Introduction to Operations Research – Frederick S. Hillier, Gerald J. Lieberman – 10th Edition

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When Jerry Lieberman and I started working on the first edition of this 50 years ago, our goal was to develop a path breaking that would help establish the future direction of education in what was then the emerging field of research.

Following publication, it was unclear how well this particular goal was met, but what did become clear was that the demand for the was far larger than either of us had an-tic pated. Neither of us could have imagined that this extensive worldwide demand would continue at such a high level for such an extended period of time.

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  • CHAPTER 1
    Introduction 1
    1.1 The Origins of Operations Research 1
    1.2 The Nature of Operations Research 2
    1.3 The Impact of Operations Research 3
    1.4 Algorithms and OR Courseware 5
    Selected References 6
    Problems 7

    CHAPTER 2
    Overview of the Operations Research Modeling Approach 8
    2.1 Defining the Problem and Gathering Data 8
    2.2 Formulating a Mathematical Model 12
    2.3 Deriving Solutions from the Model 15
    2.4 Testing the Model 17
    2.5 Preparing to Apply the Model 19
    2.6 Implementation 21
    2.7 Conclusions 22
    Selected References 23
    Problems 23

    CHAPTER 3
    Introduction to Linear Programming 25
    3.1 Prototype Example 26
    3.2 The Linear Programming Model 32
    3.3 Assumptions of Linear Programming 37
    3.4 Additional Examples 44
    3.5 Some Classic Case Studies 60
    3.6 Formulating and Solving Linear Programming Models on a Spreadsheet 65
    3.7 Formulating Very Large Linear Programming Models 73
    3.8 Conclusions 80
    Appendix 3.1 The LINGO Modeling Language 81
    Selected References 90
    Learning Aids for This Chapter on CD-ROM 90
    Problems 91
    Case 3.1 Auto Assembly 100
    Previews of Added Cases on CD-ROM 102
    Case 3.2 Cutting Cafeteria Costs 102
    Case 3.3 Staffing a Call Center 102
    Case 3.4 Promoting a Breakfast Cereal 102

    CHAPTER 4
    Solving Linear Programming Problems: The Simplex Method 103
    4.1 The Essence of the Simplex Method 103
    4.2 Setting Up the Simplex Method 108
    4.3 The Algebra of the Simplex Method 111
    4.4 The Simplex Method in Tabular Form 117
    4.5 Tie Breaking in the Simplex Method 121
    4.6 Adapting to Other Model Forms 124
    4.7 Postoptimality Analysis 142
    4.8 Computer Implementation 150
    4.9 The Interior-Point Approach to Solving Linear Programming Problems 153
    4.10 Conclusions 158
    Appendix 4.1 An Introduction to Using LINDO 158
    Selected References 161
    Learning Aids for This Chapter on CD-ROM 161
    Problems 162
    Case 4.1 Fabrics and Fall Fashions 170
    Previews of Added Cases on CD-ROM 172
    Case 4.2 New Frontiers 172
    Case 4.3 Assigning Students to Schools 172

    CHAPTER 5
    The Theory of the Simplex Method 173
    5.1 Foundations of the Simplex Method 173
    5.2 The Revised Simplex Method 184
    5.3 A Fundamental Insight 193
    5.4 Conclusions 201
    Selected References 201
    Learning Aids for This Chapter on CD-ROM 201
    Problems 202

    CHAPTER 6
    Duality Theory and Sensitivity Analysis 209
    6.1 The Essence of Duality Theory 210
    6.2 Economic Interpretation of Duality 217
    6.3 Primal-Dual Relationships 220
    6.4 Adapting to Other Primal Forms 225
    6.5 The Role of Duality Theory in Sensitivity Analysis 229
    6.6 The Essence of Sensitivity Analysis 231
    6.7 Applying Sensitivity Analysis 239
    6.8 Performing Sensitivity Analysis on a Spreadsheet 259
    6.9 Conclusions 275
    Selected References 275
    Learning Aids for This Chapter on CD-ROM 276
    Problems 276
    Case 6.1 Controlling Air Pollution 289
    Previews of Added Cases on CD-ROM 290
    Case 6.2 Farm Management 290
    Case 6.3 Assigning Students to Schools (Revisited) 291
    Case 6.4 Writing a Nontechnical Memo 291

    CHAPTER 7
    Other Algorithms for Linear Programming 292
    7.1 The Dual Simplex Method 292
    7.2 Parametric Linear Programming 295
    7.3 The Upper Bound Technique 300
    7.4 An Interior-Point Algorithm 303
    7.5 Conclusions 314
    Selected References 314
    Learning Aids for This Chapter on CD-ROM 315
    Problems 315

    CHAPTER 8
    The Transportation and Assignment Problems 320
    8.1 The Transportation Problem 321
    8.2 A Streamlined Simplex Method for the Transportation Problem 335
    8.3 The Assignment Problem 350
    8.4 A Special Algorithm for the Assignment Problem 359
    8.5 Conclusions 363
    Selected References 363
    Learning Aids for This Chapter on CD-ROM 364
    Problems 364
    Case 8.1 Shipping Wood to Market 372
    Previews of Added Cases on CD-ROM 373
    Case 8.2 Continuation of the Texago Case Study 373
    Case 8.3 Project Pickings 373

    CHAPTER 9
    Network Optimization Models 374
    9.1 Prototype Example 375
    9.2 The Terminology of Networks 376
    9.3 The Shortest-Path Problem 380
    9.4 The Minimum Spanning Tree Problem 384
    9.5 The Maximum Flow Problem 388
    9.6 The Minimum Cost Flow Problem 396
    9.7 The Network Simplex Method 404
    9.8 A Network Model for Optimizing a Projects Time-Cost Trade-Off 414
    9.9 Conclusions 426
    Selected References 427
    Learning Aids for This Chapter on CD-ROM 427
    Problems 428
    Case 9.1 Money in Motion 437
    Previews of Added Cases on CD-ROM 439
    Case 9.2 Aiding Allies 439
    Case 9.3 Steps to Success 439

    CHAPTER 10
    Dynamic Programming 440
    10.1 A Prototype Example for Dynamic Programming 440
    10.2 Characteristics of Dynamic Programming Problems 445
    10.3 Deterministic Dynamic Programming 447
    10.4 Probabilistic Dynamic Programming 466
    10.5 Conclusions 471
    Selected References 472
    Learning Aids for This Chapter on CD-ROM 472
    Problems 472

    CHAPTER 11
    Integer Programming 478
    11.1 Prototype Example 479
    11.2 Some BIP Applications 482
    11.3 Innovative Uses of Binary Variables in Model Formulation 487
    11.4 Some Formulation Examples 493
    11.5 Some Perspectives on Solving Integer Programming Problems 501
    11.6 The Branch-and-Bound Technique and Its Application to Binary Integer Programming 505
    11.7 A Branch-and-Bound Algorithm for Mixed Integer Programming 515
    11.8 The Branch-and-Cut Approach to Solving BIP Problems 521
    11.9 The Incorporation of Constraint Programming 527
    11.10 Conclusions 533
    Selected References 533
    Learning Aids for This Chapter on CD-ROM 534
    Problems 534
    Case 11.1 Capacity Concerns 544
    Previews of Added Cases on CD-ROM 546
    Case 11.2 Assigning Art 546
    Case 11.3 Stocking Sets 546
    Case 11.4 Assigning Students to Schools (Revisited Again) 546

    CHAPTER 12
    Nonlinear Programming 547
    12.1 Sample Applications 548
    12.2 Graphical Illustration of Nonlinear Programming Problems 552
    12.3 Types of Nonlinear Programming Problems 556
    12.4 One-Variable Unconstrained Optimization 561
    12.5 Multivariable Unconstrained Optimization 567
    12.6 The Karush-Kuhn-Tucker (KKT) Conditions for Constrained Optimization 572
    12.7 Quadratic Programming 576
    12.8 Separable Programming 583
    12.9 Convex Programming 589
    12.10 Nonconvex Programming (with Spreadsheets) 597
    12.11 Conclusions 602
    Selected References 603
    Learning Aids for This Chapter on CD-ROM 603
    Problems 604
    Case 12.1 Savvy Stock Selection 615
    Previews of Added Cases on CD-ROM 616
    Case 12.2 International Investments 616
    Case 12.3 Promoting a Breakfast Cereal (Revisited) 616

    CHAPTER 13
    Metaheuristics 617
    13.1 The Nature of Metaheuristics 618
    13.2 Tabu Search 625
    13.3 Simulated Annealing 635
    13.4 Genetic Algorithms 644
    13.5 Conclusions 652
    Selected References 654
    Learning Aids for This Chapter on CD-ROM 654
    Problems 655

    CHAPTER 14
    Game Theory 659
    14.1 The Formulation of Two-Person, Zero-Sum Games 659
    14.2 Solving Simple Games?A Prototype Example 661
    14.3 Games with Mixed Strategies 666
    14.4 Graphical Solution Procedure 667
    14.5 Solving by Linear Programming 670
    14.6 Extensions 673
    14.7 Conclusions 674
    Selected References 674
    Learning Aids for This Chapter on CD-ROM 675
    Problems 675

    CHAPTER 15
    Decision Analysis 680
    15.1 A Prototype Example 681
    15.2 Decision Making without Experimentation 682
    15.3 Decision Making with Experimentation 687
    15.4 Decision Trees 693
    15.5 Using Spreadsheets to Perform Sensitivity Analysis on Decision Trees 698
    15.6 Utility Theory 708
    15.7 The Practical Application of Decision Analysis 715
    15.8 Conclusions 718
    Selected References 718
    Learning Aids for This Chapter on CD-ROM 719
    Problems 719
    Case 15.1 Brainy Business 729
    Preview of an Added Case on CD-ROM 731
    Case 15.2 Smart Steering Support 731

    CHAPTER 16
    Markov Chains 732
    16.1 Stochastic Processes 732
    16.2 Markov Chains 734
    16.3 Chapman-Kolmogorov Equations 739
    16.4 Classification of States of a Markov Chain 742
    16.5 Long-Run Properties of Markov Chains 744
    16.6 First Passage Times 750
    16.7 Absorbing States 752
    16.8 Continuous Time Markov Chains 755
    Selected References 759
    Learning Aids for This Chapter on CD-ROM 760
    Problems 760

    CHAPTER 17
    Queueing Theory 765
    17.1 Prototype Example 766
    17.2 Basic Structure of Queueing Models 766
    17.3 Examples of Real Queueing Systems 771
    17.4 The Role of the Exponential Distribution 774
    17.5 The Birth-and-Death Process 780
    17.6 Queueing Models Based on the Birth-and-Death Process 784
    17.7 Queueing Models Involving Nonexponential Distributions 796
    17.8 Priority-Discipline Queueing Models 804
    17.9 Queueing Networks 809
    17.10 The Application of Queueing Theory 813
    17.11 Conclusions 817
    Selected References 818
    Learning Aids for This Chapter on CD-ROM 818
    Problems 819
    Case 17.1 Reducing In-Process Inventory 831
    Preview of an Added Case on CD-ROM 832
    Case 17.2 Queueing Quandary 832

    CHAPTER 18
    Inventory Theory 833
    18.1 Examples 834
    18.2 Components of Inventory Models 836
    18.3 Deterministic Continuous-Review Models 838
    18.4 A Deterministic Periodic-Review Model 848
    18.5 Deterministic Multiechelon Inventory Models for Suply Chain Management 852
    18.6 A Stochastic Continuous-Review Model 870
    18.7 A Stochastic Single-Period Model for Perishable Products 875
    18.8 Larger Inventory Systems in Practice 886
    18.9 Conclusions 889
    Selected References 890
    Learning Aids for This Chapter on CD-ROM 891
    Problems 891
    Case 18.1 Brushing Up on Inventory Control 900
    Previews of Added Cases on CD-ROM 902
    Case 18.2 TNT: Tackling Newsboy?s Teachings 902
    Case 18.3 Jettisoning Surplus Stock 902

    CHAPTER 19
    Markov Decision Processes 903
    19.1 A Prototype Example 903
    19.2 A Model for Markov Decision Processes 906
    19.3 Linear Programming and Optimal Policies 908
    19.4 Policy Improvement Algorithm for Finding Optimal Policies 912
    19.5 Discounted Cost Criterion 917
    19.6 Conclusions 924
    Selected References 925
    Learning Aids for This Chapter on CD-ROM 925
    Problems 926

    CHAPTER 20
    Simulation 930
    20.1 The Essence of Simulation 930
    20.2 Some Common Types of Applications of Simulation 942
    20.3 Generation of Random Numbers 946
    20.4 Generation of Random Observations from a Probability Distribution 950
    20.5 Outline of a Major Simulation Study 954
    20.6 Performing Simulations on Spreadsheets 959
    20.7 Optimizing with OptQuest 978
    20.8 Conclusions 991
    Selected References 993
    Learning Aids for This Chapter on CD-ROM 993
    Problems 994
    Case 20.1 Reducing In-Process Inventory (Revisited) 1001
    Case 20.2 Action Adventures 1001
    Previews of Added Cases on CD-ROM 1002
    Case 20.3 Planning Planers 1002
    Case 20.4 Pricing under Pressure 1002
    APPENDIXES
    1. Documentation for the OR Courseware 1003
    2. Convexity 1006
    3. Classical Optimization Methods 1011
    4. Matrices and Matrix Operations 1014
    5. Table for a Normal Distribution 1019
    PARTIAL ANSWERS TO SELECTED PROBLEMS 1021
    INDEXES
    Author Index 1035
    Subject Index 1038
    SUPPLEMENTS ON THE CD-ROM AND THE
    ONLINE LEARNING CENTER
    ADDITIONAL CASES
    Case 3.2 Cutting Cafeteria Costs
    Case 3.3 Staffing a Call Center
    Case 3.4 Promoting a Breakfast Cereal
    Case 4.2 New Frontiers
    Case 4.3 Assigning Students to Schools
    Case 6.2 Farm Management
    Case 6.3 Assigning Students to Schools (Revisited)
    Case 6.4 Writing a Nontechnical Memo
    Case 8.2 Continuation of the Texago Case Study
    Case 8.3 Project Pickings
    Case 9.2 Aiding Allies
    Case 9.3 Steps to Success
    Case 11.2 Assigning Art
    Case 11.3 Stocking Sets
    Case 11.4 Assigning Students to Schools (Revisited Again)
    Case 12.2 International Investments
    Case 12.3 Promoting a Breakfast Cereal (Revisited)
    Case 15.2 Smart Steering Support
    Case 17.2 Queueing Quandary
    Case 18.2 TNT: Tackling Newsboy?s Teachings
    Case 18.3 Jettisoning Surplus Stock
    Case 20.3 Planning Planers
    Case 20.4 Pricing under Pressure
    SUPPLEMENT TO APPENDIX 3.1
    More about LINGO
    SUPPLEMENT TO CHAPTER 7
    Linear Goal Programming and Its Solution Procedures
    Problems
    Case 7S.1 A Cure for Cuba
    Case 7S.2 Airport Security
    SUPPLEMENT TO CHAPTER 8
    A Case Study with Many Transportation Problems
    SUPPLEMENT 1 TO CHAPTER 18
    Derivation of the Optimal Policy for the Stochastic Single-Period Model for Perishable
    Products
    Problems
    SUPPLEMENT 2 TO CHAPTER 18
    Stochastic Periodic-Review Models
    Problems
    SUPPLEMENT 1 TO CHAPTER 20
    Variance-Reducing Techniques
    Problems
    SUPPLEMENT 2 TO CHAPTER 20
    Regenerative Method of Statistical Analysis
    Problems

    CHAPTER 21
    The Art of Modeling with Spreadsheets
    21.1 A Case Study: The Everglade Golden Years Company Cash Flow Problem
    21.2 Overview of the Process of Modeling with Spreadsheets
    21.3 Some Guidelines for Building ?Good? Spreadsheet Models
    21.4 Debugging a Spreadsheet Model
    21.5 Conclusions
    Selected References
    Learning Aids for This Chapter on CD-ROM
    Problems
    Case 21.1 Prudent Provisions for Pensions

    CHAPTER 22
    Project Management with PERT/CPM
    22.1 A Prototype Example?The Reliable Construction Co. Project
    22.2 Using a Network to Visually Display a Project
    22.3 Scheduling a Project with PERT/CPM
    22.4 Dealing with Uncertain Activity Durations
    22.5 Considering Time-Cost Trade-Offs
    22.6 Scheduling and Controlling Project Costs
    22.7 An Evaluation of PERT/CPM
    22.8 Conclusions
    Selected References
    Learning Aids for This Chapter on CD-ROM
    Problems
    Case 22.1 ?School?s out forever . . .?

    CHAPTER 23
    Additional Special Types of Linear Programming Problems
    23.1 The Transshipment Problem
    23.2 Multidivisional Problems
    23.3 The Decomposition Principle for Multidivisional Problems
    23.4 Multitime Period Problems
    23.5 Multidivisional Multitime Period Problems
    23.6 Stochastic Programming
    23.7 Chance-Constrained Programming
    23.8 Conclusions
    Selected References
    Problems

    CHAPTER 24
    Probability Theory
    24.1 Sample Space
    24.2 Random Variables
    24.3 Probability and Probability Distributions
    24.4 Conditional Probability and Independent Events
    24.5 Discrete Probability Distributions
    24.6 Continuous Probability Distributions
    24.7 Expectation
    24.8 Moments
    24.9 Bivariate Probability Distribution
    24.10 Marginal and Conditional Probability Distributions
    24.11 Expectations for Bivariate Distributions
    24.12 Independent Random Variables and Random Samples
    24.13 Law of Large Numbers
    24.14 Central Limit Theorem
    24.15 Functions of Random Variables
    Selected References
    Problems

    CHAPTER 25
    Reliability
    25.1 Structure Function of a System
    25.2 System Reliability
    25.3 Calculation of Exact System Reliability
    25.4 Bounds on System Reliability
    25.5 Bounds on Reliability Based upon Failure Times
    25.6 Conclusions
    Selected References
    Problems

    CHAPTER 26
    The Application of Queueing Theory
    26.1 Examples
    26.2 Decision Making
    26.3 Formulation of Waiting-Cost Functions
    26.4 Decision Models
    26.5 The Evaluation of Travel Time
    26.6 Conclusions
    Selected References
    Learning Aids for This Chapter on CD-ROM
    Problems

    CHAPTER 27
    Forecasting
    27.1 Some Applications of Forecasting
    27.2 Judgmental Forecasting Methods
    27.3 Time Series
    27.4 Forecasting Methods for a Constant-Level Model
    27.5 Incorporating Seasonal Effects into Forecasting Methods
    27.6 An Exponential Smoothing Method for a Linear Trend Model
    27.7 Times Series Forecasting with CB Predictor
    27.8 Forecasting Errors
    27.9 Box-Jenkins Method
    27.10 Causal Forecasting with Linear Regression
    27.11 Forecasting in Practice
    27.12 Conclusions
    Selected References
    Learning Aids for This Chapter on CD-ROM
    Problems
    Case 27.1 Finagling the Forecasts

    CHAPTER 28
    Examples of Performing Simulations on Spreadsheets with Crystal Ball
    28.1 Bidding for a Construction Project
    28.2 Project Management
    28.3 Cash Flow Management
    28.4 Financial Risk Analysis
    28.5 Revenue Management in the Travel Industry
    28.6 Choosing the Right Distribution
    28.7 Decision Making with Decision Tables
    28.8 Conclusions
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miler
miler
25/01/2021 12:33 pm

hello, may I know how to download the full ppt of this textbook ?

Sangita Babu
Sangita Babu
15/01/2022 7:39 am

want to download the book need help

Sangita Babu
Sangita Babu
15/01/2022 7:39 am
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