MENG 4440 – Engineering

Operations Research
Lecture 1
Syllabus and Introduction
 Today’s lecture
• About this course
– Syllabus
– Grading
– Ethics
• What is Operations Research (OR)?
• What you will learn in this course
– Course outline
• Grading and ethics
• First In-class assignment
 About the Instructor and the TA
• Dr. Tamer Farouk Abdelmaguid
• Visiting Associate Professor, Mechanical Engineering Department,
AUC.
• PhD, University of Southern California 2004
• E-mail address: [email protected]
• Office Hours: MR 10:00 - 11:00 AM
W 11:30 AM - 1:30 PM
or by appointment
• Office: SSE 2029

• TA: Eng. Aya El Mehany

M.Sc. Mechanical Engineering, AUC
Office Hours: to be announced
Email: [email protected]
 What is Operations Research?
• Enterprises typically consist of various units whose operations
need to be coordinated
– A typical problem: how to distribute manufacturing tasks on
machines so as to maximize efficiency
• OR is the discipline of applying analytical tools based on
mathematical models to help take better decisions in
managing these operations (the “science of better”)
• Typical decision-making process in OR entails:
1. Gathering available data
Feedback: may
2. Building an abstract mathematical model
need to enhance
3. Solving the mathematical problem data or model
4. Supplying the results to management
 A Brief History of OR
World War II led to the birth of OR
• Scientists and engineers used mathematical tools to
deploy, manage, and analyze military operations, e.g.,
– deployment of the radar
– management of convoy and submarine operations

• Many important developments took place in this period.

Most notably George Dantzig invented the simplex
method for solving linear programs (LPs) in 1947
– One of the first applications was the diet problem:
given foods with varying nutrient amounts, plan a diet
that satisfies the desired nutrient requirements + the
food-amount constraints, and minimizes cost
 Brief History (contd.)
After the War:
• Industrial boom led to rapid increase in size of corporations –
growing need for systematic decision-making tools
• Managers began to realize both, the modeling power of OR
tools, and their potency in improving efficiency even under
existing technology; applications increased manifold
• Great advances were made in computational technology,
which allowed one to solve problems of ever-increasing size
via OR tools
 Where is OR Today?
• Immense computing power available readily and fairly
cheaply, e.g., PCs
• More than half-century of research in OR has led to:
– very good theoretical understanding
– various software packages, e.g., CPLEX, LINDO, XPRESS-MP,
being available that can be used “off-the shelf”
• OR is everywhere – from booking an airline ticket, to checking
into your hotel
• OR is a major part of the Analytics packages (e.g. SAS
analytics) which integrate mathematics, statistics, predictive
modeling and machine-learning techniques to find meaningful
patterns and knowledge in recorded data.
 Professional Societies
• INFORMS (INstitute For Operations Research
and Management Science) www.informs.org
• The Operational Research Society
www.theorsociety.com
• IFORS (International Federation for
Operational Research Societies) www.ifors.org
 What you will learn
• Mathematical Modeling
– learn a variety of ways of modeling real-world
problems as structured mathematical problems
– Learn standard models for common optimization
problems
• Solution Methods
– Solve numerically the structured mathematical
models to obtain the best solution and analyze its
results.
– learn to use optimization software to solve the
problems arising in your mathematical models
 Course Outcomes
1. Identify applications that may be solved using
Operations Research models.
2. Develop and solve linear programming (LP)
models for engineering problems and identify
their input data requirements.
3. Perform sensitivity analysis on the results of LP
models.
4. Identify, formulate and solve a diversity of
network flow and special LP problems.
5. Apply optimization software packages to solve
LP, transportation and network flow problems.
 Textbook
• Textbook: Taha, H., “Operations Research: An
Introduction”, Prentice Hall; 9th or 10th edition.
• Software: Excel Solver and CPLEX
– Solver is a Microsoft Excel add-in program you can use
for finding optimal solutions to linear programming
models that will be discussed in this course.
– IBM ILOG CPLEX 12.8 is a commercial solver that can
be used for solving linear programming models. A free
academic version is available to AUC students for
download from https://www.ibm.com/products/ilog-
cplex-optimization-studio
 Course website
• Lectures, handouts, assignments,
announcements and other information will be
available on the course website on
Blackboard. The following modules will be
included on Blackboard:
– Course outline (syllabus)
– Lectures
– Solutions to Quizzes
– Grades
 Grading

In-class assignments 5% (≥75% of the total in-class assignments grade = 5%)

Quizzes 25 % (≥80% of the total quizzes grades = 25%)
Midterm 1 20 %
Midterm 2 20 %
Final Exam 30 %
The grades in MENG 4440 will be awarded as follows:

90% - 92.99% = A- 93% or better = A

80% – 82.99% = B- 83% - 86.99% = B 87% - 89.99% = B+
70% – 72.99% = C- 73% - 76.99% = C 77% - 79.99% = C+
60% – 64.99% = D 65% - 69.99% = D+
below 60% = F

Quizzes do not have equal weights

 Quizzes
• Quizzes will be given on the dates outlined in
the course calendar (shown later) to cover
recent material discussed in class.
• No make-up allowed if you miss a quiz with
no official excuse.
• Pop up Quizzes:
– At any time during the lecture, if several violations
to the classroom ethics occur, a pop quiz will take
place.
 In-class assignments
• In-class assignments will be given asking the students
in some of the material being discussed in class. At the
end of class, students are required to submit a sheet of
paper showing their work. Student’s submission will be
graded as either 5 out of 5 if the submitted sheet
demonstrates real work done, 2 out of 5 if a student
did partial work and did not complete the required
assignment, or zero if a student was absent or refused
to submit his/her sheet or submitted an empty sheet.
Submitted sheets are used as a proof of attendance, so
if a student did not submit his/her sheet, he/she will be
considered absent.
 Two midterms
• The timings of the midterm exams are shown below. The final
examination is comprehensive. All exams are closed book and
notes and review sheets are not allowed in this course. Only the
Final exam is open-book (the textbook is the only book allowed).
• If you miss an exam because of illness, notify the instructor
immediately (same day) and provide a medical note from AUC
Medical Clinic before a make-up exam will be allowed. Failure to
do so will earn you zero credit on the exam.
• If you miss an exam because of travel or other circumstances,
prior instructor approval is required one week earlier based on an
official email sent by the Dean of students.

Midterm exam Dates

• Midterm Exam I will be given on Sunday, March 17th.
• Midterm Exam II will be given on Wednesday, April 17th
 Academic Dishonesty
• Academic dishonesty is not tolerated at AUC and is
subject to academic discipline ranging from a mark of
zero on the exam or quiz to dismissal from the
University.
• Students are expected to do their own work on
projects, quizzes and exams. Although studying in
groups is encouraged, outright copying of another
person’s work is unethical, unprofessional AND
VIOLATES UNIVERSITY POLICY REGARDING
“ACADEMIC INTEGRITY”.

• Please read AUC’s code of academic ethics.

 Classroom Ethics
• The following rules will be strictly applied to all students attending this course:
– The lecture starts at 8:30AM sharp. If you arrive late to the classroom and find the door
closed, please do not open it and do not enter.
– In case of emergency, if you must leave the classroom during the lecture, please leave
quietly and close the classroom door behind you and do not come back.
– No foods or drinks are allowed in the classroom except a bottle of water.
– Tablets or laptops are not allowed in the classroom unless permitted by the instructor
for some tutorials on using software related to this course only.
– Mobile phones must be turned off during the lecture. You are not allowed to write
messages, check emails, browse the internet or play games during the lecture.
– You are not allowed to speak during the lecture unless permitted by the instructor. If
you have a question, or would like to participate by answering a question, you should
raise your hand first and wait until permitted by the instructor.

• Any violation of the above rules indicates a disrespect from the student
towards the instructor and therefore will lead to punishments. Depending on
the situation and the student’s attitude, punishments vary from dismissal from
the classroom to losing grades and getting an F in the course.
 Email Policy
• Please include in the Subject line the course
code MENG 4440-02 and a concise and clear
statement of purpose; otherwise it may be
deleted, along with spam messages and
messages potentially containing viruses.
Week Date Topic Covered sections in the Textbook

1 Jan 30, Feb. 3 - Introduction to Operations Research and linear programming. 1.1, 1.2, 1.5, 1.6, 1.7

- Modeling with Linear Programming

2 Feb. 6, 10 - Graphical solution method 2.1, 2.2
- Quiz 1
- Computer solution with Solver and CPLEX
3 Feb. 13, 17 2.3, 2.4.1, 2.4.2
- Linear Programming applications
- Linear Programming applications
4 Feb. 20, 24 2.4.3, 2.4.5, 2.4.6
- Quiz 2
5 Feb. 27, March 3 - Introduction to the Simplex method 3.1, 3.2, 3.3
- Simplex method for various LP models
6 March 6, 10 - Sensitivity analysis 3.4, 3.5, 3.6.1, 3.6.2
- Quiz 3
- Sensitivity analysis using Solver and CPLEX
7 March 13, 17 3.6.3, 3.6.4
- First midterm exam
- Transportation model
8 March 20, 24 - The transportation algorithms 5.1, 5.2, 5.3.1
- Quiz 4
- The assignment model
9 March 27, 31 5.4
- The Hungarian method
- Network models
10 April 3, 7 - Minimal spanning tree algorithm 6.1, 6.2
- Quiz 5
- Shortest-route problem
11 April 10, 14 - Maximal flow model 6.3, 6.4, 9.1
- Formulating integer linear programming models
12 April 17 - Second midterm exam
- Solving integer linear programming models
13 May 5, 8 9.2
- Quiz 6
- Traveling salesman problem
14 May 12 11.1, 11.2, 11.3
- Exact solution methods
- Local search heuristics
15 May 15 - Metaheuristics 11.4, 11.5
- Quiz 7
First In-class assignment