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孔令傑 (Ling-Chieh Kung)

Operations Research (OR) is a field in which people use mathematical and engineering methods to study optimization problems in Business and Management, Economics, Computer Science, Civil Engineering, Electrical Engineering, etc.

The series of courses consists of three parts, we focus on deterministic optimization techniques, which is a major part of the field of OR.

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Operations Research (OR) is a field in which people use mathematical and engineering methods to study optimization problems in Business and Management, Economics, Computer Science, Civil Engineering, Electrical Engineering, etc.

The series of courses consists of three parts, we focus on deterministic optimization techniques, which is a major part of the field of OR.

As the third part of the series, we study mathematical properties of linear programs, integer programs, and nonlinear programs. We also introduce applications of these theoretical properties: How they help us develop better ways to solve mathematical programs.

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What's inside

Syllabus

Course Overview
In the first lecture, after introducing the course and the importance of mathematical properties, we study the matrix way to run the simplex method. Being more familiar with matrices will help us understand further lectures.
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Traffic lights

Read about what's good
what should give you pause
and possible dealbreakers
Involves advanced mathematical concepts
Provides a strong foundation for those interested in deterministic optimization
Covers diverse applications, including network flow, transportation, and resource allocation
Taught by an experienced instructor with expertise in optimization
Requires a background in linear algebra and calculus

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Reviews summary

Rigorous operations research theory

According to students, this course offers a rigorous and in-depth exploration of Operations Research theory, particularly focusing on mathematical properties of optimization problems. Learners praise the clarity of the lectures and the instructor's ability to explain complex mathematical proofs. While providing a strong theoretical foundation, especially beneficial for advanced studies in areas like machine learning, some found the pacing challenging, often requiring a solid prerequisite in linear algebra and calculus. The inclusion of practical case studies helps bridge the gap between abstract concepts and real-world applications.
Explanations are clear but content density is high.
"The instructor's explanations of complex proofs were remarkably clear and digestible."
"The lectures cover a lot of ground quickly; be prepared to pause and re-watch sections."
"I had to commit significant time to absorb all the mathematical details presented each week."
Connects abstract mathematical theory to real-world applications.
"I appreciated how the case studies effectively linked the theory to real-world problems like SVM."
"Understanding the duality perspective for machine learning models was a major highlight for me."
"The course shows how theoretical properties lead to developing better solution methods."
Provides a rigorous foundation in OR theory.
"I gained a profound understanding of optimization principles and their underlying math."
"The course rigorously covers complex topics like duality, Lagrangian relaxation, and KKT conditions."
"This course really solidified my mathematical understanding of core OR concepts, beyond just applications."
Requires a solid background in advanced mathematics.
"You absolutely need strong linear algebra and multivariate calculus skills for this course."
"I found myself revisiting foundational math concepts frequently to keep up with the proofs."
"Best suited for those with prior exposure to basic Operations Research or similar quantitative fields."

Activities

Be better prepared before your course. Deepen your understanding during and after it. Supplement your coursework and achieve mastery of the topics covered in Operations Research (3): Theory with these activities:
Gather and Organize Course Materials
Enhance organization and recall by compiling and reviewing course materials.
Show steps
  • Gather lecture notes, assignments, and other relevant materials.
  • Organize materials into a logical structure, such as by topic or date.
  • Review materials regularly to reinforce concepts.
📘 Read 'Introduction to Operations Research' by Frederick S. Hillier and Gerald J. Lieberman
Establish a foundational understanding of OR concepts by reading a classic textbook in the field.
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  • Review chapters 1-5 to understand the basics of OR and linear programming.
  • Focus on chapters 6-10 for integer programming, network flow, and nonlinear programming.
Follow Tutorials on OR Techniques
Supplement course materials by exploring online tutorials and resources to reinforce concepts.
Browse courses on Linear Programming
Show steps
  • Search for tutorials on specific OR topics you want to strengthen.
  • Follow step-by-step instructions and work through examples.
Five other activities
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Show all eight activities
Join a Study Group or Discussion Forum
Collaborate with peers to clarify concepts, solve problems, and share insights.
Show steps
  • Join or create a study group with other students in the course.
  • Meet regularly to discuss course material, work on problems together, and quiz each other.
Solve OR Problems on LeetCode
Develop problem-solving skills by working through curated OR problems on LeetCode.
Browse courses on Linear Programming
Show steps
  • Create a LeetCode account and set a goal to solve 10-15 OR-related problems.
  • Focus on problems tagged with 'linear programming', 'integer programming', or 'network flow'.
  • Analyze solutions provided by others to enhance your understanding.
Apply OR Techniques in Practice
Reinforce concepts by finding a practical OR problem and applying the techniques covered in the course to develop a solution.
Browse courses on Linear Programming
Show steps
  • Define the business problem and the constraints involved.
  • Formulate an OR model to represent the problem.
  • Solve the OR model using appropriate software or techniques.
  • Analyze the solution and interpret the results.
  • Implement the solution in practice (optional).
Create OR-Based Visualizations
Enhance understanding by visualizing OR concepts and applying them to real-world scenarios.
Browse courses on Linear Programming
Show steps
  • Choose a topic such as linear programming or integer programming.
  • Create visualizations using tools like Tableau or Python to illustrate concepts and solve problems.
  • Share your visualizations with others for feedback and discussion.
Develop an OR-Based Decision Support Tool
Apply your knowledge by creating a practical tool that solves optimization problems in a business or industry context.
Browse courses on Linear Programming
Show steps
  • Identify a decision-making problem that can be solved using OR techniques.
  • Develop an OR model to represent the problem and solve it using appropriate methods.
  • Create a user-friendly tool that enables non-experts to use the OR model.

Career center

Learners who complete Operations Research (3): Theory will develop knowledge and skills that may be useful to these careers:
Mathematician
Mathematicians use mathematical techniques to solve problems in a variety of fields, including science, engineering, and business. They use techniques such as linear programming, integer programming, and simulation to develop and evaluate mathematical models. This course provides a strong foundation in the mathematical techniques that are essential for success in the mathematics field.
Operations Research Analyst
Operations research analysts use mathematical and analytical techniques to solve problems in a variety of industries, including manufacturing, transportation, logistics, and healthcare. They use techniques such as linear programming, integer programming, and simulation to develop and evaluate solutions to problems such as optimizing production schedules, routing vehicles, and managing inventory levels. This course provides a strong foundation in the mathematical and analytical techniques that are essential for success in the operations research field.
Actuary
Actuaries analyze the financial consequences of risk and uncertainty. They use mathematical and statistical models to assess the probability and impact of future events, such as death, disability, or property damage. Actuaries play a vital role in the insurance industry, helping insurers to develop products and set prices that are fair to both the insurer and the policyholder. This course provides a strong foundation in the mathematical and statistical principles that are essential for success in the actuarial field. Topics covered in this course include probability, statistics, linear programming, and optimization.
Data Scientist
Data scientists use mathematical and statistical techniques to analyze data and extract insights that can be used to make better decisions. They use techniques such as linear programming, integer programming, and machine learning to develop and evaluate models that can predict future events or identify trends. This course provides a strong foundation in the mathematical and statistical techniques that are essential for success in the data science field.
Quantitative Trader
Quantitative traders use mathematical and statistical models to trade financial instruments. They use techniques such as linear programming, integer programming, and machine learning to develop and evaluate trading strategies. This course provides a strong foundation in the mathematical and statistical techniques that are essential for success in the quantitative trading field.
Statistician
Statisticians use mathematical and statistical techniques to collect, analyze, and interpret data. They use techniques such as linear programming, integer programming, and machine learning to develop and evaluate statistical models. This course provides a strong foundation in the mathematical and statistical techniques that are essential for success in the statistics field.
Economist
Economists use mathematical and statistical techniques to analyze economic data and make predictions about the economy. They use techniques such as linear programming, integer programming, and simulation to develop and evaluate economic models. This course provides a strong foundation in the mathematical and statistical techniques that are essential for success in the economics field.
Risk Manager
Risk managers use mathematical and analytical techniques to identify and manage risks. They use techniques such as linear programming, integer programming, and simulation to develop and evaluate risk management strategies. This course provides a strong foundation in the mathematical and analytical techniques that are essential for success in the risk management field.
Financial Analyst
Financial analysts use mathematical and statistical models to analyze financial data and make investment recommendations. They use techniques such as linear programming, integer programming, and simulation to develop and evaluate investment strategies. This course provides a strong foundation in the mathematical and statistical techniques that are essential for success in the financial analysis field.
Management Consultant
Management consultants use mathematical and analytical techniques to solve problems and improve performance in organizations. They use techniques such as linear programming, integer programming, and simulation to develop and evaluate solutions to problems such as optimizing production schedules, routing vehicles, and managing inventory levels. This course provides a strong foundation in the mathematical and analytical techniques that are essential for success in the management consulting field.
Business Analyst
Business analysts use mathematical and analytical techniques to analyze business problems and identify solutions. They use techniques such as linear programming, integer programming, and simulation to develop and evaluate solutions to problems such as optimizing production schedules, routing vehicles, and managing inventory levels. This course provides a strong foundation in the mathematical and analytical techniques that are essential for success in the business analysis field.
Industrial Engineer
Industrial engineers use mathematical and analytical techniques to improve the efficiency and effectiveness of industrial processes. They use techniques such as linear programming, integer programming, and simulation to develop and evaluate solutions to problems such as optimizing production schedules, routing vehicles, and managing inventory levels. This course provides a strong foundation in the mathematical and analytical techniques that are essential for success in the industrial engineering field.
Systems Analyst
Systems analysts design, develop, and implement computer systems. They use mathematical and analytical techniques to solve problems and develop efficient and reliable systems. This course provides a strong foundation in the mathematical and analytical techniques that are essential for success in the systems analysis field.
Operations Manager
Operations managers plan, direct, and coordinate the activities of an organization's operations. They use mathematical and analytical techniques to solve problems and improve performance. This course provides a strong foundation in the mathematical and analytical techniques that are essential for success in the operations management field.
Software Engineer
Software engineers design, develop, and maintain software systems. They use mathematical and analytical techniques to solve problems and develop efficient and reliable software. This course provides a strong foundation in the mathematical and analytical techniques that are essential for success in the software engineering field.

Reading list

We've selected 12 books that we think will supplement your learning. Use these to develop background knowledge, enrich your coursework, and gain a deeper understanding of the topics covered in Operations Research (3): Theory.
Provides a comprehensive overview of operations research techniques, including linear programming, integer programming, and nonlinear programming.
Reference book on convex optimization, and it is known for its clear and concise writing style.
This reference book is known for its comprehensive treatment of integer programming and its focus on practical applications.
This textbook on linear optimization provides a balanced mix of theoretical foundations and practical algorithms.
Provides a rigorous introduction to linear optimization, including the simplex method and duality theory.
Practical guide to nonlinear optimization and includes a wide range of algorithms and software.
Provides a comprehensive overview of nonlinear programming techniques, including unconstrained optimization, constrained optimization, and global optimization.
Provides a comprehensive overview of nonlinear optimization techniques, including unconstrained optimization, constrained optimization, and global optimization.
Provides a comprehensive overview of convex optimization techniques, including the theory of convex sets, duality theory, and applications to engineering and machine learning.

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