Operations Research (OR) is a field in which people use mathematical and engineering methods to study optimization problems in Business and Management, Economics, Computer Science, Civil Engineering, Electrical Engineering, etc.
Operations Research (3): Theory
Operations Research (3): Theory
Instructor: 孔令傑 (Ling-Chieh Kung)
9,755 already enrolled
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Gain insight into a topic and learn the fundamentals.
5.0
(81 reviews)
Advanced level
Recommended experience
14 hours to complete
3 weeks at 4 hours a week
Flexible schedule
Learn at your own pace
What you'll learn
Understand the theoretical properties of linear programs, integer programs, and nonlinear programs.
Apply the mathematical properties to reduce the complexity of real-world problems or to solve it.
Skills you'll gain
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Assessments
8 assignments
Taught in English
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There are 8 modules in this course
In the first lecture, after introducing the course and the importance of mathematical properties, we study the matrix way to run the simplex method. Being more familiar with matrices will help us understand further lectures.
What's included
5 videos1 reading1 assignment
In this week, we study the theory and applications of linear programming duality. We introduce the properties possessed by primal-dual pairs, including weak duality, strong duality, complementary slackness, and how to construct a dual optimal solution given a primal optimal one. We also introduce one important application of linear programming duality: Using shadow prices to determine the most critical constraint in a linear program.
What's included
14 videos1 assignment
In the past two weeks, we study the simplex method and the duality. On top of them, the dual simplex method is discussed in this lecture. We apply it to one important issue in sensitivity analysis: evaluating a linear programming model with a new constraint. A linear programming model with a new variable is also discussed.
What's included
8 videos1 assignment
In this lecture, we introduce network flow models, which are widely used for making decision regarding transportation, logistics, inventory, project management, etc. We first introduce the minimum cost network flow (MCNF) model and show hot it is the generalization of many famous models, including assignment, transportation, transshipment, maximum flow, and shortest path. We also prove a very special property of MCNF, total unimodularity, and how it connects linear programming and integer programming.
What's included
11 videos1 assignment
As the last lesson of this course, we introduce a case of NEC Taiwan, which provides IT and network solutions including cloud computing, AI, IoT etc. Since maintaining all its service hubs is too costly, they plan to rearrange the locations of the hubs and reallocate the number of employees in each hub. An algorithm is included to solve the facility location problem faced by NEC Taiwan.
What's included
13 videos1 assignment
In this week, we study nonlinear programs with constraints. We introduce two major tools, Lagrangian relaxation and the KKT condition, for solving constrained nonlinear programs. We also see how linear programming duality is a special case of Lagrangian duality.
What's included
15 videos1 assignment
In this week, we introduce two well-known models constructed by applying the mathematical properties we have introduced. First, we formulate a simple linear regression problem as a nonlinear program and derive the closed-form regression formula. Second, we introduce support-vector machine, one of the most famous classification model, from the perspective of duality.
What's included
14 videos1 assignment
In the final week, we review the topics we have introduced and give some concluding remarks. We also provide some learning directions for advanced studies.
What's included
3 videos1 assignment
Instructor
Instructor ratings
4.9 (29 ratings)Offered by
Recommended if you're interested in Algorithms
University of Colorado Boulder
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University of Minnesota
Rice University
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PS
5
Reviewed on Jul 25, 2024
good course to dive in to mathematic theory and build up confidence without graduate knowledge.
AN
5
Reviewed on Jul 21, 2022
Very thorough and challenging for Operations Research candidates! Gives a very good foundation of Lagrangean decomposition and Duality theory!
OG
5
Reviewed on Oct 30, 2021
Excellent intro into the vast world of optimization and operations research. Please make one on stochastic processes and programming next!
New to Algorithms? Start here.
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