課堂講稿
Microsoft® Excel software is recommended for viewing the .xls files in this section. Free Microsoft® Excel viewer software can also be used to view the .xls files.
The following is a set of lecture notes as well as supplemental files. It includes "Lecture Check" problems and solutions, which are meant to help gauge your understanding of the material.
| 課 | 課程單元 | SUPPLEmental files | problems |
|---|---|---|---|
| 1 | Introduction to Linear Programming and Operations Research (PDF) | MSR Marketing (XLS) | (PDF) |
| 2 | A Brief Review of Linear Algebra, and Applications of Linear Programming and Non-linear Programming (PDF) | Least Squares (XLS) | (PDF) |
| 3 | More Applications of Linear and Non-linear Programming (PDF) | Covariance (XLS) Portfolio Selection Problem (XLS) Return on Investment (XLS) |
(PDF) |
| 4 | Geometry of Linear Programming (PDF) | DTC (XLS) | (PDF) |
| 5 | Simplex Method 1 (PDF) | (PDF) | |
| 6 | Simplex Method 2 (PDF) | (PDF) | |
| 7 | LP Sensitivity Analysis I (PDF) | ||
| 8 | LP Sensitivity Analysis II (PDF) | Sarah's Problem (XLS) | |
| 9 | 2-person Game Theory (PDF) | Game Theory Example (XLS) | |
| 10 | Success Stories of Linear Programming (PDF) | Problem (PDF) Solution (PDF) |
|
| 11 | Introduction to Networks (PDF) | ||
| 12 | Networks 2 (PDF) Maximum Flows |
Problem (PDF) Solution (PDF) |
|
| 13 | Networks 3 (PDF) Minimum Cost Flows Plus More |
Problem (PDF) Solution (PDF) |
|
| 14 | Integer Programming Models (PDF) | Problem (PDF) Solution (PDF) |
|
| 15 | More Integer Programming Models (PDF) | Problem (PDF) Solution (PDF) |
|
| 16 | Solving Integer Programs I: Branch and Bound (PDF) | Problem (PDF) Solution (PDF) |
|
| 17 | Solving Integer Programs II: Cutting Planes (PDF) | Problem (PDF) Solution (PDF) |
|
| 18 | Success Stories of Integer Programming | Problem (PDF) Solution (PDF) |
|
| 19 | Decision Trees 1 (PDF) | Juan Lee Problem (XLS) | |
| 20 | Decision Trees 2 (PDF) Value of Information Sensitivity Analysis |
Exponential Utility Function (XLS) | |
| 21 | Dynamic Programming 1: Discrete Dynamic Programming (PDF) | Capital Expansion DP (XLS) Shortest Path by DP (XLS) |
|
| 22 | Dynamic Programming 2: More Discrete Dynamic Programming (PDF) | Capital Budgeting DP (XLS) | |
| 23 | Inferring Consumer Choice Behavior Using Dynamic Programming | ||
| 24 | Hot Topics in Optimization |
