‫آﻴﻒ ﺗﻐﺪو إذا ﻏﺪوت ﻋﻠﻴﻼ‬ ‫ﻳﺎ أﻳﻬﺎ اﻟﻤﺸﺘﻜﻲ وﻣﺎ ﺑﻚ داء‬

‫ﻳﺒﺘﻐﻲ ﻗﺒﻞ اﻟﺮﺣﻴﻞ اﻟﺮﺣﻴﻞ‬ ‫إن ﺷﺮ اﻟﻨﻔﻮس ﻧﻔﺲ ﻳﺆوس‬

‫أن ﻳﺮى اﻟﻨﺪى ﻓﻮﻗﻬﺎ إآﻠﻴﻼ‬ ‫وﻳﺮى اﻟﺸﻮك ﻓﻲ اﻟﻮرود وﻳﻌﻤﻰ‬

Introduction to Industrial Engineering

Chapter 11: Operations Research:
Optimization and Simulation

Nadjib BRAHIMI
Department of Industrial Engineering and Management

Offices: W9-210 (Mon, Tue, Wed) M8-001 (Sun, Thu)

e-mail: nbrahimi@[Link]

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 1. Definitions
ƒ Definition from the Operational Research Society of the
United Kingdom:
The attack of modern science on complex problems arising in the
direction and management of large systems of men, machines, materials,
and money in industry, business, government, and defence. The
distinctive approach is to develop a scientific model of the system,
incorporating measurement of factors such as chance and risk, with
which to predict and compare the outcomes of alternative decisions,
strategies, or controls. The purpose is to help management determine its
policies and actions scientifically.
ƒ Similarity to Industrial Engineering
Mathematical Orientation

Industrial Engineering Operations Research

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2. OR in Industrial Engineering: Examples
ƒ In Plant location
m n n
Minimize TotalCost = ∑∑ cij xij + ∑ k j y j
i =1 j =1 j =1

subject to :
m

∑x
i =1
ij ≤ my j ( j = 1,..., n)
n

∑x
j =1
ij =1 (i = 1,..., m)

y j = 0 or 1
xij ≥ 0
ƒ Also in Facility Layout, in Inventory Control, in Quality
Control, …
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 3. OR for problem modeling and solving
A system: A group of elements functionally related.

A system (e.g. Human body, a computer

network, a production unit, …) OR model

∑
Element Element

Element Element

What is a mathematical model?

An abstract model,
which mathematically describes the relationships among elements in a
system.

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ƒ Why do we build models?
ƒ Provides insight.
ƒ Play scenarios
ƒ Take decisions

ƒ Types of OR models
ƒ Mathematical Programming models
ƒ Networks models
ƒ Simulation models
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 a. Mathematical programming (model)

ƒ A mathematical program is a mathematical model that represents a

particular problem of a system.
ƒ Solving the mathematical program is equivalent to finding the best
solution of the problem Î optimal solution.

Optimize
Math. program Optimum

Abstract Apply

Problem Solution

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 Forming a Math Programming Model
ƒ Decision variables
ƒ Parameters and Data
ƒ Objective Function
ƒ Constraints
ƒ The general form of a math programming model is:

min or max f ( x1 ,..., xn )

⎧≤ ⎫
⎪ ⎪
s.t. gi ( x1 ,..., xn ) ⎨= ⎬ bi i = 1,..., m constraints
⎪≥ ⎪
⎩ ⎭
xk ∈ X k = 1,..., n variables

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 Solutions
ƒ A solution is an assignment of values to variables.
ƒ A feasible solution is an assignment such that all constraints are satisfied.
ƒ The objective function value of a solution is obtained by evaluating the
objective function at the given point.
ƒ An optimal solution (assuming maximization) is one whose objective
function value is greater than or equal to that of all other feasible solutions.
ƒ Note that a math program may not have a feasible solution

min or max f ( x1 ,..., xn )

⎧≤ ⎫
⎪ ⎪
s.t. gi ( x1 ,..., xn ) ⎨= ⎬ bi i = 1,..., m constraints
⎪≥ ⎪
⎩ ⎭
xk ∈ X k = 1,..., n variables

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Mathematical programming models

)ƒ Linear
ƒ Non-linear
ƒ Real Mixed Integer Linear Programming
) ƒ Integer or MILP
ƒ Stochastic
) ƒ Deterministic
min or max f ( x1 ,..., xn )
⎧≤ ⎫
⎪ ⎪
s.t. gi ( x1 ,..., xn ) ⎨= ⎬ bi i = 1,..., m constraints
⎪≥ ⎪
⎩ ⎭
xk ∈ X k = 1,..., n variables

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Examples of mathematical programming models
ƒ Inventory control and production planning

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Examples of mathematical programming models
ƒ Radio surgery

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Examples of mathematical programming models
ƒ Robot motion control

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 b. Network models
ƒ Represent the problem under the form of a set of nodes
connected using branches or arcs

C
D

B E

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 Examples of network models
ƒ Routing of water counter maintenance workers

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 Examples of network models
ƒ Routing of water counter maintenance workers

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 Examples of network models
ƒ Inventory control

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 How to solve the mathematical and network models?
ƒ Using algorithms: List of well defined steps to accomplish a
task.
1. Do it by hand

2. Implement the algorithm

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 How to solve the mathematical and network models?
ƒ Industrial Engineers design a lot of algorithms (or
procedures if you want) in their life.

ƒ They either
ƒ Let computer engineers (programmers) implement them

or

ƒ They implement them themselves (a better choice)

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 c. Computer Simulation models
ƒ Computer program that tries to emitate the behavior of the
system.
ƒ Objective: Do « What if? » analysis on the model instead of
doing it on the physical system

ƒ Example: Improvement of the capacity of an assembly line

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 c. Computer Simulation models
ƒ Example 2: Use in flow simulation in a hospital

ƒ Example 3: Material handling

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