京都大学 京都大学

Introduction to Operations Research

Numbering Code G-GAIS00 54025 LB10 Year/Term 2022 ・ First semester
Number of Credits 2 Course Type Lecture
Target Year From 1st to 3rd year students Target Student
Language Japanese and English Day/Period Tue.4
Instructor name ZHAO LIANG (Graduate School of Advanced Integrated Studies in Human Survivability Associate Professor)
Outline and Purpose of the Course Operations Research (OR) is the application of advanced analytical methods to help make optimal or better decisions. This lecture introduces some fundamental methods in OR including game theory, graph/network, linear programming, integer programming, support vector machine (SVM), artificial neural network (ANN). The aim is to develop basic ability to mathematically model real problems and solve them with an appropriate approach.

The lecture will be given in English (Japanese is possible as well).
Course Goals 1. Get used to think real issues with mathematical models.
2. Understand the fundamental methods introduced in this lecture and can use them to model and solve real problems.
Schedule and Contents 1. Introduction
2. Game theory: Prisoner's dilemma, Nash equilibrium, Rational pigs
3. Graph and a network traffic game
4. Pareto efficiency, incentive compatibility, graph/network introduction
5. Top Trading Cycle algorithm: an example of graph theory in economics
6. What is computation, scheduling, graph search and trees
7. Linear programming and the duality
8. Integer programming, branch-and-bound algorithm, dynamic programming
9. Practice in solving mathematical programming: solvers
10. Practice in solving graph problems: shortest path
11. Machine learning
12. Support vector machine
13. Artificial neural network
14. Advanced topics (1)
15. Advanced topics (2)
Evaluation Methods and Policy class participation (30%) + mini tests (30%) + final report (40%)
Course Requirements * Undergraduate level of mathematics including calculus and linear algebra
* Experience in programming
Study outside of Class (preparation and review) Usually at the beginning of a lecture there is mini test on the last lecture. So please always review the last lecture carefully before coming.
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