15.057 spring 03 vande vate1 intro to systems optimization john vande vate

14
15.057 Spring 03 Vande V ate 1 Intro to Systems Optimization John Vande Vate

Upload: shanon-lee

Post on 18-Jan-2016

221 views

Category:

Documents


0 download

TRANSCRIPT

Page 1: 15.057 Spring 03 Vande Vate1 Intro to Systems Optimization John Vande Vate

15.057 Spring 03 Vande Vate 1

Intro to Systems Optimization

John Vande Vate

Page 2: 15.057 Spring 03 Vande Vate1 Intro to Systems Optimization John Vande Vate

15.057 Spring 03 Vande Vate 2

Our Focus Broadly

Application of mathematical analysis to the design and analysis of systems through the intermediary of abstract models.

Page 3: 15.057 Spring 03 Vande Vate1 Intro to Systems Optimization John Vande Vate

15.057 Spring 03 Vande Vate 3

Who am I?

John Vande Vate ►PhD from MIT ►Professor in School of Industrial & Sys.

Eng at Georgia Institute of Technology►President of TechLogisticsTM, LLC ►Executive Director of EMIL (Executive

Master’s in International Logistics)

Page 4: 15.057 Spring 03 Vande Vate1 Intro to Systems Optimization John Vande Vate

15.057 Spring 03 Vande Vate 4

Teaching Experience

Georgia Tech► ISyE: BS, MS, PhD and Executive ►Mgmt: Executive

MIT ►This course last year: Everyone got out alive!

CMU ►MBA

Shanghai Institute of Mechanical Engineering ►MBA

Page 5: 15.057 Spring 03 Vande Vate1 Intro to Systems Optimization John Vande Vate

15.057 Spring 03 Vande Vate 5

Industrial Experience

Over 20 years ►Worked with J.F. Shapiro through grad school

Bank of Boston International PaperUnilever…

► Independent consulting Ford SmithKline Beecham Wyeth Ayerst Labs RockTenn

Burger KingMillikenSabreScientific Atlanta...

Page 6: 15.057 Spring 03 Vande Vate1 Intro to Systems Optimization John Vande Vate

15.057 Spring 03 Vande Vate 6

Course Organization

Pedagogical Axis ►Networks ►Linear Programming ► Integer Programming ►Non-Linear Programming ►Heuristics

Increasing complexity Increasing power

Page 7: 15.057 Spring 03 Vande Vate1 Intro to Systems Optimization John Vande Vate

15.057 Spring 03 Vande Vate 7

Course Organization

Tools & Texts Axis ►Excel Solver & Eppen et al. ►Familiar medium ►Firm foundation

AMPL & Fourer et al. ►Industrial standard ►Real potential

Page 8: 15.057 Spring 03 Vande Vate1 Intro to Systems Optimization John Vande Vate

15.057 Spring 03 Vande Vate 8

Course Schedule

Start with Mini Course on Networks ►Structured special class ►Easy to visualize ►Illustrate General Concepts

Solution techniques Sensitivity analysis

►Intuitive development in higher dimensions ►Methods in texts are misleading too

Page 9: 15.057 Spring 03 Vande Vate1 Intro to Systems Optimization John Vande Vate

15.057 Spring 03 Vande Vate 9

Group Work

Teams of 4 or 5 Every team must include BOTH on-

campus and off-campus participantsTeams work on

►Course Project ►Challenge Topics

Page 10: 15.057 Spring 03 Vande Vate1 Intro to Systems Optimization John Vande Vate

15.057 Spring 03 Vande Vate 10

Challenge Topics

Network Modeling Challenge:

Extraterrestrial Optimization

LP Modeling Challenge:

Financial Optimization

IP Modeling Challenge:

Smelly Optimization

Modeling Challenge IV: TBA

Page 11: 15.057 Spring 03 Vande Vate1 Intro to Systems Optimization John Vande Vate

15.057 Spring 03 Vande Vate 11

Grades

Exam 1 25% Exam 2 (Final) 25% Challenges: 25% Course Project: 25%

Page 12: 15.057 Spring 03 Vande Vate1 Intro to Systems Optimization John Vande Vate

15.057 Spring 03 Vande Vate 12

Install Solver Add-In

Tools |Add-Ins ►Select Solver Add-in

May require installing components Method 1

►With install cd Method 2

►Copy solver.xla and solver32.dll to..\Microsoft Office\Office\Library\Solver\

Page 13: 15.057 Spring 03 Vande Vate1 Intro to Systems Optimization John Vande Vate

15.057 Spring 03 Vande Vate 13

Install Premium Solver

Must have Solver installedCD that accompanies Moore et al.\html\PremiumSolverexecute PremSolv.EXENot absolutely necessary, but

recommended.

Page 14: 15.057 Spring 03 Vande Vate1 Intro to Systems Optimization John Vande Vate

15.057 Spring 03 Vande Vate 14

Bring your laptop to class

We will do lots of hands-on modelingThursday:

►01AssignmentModel.xls ►02TransportationModel.xls