478 Advanced Operations Research
نویسنده
چکیده
1. Decision making and operations research. (a) The need for optimization. (b) Typical models of industry and finance. 2. Advanced linear programming (LP) (a) Need for linear models. (b) General form of LP problems. (c) The sparse simplex method; primal and dual algorithms; computational implications. (d) Economic interpretation of the optimality conditions: Sensitivity analysis. (e) Interior point algorithms. (f) State-of-the-art in solving LP problems. 3. Integer programming (IP) (a) Situations requiring integer valued models. (b) IP problem formulation. (c) Solution methods; Implicit enumeration, branch and bound (B&B) method. (d) Network programming (optimization in networks). (e) Logic constraints and IP. (f) State-of-the-art in solving IP problems. 4. Modeling (a) Basics of modeling. (b) Model generation and management. (c) Modeling languages, modeling systems.
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