OR541: Deterministic Operations Research Models

Systems Engineering and Operations Research Department

Tuesday, 4:30-7:10p.m.
David King Hall Room 2007

Professor Lisa Schaefer
   the MITRE Corporation
Phone: (703)587-6581(voice mail)
Email: lSchaeferAZ@hotmail.com
Homepage for Course: http://iris.gmu.edu/?

Office hours: Email all questions by Sunday 5:00 a.m., I will respond by Sunday afternoon. This will give you all day Saturday to think about what you really want to ask and Sunday afternoon to implement my response. The amount of time I spend answering each question will be proportional to the number of questions received.

Text: Hillier and Lieberman, Introduction to Operations Research.  Seventh Edition, 2001

Course Description: This course is designed to introduce deterministic operations research modeling and methodology. It is designed to strengthen the students' knowledge and application of operations research techniques, provide the student with hands-on experience using microcomputer software in the field and to evaluate the applicability of such techniques to industry, government and science. A working knowledge of matrix algebra is essential. 

541 Operations Research Deterministic Models: Survey of deterministic methods for solving "real-world" decision problems. The linear programming model and simplex method of solution, duality and sensitivity analysis; transportation and assignment problems; shortest path and maximal flow problems; intro to integer and nonlinear programming. Emphasis on modeling and problem solving.

Software: You will be expected to use a modeling language to complete your project. You may choose among:

GAMS (General Algebraic Modeling System), student version is available from http://www.amazon.com. The Publisher Scientific Press

MPL (Maximal Software Corporation), available by downloading from the internet (http://www.maximal-usa.com). This software is also provided with the textbook -- in a disk at the back of the text.

OPL Studio (ILOG Corporation), available by downloading from the internet (http://www.ilog.com)

AIMMS (Paragon Decision technologies), available by downloading from the internet (http://www.paragon.nl)

AMPL (A Mathematical Modeling Language), student version is available with manual from (http://www.amazon.com). The Publisher is Scientific Press.

Main Goal:  To improve decision-making through operations research methods and analysis. Specifically:

To learn about a broad range of contemporary operations research methods and their applications to the real world.

To learn about the role of uncertainty and use of data in decision-making.

 To learn to communicate effectively.

Basic Skills:

Formulating and solving optimization problems

Understanding the underlying assumptions of the methods employed

Understanding the effects of uncertainty in decision-making.

Homework and Grading:

Homework problems will be assigned at each session.  Some or all of the assignments will be collected and graded.

There will be one in-class midterm exam and the final will also be in class.  All exams will be open book and open notes.

There will also be one project that will require the formulation and solution to an optimization problem.

Grades will be computed as follows:

The midterm will count as 30%,

            The project will count for 20%,

Homework will count 15%, and

The final will be worth the remaining 35%. 

Course Outline:

The course will include all or part of the following chapters from the Hillier and Lieberman text, covered in the indicated sequence. The exact scheduling will depend upon the interests of the class, which will determine the amount of time that will be devoted to each topic.

             WEEK                       CHAPTER(S)                                                TOPIC           

            Week One                   Chap.1, 2, 3-1 to 3-3               Introduction to oper research & linear programming

            Week Two                   Chap. 3                                    Formulation techniques and graphing

            Week Three                 Chap. 4-1 to 4-6                      The Simplex Method

            Week Four                   Chap. 5-1 to 5-4                      More Simplex Method

            Week Five                   Chap. 6-1 to 6-4                      Sensitivity Analysis & Duality

            Week Six                     Chap. 6-5 to 6-7                      More Sensitivity Analysis

            Week Seven                 Midterm Exam    

            Week Eight                  Chap. 8-1 to 8-2                      The Transportation Problem 

            Week Nine                   Chap. 9                                    Networks        

            Week Ten                    Chap. 12-1 to 12-4                  Begin Integer Programming

            Week Eleven                Chap. 12-5 to 12-9                  Integer Programming Methods

            Week Twelve               Chap. 12-1 to 12-3                  Introduction to Nonlinear Programming

            Week Thirteen              Chap. 12-4 to 12-8                  Nonlinear Programming

            Week Fourteen            Review

            Week Fifteen                Final Exam

Fundamental Rules:

(1) Make-up exams will only be given for extreme situations, and only if I am contacted before the exam is given and full arrangements are established.  Full adherence to this policy is the responsibility of the student.

(2) The exam dates above are tentative, and it is the student's responsibility to keep abreast of changes.

(3) Homework will be assigned each class, and usually collected.  All work must be clearly written.  Illegible work will not be accepted.

(4) There is a penalty of 10% of the total grade for each day that the homework is late.