Operations Research

Details (Vorlesungsverzeichnis) 351-1004-00L 

Instructor:

Prof. Thomas F. Rutherford

Lectures and associated reading:

26 Sept        Introduction (chapters 1,2)

3 Oct            Markowitz and Fundamentals

10 Oct          LP Formulation Examples and Intro to Duality

17 Oct          LP Duality

24 Oct          Koopmans, Hydropower Planning and Duality

31 Oct          DEA, Transport and Energy

7   Nov         Market Equilibrium and Classical Optimization

14 Nov         Nonlinear Programming

28 Nov         Integer Programming

5   Dec         Mixed Complementarity Programming

12 Dec         Stochastic Programming

19 Dec         Course Review

Reading and Models:

1. Models from 26 September lecture.
2. Model from 3 October lecture (portfolio).
3. Models from 10 October lecture
4. Lagrangian duality for linear programming
5. Hydropower planning examples
6. Video introducing LP Modeling in Excel
7. Koopman's Nobel Lecture and  Banquet Speech
8. GAMS Interface to the Google Maps Distance Service
9. Yves Albers' BA Thesis and Programming Tools
10. William Hogan, Energy Policy Models for Project Independence (GAMS program with the model data is provided here.)
11. A calibrated spatial price equilibrium model
    
12. Optimal pivot design Excel workbook.
13. Imperfectly competitive firms maximize profit in a spatial economy (GAMS program is here.)
14. Who owns the fish?
15. Two Excel files for illustrating network flow (1, 2).
16. Complementarity programming: overview and Wadropian network equilibrium.
    

Homework:

Homework assignments will be posted on 10 October (pdf,zip), 24 October  (pdf, zip), 14 November (pdf, zip), and 5 December  (solution gms and xlsx). 

Homeworks are due one week following the distribution.  They are to be submitted by email to eth.or.2011@gmail.com.

Textbook:

Introduction to Operations Research by Frederick S. Hillier and Gerald J. Lieberman, McGraw Hill (9th edition)

Additional readings and exercises will be assigned from the supplementary materials website, http://www.mhhe.com/hillier

Important Dates:

• Recitation and homework review sessions will be held from 8:00 to 9:00 in HG E3  on 21 Oct, 4 Nov, 2 December, and 16 Dec.
• The final examination will be from 8:15 to 9:45 on Monday, January 9, 2012 in HG F7.