Department of
Mathematical Sciences

CARNEGIE MELLON UNIVERSITY

OPERATIONS RESEARCH II 21-393

CARNEGIE MELLON UNIVERSITY

OPERATIONS RESEARCH II 21-393

Professor A.M.Frieze,

Wean Hall 6204, x8476,

alan at random dot math dot cmu dot edu

Wean Hall 6204, x8476,

alan at random dot math dot cmu dot edu

1. COURSE OBJECTIVES

(i) To develop and extend the students knowledge of mathematical techniques underlying the application of Operations Research.

(ii) To give experience of working in a group on a project.

2. COURSE TEXT

There is no course text. I will use notes.

3. TOPICS

1. Dynamic Programming

2. Integer Linear Programming

3. Game Theory

4. Decision Analysis

5. Inventory Theory

6. Combinatorial Optimization

7. Auctions

4. THE PROJECT

The class will be partitioned into working groups of three/four students. These groups should be formed voluntarily. If necessary, I will make assignments. Each group will work together on a short project which it will research, write a paper on and make a presentation to the class near the end of the semester. Examples of previous projects are obtainable from me. It will be your responsibility to think of a project. I will vet your ideas for suitability and practicality.

The evaluation of the project will be based on the following factors:

The degree to which the project demonstrates the group's ability to abstract a problem into mathematical form and to employ the appropriate solution techniques.

The degree to which the group demonstrates professional writing and presentation skills.

Suggested schedule for carrying out project:

Activity |
Target Date for Completion |

Form small group 3/4 students |
August 31. |

Settle on idea for project | September 28. |

Finish research | November 30 |

Finish write-up | December 18. |

5. GRADING SYSTEM

There will be an initial set of homeworks, amounting to approxmately one quarter the normal load for a one semester course. There will also be two tests.

Project | 50% |

2 Tests | 20% each |

Homework | 10% |

There will be no written final. The tests will be open book and notes.

6. CLASS SCHEDULE

Lectures MWF 1.30 - 2.20PM in WEH8220.

Tests: September 30, October 30.

7. OFFICE HOURS

Tue, Fri 11.00 - 12.00AM in WEH6204.

8. HOMEWORK

9. OLD TESTS

10. SCHEDULE

11 OLD PROJECTS

Curriculum Goals: The aim of this course is to increase the student's knowledge of the techniques and applicability of mathematical

ideas in the solution of organisational problems. The project is an important component in increasaing the student's

confidence in applying these ideas.