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Dimitri Lozeve 2020-07-20 10:38:39 +02:00
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<p><a href="https://en.wikipedia.org/wiki/Operations_research">Operations research</a> (OR) is a vast area comprising a lot of theory, different branches of mathematics, and too many applications to count. In this post, I will try to explain why it can be a little disconcerting to explore at first, and how to start investigating the topic with a few references to get started.</p>
<h2>Table of Contents</h2><ul>
<li><a href="#introduction">Introduction</a></li>
<li><a href="#why-is-it-hard-to-approach">Why is it hard to approach?</a></li>
<li><a href="#where-to-start">Where to start</a><ul>
<li><a href="#introduction-and-modelling">Introduction and modelling</a></li>
<li><a href="#theory-and-algorithms">Theory and algorithms</a></li>
<li><a href="#online-courses">Online courses</a></li>
</ul></li>
<li><a href="#solvers-and-computational-resources">Solvers and computational resources <span id="solvers"></span></a></li>
<li><a href="#conclusion">Conclusion</a></li>
<li><a href="#references">References</a></li>
</ul>
<h2 id="introduction">Introduction</h2>
<p><a href="https://en.wikipedia.org/wiki/Operations_research">Operations research</a> (OR) is a vast area comprising a lot of theory, different branches of mathematics, and too many applications to count. In this post, I will try to explain why it can be a little disconcerting to explore at first, and how to start investigating the topic with a few references to get started.</p>
<p>Keep in mind that although I studied it during my graduate studies, this is not my primary area of expertise (I’m a data scientist by trade), and I definitely don’t pretend to know everything in OR. This is a field too vast for any single person to understand in its entirety, and I talk mostly from an “amateur mathematician and computer scientist” standpoint.</p>
<h2 id="why-is-it-hard-to-approach">Why is it hard to approach?</h2>
<p>Operations research can be difficult to approach, since there are many references and subfields. Compared to machine learning for instance, OR has a slightly longer history (going back to the 17th century, for example with <a href="https://en.wikipedia.org/wiki/Gaspard_Monge">Monge</a> and the <a href="https://en.wikipedia.org/wiki/Transportation_theory_(mathematics)">optimal transport problem</a>)<span><label for="sn-1" class="margin-toggle">⊕</label><input type="checkbox" id="sn-1" class="margin-toggle" /><span class="marginnote"> For a very nice introduction (in French) to optimal transport, see these blog posts by <a href="https://twitter.com/gabrielpeyre">Gabriel Peyré</a>, on the CNRS maths blog: <a href="https://images.math.cnrs.fr/Le-transport-optimal-numerique-et-ses-applications-Partie-1.html">Part 1</a> and <a href="https://images.math.cnrs.fr/Le-transport-optimal-numerique-et-ses-applications-Partie-2.html">Part 2</a>. See also the resources on <a href="https://optimaltransport.github.io/">optimaltransport.github.io</a> (in English).<br />