Free online course Operations Research: Linear Programming, Networks, Integer and Stochastic Models
Duration of the online course: 8 hours and 27 minutes
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Make smarter decisions with a free online course in optimization—learn linear programming, networks, integer models and uncertainty analysis, plus certificate-ready skills.
In this free course, learn about
Formulate linear programs: variables, objective, linear constraints, and standard forms
Better decisions rarely come from intuition alone—they come from models that turn constraints, costs, time and uncertainty into clear recommendations. This free online course in Operations Research helps you build that decision-making toolkit, moving from the fundamentals of optimization to practical modeling patterns used in analytics teams, logistics, product planning and revenue management.
You’ll learn how linear programming captures real business trade-offs, how feasible regions and extreme points explain why optimal solutions appear where they do, and how concepts like slack and binding constraints translate into real capacity and resource limits. As you progress, you’ll connect the geometry of optimization with algorithmic thinking through the simplex method, building confidence in how solutions are found, how to diagnose special cases, and what it means when multiple optima or other edge conditions appear.
The course also develops the perspective that optimization is not just about finding a best number—it’s about understanding robustness. You’ll explore sensitivity analysis and duality to interpret shadow prices, trade-offs, and the value of resources, strengthening your ability to defend recommendations with evidence. From there, you’ll model structured problems in transportation, transshipment and assignment, then step into network optimization for shortest paths, spanning trees, maximum flow and project networks—core building blocks for modern operations, supply chains and platform systems.
To address decisions that require yes/no or whole-number choices, you’ll learn integer programming ideas and methods such as branch and bound, with classic applications like knapsack, scheduling and the traveling salesman problem. You’ll also extend your skills beyond deterministic settings with decision trees, game-theoretic reasoning, and stochastic processes including Markov chains—useful for customer behavior modeling, system states and long-run performance analysis. Inventory and pricing-focused models such as EOQ, EPQ, newsvendor, revenue management and overbooking help connect optimization to everyday operational levers.
Finally, you’ll see how these models translate into implementable solutions with AMPL and practical solver workflows, enabling you to express decisions, constraints and objectives cleanly and solve them efficiently. If you want career-relevant skills in data science and business intelligence—where optimizing under constraints is as important as predicting—this course offers a rigorous, end-to-end path from formulation to interpretation.
Course content
Video class: Operations Research 01: Operations Research Course Overview08m
Video class: Operations Research 02: Introduction to Operations Research06m
Video class: Operations Research 03A: Linear Function02m
Exercise: Which statement correctly describes a linear inequality in linear programming?
Video class: Operations Research 03B: Typical Linear Programming Problems04m
Video class: Operations Research 03C: Linear Programming Feasible Region03m
Exercise: How can you determine which side of a linear constraint line (e.g., 2x1 + x2 ≤ 9) is feasible?
Video class: Operations Research 03D: Linear Programming Graphical Solution Technique04m
Video class: Operations Research 03E: Binding02m
Exercise: In a linear programming problem, when is a constraint considered binding at the optimal solution?
Video class: Operations Research 03F: Convex Set06m
Video class: Operations Research 03G: Linear Programming Extreme Points02m
Exercise: Which statement correctly characterizes an extreme point of a convex set S?
Video class: Operations Research 03H: Linear Programming Staff Scheduling Problem03m
Video class: Operations Research 03I: Linear Programming Blending Problem03m
Exercise: In the 1 kg animal-feed blending LP, which constraint correctly enforces the mixture to total 1 kg?
Video class: Operations Research 03J: Linear Programming Production Process Problem06m
Video class: Operations Research 03K: Linear Programming Multiperiod Inventory Problem02m
Exercise: In a 3-month multiperiod inventory LP, which constraint correctly represents the inventory balance for month t?
Video class: Operations Research 04A: Linear Programming Slack02m
Video class: Operations Research 04B: Simplex Method Basic Feasible Solution10m
Exercise: In a standard-form LP with n variables and m equality constraints (n ≥ m), how is a basic feasible solution (BFS) identified from a basic solution?
Video class: Operations Research 04C: Simplex Method Graphical Explanation05m
Video class: Operations Research 04D: Simplex Method Entering13m
Exercise: In the simplex method for a maximization problem, how do you choose the entering variable from the current tableau?
Video class: Operations Research 04E: Simplex Method07m
Video class: Operations Research 04F: Simplex Method Unrestricted-in-Sign Variables08m
Exercise: How is an unrestricted-in-sign (URS) variable handled to put a linear program into standard form for the simplex method?
Video class: Operations Research 04G: Goal Programming06m
Video class: Operations Research 04H: Different Cases of Simplex Solutions07m
Exercise: In the simplex tableau for a maximization LP, which pattern indicates the existence of alternative (infinitely many) optimal solutions?
Video class: Operations Research 05A: Sensitivity Analysis07m
Video class: Operations Research 05B: Primal07m
Exercise: In standard form, if the primal LP is a maximization problem with all constraints of the form 5d45d5 5c5 7e6 5d4 5cd 5cf and variables 7e6 5c9 0, what is the corresponding inequality direction in the dual constraints (with dual variables 7e6 5c9 0)?
Video class: Operations Research 05C: Weak Duality09m
Video class: Operations Research 05D: Complementary Slackness04m
Exercise: Which pair of products must equal 0 under complementary slackness for primal-dual feasible solutions?
Video class: Operations Research 05E: Dual Simplex Method08m
Video class: Operations Research 06A: Transportation Problem08m
Exercise: In a balanced transportation problem, how are the supply and demand constraints typically written?
Video class: Operations Research 06B: Transportation Northwest Corner Method07m
Video class: Operations Research 06C: Transportation Minimum Cost Method06m
Exercise: In the minimum cost method for a balanced transportation problem, what is the correct action immediately after allocating as much as possible to the selected minimum-cost cell?
Video class: Operations Research 06D: Transportation Vogel's Method07m
Video class: Operations Research 07A: Transportation Loop07m
Exercise: In loop pivoting for the transportation simplex method, how is the step size θ chosen?
Video class: Operations Research 07B: Transportation Simplex Method09m
Video class: Operations Research 07C: Transshipment Problem05m
Exercise: When converting a transshipment problem to a transportation problem, what supply and demand values are assigned to each transshipment point’s added row and column?
Video class: Operations Research 07D: Assignment Problem08m
Video class: Operations Research 08A: Directed01m
Exercise: In a network arc written as (i, j), what do i and j represent?
Video class: Operations Research 08B: Shortest Path05m
Video class: Operations Research 08C: Shortest Path04m
Exercise: In Dijkstra’s algorithm, what is the next node selected to become visited at each step?
Video class: Operations Research 08D: Converting Shortest Path Problem to Transshipment Problem03m
Video class: Operations Research 08E: Minimum Spanning Tree05m
Exercise: Which condition must be true for a set of arcs to be a spanning tree in a network with n nodes?
Video class: Operations Research 08F: Maximum Flow Problem Formulation02m
Video class: Operations Research 08G: Maximum Flow Problem05m
Exercise: In the Ford-Fulkerson method, what value is used to update arc capacities along an identified path from source to sink in the residual network?
Video class: Operations Research 08H: Project Network05m
Video class: Operations Research 08I: Early/late Event Time, Total Float, Critical Path13m
Exercise: In a project network, when computing the early event time ET(i) for a node with multiple predecessors, which value should be selected?
Video class: Operations Research 08J: Program Evaluation05m
Video class: Operations Research 09A: Integer Programming vs Linear Programming Relaxation06m
Exercise: In general, compared to an integer programming (IP) problem, what can be said about the feasible region of its LP relaxation?
Video class: Operations Research 09B: Branch and Bound for Integer Programming10m
Video class: Operations Research 09C: Knapsack Problem06m
Exercise: In the LP relaxation of a knapsack problem, what procedure yields an optimal solution due to its special structure?
Video class: Operations Research 09D: Job Shop Scheduling Problem07m
Video class: Operations Research 09E: Traveling Salesman Problem - Integer Programming05m
Exercise: In the integer programming formulation of the Traveling Salesman Problem (TSP), what is the main purpose of the subtour-elimination constraint?
Video class: Operations Research 09F: Traveling Salesman Problem - Hungarian Method06m
Video class: Operations Research 09G: Traveling Salesman Problem - Nearest Neighbor Method03m
Exercise: In the nearest neighbor method for the Traveling Salesman Problem (TSP), what is the next step after visiting the nearest unvisited city?
Video class: Operations Research 10A: Derivatives of Basic, Trigonometric, Composite Functions03m
Video class: Operations Research 10B: Hessian Matrix, Convex08m
Exercise: For an n-variable twice continuously differentiable function f(x1, ..., xn), when is f convex?
Video class: Operations Research 10C: Nonlinear Convex Programming08m
Video class: Operations Research 11: Decision Trees15m
Exercise: In the oil-drilling decision tree example, what is the expected value of perfect information (EVPI)?
Video class: Operations Research 12A: Zero-Sum Game09m
Video class: Operations Research 12B: Rock, Paper, Scissors Game07m
Exercise: In the Rock–Paper–Scissors zero-sum game, what is the optimal mixed strategy for each player?
Video class: Operations Research 12C: Nonconstant-Sum Game04m
Video class: Operations Research 12D: More about Nash Equilibrium02m
Exercise: In a two-player payoff matrix, which condition identifies a Pure Strategy Nash Equilibrium using the numerical method described?
Video class: Operations Research 13A: Stochastic Process11m
Video class: Operations Research 13B: Markov Chain n-Step Transition04m
Exercise: How do you compute the n-step transition probability pij(n) in a stationary Markov chain?
Video class: Operations Research 13C: Ergodic Markov Chain06m
Video class: Operations Research 13D: Markov Chain Steady-State Theorem06m
Exercise: Which equation characterizes the steady-state distribution c0 of an ergodic Markov chain with transition matrix P?
Video class: Operations Research 13E: Markov Chain Mean First Passage Time04m
Video class: Operations Research 13F: Absorbing Markov Chain06m
Exercise: In an absorbing Markov chain with transient-to-transient submatrix Q, what does the fundamental matrix N = (I − Q)^{-1} represent?
Video class: Operations Research 14A: Economic Order Quantity (EOQ) Model with Zero Lead Time11m
Video class: Operations Research 14B: Economic Order Quantity (EOQ) Model with Nonzero Lead Time04m
Exercise: In the EOQ model with deterministic demand and nonzero constant lead time, what is the reorder point when the lead time is shorter than or equal to one cycle (L ≤ x*/D)?
Video class: Operations Research 14C: Economic Production Quantity (EPQ) Model07m
Video class: Operations Research 14D: Newsvendor Inventory Model11m
Exercise: In the single-period newsvendor model, what condition determines the optimal order quantity x*?
Video class: Operations Research 14E: Capacity-Controlled Fare (Early Bird Discount)08m
Video class: Operations Research 14F: Revenue Management10m
Exercise: In the overbooking-to-newsvendor conversion, what are the unit overage and underage costs in the airline example?
Video class: Operations Research 15A: AMPL - Download07m
Video class: Operations Research 15B: AMPL - Quick Start Guide for Linear Programming06m
Exercise: In AMPL, which set of files is typically used to model and solve a linear programming problem?
Video class: Operations Research 15C: AMPL - Model and Data Separation06m
Video class: Operations Research 15D: AMPL - Integer03m
Exercise: In AMPL, how do you restrict a decision variable to be an integer (instead of the default real)?
Video class: Operations Research 15E: AMPL - Nonlinear Programming03m
Video class: Operations Research 15F: AMPL - NEOS Server04m
Exercise: When submitting an AMPL linear program to the NEOS Server, which commands should be commented out in the AMPL command (.run) file to avoid name and environment issues?
This free course includes:
8 hours and 27 minutes of online video course
Digital certificate of course completion (Free)
Exercises to train your knowledge
100% free, from content to certificate
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