OR 541

Deterministic Models in Operations Research

*Fall 2004, Wednesday 7:20 – 10:00 p.m., Robinson A106*

Professor

Dr. Kirk A.Yost

National Security Analysis Group, MITRE Corp.

phone: (703) 883-3133 (days)

office hours: to be announced, or by appointment

electronic mail:
OR541GMU@aol.com

Text

Wayne L. Winston, *Operations Research, Applications and
Algorithms*, Third Edition, Duxbury Press, 1994.

Course description

This course will introduce deterministic Operations Research methods and applications, concentrating on linear, network, and integer programming methods. In addition, the course offers a brief overview of nonlinear optimization, and, time permitting, a discussion of recent developments in optimization techniques. Course content will concentrate on 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 and multivariate calculus is required; 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 90’s. 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 with the CPLEX linear and integer solver, can be downloaded from Maximal Software.

Grading

We will have two in-class exams: a midterm (20%) and a
cumulative final (35%). We 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: Monday, October 21

Final: Monday, December 20, 7:30-10:15 p.m.

All exams will be open book, open notes.

Fundamental rules

·
While successful Operations Research involves a team approach, it
is necessary that the analyst member of the team (eventually you, the student)
be competent in the methods you are applying. Consequently, I expect you to do
your *own *work on homework and the project. If I detect rampant collusion,
I will decide on the quality of the work and distribute the points earned for a
single attempt among the collaborators. Example: two people give me submissions
that are obviously duplicates, and I decide it’s a 90% effort. Each of the two
students either get 45%, or they divide the 90% among themselves in some
equitable manner.

·
This syllabus contains tentative homework assignments; I reserve
the right to change them depending on the pace of the course. Homework is due at
the start of the class, and there is a 10% penalty per day for late submissions.
In general, any homework assignment will be due after I’ve covered the relevant
material in class. I also reserve the right to deduct points of illegibility and
*particularly* for incomprehensibility, including grammar and spelling. You
cannot be a successful analyst if you cannot communicate.

· With respect to communication, I will require that as part of your project, you prepare a PowerPoint presentation that describes your results, in a general format appropriate for a high-level decision-maker. Communication is critical in Operations Research, and so much good work fails to get implemented due to poor presentation that I am making this a firm requirement in this course. No decision-maker will accept your work if you cannot explain, in a comprehensible and economical way, the insights and implications of your analyses.

· I am entirely reasonable with respect to emergencies and other situations (such as employer demands) that are beyond your control. I will work with you provided you give me some advance notice.

· I expect you to show up for the lectures, and to be prepared to discuss the material. This means that you should read the assigned chapters beforehand and come armed with some questions. The size of the class (30+ students) will limit the amount of interaction per student, but I do not intend for this course to be a spectator sport.

Philosophy

For many of you, this will be your first course in
Operations Research. As such, it’s my job to ensure that you find it
interesting, challenging, and even fun, so that you’ll want to continue in the
field. I’m a career OR analyst, with 22 years of experience in a wide range of
areas. As a result, I have considerable knowledge of things that you generally
*don’t *find in textbooks, and I will pass that knowledge to you as best I
can. I will stay close to the textbook that we are using; it’s 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 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.**

Directed Readings

1. Linear Programming by George Dantzig

2. Top Ten Secrets to Success with Optimization by Gerald Brown

References

Other Information

IT&E Computer Labs (schedules, software, etc.)