Courses
- Introduction To Operations Research (40112) תקציר הקורס:
- Optimization and Performance Analysis (60003) תקציר הקורס:
- Introduction To Probability (90911) תקציר הקורס:
Abstract:
Use of mathematical models for planning and operating systems in industrial engineering, linear programming formulations and graphical solution, the simplex method, duality and sensitivity analysis, transportation problems, the assignment problem, Branch & Bound algorithm, dynamic programming, decision theory.Abstract:
The course focuses on formulating and solving optimization problems using mathematical models. During the course, students will study the following topics:
Linear Optimization: formulations, duality, complementary slackness.
Integer Linear Optimization: formulations, branch-and-bound method.
Dynamic Programming principles and examples.
Nonlinear Optimization: convex optimization, unconstrained optimization problems, first and second-order optimality conditions, gradient-based computational methods.
Constrained Optimization: KKT conditions, duality.
The course will include the use of Excel software for solving optimization problems.Abstract:
Basic concepts in probability theory: sample space, elementary theorems, combinatorial calculations, conditional probability and independence, random discrete variables, expected value and variance, special random variables,
multivariate variables, central limit theorem. Basic concepts in statistics: statistical estimation and testing, confidence intervals.