335-notes-all - Lecture Notes for Industrial Engineering...

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Lecture Notes for Industrial Engineering ±±² Operations Research – Optimization Spring ³´µ³ Professor Nelson Uhan School of Industrial Engineering Purdue University
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Contents Introduction to Optimization ± ± Introduction ² ³ An Introduction to Formulating Optimization Models ´ ² Trade-oµs in Optimization Modeling, Large-Scale Optimization Models ±´ Solving Optimization Models Graphically and Outcomes of Optimization Models ³´ · Classi¸cation of Optimization Models, Local and Global Optimal Solutions ²¹ º Solving Optimization Models with a Computer – An Introduction to GAMS ¶· Linear Optimization ²³ ¹ Linear Programming Models I ·´ » Linear Programming Models II º¹ ´ Linear Programming Models III ¹² ±¼ ½eSimplexMethodI »± ±± ½eSimplexMethodII ´± ±³ ½eSimplexMethodIII ´´ ±² ½eSimplexMethodIV ±¼´ ±¶ ½eSimplexMethodV ±±± ±· Introduction to Sensitivity Analysis for Linear Programming ±±´ ±º Linear Programming Duality I ±³¹ ±¹ Linear Programming Duality II ±²¹ ±» Sensitivity Analysis for LP – Interpreting Solver Output ±¶· ±´ LP Duality and Game ½eory ±·· i
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ii Industrial Engineering ±±² – Spring ³´µ³ ±² Interior Point Methods for LP ³´µ Network Optimization ±²³ ±³ Introduction to Networks and the Shortest Path Problem ³¶³ ±± Longest Paths and Project Scheduling ³¶· ±µ ¸e Maximum Flow Problem ³¹¶ ±º Minimum Cost Flows I ³·µ ±» Minimum Cost Flows II ±²µ ±´ Minimum Cost Flows III ±³» ±¶ Multicommodity Flows and Stable Matchings ±±µ Discrete Optimization ´µ¶ ±¹ Integer Programming Models I ±µµ ±· Integer Programming Models II ±º³ µ² Integer Programming Models III ±º· µ³ Integer Linear Programs and LP Relaxations ±»· µ± Branch and Bound I ±´· µµ Branch and Bound II ±¶· µº Metaheuristics ±·µ
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Introduction to Optimization ±
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Lecture ± Introduction What is operations research? • “±e most in²uential academic discipline ³eld you’ve never heard of” [Boston Globe, ´µµ¶] Operations Research (OR) is the discipline of applying advanced mathematical methods to help make better decisions • “±e Science of Better” [INFORMS slogan] • “Useful applied math” • “A liberal education in a technological world” [±omas Magnanti, former Dean of Engineering at MIT] • Numerous applications, including manufacturing operating systems logistics airline pricing communications ³nance marketing • We’ll talk about some applications later • Nice article from the Boston Globe: http://web.ics.purdue.edu/~nuhan/opeverything.html ·
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± Industrial Engineering ±±² – Spring ³´µ³ ±etraveingsaespersonprobem • A saleswoman located in Indianapolis wants to visit all ±² state capitals of the continental United States to sell her wares • What is shortest way of visiting all the capitals and then returning to Indianapolis?
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This note was uploaded on 02/22/2012 for the course IE 335 taught by Professor Jean-philippe,r during the Spring '08 term at Purdue University-West Lafayette.

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335-notes-all - Lecture Notes for Industrial Engineering...

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