MATH 430 Operations Research Fall 2013 Dr. Fenton Web page at http://www.bellarmine.edu/faculty/fenton/ Section 01 meets Tuesdays and Thursdays, 3:05-4:20. A. INTRODUCTION This course is an introduction to topics and algorithms in Operations Research, in particular the deterministic aspects of the field. (Deterministic means that it is possible to find definite answers to the problems, that is, probability is not involved. However, there will be a few times when we use a little probability.) Operations Research was developed in the mid 20th century to address problems of logistics and planning, originally for military needs but also for managing large corporations. It is therefore the most modern mathematics taught at Bellarmine University. The topics include: linear programming, the simplex method, duality, sensitivity analysis, important variations of linear programming, integer programming, network analysis, and game theory. Specifically, we will cover Chapters 1 - 6, parts of Chapter 8 and Chapter 9, plus Chapters 11, 14, and 22, though not in that order. We will use software that can be downloaded from the publisher’s website. In this course, you will work in groups for the homework, for work in class, and for portions of the two tests. You must choose your group no later than Tuesday September 3. For this course, groups may have two or three members. While I will attempt to follow this syllabus in every detail, circumstances may require changes to the course as the semester progresses. B. CONTACTING THE INSTRUCTOR My office is Alumni Hall 202, phone 272-8059. My office hours are 2:00-3:00 Tuesdays and Thursdays. Messages may be left in my mailbox in Alumni Hall. You can contact me electronically either on the campus network or at wfenton@bellarmine.edu. Feel free to phone me at home at 454-7855 (but not after 9:00 p.m. please). C. COURSE DESCRIPTION (from the University Catalog) "An introduction to deterministic optimization. Topics include linear programming, sensitivity analysis, duality theory, network analysis, integer programming, and game theory." D. PREREQUISITE This course has Math 215 as its prerequisite. Certain concepts from Linear Algebra are crucial for understanding the theory of the simplex method. Also, we will work a great deal with matrices. Although we will use the computer, we will not do any programming. E. REQUIRED TEXT Introduction to Operations Research, 9th edition by Hillier & Lieberman, McGraw-Hill. ISBN 978-0-07-337629-5 1 F. GOALS & OBJECTIVES By the end of the semester, a successful student should be able to interpret certain types of problem situations mathematically and construct mathematical models to describe them; chose an appropriate algorithm to solve each of these mathematical models; carry out each algorithm and explain generally why it works; and interpret the results of the calculations in the original problem setting. Learning Objectives How proficiency will be demonstrated General Education Goal 8: This will be demonstrated in class Quantitative reasoning using graphical and discussions, on homework, and on exams. symbolic representations Department Goal 1: Students should This will be demonstrated on homework and develop skills in problem-solving. on exams. Department Goal 2: Class discussions will require informal oral Students should develop their ability to communication. Homework and exams will communicate mathematical ideas. require more formal written communication. Department Goal 4: The course includes an introduction to Students should be aware of a broad optimization in applied settings. This will be variety of applications, both in and out of demonstrated on homework and on exams. mathematics. Department Goal 5: This course builds on students’ backgrounds Students should recognize the breadth of in linear algebra and discrete mathematics, mathematics and experience the and thus provides depth in a mathematical intellectual rigor of depth in an advanced subject. This will be demonstrated on subject area. homework and on exams. G. ATTENDANCE This is entirely up to you. However, you are responsible for all material discussed in class. In my experience, people who come to class regularly have a better understanding of the material than those who miss classes. 2 H. GRADING There are several components to your grade, as shown below. You must take all the exams and submit a paper to pass the course. Homework is to be done with your group. Everyone who works on an assignment should sign the first page, certifying that he/she participated fully in the work. The homework will be collected and graded, 25 points per assignment. These assignments are listed on a separate page. The test questions will be similar to the homework problems. Each test will be in two sections, a group portion to be done as a take-home exam and an individual portion to be done in class. Make-up tests will be given only in extreme circumstances and only if I am contacted on or before the day of the test. TEST 1: This will be in two portions, a 50 point group portion and a 100 point individual portion. This is tentatively scheduled for Tuesday October 8. TEST 2: This also will be in two portions, a 50 point group portion and a 100 point individual portion. This is tentatively scheduled for Tuesday November 12. The paper will examine an application of Operations Research. This is discussed in more detail below. The Final Exam will be TUESDAY DECEMBER 10 at 3:00-6:00. It will be comprehensive, covering the entire semester but with extra emphasis on the material since the second test. It is solely an individual test. Grades will be assigned as follows: A+ A AB+ B BC+ C CD+ D DF Impress me! 92% or higher 88 – 91% 84 – 87% 79 – 83% 75 – 78% 70 – 74% 63 – 69% 60 – 62% 58 – 59% 52 – 57% 50 – 51% 0 – 49% Homework: 8 assignments at 25 points each 200 points Test 1 150 points Test 2 150 points Paper 100 points Final Exam 250 points Your course grade will be your point total as a percentage of the 850 possible points. 3 I. UNIVERSITY POLICIES Attendance Policy The University requires students who will be absent from class while representing the University to inform their instructors in two steps. During the first week of the course, students must meet with each instructor to discuss the attendance policy and arrangements for absences related to University-sponsored events. Second, students must provide the instructor with a signed Student Absentee Notification Form, available via the student portal on the University intranet, at the earliest possible opportunity, but not later than the week prior to the anticipated absence. The Student Absentee Notification Form does not serve as an excused absence from class. Your instructor has the final say about excused and unexcused absences and it is the student’s responsibility to know and abide by the instructor’s policy. Academic Honesty I strongly endorse and will follow the academic honesty policy as published in the Bellarmine University Course Catalog, available on the university website. Students and faculty must be fully aware of what constitutes academic dishonesty; claims of ignorance cannot be used to justify or rationalize dishonest acts. Academic dishonesty can take a number of forms, including but not limited to cheating, plagiarism, fabrication, aiding and abetting, multiple submissions, obtaining unfair advantage, and unauthorized access to academic or administrative systems. Definitions of each of these forms of academic dishonesty are provided in the academic honesty section of the Course Catalog. All confirmed incidents of academic dishonesty will be reported to the Assistant Vice President for Academic Affairs for Academic Operations, and sanctions will be imposed as dictated by the policy. The instructor’s choice of penalty ranges from a minimum penalty of failing the assignment or test to failing the course itself, and if the student has a record of one prior offense, he or she will be suspended. This sanction is in addition to the penalty imposed by the faculty member. If the student has a record of two prior offenses, he or she will be immediately and permanently dismissed from the university upon the third offense. It is generally assumed that graduate students fully understand what accounts for academic dishonesty. Thus, no leniency of penalty will be applied in cases involving graduate students. Academic Resource Center (ARC) Bellarmine University is committed to providing services and programs that assist students in further developing their learning and study skills and in reaching their academic goals. Students needing or wanting additional and/or specialized assistance should seek out the resources of the ARC, located on the A-level of the W.L. Lyons Brown Library. Call 272-8071 for more information Disability Services Statement: Students with disabilities who require accommodations (academic adjustments and/or auxiliary aids or services) for this course must contact the Disability Services Coordinator, located in the Counseling Center (Allen Hall), phone 272-8480. Students are encouraged to make these arrangements with the Disability Services Coordinator as early in the semester as possible so that a student and his/her course instructor can collaborate for a successful course experience. 4 J. THE PAPER Since Operations Research began as a very applied area of mathematics, and continues to be so, I want you to see a more specific application than the topics discussed in class. You are required to write a summary of one of the articles in the list on the website. Identify the method or methods used in the article (linear programming, integer programming, transportation problem, etc.). Explain how the algorithm(s) were used in the article and how they were applied to the particular situation. I am particularly interested in the underlying mathematics used in the application. Some specific requirements: Your selection, including a copy of the article, must be turned in no later than Thursday, Oct. 10. Everyone must write on a different article, so the first person to turn in a selection gets that article. I will deduct 5 points for each day this is late. Four to six pages, not including any diagrams Double-spaced in 12-pt. font, with page numbers Turn in two copies of the paper and a copy of the article. The paper is due on Tuesday, November 19 at the beginning of class; later that day is LATE! I will deduct 10 points for each day the paper is late. Your paper will be graded by the rubric on the next page. 5 Outstanding (100 pts.) The paper has a clear introduction previewing the topic. The main points are clearly stated and well organized. There is a clear conclusion summarizing the topic. The method is correctly identified. The application of the algorithm is clearly explained. Diagrams are clear and accurate, and integrated into the report. The level of presentation is appropriate for the audience. Sources are properly cited and a correct bibliography is included. The paper uses correct grammar and spelling (no slang!). Two copies are submitted, and a copy of the article. Good (80 pts.) The paper has an introduction. The paper lacks some organization. Some main points are not clear. The paper has a conclusion. The method is correctly identified. The explanation of the algorithm has only minor errors. The level of presentation is almost always appropriate for the audience. Diagrams lack some clarity or are not integrated into the paper. Sources are given and a bibliography is included. The paper has only minor difficulties with grammar or spelling. Two copies are submitted, and a copy of the article. Minimal (60 pts.) The paper lacks an introduction or conclusion. The paper is poorly organized. Main points are not clear. The method is not correctly identified. There are significant errors in explaining the algorithm. Diagrams are needed but not included. The level of presentation does not match the audience. No sources are given or the bibliography is missing. The paper has significant difficulties with grammar or spelling. Only one copy is submitted, or a copy of the article is not submitted. Not acceptable (0 pts.) No report is submitted. 6 MATH 430 Operations Research Ch. 1: Introduction Ch. 3: Basic Ideas of LP Ch. 2: OR Modeling Ch. 4: The Simplex Method Ch. 5: Theory Ch. 11: Integer LP Ch. 6: Duality & Sensitivity Ch. 8: Special Forms of LP Ch. 9: Networks Ch. 14: Game Theory Ch. 22: CPM and PERT 7 HOMEWORK ASSIGNMENTS Assignment Chapter Tentative due date Pages Problems #1 3 Tuesday Sept. 10 77-82 3.1 – 2, 5, 9, 11, 12 3.2 - 2, 3, 4, 5 3.3 - 1, 2 3.4 – 3, 5, 9, 12 #2 4 Tuesday Sept. 24 150-157 4.1 - 1, 4, 8 4.2 – 1ab 4.3 – 2, 8 4.4 - 1, 7 4.5 - 1, 4, 8 4.6 - 1, 3, 8ac, 11, 13, 14, 17 4.7 – 5 #3 5 Tuesday Oct. 1 188-193 5.1 – 3, 4, 10, 14, 16, 17a, 18, 20, 21 5.3 - 1, 2, 5 Test 1 Tuesday Oct. 8 #4 6 Tuesday Oct. 22 261-268 6.1 - 1, 2, 3, 8, 11 6.3 - 1, 5 6.4 – 1, 3, 4 6.5 – 1 6.6 – 2 6.7 – 2abcdef, 8 #5 8 Tuesday Oct. 29 348-354 8.1 - 2, 3, 4 8.2 – 1c, 5, 6, 8, 11, 21abcd 8.3 – 1ab, 2, 4 8.4 - 1, 4, 6 #6 11 Tuesday Nov. 5 524-531 11.1 – 2ac, 4, 5 11.3 – 1, 4, 5, 7 11.4 – 1, 5 11.5 – 2, 6 11.6 - 1, 2, 6 11.7 – 2ab, 6, 9, 10 Test 2 Tuesday Nov. 12 #7 9 Thursday Nov. 21 412-415 9.2 – 1 9.3 – 3ab, 4, 7 9.4 - 1, 2, 3 22 22:42-47 22.2 – 1, 2 22.3 – 2, 3 22.4 – 1, 2abd #8 14 Tuesday Dec. 3 668-671 14.1 - 1, 3 14.2 - 1, 2, 3, 4, 5, 6 14.4 – 3, 4 14.5 – 2, 3 Final Exam Tuesday Dec. 10 8