Free Course Image Operations Research: Linear Programming, Networks, Integer and Stochastic Models

Free online courseOperations Research: Linear Programming, Networks, Integer and Stochastic Models

Duration of the online course: 8 hours and 27 minutes

New

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
  • Graph LPs: feasible regions, checking constraint sides, extreme points, convexity, binding constraints
  • Apply simplex method: BFS, entering/leaving rules, URS variables, degeneracy/unbounded/alt optima
  • Do sensitivity analysis; build duals; use weak duality and complementary slackness; dual simplex
  • Model/solve transportation, transshipment, and assignment problems; NW corner, least cost, Vogel
  • Transportation simplex: loops, pivoting, and step size selection
  • Network models: directed arcs, shortest paths (Dijkstra), MST, max flow (Ford–Fulkerson), CPM/PERT
  • Integer programming: LP relaxation, branch & bound, knapsack greedy relaxation, TSP + subtour cuts
  • Nonlinear optimization basics: derivatives, Hessian-based convexity tests, convex programming ideas
  • Decision analysis via decision trees and EVPI computation
  • Game theory: zero-sum mixed strategies, Nash equilibrium identification, nonconstant-sum concepts
  • Markov chains: n-step transitions, ergodicity, steady state, mean first passage, absorbing chains N
  • Inventory/revenue models: EOQ/EPQ, reorder point, newsvendor critical fractile, overbooking mapping
  • Use AMPL/NEOS: model-data separation, LP/IP/NLP modeling files, integer vars, NEOS run-file setup

Course Description

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 Overview 08m
  • Video class: Operations Research 02: Introduction to Operations Research 06m
  • Video class: Operations Research 03A: Linear Function 02m
  • Exercise: Which statement correctly describes a linear inequality in linear programming?
  • Video class: Operations Research 03B: Typical Linear Programming Problems 04m
  • Video class: Operations Research 03C: Linear Programming Feasible Region 03m
  • 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 Technique 04m
  • Video class: Operations Research 03E: Binding 02m
  • Exercise: In a linear programming problem, when is a constraint considered binding at the optimal solution?
  • Video class: Operations Research 03F: Convex Set 06m
  • Video class: Operations Research 03G: Linear Programming Extreme Points 02m
  • Exercise: Which statement correctly characterizes an extreme point of a convex set S?
  • Video class: Operations Research 03H: Linear Programming Staff Scheduling Problem 03m
  • Video class: Operations Research 03I: Linear Programming Blending Problem 03m
  • 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 Problem 06m
  • Video class: Operations Research 03K: Linear Programming Multiperiod Inventory Problem 02m
  • 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 Slack 02m
  • Video class: Operations Research 04B: Simplex Method Basic Feasible Solution 10m
  • 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 Explanation 05m
  • Video class: Operations Research 04D: Simplex Method Entering 13m
  • 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 Method 07m
  • Video class: Operations Research 04F: Simplex Method Unrestricted-in-Sign Variables 08m
  • 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 Programming 06m
  • Video class: Operations Research 04H: Different Cases of Simplex Solutions 07m
  • 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 Analysis 07m
  • Video class: Operations Research 05B: Primal 07m
  • 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 Duality 09m
  • Video class: Operations Research 05D: Complementary Slackness 04m
  • Exercise: Which pair of products must equal 0 under complementary slackness for primal-dual feasible solutions?
  • Video class: Operations Research 05E: Dual Simplex Method 08m
  • Video class: Operations Research 06A: Transportation Problem 08m
  • Exercise: In a balanced transportation problem, how are the supply and demand constraints typically written?
  • Video class: Operations Research 06B: Transportation Northwest Corner Method 07m
  • Video class: Operations Research 06C: Transportation Minimum Cost Method 06m
  • 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 Method 07m
  • Video class: Operations Research 07A: Transportation Loop 07m
  • Exercise: In loop pivoting for the transportation simplex method, how is the step size θ chosen?
  • Video class: Operations Research 07B: Transportation Simplex Method 09m
  • Video class: Operations Research 07C: Transshipment Problem 05m
  • 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 Problem 08m
  • Video class: Operations Research 08A: Directed 01m
  • Exercise: In a network arc written as (i, j), what do i and j represent?
  • Video class: Operations Research 08B: Shortest Path 05m
  • Video class: Operations Research 08C: Shortest Path 04m
  • 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 Problem 03m
  • Video class: Operations Research 08E: Minimum Spanning Tree 05m
  • 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 Formulation 02m
  • Video class: Operations Research 08G: Maximum Flow Problem 05m
  • 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 Network 05m
  • Video class: Operations Research 08I: Early/late Event Time, Total Float, Critical Path 13m
  • 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 Evaluation 05m
  • Video class: Operations Research 09A: Integer Programming vs Linear Programming Relaxation 06m
  • 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 Programming 10m
  • Video class: Operations Research 09C: Knapsack Problem 06m
  • 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 Problem 07m
  • Video class: Operations Research 09E: Traveling Salesman Problem - Integer Programming 05m
  • 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 Method 06m
  • Video class: Operations Research 09G: Traveling Salesman Problem - Nearest Neighbor Method 03m
  • 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 Functions 03m
  • Video class: Operations Research 10B: Hessian Matrix, Convex 08m
  • Exercise: For an n-variable twice continuously differentiable function f(x1, ..., xn), when is f convex?
  • Video class: Operations Research 10C: Nonlinear Convex Programming 08m
  • Video class: Operations Research 11: Decision Trees 15m
  • Exercise: In the oil-drilling decision tree example, what is the expected value of perfect information (EVPI)?
  • Video class: Operations Research 12A: Zero-Sum Game 09m
  • Video class: Operations Research 12B: Rock, Paper, Scissors Game 07m
  • 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 Game 04m
  • Video class: Operations Research 12D: More about Nash Equilibrium 02m
  • 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 Process 11m
  • Video class: Operations Research 13B: Markov Chain n-Step Transition 04m
  • Exercise: How do you compute the n-step transition probability pij(n) in a stationary Markov chain?
  • Video class: Operations Research 13C: Ergodic Markov Chain 06m
  • Video class: Operations Research 13D: Markov Chain Steady-State Theorem 06m
  • 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 Time 04m
  • Video class: Operations Research 13F: Absorbing Markov Chain 06m
  • 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 Time 11m
  • Video class: Operations Research 14B: Economic Order Quantity (EOQ) Model with Nonzero Lead Time 04m
  • 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) Model 07m
  • Video class: Operations Research 14D: Newsvendor Inventory Model 11m
  • 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 Management 10m
  • 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 - Download 07m
  • Video class: Operations Research 15B: AMPL - Quick Start Guide for Linear Programming 06m
  • 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 Separation 06m
  • Video class: Operations Research 15D: AMPL - Integer 03m
  • 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 Programming 03m
  • Video class: Operations Research 15F: AMPL - NEOS Server 04m
  • 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

Ready to get started?Download the app and get started today.

Install the app now

to access the course
Icon representing technology and business courses

Over 5,000 free courses

Programming, English, Digital Marketing and much more! Learn whatever you want, for free.

Calendar icon with target representing study planning

Study plan with AI

Our app's Artificial Intelligence can create a study schedule for the course you choose.

Professional icon representing career and business

From zero to professional success

Improve your resume with our free Certificate and then use our Artificial Intelligence to find your dream job.

You can also use the QR Code or the links below.

QR Code - Download Cursa - Online Courses

More free courses at Data Science and Business Intelligence

Free Ebook + Audiobooks! Learn by listening or reading!

Download the App now to have access to + 5000 free courses, exercises, certificates and lots of content without paying anything!

  • 100% free online courses from start to finish

    Thousands of online courses in video, ebooks and audiobooks.

  • More than 60 thousand free exercises

    To test your knowledge during online courses

  • Valid free Digital Certificate with QR Code

    Generated directly from your cell phone's photo gallery and sent to your email

Cursa app on the ebook screen, the video course screen and the course exercises screen, plus the course completion certificate