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King Fahd University of Petroleum and Minerals
SE 421 Operations Research II
Fall semester 2008 |
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Syllabus |
Operations Research II syllabus |
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Instructor |
Dr Muhammad Al-Salamah,
Office 22-436, phone 1627, email alias salamah |
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Office hours |
Sundays and Tuesdays from 10 to 11 and Saturdays from 1 to 2. |
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Catalog description |
Advanced topics in
linear
programming,
goal programming,
integer
programming,
dynamic
programming, introduction to
stochastic
processes. Case
studies. |
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Prerequisite |
SE 303 |
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Textbook |
Operations Research: An introduction, 8th Edition, 2007 by H. Taha. |
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References |
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Introduction to Operations Research, By Hilier & Liebermann.
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Operations Research: Applications and Algorithms, by Wayne
Winston.
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Course learning objectives |
This course is designed to give senior
industrial
engineering students advanced tools in
operations
research to solve real-life industrial engineering problems. |
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Course learning outcomes |
- Solve LP problems using the revised
simplex
algorithm and bounded variables algorithm.
- Conduct
sensitivity analysis with parametric changes in the cost
coefficients or resources availabilities.
- Formulate industrial planning problems as goal LP models and
apply the weighting sum and preemptive methods.
- Formulate
capital
budgeting,
fixed
charge,
traveling salesman,
set
covering, and
scheduling problem as an integer linear programming MIP.
- Solve MIP using branch and bound algorithm and 0-1 implicit
enumeration algorithms.
- Solve resource allocation, work-force size, equipment
replacement, and inventory problems using dynamic programming.
- Solve problems with probabilistic nature using probabilistic
dynamic programming.
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Grade distribution |
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Assignments |
10 |
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Three quizzes on Oct 28, Nov 30, Jan 13 |
5 points each |
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Attendance |
5 |
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Exam I on Nov 18 |
20 |
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Exam II on Dec 30 |
20 |
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Final exam |
20 |
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Group case study |
10 |
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Extra credit study |
maximum of 10 points |
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Total |
100 |
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Topics |
- Revised Simplex method (5 classes): primal-dual computations,
product form of the inverse.
- Bounded Variables (2 classes): the simplex method for the
bounded variable LP models.
- Parametric Programming (3 classes): parametric change in the
cost coefficients and parametric change in the availability of
resources.
- Goal Programming (3 classes): formulate a problem as a goal LP,
weighted sums method and the preemptive method.
- Integer Programming Models (4 classes): capital budgeting, set
covering, fixed charge, traveling salesman, and scheduling problems.
- Branch and Bound Algorithm (4 classes).
- Implicit Enumeration (3 classes).
- Deterministic Dynamic Programming (4 classes): principle of
optimality, resource allocation problem, work-force size problem,
equipment replacement problem, and inventory problem.
- Stochastic Dynamic Programming (2 classes): game of chance,
investment problem.
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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.
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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. |
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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
January 27,
2009. |
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