ORMS1020 Operations Research, Fall 2019 (5 ECTS)
University of Vaasa

Lecturer / Exerciser

Tommi Sottinen / Rudi Wietsma

Contents

Linear modeling; solving linear programs with Octave; simplex algorithm; sensitivity analysis and duals for linear programs; data envelopment analysis; transportation problems; assignment problems; transshipment problems; mixed integer linear programming; branch-and-bound algorithm; traveling salesman problem.

Course Material

Lecture notes ORMS 1020: Operations Research with GNU Octave (October 19, 2011) and the M-files

Lectures

Note that the Lecture Notes proceed in a logical order while the Actual Lectures proceed in a pedagogical order.
    Week 36:
  1. Wed 2019-09-04 at 08-10 F119  Chapter 1: Selection of Optimization Problems
  2. Thu 2019-09-06 at 12-14 F119  Chapter 2: Short Introduction to Octave, Part I
  3. Fri 2019-09-07 at 08-10 F119  Chapter 2: Short Introduction to Octave, Part II

    Week 37:
  4. Mon 2019-09-09 at 12-14 F119  Chapter NaN: Graphical solution of LP's. Bring graph paper!
  5. Tue 2019-09-10 at 12-14 F119  Chapter 3: Linear Programs and Their Optima
  6. Thu 2019-09-11 at 12-14 F119  Chapter 4: Simplex Algorithm, Part I

    Week 38:
  7. Mon 2019-09-16 at 12-14 F119  Chapter 4: Simplex Algorithm, Part II
  8. Tue 2019-09-17 at 12-14 F119  Chapter 7: Transportation-Type Models, Part I
  9. Thu 2019-09-19 at 12-14 F119  Chapter 7: Transportation-Type Models, Part II

    Week 39:
  10. Mon 2019-09-23 at 12-14 F119  Chapter 5: Sensitivity and Duality, Part I
  11. Tue 2019-09-24 at 12-14 F119  Chapter 5: Sensitivity and Duality, Part II
  12. Thu 2019-09-26 at 12-14 F119  Chapter 6: Data Envelopment Analysis, Part I

    Week 40:
  13. Mon 2019-09-30 at 12-14 F119  Chapter 6: Data Envelopment Analysis, Part II
  14. Tue 2019-10-01 at 12-14 F119  Chapter 8: Branch-and-Bound Algorithm
  15. Thu 2019-10-03 at 12-14 F119  Chapter 9: Traveling Salesman Problem

    Week 41:
  16. Mon 2019-10-07 at 12-14 F119  Mock Exam with help
  17. Tue 2019-10-08 at 12-14 F119  Mock Exam's solutions
  18. Thu 2019-10-10 at 14-16 F119  Q & A

Weekly Exercise Sets

The numbers after the "Exercise" refer to the Lecture notes. Exercises are given by Rudi Wietsma (rudi.wietsma@uwasa.fi)

  1. Week 36:
    In the first exercise set we get a first glimpse of the GNU Octave programming language. See pages 14-27 of the Lecture Notes or Octave Manual to get help for these exercises.
    1. Make Octave print "Hello World!" to the screen. (Type help disp to get help, or if you are a C programmer, type help printf.)
    2. Exercise 2.1.
    3. Exercise 2.2.
    4. Make Octave give a wrong answer due to rounding errors.
    Solutions [pdf-file][m-file]

  2. Week 37:
    In the second exercise set we get a first glimpse of optimization problems and study programming with GNU Octave.
    1. Exercise 1.2.
    2. Exercise 2.3. (To check your function, the net present value of the cash flow [1 2 3 4 5] with variable interest rates [0.1 0.2 0.3 0.4 0.5] is 7.2250.)
    3. Exercise 2.4.
    4. Exercise 2.5.


  3. Week 38:
    Here we consider LPs, their optima and the Simplex Algorithm.
    1. Exercise 3.1.
    2. Exercise 3.3.
    3. Exercise 4.2.
    4. Exercise 4.4.


  4. Week 39:
    Here we study Transportation-Type problems
    1. Exercise 7.1.
    2. Exercise 7.3.
    3. Exercise 7.4.
    4. Exercise 7.5.


  5. Week 40:
    Here we study Sensitivity and Duality
    1. Exercise 5.2.
    2. Exercise 5.3.
    3. Exercise 5.4.
    4. Exercise 5.5.


  6. Week 41:
    Here we study different topics: Data Envelopment Analysis, Branch-and-Bound Algorithm and Traveling Salesman Problem.
    1. Exercise 6.1.(a)
    2. Exercise 8.1.
    3. Exercise 8.2.
    4. Exercise 9.1.

Exams

The dates of the final exams are

  1. Fri 2019-10-18 at 12-15
  2. Fri 2019-11-29 at 12-15

Here are some ancient but still relevant exams with solutions:

Grading

Your grade will be given by the formula

where

and a is your percentage of points from the exam and b is the percentage of the exercises you have completed. The additional points b are not transferable beyond the first final exam you take after the course, i.e. then b=0.