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The materials on this
site support the book Operations Research Models and
Methods, published
by John Wiley and Sons in 2003. The book is designed
to bridge the gap between theory and practice by presenting
the tools and techniques most suited for modern operations
research. A principal goal is to give engineers, analysts,
and decision makers a larger appreciation of the role
of operations research (OR) through examples of its application
and by explanation of its solution methodologies.
Topics are structured along functional
lines and span mathematical programming, stochastic
processes, and simulation. The presentation is designed
to give a full picture of the relationships that exist
among modeling, analysis, computations, algorithmic
implementation, and decision-making. Separate chapters
are included on models and methods for each topic.
By separating models and methods in a formal way, those
whose main interests do not lie in the mathematics
of OR can study the modeling material without intimidation.
For those who have the motivation or need to understand
the mathematics, a simple but rigorous development
of OR methods is provided.
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This part of the site contains a
variety of materials that support the textbook. Its contents
are organized under the five general headings of models,
methods, computation, problems, and OM/IE. The
models section contains brief discussions on how decision
problems can be expressed in a form amenable to analysis
along with examples.
The methods section contains pages that explain the theoretical
constructs behind the solution methods. The computation
section provides instructions for the Excel add-ins that
can be used to solve the models. The problems section
has modeling or algorithm problems. The OM/IE section opens
a separate site describing OR applications. It is described
below.
Major topics on the ORMM site include linear programming,
nonlinear programming, network flow programming, dynamic
programming, stochastic programming, combinatorics, analysis
of functions and general optimization. Probability models
considered include random variable analysis, decision
analysis, queuing analysis, stochastic processes and
simulation.
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Excel
Add-ins
Computational support is provided by Microsoft Excel add-ins.
The add-ins
are quite robust and extremely easy to use. They cover
all of the subjects described in the textbook as well
as many others that would be covered by operations management
and industrial engineering courses. They are divided
into three classes, Operations Research (ORMM),
Operations Management and Industrial Engineering (OR/IE),
and Teaching Methods of OR (Teach OR). All are downloaded
individually from the Excel download page. The entire
collection is included in the Jensen Library download.
The add-in user selects the model type from a menu,
enters basic size parameters in a dialog box, enters
the instance data on a data form, and selects a solution
process. Model results are automatically
computed and presented on the Excel worksheet. Very little
instruction is necessary for the user to input and solve
complex problems. The spreadsheet medium is very useful
because most people are familiar with its basic operations,
data analysis can be in the same file as models and solutions,
several OR methods can interact through the common interface,
and data can be easily modified for what-if analyses.
The add-ins are implemented in Visual Basic for Applications
(VBA) and stored in Excel add-in files (.xla). Add-ins
are not used like regular Excel workbook files. They
must be installed through the add-in dialog on the Tools
menu of Excel or with the control add-ins provided witht
the collection. Review the General
Instructions before using the add-ins. Some add-ins
use the Solver add-in that comes with Excel.
The Excel add-ins and data files work with Excel 97
or later versions of Excel on either the Macintosh (except
Excel 2008) or Windows operating systems. Excel 2008
for the Macintosh does not include VBA so it is excluded.
Add-ins in the ORMM collection include: linear programming,
nonlinear programming, network flow programming, dynamic
programming, stochastic programming, combinatorics, analysis
of functions and general optimization. Add-ins involving
probability models include random variable analysis,
decision analysis, queuing analysis, stochastic processes
(included with dynamic programming) and simulation.
Links on this page allow you to download Excel add-ins
for problem solving in OM/IE including: capital budgeting,
economic decision making, equity analysis, cost estimating,
forecasting, inventory analysis, facility layout, materials
requirement planning, process flow analysis and project
planning and control.
Add-ins in the OM/IE collection involve subjects often
taught in operations management and industrial engineering
courses. They include: capital budgeting, economic decision
making, equity analysis, cost estimating, forecasting,
inventory analysis, facility layout, materials requirement
planning, process flow analysis, project planning
and control, routing and data envelopement analysis.
Add-ins in the Teach OR collection assist in teaching/learning
mathematical programming algorithms. The six Excel add-ins
describe the traditional math programming methods: linear
programming, network flow programming, transportation
method, nonlinear programming, integer programming and
dynamic programming. Each add-in allows user interaction
to guide the solution process.
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Demonstration
Excel Files
There are one or more demonstration files for each
Excel add-in. The demonstration files are downloaded
through the Excel Download page. On that
page, select the add-in title of interest and the description
page lists the available demonstration files. Once
downloaded, a demonstration file is opened in Excel
by double clicking the file title or through the Open
File command of Excel.
The entire collection of demonstration files is downloaded
with the Jensen Library. The file is zipped to reduce
the size of the download. When unzipped, the files
are
placed within a directory called demo_xls.
That directory is placed within the Jensen.Lib directory.
The ORMM Control, OMIE Control, and Teach
OR Control add-ins have dialog boxes that open the
main demonstration
file for each add-in.
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The book CD provided student versions of popular commercial
software. This software is no longer included with the
book, but low cost or free demonstration
versions are listed below.
Excel Solver by Frontline Systems
The Excel Solver add-in is developed
by Frontline Systems. The Solver is a free addition to
Excel and is sufficient for all optimization
examples and exercises in the book. Frontline Systems
offers a wide variety of solvers for larger problems
and more complex optimization. The newer versions of
Solver also provide Monte Carlo simulation analysis.
MPL Modeling System by Maximal Software
MPL Modeling System from Maximal Software, Inc. is an
algebraic modeling system for mathematical programming
with the optimization solvers CPLEX from ILOG, Inc, and
CONOPT from ARKI Consulting. This software is available
for the Windows operating system. Download the free student/trial
versions from the Maximal Software site.
Extend from Imagine That
Extend is a discrete event and continuous simulation
package for modeling dynamic systems. This software is
available for both the Macintosh and Windows operating
systems. A free Demo version is available for small problems
from the Imagine That site.
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