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Operation Research

The document provides an overview of Operations Research (OR), emphasizing its application of mathematical and statistical methods to optimize decision-making in various fields such as logistics and finance. It discusses key concepts like convex sets, hyperplanes, quadratic forms, and linear programming, along with relevant theorems that illustrate the properties and implications of these concepts. The conclusion highlights the importance of convex sets and functions in optimization and the structured methodologies OR offers for solving complex problems.

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19 views25 pages

Operation Research

The document provides an overview of Operations Research (OR), emphasizing its application of mathematical and statistical methods to optimize decision-making in various fields such as logistics and finance. It discusses key concepts like convex sets, hyperplanes, quadratic forms, and linear programming, along with relevant theorems that illustrate the properties and implications of these concepts. The conclusion highlights the importance of convex sets and functions in optimization and the structured methodologies OR offers for solving complex problems.

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© © All Rights Reserved
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OPERATION

RESEARCH
FAHMIDA K
MEAWSMT003
SULLAMUSSALAM SCIENCE COLLEGE, AREEKODE

UNDER THE GUIDANCE OF


AMAL SAEED T
ASSISTANT PROFESSOR
DEPARTMENT OF MATHEMATICS,
SULLAMUSSALAM
SCIENCE COLLEGE AREEKODE,
INTRODUCTION
Operations Research (OR) applies advanced
analytical methods to optimize complex
decision-making processes. Rooted in
mathematics and statistics, OR helps in areas
such as logistics, finance, and resource
allocation
Key Features
• Uses mathematical models and algorithm
• Helps in making better decisions
• Applied in logistics, resource allocation, finance, and manufacturing
Chapter 1:
Convex Sets
•• Line Segment Joining X and Y : For two points X,Y ∈Rn, the set
{u: u= λX+ (1−λ)Y, 0 ≤λ≤1} is called the line segment joining X and Y, and is denoted by[X :Y].
X and Y are the endpoints. For each λ, 0 <λ<1, the point
u= λX+ (1−λ)Y is called an in-between or internal point of the line segment.
1.
2.
Convex Set:
A set S ⊆Rn is said to be convex if, for each pair of points X,Y ∈S, the
line segment [X : Y] is contained in S. In other words, S ⊆Rn is convex if
and only if
X,Y ∈S= ⇒ [X : Y] ⊆S
or equivalently,
λX+ (1−λ)Y ∈S for 0 ≤λ≤1.
Hyperplane
Let C be a fixed element in Rn and z a real number. Then the set
H= {x∈Rn |⟨C,x⟩= z}
is defined by a hyperplane in Rn
.
Theorem 1

Hyperplanes are convex sets in Rn


.
Half spaces

Let c be a fixed element in Rn, and z∈R. Then


the sets
H1 = {x∈Rn |c·x≤z}
and
are closed half-spaces in Rn
.xt
Theorem 2

Half-spaces are convex.


Let x,y∈H1, where
H1 = {x∈Rn |c·x≤z}.
c·x≤z and c·y≤z.
Now, for 0 ≤λ≤1:
c·(λx+ (1−λ)y) = λc·x+ (1−λ)c·y≤λz+ (1−λ)z= z.
Thus,
for each λ such that 0 ≤λ≤1.
c·(λx+ (1−λ)y) ≤z,
H1 is a convex set.
Theorem 3

The intersection of the members of any family of


convex sets is again a convex set.
Quadratic Forms

Let x∈En. A homogeneous expression of the


second degree of the form
f(x) = c11x2
1 + c22x2
2 +···+ cnnx2
n + c12x1x2 + c13x1x3 +···+ c23x2x3 +···
where cij ∈R, i,j = 1,2,...,n, is called a quadratic form
in the n variables x1,x2,...,xn.
Definition

A quadratic form xTAx is said to be:


• Positive definite if xTAx>0 for all x̸= 0.
• Positive semidefinite if xTAx ≥0 for all x ̸= 0, and there is at least one
nonzero x (a vector) for which xTAx= 0.
• Negative definite and negative semidefinite are defined by reversing
the signs in the above definition.
Chapter 2:
Convex Functions
•• A function f(X) is convex if f((1-λ)X₁ + λX₂) ≤ (1-λ)f(X₁) + λf(X₂).
•• Convex functions ensure relativeminima are also global minima.
•• Theorems
•• Theorem 1
•Let X ∈E, and let f(X) = XTAX be a quadratic form. If f(X) is positive
semidefinite, then f(X) is a convex function.
•• Theorem 2

•Let K ⊆En be a convex set, X ∈K, and f(X) a convex function. Then if f(X) has
a relative minimum, it is also a global minimum. Also, if this minimum is attained
at more than one point, the minimum is attained at the convex linear
combination of all such points
•• Theorem 3

•Let f(X) be defined in a convex domain K ⊆En and be differentiable.


Then f(X) is a convex function if and only if
f(X2)−f(X1)≥(X2−X1)T∇f(X1) for all X1,X2 in K.
•• Theorem 4

•Let f(X) be a convex differentiable function defined in a convex domain K ⊆En.


Then X0 ∈Kis a global minimum if and only if
(X−X0)T∇f(X0) ≥0 for all X ∈K.
Chapter 3:
Linear Programming
•• Key concepts: Basic feasible solutions, vertices, and optimal solutions.
•• Theorems
•• Theorem 1

•The set SF of feasible solutions, if not empty, forms a convex set


(polytope) that is bounded from below and thus has at least one vertex
•• Theorem 2

•A basic feasible solution of the Linear Programming (LP) problem


is a vertex of the convex set of feasible solutions. independent, and
Or equivalently, if a set of vectors P1,P2,...,Pm can be found such
that they are linearly ξ1P1 + ξ2P2 +···+ ξmPm = B with ξj ≥0, j =
1,2,...,m, then. Xξ = [ξ1,ξ2,...,ξm,0,0,...,0]T which is a basic feasible
solution and a vertex (extreme point) of SF.
•• Theorem 3

• A vertex of SF is a basic feasible solution.


•• Theorem 4

• If f(x) is minimum at more than one of the vertices of SF, then it is


minimum at all those points
which are the convex linear combinations of these vertices.
Conclusion
•• Convex sets and functions play a crucial role in optimization.
•• Linear programming is widely used in decision-making.
•• OR provides structured methodologies for solving complex real-world
problems.
Bibliography
• S. Boyd and L. Vandenberghe, Convex Optimization, Cambridge University Press, 2004.
• D. P. Bertsekas, Nonlinear Programming, 2nd Edition, Athena Scientific, 1999.
• R. T. Rockafellar, ”Convex Analysis,” Princeton University Press, 1970.
• M. Shapiro, D. Dentcheva, and A. Ruszczy´nski, Lectures on Stochastic Programming: Modeling
and Theory, SIAM, 2009.
• L. G. Birge and F. Louveaux, ”Introduction to Stochastic Programming,” Springer, 2011.
THANK YOU

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