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GEST0086-2

Operations Research


Duration :30h Th, 10h Pr
Credits/ECTS :
2nd "licence" in computer6
1st "licence" in mathematical sciences6,5
Holder(s) :Yves Crama
Course contents : Operations research relies on mathematical modeling to formulate and to analyze complex decision problems faced by individuals or organizations. The course offers an introduction to the most successful models and techniques used in operations research:
* linear programming: modeling, simplex method, sensitivity analysis, duality;
* queuing theory: basic features, arrival and service processes, M/M/c/k models;
* simulation : basic principles, random generators, analysis of results;
* graph theory and combinatorial optimization.
The course is illustrated by numerous examples and applications.
Course objective : The objective of this course is to develop some familiarity with the mathematical modeling approach to decision-making, and with the fundamental methods used in operations research. It aims at providing future managers with the basic elements which should allow them, on one hand, to recognize situations where O.R. techniques can be useful, on the other hand, to gain a better understanding of the possibilities and limitations offered by this type of tools, and finally, to interpret correctly the conclusions which can be derived from such approaches.
Prerequisites : Mathematics (linear algebra, matrix algebra), probability theory and statistics (concept of random variable, classical distributions, expectation, variance, etc.).
Organization : Lectures and practice sessions.
Lectures given on second quadrimester.
Written notes : Textbooks:
1. Y. Crama, Recherche opérationnelle, ULg, 2004.
2. Y. Crama, Compléments de RO - Graphes et optimisation combinatoire, ULg, 2004.
A collection of exercises is available.
Assessment : Written examination.
Contacts : Instructor: Y. CRAMA
HEC-Management School (Bât. B31)
Phone. : 04 366 30 77
Email : Y.Crama@ulg.ac.be

Teaching assistant: M. BAY
HEC-Management School (Bât. B31)
Phone : 04 366 31 05
Email : Maud.Bay@ulg.ac.be

Secretary: C. BROSE-VODON, Bât. B31, Local II/54
Phone : 04 366.27.21
Email: Claude.Vodon@ulg.ac.be




ULg : Students and Studies Administration - Academic Affairs
Contact : Monique Marcourt, direction A.E.E.
Date of data : 27/02/2006
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