AØKA08025U Operation Research CANCELED Autumn 2015 and Spring 2016

Volume 2015/2016
Education

Elective from the 2.year of BSc in Economics
Elective at MSc in Economics

Content

The course is a traditional introduction to Operations Research. We start with general aspects of modeling followed by the main modeling family: Linear Programming. We include the Simplex algorithm as well as sensitivity analysis and duality. We consider special LP's such as transportation problems and various network models. We then move on to integer programming and dynamic programming. Finally, simple stochastic models for inventories and queues are considered.

While the course in many cases includes the theoretical background for the models, high emphasis is put on modeling of cases and examples. 

Learning Outcome

to be updated

Tentative:

Syllabus:
Textbook: Winston, Operations Research - Applications and Algorithms, 4th. ed.
Chapter 1, 2 and 3 - Introduction to the course, basic linear algebra and introduction to LP, 126 pages.
Chapter 4 (except 4.9 and 4.10) - Simplex algorithm to LP problems. 90 pages.
Chapter 6 - Sensitivity and duality for LP problems. 98 pages.
Chapter 7 - Transportation problems, 53 pages.
Chapter 8 - Network models, 62 pages.
Chapter 9 - Integer programming, 87 pages.
Chapter 15 (15.1 and 15.2) and Chapter 16 (16.1-16.7) - Inventory models, 40 pages.
Chapter 18 (18.1-18.6) -Dynamic Programming, 40 pages.
Chapter 20 (20.1-20.5) - Queuing Theory, 36 pages.
However, the parts concerning the usage of the software package LINDO can be skipped. All in all 632 pages of which many are examples and summation of methods and algorithms.

Schedule:

The course consists of 3 hours of classes (lectures) for 14 weeks.

For enrolled students please find more information of courses, schedule, rules etc at
https:/​/​intranet.ku.dk/​economics_ma/​courses/​Pages/​default.aspx

Timetable and classroom:
For time and classroom please press the link under "Se skema" (See schedule) at the right side of this page (15E means 2015 Efterår (Autumn)) or at this link (partly in English):
  • Category
  • Hours
  • Exam
  • 3
  • Lectures
  • 42
  • Preparation
  • 161
  • Total
  • 206
Credit
7,5 ECTS
Type of assessment
Written examination, 3 hours under invigilation
Individual written exam at the computers of Copenhagen University
Aid
Written aids allowed
Marking scale
7-point grading scale
Censorship form
External censorship
20 % censurship
Exam period

The exam takes place 22 December 2015 at Peter Bangs Vej 36. 2000 Frederiksberg http:/​/​pc-eksamen.ku.dk/​pc_exam

For enrolled students more information is available at
https:/​/​intranet.ku.dk/​economics_ma/​examination/​Pages/​default.aspx

Re-exam

Same as the ordinary exam. But if only a few students have registered for the re-exam, the exam might change to an oral exam. This means that the examination date also will change.

For enrolled students more information about re-sit exam is available at https://intranet.ku.dk/economics_ma/examination/reesits/Pages/default.aspx

Criteria for exam assesment

The student must in a satisfactory way demonstrate that he/she has mastered the learning outcome of the course.