About the Course Deterministic Operations...
Transcript of About the Course Deterministic Operations...
About the Course ‐Intro to Operations Research
(MSC 521)
The Science of Better gets better and better.
Tell me a little about this course?
Description• This is an introductory course in the methods, principles and fundamentals of operations research.
• Operations research applies the scientific method to problems of management and engineering.
• A primary characteristic is the formulation of mathematical models to describe a decision‐making environment and the search for optimal solutions.
• The focus of this course is on applications, mathematical models, and solution procedures (algorithms).
• Both deterministic (optimization) and stochastic models (uncertainty) are addressed.
Course Objectives
Upon completion of the course, each student should:• have a working knowledge of the principle models used in operations research,
• be able to formulate, construct, and solve mathematical models of decision problems,
• be able to apply the methods and techniques of operations research to solve meaningful real‐world problems.
This foundation will enable the student to pursue further study in this area through electives, self‐study or review of the literature.
Supplementary Textbooks
• Hillier & Lieberman, Introduction to Operations Research, McGraw‐Hill Publishing Co., 8th ed., 2004
• Winston, Wayne L., Operations Research Applications and Algorithms, 4th ed., Duxbury (30 Jun 2002), ISBN: 0534359647.
Prerequisites
• Each student should have completed a calculus based course in probability and statistics (e.g. ENM 500)
• Each student should have a working knowledge of – algebra– differential calculus– simultaneous linear equations– matrix operations.
Your Instructor
Charles Ebeling, Ph.D., PEPhone: (937) 229‐2238(secretary) / 365 KL.Office hours: by appointment
Email: [email protected]
Class site: http://academic.udayton.edu/CharlesEbeling/MSC521/Syllabus.htm
Classroom: Room 401 KL or on‐line at Illuminate via Isidore
GradingExercises 33%Midterm 33 %Final 34 %
Score Grade90 - 100 A85 - 89 A-80 - 84 B+75 - 79 B70 - 75 B-60 - 69 C
Tentative Course Schedule
Week Week of Subject Text (Readings)1 May 13/15 Course Introduction / Intro to LP Chapters 1 / 22 May 20/22 Simplex Algorithm / Duality Chapter 33 May 27 no class
May 29 Sensitivity Analysis Chapter 4
4 June 3/5Transportation Problem/Assignment Model Chapter 5
5 June 10/12 Network Models Chapter 66 June 17/19 Integer Programming Chapter 97 June 24 **Midterm** Chapters 2-6
June 26 Decision Analysis Chapter 158 July 1/3 Decision Analysis / Markov Analysis Chapter 15 / Chapter 179 July 8/10 Markov Analysis/Queuing Systems Chapter 17/ Chapter 1810 July 15/17 Queuing Systems Chapter 1811 July 22/24 Nonlinear optimization Chapter 2012 July 29 Nonlinear optimization Chapter 20
July 31 ** Final Exam ** Chapters 9, 15, 17, 18, 20
What about homework?
Problems with solutions are available on the course
website. Seven computer exercises will be turned in for
a grade.
Homework
1. TextbookSelected problems from the textbook are listed on the course website but will not be graded. Some may be discussed in class. Answers to the selected problems may be found in the back of the textbook.
2. Supplemental problemsThese can be downloaded from the course Website.Many are problems taken from previous tests. Solutions are also on the website
3. Turn‐in problems7 exercises – turn‐in for gradeMakes use of the computer (Excel)Download from website
http://academic.udayton.edu/CharlesEbeling/MSC521/Homework/AsgnPrbl.asp
The Computer Exercises• These are problems to be turned in for a grade
• Each student must submit their own work.
• However, you may discuss and collaborate on the problems with your classmates.
• Solutions will be submitted over the Web
• These problems will require the use of a computer
What are these computer
exercise things?
The Glorious Turn‐in Exercises7 easy problems
Nbr Due Date Subject
P1 May 29 linear programmingP2 June 5 sensitivity analysisP3 June 12 transportation/assignmentP4 June 26 integer programming
P5 July 10 decision analysisP6 July 17 Markov chainsP7 July 24 queuing analysis
Exams will be open book and will primarily involve problem
solving. Your best preparation is to do the homework!What about the
exams. Will they be hard?
Exam Notes• There will be a midterm and a final exam• The exams will be open book and problem solving• Make‐up exams taken after the scheduled time will
include additional questions.
Exam Tentative Dates
Tentative Subjects
Midterm June 24 Chapters 2-6Final July 31 Chapters 9, 15, 17, 18, 20
What about the computer? Do we
need one?
The computer will be useful for some of the homework problems
and essential for the turn-in exercises.
Software Notes
Software ContentLindo/What's Best solves linear & integer programs
Equation Solver Excel with VBA, solves system of linear equations using matrix inversion
Frontline SystemsLinear, Integer, and Nonlinear Optimization (Excel Solver enhancements)
Win QSB OR Software from Wiley - $71.95Queue Models.xls Excel workbook for solving M/M/s queues
Excel SolverExcel Add‐on solves LP, IP, and NLP problems
Win QSB
• Linear Programming (LP) and Integer Linear Programming (ILP).
• Linear Goal Programming (GP) and Integer Linear Goal Programming (IGP).
• Quadratic Programming (QP) and Integer Quadratic Programming (IQP).
• Network Modeling.• Nonlinear Programming (NLP).• Dynamic Programming (DP). • Project Scheduling: PERT‐CPM. • Queuing Analysis (QA).• Queuing System Simulation (QSS). • Inventory Theory and Systems (ITS). • Forecasting (FC).• Decision Analysis (DA). • Markov Process (MKPA). • Quality Control Charts (QCC). • Acceptance Sampling Analysis (ASA). • Job Scheduling (JOB). • Aggregate Planning (AP) • Facility Location and Layout (FLL). • Material Requirements Planning (MRP).
Your Very First Reading AssignmentThe Boston Globe, June 27, 2004
Operation Everything
It stocks your grocery store, schedules your favorite team's games, and helps plan your vacation. A primer on the most influential academic discipline you've never heard of.
By Virginia Postrel | June 27, 2004 I cannot wait to read the Boston Globe
article on OR!small print: the article can bedownloaded from the eReserve page
Additional Readings
Week Chap
1 1 Boston Globe article2 2 Hopp, Fifty Years of Management Science3 3 Dantzig, George B., “ Linear Programming”4 4 Gass, Saul I., “The First Linear Programming Shoppe”5 5 Bixby, Robert, "Solving Real-World Linear Programs"5 6 Little, Models and Managers6 9 Gomery, Ralph E., “Early Integer Programming”8 15 Raiffa, Decision Analysis9 17 Larson, Public Sector OR10 18 Stidham, "Analysis, Design, & Control of Queuing Sys"11 20 Kuhn, Harold W., “Being in the Right Place at the Right Time”
Let’s Visit the Website
http://academic.udayton.edu/CharlesEbeling/MSC521/Syllabus.htm
What a terrific Website!
The Syllabus
Course Syllabus - Table of ContentsI. Course DescriptionII. Course ObjectiveIII. TextbookIV. PrerequisitesV. Instructor VI. GradingVII. ClassroomVIII. Homework AssignmentsIX. Important Sites to visitGo check the bulletin board!Questions and Answers
X. HomeworkXI. SoftwareXII. PowerPoint files for downloadingXIII. ExaminationsXIV. Case Study InformationXV. MilestonesXVI. Reading AssignmentsXVII. Class ScheduleUpdate your contact form
The Operations Research Bulletin Board
• Look for messages pertaining to the course here.
• You should check this site at least once a week.
Download the Presentations…Nbr .pdf files
1 Introduction to the Course2 Introduction to Operations Research
3 Introduction to Linear Programming
Instructions: Create a folder for your file(s). Then right mouse click and select "save target as...", select your folder from the browser window, and then save as pdf file. Files were created or updated using PowerPoint 2003/2007.
These presentations may be updated anytime prior to their use in class.Therefore it is the more prudent student that refrains from downloading these files to far in advance.
Distant Learning Students
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Contact Submission Form
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