ISE420 Algorithmic Operations Research

Asst.Prof.Dr. Arslan M. ÖrnekIndustrial Systems Engineering

Course Objectives: The course emphasizes the role of optimization in

Operations Research. Students will gain an overall perspective in the types of methodologies identified with common optimization problems. Basic theory and computational strategies for exact and heuristic solutions of integer, combinatorial and network flow problems in the context of classical models will be introduced.

With the project assignments, the students will gain hands on experience in mathematical programming computation through the use of modeling language OPL and optimization software Cplex.

Course Outline :Week Chapter Subject

1 1-2 Problem Solving with Mathematical ModelsDeterministic Optimization Models in OR

2 3 Improving Search3 3 Improving Search (continued)4 4 LP Models5 5 Simplex Search for Linear Programming6 5 Simplex Search for Linear Programming

(continued)7 6 Interior Point Methods8 Midterm

Course Outline :(continued)

9 7 Duality and Sensitivity 10 8 Multi objective Optimization and

Goal Programming11 9 Shortest Paths and Discrete

Dynamic Programming12 10 Network Flows13 11 Discrete Optimization Models14 12 Discrete Optimization Methods15 Project presentations

Research Paper A Research Paper is required with students

working individually or in groups of 3-4. Students may propose any optimization-related topic related to this class, but the topic must receive approval.

Each Project Group is required to give a 20-min. presentation at the end of semester covering all aspects of their project. The date and format will be discussed in the class.

Reading Assignments All reading assignments must be completed according

to the course schedule, and you must be prepared for discussion of weekly reading topics in class. In addition, you will undertake outside readings of articles and texts relevant to topics being discussed and studied in class. Participation in class and team discussions is part of your grade and this will not work well if you have not kept up with the readings.

Assignments are due at the BEGINNING of the class period on the designated due date. If you miss class on the due date and your paper is not in at the beginning of class, you will receive a zero on the assignment.

Examinations

There will be one midterm and one final examination, which will cover reading assignments, lectures, classroom discussions. The midterm examination will be announced at least one week in advance, and will occur as close as possible to the date scheduled in the course outline.

Grading

Midterm 25% Homeworks 20% Project 20% Final 35%