OR 504 601 Intro Mathematical Program

3 Credit Hours

Basic concepts from mixed integer linear programming, nonlinear programming, and dynamic programming theory.

Prerequisite

ISE 361 or ISE 501 or equivalent (i.e., an undergraduate or graduate course that covers linear programming)

Course Objectives

Represent various types of real-world problems as mathematical models.
Distinguish between distinct classes of mathematical models: linear, mixed-integer, pure integer, nonlinear, etc.
Implement sets, indices, symbols, and other short-hand notation to model large-scale problems effectively.
Determine suitable techniques for solving OR models and the tradeoffs between alternatives.
Use modeling and mathematical programming software to solve problems.
Interpret optimization solver output and perform sensitivity analysis, when applicable.
Perform the basic roles required of a junior operations research analyst

Course Requirements

There will be two midterm exams and a cumulative final exam during the semester. Hort quizzes will be given approximately once per week (on non-exam weeks). Computer exercises and projects will also be assigned for credit.

Course Outline

Coverage of models and algorithms from mixed integer linear programming, nonlinear programming, and dynamic programming.

Textbooks

TBD

Software Requirements

This course will utilize the Python programming language; it will be interfaced with solver software that is accessible to students.

Created 10/24/2023