Syllabus ( IE 511 )
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Basic information
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| Course title: |
Linear Programming |
| Course code: |
IE 511 |
| Lecturer: |
Assist. Prof. Burak PAÇ
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| ECTS credits: |
7.5 |
| GTU credits: |
3 (3+0+0) |
| Year, Semester: |
1, Spring |
| Level of course: |
Second Cycle (Master's) |
| Type of course: |
Departmental Elective
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| Language of instruction: |
Turkish
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| Mode of delivery: |
Face to face
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| Pre- and co-requisites: |
none |
| Professional practice: |
No |
| Purpose of the course: |
This course aims an introduction to mathematical program formulation by linear and integer programming problems and provides basis for theoretic research in mathematical programming and operations research as well as application, based on the discussion of efficient algorithms for various linear programming problems. |
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Learning outcomes
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Upon successful completion of this course, students will be able to:
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Do sensitivity analysis.
Contribution to Program Outcomes
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Increase his/her knowledge level about Operations Research, Management Sciences and Production Management.
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Develop solutions that yield optimal outputs by using limited resources efficiently
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Propose alternative point of views by analyzing complex industrial problems methodically
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Become an authority in modeling, simulation, process management and related subjects.
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Acquire scientific knowledge
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Find out new methods to improve his/her knowledge.
Method of assessment
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Written exam
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Homework assignment
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Apply decomposition techniques on large scale optimization problems.
Contribution to Program Outcomes
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Increase his/her knowledge level about Operations Research, Management Sciences and Production Management.
-
Develop solutions that yield optimal outputs by using limited resources efficiently
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Become an authority in modeling, simulation, process management and related subjects.
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Acquire scientific knowledge
Method of assessment
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Written exam
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Homework assignment
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Form mathematical models on a modeling language and obtain solutions by a mathematical program solver.
Contribution to Program Outcomes
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Increase his/her knowledge level about Operations Research, Management Sciences and Production Management.
-
Develop solutions that yield optimal outputs by using limited resources efficiently
-
Propose alternative point of views by analyzing complex industrial problems methodically
-
Become an authority in modeling, simulation, process management and related subjects.
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Acquire scientific knowledge
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Continuously develop their knowledge and skills in order to adapt to a rapidly developing technological environment
Method of assessment
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Written exam
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Homework assignment
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Apply problem dependent efficient algorithms of linear programing.
Contribution to Program Outcomes
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Increase his/her knowledge level about Operations Research, Management Sciences and Production Management.
-
Develop solutions that yield optimal outputs by using limited resources efficiently
-
Propose alternative point of views by analyzing complex industrial problems methodically
-
Acquire scientific knowledge
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Design and conduct research projects independently
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Continuously develop their knowledge and skills in order to adapt to a rapidly developing technological environment
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Find out new methods to improve his/her knowledge.
Method of assessment
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Written exam
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Homework assignment
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Contents
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| Week 1: |
Linear and integer programming formulations, linearization |
| Week 2: |
Simplex method and geometry in linear programming |
| Week 3: |
Starting with Big-M and two phase methods, degeneracy and anti-cycling methods. Homework assignment 1 |
| Week 4: |
Duality |
| Week 5: |
Dual simplex method |
| Week 6: |
Sensitivity analysis. Homework assignment 2 |
| Week 7: |
Midterm exam |
| Week 8: |
Bounded simplex method |
| Week 9: |
Revised simplex method |
| Week 10: |
Decomposition methods |
| Week 11: |
Applications of decomposition methods. Homework assignment 3 |
| Week 12: |
Interior point method |
| Week 13: |
Examples of interior point method |
| Week 14: |
Integer programming and branch and bound. Homework assignment 4 |
| Week 15*: |
- |
| Week 16*: |
Final exam |
| Textbooks and materials: |
Linear Programming and Network Flows, M. Bazaraa, J. Jarvis, H. Sherali, 1990/4th, Wiley |
| Recommended readings: |
Introduction to Linear Optimization, Bertsimas and Tsitsiklis, 1997, Athena Scientific |
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* Between 15th and 16th weeks is there a free week for students to prepare for final exam.
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Assessment
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| Method of assessment |
Week number |
Weight (%) |
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| Mid-terms: |
7 |
30 |
| Other in-term studies: |
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0 |
| Project: |
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0 |
| Homework: |
3, 6, 11, 14 |
30 |
| Quiz: |
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0 |
| Final exam: |
16 |
40 |
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Total weight: |
(%) |
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Workload
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| Activity |
Duration (Hours per week) |
Total number of weeks |
Total hours in term |
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| Courses (Face-to-face teaching): |
3 |
13 |
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| Own studies outside class: |
5 |
14 |
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| Practice, Recitation: |
0 |
0 |
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| Homework: |
7 |
4 |
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| Term project: |
0 |
0 |
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| Term project presentation: |
0 |
0 |
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| Quiz: |
0 |
0 |
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| Own study for mid-term exam: |
10 |
2 |
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| Mid-term: |
3 |
1 |
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| Personal studies for final exam: |
12 |
2 |
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| Final exam: |
4 |
1 |
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Total workload: |
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Total ECTS credits: |
* |
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* ECTS credit is calculated by dividing total workload by 25. (1 ECTS = 25 work hours)
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