SIE 340 -Deterministic Models in Operations Research

SIE 340 - Deterministic Models in Operations Research (3) Linear programming models, solution techniques, sensitivity analysis and duality. 3ES, P, 270 and 265 or ECON 210.

Winston, W.L., Introduction to Mathematical Programming: Applications and Algorithms, with software.

Bradley, S.P., A.C. Hax, and T.L. Magnanti, Applied Mathematical Programming

Hillier, F.S. and G.J. Lieberman, Introduction to Operations Research

Taha, H. Operations Research.

J. L. Higle, Associate Professor of Systems and Industrial Engineering

1. Systems of linear equations
2. Matrix methods for systems of linear equations

A formal review of the prerequisite material, specifically within the context of linear programs, is held after students have developed a working knowledge of linear programming models.

The objective of SIE 340 is the development of a working knowledge of deterministic operations research techniques, primarily linear programming.

1. Be able to develop an appropriate linear programming model from a verbal description of a problem.
2. Choose an appropriate solution technique.
3. Be able to extract relevant information from the model and solution.

1. Introduction (1 class)
2. Model Formulation (8 classes)
3. Linear Algebra Review/Definitions (3 classes)
4. Solving Linear Programs (graphical illustration, simplex method, special cases) (12 classes)
5. Sensitivity Analysis (5 classes)
6. Duality (5 classes)
7. Special Topics (e.g., Transportation problems, network problems, integer programming...) (4 classes)

Class Requirements:

1. Homework will be assigned weekly (approximately). Each assignment will be due before class one week after it is assigned
2. Three midterm examinations
3. Final examination
4. Three lecture sections per week

Students will be introduced to and expected to use, linear programming software such as LINDO

Laboratory Projects: None

1. Homework: 15%.
2. First Mid-term: 20%
3. Second Mid-term: 20%
4. Third Mid-term: 20%
5. Final Exam: 25%

Contribution to program objectives: Goals 1, 4

Prepared by: J. L. Higle    Date: April 14, 1998