Introduction to operations research
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| Format: | Buch |
| Sprache: | English |
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Boston [u.a.]
McGraw-Hill
2005
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| Ausgabe: | 8. ed., internat. ed. |
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| 245 | 1 | 0 | |a Introduction to operations research |c Frederick S. Hillier ; Gerald J. Lieberman |
| 250 | |a 8. ed., internat. ed. | ||
| 264 | 1 | |a Boston [u.a.] |b McGraw-Hill |c 2005 | |
| 300 | |a XXV, 1061 S. |b graph. Darst. |e CD-ROM (12 cm) | ||
| 336 | |b txt |2 rdacontent | ||
| 337 | |b n |2 rdamedia | ||
| 338 | |b nc |2 rdacarrier | ||
| 650 | 4 | |a Investigación de operaciones | |
| 650 | 7 | |a Operations research |2 gtt | |
| 650 | 7 | |a Pesquisa operacional |2 larpcal | |
| 650 | 4 | |a Recherche opérationnelle | |
| 650 | 4 | |a Operations research | |
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Datensatz im Suchindex
| _version_ | 1819684075673223168 |
|---|---|
| adam_text | TABLE OF CONTENTS
PREFACE xviii
CHAPTER 1
Introduction 1
1.1 The Origins of Operations Research 1
1.2 The Nature of Operations Research 2
1.3 The Impact of Operations Research 3
1.4 Algorithms and OR Courseware 5
Selected References 6
Problems 7
CHAPTER 2
Overview of the Operations Research Modeling Approach 8
2.1 Defining the Problem and Gathering Data 8
2.2 Formulating a Mathematical Model 12
2.3 Deriving Solutions from the Model 15
2.4 Testing the Model 17
2.5 Preparing to Apply the Model 19
2.6 Implementation 21
2.7 Conclusions 22
Selected References 23
Problems 23
CHAPTER 3
Introduction to Linear Programming 25
3.1 Prototype Example 26
3.2 The Linear Programming Model 32
3.3 Assumptions of Linear Programming 37
3.4 Additional Examples 44
3.5 Some Classic Case Studies 60
3.6 Formulating and Solving Linear Programming Models on a Spreadsheet 65
3.7 Formulating Very Large Linear Programming Models 73
3.8 Conclusions 80
Appendix 3.1 The LINGO Modeling Language 81
Selected References 90
Learning Aids for This Chapter on CD ROM 90
Problems 91
Case 3.1 Auto Assembly 100
Previews of Added Cases on CD ROM 102
Case 3.2 Cutting Cafeteria Costs 102
Case 3.3 Staffing a Call Center 102
Case 3.4 Promoting a Breakfast Cereal 102
CONTENTS
CHAPTER 4
Solving Linear Programming Problems: The Simplex Method 103
4.1 The Essence of the Simplex Method 103
4.2 Setting Up the Simplex Method 108
4.3 The Algebra of the Simplex Method 1 I 1
4.4 The Simplex Method in Tabular Form 1 17
4.5 Tie Breaking in the Simplex Method 121
4.6 Adapting to Other Model Forms 124
4.7 Postoptimality Analysis 142
4.8 Computer Implementation 1 50
4.9 The Interior Point Approach to Solving Linear Programming Problems 1 53
4.10 Conclusions 158
Appendix 4.1 An Introduction to Using UNDO 158
Selected References 161
Learning Aids for This Chapter on CD ROM 161
Problems 162
Case 4.1 Fabrics and Fall Fashions 170
Previews of Added Cases on CD ROM 1 72
Case 4.2 New Frontiers 172
Case 4.3 Assigning Students to Schools 172
CHAPTER 5
The Theory of the Simplex Method 173
5.1 Foundations of the Simplex Method 173
5.2 The Revised Simplex Method 184
5.3 A Fundamental Insight 193
5.4 Conclusions 201
Selected References 201
Learning Aids for This Chapter on CD ROM 201
Problems 202
CHAPTER 6
Duality Theory and Sensitivity Analysis 209
6.1 The Essence of Duality Theory 210
6.2 Economic Interpretation of Duality 217
6.3 Primal Dual Relationships 220
6.4 Adapting to Other Primal Forms 225
6.5 The Role of Duality Theory in Sensitivity Analysis 229
6.6 The Essence of Sensitivity Analysis 231
6.7 Applying Sensitivity Analysis 239
6.8 Performing Sensitivity Analysis on a Spreadsheet 259
6.9 Conclusions 275
Selected References 275
Learning Aids for This Chapter on CD ROM 276
Problems 276
Case 6.1 Controlling Air Pollution 289
Previews of Added Cases on CD ROM 290
Case 6.2 Farm Management 290
Case 6.3 Assigning Students to Schools (Revisited) 291
Case 6.4 Writing a Nontechnical Memo 291
CONTENTS l
CHAPTER 7
Other Algorithms for Linear Programming 292
7.1 The Dual Simplex Method 292
7.2 Parametric Linear Programming 295
7.3 The Upper Bound Technique 300
7.4 An Interior Point Algorithm 303
7.5 Conclusions 314
Selected References 314
Learning Aids for This Chapter on CD ROM 31 5
Problems 31 5
CHAPTER 8
The Transportation and Assignment Problems 320
8.1 The Transportation Problem 321
8.2 A Streamlined Simplex Method for the Transportation Problem 335
8.3 The Assignment Problem 350
8.4 A Special Algorithm for the Assignment Problem 359
8.5 Conclusions 363
Selected References 363
Learning Aids for This Chapter on CD ROM 364
Problems 364
Case 8.1 Shipping Wood to Market 372
Previews of Added Cases on CD ROM 373
Case 8.2 Continuation of the Texago Case Study 373
Case 8.3 Project Pickings 373
CHAPTER 9
Network Optimization Models 374
9.1 Prototype Example 375
9.2 The Terminology of Networks 376
9.3 The Shortest Path Problem 380
9.4 The Minimum Spanning Tree Problem 384
9.5 The Maximum Flow Problem 388
9.6 The Minimum Cost Flow Problem 396
9.7 The Network Simplex Method 404
9.8 A Network Model for Optimizing a Projects Time Cost Trade Off 414
9.9 Conclusions 426
Selected References 427
Learning Aids for This Chapter on CD ROM 427
Problems 428
Case 9.1 Money in Motion 437
Previews of Added Cases on CD ROM 439
Case 9.2 Aiding Allies 439
Case 9.3 Steps to Success 439
CHAPTER 10
Dynamic Programming 440
10.1 A Prototype Example for Dynamic Programming 440
10.2 Characteristics of Dynamic Programming Problems 445
10.3 Deterministic Dynamic Programming 447
CONTENTS
10.4 Probabilistic Dynamic Programming 466
10.5 Conclusions 471
Selected References 472
Learning Aids for This Chapter on CD ROM 472
Problems 472
CHAPTER 11
Integer Programming 478
11.1 Prototype Example 479
1 1.2 Some BIP Applications 482
1 1.3 Innovative Uses of Binary Variables in Model Formulation 487
1 1.4 Some Formulation Examples 493
11.5 Some Perspectives on Solving Integer Programming Problems 501
1 1.6 The Branch and Bound Technique and Its Application to Binary
Integer Programming 505
1 1.7 A Branch and Bound Algorithm for Mixed Integer
Programming 515
1 1.8 The Branch and Cut Approach to Solving BIP Problems 521
1 1.9 The Incorporation of Constraint Programming 527
11.10 Conclusions 533
Selected References 533
Learning Aids for This Chapter on CD ROM 534
Problems 534
Case 11.1 Capacity Concerns 544
Previews of Added Cases on CD ROM 546
Case 11.2 Assigning Art 546
Case 11.3 Stocking Sets 546
Case 11.4 Assigning Students to Schools (Revisited Again) 546
CHAPTER 12
Nonlinear Programming 547
12.1 Sample Applications 548
12.2 Graphical Illustration of Nonlinear Programming Problems 552
12.3 Types of Nonlinear Programming Problems 556
12.4 One Variable Unconstrained Optimization 561
12.5 Multivariable Unconstrained Optimization 567
12.6 The Karush Kuhn Tucker (KKT) Conditions for Constrained
Optimization 572
12.7 Quadratic Programming 576
12.8 Separable Programming 583
12.9 Convex Programming 589
12.10 Nonconvex Programming (with Spreadsheets) 597
12.11 Conclusions 602
Selected References 603
Learning Aids for This Chapter on CD ROM 603
Problems 604
Case 12.1 Savvy Stock Selection 615
Previews of Added Cases on CD ROM 616
Case 12.2 International Investments 616
Case 12.3 Promoting a Breakfast Cereal (Revisited) 616
CONTENTS xi
CHAPTER 13
Metaheuristics 617
13.1 The Nature of Metaheuristics 618
13.2 Tabu Search 625
13.3 Simulated Annealing 635
1 3.4 Genetic Algorithms 644
13.5 Conclusions 652
Selected References 654
Learning Aids for This Chapter on CD ROM 654
Problems 655
CHAPTER 14
Game Theory 659
14.1 The Formulation of Two Person, Zero Sum Games 659
14.2 Solving Simple Games—A Prototype Example 661
14.3 Games with Mixed Strategies 666
14.4 Graphical Solution Procedure 667
14.5 Solving by Linear Programming 670
14.6 Extensions 673
14.7 Conclusions 674
Selected References 674
Learning Aids for This Chapter on CD ROM 675
Problems 675
CHAPTER 15
Decision Analysis 680
15.1 A Prototype Example 681
15.2 Decision Making without Experimentation 682
15.3 Decision Making with Experimentation 687
15.4 Decision Trees 693
15.5 Using Spreadsheets to Perform Sensitivity Analysis on Decision Trees 698
15.6 Utility Theory 708
15.7 The Practical Application of Decision Analysis 715
15.8 Conclusions 718
Selected References 718
Learning Aids for This Chapter on CD ROM 71 9
Problems 719
Case 15.1 Brainy Business 729
Preview of an Added Case on CD ROM 731
Case 15.2 Smart Steering Support 731
CHAPTER 16
Markov Chains 732
16.1 Stochastic Processes 732
16.2 Markov Chains 734
16.3 Chapman Kolmogorov Equations 739
16.4 Classification of States of a Markov Chain 742
16.5 Long Run Properties of Markov Chains 744
16.6 First Passage Times 750
CONTENTS
16.7 Absorbing States 752
16.8 Continuous Time Markov Chains 755
Selected References 759
Learning Aids for This Chapter on CD ROM 760
Problems 760
CHAPTER 17
Queueing Theory 765
17.1 Prototype Example 766
17.2 Basic Structure of Queueing Models 766
17.3 Examples of Real Queueing Systems 771
17.4 The Role of the Exponential Distribution 774
17.5 The Birth and Death Process 780
17.6 Queueing Models Based on the Birth and Death Process 784
17.7 Queueing Models Involving Nonexponential Distributions 796
17.8 Priority Discipline Queueing Models 804
17.9 Queueing Networks 809
17.10 The Application of Queueing Theory 813
17.1 1 Conclusions 817
Selected References 818
Learning Aids for This Chapter on CD ROM 818
Problems 81 9
Case 17.1 Reducing In Process Inventory 831
Preview of an Added Case on CD ROM 832
Case 17.2 Queueing Quandary 832
CHAPTER 18
Inventory Theory 833
18.1 Examples 834
18.2 Components of Inventory Models 836
18.3 Deterministic Continuous Review Models 838
18.4 A Deterministic Periodic Review Model 848
18.5 Deterministic Multiechelon Inventory Models for Suply Chain Management 852
18.6 A Stochastic Continuous Review Model 870
18.7 A Stochastic Single Period Model for Perishable Products 875
18.8 Larger Inventory Systems in Practice 886
18.9 Conclusions 889
Selected References 890
Learning Aids for This Chapter on CD ROM 891
Problems 891
Case 18.1 Brushing Up on Inventory Control 900
Previews of Added Cases on CD ROM 902
Case 18.2 TNT: Tackling Newsboy s Teachings 902
Case 18.3 Jettisoning Surplus Stock 902
CHAPTER 19
Markov Decision Processes 903
19.1 A Prototype Example 903
19.2 A Model for Markov Decision Processes 906
19.3 Linear Programming and Optimal Policies 908
CONTENTS xlii
19.4 Policy Improvement Algorithm for Finding Optimal Policies 912
19.5 Discounted Cost Criterion 917
19.6 Conclusions 924
Selected References 925
Learning Aids for This Chapter on CD ROM 925
Problems 926
CHAPTER 20
Simulation 930
20.1 The Essence of Simulation 930
20.2 Some Common Types of Applications of Simulation 942
20.3 Generation of Random Numbers 946
20.4 Generation of Random Observations from a Probability Distribution 950
20.5 Outline of a Major Simulation Study 954
20.6 Performing Simulations on Spreadsheets 959
20.7 Optimizing with OptQuest 978
20.8 Conclusions 991
Selected References 993
Learning Aids for This Chapter on CD ROM 993
Problems 994
Case 20.1 Reducing In Process Inventory (Revisited) 1001
Case 20.2 Action Adventures 1001
Previews of Added Cases on CD ROM 1002
Case 20.3 Planning Planers 1002
Case 20.4 Pricing under Pressure 1002
APPENDIXES
1. Documentation for the OR Courseware 1 003
2. Convexity 1006
3. Classical Optimization Methods 1011
4. Matrices and Matrix Operations 1014
5. Table for a Normal Distribution 1019
PARTIAL ANSWERS TO SELECTED PROBLEMS 1021
INDEXES
Author Index 1035
Subject Index 1038
|
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| indexdate | 2024-12-23T18:07:45Z |
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| spellingShingle | Hillier, Frederick S. 1936- Lieberman, Gerald J. 1925- Introduction to operations research Investigación de operaciones Operations research gtt Pesquisa operacional larpcal Recherche opérationnelle Operations research Operations Research (DE-588)4043586-6 gnd |
| subject_GND | (DE-588)4043586-6 (DE-588)4151278-9 |
| title | Introduction to operations research |
| title_auth | Introduction to operations research |
| title_exact_search | Introduction to operations research |
| title_full | Introduction to operations research Frederick S. Hillier ; Gerald J. Lieberman |
| title_fullStr | Introduction to operations research Frederick S. Hillier ; Gerald J. Lieberman |
| title_full_unstemmed | Introduction to operations research Frederick S. Hillier ; Gerald J. Lieberman |
| title_short | Introduction to operations research |
| title_sort | introduction to operations research |
| topic | Investigación de operaciones Operations research gtt Pesquisa operacional larpcal Recherche opérationnelle Operations research Operations Research (DE-588)4043586-6 gnd |
| topic_facet | Investigación de operaciones Operations research Pesquisa operacional Recherche opérationnelle Operations Research Einführung CD-ROMs |
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