IEMS 310 Operations Research

Spring 2009

Updated 6/8/2009

Lectures: Monday Wednesday Friday 11:00-11:50 in L158

Instructor: Benjamin Armbruster, lastname@northwestern.edu
Office Hours Monday 4-5 and Wednesday 5-6 in Tech M237

TA: Yue Geng, first-last@northwestern.edu
Office Hours Thursday 1:30-3:30 in Tech C236


Textbook: The Science of Decision Making by Eric Denardo (Northwestern alumnus).
Syllabus, Tentative Schedule
Jump to Homework and Handouts, Projects and Old Announcements

Announcements

Homework and Handouts

Asset Allocation slides and spreadsheet from lecture 1.

Virginia Postrel's description of Operations Research. Summaries of its use in WW2 by Beasley and the wikipedia.

The CD accompanying the book (or from the book website) contains a folder with Excel files for each of the tables in the book.

Slides from lecture 2. In this lecture we also looked at table 2.12 (see the Excel files accompanying the book).

Slides from lecture 4 (4/6). Spreadsheet illustrating the dual problem discussed in class.

Slides from lecture 5 (4/8).

Slides from lecture 6 (4/10).

Hwk 1 and Solutions with spreadsheet

Slides from lecture 8 (4/15). In this lecture we also looked at tables 4.3 and 4.6 (see the Excel files accompanying the book)

Hwk 2 Solutions and solution spreadsheet

Slides from lecture 9 (4/17). In this lecture we also looked at table 4.22 (see the Excel files accompanying the book)

Slides from lecture 10 (4/20). This spreadsheet goes step-by-step through the production example --- table 4.22 from the book (you could also look at the Excel file accompanying the book).

Slides from lecture 11 (4/22).

Slides from lecture 12 (4/24). We used this spreadsheet for the TSP example (from p207 in the book).

Hwk 3 solutions pdf and spreadsheet

Slides from lecture 13 (4/27).

Take-home quiz solution

Slides from lecture 15 (5/1).

Slides from lecture 16 (5/4).

Newsvendor spreadsheet from lectures 16-17 (5/4-6).

Slides from lecture 17 (5/6).

Slides from lecture 18 (5/8). For Markov Decision Processes we referred to spreadsheet 9.14 from the book.

Some notes on conditional probability from a course at MIT.

Slides from lecture 19 (5/11).

Hwk 4 Solutions

Slides from lecture 20 (5/13).

Slides from lecture 21 (5/15).

Online queueing calculators 1, 2 and
Excel add-ins (these won't work for Excel 2008) QTP (doesn't work on the mac), and ORMM

Slides from lecture 22 (5/18).

Slides from lecture 23 (5/20).

Slides from lecture 24 (5/22) and the spreadsheet we used in class.

Slides from lecture 25 (5/27) and a spreadsheet illustrating stochastic programming.

Slides from lecture 26 (5/29) and a spreadsheet showing how to simulate a queue with the ORMM Excel-addins. (We also looked at the spreadsheet accompanying table 15.5 from the book.)

Practice Final 1 Solutions

Slides from lecture 27 (6/1)

Practice Final 2 Solutions

Step-by-step guide for one of the online queueing calculators

Slides from lecture 29 (6/1)

Final and Solutions

Projects

Examining health, cost, and variety when selecting a diet. [report], [model]

Vehicle routing for Northwestern's Safe Ride. [report], [model]

Pricing plane tickets as the date of the flight approaches. [report], [model]

Pricing plane tickets for business and leisure travelers and an airline's buy vs. lease decision. [report], [model]

Tentative Schedule

dates and chapter numbers
week 1 (3/30-4/3): 2
week 2 (4/6-4/10): 3, 19.1-19.12
week 3 (4/13-4/17): 4
week 4 (4/20-4/24): 5-6
week 5 (4/27-5/1): 7-8, 11
4/28-29 take-home quiz
week 6 (5/4-5/8): 9
5/8 last day to drop
week 7 (5/11-5/15): 12
week 8 (5/18-5/22): 14
week 9 (5/25-5/29): 15
5/25 Memorial Day
week 10 (6/1-6/5): slack
6/1 project due
6/5 4pm to 6/6 4pm take-home final

Old Announcements

IE majors will not receive any credit for the course.

For 3/30 skim chapter 1 and familiarize yourself with Excel (sections 2.5, 2.6, and 2.10).

For week 1 read the rest of chapter 2.

For week 2 read chapters 3 and 19.1-10.

Hwk 1 due on Friday, 4/10, by 5pm in Yue's office hours.

Hwk 2 is due on Friday, 4/17, by 5pm in Yue's office hours.

For week 3 read chapter 4.

Yue's office hours will move from Fridays to Thursdays 1:30-3:30 starting this week. They will still be in C236.

Hwk 3 is due on Friday, 4/24, by 5pm.

For week 4 read sections 5.1-5.5 and chapter 6.

The take home quiz will be from 11am Tuesday 4/28 to 11am Wednesday 4/29. Also, Benjamin Armbruster's Wednesday 4/29 office hours will be moved to Tuesday 5-6pm (updated).

For week 5 read chapters 7, 8, and 11 to review probability.

My Wednesday 5/6 office hours will be moved to Tuesday 5-6pm.

For week 6 read chapter 12.

Hwk 4 is due in office hours on Monday 5/11 (updated).

Hwk 5 is due in class on Friday 5/15.

Suggested reading for week 7 is chapter 14.

Suggested reading for week 8 is chapter 15.

Hwk 6 is due in class on Wednesday 5/27.

My Monday office hours next week are moved to Tuesday 5/26 5-6pm.

The IEMS Computing Lab in Tech C135 has Excel. I recommend that students with Excel 2008 for the mac obtain the free solver because it doesn't come with one.

The take-home final is scheduled for 4pm Friday June 5 to 4pm Saturday June 6.

Call center assignment for the case discussion in class on Wednesday.

There will be an additional office hour on Friday from 2-3pm.