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Operations Research Models and Methods
 

Contents
Text Contents
Unit
1 Problem Solving with Operations Research
  • 1.1 The Problem Solving Process
  • 1.2 Problems, Models and Methods
  • 1.3 About the Book
  • 1.4 Exercises
  • Bibliography

 

Unit
2 Linear Programming Models
  • 2.1 A Manufacturing Example
  • 2.2 Computational Considerations
  • 2.3 Terminology
  • 2.4 Solution Characteristics
  • 2.5 Solutions and Sensitivity Analysis
  • 2.6 Problem Classes
  • 2.7 Exercises
  • Bibliography

 

Unit

3 Linear Programming Methods

  • 3.1 Standard Form of Model
  • 3.2 Preparing the Model
  • 3.3 Geometric Properties of a Linear Program
  • 3.4 Simplex Tableau
  • 3.5 Information from the Simplex Form
  • 3.6 Simplex Method Using Tableaus
  • 3.7 Special Situations
  • 3.8 The Initial Basic Feasible Solution
  • 3.9 Dual Simplex Algorithm
  • 3.10 Simplex Method Using Matrix Notation
  • 3.11 Revised Simplex Method
  • 3.12 Exercises
  • Bibliography

 

Unit
4 Sensitivity Analysis, Duality, and Interior Point Methods
  • 4.1 Sensitivity Analysis
  • 4.2 The Dual Linear Program
  • 4.3 Interior Point Methods
  • 4.4 Exercises
  • Bibliography

 

Unit
5 Network Flow Programming Models
  • 5.1 Classical Models
  • 5.2 Extensions of the Basic Models
  • 5.3 Linear Programming Model
  • 5.4 Minimum Cost Flow Problem
  • 5.6 Exercises
  • Bibliography

 

Unit
6. Network Flow Programming Methods
  • 6.1 Transportation Problem
  • 6.2 Shortest Path Problem
  • 6.3 Maximum Flow Problem
  • 6.4 Pure Minimum Cost Flow Problem
  • 6.5 Exercises
  • Bibliography

 

Unit

7 Integer Programming Models

  • 7.1 Site Selection Example
  • 7.2 General Considerations
  • 7.3 System Design with Fixed Charges
  • 7.4 Facility Location Problem
  • 7.5 Covering and Partitioning Problems
  • 7.6 Distance Problems
  • 7.7 Examples
  • 7.8 Nonlinear Objective Function
  • 7.9 Exercises
  • Bibliography

 

Unit
8 Integer Programming Methods
  • 8.1 Greedy Algorithms
  • 8.2 Solution by Enumeration
  • 8.3 Branch and Bound
  • 8.4 Cutting Plane Methods
  • 8.5 Additional Cuts
  • 8.6 Exercises
  • Bibliography

 

Unit
9 Nonlinear Programming Models
  • 9.1 Manufacturing Example
  • 9.2 General Considerations
  • 9.3 Determining Convexity
  • 9.4 Applications
  • 9.5 Problem Classes
  • 9.6 Exercises
  • Bibliography

 

Unit
10 Nonlinear Programming Methods
  • 10.1 Classical Optimization
  • 10.2 Equality Constraints
  • 10.3 Inequality Constraints
  • 10.4 Separable Programming
  • 10.5 Quadratic Programming
  • 10.6 One-Dimensional Search Methods
  • 10.7 Multidimensional Search Methods
  • 10.8 Exercises
  • Bibliography

 

Unit
11 Models for Stochastic Processes
  • 11.1 Continuous-Time Markov Chains
  • 11.2 Realization of the Process
  • 11.3 Discrete-Time Markov Chains
  • 11.4 Examples of Stochastic Processes
  • 11.5 Assessment of Stochastic Models
  • 11.6 Exercises
  • Bibliography

 

Unit
12 Discrete-Time Markov Chains
  • 12.1 Transition Matrix
  • 12.2 Multi-Step Transitions
  • 12.3 Steady-State Solutions
  • 12.4 Economic Analysis
  • 12.5 Applications
  • 12.6 Exercises
  • Bibliography

 

Unit
13 Mathematics of Discrete-Time Markov Chains
  • 13.1 State-Transition Probabilities
  • 13.2 Classification of States
  • 13.3 Multi-Step Transition Matrix
  • 13.4 Transient Probability Vector
  • 13.5 Steady-State Probabilities
  • 13.6 Economic Analysis
  • 13.7 First Passage Times
  • 13.8 Absorbing State Probabilities
  • 13.9 Exercises
  • Bibliography

 

Unit
14 Continuous-Time Markov Chains
  • 14.1 Markovian Property
  • 14.2 Model Components
  • 14.3 Transient Solutions
  • 14.4 Steady-State Solutions
  • 14.5 Design Alternatives for ATM
  • 14.6 Birth and Death Processes
  • 14.7 Probabilistic Transitions
  • 14.8 Exercises
  • Bibliography

 

Unit

15 Mathematics of Continuous-Time Markov Chains

  • 15.1 Embedded Discrete-Time Markov Chain
  • 15.2 Steady-State Probabilities
  • 15.3 Economic Analysis
  • 15.4 First Passage Times
  • 15.5 Birth-Death Processes
  • 15.6 Exercises
  • Bibliography

 

Unit
16 Queueing Models
  • 16.1 System Characteristics
  • 16.2 Markov Queueing Systems
  • 16.3 Non-Markov Systems
  • 16.4 Exercises
  • Bibliography

 

Unit
17 Queueing Networks and Decision Models
  • 17.1 Jackson Networks
  • 17.2 Network Examples
  • 17.3 Expected Flow Time through Network
  • 17.4 Non-Poisson Networks
  • 17.5 Optimal Design of Queues
  • 17.6 Systems with Travel Times
  • 17.7 Exercises
  • Bibliography

 

Unit

18 Simulation

  • 18.1 Nature and Motivation for Simulation
  • 18.2 Model Components
  • 18.3 Inverse Transformation Method for Generating Random Variates
  • 18.4 Simulating Complex Random Variables
  • 18.5 Discrete Event Dynamic Simulation
  • 18.6 Simulation of Inventory System
  • 18.7 Steps in a Simulation Study
  • 18.8 Implementation Issues
  • 18.9 Analysis of Simulation Output
  • 18.10 Assessment of Methodology
  • 18.11 Exercises
  • Bibliography

 

 

  
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Operations Research Models and Methods
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by Paul A. Jensen
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