AM121 Operations Research: Deterministic Methods
Fall 2010
Introduction
Operations Research (OR) is an interdisciplinary branch of science whose ultimate goal is to determine optimal solutions for complex and large-scale decision-making problems. Since its “official” beginnings during WWII, OR as been applied to a huge range of topics, including mathematics, social sciences, experimental sciences, engineering, logistics, finance, and much more.
Course Goals
Following this course, students will be familiar with the basic terminology, notions and main results appearing in the literature. Students will understand the interplay between the two key aspects of OR: the modeling of a real-life problem v.s. the mathematical analysis of a model. We will not attempt to cover the full breadth of OR during this semester long course. However, we will cover the basics and fundamentals of the field of Linear Programming, and give a survey of the vastly varying topics in Nonlinear Programming. We will try to present an equal treatment of the mathematical analysis and the applications of OR.
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Instructors:
| Kenny Chowdhary | kchowdhary at brown dot edu |
| Office Hours | Thu 4-6pm, at 180 George St. Computer lab (or by appointment) |
| Chia Ying Lee | chia_ying_lee at brown dot edu |
| Office Hours | Thu 3-5pm, at 180 George St. Computer lab (or by appointment) |
TA:
| Laura Slivinski | laura_slivinski at brown dot edu |
| Recitation | Mon 2-2:50pm, (location TBA) |
| Office Hours | Wed 1:30-2:30pm, at 182 George St Rm 0 |
Do Not approach Professor Sandstede for any class-related issues!
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Textbooks:
The recommended (and official text) is
- [HL] Hillier and Lieberman, Introduction to Operations Research, 9th edition.
We will occasionally draw material from other good books, such as
- [BV] S. Boyd and L. Vandenberghe, Convex Optimization, Lecture Notes.
- [D1] G. B. Dantzig, Linear Programming 1. (available from Brown library as online resource)
- [D2] G. B. Dantzig, Linear Programming 2.