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These lecture notes are for the undergraduate course ORMS 1020 “Operations Research” for fall 2010 in the University of Vaasa. This is a 5 credit course with 36 hours lectures and 12 hours of exercises. These notes are a radically modified version of the notes for falls 2008 and 2009 of the same course. The key changes to are:
We use GNU Octave instead of GNU Linear Programming Kit.
Computer programming is emphasized.
Manual labor is no longer considered important. E.g. solving LPs graphically or manually with simplex are only mentioned in passing.
The Big M method for solving LPs is omitted completely.
The notes concentrate on linear (LP) and mixed linear integer (MILP) optimization modeling and implementing the models as computer programs with Octave. Of course, the course deals with optimization theory also: most notably with the simplex algorithm. The chapters, or sections of chapters, marked with an asterisk (*) may be omitted if time is scarce. The exercises marked with an asterisk (*) are projects. These are longer exercises that require programming. The projects are intended for those who want to show their OR skills for the credits without taking the course. Each project is worth 0–2 points. A solved project gives 1 point and an elegantly solved project gives 2 points. Minimal requirements for a solved project (code) are: (1) It works. Minimal requirements for an elegantly solved project (code) are: (1) It is a solved project. (2) The code is easy to understand. (3) The code is documented (or commented) well. (4) There are input-checkings. 4 points gives the grade 1, 6 points grade 2, and so on