MSC-INF102A: Operational Research

Presentation

This course is intended to give an introduction to Operational Research (OR), which is a discipline situated between mathematics, computer science and economics. Its goal is to propose scientific methods which permit to make better decisions. It thus focuses on conceptual models to analyze complex situations and to facilitate the choices which are available to a decision maker.

OR is directy linked to industry through its broad applications domain, and it plays a key role in the competitivity of the companies.

The problems which can be solved by OR techniques can either be of strategic nature (choice of an investment, choice of a facility, ...) or operational (stock management, routing, ...)

In this course we will mainly focus on 3 subjects :

- Linear Programming,
- Mixed integer programming,
- Meta-heuristics.

Duration: 21h

Organization

Examination

Study of an operational research problem and its resolution;

Oral presentation of the study.

Scheduled activities

• C1 (1h30)   Introduction to linear programing
• PC1 (1h30)   Modeling exercises
• C2 (1h30)   The simplex algorithm
• PC2 (1h30)   Exercises simplex & use of glpk
• C3 (1h30)   Mixed integer programing
• PC3 (1h30)   Mixed integer programing exercises + use of glpk
• C4 (1h30)   Meta-heuristics
• PC4 (1h30)   A genetic algorithm for the VRP
• C5 (1h30)   Optimization
• PC5 (1h30)   Optimization
• Ex (3h)   Exam

Team

Educational resource

http://www.patrickmeyer.info/courses/2013-2014-OperationalResearch/

Recommended reading

- Daniel DE WOLF, Recherche opérationnelle, Dunkerque, September 2006

- Gerard Cornuejols and Michael Trick, Quantitative Methods for the Management Sciences, Carnegie Mellon University, Pittsburgh, 1998

- George Dantzig, Linear programming and extensions, 1963

- Didier Maquin, Programmation linéaire, Ecole Nationale Superieure d’Electricite et de Mecanique Institut National Polytechnique de Lorraine

- Nadia Brauner, Cours de recherche opérationnelle I, Grenoble 2008-2009