Welcometo

Welcometo
620261
620261
Introductionto
Introductionto
OperationsResearch
OperationsResearch

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 620261:
620261:
IntroductiontoOperations
IntroductiontoOperations
Research
Research
Lecturer:PeterTaylor
HeadsOffice
RichardBerryBuilding
Tel:83447887
Email:

p.taylor@ms.unimelb.edu.au
Coursedueto:MosheSniedovich
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 Schedule
Schedule
Lectures:

Mon,Wed,Friday3:15PM

Tutorial:

CheckNoticeBoardandWebsite
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 OfficeHours
OfficeHours
Monday23PM
Wednesday23PM
Friday23PM
Thesemayhavetovarysometimesseemy
assistantLisaMifsud

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 Assessment
Assessment
Assignments:10%
FinalExam:90%

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 GroupProjects
GroupProjects
Youareencouragedtostudywithfriends,
butyouareexpectedtocomposeyourown
reports.

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 Communication
Communication
Youareexpectedtorespondtoquestions
asked(bythelecturer)duringthelectures
Suggestions,comments,complaints:
Directlytolecturer
viaStudentRepresentative
Dontwaittillyouareaskedtocomplain!

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 LectureNotes
LectureNotes
OnSale(BookRoom)
Ifoutofprint,letmeknow

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 ThouShallNot
ThouShallNot

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 ThouShallNot
ThouShallNot

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 StudentRepresentative
StudentRepresentative
(SSLC)
(SSLC)
Pizza!!!!!
Twomeetings
Questionnaire

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 WebSite
WebSite
http://www.ms.unimelb.edu.au/~dmk/620261

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 ReferenceMaterial
ReferenceMaterial
LectureNotes
Bibliography(10copiesofWinstoninMaths
library,reservedShelves)
Handouts

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 ComputerLiteracy
ComputerLiteracy
_ AppliedMathematicsiscomputational.
_ Idontexpectanyspecificknowledge,butI
doexpectanopenattitudetothings
computational.

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 Perspective
Perspective

Universe Applied
maths

620-261
OR

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 WhatisOR?
WhatisOR?
Controversialquestion!
SurftheWWWforanswers
Roughly:
....Applicationsofquantitativescientificmethods
todecisionmakingandsupportinbusiness,
industrialandmilitaryorganisations,withthe
objectiveofimprovingthequalityofmanagerial
decisions.....
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 BasicCharacteristics
BasicCharacteristics
Appliesscientificmethods
Adoptsasystemsapproach
Utilisesateamconcept
Reliesoncomputertechnologies

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 ORStream
ORStream
620261:IntroductiontoOperations
Research
620262:DecisionMaking
620361:OperationsResearchMethodsand
Algorithms
620362:AppliedOperationsResearch
ProbabilityandStatisticsareusefulother
subjectstostudy

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 andmore
andmore
Honours
MSc
PhD

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 Jobs
Jobs
_ ThereisashortageofpeoplewithORskills
_ Graduateswiththeseskillsgetgoodjobs

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 Reading.....
Reading.....
AppendixA
AppendixB
AppendixE
Chapters1,2,3,4
Web

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 The OR Problem Solving Schema

Formulation Monitoring

Realization

Modelling Implementation

Analysis Solution

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 In Practice

Formulation Monitoring

Realization

Modelling Implementation

Analysis Solution

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 ImportantComment
ImportantComment
In620261:
FormulationandModelling
AnalysisandSolution

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 Chapter2:
Chapter2:
OptimizationProblems
OptimizationProblems
Generalformulation

f Objectivefunction z*: opt f ( x )

x
x Decisionvariable
DecisionSpace
opt Optimalitycriterion
z* Optimalreturn/cost

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 Observethedistinctionbetweenfandf(x).
Notethatfisassumedtobearealvalued
functionon.

z*: opt f ( x )
x

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 Example
Example
10
z*: max n n
x
n 1
2
x 3

s. t.
10

x n 5
n 1

xn {0,1} , n 1, .. .,10

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 10
f (x): x x
2 3
n n
n1

10

: x : x n 5, x n {0,1} , n 1,..., 10
10

n1
opt max
z* unknown

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 Welet*denotethesetofoptimaldecisions
associatedwiththeoptimizationproblem.
Thatis*denotesthesubsetofwhose
elementsareanoptimalsolutiontothe
optimizationproblem.Formally,

*:={x*:x*,f(x*)=opt{f(x):x}}.

Byconstruction*isasubsetof,namely
optimalityentailsfeasibility.

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 Remarks
Remarks
Thesetoffeasiblesolution,,isusually
definedbyasystemofconstraints.
Thus,anoptimizationproblemhasthree
ingredients:
Objectivefunction
Constraints
OptimalityCriterion

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 ClassificationofOptimal
ClassificationofOptimal
Solutions
Solutions
Considerthecasewhereopt=min.Thenby
definition:
x**ifff(x*)f(x)x
Ifopt=max:
x**ifff(x*)f(x)x
Solutionsofthistypearecalledglobaloptimal
solutions.
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 f(x) Global max

Global min
X

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 Question:
Howdowesolveoptimizationproblemsof
thistype?
Answer:
Therearenogeneralpurposesolution
methods.Themethodsusedarevery
muchproblemdependent.

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 Suggestion
Suggestion
Trytothinkaboutoptimizationproblemsin
termsoftheformat:

Z*:=optf(x)

s.t.

constraints

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 Thus.........
Thus.........
Modelling=
Modelling=
opt=?
f(x)=?
Constraints=?

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 Tip
Tip
Youmayfinditusefultoadoptthefollowing
approach:
Step1:Identifyandformulatethedecision
variables.
Step2:Formulatetheobjectivefunctionand
optimalitycriterion.
Step3:Formulatetheconstraints.

Butdonotbedogmaticaboutit!!!!!
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 Example2.4.2
Example2.4.2
FalseCoinProblem
FalseCoinProblem
Ncoins
N1havethesameweight(good)
1isheavier(false)
Findthebestweighingschemeusinga
balancebeam.

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 Observations
Observations
Itdoesnotmakesensetoputadifferent
numberofcoinsoneachsideofthescale.
Theresultofanynontrivialweighingmust
fallintoexactlyoneofthefollowingcases:
Falsecoinisonthelefthandside
Falsecoinisontherighthandside
Falsecoinisnotonthescale

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 Theschemeshouldtelluswhattodo
ateachtrial,i.e.howmanycoinsto
placeoneachsideofthescale,
dependingonhowmanycoinsarestill
tobeinspected.
ThetermBestneedssome
clarification:

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 Best=???
Best=???
Best=fewestnumberofweighings
isnotwelldefinedbecauseaprioriwedontknow
howmanyweighingswillbeneededbyagiven
scheme.
Thisissobecausewedonotknowwherethe
falsecoinwillbeplaced.
Thebottomline:whodecideswherethefalse
coinwillbeasweimplementtheweighing
scheme?
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 Weneedhelp!!!
Weneedhelp!!!
Manyofthedifficultiesarenicelyresolvedif
weassumethat
MotherNatureAlwaysPlaysAgainstUs!
Ofcourse,ifyouareanoptimistyoumay
prefertoassumethat
MotherNatureAlwaysPlaysinOurFavour!

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 Assumption
Assumption
MotherNatureAlwaysPlaysAgainstUs!

Observethatthisassumptionresolvesthequestion
ofwherethefalsecoinwillbe.
Naturewillalwaysselectthelargestof(nL,nR,no)

nL nR

no
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 Solution
Solution
Let
n:=Numberofweighingsrequiredto
identifythefalsecoin.
xj:=Numberofcoinsplacedoneachside
ofthescaleinthejthweighing
(j=1,2,3,...,n)

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 Thus,ourobjectivefunctionis
f(x1,x2,...,xn):=n
and
opt=min.
Tocompletetheformulationoftheproblemwe
havetodetermine.

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 Constraints
Constraints
Let
sj:=Numberofcoinsleftforinspectionafter
thejthweighing(j=0,1,2,...,n)
Thenclearly,
s0:=N(Allcoinsareyettobe inspected)
sn:=1(Onlyfalsecoinisleftfor inspection)

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 xj{0,1,2,...,[sj1/2)]}
where
[z]:=Integerpartofz.

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 Dynamics=????
Dynamics=????
Wehavetospecifythedynamicsofthe
process:howthe{sj}arerelatedtothe
{xj}.
Thisisnotdifficultbecauseweassume
thatNaturePlaysAgainstUs:
sj=max{xj,sj12xj}

xj xj
sj-1-2xj
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 (j-1) weighing:

sj-1
coins left

xj xj
j-th weighing:
sj-1-2xj

sj = max {xj , sj-1-2xj}

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 CompleteFormulation
CompleteFormulation
z * : min n
s.t.
so N
sn 1
s j max{x j ,sj 1 2x j}, j 1,2,..,n
s j 1
xj
2
x j {0,1,2,...} (EraseN)

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 CompleteFormulation
CompleteFormulation
z * : min n
s.t.
so N
sn 1
sj max{x j , s j1 2x j}, j 1, 2,..,n
sj 1
x
2
x j {0,1, 2,...}

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 ExamplesofORProblems
ExamplesofORProblems
Example2.4.6TowersofHanoi
Task:Movethediscsfromlefttoright
Rules:
Onediscatatime
Nolargedisconasmallone

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 Example2.4.4TravellingSalesman
Problem
VisitNcities,startingthetourand
terminatingitinthehomecitysuchthat:
Eachcity(exceptthehomecity)isvisited
exactlyonce
Thetourisasshortaspossible.
Question:Whatistheoptimaltour?

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 Remark:
Thereare(N1)!distincttours.Thismeans
thatfor11citiesthereare3,628,800possible
toursandforN=21citiesthereare2x1018
possibletours!!!!!!!!!!!!!!!

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 Ifwetrytoenumerateallthefeasible
toursforN=21usingasuperfast
computercapableofenumerating
1,000,000,000tourspersecond,wewill
completetheenumerationofallthe
feasibletoursinapproximately800
years.
Thisphenomenonisknownas

TheCurseofDimensionality!
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