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Syllabus
ISE 303: Operations Research I syllabus
Term: Spring 2007
Syllabus:
ISE 303
Operations Research
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.
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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.
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Prerequisite: |
ISE 201 and ISE
205 (or STAT 315).
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Text Book: |
H. Taha,
Operations Research: an introduction, 8th Edition,
2007.
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References: |
1.
Hilier and
Liebermann, Introduction to Operations Research, McGraw-Hill,
2001.
2.
Wayne
Winston, Operations Research: Applications and Algorithms,
Duxbury Press, 2003.
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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. |
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Learning
Outcomes: |
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Formulate LP problems.
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Describe the logic underlining the steps
in the Simplex method.
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Solve LP problems by Simplex method.
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Formulate the dual problem and describe
its economic interpretation and interpret the LP solution.
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Use the Dual Simplex method to find the
optimal solution of an LP.
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Use primal-dual computational formulas to
find a solution of an LP.
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Conduct sensitivity analysis.
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Formulate and solve the transportation and
assignment problems.
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Describe and solve the minimal spanning
tree, the shortest path problem and the maximal flow problems.
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Use CPM and PERT to find the critical path
and time schedule of a project.
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Describe the elements of a queuing model
and the role of the exponential distribution in queuing models.
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Represent a queuing system by a
transition-rate diagram.
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Define the stead state measures of
performance of a queuing system.
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Establish the transition-rate diagram, the
transition probabilities and the measures of performance for
selected queuing models.
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Grade Distribution:
Attendance
5
Homework Assignment
15
Quizzes
10
Exam I
25 (March 24)
Exam II
20 (May 5)
Exam III
25
Extra-Credit Study
10 (Due by June 4, 2008)
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Topics |
Classes |
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Introduction to operations research
Operations research techniques, simulation
models |
1 |
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Linear programming formulation and graphic
solution
Models of
mathematical operations research, art of modeling,
construction of the LP model, graphical LP solution |
6 |
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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 |
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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 |
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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 |
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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 |
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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 |
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Computer
usage:
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Students should activate their
Blackboard
accounts as all homework assignments, grades, class
announcement, important deadlines, etc will be posted in the
course Blackboard.
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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.
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