END332E Operations Research II Dr. Y. İlker TOPCU www.ilkertopcu.net www.ilkertopcu.org www.ilkertopcu.info facebook.com/yitopcu twitter.com/yitopcu instagram.com/yitopcu Dr. Özgür KABAK web.itu.edu.tr/kabak/ 2 Course Information Credits: 3+0 ECTS Credits: 7 Type: Compulsory Language: English Web site: web.itu.edu.tr/topcuil/ya/END332E ninova.itu.edu.tr 3 Course description Integer Programming Branch and Bound / Cutting Planes Algorithms Combinatorial Optimization Multi objective decision making (Goal Programming) Markov Chains Non-Linear Programming Interior point algorithms Dynamic Programming 4 Course objectives 1. To use different mathematical modeling techniques utilizing Operations Research (OR) methodology 2. To learn various methods that are used for quantitative decision making 3. To find optimal solutions to problems 5 Course learning outcomes Students who pass the course will gain 1. ability to formulate and solve Integer Programming problems 2. insight in Combinatorial Optimization 3. insight in Multi Objective (Goal Programming) and Multi Attribute Decision Making 4. ability to formulate and solve Non-Linear Programming problems 5. ability to formulate and solve Dynamic Programming problems 6 Relationship between the course and Industrial Engineering curriculum Level of Contribution Program Outcomes a b c d e f g h i j k l m n o 1 2 Apply mathematics, science, and engineering principles 3 X Ability to design and conduct experiments and interpret data Ability to design a system, component, or process to meet desired needs X Ability to function on multidisciplinary teams X Abiliy to identify, formulate, and solve engineering problems X Understanding of professional and ethical responsibility X Ability to communicate effectively The broad education necessary to understand the impact of engineering solutions in a global context Recognition of the need for and an ability to engage in a life-time education Knowledge of contemporary issues Ability to use the techniques, skills, and modern engineering tools necessary for engineering practice Ability to apply his/her knowledge in business Knowledge and skills of management Understanding of the environment and responsibility for changes in technological, economical and social issues To have a high degree of self-confidence and initiative 1: Little, 2. Partial, 3. Full X X X 7 References Text book Winston W.L. (2004) “Operations Research: Applications and Algorithms”, Brooks/Cole – Thomson Learning Web site of the course Up-to-date lecture notes and supplements Solutions to exams and homework Previous exam questions Books “Operations Research”, "Practical Management Science", "Introduction to Management Science“, "Quantitative Analysis for Management”, "Optimization in Operations Research", "Introduction to Mathematical Programming“ Web sites of other courses 8 Assessment Criteria Final exam (40%), 2 Midterm exams (40%), 2 Assignments (20%) All exams will be “open book” If your final exam grade is less than 30 or if your average grade is less than 40, you will receive a letter grade FF If you do not complete the following requirements, you will receive a letter grade VF: One of your midterm exam grades must be more than 30 One of your HW grades must be more than 50 9 Exams Midterm exam 1 Topics covered in the first six weeks March 22, Wednesday, 6:00 pm Midterm exam 2 Topics covered after week seven May 15, Monday, 6:00 pm Final exam All topics 10 Assignments HW1 Integer Programming March 1 – March 15 HW2 NLP, Interior Point algorithms, Dynamic Prog. April 26 – May 3 11 Cheating and Plagiarism Do not! Studying together to understand the material is fine, but the work you hand in is to be your own. No cheating will be tolerated: A letter grade of F will be given! You can constitute a group of maximum three students to submit assignments. You may submit a unique report for your group (of course plagiarism among assignment groups is strictly forbidden). 12 Schedule Feb. 6-8 Feb. 13-15 Feb. 20-22 Feb. 27-Mar. 1 Mar. 6-8 Mar. 13-15 Mar. 20 (Mon.) Mar. 22 (Wed.) Mar. 27-29 Apr. 3-5 Apr. 10-12 Apr. 17-19 Apr. 24-26 May 1 May 3 May 8-10 May 15 (Mon.) May 15 (Mon.) Integer Programming, Formulating IP Problems Formulating IP Problems (cont.) Solving IP Problems Solving IP Problems (cont.); HW1 Goal Programming Markov Chains PROBLEM SOLVING MIDTERM I (18:00) SPRING BREAK Interior Point Methods, Introduction to Non-Linear Prog. Int. to NLP (cont.) Deterministic Dynamic Programming Deterministic Dynamic Programming (cont.); HW2 LABOR AND SOLIDARITY DAY Probabilistic Dynamic Programming Probabilistic Dynamic Programming (cont.) PROBLEM SOLVING MIDTERM II (18:00) 13 Assoc. Prof. Dr. Özgür Kabak Office address Management Faculty A311, Maçka, Istanbul Phone (212) 293 1300 /2039 office /2073 secretary Web site web.itu.edu.tr/kabak/ E-mail address [email protected] 14 Assoc. Prof. at Industrial Engineering department of ITU (2015) Post-doc studies at Belgium Nuclear Research Centre (SCK.CEN) (2009-2010) A fuzzy multi attribute decision making approach for nuclear safeguards information management Ph.D. in ITU Industrial Engineering programme (2008) Modeling supply chain network using possibilistic linear programming and an application Research interests Operations Research (Mathematical programming) Supply chain management Fuzzy decision making 15 Prof. Dr. Y. İlker Topcu Office address Management Faculty C301, Maçka, Istanbul Phone (212) 293 1300 /2069 office - (532) 355 5045 mobile Web site www.ilkertopcu.net, www.ilkertopcu.org, www.ilkertopcu.info, www.facebook.com/yitopcu, twitter.com/yitopcu E-mail address [email protected] 16 Professor at Industrial Engineering department of ITU (2011) Associate Professorship in Operations Research (2005) Ph.D. in ITU Engineering Management programme (2000) Integrated decision aid model for multi-attribute problem solving Ph.D. research at Centre for Decision Research of Leeds University Business School (1998-1999) Research interests Decision Analysis, Multi Criteria Decision Making, Group Decision Making Operations Research / Management Science Logistics Management, Ethics in OR, Business Ethics, Transp’n, Energy, Bidding and Tender Systems, Scheduling 17
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