Modeling and Optimization for Analytics - STQM 4010
Data Analytics - Information Technology and Business, School of Business at NCCU, 2022
This course provides a broad perspective of optimization models and methods. Linear Programming, Network Optimization and Integer Programming are presented in the context of planning, operations, marketing, management and other areas. Students will learn how create optimization models and solve them using Python, Pyomo & Gurobi.
Offered during the following semester: Fall 2022
List of Tentative Topics:
1. Introduction
• Administrative matters • Course overview
2. Mathematical Modeling for Optimization
• How to formulate optimization models • Optimization Software
3. Linear Programming
• Liner programming basic concepts • Formulating linear programming problems • Graphical solution techniques • The Simplex method • Sensitivity analysis
4. Network Models
• Network flows and cut-sets • Shortest-path problem • Activity networks and critical-path scheduling
5. Integer Programming
• Formulating integer programming problems • Branch-and-bound method for pure and mixed integer problems
6. Decision-making under Future Uncertainty
• Two-stage recourse problems • Decision-theory