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Related Resources

Web Resources

The MIT Operations Research Center. This is the web site for the MIT Operations Research Center. The focal point of this center is the graduate programs.

General Information on Operations Research

The page formerly known as Mike Trick's. This is a remarkable resource. Check it out.

INFORMS. The Institute for Operations Research and the Management Sciences. It is the most visited site on the web for Operations Research.

Operations Research Links. This is a set of links maintained by OpsResearch.com.

The Student Union. The INFORMS Student Union aims to be the preeminent Web site for students and recent graduates in OR/MS and related fields. It seeks to fill their most important needs insofar as that can be done on-line.

What is Operations Research? This site maintained by the US Department of Labor, describes Operations Research as a profession and gives statistics on job opportunities.

WORMS. (World of Operations Research and Management Science). An excellent general site for Operations Research maintained at the University of Melbourne.

Yahoo. This is Yahoo's site for Operations Research.

Excel and Excel Solver

Excel Tutorial. This is a tutorial developed by Professor Paula Ecklund of the Fuqua School at Duke. It's great, whether you are a beginner, or whether you want to learn more about advanced features in Excel. It includes tutorials on pivot tables, data tables, solver, analysis tools, graphing including scatter plots, array formulae and much much more.

Add-ins for Excel. Developed by Paul Jensen.

Add-in site for Excel. A list of Operations Research Add-ins (mostly commercial software), as maintained by Tom Grossman.

Excel Solver Tutorial from Frontline Systems. Frontline Systems is the company that developed Excel Solver.

Linear Programming

Learning Tool for Linear Programming. An excellent tutorial on linear programming by Jean-Marie Bourjolly.

Frequently Asked Questions on Linear and Nonlinear Programming. These are the FAQs initiated by John Gregory, now maintained by Bob Fourer as part of the NEOS Guide. They are excellent guides, and provides resources beyond linear and non-linear programming. For example, the non-linear guide provides lots of information about heuristic search.

NEOS Guide to Optimization (Network Enabled Optimization System). Lots of information on Linear Programming, Non-linear programming, and Network Optimization. This is a service of the Optimization Technology Center at the Argonne National Laboratory. They include Optimization Software, drawn from a book by More and Wright. Here is a list of all of Argonne's case studies.

NEOS Portfolio Problem. How to choose the portfolio with the least risk while guranteeing a good expected return. (One can also trade off risk vs. return in other ways.)

LP Explorer. 2-dimensional linear programs.

The MPL On-Line Tutorial. This is a tutorial on a modeling language for linear programming and extensions.

Optimization

Algorithm Animations. These animations are based on algorithms from the textbook Sedgewick, Robert. Algorithms in C++. Addison Wesley Longman, 1992. It also includes pointers to sites with other good animations.

Decision Tree for Optimization Software
This categorizes non-commercial codes, gives a listing of tutorials and has lots of other interesting information on optimization.

e-optimization
This is a site for the optimization community, sponsored by ILOG, who has some of the best commercial software in optimization.

Integer Programming Puzzles. This is a collection of recreational math puzzles that can be solved using integer programming.

RIOT. Remote Interactive Optimization Testbed. 2-dimensional linear programs, multidimensional linear programs, plus lots more. Developed by researchers at Berkeley.

The TSP page. A great web site for the history of the Traveling Salesman Problem as well as algorithms and pictures.

The Traveling Salesman Problem. These are Java routines for solving the TSP.

Tutorial on Integer Programming. Lecture material by Mike Trick.

The Science and Technology of Decision Making. This is a course developed by David Bernstein. It has lots of fun Java illustrations.

dmoz: the Open Directory Project. This is a list of optimization sites sponsored by dmoz.

Tom Cavalier's site
This is Tom Cavalier's list of links for optimization and more.

John Mitchel's site
This is John Mitchel's list of links for Optimization.

Dynamic Programming

Lecture notes on dynamic programming. This material is for a subject at Cambridge University.

Lecture notes from 6.231. This is the material from "Dynamic Programming and Optimal Control" that is available at the MIT Open Courseware Site.

A tutorial on dynamic programming. Lecture material from Mike Trick.

What to do on fourth down. A technical paper by David Romer that uses dynamic programming to show that football teams should go for it on fourth down in a wide range of situations. (PDF - 2.9MB)

Heuristics

The GA Archives. This web site contains a wide range of information on Genetic Algorithms.

GAlib. GAlib contains a set of C++ genetic algorithm objects. The library includes tools for using genetic algorithms to do optimization in any C++ program using any representation and genetic operators.

Ant Colony Optimization. We won't actually cover this in class, and it is an overhyped idea. Nevertheless, the idea of using virtual ants to solve optimization problems is intriguing.

Tutorial on Genetic Algorithms. This tutorial was written by Darrell Whitley.

Heuristics and Artificial Intelligence in Finance and Investment. Lots of references on the use of heuristics in Finance, including neural nets, simulated annealing, genetic algorithms, and tabu search.

Graph Algorithms and Network Flows

Dijkstra's Shortest Path Algorithm. This is an applet for solving the shortest path problem.

Graph Algorithms. This is a page maintained by Dr. Thomas Emden-Weinert. It has a wide range of interesting links.

Graph Theory Terminology. This is a collection of terms and their definitions as used in graph theory. It is maintained by Stephen Locke.

Graph Theory Glossary: This is another collection of terms used in graph theory, maintained by Chris Caldwell.

Network Flow Algorithms. This is a collection of algorithms developed by Andrew Goldberg and collaborators and maintained by Andrew Goldberg. They are public domain, and known for being very efficient.

Stanford GraphBase. This is a system that was developed by Donald Knuth, of "Art of Programming" and "TeX" fame.

The Stony Brook Algorithm Repository. This includes a suite of algorithms for data structures and graph problems.

15.082J/6.855J, Network Optimization. This is Jim Orlin's subject on Network Optimization, focusing on network flows.