Republic of the Philippines
Western Mindanao State University
College of Science and Mathematics
DEPARTMENT OF MATHEMATICS AND STATISTICS
COURSE CODE Math 143
COURSE NAME Operations Research
PREREQUISITE Linear Algebra
COURSE CREDIT 3 Units (3 hours lecture)
COURSE DESCRIPTION
The course is an introduction to linear programming. It covers basic concepts, problem formulation,
and graphical solution for two variable problems, simplex algorithm and other algorithms for special
LP problems, duality and sensitivity analysis. In class lectures and discussions are supplemented by
computer hands-0n sessions. (CMO 48 s 2017)
COURSE LEARNING OUTCOMES:
At the end of the semester, the students can:
1 Determine appropriateness of linear programming (LP) modeling as framework to investigate
real world problems
2 Develop LP models that consider key elements of real world problems
3 Solve the models for their optimal solutions
4 Interpret the models’ solutions and infer solutions to the real world problems
5 Illustrate proficiency in the use of the simplex method and its variants and extensions
6 Apply the principle of duality in solving LP problems
7 Demonstrate proficiency in using appropriate mathematical software in solving problems
8 Apply parametric and integer programming whenever appropriate
9 Develop a report that describes the formulation of a model, its solution, and analysis with
recommendations in language understandable to decision makers
REFERENCE/S The following books will be used as major reference
1. Taha. Operations Research: An Introduction
2. Gass. Linear Programming(Methods and Applications)
3. Gillet. Introduction to Operation Research
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GRADE COMPONENT AND CORRESPONDING WEIGHT:
For the 1st Semester, S.Y. 2020-2021
FINAL RATING
Midterm Grade ..................... 40%
Final term Grade .................. 60%
100%
MIDTERM GRADE
Midterm Exam (to be administered face to face) …………...40%
Written Output (can be generated online or offline) ……………30%
e.g. quizzes, essays, case analysis, reflection paper & etc.
Course Output/Project(can be generated online or offline) …20%
Participation(can be generated online or offline) ……………..…..10%
100%
FINAL TERM GRADE
Final Exam (to be administered face to face) …….…………...40%
Written Output (can be generated online or offline) ……………30%
e.g. quizzes, essays, case analysis, reflection paper & etc.
Course Output/Project(can be generated online or offline) …20%
Participation(can be generated online or offline) ……………..…..10%
100%
SAMPLE COMPUTATION OF PERCENTAGE GRADE FOR A QUIZ OR EXAM
Percentage Grade = raw score / total number of items x 100
Example: raw score = 40, total items = 50
GRADE = 40/50 x 100
= 0.80 x 100
=30.8 +45
=80%
TOTAL SCORE ............................... 40 correct out of 50 items
PERCENTAGE GRADE ................. 80%
NUMERICAL RATING .................. 2.00
REMARKS ...................................... PASSED
Passing Grade = 60%
NUMERICAL
% EQUIVALENT
RATING
96-100 1.0
91-95 1.25
86-90 1.5
81-85 1.75
76-80 2.0
71-75 2.25
66-70 2.5
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62-65 2.75
60-61 3.0
Below 60 5.0
Lacks requirements and/or final exam INC
Authorized Withdrawal (Dropped with permit) AW
Unauthorized Withdrawal (Dropped from class for non-
attendance/non-appearance for 20% of prescribed UW
attendance)
COURSE REQUIREMENTS
2 Written Major Exams (Midterm and Final Examination)
Course output/ project
CONDITIONS FOR PERFORMANCE EVALUATION
Active participation in all class activities.
At least 60% passing in all exams and other graded requirements.
No. of Hours Per Topic Course Content
TOPIC 1 WMSU VMGO, Classroom Policies, Course Overview,
(3.0 hours) Course Requirements, Grading System
Topic 2: Introduction to OR Definition of OR
(3.0 hours) History of OR
Survey of applications and introduction to some
classical LP models
Topic 3: Linear programming Definition of linear programming
(3.0 hours) Formulation of verbal problems into LPs
Assumptions/Limitations of LP
Topic 4: Geometry of LP in Two Graphing of linear inequalities
variables Feasible region as a convex polyhedral area
(3 .0 hours) Geometric interpretation of convex combination
The extreme points
The objective functions as a family of parallel lines
Topic 5: Review of Linear Algebra Systems of linear equations
(3.0 hours) Canonical forms
Basic solutions
Basic feasible solutions
Degenerate solutions
Inconsistent systems
Pivoting a sequence of elementary row operations or a
sequence of algebraic substitutions
Topic 6: Equivalent Formulation of The use of slacks and surpluses
LP (3.0 hours) How to handle variables with no sign restriction
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The symmetric forms
The standard form of an LP
The adjoined form
The canonical forms
The feasible canonical forms
Tableau conventions and notation
Conversion from maximization to minimization
Topic 7: The Simplex Algorithm A simple Illustration
(6.0 hours) The fundamental Theorem of LP and its proof
Details of the Algorithm
Possible entrance rules
The exit rule(minimum ratio test)
Test of optimality
Questions of uniqueness
The need for the nondegeneracy assumption
Topic 8: The two phase Simplex Artificial variables
Method Phase I as a test of feasibility
(3.0 hours) Phase I and algebraic redundancy
The Big M method
MIDTERM EXAM (3.0 hours)
Topic 9: Revised Simplex Method Details of the Algorithm
(3.0 hours) Possible entrance and exit rules
Test of optimality
Topic 10: Duality in LP The concept of Duality
(3.0 hours) Dual linear programs in symmetric form
Duality Theorem
Solving an LP problem from its dual
Topic 11: Sensitivity Analysis The essence of Sensitivity Analysis
(3.0 hours) Procedure for Sensitivity Analysis
Topic 12: Parametric Programming Systematic Changes in the 𝑐𝑗 and 𝑏𝑖 Parameters
(3.0 hours)
Topic 13: Integer Programming Prototype example
(6.0 hours) Either-Or and If-then Constraints
Branch and Bound (B&B) Algorithm
Cutting Plane Algorithm
Topic 14: Special purpose Transportation problem
Algorithm Assignment problem
(3.0 hours) Maximal flow problem
Traveling salesman problem
FINAL EXAM (3.0 hours)
Prepared By:
Dr. Anabel E. Gamorez
Faculty
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