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Operations Research - 1 Spring 2014

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Instructor: Sungsoo Park (sspark@kaist.ac.kr), Building E2-2, room 4112, Tel: 3121 Office hour: Tue, Thr 14:30 – 16:00 or by appointment (telephone or email) TA: Jaehee Jeong (wogmlalszk@kaist.ac.kr), Seulgi Jung (skymaed08@kaist.ac.kr), Yeonghun Lee (shiho90@gmail.com)wogmlalszk@kaist.ac.krskymaed08@kaist.ac.krshiho90@gmail.com Building E2-2, room 4114, Tel: 3161 Office hour: Mon, Wed, 14:30 – 16:00 or by appointment Homepage: http://solab.kaist.ac.kr/, download class notes, homeworks.http://solab.kaist.ac.kr/ Text: “Linear Programming”, Vasek Chvatal, Freeman, 1983 and class handouts OR-1 2014 2

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Grading: Midterm 30 - 40%, Final 40 - 50%, Homework 10 - 20% (Including computer assignments, CPLEX/Xpress-MP) Characteristics of the course More emphasis on the theory and algorithm for linear programming Mathematical ideas. Understand the logic and convince yourself. Ideas interrelated. We will build up ideas upon some previous results. Not understanding some logic will cause trouble later. Be steady in studying. Prerequisite: Basic Linear Algebra or consent of instructor. OR-1 2014 3

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5 Origins of OR Contributions of scientists and engineers during world war II. Battle of Britain (radar site selection and control), Submarine warfare, Design of B-29,.. Battle of Britain: integration of radar(hardware) and warning and control system. Addition of radar sites causes problems. OR team formed. (the name operational research (research in (military) operations) Maintenance of aircraft: For 350 flying hours, need 7 minor inspections(2-5 days each) and a major inspection (14 days). Each aircraft had a devoted aircrew and a ground crew change to central garage system. : Flying hour increased by 61% over previous best record.

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OR-1 2014 6 Submarine warfare: Used patrol airplanes to detect surfaced U-boats and attack. Needed 170 man-hours by maintenance and ground staff to produce one hour of operational flying. More than 200 hours of flying to produce one attack on a surfaced U-boat. (34,000 man-hours for an attack) In 1941, attack kill probability was 2% - 3% 1.1M 1.7M man-hours needed to destroy one U-boat. (needed improvements) Important decision variables: 1.Depth (time) setting for depth charge explosion (30/45m -> 8m) 2.Lethal radius (Use large or small bombs?) 3.Aiming errors in dropping the stick (aim ahead?) 4.Orientation of the stick with respect to the U-boat. (along U-boat track) 5.Spacing between successive depth charges in the stick (12m -> 33m) 6.Low level bombsights

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OR-1 2014 7 Overall effect: By 1945, the attack kill probability had risen to over 40%.

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OR-1 2014 8 After the war, methodologies used by the scientists adopted by government, industry. Called Operations Research (US), Operational Research(UK, Europe) ( 운용과학 ), Management Science ( 경영과학 ) Characteristics: Use of mathematical models to solve decision problems arising in management of industry, government, military, …. E=mC 2, F=ma, …

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OR-1 2014 9 Nature of OR “research on operations” Applied mathematics + computer science + management Models : Deterministic models ( 확정적 모형, OR-I) Stochastic models ( 확률적 모형, OR-II) Needed background: Algebra, calculus, discrete mathematics, probability, statistics, data structure, algorithm, data base, programming skills, …) Important thrusts in early stages 1. Technical progress (Simplex method for linear programming, Dantzig, 1947) 2. Invention of computer and PC

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OR-1 2014 10 Study areas Deterministic models Linear programming( 선형계획법, linear optimization):1975, Nobel prize, Kantorovich, Koopmans (efficient allocation of resources) Nonlinear programming( 비선형계획법 ):1990 Nobel prize, Markowitz (portfolio selection)

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OR-1 2014 11 Integer Programming( 정수계획법 ), Combinatorial optimization ( 조합최적화 ) Knapsack problem Traveling Salesman Problem ( 외판원문제 ) Given n cities, and distances c ij between city i and j. What is the shortest sequence to visit each city exactly once and return to the starting city? ( Applications: PCB assembly, Off-shore drilling, vehicle routing (delivery/pick- up problem), bio, …) web site: http://www.math.uwaterloo.ca/tsp/http://www.math.uwaterloo.ca/tsp/

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OR-1 2014 12 Networks and graphs Shortest path to move from Inchon to Kangnung? (Shortest path problem) –Logistics, Telecommunication routing, … Connect the cities with roads (or communication lines) in a cheapest way. (Minimum spanning tree problem) How much commodities (or packets) can we send from Kwangju to Daegu if edges have limited capacities? (maximum flow problem) Seoul Inchon Kangnung Daejeon Kwangju Pusan Daegu : node, vertex : edge, link, arc (undirected, directed)

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OR-1 2014 13 Dynamic programming If a system changes in time and the status of the system in the next period depends on the current status and decisions made, what is the best decision in each stage to optimize our goal in the end? Not the formalized problems, but refer the structured steps (methods) used to solve problems involving many stages. Game theory Investigate the best strategy when the outcome of cooperation and/or competition between people or groups depends on the collective decisions made by individual person/group. Economics, Marketing (1994, Nobel prize: Nash, Harsanyi, Selten, 2012: Roth, Shapley)

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OR-1 2014 15 Stochastic models (OR-II) Markov chain Queueing theory Decision analysis Simulation Reliability Recently, uncertainties of data are reflected in the optimization models Stochastic Programming Robust Optimization

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