STAT 509 L01 (Winter 2007)
"Operations Research"
Course Outline
Instructor:
Anatoliy Swishchuk
E-mail: aswish@math.ucalgary.ca
Office: MS552
Tel.: (403) 220-3274
Office Hours: TR:12:00pm-13:00

Place:  MS  569
Lectures Schedule and Tutorials for STAT509 
Lectures schedule (L01)
Tutorials  schedule (T01)
Monday/Wednesday/Friday  16:00-16:50  (MS569)
 TBA
Syllabus:
Introduction to Operations Research
Introduction to Linear Programming
Solving Linear Programming Problems: The Simplex Method
The Theory of the Simplex Method
Duality Theory and Sensitivity Analysis
Network Optimization Models
Dynamic Programming
Nonlinear Programming
Decision Analysis

Course Information Sheet

 Important Class Dates:
First day of class: 16:00, Monday, January 8, 2007
  Assignment # 1:Due - Feb 2, Fri
  Assignment # 2: Due-Feb 16, Fri
Midterm: March 2, Fri, 16:00-16:50 (MS569)
Assignment # 3: Due-Mar 9, Fri
  Assignment # 4: Due- March 23, Fri
  Assignment # 5: Due-Apr 13, Fri
Last day of class:April 13, Fri, 2007.
  Winter Session Final Examinations: April 16-26, 2007
Final Exam:
Monday, April 16th, 3:30pm-5:30pm (2h), ST 61

Recommended text:
'Introduction to Operations Research' by Hiller F. S., Lieberman, G. J., McGraw Hill, 8th Ed., 2005


Course Web Page:
The current official syllabus for this course is available in the wall pockets across from MS 476 and
on the webpage at www.math.ucalgary.ca Course Listing-Undergraduate.
There is also a web page for this course which contains the course outline, tentative course schedule,  grading scheme, important class dates, etc.
Announcements made in class will be posted there (see end of this web-page). The address of this web page is: http://www.math.ucalgary.ca/~aswish/stat509W07.html/

Class work:
In-class lectures with typical examples (lecture notes will be posted on the webpage in the form of pdf-files
);
your computer must have an Adobe Acrobat reader (for free downloading see www.adobe.com).

Midterm and Assignments:
There will be 1 Midterm (March 2, 2007) and 5 Assignments.

Final Exam:
  Covers all the materials in this course.

Grading scheme (Course Evaluation) for STAT509:
 Exam, Midterm and Assignments
Value (% of your final mark)
Dates
Midterm
30%
March 2, Fri, 16:00-16:50 (MS569)
Assignments (5)
20%=5x4% (4% for each assignment)
Due dates: Feb 2, Feb 16,  Mar 9, Mar 23, Apr 13
Final Exam 50%  Monday, April 16th, 3:30pm-5:30pm (2h), ST 61

Tentative Lectures Schedule for STAT509
Month
Day
Monday
Day
Wednesday
Day
Friday
Jan
8
Lec1:  Intro to Operations Research (Chapter 1, 1.1-1.4, Chapter 2, 2.2)
10
Lec2: Intro to Linear Programming (LP): Graphical Methods and Examples (Chapter 3, 3.1)
Problems to Chapter 3    Glossary for Chapters1-3
12
Lec3: The Linear Programming Model: Terminology, Forms, Solutions (Ch. 3, 3.2)
Jan
15
Lec4: Assumptions of Linear Programming (Chapter 3, 3.3)
17
Lec5: Additional Examples: LPMs (Chapter 3, 3.4)
19
Lec6:  Formulating and Solving Linear Programming Models on a Spreadsheet (3.6)
Jan
22
Lec7: The Simplex Method (SM): The Essence of SM (Chapter 4, 4.1) I
One More Example to Sec.4.1
Problems to Chapter 4
Glossary to Chapter 4
24
Lec8: Setting Up The Simplex Method (SM)II (Chapter 4, sec. 4.2)
One More Example to Sec. 4.2
26
Lec9: The Algebra of The Simplex Method  III (Chapter 4, sec. 4.3)
One More Example to Sec. 4.3
Jan-Feb
29
Lec10: The SM in Tabular Form (Chapter 4, Sec. 4.4)
One more Example to Sec. 4.4
31
Lec11: Tie  Breaking In the SM (Chapter 4, Sec. 4.5)
2
Lec12:  Adapting SM to Other Model Forms (Chapter 4, Sec. 4.6)
Feb
5
Lec13: Adapting SM to Other Model Forms:Negative Right-Hand Side and Functional Constraints in = or > Form (4.6)
7
Lec14: Adapting SM to Other Model Forms: Minimization (Chapter 4, Sec. 4.6)
One more Example to Sec. 4.6
9
Lec15:  Adapting SM to Other Model Form: Two-Phase Method  (Chapter 4,  Sec.4.6)
One more Example to Sec. 4.6 (two-phase method)
Feb
12
Lec16:  No Feasible Solution and Variables Allowed to Be Negative (Chapter 4, sec. 4.6)
14
Lec17: Postoptimality Analysis (Chapter 4, sec. 4.7)
One more Example to Sec. 4.7

16
Lec18:  The Interior-Point Approach to Solving LPP (Chapter 4, sec. 4.9)
Feb
19
Reading Week (No Lectures)
21
Reading Week (No Lectures) 23
Reading Week (No Lectures)
Feb-Mar
26
Lec19: The Theory of the SM: Foundations  (Chapter 5, 5.1).
One more Example to Sec. 5.1
Problems to Chapter 5
Glossary to Chapter 5
28
Lec20: The Revised SM: Solving for a Basic Feasible Solution (Chapter 5, sec. 5.2)
2
Midterm
Mar
5
Lec21: The Revised SM: The Overall Procedure (Chapter 5, sec. 5.2)
One more Example to Sec. 5.2
7
Lec22:The Revised SM: A Fundamental Insight (Chapter 5, sec. 5.3)
One more Example to Sec. 5.3
9
Lec23: Duality Theory (DT): The Essence of DT (Chapter 6,sec.  6.1).
Problems to Chapter 6
Glossary to Chapter 6
One more Example to Sec. 6.1
Mar
12
Lec24: Economic Interpretation of Duality (6.2). 14
Lec25: Primal-Dual Relationship (6.3). Adapting to Other Primal Forms (6.4).  16
Lec26: A Network Model for Optimizing a Projects Time-Cost Trade-Off (9.8).
Glossary to Section 9.8
Problems to Section 9.8
Mar
19
Lec27: Dynamic Programming (DP): A Prototype Example (Chapter 10, 10.1). Characteristics of DP Problems (10.2).
Glossary to Chapter 10
Problems to Chapter 10
21
Lec28: Deterministic DP (10.3)
One more Example to Sec. 10.3
Yet one more Example to Sec. 10.3
23
Lec29: Probabilistic Dynamic Programming (10.4)
Mar
26
Lec30: One-Variable Unconstrained Optimization (12.4)
Glossary to Chapter 12
Problems to Chapter 12, sec. 12.4
28
Lec31: Decision Analysis (DA): A Prototype Example (Chapter 15, 15.1)
Glossary to Chapter 15
Problems to Chapter 15
30
Lec32: Decision Making without Experimentation (15.2)
One more Example to Sec. 15.2

Apr
2
Lec33: Decision Making with Experimentation (15.3) 4
Lec34: Decision Trees (15.4)
6
Good Friday (No Lectures)
Apr
9
Lec35:Utility Theory (Chapter 15, sec. 15.6) 11
Lec36: Utility Theory using Decision Trees (sec. 15.6)
13
Lec37: Course Review


Announcements: 
Midterm: March 2, Fri, 16:00-16:50 (MS569); Solutions to the Midterm
Assignment #1: Due date-February 2, 2007 (Friday, in-class)
Solutions to A1
Assignment #2: Due date-February 16, 2007 (Friday, in-class)
Solutions to A2
Assignment #3: Due Date-March 9, 2007 (Friday, in-class)
Solutions to A3
Assignment #4: Due Date-March 23, 2007 (Friday, in-class)
Solution to A4
Assignment #5: Due Date-April 13, 2007 (Friday, in-class)

Solutions to A5

Marks for Final Exam and Unofficial Final Grades
This page was updated on April 18th, 2007.