reports.

Lecture materials

Week Topic Lecture Video Pre-lecture Problem
1 Overview Slides N/A N/A
2 Linear Programming Slides Playlist (same as OR14) Problems
3 The simplex method (1) Slides Playlist (same as OR14) Problems
4 The simplex method (2) Slides Playlist (same as OR14) Problems
5 Applications of LP Slides Playlist (new for OR15) Problems
6 (No class: spring recess) N/A N/A N/A
7 LP duality Slides Playlist (same as OR14) Problems
8 Integer Programming Slides Playlist (new for OR15) Problems
9 Network flow models Slides Playlist (same as OR14) Problems
10 Applications of IP Slides Playlist (new for OR15) Problems
11 (No class: in a conference) N/A N/A N/A
12 Nonlinear Programming (1) Slides Playlist (same as OR14) Problems
13 Inventory Theory Slides Playlist (same as OR14) Problems
14 Nonlinear Programming (2) Slides Playlist (same as OR14) Problems
15 (Final Project Presentation) N/A N/A N/A
16 (Final Exam) N/A N/A N/A

Homework

Case assignments

Problems Solution AMPL files
Case study 1 Solution AMPL files
Case study 2 Solution AMPL files
Here are my suggestions for formatting your reports.

Exam

Date Problems Solutions
2013/5/8 Midterm problems Midterm solution
2013/6/19 Final problems Final solution

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Bonus problem
Final project