Course - Operations Research, Introduction - TIØ4120
TIØ4120 - Operations Research, Introduction
About
Examination arrangement
Examination arrangement: Written examination
Grade: Letters
| Evaluation | Weighting | Duration | Grade deviation | Examination aids |
|---|---|---|---|---|
| Written examination | 100/100 | 4 timer |
Course content
The course deals with the use of mathematical models for planning of corporate and governmental activities. Most of the planning problems will consist of an economic objective which we want to maximize under scarce resources. Operations Research consists of: - limiting and defining the current problem, - formulating a mathematical model of the problem, - calculating an optimal solution of the model, -and finally interpreting and implementing the found solution. This course deals with both deterministic and stochastic problems, and they will be analyzed based on the following models and methods: Linear and nonlinear programming, integer programming, dynamic programming, simple queuing theory and simulation. We will use spreadsheets to find numerical solutions for some of the analyzed problems.
Learning outcome
By the end of the course the students should be able to:
- define what is meant by operations research, and account for which phases are normally part of a study applying operations research
- describe the assumptions on which linear programming (LP) is built
- formulate LP models on the basis of verbal problem descriptions
- solve LP problems graphically (for two variables), by using spreadsheets, and by hand using the simplex method, both algebraic and in tabular form
- explain duality and the relationship between the primal and the dual problem
- perform sensitivity analysis on the basis of optimal simplex tableaus, and describe the economic information that can be drawn from the analysis
- formulate integer programming models and solve problems formulated using such models by using branch-and-bound or spreadsheets
- formulate non-linear programming models and identify classes of non-linear programming models based on properties of the objective function and the constraint set
- solve some types of non-linear problems using the bisection method, Newtons method, the method of Lagrangean multipliers, the KKT conditions, the modified simplex method, or spreadsheets
- formulate models using dynamic programming and calculate the solution
- indicate which additional challenges arise for problems where the parameters are not known with certainty
- create queueing models based on verbal problem descriptions
- derive formulas for queueing models based on exponential distributions
- describe discrete event simulation and differentiate this from other types of simulation
- implement simple simulation models in spreadsheets
- discuss the pros and cons of the different types of models and the associated solution methods in view of specific problems.
Learning methods and activities
Lectures and exercises with and without computers. If there is a re-sit examination, the examination form may change from written to oral.
Compulsory assignments
- Exercises
Recommended previous knowledge
The course requires knowledge from basic courses in mathematics, statistics and computer science.
Course materials
Given at the start of the course.
Credit reductions
| Course code | Reduction | From | To |
|---|---|---|---|
| BØA2020 | 7.5 | ||
| SIS1012 | 7.5 | ||
| TIØ4115 | 3.7 | ||
| TIØ4126 | 3.7 | ||
| TIØ4126 | 7.5 |
No
Version: 1
Credits:
7.5 SP
Study level: Third-year courses, level III
Term no.: 1
Teaching semester: AUTUMN 2013
Language of instruction: Norwegian
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- Technological subjects
- Henrik Andersson
Department with academic responsibility
Department of Industrial Economics and Technology Management
Examination
Examination arrangement: Written examination
- Term Status code Evaluation Weighting Examination aids Date Time Examination system Room *
- Autumn ORD Written examination 100/100 2013-12-04 15:00
-
Room Building Number of candidates - Summer KONT Written examination 100/100 2014-08-06 15:00
-
Room Building Number of candidates
- * The location (room) for a written examination is published 3 days before examination date. If more than one room is listed, you will find your room at Studentweb.
For more information regarding registration for examination and examination procedures, see "Innsida - Exams"