Operations Research I

Course Syllabus

Professor: Ricardo Ungo, Ph.D.

Email: r_ungo@yahoo.com

PREREQUISITES:

Knowledge of basic linear algebra.

Basic knowledge of Excel spreadsheets.

COURSE DESCRIPTION:

This is an introductory course on operations research, which will give students tools to model real-world
problems and make decisions. Contents include linear programming (LP), Simplex method, duality and
some of its applications to transportation, assignment and networks problems.

COURSE OBJECTIVE AND OUTCOMES:

The objective of this course is to increase students’ decision‐making effectiveness through utilization of
operations research methods. Upon completion of the course, each student will be able to:

Identify the structure and the components of a LP problem.

Formulate LP problems.
Solve LP problems using the Simplex method.
Understand the dual problem in linear programming.
Interpret the LP solution.
Formulate and solve transportation and assignment problems.
Use different techniques to model and solve networks problems.

METHODOLOGY:

All lectures will be complemented by guided practices in the computer lab. An active learning
experience is fostered by:

Applying modern software packages to conduct analysis

Developing in-class practices and discussions
Using online resources for the textbook
Using interactive tutorials

TEXTBOOK:

Introduction to Operations Research, Hillier and Lieberman, 9th edition, McGraw Hill, 2009
MAIN REFERENCES:

1. Operations Research Models and Methods, Jensen and Bard, Wiley, 2008.
2. Operations Research - Applications and Algorithms, W. L. Winston, 3rd ed., 2003
3. Operations Research: An Introduction, H. Taha, Prentice-Hall, 8th ed., 2007
4. Linear Programming and Network Flows, M. S. Bazaraa, J. J. Jarvis, H. D. Sherali, Wiley, 4 ed.,
2009
5. Linear Programming: Methods and Applications, S. I. Gass, 5 ed,
6. Linear Programming, Foundations and Extensions, Robert J. Vanderbei, 2nd ed, 2001

COURSE TOPICS:

1. LINEAR PROGRAMMING:
Two-variable model – Geometric solution
The Simplex method – Basic feasible solutions – Standard model - Sensitivity analysis
Setting up a LP problem
Duality of linear programming. The primal-dual problem. Economic interpretation of
the dual problem.

2. TRANSPORTATION MODELS:
Transportation problem
Assignment problem
Transshipment problem

3. NETWORK MODELS:
Shortest-path problem - Maximum flow problem
Minimal cost network flow problem. Simplex method for network flows.

RESOURCES:

All PowerPoint slides, handouts, Microsoft Excel files, homework problems, and homework solution keys
will be available via LLS (http://lls.ulatina.ac.pa/).

What’sBest and Lingo will be used to illustrate how to solve LP problems in the lab.

COURSE GRADING:

Weight

Homework 1 25%
Homework 2 25%
Case Study 20%
Final Project 30%