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確定性模式與案例分析

IEEM 5170. 確定性模式與案例分析. Deterministic Models and Case Studies. 授課教師 : 陳茂生. 壹 課程目的 : 介紹作業研究 ( 管理科學 ) 中各種確定性模式與其應用 , 經由案例分析 , 學習如何摘取資訊、如何建立模式、如何做敏感度分析、如何應用電腦求解。本課程強調資料收集、資料分析過程以及決策表達 , 學生將熟悉作業研究常用之電腦套裝軟體。.

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確定性模式與案例分析

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  1. IEEM 5170 確定性模式與案例分析 Deterministic Models and Case Studies 授課教師: 陳茂生

  2. 壹 課程目的: 介紹作業研究(管理科學)中各種確定性模式與其應用, 經由案例分析,學習如何摘取資訊、如何建立模式、如何做敏感度分析、如何應用電腦求解。本課程強調資料收集、資料分析過程以及決策表達,學生將熟悉作業研究常用之電腦套裝軟體。 This course surveys various models and techniques in operations research, with emphasis on applications. It focuses on: (1)data collection for analysis (2)data analysis process (3)the development of modeling skills (4)sensitivity analysis and computer supporting systems (5) the interpretation of results. Topics include linear programming, integer programming, network optimization models, goal programming, multi-objective optimization, project management

  3. 參. 課程內容或大綱 (1) 作業研究簡史與其發展近況 (2) 線性規劃(含多目標規劃)之理論基礎與應用 (3) 整數規劃之理論基礎與應用 (4) 網路模式與應用 (5) 專案管理與其應用 • The origin of Operations Research and current • progress in Operations Research • (2) Linear Programming: Summary of Basic Theory, Solution Methods and Applications • (3) Integer Programming: Summary of Basic Theory, Solution Methods and Applications • (4) Network Models and Its Applications • (5) Project Management and Its Applications

  4. 肆. 教本及參考資料: • Frederick S. Hillier and Gerald J. Lieberman, • Introduction to Operations Research, 7th ed. McGraw Hill, New York 2001. • 2. Lecture Notes, Case Problems. • 3. Selected literatures in Omega, Interface, Decision Science, OR/MS Today etc. • 4. Computer Softwares: LINGO, Microsoft Project 2000, STORM, LINDO, GINO, . . ., etc.. • 5. 網路資源Word-Wide-Web 詳細課程資料見網頁 hhttp://chern.ie.nthu.edu.tw/ora/ora.htm

  5. 微觀 ( Micro - ) 宏觀 (Macro - )

  6. Chapter 1 Introduction 1935 - 1937 Research on Radar: This work involved the closest possible cooperation between the scientists and the officers and men of the (English) Royal Air Force, so that the best tactical operations of both equipment and men, air and ground crews, could be achieved. History of Operations Research:

  7. 1938 A.P. Rowe was in charge of the scientific group at Bawdsey, refereed to it as "Operational Research". (Bawdsey is the birthplace of Operations Research.) 1942 U.S. captain W. D. Baker, an anti-submarine warfare officer with Atlantic Fleet, requested the establishment of an Anti-Submarine Warfare Operations Research Group(ASWORG). To lead ASWORG, later named Operations Research Group and attached to the Headquarters of the Commander-in-Chief, U.S. Navy, Philip, M. Morse, a physicist,

  8. was recruited from Massachusetts Institute of Technology to be project supervisor, and William Shockley, later to win a Nobel Prize for his work on the transistor, was brought from he Bell Laboratories to be director of research. Blackett early 1941 memorandum emphasized that the work of operational research was the "scientific analysis of operations,". Its objective is to assist the finding of means to improve the efficiency of air operations in progress or planned for the future. To do this, past operations are studied to determine the facts; theories are elaborated to explain the facts; and finally the facts and theories are used to make predictions about future operations . . . 

  9. Research on (military) operations, 1935 Management Sciences (synonym)   What is Operations Research/ Management Sciences? 1. The focus of the Operations Research is on applications of mathematics and logic in research and decision-making on operations, as well as problem solving in all types of public and private organization business, industry, government and state enterprises in order to bring about optimal outcomes in organizational operations.

  10. 2. “Scientific approach to decision making that involves the operations for organized systems. O.R. is concerned with optimal decision making in and modeling of deterministic and probabilistic systems that originate from real life,” – Hillier & Lieberman, Introduction to Operations Research, 7th Ed., Holden-Day, 1996 3. “Operations Research is the application of scientific methods to decision problems. It has found wide use and acceptance in all areas of business, government and industry.” – Saul L. Gass, College of Business & Management, University of Maryland, 1979.

  11. 4. “The use of analytic methods adapted from mathematics for solving operational and business problems” – Computer Dictionary, Charles J. Sippl and Charles P. Sippl, Howard W. Sams & Co., Inc., Indianapolis, 1978. 5. “A scientific method of providing executive department with a quantitative basis for decisions making operations under their control.” – Morse & Kimball, Methods of Operations Research, Columbia University Press for office of Naval Research, 1943 (9th printing, 1963).

  12. 6. “A branch of applied mathematics wherein the application is to the decision making process,” – Donald Gross, Department of Operations Research, The George Washington University, 1979. 7. Operations research employs mathematical models to suggest how best to operate and coordinate the activities within an organization. The tools of operations research are applied in industry, commerce, government, the military, education, health - in fact in virtually any area of human activity.

  13. 8. Operations Research (OR) is the study of how to form mathematical models of complex engineering and management problems and how to analyze them to gain insight about possible solutions. - Ronald L. Rardin, Optimization in Operations Research, prentice-Hall, Inc., 1998 The Origins of Operations Research: 1. The World War II; Its object is to assist the finding of means to improve the war operations in progress or planned for the future. To do this past studied to determine the facts; theories are elaborated to explain finally the facts and theories are used to make predictions about future operations.

  14. 2.Industrial revolution - increasing complexity (size) and specification in (creating new problems) 3. Computer Revolution 4. OR is applied to problems that concern how to conduct and coordinate the activities within an organization. 5.Scientific method; scientific research into the fundamental properties of practical management of the organization; OR uses the method of understand and explain phenomena of operating system.

  15. The Impact of Operations Research: 1. International Federation of Operations Research Societies (IFORS) -more than 30 countries, January,1, 1959. 2.Operations Research Society of America ORSA, founded May 26-27, 1952. 3.The Institute of Management Sciences TIMS, founded 1953. 4.The Institute of Operations Research and Management Sciences INFORMS: ORSA and TIMS are merged in 1995. 5.Operational Research Quarterly (Journal of Operational Research Society), the appearing in March 1950.  

  16. Applications of Operations Research: Team approach

  17. THE DISCIPLINE THE METHODS AND THEORIES Physical Sciences Mathematics Political Sciences Social Sciences Business Administration Industrial Engineering Behavior Science Economics Computer Science . . . Decision Theory Mathematical Programming Queuing Theories Scheduling Theory Reliability Theory Probability& Statistics Stochastic Process Simulation Inventory Theory Network Theory . . . ↘ ↙ Operations Research ↓ The Applications ↓ Education, Manufacturing, Heath, Finance, Energy and Utilities, Transportation, Environmental, Military, Forest Management . . .

  18. Summary • 作業研究(Operations Research OR)與管理科學 (Management • Science)是否不相同? Operations Research 這個名稱的來源如何? 為何會有 OR 這個領域產生? OR的發源地在那裡? OR 的技術為何會愈來愈重要(需求愈來愈多)? OR與電腦科學的發展有什麼關連性? 2.解釋什麼是”作業研究”。 3.”作業研究”有那些領域? 4.列舉一些”作業研究”的應用。 5. 應用”作業研究”技術來解決案例問題時, 應有什麼態度? 應 注意些什麼事項?

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