Modeling, Optimization, and Simulation in Operations Management

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1 1 Modeling, Optimization, and Simulation in Operations Management Course information Course Title Course Type ECTS 6 SWS Language Prerequisites Grading Deliverables Exam Online Registration Syllabus Winter Term 2015/2016 Modeling, Optimization, and Simulation in Operations Management (MOS) Lecture and Exercise 2 SWS Lecture, 2 SWS Exercise, (1 SWS = 45 minutes per week during the lecture period) English None The module Modeling, Optimization, and Simulation in Operations Management is divided into two equally weighted sub-modules Optimization and Simulation. The grading scale is: 1.0; 1.1; 1.2;...,4.0; 5.0. Digits following the first decimal place of the module-grade are truncated. To pass the module, every sub-module needs to be passed with at least 4.0. To pass a sub-module, both homework assignments and exam need to be passed independently with at least 4.0. The grade of the sub-module is based on the grade in the homework assignments (50%) as well as the exam grade (50%). Sub-module Optimization : - Three homework assignments worth 10 points each - Exam (30 minutes) worth 30 points Sub-module Simulation : - Three homework assignments worth 10 points each - Exam (30 minutes) worth 30 points (Homework assignments are done in teams of three to four students) To take part in the exams, you have to register in TUMonline: Sub-module exam Optimization : WI001088_1 Modeling and Optimization (Master) WI000974_1 Modellierung und Optimierung im Operations Management (Bachelor) Date: 26-Nov-15, Time: 17:00 17:30 Registration Period: 18-Oct-15 until 19-Nov-15. Sub-module exam Simulation : WI001088_2 Simulation in Operations Management (Master) WI000974_2 Simulation im Operations Management (Bachelor) Date: 04-Feb-16, Time: 11:30 12:00 Registration Period: 16-Nov-15 until 15-Jan-16.

2 2 Instructors sub-module Optimization Lambert First Gina Office Hours By appointment gina.lambert(at)tum.de Phone Office Stammgelände, Building 0505, Room 1509 Lehrstuhl für Operations Management (Prof. Kolisch) Note Course based on OPL/CPLEX Tavaghof-Gigloo First Dariush Office Hours Tuesday: 14:00-15:00 Dariush.gigloo(at)tum.de Phone +49 (0) Office Stammgelände, Building 0505, Room 1571 Lehrstuhl für Logistics & Supply Chain Management (Prof. Minner) Note Course based on Mosel/Express Instructors sub-module Simulation Közen First Miray Office Hours Monday: 14:00-15:00 miray.koezen(at)tum.de Phone +49 (0) Office Stammgelände, Building 0505, Room 1571 Lehrstuhl für Logistics & Supply Chain Management (Prof. Minner) Kriett First Phillip Office Hours By appointment phillip.kriett(at)tum.de Phone +49 (0) Office Stammgelände, Building 0505, Room 1533 Lehrstuhl für Produktion und Supply Chain Management (Prof. Grunow)

3 3 Literature Optimization Williams, H. P. (1999): Model Building in Mathematical Programming. 4th edition. Supplementary reading materials about optimization and linear programming Domschke, W. and Drexl, A. (2005): Einführung in Operations Research. 6th edition, Springer. Domschke, W., Scholl, A. and Voss, S. (1997): Produktionsplanung. 2nd edition, Springer. Hillier, F. S. and Lieberman, G. J. (2004): Introduction to Operations Research. 8th edition, McGraw-Hill. Klein, R. and Scholl, A. (2004): Planung und Entscheidung. Vahlen. Winston, W. L. (2004): Operations Research. 5th edition, Thomson. Simulation: Borshchev, A. (2013): The Big Book of Simulation Modeling. Multimethod Modeling with AnyLogic 6 Supplementary reading materials about simulation and statistics Banks J., Carson J. S., Nelson, B. L. and Nicol. D. M. (2009): Discrete-Event System Simulation. 5th edition, Upper-Saddle-River: Prentice Hall. Law, A.M. (2007): Simulation modeling and analysis. 4th edition, McGraw-Hill, New York Bleymüller, J., Gehlert, G., Gülicher, H. (2008): Statistik für Wirtschaftswissenschaftler. 15th edition, München: Verlag Vahlen. Provided materials Lecture slides Classroom exercises (not graded) including solution key Homework assignments (graded) including solution key Required software Materials are distributed as PDF s through the e-learning platform moodle ( This course will be listed as MOS (WS15/16) on moodle.

4 4 Content Optimization Introduction to linear programming, CPLEX Studio IDE, and IBM ILOG OPL o LP formulations; production planning problem; capacity expansion Model building with OPL o Data types and structures; operators; statements; labels; expressions; generic modeling; production planning with external production Interpreting and using the solution of a LP model o Duality theorem; complementary slackness theorem; shadow prices; reduced cost; degeneracy; alternative solutions; ranges Spreadsheet input/output with OPL o Reading data from Excel spreadsheet; writing data to Excel spreadsheet Network Flow Problems Column Generation Simulation Introduction to simulation o System; event; model; steps in a simulation study Data collection and input modeling o Data collection; probability distributions; parameter estimation; goodness of fit tests Fundamental simulation concepts in AnyLogic Simulation of simple systems with AnyLogic Verification, calibration, and validation of simulation models Simulation data output analysis o Independence across simulation runs; confidence intervals Experimental design and optimization o 2 k factorial design; response surface

5 5 Schedule winter term 2015/2016 Modelling and Optimization in Operations Management (WI000974, WI001088) (LV No. 1725, 3598) Homework Assignment Calendar Week Day Date Start End Lecturer Group Room Release Due MI 14-Oct-15 09:45 13:00 Tavaghof-Gigloo D DO 15-Oct-15 09:45 13:00 Lambert G. 2 DO 15-Oct-15 14:45 18:00 Lambert G. 3 MI 21-Oct-15 09:45 13:00 Tavaghof-Gigloo D DO 22-Oct-15 09:45 13:00 Lambert G. 2 1 (21.10.) DO 22-Oct-15 14:45 18:00 Lambert G. 3 MI 28-Oct-15 09:45 13:00 Tavaghof-Gigloo D DO 29-Oct-15 09:45 13:00 Lambert G. 2 2 (28.10.) 1 DO 29-Oct-15 14:45 18:00 Lambert G. 3 Z510, CIP-Raum MI 4-Nov-15 09:45 13:00 Tavaghof-Gigloo D. 1 (0505.Z1.510Z) 45 DO 5-Nov-15 09:45 13:00 Lambert G. 2 3 (04.11.) 2 DO 5-Nov-15 14:45 18:00 Lambert G. 3 MI 11-Nov-15 09:45 13:00 Tavaghof-Gigloo D DO 12-Nov-15 09:45 13:00 Lambert G. 2 DO 12-Nov-15 14:45 18:00 Lambert G. 3 MI 18-Nov-15 09:45 13:00 Tavaghof-Gigloo D DO 19-Nov-15 09:45 13:00 Lambert G. 2 3 DO 19-Nov-15 14:45 18:00 Lambert G DO 26-Nov-15 17:00 17:30 N1190, Hörsaal All Groups ( ) Simulation in Operations Management (WI000974, WI001088) (LV No. 2893, 2593) Homework Assignment Calendar Week Day Date Start End Lecturer Group Room Release Due MI 9-Dec-15 09:45 13:00 Öner Közen M DO 10-Dec-15 09:45 13:00 Kriett P. 2 DO 10-Dec-15 14:45 18:00 Kriett P MI 16-Dec-15 09:45 13:00 Öner Közen M. 1 1 DO 17-Dec-15 09:45 13:00 Kriett P. 2 ( ) DO 17-Dec-15 14:45 18:00 Kriett P. 3 Christmas Break FR 8-Jan-16 09:45 13:00 Öner Közen M. 1 DO 7-Jan-16 09:45 13:00 Kriett P. 2 DO 7-Jan-16 14:45 18:00 Kriett P. 3 MI 13-Jan-06 09:45 13:00 Öner Közen M. 1 DO 14-Jan-16 09:45 13:00 Kriett P. 2 DO 14-Jan-16 14:45 18:00 Kriett P. 3 MI 20-Jan-16 09:45 13:00 Öner Közen M. 1 DO 21-Jan-16 09:45 13:00 Kriett P. 2 DO 21-Jan-16 14:45 18:00 Kriett P. 3 MI 27-Jan-16 09:45 13:00 Öner Közen M. 1 DO 28-Jan-16 09:45 13:00 Kriett P. 2 DO 28-Jan-16 14:45 18:00 Kriett P. 3 6 DO 4-Feb-16 11:30 12:00 All Groups Z510, CIP- Raum (0505.Z1.510Z) 0980, Audimax (0509.EG.980) 2 ( ) 3 ( ) 1 08:00) 2 23:59) 3 8:00)