CARNEGIE MELLON UNIVERSITY

Instructor: Dr. Russ Walker, Wean 6117, ext. 8-2545, rw1k@andrew.cmu.edu

Text: Walker,

**Introduction.** Operations research is the science of
decision-making and involves the formulation and solution of problems whose
solutions lead to decisions affecting the operation of organizations. The term *mathematical programming*, or *deterministic optimization*, is one of the best
developed and most commonly used branches of operations research. This course will
focus on that branch, especially linear programming.

Mathematical programming aims to find the best allocation of scarce resources such as money, time, materials, labor, etc., among an organization's activities while satisfying the financial, technological, organizational or logical constraints of the organization. This course will study the formulation and solution of such problems. Among the areas of application will be production, management, finance and engineering. The power of linear programming will enable us to consider various ``what if'' scenarios allowing the decision-maker to investigate alternatives.

The term ``linear'' in linear programming implies that quantities such as cost, profit, consumption of resources vary linearly with the input resources. While this is often the case, we may also consider a few topics in non-linear programming.