Introduction to Operations Research II

  • type: Lecture
  • chair: Nickel
  • semester: Undergraduate, Bachelor-Foundation
  • place:

    Building 30.21, Gerthsen lecture hall, room 001
  • time: Thursday, 15:45-17:15
  • start: October 22nd, 2009
  • lecturer: Professor Stefan Nickel
  • sws: 2
  • lv-no.: 25043
  • exam: Written examination on March 05, 2010
links

Contents

Integer and Combinatorial Programming: Basic notions, cutting plane metehods, branch and bound methods, branch and cut methods, heuristics.

Nonlinear Programming: Basic notions, optimality condiditions, solution methods for convex and nonconvex opimization problems.

Dynamic and stochastic models and methods: dynamical programming, Bellman method, lot sizing models, dynamical and stochastic inventory models, queuing theory.

Literature

  • Domschke, Drexl: Einführung in Operations Research, Springer, 2007
  • Hillier, Lieberman: Introduction to Operations Research, McGraw-Hill, 2005