Optimization and Operations research in Management

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课程名称:管理中的优化与运筹学 课程概述:本课程介绍了数学建模和运筹学方法在解决工程决策问题中的应用。主要内容包括优化模型的构建与分类,改进搜索方向的概念,线性规划(LP)的公式化及解法,包括单纯形法及其替代方法。课程还探讨了线性规划中的对偶性与敏感性分析、多目标优化与目标规划、网络流模型、整数规划的公式化与解法、非线性规划,以及元启发式方法的引入。同时,课程强调通过现代优化建模软件进行问题的公式化与解决。 主要主题: - 管理科学中的模型构建及微软Excel建模简介 - 线性规划:应用、公式化及图形解决法 - 线性规划:单纯形法 - 线性规划:专业计算机软件 - 特殊的线性规划问题:运输、转运与分配问题 - 整数规划 - 网络优化 - 目标规划 - 分析层次过程(AHP) - 非线性规划 - 确定性动态规划 - 使用GAMS软件进行优化 - 使用LINGO软件进行优化 - 使用MATLAB软件进行优化 具体课程成果: 成功完成本课程的学生应能够: CLO1. 根据问题描述判断特定的确定性运筹学模型是否适用。 CLO2. 确定实际工程问题的目标、变量和约束。 CLO3. 构建有效的运筹学模型。 CLO4. 使用计算机优化软件解决模型。 CLO5. 解释模型结果。 CLO6. 根据运筹学分析提出改进系统操作的建议,并通过报告和/或演示沟通这些建议。 参考教材: Taylor, B.W.,《管理科学导论》,全球版,第12版,Pearson出版社,2016年。ISBN: 1292092912 参考书目: Winston, W. L. 和 Goldberg, J. B. (2004),《运筹学:应用与算法》(第4版)。Thomson Brooks/Cole出版社。ISBN: 978-0-534-38058-8。

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Course Description: Mathematical modeling and the operations research approach for solving engineering decision problems. Formulation and classification of optimization models. The concept of improving search directions. Formulation of linear programs (LPs). The simplex algorithm and alternative approaches for solving LPs. Duality and sensitivity analysis in linear programming. Multi-objective optimization and goal programming. Network flow models. Formulation and solution methods of integer programs. Nonlinear programming. Introduction to metaheuristics. The course emphasizes problem formulation and solution via modern optimization modeling software.Major Topics:• Introduction to model building in management science and Microsoft Excel(C) modeling• Linear programming: applications, formulations and graphical solution• Linear programming: the simplex method• Linear programming: specialized computer software• Special linear programming problems: transportation, transshipment and assignment problems• Integer programming• Network optimization• Goal programming• The analytical hierarchy process (AHP)• Nonlinear programming• Deterministic dynamic programming• Optimization using GAMS software• Optimization using LINGO software • Optimization using MATLab software Specific Course Outcomes:Students who successfully complete this course should be able to:CLO1. Determine when a particular deterministic operations research model is appropriate based on a problem description.CLO2. Identify the objectives, variables and constraints of a practical engineering problem.CLO3. Formulate a valid operations research model.CLO4. Solve the model with a computerized optimization package.CLO5. Interpret the results of the model.CLO6. Make recommendations to improve system operations based on an operations research analysis and communicate those recommendations in reports and/or presentations.Required Textbook:Taylor, B.W., Introduction to Management Science, Global Edition, 12th edition, Pearson, 2016. ISBN: 1292092912ReferencesWinston, W. L., & Goldberg, J. B. (2004). Operations Research: Applications and Algorithms (4th ed.). Thomson Brooks/Cole. ISBN: 978-0-534-38058-8.

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