C&O 370/CM 443 is an undergraduate course in the theory and practice of Operations Research (OR) models prevalent in real-world applications.

Operations Research: The Science of Better

OR focuses on improving operations in business and governments through the use of analytical methods and the development of specialized techniques. The field provides systematic approaches to problem solving and decision making, regardless of the nature of the problem. The approaches and tools used in OR are based on mathematical methods, simulation, and qualitative or logical reasoning. Many of these tools and approaches depend on computer based methodologies for implementation.

OR is all around you! Here are some real-world examples for the use of OR techniques:

• The Sabre Story: The making of OR magic at American Airlines.
• Ford uses OR to to optimize the design and test process for its vehicle prototypes.
• Hospitals use OR to schedule the use of its operating rooms, patient flow, etc... more efficiently.
• IBM used OR to restructure its supply chain system.
• NBC uses OR to increase advertising revenue and productivity.

In this Course

This course will mainly focus on the optimization side of OR. Some of the application areas we will consider are finance, investments, operational management, marketing, transportation, logistics, and manufacturing. The optimization techniques we will cover include:

• Linear Optimization Models (formulations, sensitivity analysis)
• Integer Optimization (formulations, solution algorithms)
• Stochastic & Robust Optimization (formulations, solution methods)
• Network Formulations (shortest paths, max flow/min cut, min cost flow, network simplex)
• Dynamic Programming
• Nonlinear Optimization (formulations, convex unconstrained optimization)

Students will learn how to use the above techniques to devise succinct mathematical models for many standard applications. Students will also learn how to implement and solve these models given practical data. The tool of choice in this class is AMPL (A Mathematical Programming Modeling Language) a versatile and powerful mathematical modeling software.

Section	Lecture Room	Lecture Time	Instructor	Office	Office hours
1	MC 2034	MWF 9:30-10:20am	Henry Wolkowicz	MC 6065	W2-3pm, R3-4pm

Name	Office	Phone Extension
Nathan Krislock	MC 5043	x33922
Brendan Ames	MC 5172	x36674
Rohan Kapadia	DC 3144	x37814

Wednesdays, 11:00am-12:00pm (RCH 212)

Thursdays, 1:00-2:00pm (MC 4044)

Item	Scheme
Assignments (6 marked +1)	15 %
Project	20 %
Midterm Exam, Oct.17 Fri. 7-9pm, RCH 112 (make-up 5-7pm, RCH 208) Please inform the instructor if you HAVE to take the make-up exam. The midterm will cover the first FOUR chapters of the Course Notes.	20 %
Final Exam, Dec.12 Fri. 9-11:30am, PAC 12	45 %

The reading for this course is mainly from:

It is highly recommended that you purchase these notes, although the lectures will cover the same material. Other materials will be found on the course web page.

Please send all emails on matters related to CO370/CM443 to the course account: co370@student.math.uwaterloo.ca

Students are required to work on projects in groups of three. and to submit a preliminary report (Fri. Nov. 7), and a final report (due Mon. Dec. 1). Please finalize your project group by Mon. Oct. 13, that is, each project group should submit a list of students in the group. (Groups of size less than three will not be allowed.) Please give the instructor the name and type of project your are doing ASAP.

For assignments and the midterm, any grade change requests must be submitted to your instructor within one week of the receipt. Grades will not be changed if requested any later.

Students caught cheating in their assignments or projects will be given no credit for the assignment/project in question, and will be reported to the associate dean for their actions. Cheating on assignments includes copying others' work, including past course solutions and external resources found online or in books, and submitting it as your own. Students may discuss assignment materials with others, but the submitted work must be worked through and written up on their own.

A grade of INC will only be awarded to students who cannot write the final exam for reasons acceptable to the Math Undergrad Office (MUO) (you must submit documentation to MUO and they should approve it). In addition such students need to be in good standing prior to the final exam. To be in good standing a student must have submitted and passed all assignments, written and passed the midterm exam, participated in the course project.

The Office for Persons with Disabilities (OPD), located in Needles Hall, Room 1132, collaborates with all academic departments to arrange appropriate accommodations for students with disabilities without compromising the academic integrity of the curriculum. If you require academic accommodations to lessen the impact of your disability, please register with the OPD at the beginning of each academic term.