620-361 Operations Research Techniques and Algorithms
In this page you will find information about the following:
Exam information
We will hand out an exam information sheet in the final lecture. You can also find it here.
We have also put up previous years' exams in the assignments section.
Please note that from the collected exercises in your course notes, problems 47, 50-65, and 67 are not relevant for this year's course.
Lecturers and SSLC rep
Subject co-ordinator:
Dr. Yao-ban Chan
e-mail: y DOT chan AT ms DOT unimelb DOT edu DOT au
Office: Room 198, Richard Berry Building
Telephone: 8344 9073
Assistant lecturer:
Christina Burt
e-mail: c DOT burt AT ms DOT unimelb DOT edu DOT au
Office: Ground Floor, 139 Barry St
Telephone: 8344 1797
Class SSLC representative:
Peter Hickey
e-mail: phickey AT ugrad DOT unimelb DOT edu DOT au
Note that A/Prof Felisa Vazquez-Abad will not be taking the course this semester as previously announced.
Lectures and practice classes
There are 3 one-hour lectures, a practice class, and an optional computer lab, all in different locations!
| Monday |
3:15-4:15pm |
Lecture |
Old Geology Theatre 2 |
| Wednesday |
3:15-4:15pm |
Lecture |
Laby Theatre, David Caro Building |
| Thursday |
1-2pm |
Lab |
Nanson Laboratory, Richard Berry Building |
| Friday |
2:15-3:15pm |
Practice Class |
Russell Love Theatre, Richard Berry Building |
| Friday |
3:15-4:15pm |
Lecture |
Hercus Theatre, David Caro Building |
Practice classes will be used for a variety of purposes. These include unstructured opportunities for project teams to meet, and also times that individuals can work on exercises and get help from the lecturer. On occasion, they may be used for some project team presentations, or other scheduled activity.
The computer lab on Thursday is mainly for students to have access to a computer to work on their projects. It is not a teaching session and attendance is optional, although we may use this session for informal Matlab tutorials if the need arises.
Subject description
The majority of this course will consist of an introduction to nonlinear optimization, which is an important tool in operations research. Nonlinear optimization problems arise in many diverse areas of operations research, including inventory control, telecommunications network design, and portfolio management, to name just a few.
Solving a nonlinear optimization problem involves finding maximum or minimum values of a function, where the function is non-linear and/or the space of feasible solutions is subject to non-linear constraints. We will study both the theory and practice of solving such problems, with an emphasis on algorithms and practical computational tools (see links to software in this page)
In addition to learning specific technical skills that will assist you in your future careers in science, engineering, commerce, education or elsewhere, you will have the opportunity to develop in this subject generic skills that will assist you whatever your future career path:
- Through practice exercises, assignments and in particular through project work, you will develop problem-solving skills including engaging with unfamiliar problems, and identifying relevant strategies.
- The project and assignment work will encourage you to research and make creative use of widely-used computer software resources.
- You will develop analytical skills - the ability to construct and express logical arguments and to work in abstract or general terms to increase the clarity and efficiency of the analysis, through practice exercises, assignments and project work.
- You will develop your oral presentation skills, practising presentation of technical solutions to problems based on real case studies. This practice will assist you in learning how to present material in a well-organized, well-structured, lucid and persuasive fashion.
- Professional report writing skills will be developed through the team project, for which a written report is required.
- Through the team project, you will develop the ability to participate effectively in a team. The department distinguishes between ethical collaboration, which is strongly encouraged, and plagiarism, which is prohibited.
Assessment
- Exam (3 hours) - 65%
- Group Project - 23%
- Written project proposal - no mark, but required to get a mark for the project
- Talk (10-15 minutes, in week 12) - 10%
- Written report (due week 12) - 13%
- Assignments - 12%
Plagiarism sheet
Please note that a plagiarism sheet must be signed by every person. If you do not, you will not receive any marks for your assignments and project.
Past exams
All past exam papers from 1996 onwards are available on closed reserve in the Maths Sciences library - just ask at the desk.
Forum
There is an official 620-361 forum at http://www.ms.unimelb.edu.au/wiki. Go there for general announcements, help with questions, and to talk about problems with other students.
Textbooks
This year, subject notes for this course can be purchased from the Bookroom. There is no single recommended text, but a number of books have sections relevant to some parts of the material. Some examples are listed below.
- HA Taha, Operations Research: An Introduction, McMillan (5th edition 1992).
- HP Williams, Model Solving in Mathematical Programming, John Wiley & Sons (1993).
- WL Winston, Operations Research: Applications and Algorithms, PWS-Kent (1987).
- MW Carter and CC Price, Operations Research: a Practical Introduction, CRC Press LLC (2000).
- R Fletcher, Practical Methods of Optimization, 2nd Edition, John Wiley & Sons, NY (1987).
- FS Hillier and GJ Lieberman, Introduction to Mathematical Programming, McGraw-Hill (1995).
Links to software
Matlab – a mathematical software package which is extremely useful for a wide variety of mathematical tasks. Matlab has its own "programming language" which can be used to quickly and easily implement some of the optimization algorithms that we cover in the course. Matlab is available to students enrolled in this course in the small and large computer labs in the Richard Berry building (when the labs are not in use for other classes).
LINDO - download free trial versions of LINDO solver for linear and integer programming or LINGO for non-linear programming.
AMPL – an algebraic modelling language for linear and non-linear optimization problems, in discrete or continuous variables. Free student version available for download from the website.
tutOR - follow links to Simplex solvers, or go direct to the Simplex Place and select "Simplex Engine" in the left-hand frame.
Modules that demonstrate algorithms for solving optimization problems - a project sponsored by the Computational Science and Engineering Program at the University of Illinois at Urbana-Champaign.
Links to interesting places
Have a look at some ideas on team management and team roles at the Belbin site.
A great web site, with interactive case studies in linear programming, quadratic programming, stochastic programming and integer programming is the NEOS Guide: Case Studies site. (Note you may find the material here on the Quadratic Assignment Problem relevant to your project!) The parent site Optimization Technology Center also has lots of interesting stuff, with background notes and references on many areas of operations research (see, in particular, the "Optimization Tree" link).
ASOR has a monthly seminar series, with slides and summaries of past lectures available at this website. Students are WELCOME to attend seminars, and also to join ASOR. A half-day workshop on "Global Optimization" presented by an international researcher is being given on July 9th. Email Natashia for details.
Price-Waterhouse-Coopers Decision Advisory Centre is using Operations Research to help companies in various ways. There is an on-line case study for a production-distribution "value chain", or "supply chain".
Berkeley has an interactive OR site. Also the University of Illinois at Urbana Champlain has java aplets to illustrate various optimisation methods.
The CSIRO Operations Research Group has lots of interesting stuff happening – they also have vacation scholarships on occasion.
INFORMS – the International Society for Operations Research and Management Sciences - student services!
Panorama - recreational OR - have fun!-
Wikipedia on Lagrange Multipliers - here you will find shortcuts to applets as well.
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