Course Archives Statistical Quality Control & Operations Research Unit | ||||||||||
Course: Operations Research I Instructor: U H Acharya Room: Annex room of PJA Level: Postgraduate Time: Currently offered |
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Syllabus Past Exams Syllabus: Introduction to OR: Origin of OR and its definitions Operational Research with special emphasis on interdisciplinary and systems approach, stages of OR project, problem formulations. Developing a model. Testing the adequacy of the model, deriving a solution and evaluation of the solution and implementation. Linear Programming: Linear programming examples and modeling. LP formulations using matrix notation, standard and canonical forms, row operations, pivoting. Polyhedral sets, extreme points, bases and the connection between extreme points and the bases. Graphical method for solving LPs. Existence of optimal basic feasible solutions. The simplex methods: two-phase and the big-M method. Degeneracy in LP and its resolution. The revised simplex method and its significance. Duality: formulations, the fundamental theorem of duality, the dual simplex algorithm, and the sensitivity analysis. Applications of OR: The minimum cost network flow problems, the transportation model, and the bounded variables problem. Large scale optimization problems and the decomposition principle. Case studies on industrial applications of OR. Reference Texts: 1. Operations Research and Management Science, Hand Book: Edited By A. Ravi Ravindran, CRC Press, Taylor & Francis Group (web site: http://www.taylorandfrancis.com). 2. Nonlinear Programming Theory and Algorithms: By Mokhtar S. Basaraa, Hanif D. Sherali and C. M. Shetty, second edition, John Wiley & Sons Inc. , New Delhi. 3. Network Programming: By Katta Murty, Pretice Hall. 4. Handbook of Applied Optimization: edited By Panos M. Pardalos and Mauricio G. C. Resende, Oxford University Press (www.oup.com) 5. The Linear Complementarity Problem: By Cottle, Pang and Stone, Academic Press. Evaluation:
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Midterm
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[Indian Statistical Institute] |