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Lecture2

# Lecture2 - Advanced Operations Research Techniques IE316...

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Advanced Operations Research Techniques IE316 Lecture 2 Dr. Ted Ralphs

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IE316 Lecture 2 1 Reading for This Lecture Operations Research Methods and Models Bertsimas 1.1-1.2, 1.4-1.5, 1.3 (optional)
IE316 Lecture 2 2 Review from Last Time Recall that a mathematical model consists of: Decision variables Constraints Objective Function Parameters and Data The general form of a mathematical programming model is: min or max f ( x 1 ,...,x n ) s.t. g i ( x 1 ,...,x n ) = b i We might also want the values of the variables to belong to discrete set X .

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IE316 Lecture 2 3 Example of a Mathematical Program: The Diet Problem Goal : Choose the cheapest menu satisfying nutritional requirements. What is the input data ? What is the formulation in words?
IE316 Lecture 2 4 Critique of the Model What are the possible problems with this model?

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IE316 Lecture 2 5 A Little History George Dantzig is considered to be the father of linear programming. The diet problem was one of the ﬁrst applications of linear programming. It took
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Lecture2 - Advanced Operations Research Techniques IE316...

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