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Semester 1, AY 2009/2010 Hung Hui-Chih Email: isehh@nus.edu.sg Tel: 6516-5387 Office: E1 07-16
Syllabus
Week 1~7:
Lecturer: Office: Telephone: E-mail: Office Hours: HUNG Hui-Chih E1-07-16 6516-5387 isehh@nus.edu.sg Wednesday 4pm~6pm
Week 8~13:
Lecturer: Office: Telephone: E-mail: Office Hours: NG Kien Ming E1-05-21 6516-5541 cosnkm@nus.edu.sg TBA
Syllabus
Teaching Assistants:
Exam Policy
Midterm exam (15%):
September 28th, 2009, Monday, 12~1pm All subjects from week 1 to week 6 (Duality Theory) The midterm exam will be closed book. However, you are allowed ONE sheet (A4 size, 210mm 297mm, both sides) of handwritten notes (neither photocopied nor printed)
Course Outline
Introduction to Operations Research Linear Programming Sensitivity Analysis and Duality Transportation Models Network Models Non-Linear Programming
Todays Outline
What is Operations Research? Mathematical Programming Modeling Enumeration Problem Categories Linear Programming Linear Programming Examples
Economics
Business
OR
Mathematics
Industrial Engineering
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Journals:
Operations Research Management Sciences Interfaces Mathematics of Operations Research Operations Research Letters Transportation Science
Trade Publication:
OR/MS Today
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Journal:
IIE Transactions
Trade Publication:
IIE Solutions
Journal:
Mathematical Programming
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Journal:
Asia-Pacific Journal of Operational Research (APJOR)
Other Journals:
Naval Research Logistics (NRL) Discrete Applied Mathematics
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Define Problem
(A) Identify what system components you can control
Decisions to make Levers to pull Wheels to turn
(B) Define the Criteria and Objectives (C) Identify what constrains block you from making any control you wish
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Mathematical Programming
A mathematical technique to help plan and make decisions relative to the trade-offs necessary to allocate resources Will find the minimum or maximum value of the objective function Guarantees the optimal solution to the model formulated if you have enough time
Linear Programming guarantees the optimal solution to the model formulated in polynomial time
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(C) The restrictions (constraints) limits the region where we can pursue our objective
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subject to
(C) restrictions (constraints) to obey
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(B) Objectives
The goal of your model Single or Multiple
(C) Constraints
The activities and limits of the real situations And or Either-Or
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Model:
0,3,4,10,200,300
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(x,y)=
(0,4) (0,3) (0,2) (0,1) (0,0)
Problem Categories
Problem
Enumeration
Non-Linear Programming
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n
Criterion Decision Vector
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Operations Research
Mathematical Programming
Linear Programming
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What is Linear?
Are they linear?
(a)
(b)
(c)
(d)
(e)
If function f( x1 ,x2, ,xn) is linear, then it can be present in the following form:
f ( x1 , x2 ,..., xn ) = c1 x1 + c2 x2 + ...cn xn + b where ci and b are constants
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Why Linear?
The objective and constraints in linear programming must be expressed in terms of linear equations or linear inequalities Why?
Good properties holds Easier to handle Easier to Understand Good start for studying Mathematical Programming 32 and OR
Proportional:
Values of costs and contributions increase proportionally to its size (linear) No setup costs, no economies of scale, no higher order terms All terms in the objective function and constraint 33 functions exhibit proportionality
Deterministic:
Each parameter (coefficient) known with certainty All parameters are given and fixed
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Parameters are given and constant values in the model: a, b, c, d, e, f, g, h, s, t They are very different Dont get confused Always use clear notation to classify them
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Model:
Max w1 x1 + w2 x2 = wi xi
i =1 2
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Production, capital budgeting and resource allocation, blending and mix, portfolio analysis, etc Used in health care, food packaging, paper companies, air and water pollution control, utilities, etc
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Foundation for many theoretical developments in Operations Research The Simplex Method is considered to be one of the most important computational algorithms in Engineering and the Sciences
Computing in Science and Engineering, 2000
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Determine the mix numbers of products that will produce the maximum profit
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Hours Required to Produce 1 Unit Department Electronic Assembly Profit per unit X-pods (X1) 4 2 $7 BlueBerrys (X2) 3 1 $5 Available Hours This Week 240 100
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X2 0 (non-negative)
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Formulation
Objective Function:
(Profit )
(C2) Second Constraint: 2X1 + 1X2 100 (C3) Third Constraint: (C4) Fourth Constraint:
X1 0 X2 0
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