MIE365H1: Operations Research III: Advanced OR


Design of operations research models to solve a variety of open-ended problems. Linear programming extensions are presented: goal programming, column generation, Dantzig-Wolfe decomposition, and interior point solution methods. Non-linear programming solution methods are developed: optimality conditions, quadratic programming and bi-level programming. Solutions to advanced stochastic models: stochastic programming, 2-person and n-person game theory, and Markov Decision Processes.

53.1 (Fall), 57.6 (Winter), 110.7 (Full Year)