• A
  • A
  • A
  • ABC
  • ABC
  • ABC
  • А
  • А
  • А
  • А
  • А
Regular version of the site
For visually-impairedFor visually-impairedUser profile (HSE staff only)Search
Advanced search
Menu
HSE University
User profile (HSE staff only)Search
Advanced search

Course Syllabus

Bachelor 2019/2020

Operations Research

Type: Elective course (Software Engineering)
Area of studies: Software Engineering
Delivered by: School of Software Engineering
Where: Faculty of Computer Science
When: 3 year, 1, 2 module
Mode of studies: offline
Instructors: Galina Zhukova
Language: English
ECTS credits: 5
Contact hours: 64

Course Syllabus

Full Syllabus

Abstract

Operations research is a section of applied mathematics related to the optimization of human activity, the work of various mechanisms and devices, logistics, traffic and much more. This course contains the following topics: linear programming (simplex method, duality, sensitivity analysis), integer linear programming, nonlinear programming, transportation problem, traveling salesman problem, dynamic programming, queueing theory and game theory. The lectures present theoretical material and methods for solving problems. In the practical classes, students learn to solve problems on the topic of a lecture given just before the lesson, at the end of the lesson they have to independently solve a problem on the topic. At the end of the course, students take an exam where they have to answer two theoretical questions and solve six problems. The course Operations Research is designed, to develop the skills to solve practical problems related to optimization and decision making.
Learning Objectives

Learning Objectives

  • The discipline goal is to introduce basic methods of Operations Research to students.
Expected Learning Outcomes

Expected Learning Outcomes

  • Be able to solve linear progpamming problems graphically and with the Simplex method
  • Be able to solve non-linear progpamming problems graphically, with Lagrange method and the gradient method
  • Be able to solve transportation problem
  • Be able to solve travelling salesman problem
  • Be able to solve several problems with the dynamic programming method
  • Be able to evaluate some characteristics of a queueing system
  • Be able to solve zero-sum games
  • Be able to compose the mathematical model of a particular problem
Course Contents

Course Contents

  • Introduction to Operations Research
  • Linear programming
  • Nonlinear programming
  • Transportation problem
  • Travelling salesman problem
  • Dynamic programming
  • Queueing theory
  • Game theory
Assessment Elements

Assessment Elements

  • non-blocking Control Work (C1)
  • non-blocking Control Work (C2)
  • non-blocking Control Work (C3)
  • non-blocking Control Work (C4)
  • non-blocking Control Work (C5)
  • non-blocking Control Work (C6)
  • non-blocking Control Work (C7)
  • non-blocking Control Work (C8)
  • non-blocking Control Work (C9)
  • non-blocking Control Work (C10)
  • non-blocking Control Work (C11)
  • non-blocking Control Work (C12)
  • non-blocking Control Work (C13)
  • non-blocking Control Work (C14)
  • non-blocking Control Work (C15)
  • non-blocking Exam (E)
Interim Assessment

Interim Assessment

  • Interim assessment (2 module)
    Current control Оcurrent is evaluated as an average mark of self-works. The final control is evaluated like Оfinal = Оtheor.1+ Оtheor.2+Оtask, where О theor.1,2 = {0,1,2}, Оtask2 = {0,1} О theor.1,2 =2 if the theoretical answer is complete and correct, О theor.1,2 =1 if the theoretical answer is incomplete but correct О theor.1,2 =0 if the theoretical answer is incorrect or absent If a student answered 2 theoretical questions of 2 and solved correctly 6 problems of 6 he/she obtains 10 marks (using the 10 grade scale). The resulting mark (for the bachelor diploma) is evaluated according to the following formula using the 10 grade scale: Оresult = 0,5· Оcurrent + 0,5· Оfinal The rounding system is the same for all the marks and is a simple mathematical one: 4.49 = 4, 4.50 = 5, etc. The lecturer can exclude the final control for those students who obtained Оcurrent=8,9,10 which means excellent work was done during the seminar classes. Those students obtain Оresult = Оcurrent.
Bibliography

Bibliography

Recommended Core Bibliography

  • Taha H.A. Operations Research: An Introduction, 10-th Edition, Pearson Education Limited, 2017. – 849 p. – ISBN: 9781292165561

Recommended Additional Bibliography

  • Barron, E. N. (2013). Game Theory : An Introduction (Vol. Second edition). Hoboken, New Jersey: Wiley. Retrieved from http://search.ebscohost.com/login.aspx?direct=true&site=eds-live&db=edsebk&AN=565752
  • Kobayashi, H., Turin, W., & Mark, B. L. (2012). Probability, Random Processes, and Statistical Analysis : Applications to Communications, Signal Processing, Queueing Theory and Mathematical Finance. Cambridge: Cambridge University Press. Retrieved from http://search.ebscohost.com/login.aspx?direct=true&site=eds-live&db=edsebk&AN=408874
  • Medhi, J. (2003). Stochastic Models in Queueing Theory (Vol. 2nd ed). Amsterdam: Academic Press. Retrieved from http://search.ebscohost.com/login.aspx?direct=true&site=eds-live&db=edsebk&AN=205403
  • Prisner, E. (2014). Game Theory : Through Examples. [Washington, District of Columbia]: Mathematical Association of America. Retrieved from http://search.ebscohost.com/login.aspx?direct=true&site=eds-live&db=edsebk&AN=800654
  • Ravindran, A. (2008). Operations Research and Management Science Handbook. Boca Raton: CRC Press. Retrieved from http://search.ebscohost.com/login.aspx?direct=true&site=eds-live&db=edsebk&AN=209433