General information
Calendar
Lecture notes
Homeworks
Quiz preparation
Quiz solutions
Computational project
Other useful info
IE221 presents an introduction to Operations Research, and in particular,
to
probabilistic models within OR. The material covered in this class includes
probabilistic inventory models, probabilistic dynamic programming, markov
chains
and queueing theory.
We want to help you develop an understanding of the process of modeling
real
world problems mathematically. As such, we plan to focus on the process
of
creating and interpreting the results of probabilistic models for real
world problems.
It is also important that you gain an understanding of the assumptions,
consequences
and practical limitations of the tools we present.
Course objectives:
Upon completion of this course students will:
- be able to design an appropriate probability model to be used for solving
problems
in industrial and systems engineering;
- learn the basic tools of operations research and their mathematical context;
- be able to appropriately apply probabilistic operations research tools
in structured and
unstructured settings; perhaps going outside classroom presentations for
appropriate
methods;
- work in team settings to identify problem definitions, structure a solution
approach, gather
apropriate data and test proposed approaches, and modify solutions when
needed;
- present lucid and professional explanations of case problems in written
and oral form.
Instructors: George Wilson.
Office hours: TR 1:30-2:30, F 11:00-12:00, Fall 2002.
Classroom: Mohler 453.
Text: Operations Research - Applications and Algorithms, 3rd edition, by
Wayne L. Winston. Duxbury Press: Belmont, CA.
Prerequisite: IE111 or Math231.
Required for: Industrial and Manufacturing Systems Engineering majors,
Integrated Business and Engineering Honors Program IE majors.
Grading Policy:
Homework: 20%
Project(s): 10%
Quiz 1: 10%
Quiz 2: 10%
Final: 30%
There will be approximately ten problem sets, one to two projects requiring
computing pertaining to course materials, two quizzes and a cumulative
final
exam. If you first make an effort to think things through for yourself,
the
course assistant and instructors will be glad to help you with homework
before it is due.
To help you understand what we expect of you, we shall also post examples
of quizzes and solutions from previous semesters online before each quiz.
With very few exceptions, course materials for IE221, such as
announcements, problem sets, solutions etc., will be posted online here.
Note: This schedule serves as a rough guide for the pacing of materials
covered in the course, and will be subject to change as necessary.
Weeks 1 - 3 : Inventory Models (Chapters 16,17)
Weeks 3 - 5: Markov Chains (Chapter 19)
Weeks 5 -11: Probabilistic Dynamic Programming (Chapters 20, 21)
Weeks 11 - 15: Queuing Theory (Chapter 22)
There will be 2 quizzes (first on around 6th week and second on around
11th week)
on the material already covered in class.
Slide set 1
Slide set 2
Slide set 3
Slide set 4
Slide set 5
Slide set
6
Slide set
7
Slide set
8
Slide set
9
Slide set
10
Slide set
11
Slide set
12
Homework
1
Homework
2
Homework
3
Homework
4
Homework
5
Homework
6
Homework
7
Homework
8
Homework
9
Homework
10
Quiz 1:
Problems
from 1998 Solutions
Problems
from 1998 final Solutions
Problems
from 1999 Solutions