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Operations Research

Anton Kutsenko, Jacobs University, 2018


Organizational issue
Can we move one slot from Friday 28 September, 2018, 14:15

to

Thursday 20, 2018, 9:45


Outcomes
• Find optimal or near-optimal solutions to complex decision-
making problems using operations research methods
• Create mathematical models for business problems
• Employ techniques such as linear programming, dynamic
programming or stochastic programming to solve business
problems
• Solve common network optimization problems such as
transportation, shortest path, minimum spanning tree, and
maximum flow problems.
Literuature
• F.S. Hillier and G.J. Lieberman, Introduction to Operations Research, 9th or
10th ed., McGraw-Hill, 2010.

• W.E. Hart, C. Laird, J.-P. Watson, and D.L. Woodruff, Pyomo - Optimization
Modeling in Python, Springer, 2012.

• B. Van Roy and K. Mason, Formulation and Analysis of Linear Programs –


Chapter 4, 2005.

• (See the course site in https://campusnet.jacobs-university.de/


and Prof. Marcel Oliver homepage there)
Linear programming

Briefly, the most common type of application


involves the general problem of allocating limited
resources among competing activities in a best
possible (i.e., optimal) way.
• Resources -> decision variables x1 , x 2 , … , x n
• Limited resources -> constraints

• Competing activities -> objective function

• Optimal solution ->


Typical example
The WYNDOR GLASS CO. produces high-quality glass products, including
windows and glass doors. It has three plants. Aluminum frames and hardware
are made in Plant 1, wood frames are made in Plant 2, and Plant 3 produces the
glass and assembles the products. They decide to produce the products:

Product 1: An 8-foot glass door with aluminum framing


Product 2: A 4 x 6 foot double-hung wood-framed window
Product 1 requires some of the production capacity in Plants 1 and 3, but none in Plant 2.
Product 2 needs only Plants 2 and 3.

The marketing division has concluded that the company could sell as much of either
product as could be produced by these plants. However, because both products would be
competing for the same production capacity in Plant 3, it is not clear which mix of the two
products would be most profitable.
Decision variables
Objective function:
𝑍 = 3𝑥1 + 5𝑥2 → max
Constraints:
𝑥1 ≥ 0, 𝑥2 ≥ 0
Constraints:
𝑥1 ≤ 4
Constraints:
2𝑥2 ≤ 12
Constraints:
3𝑥1 + 2𝑥2 ≤ 18
Mathematical formulation of the problem
Graphical solution of the problem
The final result
The problem:

The (optimal) solution is 𝑍 = 36 with 𝑥1 = 2, 𝑥2 = 6.


Conclusion

The OR team used this approach to find that the


optimal solution is 𝑥1 = 2, 𝑥2 = 6, with 𝑍 = 36. This
solution indicates that the Wyndor Glass Co. should
produce products 1 and 2 at the rate of 2 batches per
week and 6 batches per week, respectively, with a
resulting total profit of $36,000 per week. No other
mix of the two products would be so profitable—
according to the model.
Another problem
Another problem

𝑥1 , 𝑥2 represents the dose (in kilorads) for beam 1 and 2


Mathematical formulation of the problem
Graphical solution of the problem

(optimal) solution is
𝑥1 = 7.5, 𝑥2 = 4.5
Conclusion
It can be shown that for a bounded feasible region, the minimum and
maximum of a linear functional can be reached at some corner point.