ISE 421 Operations Research II
Catalog description

 

Topics from operations research with emphasis on modeling and implementation are covered; integer programming, dynamic programming and nonlinear programming. Implementation using modeling software and spreadsheet is demonstrated on examples and case studies.
   
Course learning objectives This course is an extension to ISE 303. It is designed to extend the background of the students in modeling and solving real-world industrial engineering problems using operations research techniques.
   
Course learning outcomes
  1. Formulate and solve problems using integer programming
  2. Perform sensitivity analysis
  3. Develop and solve dynamic programming models for certain set of decision problems
  4. Built nonlinear programming models for problems
  5. Develop solution procedure for nonlinear programming models
   
Topics
  • Integer programming (6 weeks)
    1. Integer programming models: capital budgeting, set covering, traveling salesman, fixed charge, either-or constraints, if-then constraints
    2. Implementation of MIP models using Excel Solver and GAMS
    3. Review of the Simplex method
    4. Branch and bound method
    5. Implicit enumeration
    6. Cutting plane algorithm
  • Dynamic programming (4 weeks)
    1. Deterministic dynamic programming: Recursive nature of computations in DP and curse of dimensionality, forward and backward recursions and network representation of DP, DP applications: resource allocation problem, work-force size problem, equipment replacement problem, and inventory problem
    2. Implementation of DP using Excel
    3. Probabilistic dynamic programming: When current stage cost/profit is uncertain but state transformation is deterministic, maximizing the probability of a favorable event
  • Nonlinear programming (5 weeks)
    1. Theory of optimization
    2. Solving an unconstrained nonlinear model with one variable: golden section method
    3. Unconstrained NLP with several variables: method of steepest descent
    4. Constrained NLPs with several variables: equality constraints and Lagrange multipliers method; generic constraints: KKT conditions and constraint qualification test; quadratic programming
    5. Implementation of NLP models using GAMS and Excel Solver
   
Additional topics
  1. Revised Simplex method: primal-dual computations, product form of the inverse.
  2. Bounded Variables: the simplex method for the bounded variable LP models.
  3. Parametric Programming: parametric change in the cost coefficients and parametric change in the availability of resources.
  4. Branch and bound method using the dual problem: Branch and bound method requires the solution of a series of LP problem, and for each LP problem, the dual LP is constructed to find the optimal primal solution.
  5. Goal Programming: formulate a problem as a goal LP, weighted sums method and the preemptive method.
  6. Absolute value functions in mathematical programming: conversion of the absolute function to a linear form.
   
Additional resources
   
Method of assessment
Assignments 10
Three quizzes on March 16, April 20, June 6 5 points each
Attendance -0.5 for every missed class
Exam I on April 11 in Room # 174 of Bldg. 24 25
Exam II on May 24 in Room 119 of Bldg 22, the exam will start at 4pm. 25
Final exam 25
Extra credit study maximum of 10 points
Total 100
 
   
Course Contribution to ABET Program Outcomes
ABET Program Outcomes Course contribution
Ability to apply knowledge of mathematics, science, and engineering High
Ability to design and conduct experiments as well as to analyze and interpret data  
Ability to design a system, component, or process to meet desired needs  
Ability to function on multidisciplinary teams  
Ability to identify, formulate, and solve engineering problems Medium
Have an understanding of professional and ethical responsibility  
Have the ability to communicate effectively High
Have the broad education necessary to understand the impact of engineering solutions in a global/societal context  
Have a recognition of the need for and an ability to engage in lifelong learning  
Have a knowledge of contemporary issues  
Have the ability to use the techniques, skills, and modern engineering tools necessary for engineering practice Low
   
Computer usage
  • Students should activate their Blackboard accounts and check the course account regularly, at minimum once before the class. Course announcements, assignments, and important deadlines will be posted on Blackboard.
  • Optimization package GAMS and the easily accessible Excel Solver will be used to illustrate how optimization software packages are used to solve linear and integer optimization problems.
   
General rules Any attempt to disrupt the run of the course will be treated in an appropriate way. Therefore, every student has to come to every quiz and exam; and makeup exams will not be given under any condition.  Late assignments will be accepted if there is an acceptable reason for it; but once the solution is posted on Blackboard, the solution will not be taken.
 
Extra credit study This study is intended for students who would like to enhance their understanding of the application of operations research in the industrial setting and to boost their grade. By its design, the extra credit study has to be performed completely without necessarily close supervision from the instructor. The submitted study will be judged and evaluated anywhere from 0 to 10 points. A proposal has to be submitted and approved at least two weeks before the deadline. For better results, the study has to be carried by a group of at least two students. The deadline for the project is June 16, 2009.
   
Exam samples
   
Techniques and procedures
   
Tutorials to optimization software
   
Textbook Operations Research: An introduction, 8th Edition, 2007 by H. Taha.
   
References
  1. Introduction to Operations Research, By Hilier & Liebermann.
  2. Operations Research: Applications and Algorithms, by Wayne Winston.
   
Prerequisite ISE 303 Operations Research 1
   
Term Spring Semester 2008
   
Instructor Dr Muhammad Al-Salamah, Office 22-436, phone 1627, email alias salamah
   
Institution King Fahd University of Petroleum and Minerals
   
Office hours Saturdays and Mondays and Wednesdays from 9 to 10
   
ABET category Engineering Science: 2 credits; Engineering Design: 1 credit
   
 

الوصف: امتداد للبرمجة الخطية، البرمجة في الأعداد الطبيعية، البرمجة الديناميكية، مقدمة في البرمجة الغير خطية.

المادة: بحوث العمليات 2
مدرس المادة: الدكتور محمد بن فهد السلامة

برنامج الهندسة الصناعية و النظم
قسم هندسة النظم
جامعة الملك فهد للبترول و المعادن
   
Class Roster of fall 2008 Mohammad Abul-Faraj, Mazen Al-Anazi, Ziyad Al-Battah, Fahad Al-Duaij, Husam Al-Ghailani, Majed Al-Ghamdi, Manea Al-Ghufaili, Saeed Al-Hajri, Bader Al-Hamed, Meshal Al-Hawwas, Meshari Al-Jabr, Hasan Al-Mohsin, Abdul-Lateef Al-Mubarak, Abdullah Al-Otaibi, Jehad Al-Otaibi, Mohammad Al-Othaim, Ibrahim Al-Ramah, Abdul-Elah Al-Sabban, Adel Al-Saikhan, Abdul-Salam Al-Shemali, Rayed Al-Thubaiti, Faisal Al-Tuwaijri, Abdul-Ghani Ashi, Saeed Basaham, Abdul-Hadi Khalifah, Qasim Khan, Rizwan-Ul-Hasan Khan, Mohannad Rizq, Aamer Saati, Al-Bara Zahran
   
طلاب الفصل الاول عام 2008 محمد ابو الفرج، مازن العنزي، زياد البطاح، فهد الدعيج، حسام الغيلاني، ماجد الغامدي، منيع الغفيلي، سعيد الهاجري، بدر الحامد، مشعل الحواس، مشاري الجبر، عبدالعزيز الجميعة، حسن المحسن، عبداللطيف المبارك، عبدالله العتيبي، جهاد العتيبي، محمد العثيم، ابراهيم الرماح، عادل الصيخان، عبدالسلام الشمالي، رائد الثبيتي، فيصل التويجري، عبدالهادي خليفة، قاسم خان، رضوان الحسن خان، مهند رزق، عامر سعاتي، البراء زهران
   
Class roster of spring 2008

Ayman Abu-Ong, Mustafa Al-Abdul-Aziz, Fahad Al-Ageel, Abdullah Al-Ahmadi, Nasser Al-Alwani, Khaled Al-Amoudi, Fares Al-Anazi, Faisal Al-Aqeel, Mohammad Al-Garni, Ayman Al-Ghamdi, Mohammad Al-Harbi, Abdul-Aziz Al-Jubailan, Yala Al-Karimi, Abdallah Al-Muhanna, Muhammad Al-Nunu, Yazid Al-Sameri, Ayman Al-Sanousi, Auwap Al-Shareef, Zaid Al-Shareef, Ali Al-Suwaiyed, Moath Al-Swaidan, Ibrahim Al-Talhi, Abdul-Rahman Al-Thunaiyan, Ali Al-Yami, Ali Al-Zahrani, Osamah Ba-Samah, Salman Bin-Hethlain, Fouad Farhat, Ibrahim Ghuwaidi, Sameer Rafah, Rayyan Shaheeni, Mahmoud Ujaimi, Muhammad Zumah
   

طلاب الفصل الثاني عام 2008

أيمن أبوعونق ، مصطفى العبد العزيز ، فهد العقيل، عبد الله الأحمدي ، ناصر العلواني ، خالد العمودي ، فارس العنزي ، فيصل العقيل ، محمد القرني ، أيمن الغامدي ، محمد الحربي ، عبد العزيز الجبيلان، يعلى الكريمي ، عبدالله المهنا ، محمد النونو ، يزيد السامري ، أيمن السنوسي ، اواب الشريف ، زيد الشريف ، علي السويد، معاذ السويدان ، ابراهيم الطلحي ، عبد الرحمن الثنيان ، علي اليامى ، علي الزهراني ، أسامة با سماح، سلمان بن حثلين ، فؤاد فرحات ، ابراهيم غويدي، سمير رفة، ريان شاهيني ، محمود عجيمي، محمد زومة