CSC523:

Mathematical Programming
INTRODUCTION
What is Mathematical Programming?
• Mathematical programming is the study of techniques for finding an optimal
value of some objective function subject to a set of constraints.
• The word PROGRAMMING as used in this course is really about PLANNING and
not about coding or software development.
• It is a branch of applied Mathematics that is useful in many fields of human
decision making:
• Manufacturing • Finance
• Production • Engineering
• Inventory control • Mechanics
• Transportation • Economics
• Scheduling • Control engineering
• Networks • Marketing
• Policy Modeling
Why Mathematical Programming?
• Management science is characterized by a scientific approach to
managerial decision making.
• It attempts to apply mathematical methods and the capabilities of
modern computers to the difficult and unstructured problems
confronting modern manager.
• A lot of decisions confronting decision makers can be presented in
form of relationships between variables and constraints that operates
in the operating environment
Mathematical Programming and modeling
• Mathematical programming is about modeling!
• There are various kinds of models like operational exercise, gaming,
simulation and analytical models
• Mathematical models are analytical models that have closed form
solutions
• Model: a structure used to represent and analyze specific features or
characteristics of concrete objects or systems
• Mathematical Model: makes use of the algebraic formalism, i.e.
variables, equations, inequalities, to represent concrete relations
Mathematical programming and modeling
• What are we modeling? A System
• A system is defined as a functionally related group of elements.
• We model both the elements and the functional relationship (or
interactions)
• Systems modeling consists of describing the relationships between
elements of a given system.
• One type of model for studying such systems is called a mathematical
program.
Mathematical Progamming and Optimization
• Mathematical programming is about optimization!
• Optimization:
• finding the best possible out of a set of feasible alternatives, according to
some evaluation criterion
OR
• finding the best solution to a given problem from a set of feasible solutions.
• MP is finding the best solution out of several (and maybe infinite)
alternatives to a mathematical model of real life decision making
problems
Mathematical programming and
Optimization
•
Vocabulary of Mathematical programming
•
Types of Optimization Problems
• Some problems have constraints and some do not.
• There can be one variable or many.
• Variables can be discrete (for example, only have integer values) or
continuous.
• Some problems are static (do not change over time) while some are
dynamic (continual adjustments must be made as changes occur).
• Systems can be deterministic (specific causes produce specific effects)
or stochastic (involve randomness/ probability).
• Equations can be linear (graph to lines) or nonlinear (graph to curves)
Simple decision making challenges:
• Inclusion-Exclusion Principle:
• See Inclusion-Exclusion Principle document
• Sum Rule, Product Rule and Division Rule:
• See Counting with Intelligence document
• Pigeon Hole Principle:
• See Pigeon Hole Principle document