ESTM 60203 Introduction to Operations Research

Notes and materials in support of the ESTM 60203 module on Operations Research

Thursday, January 21, 2010

Linear Ordering Problems

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Linear Ordering Problems (LOP) are encountered in a wide range of applications, such as ranking sports teams, triangulation of matrices (i.e...
Wednesday, January 6, 2010

Setting up a Mac for Computational Work

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It is not difficult to set up your Mac for work in the scientific/technical arena.  Here are some thoughts and advice based on my own experi...
Wednesday, December 30, 2009

Modeling OR Problems in SAGE

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Sage is an open source project providing a comprehensive environment for mathematical computing. It's a big package with big ambitions ...
Friday, December 18, 2009

Gambling with Stochastic Dynamic Programming

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Stochastic dynamic programming is a technique for multi-period decision making under uncertainty. A classic illustration is the case of a ri...
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Thursday, December 17, 2009

Example of Business Planning through Stochastic Programming

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The final project/exam for the course concerned a business planning problem that could be formulated as a two stage stochastic program.  I...
Monday, December 7, 2009

Final Exam, Assignments, and Assignment 7

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Given the collision of so many end-of-semester activities, let's forego any new assignments for this week. Assignment 7 will be due Wedn...
Friday, December 4, 2009

Portfolio Optimization with a Mean Absolute Deviation Criterion

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A question came up after class on whether GLPK could be used for portfolio optimization.  At first glance the answer is no because the class...
Thursday, December 3, 2009

Notes on Assignment 6: Australian Motors Case Study

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I've been responding to questions regarding the Australian Motors (AM) case study and wanted to pass on a couple of observations. Firs...

Notes on Assignment 7: Portfolio Optimization in GMPL/GLPK

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I was reminded that not all of you are experienced with Matlab, and was asked whether it would be possible to do the portfolio optimization ...
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Friday, November 20, 2009

Lecture 4: Project Management Notes and files

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I've uploaded notes for lecture 4 along with a polished up version of the GMPL model for doing the Critical Path Method (CPM) calcul...
3 comments:
Wednesday, November 18, 2009

Lecture 3 Notes, Assignment, and Examples

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I've posted the notes for Lecture 3 and the GMPL file for the Network/Transportation example we developed in class.  I polished up the c...
Tuesday, November 17, 2009

Using GLPK/GMPL with GUSEK ...

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In class I demonstrated a minimalistic, bare-bones installation of GLPK. The tools I used were a text editor (such as notepad on Windows mac...
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