ISE 303 Operations Research I

Catalog Description: Modeling in operations research, linear programming (Simplex method, duality, sensitivity analysis), network models (shortest path, PERT/CPM, maximum flow, minimum spanning tree, transportation and assignment), Poisson processes, and queuing models.
   
Objectives: This is an introductory course on operations research designed for junior level students in industrial engineering, that will give them the essential tools of operations research to enable them model and make scientifically based decisions in economic and production environments.
   
Learning Outcomes:
  1. Formulate LP problems.
  2. Describe the logic underlining the steps in the Simplex method.
  3. Solve LP problems by Simplex method.
  4. Formulate the dual problem and describe its economic interpretation and interpret the LP solution.
  5. Use the Dual Simplex method to find the optimal solution of an LP.
  6. Use primal-dual computational formulas to find a solution of an LP.
  7. Conduct sensitivity analysis.
  8. Formulate and solve the transportation and assignment problems.
  9. Describe and solve the minimal spanning tree, the shortest path problem and the maximal flow problems.
  10. Use CPM and PERT to find the critical path and time schedule of a project.
  11. Describe the elements of a queuing model and the role of the exponential distribution in queuing models.
  12. Represent a queuing system by a transition-rate diagram.
  13. Define the stead state measures of performance of a queuing system.
  14. Establish the transition-rate diagram, the transition probabilities and the measures of performance for selected queuing models.

 

Topics Number of lectures
Introduction to operations research Operations research techniques, simulation models 1
Linear programming formulation and graphic solution Models of mathematical operations research, art of modeling, construction of the LP model, graphical LP solution 6
The Simplex method Standard LP form, basic solution, The Simplex method, the M-method, the two-phase method, degeneracy, alternative optimal solution, unbounded solution, infeasible solution 7
Sensitivity analysis and dual problem Definition of the dual problem, the relationship between the optimal primal and dual solution, economic interpretation of duality, the dual Simplex method, primal-dual computations, sensitivity analysis 7
Transportation, assignment, and transshipment models Definition of the transportation model, determination of a starting solution, the transportation algorithm, definition of the assignment problem, the Hungarian method, the transshipment model 6
Network models Network definition, minimal spanning tree algorithm, shortest route problem, shortest route algorithm, maximal flow model, enumeration of cuts, maximal flow algorithm, CPM, PERT 9
Queuing systems Elements of a queuing model, role of exponential distribution, birth and death models, steady state measures of performance, single server models, multiple-server models, machine servicing model, Pollaczek-Khintchine formula, queuing decision models 9

Prerequisite: ISE 201 and ISE 205 (or STAT 315)

Textbook: H. Taha, Operations Research: an introduction, 8th Edition, 2007

References:

  1. Hilier and Liebermann, Introduction to Operations Research, McGraw-Hill, 2001.
  2. Wayne Winston, Operations Research: Applications and Algorithms, Duxbury Press, 2003.

Method of assessment:

Homework Assignment 20
Quizzes 10
Exam 1 25 on March 24
Exam 2 20 on May 5
Exam 3 25
Extra credit study 10, due by June 4

 

Computer usage:
  1. Students should activate their Blackboard accounts as all homework assignments, grades, class announcement, important deadlines, etc will be posted in the course Blackboard.
  2. We will utilize the lab to illustrate the usage of Excel Solver and AMPL to solve LP problems.  Hence, basic knowledge of Excel is required.

ABET category content as estimated by the faculty members teaching the course who prepared the course description: Engineering science: 2 credits, Engineering design 2 credits

Important Course Policies: Every student is supposed to come to class, especially when we have a quiz or an exam.  Hence, no makeup exam of any kind will be given under any circumstances.

Practice:

Sample exam:

Computer tutorials:

 

Term: Spring 2007

Instructor: Dr Muhammad bin Fahad Al-Salamah, Office: 22-436, phone: 1627, email: salamah

Office Hours: SMW: 9:00-10:00 and M: 1:00-2:00 pm.

 

الوصف: صناعة النماذج في عمليات البحث، والبرمجة الخطية ، ونماذج الشبكات، و طوابير الانتظار.

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

برنامج هندسة النظم الصناعية
قسم هندسة النظم
جامعة الملك فهد للبترول و المعادن