Operations Research

Course title: Operations Research

Code: 3ФЕИТ01Л012

Number of credits (ECTS): 6

Weekly number of classes: 2+2+1+0

Prerequisite for enrollment of the subject: None

Course Goals (acquired competencies): Introduction to the goals and methods of operations research, and the fields of its application. The students will be able to solve problems concerning optimization of linear quadratic, convex, and other non-linear cost functions, project planning and analysis, management of economic, financial, industrial, military, and government organizations. They will also be introduced to the concepts of mathematical programming.

Total available number of classes: 180

Course Syllabus: Operations research: problem definition, solving, and classification, model simulation and validation. Network models and planning. Critical path analysis and application. Project Evaluation and Review Technique (PERT) analysis. Linear programming methods, static optimization, Simplex method, dual problem in linear programming. Transport problems. Integer programming. Geometrical and matrix problem interpretation. Game theory, minimax criterion, saddle point. Dynamic programming, stock optimization models with constant and random demand. Monte Carlo simulation of stochastic processes. Nonlinear optimization. Nonlinear programming.

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