EMÜ679 - ADVANCED MATHEMATICAL MODELING IN OPERATIONS RESEARCH

Course Name Code Semester Theory
(hours/week)
Application
(hours/week)
Credit ECTS
ADVANCED MATHEMATICAL MODELING IN OPERATIONS RESEARCH EMÜ679 Any Semester/Year 3 0 3 10
Prequisites
Course languageTurkish
Course typeElective 
Mode of DeliveryFace-to-Face 
Learning and teaching strategiesLecture
Question and Answer
Problem Solving
Other: Lecture, question and answer, problem solving, homeworks, individual study.  
Instructor (s)To be determined by the department  
Course objectiveThe objective of this course is to introduce advanced mathematical modeling techniques; to develop students? skills to build good models for a wide variety of operations research problems, solve these models and interpret the results.  
Learning outcomes
  1. Master the concepts, components and assumptions of mathematical programming models
  2. Identify proper modeling techniques for several operations research problems
  3. Understand the complexity of different problems and goodness of different formulations
  4. Apply modeling techniques in linear, integer and nonlinear problems
  5. Solve mathematical models and Interpret the solution outputs
Course ContentComponents and structure of mathematical programming models
Modeling techniques for linear, integer and nonlinear programming problems in operations research
Approaches to complex and hard-to-solve mathematical models
Applications of different mathematical models from the literature 
ReferencesWilliams, HP. (2013) Model Building in Mathematical Programming, Wiley, 5th Edition.
Bradley, S.P., Hax, A.C. and Magnanti, T.L. (1977) Applied Mathematical Programming, Addison-Wesley PC.
Wolsey, L.A. (1998) Integer Programming, 1st ed. Wiley.
Griva I., Nash S.G. and Sofer A. (2009), Linear and Nonlinear Optimization, SIAM. 

Course outline weekly

WeeksTopics
Week 1Introduction to mathematical modeling, basics of Linear Programming (LP) models, assumptions, different types of objectives, variables and constraints; building a good model
Week 2Duals of LP models, primal-dual relationships, duality theorems, sensitivity analysis
Week 3Lagrangian Relaxation
Week 4Decomposition
Week 5Column Generation
Week 6Modeling of multi-objective problems, goal programming formulations
Week 7Ara sınav
Week 8Multi-period models, Stochastic Programming
Week 9Network models, Critical Path Method modeling of projects, modeling projects with resource constraints, crashing options
Week 10Integer Programming models - Combinatorial problems, problems with totally unimodular matrices
Week 11Midterm Exam
Week 12Integer Programming models - Logical conditions and 0-1 variables, disjunctive constraints
Week 13Integer Programming models ? Good and ideal formulations, valid inequalities, problem reductions
Week 14Nonlinear Programming problems, piecewise linear functions, function fitting
Week 15Study for the Final Exam
Week 16Final Exam

Assesment methods

Course activitiesNumberPercentage
Attendance00
Laboratory00
Application00
Field activities00
Specific practical training00
Assignments410
Presentation00
Project00
Seminar00
Midterms240
Final exam150
Total100
Percentage of semester activities contributing grade succes650
Percentage of final exam contributing grade succes150
Total100

WORKLOAD AND ECTS CALCULATION

Activities Number Duration (hour) Total Work Load
Course Duration (x14) 14 3 42
Laboratory 0 0 0
Application000
Specific practical training000
Field activities000
Study Hours Out of Class (Preliminary work, reinforcement, ect)12672
Presentation / Seminar Preparation000
Project000
Homework assignment42080
Midterms (Study duration)23060
Final Exam (Study duration) 14646
Total Workload33105300

Matrix Of The Course Learning Outcomes Versus Program Outcomes

D.9. Key Learning OutcomesContrubition level*
12345
1. Reach the necessary knowledge and methods in engineering within the scope of advanced industrial engineering studies through scientific research and evaluate knowledge and methods and implement them.   X  
2. Implement advanced analytical methods and modeling techniques to design processes, products and systems in an innovative and original way and improve them    X
3. Have the competency to plan, manage and monitor processes, products and systems.   X 
4. Evaluate the data obtained from analysis of the processes, products and systems, complete limited or missing data through scientific methods, develop data driven solution approaches. X   
5. Develop original methods for the efficient integration of the scarce resources such as man, machine, and material, energy, capital and time to the systems and implement these.    X
6. Effectively utilize computer programming languages, computer software, information and communication technology to solve problems in the field of industrial engineering.  X  
7. Report and present advanced studies, outcomes/results and the evaluations on the design, analysis, planning, monitoring and improvement of processes, products and systems.   X 
8. Are aware of the professional responsibility, describe the technological, economic and environmental effects of the industrial engineering applications, work as an individual independently and as a team member having an understanding of the scientific ethical values, take responsibility and lead the team.X    
9. Are aware of the up-to-date engineering applications, follow the necessary literature for advanced researches, have the competency to reach knowledge in a foreign language, to quote and implement them.   X 

*1 Lowest, 2 Low, 3 Average, 4 High, 5 Highest