6.2 Some Important Formulas
An LPs optimal tableau can be expressed in terms of the LPs parameters. The
formulas developed in this section are used in the study of sensitivity analysis,
duality, and advanced LP topics. Lets begin with a familiar max probl
Introduction to Integer Programming
An IP problem in which all variables
are required to be integers is call a
pure integer programming
problem.
An IP problem in which only some of
the variables are required to be
integers is called a mixed integer
progra
Introduction to Basic Inventory
Models
The purpose of inventory theory is to
determine rules that management can use to
minimize the costs associated with maintaining
inventory and meeting customer demand.
Inventory models answer the following
questions
6.3 Sensitivity Analysis
How do changes in an LPs parameters (objective function coefficients,
right-hand sides, and technological coefficients) change the optimal
solution? Let BV be the set of basic variables in the optimal tableau.
Given a change in an
Simulation- Outline
Review of probability Distributions
Generating random numbers using Inverse Transform
Method
Monte Carlo Simulation
Estimate the area under the for a quadratic function
Project Management (PERT)
Equipment Replacement
Craps Game
Discret
Chapter 17: Markov Chains
Study of how a random variable changes over time.
What is a Markov Chain?
Interested in observing some characteristic of a
system at discrete points in time (labeled 0, 1, 2,).
Let Xt be the value of system characteristic at
time
Input Modeling- Summary
Tools>Input Analyzer
Launch Input Analyzer
New File> Data File > Existing
Load an exiting data file
Window > Input Data
View raw data
Fit > Fit All
Fit distributions to data
: Square error, p-value of Chi-Square Test, p-value of Ko
5.1 A Graphical Approach to Sensitivity Analysis
Sensitivity analysis is concerned with how changes in an LPs
parameters affect the optimal solution.
max z = 3x1 + 2x2
2 x1 + x2 100 (finishing constraint)
x1 + x2 80 (carpentry constraint)
x1
40 (demand c
Shortest Path Problem- a review from chapter 8
2
3
4
2
1
4
2
6
3
3
3
ISE/OR501
5
2
1
Shortest Path Problem
At node 3
At node 1
4
T
T
3
2
2
4
2
P
4
1
2
3
3
3
1
4
3
5
3
2
4
4
T
2
6
6
T
2
P
3
At node 3
P
1
3
5
2
The shortest path to 3 is (1>3): $3
ISE/OR501
OR501 In class Exercise
Exercise 1:
Part A) Reconstruct the optimal tableau by using Important Formulas for the following LP:
Max=
z 4 x1 + 3 x2
s.t.
x1 + x2 + s1 =
40
2 x1 + x2 + s2 =
60
x1 , x2 , s1 , s2 0
Vector of Basic Variables in Optimal solution:c
4.10 The Big M Method
Define:
The Dakota Furniture company
manufactures desk, tables, and
chairs. The manufacturer of
each type of furniture requires
lumber and two types of skilled
labor: finishing and carpentry.
x1 = number of desks produced
x2 = number
Basic Definitions
A network is defined by two sets of symbols:
nodes and arcs.
An arc consists of an ordered pair of nodes
that represents a possible direction of motion
that may occur between the nodes.
A sequence of arcs such that every arc has
exact
Problem 1:
OR/ISE501 In Class Exercise
Suppose a fair coin is thrown twice.
Event A: head occurs on the first throw
Event B: head occurs on the second throw.
Are these two events independent?
What is probcfw_AB?
Prob(A)= and prob(B) = . The event AB is th