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Course Code and Name: SEEM3440 � Operations Research II
Course Objectives:


Non-linear programming: convex sets and functions; local and global optima; Lagrange multipliers; optimality conditions for unconstrained problems; descent methods; constrained optimization; Karush-Kuhn-Tucker conditions. Integer programming models; formulations; cutting-plane methods; branch-and-bound. Deterministic and stochastic dynamic programming: models and formulation; Bellman s equations; solution methods.
Course Outcomes:


1. Ability to make logical statements using 0/1 variables.

2. Ability to solve, using standard software, simple non-linear and integer programs.

3. Have an understanding of optimality for non-linear programs.

4. Ability to formulate simple stochastic and deterministic dynamic programs.

Programme Outcomes:
(P1) The ability to apply knowledge of mathematics, science, and engineering appropriate to the degree discipline (K/S)
(P2) The ability to design and conduct experiments, as well as to analyze and interpret data (K/S)
(P3) The ability to design a system, component, or process to meet desired needs within realistic constraints, such as economic, environmental, social, political, ethical, health and safety, manufacturability and sustainability (K/S)
(P4) The ability to function in multi-disciplinary teams (S/V)
(P5) The ability to identify, formulate, and solve engineering problems (K/S)
(P6) The understanding of professional and ethical responsibility (V)
(P7) The ability to communicate effectively (S)
(P8) The ability to understand the impact of engineering solutions in a global and societal context, especially the importance of health, safety and environmental considerations to both workers and the general public (V)
(P9) The ability to recognize the need for, and to engage in life-long learning (V)
(P10) The ability to stay abreast of contemporary issues (S/V)
(P11) The ability to use the techniques, skills, and modern engineering tools necessary for engineering practice appropriate to the degree discipline (K/S)
(P12) The ability to use the computer/IT tools relevant to the discipline along with an understanding of their processes and limitations (K/S/V)
(P13) The ability to apply the skills relevant to the discipline of operations research and information technology and their applications in engineering and managerial decision making, especially in financial services, logistics and supply chain management, business information systems, and service engineering and management (K/S)

K = Knowledge outcomes
S = Skills outcomes
V = Values and attitude outcomes
Weights (in %):
P1P2P3P4P5P6P7P8P9P10P11P12P13OtherTotal
10%30%10%20%30%100%
Course Outcome(s) is/are measurable or not: Yes / Yes (Partial) / No (Please choose).
If Yes, please suggest ways to measure:

(P1): The course is about using mathematics to solve appropriate problems. Measured by testing the ability to formulate models for realistic problems

(P5): The course covers modeling of verbally stated engineering problems. Measurable as for (P1).

(P7): Mathematics is a major tool for communicating precise problem understanding. This is taught and tested in the course. Measurable as for (P1)

(P12): Formulated models are solved using standard software. Can be measured by the quality of some of the homework which requires use of IT tools.

(P13): The course is a core OR subject so this one is obvious (and contains all the above). Measured as in (P1).
Department of Systems Engineering and Engineering Management, CUHK