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Faculty of Commerce

B.A.

BY

Assistant Professor of Business Administration

Faculty of Commerce Ain Shams University

2006

Contents:

1. Linear Programming:

2. Network Optimization Models:

3. Project Management with PERT/CPM

4. Dynamic Programming:

5. Game Theory:

6. Simulation:

7. Queueing Theory:

8. Inventory Theory:

9. Forecasting:

10. Decision analysis:

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1. Linear Programming:

Linear programming is a powerful technique for dealing with the problem

of allocating limited resources among competing activities as well as other

problems having a similar mathematical formulation. It has become a

standard tool of great importance for numerous business and industrial

organizations. Furthermore, almost any social organization is concerned

with allocating resources in some context, and there is a growing

recognition of the extremely wide applicability of this technique.

The simplex method is an efficient and reliable algorithm for solving

linear programming problems. It also provides the basis for performing

the various parts of postoptimality analysis very efficiently.

Every linear programming problem has associated with it a dual linear

programming problem. There are a number of very useful relationships

between the original (primal) problem and its dual problem that enhance

our ability to analyze the primal problem. For example, the economic

interpretation of the dual problem gives shadow prices that measure the

marginal value of the resources in the primal problem and provides an

interpretation of the simplex method. Because the simplex method can be

applied directly to either problem in order to solve both of them

simultaneously, considerable computational effort sometimes can be saved

by dealing directly with the dual problem. Duality theory, including the

dual simplex method for working with superoptimal basic solutions, also

plays a major role in sensitivity analysis.

There are two particularly important (and related) types of linear

programming problems. One type, called the transportation problem,

received this name because many of its applications involve determining

how to optimally transport goods. However, some of its important

applications (e.g., production scheduling) actually have nothing to do with

transportation. The second type, called the assignment problem, involves

such applications as assigning people to tasks.

Applications:

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Resource Allocation Problem

Workforce Scheduling Problem

Blending or Mixing Problem

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Assignment Problem

Transportation Problem

Location Problem

Networks arise in numerous settings and in a variety of guises.

Transportation, electrical, and communication networks pervade our daily

lives. Network representations also are widely used for problems in such

diverse areas as production, distribution, project planning, facilities

location, resource management, and financial planningto name just a

few examples. In fact, a network representation provides such a powerful

visual and conceptual aid for portraying the relationships between the

components of systems that it is used in virtually every field of scientific,

social, and economic endeavor.

Applications:

Distribution Example

Assignment Problem

Transportation Problem

Shortest Path Problem

Maximum Flow Problem

Multiperiod Operation

Transformation of Flow

Restrictions and Costs on Nodes

Convex Costs and Concave Revenues

The application of PERT/CPM begins by breaking the project down

into its individual activities, identifying the immediate predecessors of

each activity, and estimating the duration of each activity. A project

network then is constructed to visually display all this information. The

type of network that is becoming increasingly popular for this purpose is

the activity-on-node (AON) project network, where each activity is

represented by a node. PERT/CPM generates a great deal of useful

scheduling information for the project manager, including the earliest start

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time, the latest start time, and the slack for each activity. It also identifies

the critical path of activities such that any delay along this path will delay

project completion. Since the critical path is the longest path through the

project network, its length determines the duration of the project,

assuming all activities remain on schedule.

However, it is difficult for all activities to remain on schedule because

there frequently is considerable uncertainty about what the duration of an

activity will turn out to be. The PERT three-estimate approach addresses

this situation by obtaining three different kinds of estimates (most likely,

optimistic, and pessimistic) for the duration of each activity.

This information is used to approximate the mean and variance of the

probability distribution of this duration. It then is possible to approximate

the probability that the project will be completed by the deadline.

The CPM method of time-cost trade-offs enables the project manager to

investigate the effect on total cost of changing the estimated duration of

the project to various alternative values. The data needed for this activity

are the time and cost for each activity when it is done in the normal way

and then when it is fully crashed (expedited). Either marginal cost analysis

or linear programming can be used to determine how much (if any) to

crash each activity in order to minimize the total cost of meeting any

specified deadline for the project.

The PERT/CPM technique called PERT/Cost provides the project

manager with a systematic procedure for planning, scheduling, and

controlling project costs. It generates a complete schedule for what the

project costs should be in each time period when activities begin at either

their earliest start times or latest start times. It also generates periodic

reports that evaluate the cost performance of the individual activities,

including identifying those where cost overruns are occurring.

4. Dynamic Programming:

Dynamic programming is a very useful technique for making a

sequence of interrelated decisions. It requires formulating an appropriate

recursive relationship for each individual problem. However, it provides a

great computational savings over using exhaustive enumeration to find

the best combination of decisions, especially for large problems. For

example, if a problem has 10 stages with 10 states and 10 possible

decisions at each stage, then exhaustive enumeration must consider up to

10 billion combinations, whereas dynamic programming need make no

more than a thousand calculations (10 for each state at each stage).

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Applications:

Knapsack Problem

Binary Knapsack Problem

Line Partitioning

Unbounded Knapsack Problem

Shortest Path on Grid

Shortest Path on Network

Sequencing

Traveling Salesman

5. Game Theory:

The general problem of how to make decisions in a competitive

environment is a very common and important one. The fundamental

contribution of game theory is that it provides a basic conceptual

framework for formulating and analyzing such problems in simple

situations. However, there is a considerable gap between what the theory

can handle and the complexity of most competitive situations arising in

practice. Therefore, the conceptual tools of game theory usually play just a

supplementary role in dealing with these situations.

6. Decision analysis:

Decision analysis has become an important technique for decision

making in the face of uncertainty. It is characterized by enumerating all the

available courses of action, identifying the payoffs for all possible

outcomes, and quantifying the subjective probabilities for all the possible

random events. When these data are available, decision analysis becomes a

powerful tool for determining an optimal course of action. One option

that can be readily incorporated into the analysis is to perform

experimentation to obtain better estimates of the probabilities of the

possible states of nature. Decision trees are a useful visual tool for

analyzing this option or any series of decisions.

7. Queueing Theory:

Queueing theory studies queueing systems by formulating

mathematical models of their operation and then using these models to

derive measures of performance. This analysis provides vital information

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balance between the cost of providing a service and the cost associated

with waiting for that service.

8. Inventory Theory:

How do companies use operations research to improve their inventory

policy for when and how much to replenish their inventory? They use

scientific inventory management comprising the following steps:

1. Formulate a mathematical model describing the behavior of the

inventory system.

2. Seek an optimal inventory policy with respect to this model.

3. Use a computerized information processing system to maintain a record

of the current inventory levels.

4. Using this record of current inventory levels, apply the optimal

inventory policy to signal when and how much to replenish inventory.

9. Forecasting:

The future success of any business depends heavily on the ability of its

management to forecast well. Judgmental forecasting methods often play

an important role in this process. However, the ability to forecast well is

greatly enhanced if historical data are available to help guide the

development of a statistical forecasting method. By studying these data, an

appropriate model can be structured.

10.Simulation:

Simulation is a widely used tool for estimating the performance of

complex stochastic systems if contemplated designs or operating policies

are to be used. Simulation is one of the most popular techniques of

operations research because it is such a flexible, powerful, and intuitive

tool. In a matter of seconds or minutes, it can simulate even years of

operation of a typical system while generating a series of statistical

observations about the performance of the system over this period.

Because of its exceptional versatility, simulation has been applied to a

wide variety of areas. Furthermore, its horizons continue to broaden

because of the great progress being made in simulation software, including

software for performing simulations on spreadsheets.

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References:

John Wiley and Sons Inc., 2003.

2. Frederick S. Hillier, Gerald J. Lieberman, Introduction to Operations Research,

McGraw Hill Inc., 2001.

3. Jay Hiezer, Barry Render, Principles of Operations Management, Prentice Hall

International, Inc., 2001.

4. Lynwood A. Johnson, Douglas C. Montgomery, Operations Research in

Production Planning, Scheduling, and Inventory Control, John Wiley & Sons

Inc., 1974.

hassan

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