N90401 Operations Research

The course aims to provide the theoretical foundations and the main technical solutions for Operational Research. In particular, Linear Programming, Full Linear Programming and Theory of Games are dealt with.

At the end of the course, the student will be able to apply optimization methods to economic-organizational decision-making problems such as production planning, resource allocation, and the distribution of resources (using appropriate IT tools).

The course aims to provide the theoretical foundations and the main technical solutions for Operational Research. In particular, Linear Programming, Full Linear Programming and Theory of Games are dealt with.

At the end of the course, it is assumed that the student will be able to apply optimization methods to economic-organizational decision-making problems such as production planning, resource allocation, and the distribution of resources (using appropriate IT tools).

The course is structured in the following parts:

1. The general model. Elements of Decision Theory.
2. Linear programming: geometric solution, simplex algorithm, duality, sensitivity analysis.
3. Integer programming: transport and assignment problems, branch-and-bound.
4. Game theory: non cooperative games.

The course includes:

1. lectures, where problems and general techniques for their solution are introduced from a theoretical point of view,
2. practical lessons in computer laboratory where these techniques are applied to real world problems with increasing complexity levels.

Evaluation is based on different assignments, written test and practical solution of given problems.