Module Title:   

Advanced Operational Research

Year/Term: 2013/Summer

Module Coordinator: Dr Jun Liu

Sessions

Dates

Hours

Topics

1

Tuesday, 2^nd July, 2013

9-12am

Introduction to Operational Research

(State ofArtoverview. Why OR and case studies illustration of applications)

2

Tuesday, 2^nd July, 2013

2:30-5:30pm

Linear Programming

(Theory insight of Linear Programming. Algebraic derivation of the Simplex Method. The big-M method)

Duality

(The Duality theorem. The Dual Simplex Method)

3

Wednesday, 3rd July, 2013

9:30-12am

Topic 1: xxx (by Prof Luis Martínez López)

Topic 2: xxx (by Dr Jun Liu)

4

Wednesday, 3^rd July, 2013

2:30-5:30pm

Integer Programming

(Cutting planes. The all-integer and the mixed integer-continuous variable methods. Branch-and-bound)

Dynamic Programming

(Bellman's method. Successive approximations. Applications of Dynamic Programming to other problems such as the knapsack problem)

5

Monday, 8^th July, 2013

9-12am

Artificial Intelligence and OR

(The AI approach. NP-completeness and the travelling salesman problem. Heuristic optimisation methods, simulated annealing, tabu searches)

6

Monday, 8^th July, 2013

2:30-5:30pm

Artificial Intelligence and OR

(Genetic Algorithms; Artificial Neural Network and Knowledge-Based Systems)

7

Tuesday, 9^th July, 2013

9-12am

Markov Chains

(Definitions and examples. The Chapman- Kolmogorov equations. Steady-state solutions. Classification of states. The Perron-Frobenius theorems. Reducibility, communication, periodicity, recurrent and absorbing states)

8

Tuesday, 9^th July, 2013

2:30-5:30pm

The Poisson Process

(Distribution of the number of events in a time interval and the inter-event time)

9

Tuesday, 10^th July, 2013

9-12am

Queuing Theory

(The stationary and time dependent M/M/1 queue. The M/G/1 queue. More advanced queuing models)

10

Tuesday, 10^th July, 2013

2:30-5:30pm

Simulation

(Generation of pseudo-random numbers and variables. Simulation of Markov Chains and Queues. Simulation languages)