Szeptember - 2018
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Tantárgy adatlap

Operations Research

Tantárgy adatlap letöltése: Letöltés

A tantárgy kódja: 4OP13NAK28B
A tantárgy megnevezése (magyarul): Operations Research
A tantárgy neve (angolul): Operations Research
A tanóra száma (Előadás + szeminárium + gyakorlat + egyéb): 2+1
Kreditérték: 6
A tantárgy meghirdetésének gyakorisága: fall semester
Az oktatás nyelve: English
Előtanulmányi kötelezettségek: Foundations of Mathematics I and II
A tantárgy típusa: core
Tantárgyfelelős tanszék: Operációkutatás és Aktuáriustudományok Tanszék
A tantárgyfelelős neve: Biró Péter

A tantárgy szakmai tartalma: The course introduces some basic mathematical models and methods which are frequently and successfully applied in business decision-making. The aim is to provide the students with the basic knowledge and skills of how various types of complex decision situations can be analyzed quantitatively by formulating them as mathematical models and then by solving these models with optimization methods.

Évközi tanulmányi követelmények: Active participation in classes. Solution of homework problems.

Vizsgakövetelmény: Midterm and Final exams.

Az értékelés módszere: The two exams count 50 points each. Grades are calculated on the total points achieved (provided at least 15 points are scored on each of the exams) as follows: 0-39: 1, 40-54: 2, 55-69:3, 70-84: 4, 85-100: 5.

Tananyag leírása: The main topic is linear programming, probably the most widely used deterministic model in quantitative decision analysis. Several types of business decision situations are considered which can be formulated as linear programming models. For the solution of linear models the graphical and the simplex methods are introduced. Computer solution of larger problems by using spreadsheet programs and computer output interpretation in context of the decision situations are also demonstrated. Both the theoretical and practical aspects of duality are covered. Several classes are devoted to the study of transportation, transshipment, assignment, and other network optimization models and to their applications. The widely used project scheduling techniques are also discussed.

Detailed class schedule, 1st – 15th week:

Date of class Topics to be discussed Readings
Week 1 -- Introduction to quantitative modelling 1.1-4
-- The linear programming (LP) model 2.1-2
Week 2 -- Graphical solution of bivariate LP models 2.3
-- Sensitivity analysis 2.4
Week 3 -- Computer solution using Excel, Reading output reports 2.5-6
-- Infeasibility, unboundedness, alternative optimums 2.7
Week 4 -- Minimization problems 2.8
-- Dual problems and their economic interpretation CD2.1,3
Week 5 -- Duality theorems, Complementary slackness CD2.2
-- Duality and sensitivity analysis CD2.2
Week 6 -- Business applications of linear programming 3.4
-- Production planning, Portfolio selection 3.4
Week 7 -- Review
-- Practice
Week 8 -- Midterm exam
-- Solutions, feedback on Midterm exam
Week 9 -- Introduction to networks 4.1
-- Minimal spanning trees 4.8
Week 10 -- Transportation problems 4.2
-- Transshipment and assignment problems 4.3-4
Week 11 -- Shortest path problems 4.5
-- Maximal flow problems 4.6
Week 12 -- Project scheduling with known activity times 5.1-2
-- The critical path method, Crashing activity times 5.3-7
Week 13 -- Project scheduling with uncertain activity times 5.8-9
-- PERT/Cost 5.10-11
Week 14 -- Review
Week 15 -- Final exam
Week 16-- -- Comprehensive exams (if grade to be improved)

Órarendi beosztás: 1 lecture per week + 1 seminar in every second week (90 minutes each)
Thursday 9:50-11:40 (lecture), Thursday 11:40-13:10 (seminar, biweekly in odd / even weeks)

Kompetencia leírása: The students who complete the course successfully will be
• aware of the power and usefulness, but also the possible pitfalls of using quantitative methods in the analysis and solution of complex decision situations;
• able to build simple mathematical models most appropriate for the available data;
• cognizant of the solution techniques available to solve these models;
• able to use spreadsheet or other specialized computer software to perform the solution;
• able to make sense of the computer outputs, and to perform what-if analysis.

Félévközi ellenőrzések: Midterm exam.

A hallgató egyéni munkával megoldandó feladatai: Solve the models in the homework problems by using Excel Solver.

Szak neve: BA in Business and Management

Irodalomjegyzék:
Kötelező irodalom:

  • Lawrence J. A. and Pasternack B. A.: Applied Management Science: Modeling, Spreadsheet Analysis, and Communication for Decision Making, 2nd Edition, selected chapters. Wiley, 2002.

Ajánlott irodalom:

Ajánlott irodalmak:
Kötelező irodalmak:

 
A tantárgy oktatói:

Utolsó módosítás: 2018-09-06 11:45:46

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