Fall 2001
IE 2001 – Operations Research
Lectures
Wednesdays, 5:20-8:00 PM
Room
1022 Benedum Hall
Instructor
Dr. Bryan A. Norman
1033 Benedum Hall 624-9841
banorman@engrng.pitt.edu
Office Hours
Tuesdays 2:00 - 4:00 PM
Grader
Hakan Yildiz
Room: 1070 BEH
OH: Mon. 1:30-3:30
Course Web
Page:
http://www.pitt.edu/~banwork/2001/ie2001.html
Textbook
Operations Research: Applications and Algorithms (Third Edition),
by Wayne L. Winston, Duxbury Press. Students should prepare for each lecture
by reading the appropriate chapter as noted in the topical outline prior to the
lecture.
References
1) Introduction to Operations Research, Hillier and Lieberman,
McGraw-Hill
2) Operations Research, Hamdy A. Taha, Macmillan
Course
Objectives
1. Obtain a fundamental understanding of what operations research entails
and why it is important to industrial engineers.
2. Learn how to recognize and correctly formulate problems that can be
modeled as linear/integer programs.
3. Understand the solution methodologies for solving linear and integer
programs.
4. Understand what sensitivity analysis is, why it is important, and learn how to
perform sensitivity analysis correctly.
5. Learn how to use LINDO to solve linear and integer programming problems
and to conduct sensitivity analysis.
6. Learn how to recognize, model, and solve special types of linear
programming problem including transportation, assignment, transshipment,
and network problems.
7. Understand what queuing models are and how to apply them to practical
problems. Additionally, be able to solve queuing problems.
E-mail: hay9@pitt.edu
1
Course
Outline
This course provides an introduction to general operations research (OR)
methodology, with a primary emphasis on deterministic OR methods such as
linear programming (LP). The course topics include: a brief history and
philosophy of OR; modeling and formulation of linear programs; graphical
solution methods for linear programs; the simplex method; sensitivity analysis;
duality; integer programming; transportation and assignment problems; network
models; and queuing models. Some of these topics may be deleted or added
depending upon time constraints. We will also discuss the use of software
packages - primarily LINDO - for solving linear programs.
Prerequisites
Math 0250 or equivalent
Grading
Late homework assignments will not be accepted unless the instructor is
coordinated with in advance. Homework assignments can be worked in groups
of up to three students. If you choose to work in groups please submit one copy
of the assignment with everyone’s names on it.
Final grades will be based on the following:
Mid-term Exam
25%
Final Exam
30%
Homework
20%
Course Project
20%
Class Participation 5%
Course Project The course project consists of a team of up to 3 students applying operations
research techniques to solve a real world problem. Evaluation of the project
will be based on the final report, which is due the last day of class, and the
interim reports described below. Guidelines for the final report will be
discussed later in the term. The project includes the following milestones:
Sept. 12 Team formation – Provide me a list of team members
Oct. 3 Initial project summary – Provide me a one to two page summary of
your topic including a description of the problem setting and the
proposed operations research analysis.
Nov. 7 Project Update – Provide me a project update with a detail problem
statement, proposed solution methodology, and preliminary results.
Dec. 5 Final Report
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Topical Outline
Lecture Topic
Chapter
Wed. 8/29
Introduction, Defining and Formulating
Linear Programs
Wed. 9/5
Reading
Assignments
1, 2, 3
Read 1, 2, 3.1
Formulating Linear Programs
3
Read 3.4-3.12
Wed. 9/12
Formulating Linear Programs & Graphical
Solutions
3
Read 3.2-3.3
Wed. 9/19
Simplex Method
4
Read 4.1-4.6
Wed. 9/26
Simplex Method
4
Read 4.7-4.10,
4.12
Wed. 10/3
Sensitivity Analysis
5
Read Ch 5
Wed. 10/10
Sensitivity Analysis/Duality
Wed. 10/17
EXAM 1
Wed. 10/24
Duality/Integer Programming
Wed. 10/31
Integer Programming
9
Read 9.2-9.4
Wed. 11/7
Integer Programming
9
Read 9.3-9.4
Wed. 11/14
Transportation, Assignment, and
Transshipment Problems
7
Read 7.1-7.3, 7.5
Wed. 11/21
Thanksgiving Holiday
Wed. 11/28
Transportation, Assignment, and
Transshipment Problems / Network Models
7, 8
Read 7.6, 8.1-8.3
Wed. 12/5
Network Models/ Queuing
Wed. 12/12
EXAM II - Final Exam, 5:20-8:00 PM
5,6
Read Ch 6.2-6.7
6,9
Read 9.1
8
3
Read 8.4-8.6; 22.122.5, 22.12