IE431 Introduction to Optimization Theory

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IE431 Introduction to Optimization Theory
Semester: 2013 Spring
Class Hours: Tue, Thu 10:30 ~ 12:00
Classroom: Industrial Management Building (E2-2) #1120
Objectives &
Outlines
This class introduces various management-innovation strategies and Operations
Research (O.R.) models. For example, some of the field-attractive innovation
strategies including FMS, Outsourcing, Team Approach, Modular Approach,
Packet Processing, M&A, and Data-Base Approach are discussed first. Then, some
major OR models including Mathematical Programming, Inventory, Scheduling,
Networks, Queueing, and Reliability are reviewed on their principles and
applications, for which discussions are made on the important optimization
techniques including Differential method, Simplex method, Gradient method,
Lagrangian relaxation method, Branch-and-bound method, and Combinatorial
optimization, along with several Meta-heuristic methods (Tabu, Genetics
Algorithm, Fibonacci Search, Neural Networks).
Instructor Information
Name: Dr. Chang Sup Sung
Email: cssung@kaist.ac.kr
Phone: 042-350-3131
Room: Industrial Management Building (E2-2) #3107
Office hour: Tue, Thu 13:30-14:30 or by appointment
Homepage
Grading
http://fms.kaist.ac.kr/ie431
Class Participation & Home work(20%), Midterm(30%), Final( 50%)
Text
1. "Introduction to Optimization Theory" written by Chang Sup Sung only for this class.
2. "경영과학개론" (저자: 성창섭 외), 교우사, 2009년 2월 출판.
3. "Introduction to Operations Research" by Hillier & Lieberman, McGraw-Hill, 1997.
4. Lecture note download: class homepage
Course Schedule
Week
Topics
1
Introduction
2
Overview on O.R.
3
Model Classification 1
4
Model Classification 2
5
Decision Making Process
6
Classical Optimization Theory 1
7
Classical Optimization Theory 2
Comments
8
Midterm Exam.
9
The Gradient Method 1
10
The Gradient Method 2
11
Integer Programming
12
Ubiquitous Era
13
Feasibility Study
14
Preliminary Design
15
Management Science
16
Final Exam.
T.A. Information
Name: An, Young Jin
Email: ofmine82@kaist.ac.kr
Room: Industrial Management Building (E2-2) #4114
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