Dutch Network on the Mathematics of Operations Research


This guide provides all kinds of information about the LNMB (Dutch acronym for Dutch Network on the Mathematics of Operations Research):
- the graduate programme;
- organizational and administrative affairs;
- information about the Operations Research groups at the Dutch universities;
- lists of members, PhD students and alumni.

This information is also available via the LNMB website http://www.math.leidenuniv.nl/~lnmb

The graduate programme of the LNMB is meant to provide a high quality teaching in the broad field of the mathematics of Operations Research, including new interesting areas. To this end the LNMB organizes courses in a two-years cycle. Each year the programme is evaluated. The last evaluation has resulted in an enlargement of eight to twelve courses. After more than ten years being lodged in the CSB-building, from next year the courses will be located in the Uithof buildings of the Utrecht University. By these changes we will improve the facilities we offer to the PhD students of the LNMB.

The graduate programme 2000/2001 consists of the following six courses: Introduction to Stochastic Processes, Convex Optimization, and Operations Research and Logistics (all in the Fall 2000); Convex Analysis for Optimization, Game Theory, and Randomized Algorithms and Stochastic Programming (all in the Spring 2001).

In addition to the courses, the LNMB will organize the 26th Lunteren Conference on the Mathematics of Operations Research. This conference will be held 16 - 18th January 2001.

Last year the LNMB was, together with the LNBE and NAKE, evaluated by the VSNU. We are very happy with the opinion that "the network format is a great success and the LNMB performs an excellent role".

The LNMB gladly acknowledges the financial support by all universities and the CWI. This enables the LNMB to continue its activities.

Lodewijk Kallenberg
Scientific director LNMB

August, 2000

1. Operations Research

Operations Research (shortly OR) is a term for a field of science, in which a variety of (mostly decision) problems with limited resources are being analysed using mathematical models. Although particular models and techniques of OR have earlier origins, it is generally agreed that the discipline began during World War II. Many operations associated with the British and American Armed Forces were simply too complicated to expect adequate solutions without a scientific research. Hence the name Operations Research. Inspired by this success, after the war many of the techniques developed were adopted to analyse complex planning problems in industrial, agricultural and public organizations with mathematical models, and sometimes the field is called Management Science.

Various methods and models in topics like project planning, production planning and scheduling, maintenance, replacement, allocation, routing and transport, distribution, inventory, investments, telecommunication and congestion are a result of this. In the sixties the universities instituted the discipline, at first in England and in the USA, later as well in almost all developed countries. Every Dutch university, including the Universities of Technology and the Agriculture University, teaches Operations Research mostly at the faculties of Mathematics and Economics. Besides, one can find Operations Researchers working for large business companies and (government) institutions, in profit as well as in non-profit organizations.

Partly due to early exploitation of the possibilities that computers offer, the discipline went through a stormy development. This is evident from the origination of large organizations of scientists and from the abundant interest for conferences in the field, by fundamental researchers as well as by people applying the methods. Besides that, one can consider the existence of many international OR journals of high standard.

Operations Research is a typical interdisciplinary topic. Not only the field of applied mathematics (including statistics and applied probability theory) and computer science discovered the discipline as a fruitful source of inspiration of relevant problems, also in the technical, economical, econometrical and management science educations the OR models and methods have become indispensable, of course in each discipline in combination with each own mathematical abstraction and practical aspects.

Operations Research includes the study of fundamental properties of mathematical models for decision problems as well as the design and analysis of algorithms for these models. Mostly, but not always, these models are abstractions of management problems from large business organizations. Nowadays, various models and techniques are fairly standard and they prove to have a great supporting value when making decisions in a complex environment.

In The Netherlands, Operations Researchers are organized in the Dutch Community for Operations Research which is, with 500 members, the largest section of the VVS (Society for Statistics). Since 1976 a yearly "International Conference on the Mathematics of Operations Research" is being held in Lunteren. Until 2000 this conference was organized by the CWI in co-operation with the LNMB. From 2001 the responsibility of this conference is taken by the LNMB only. This conference functions as a platform where Dutch OR-scientists meet each other and where international specialists present lectures and discuss promising research areas.
2. Dutch Network on the Mathematics of Operations Research (LNMB)

The Dutch Network on the Mathematics of Operations Research (in Dutch: Landelijk Netwerk Mathematische Besliskunde; LNMB is the Dutch acronym) is an interuniversity co-operation in which participate all Dutch universities and the Centre for Mathematics and Computer Science (CWI) in Amsterdam. The LNMB has been established in 1987 and the University of Groningen is the administrator.

The tasks of the LNMB are twofold. Firstly, the LNMB offers a graduate program. This program, which is centred around eight two-year courses and two annual workshops, aims at broadening and deepening the knowledge of the PhD students in the mathematics of Operations Research. Secondly, the LNMB is an organization of full and associate professors in the field of Operations Research. Each university and the CWI is represented in the General Board out of whom a Managing Board is chosen.

The LNMB has more than seventy members and about sixty PhD students. The LNMB courses and workshops are also accessible, on payment, to other interested people. An independent judgment by NWO (Netherlands Organization for Scientific Research) has proven that the LNMB graduate education program is of a high international standard.

The LNMB also strives for contacts with the business community. The PhD students in OR often accept, having the doctor's degree, a job in business. New scientific developments can be transmitted in LNMB courses and workshops to employees of companies who are interested in quantitative decision methods. The LNMB is, in co-operation with the NGB (Dutch Community of workers in OR), investigating in what way they can play a meaningful role in this sense.

The proposition to organize a graduate program in Operations Research, which was presented July 1, 1987 by the LNMB, was received very well by all faculties involved. The Ministry of Education and Science has given a starting grant to the LNMB. Thanks to this grant the LNMB was able to offer courses, workshops, financial contribution for foreign working visits and five PhD positions. These PhD positions were assigned to the following projects, after a procedure comparable to the one used by NWO:
- Optimization of polling systems (graduation on 04-11-94)
PhD student: ir. S.C. Borst; Supervisor: prof.dr.ir. O.J. Boxma.
- Design, analysis and implementation of local search algorithms (graduation on 22-09-95)
PhD student: ir. R.J.M. Vaessens; Supervisors: prof.dr. J.K. Lenstra and prof.dr. E.H.L. Aarts.
- Generalized productform solutions of queueing systems (graduation on 07-02-95)
PhD student: ir. G.J. van Houtum; Supervisors: prof.dr. J. Wessels and prof.dr. W.H.M. Zijm.
- Polyhedral methods for grouping problems arising in flexible manufacturing systems (graduation on 06-12-96)
PhD student: drs. M. Oosten; Supervisors: prof.dr. A.W.J. Kolen and prof.dr.ir.drs. O.J. Vrieze.
- Stochastic integer programming (graduation on 13-04-95)
PhD student: drs. M.H. van der Vlerk; Supervisors: prof.dr. W.K. Klein Haneveld and dr. L. Stougie.

Due to an efficient control of the financial means, the LNMB was been able to finance the above mentioned activities from the received starting grant until the end of 1994. From 1995 onwards the universities and the CWI themselves have to take care of the financing.
In section 8 of this brochure the internal organization of the LNMB will be discussed. Also lists of PhD students and alumni are included, as well as a list of members. The position of Scientific Director was instituted on August 16, 1990. From August 1990 until 1993 prof. dr. W.K. Klein Haneveld acted as the first director of the LNMB; presently prof.dr. L.C.M. Kallenberg occupies the position.

3. Graduate programme and diploma requirements

The main purpose of the LNMB graduate programme is to help PhD students, who prepare a thesis in the field of Operations Research or in a related discipline, to obtain a thorough insight in the fundamentals of the field of Operations Research, its applications and recent developments. Also other persons can participate in the program to broaden their knowledge.

The education provides the participants an adequate survey of the field of OR, also outside their own specialization, and contacts with leading national and international researchers. In this way an important contribution is made in the development of PhD students to become independent scientists with a broad orientation in the various areas of Operations Research.

Obviously an important part of the education of the PhD students takes place at their own universities by the supervision and other activities. Nevertheless it is of great value to have a common graduate program in OR. Due to the small numbers of PhD's at each university a national concentration is efficient and can guarantee a qualitatively high education. This is exactly the purpose of the LNMB courses and workshops. An additional advantage for the PhD students is the contact with professors from other universities and with other PhD students.

The programme of the LNMB courses consists of a biennial cycle and in each cycle twelve courses are offered (until 2000 there were eight courses). The programme is flexible in the sense that new PhD students can start with their graduate programme at the beginning of any semester. Furthermore, the individual programmes can vary: every student can choose his of her own parts of the education programme. Each semester a combination of various subjects is taught. In general one can follow each of the courses without any prerequisites of the other courses; therefore, a PhD student can start in an arbitrary semester.

The courses are presented at a high level. They place in Utrecht, four courses on three consecutive Monday with four hours per day. These courses are called short course and the other eight courses on twelve successive Mondays with two hours each week. The subjects of the courses are in the following areas: Combinatorial Optimization, Stochastic Operations Research, Mathematical Programming, Game Theory and Applications of OR.

The courses are intended for PhD students in Operations Research. However, good students in mathematics, econometrics or computer science who have enough prerequisites of the mathematics of Operations Research are also welcome. Further information can be given by the director of the LNMB or the lecturers of the courses. Furthermore, employees of government or business companies who want to follow a course to deepen or update their knowledge can participate. Participants are expected to make exercises during or at the end of the course to show that they understood the material of the course. The work load (including the attendance of the course in Utrecht) for participants who have passed the exercises successfully has been set at 180 credit points for 'normal' courses and 90 credit points for 'short' courses. In case the courses are only attended (or when the exercises are not passed successfully), then the work load is set at 40 credit points. Every participant receives a certificate at the end of the course with a grade and the work load.

The following regulation holds for the course fee. Participants from CWI and the departments of the Dutch universities which finance the LNMB don't pay any course fee. Other participants pay for each course a fee of Dfl. 1000,-. The Managing Board of the LNMB is authorized to give a reduction of this fee in occurring situations. Application for the LNMB courses can be done at the secretary of the LNMB by filling in the application form in the back of this information guide.

Until now the following courses have been taught:

Spring 1988 : Stochastic Operations Research 1; Combinatorial Optimization 1
Fall 1988 : Mathematical Programming 1; Combinatorial Optimization 2
Spring 1989 : Mathematical Programming 2; Game Theory
Fall 1989 : Stochastic Operations Research 1; Artificial Intelligence
Spring 1990 : Stochastic Operations Research 2; Combinatorial Optimization 1
Fall 1990 : Mathematical Programming 1; Combinatorial Optimization 2
Spring 1991 : Mathematical Programming 2; Game Theory
Fall 1991 : Stochastic Operations Research 1; Finance and OR & Simplicial algorithms
Spring 1992 : Stochastic Operations Research 2; Combinatorial Optimization 1
Fall 1992 : Mathematical Programming 1; Combinatorial Optimization 2
Spring 1993 : Mathematical Programming 2; Game Theory
Fall 1993 : Stochastic Operations Research 1; Combinatorial Optimization 1
Spring 1994 : Stochastic Operations Research 2; Combinatorial Optimization 2
Fall 1994 : Mathematical Programming 1; Reliability, Maintenance and Production Management
Spring 1995 : Capita Selecta Linear and Nonlinear Programming; Game Theory
Fall 1995 : Stochastic Operations Research 1; Combinatorial Optimization 1
Spring 1996 : Stochastic Operations Research 2; Combinatorial Optimization 2
Fall 1996 : Mathematical Programming 1; Randomized Algorithms & Distribution Logistics
Spring 1997 : Mathematical Programming 2; Game Theory
Fall 1997 : Stochastic Operations Research 1; Combinatorial Optimization 1
Spring 1998 : Stochastic Operations Research 2; Combinatorial Optimization 2
Fall 1998 : OR and Finance, and OR and Logistics; Convex Optimization
Spring 1999 : Randomized Algorithms, and Stochastic Programming; Game Theory
Fall 1999 : Stochastic Operations Research 1; Combinatorial Optimization 1
Spring 2000 : Stochastic Operations Research 2; Combinatorial Optimization 2

In addition to the courses, the graduate programme includes The Lunteren Conference on the Mathematics of Operations Research. During these conferences prominent - usually foreign - researchers give mini-courses on special topics or lectures on recent research. PhD students can give a so-called PhD presentation. In such presentation one can present his or her research results. Attendance in the Lunteren Conferece is credited by 30 credit points. A short survey of the programmes of the conferences can be found in section 5.

PhD students who have sufficiently participated in the LNMB graduate programme and who have given a PhD presentation will receive a diploma. Here, "sufficiently" means a total work load of 750 credit points. Under certain circumstances the supervision may submit a motivated request to give the diploma to a PhD student although he or she did not meet the requirement of the PhD presentation. After preceding consultation with the director, it is possible that credit points from a related PhD network also count as credit points for the LNMB diploma.

Last modified: Thu Oct 5 15:17:27 2000