OR 541

Deterministic Models in Operations Research

Fall 2009, Tuesday 4:30 Ė 7:10 p.m., Robinson A210

Professor

Dr. Kirk A.Yost

National Security Analysis Group, MITRE Corporation.
phone: (703) 983-3133, or (703) 692-3874 (days)
office hours: to be announced, or by appointment
electronic mail: OR541GMU@aol.com

Text

Wayne L. Winston, Operations Research, Applications and Algorithms, Fourth Edition, Brooks/Cole, 2004.

Course description

This course will introduce deterministic Operations Research methods and applications, concentrating on linear, network, and integer programming. The course will stress the applicability, assumptions, limitations, and solution methodologies of these methods, with the aim of teaching the art of formulating real world-problems using these types of models. While the principal goals are to provide the student with solid skills in formulation and solution analysis, certain math skills are necessary to fully understand these techniques. In particular, a working knowledge of linear algebra is required, as this material will not be covered in this course.

Over the last decade, tremendous improvements in commercial solution packages and high-speed computing availability have made it possible for anyone with the appropriate knowledge to formulate and analyze large and difficult optimization problems that were unsolvable as recently as the early 90ís. To this end, we will require the use of the algebraic modeling language MPL to formulate and solve homework and project problems. A student version of the MPL model generator, along various linear and integer solvers, can be downloaded from Maximal Software.

Grading

There will be two in-class exams: a midterm (20%) and a cumulative final (35%). I will grade student homework (20%) to promote keeping up with the material. A course project emphasizing application and presentation (25%) will be due in the second half of the course.

Reading and Homework Assignments

 

Exam Dates

Midterm: Tuesday, October 20, 4:30 - 7:10 p.m.
Final: Tuesday, December 15, 4:30 - 7:10 p.m.
All exams will be open book, open notes.

Fundamental rules

Philosophy

For many of you, this will be your first course in Operations Research. As such, itís my job to ensure that you find it interesting and challenging (and perhaps even fun), so that youíll want to continue in the field. Iím a career OR analyst, with three decades of experience in a wide range of areas. As a result, I have considerable knowledge of things that you generally donít find in textbooks, and I will pass that knowledge to you as best I can. I will follow the textbook that we are using, as itís a good one, and is written at an appropriate level. I will supplement the text, however, and also give you advice the relative importance of various areas we cover. I urge you to take advantage of the lessons I have learned (sometimes painfully) over the past two-and-a-half decades.

Remember: a model is an abstraction of reality. As such, all models are wrong. Some, however, are useful. The objective of this course is to provide you with your initial training on an important class of OR models, and to give you the knowledge to first, recognize when they are useful, and second, apply them properly.

Other Information

Getting a computer account

SITE Computer Labs (schedules, software, etc.)

 

Lecture Notes

Lesson 1

Lesson 2

Lesson 3

Lesson 4

Lesson 5

Lesson 6

Lesson 8

Lesson 9

Lesson 10

Lesson 11