Operations Research II

Major topics:

Chapter 1:  Linear programming: A review

1. Introduction
2. A review on Simplex method
3. Two phase & Big-M method review
4. Upper bound Technique
5. Goal programming 

Chapter 2: Dynamic programming

1. Definitions
2. Examples
3. Stochastic dynamic programming
4. Definitions
5. Examples

Chapter 3: Integer programming

1. LP & IP
2. Integer programming modeling
3. Examples

Chapter 4: Branch & bound method

1. Definitions
2. Solving IP's by B&B
3. Solving 0-1 models by B&B

Chapter 5: Nonlinear programming

1. Introduction to matrix properties
2. Different types of functions and sets (Convexity)
3. Convex programming
4. One-Variable unconstrained optimization
5. The Karush-Kuhn-Tucker (KKT) conditions for constrained optimization
6. Quadratic programming
7. Separable programming
8. Frank-Volf Method
9. SUMT method
10. Franctional Programming

Chapter 6: Stochastic programming

References:

1.  " Introduction to operation research " , Seventh edition, F. S. HILLIER, G. J. LIEBERMAN,
2. "Model building in mathematical programming", H.P. Williams