Prezentace aplikace PowerPoint

1
Quantitative Methods of Management
2
Quantitative Methods of Management
http//nb.vse.cz/fabry
http//is.savs.cz
_______________________________________________
____________________________ Quantitative
Methods of Management ? Jan Fábry
3
Quantitative Methods of Management
_______________________________________________
____________________________ Quantitative
Methods of Management ? Jan Fábry
4
Operations Research - Introduction
Operations Research Management Science

• World War II
• End of the 20th Century

_______________________________________________
____________________________ Quantitative
Methods of Management ? Jan Fábry
5
Operations Research - Introduction

• Lingo (LINDO)
• MPL for Windows
• XPRESS (FICO)
• CPLEX (IBM ILOG)
• AIMMS
• AMPL
• Gurobi
• NEOS
• MS Excel (FRONTLINE SOLVERS)
• SIMPROCESS
• SIMUL 8
• Matlab

_______________________________________________
____________________________ Quantitative
Methods of Management ? Jan Fábry
6
Operations Research - Introduction
Definition
1. MS/OR is the application of scientific
methods, techniques and tools to problems
involving the operations of systems so as to
provide those in control of the operations with
optimum solutions to the problems.
2. MS/OR is the application of the scientific
method to the study of the operations of large,
complex organizations or activities.
3. MS/OR is the application of the scientific
method to the analysis and solution of managerial
decision problems.
_______________________________________________
____________________________ Quantitative
Methods of Management ? Jan Fábry
7
Operations Research - Introduction
Definition - summary

• Application of SCIENTIFIC METHOD

• Study of LARGE COMPLEX SYSTEMS

• Analysis of MANAGERIAL PROBLEMS

• Finding OPTIMAL SOLUTION

• Use of MATHEMATICAL MODELS

• Use of COMPUTERS SPECIAL SW

_______________________________________________
____________________________ Quantitative
Methods of Management ? Jan Fábry
8
Operations Research - Introduction
Modeling Process
_______________________________________________
____________________________ Quantitative
Methods of Management ? Jan Fábry
9
Operations Research - Introduction
Recognition Definition of the Problem

• Processes

• Restrictions

• Goal

Mathematical Model

• Variables

• Constraints (equations, inequalities)

• Objective function

_______________________________________________
____________________________ Quantitative
Methods of Management ? Jan Fábry
10
Operations Research - Introduction
Mathematical Model
Finding a proper balance between the level of
simplification of reality and good representation
of reality.
Model

• Deterministic

• Probabilistic

_______________________________________________
____________________________ Quantitative
Methods of Management ? Jan Fábry
11
Operations Research - Introduction
Solution

• Feasible

• Optimal

• Infeasible

Model Interpretation
Model Validation
Sensitivity Analysis
Implementation
_______________________________________________
____________________________ Quantitative
Methods of Management ? Jan Fábry
12
Operations Research - Introduction
Management Science Techniques

• Linear Programming

• linear objective function min/max
• linear constraints

• Integer LP, Binary LP, Mixed Integer LP

• Nonlinear Programming

• nonlinear objective function and/or
• nonlinear constraints

_______________________________________________
____________________________ Quantitative
Methods of Management ? Jan Fábry
13
Operations Research - Introduction
Management Science Techniques

• Distribution Models

• special type of LP problems (special
  structure of model)
• transportation problem
• assignment problem

_______________________________________________
____________________________ Quantitative
Methods of Management ? Jan Fábry
14
Operations Research - Introduction
Management Science Techniques

• Multiple Criteria Decision Making

• multiple criteria
• compromise
• limited/unlimited number of alternatives
• goal programming

_______________________________________________
____________________________ Quantitative
Methods of Management ? Jan Fábry
15
Operations Research - Introduction
Management Science Techniques

• Network Models

• network nodes, arcs
• evaluated network
• minimal distance, maximal flow etc.

• Project Management

• planning, scheduling controlling projects
• CPM, PERT

_______________________________________________
____________________________ Quantitative
Methods of Management ? Jan Fábry
16
Operations Research - Introduction
Management Science Techniques

• Inventory Models

• how much to order?
• when to order?
• deterministic/probabilistic models

• Waiting Line Models (Queuing Models)

• servers, customers
• goal optimal number of servers
• analytical approach, computer simulation

_______________________________________________
____________________________ Quantitative
Methods of Management ? Jan Fábry
17
Operations Research - Introduction
Management Science Techniques

• Computer Simulation

• computer experiments with models
• complex systems

• Games Theory

• 2 or more decision makers
• possible strategies

_______________________________________________
____________________________ Quantitative
Methods of Management ? Jan Fábry