Operations Research

Introduction to operations research; convex sets, polyhedron, polytope Krein-Milmann theorem. Separation, Farkas’ lemma. Linear programming problem, basis, basic solution, optimal solution. Simplex algorithm. Two-phase simplex algorithm, degeneration, index selection rules. Modified simplex algorithm. Sensitivity testing. Weak and strong duality theorem. Network flow problems, algorithms. Network simplex algorithm. Transportation problem, assignment problem, the Hungarian method. Integer programming: Branch and bound method, dynamic programming, cutting plane procedures. Game theory: matrix games.

Mathematics

weekly

56 h / 14 weeks

5

Written examination

5

Budapest University of Technology and Economics

Faculty of Natural Sciences

Department of Differencial Equations