ASSIGNMENT

MANAGEMENT SCIENCE

SUBMITTED BY MUHAMED FARASH A ROLL NO: 31

SOFTWARES IN MANAGEMENT SCIENCE

STORM
STORM is a software package consisting of the most frequently used quantitative modeling techniques for business and eng ineering problems. The new 3.0 version contains new cap abil ities for decision analysis and decision trees, provides the ab ility to import and export ASCII files as block operations in the Data Editor in any module, and increases the maximum p roblem sizes in all modules. A must -have tool for any one involved in quantitative analysis, including: system s eng ineers, business analysts, m anagement engineers/analysts, statisticians, corporate planners etc. The main menu of STORM Consists of the following 1) Linear & Integer Programming 2) Assignment 3) Transportation 4) Distance Networks (Paths, Tours, Trees) 5) Flow Networks (Transshipments, Max Flow) 6) Project management (PERT/CPM) 7) Queueing Analysis 8) Inventory Management 9) Facility Layout 10) Assembly Line Balancing 11) Investment Analysis 12) Forecasting 13) Production Scheduling 14) Material Requirements Planning 15) Statistical Process Control 16) Statistics 17) Decision Analysis (Single Level) 18) Decision Trees (Multiple Levels)

LIN DO LIN DO is one of the popul ar software used in the operations research industry today. It is a Windows b ased Solver (mathem atical software) which allows the user to effortlessly produce personal optim ization applications. The number of variables used in a ty p ical operations research problem poses a restriction on solving it manually. This is where the role of these software come- in to picture. If user has written any Custom ized Applications; then the LINDO Solvers solve it using the software algorithm use d in the software. The most popular solvers used by the industry have been in the areas of: Linear Programming Non- Linear Programming and Integer Programm ing

The LINDO Application Prog ramm ing Interface (API) provides a means for software developers to incorp orate optim ization into their own appl ication p rograms. LINDO API is designed to solve a wide range of optimization p roblems, including linear p rograms, mix ed integer p rograms, quadratic p rograms, and general nonlinear non -convex programs. These problems arise in areas of business, industry, research, and governm ent. Sp ecific application areas where LIN DO API has proven to be of great use include p roduct d istribution, ing redient blending, production and personnel sched uling, inventory management Optim ization helps you find the answer that yield s the best resul t; attains the highest profits, output, or happ iness; or achieves the lowest cost, waste, or discomfort. Often these problems involve making the most efficient use of your resources including money, time, machinery, staff, inventory, and more. Optimization problems are often classified as linear or no nlinear, depend ing on whether the relationships in the problem are linear with respect to the variables. The most fundamental type of optim ization problems is the linear program ( LP) of the form:
Minimize (or maximize) c1x1 + c2x2 + + cnxn Such that A11x1 + A12x2 + + A1nxn ? b1 A21x1 + A22x2 + + A2nxn ? b2 ::

Am1x1 + Am2x2 + + Amnxn ? bm L1 x1 U1 L2 x2 U2 : Ln xn Un

where A i j , c j , b i , L j , U j are known real numbers; ? is one of the relational operators , =, or ; and x 1 ,x 2 ,,x n are the decision variables (unknowns) for which op tim al values are sought. The exp ression being optim ized is called the objective function and c 1 ,c 2 ,,c n are the ob jective coefficients. The rel ationships whose senses are exp ressed with ? are the constraints; A i 1 ,A i 2 ,,A i n are the coefficients; and b i is the right-hand side value for the i t h constraint. L j A t the core of LINDO APIs optim izers are the linear solvers, which sol ve p roblems of this form. On top of the linear solvers are other solver types. These can be used to solve generalizations of LPs, such as problem s containing integer variables or quadratic or nonlinear exp ressions. A typ ical LINDO screen is shown below

The problem of m ixed-integer linear program s (MILP) is an extension of LPs where some of the decision variables are required to take integer (whole number) values. Another extension of LPs is when the expressions in the ob jective function or the constraints are nonl inear functions of decision

variables, such as logarithms or products of variables. Such problems are called nonlinear program s ( N LPs). A special case of N LPs is quadratic program s (QPs) where the only nonl inear relationships among variables are p roducts of two variables. NLPs and QPs w ith integrality restrictions on some variables are called mixed-integer nonli near program s (MINLP) and mixedinteger quadratic program s (MIQP), respectively. FEA TURES OF LIN DO

Stoc hasti c Sol ve r : The stoc hasti c pr ogr a mmi ng s ol ve r pr ovi de s t he opp or t uni ty of de c i si on mak i ng un de r unc e r tai nty thr ough mul ti stage stoc ha sti c mod e l s wi th r ec our se . The use r i s r e qui r e d to e xpr e ss the unc e r tai ni ty by pr ovi di ng di str i b u ti on f unc ti on s, e i the r bui l t -i n or use r de fi ne d, and the stoc hasti c s ol ve r wi l l opti mi z e the mode l to mi ni mi z e the c ost of the i ni ti al stage pl us the e xpe c te d val ue of r e c our s e ove r the pl anni ng hor i z on. Ad vanc e d sampl i ng mode s ar e al so avai l abl e to appr oxi mate stoc hasti c par ame te r s fr om par ame tr i c di str i buti ons. G e ne r al Nonl i ne ar Sol ve r : LINDO API i s the fi r st ful l -fe atur e d s ol ve r c all abl e l i br ar y to offe r ge ne r al nonl i ne ar and n onl i ne ar / i nte ge r c apabi l i tie s. Thi s uni q ue fe atur e al l ows de ve l ope r s to i nc or p or ate a si ngl e ge ner al pur pose sol ve r i nto the i r c ust om appl i c ati on s. As wi th i ts l i ne ar and i nte ge r c apabi l i ti e s, LINDO API pr ovi de s the use r wi th a c ompr e he nsi ve se t of r outi ne s for for mul ati ng, s ol vi ng, and modi fyi ng n onl i n e ar mode l s. The Nonl i ne ar l i c e nse opti on i s r e qui r e d i n or de r to use the nonl i ne ar c apabi l i ti e s wi th LINDO API. G l obal Sol ve r : The gl obal sol ve r c ombi ne s a se r i e s of r ange boundi ng (e . g. , i nte r val anal ysi s and c on ve x anal ysi s) and r ange r e duc ti on te c hni q ue s (e . g. , l i ne ar pr ogr ammi ng and c onstr ai nt pr opagati on) wi thi n a br anc h -an d-b ound fr ame wor k to fi nd pr ove n gl obal sol uti ons t o nonc on ve x NL Ps. Tr adi ti onal n onl i ne ar sol ve r s c an ge t stuc k at sub opti mal , l oc al sol uti ons. Thi s i s no l onge r the c ase whe n usi ng the gl obal sol ve r . M ul ti star t Sol ve r : The mul ti star t sol ve r i nte l l i ge ntl y ge ne r ate s a se q ue nc e of c andi date star ti ng poi nts i n the sol uti on spac e of NL P and mi xe d i nte ge r NLPs. A tr adi ti onal NLP s ol ve r i s c all e d wi th e ac h star ti ng poi nt to fi nd a l oc al opti mum. F or non -c on ve x NL P mode l s, the q ual i ty of the be st sol uti on found by the mul ti star t sol ve r te nds to be s upe r i or t o tha t of a si ngl e sol uti on fr om a tr adi ti onal nonl i ne ar sol ve r . A use r adjustabl e par ame te r c ontr ol s the ma xi mum n umbe r of mul ti star ts to be pe r for me d.

 B ar r i er (Inte r i or -Poi nt) S ol ve r : B arr i er sol ve r i s an al te r nati ve way for sol vi n g l i ne ar and qua dr ati c pr ogr ammi ng pr obl e ms. LINDO API s state -of-the -ar t i mpl e me ntati on of the bar r i e r me thod offe r s gr e at spe e d advantage s for l ar ge sc al e spar se mode l s. LINDO API 6. 1 al so i nc l ude s a spe c i al var i ant of the bar r i er sol ve r spe c i fi c al ly de si gne d to s ol ve Se c ond -Orde r-Co ne pr obl e ms. Sol v i ng Se c ond -Orde r-Cone Mode l s , for mor e i nfor mati on. Si mpl e x Sol ve r s: LINDO API 6. 1 offe r s tw o adva nc e d i mpl e me n tati on s of the pr i ma l and d ual si mpl e x me th od s as the pr i mar y me ans for s ol vi ng l i ne ar pr ogr ammi ng pr obl e ms. Its fl e xi bl e de si gn al l ows the use r s to fi ne t une e ac h me thod by al te r i ng se ve r al of the al gor i thmi c par ame te r s. M i xe d Inte ge r Sol ve r : The mi xe d i nte ge r sol ve r s c apabi l i ti e s of LIN DO API 6. 1 e xte nd to l i ne ar , quadr ati c , and ge ne r al nonl i ne ar i nte ger mode l s. It c onta i ns se ve r al advanc e d s ol uti on te c hni q ue s s uc h as a) c ut ge ne r ati on b) tr e e re or de r i ng to r e duc e tr ee gr owth dynami c al l y, and c ) adva nc e d he ur i sti c and pr e sol ve str ate gi e s. M ode l and Sol uti on A nal ysi s Tool s : LINDO API 6. 1 i nc l ude s a c ompr e he nsi ve se t of anal ysi s tool s f or a) de buggi ng of i nfe asi bl e l i ne ar , i nte ge r and nonl i ne ar pr ogr ams usi ng se r i e s of advanc e d te c hni q ue s t o i sol ate the sour c e of i nf e asi bi l i ti e s to smal l e r subse t of the or i gi nal c onstr ai nts, b) pe r for mi ng se n si ti vi ty anal ysi s t o de te r mi ne the se nsi ti vi ty of the opti mal basi s t o c hange s i n c e r tai n data c omp one nt s (e . g. obje cti ve ve c tor , r i ght -hand-si z e val ue s e tc . . ). Q uadr ati c Rec og ni ti on Tool s: The Q P r ec ogni ti on t ool i s a use f ul al ge br ai c pr e -pr oc e ssor that a ut omati c al l y de te r mi ne s i f an ar bi tr ar y NLP i s ac tual l y a qua dr ati c mode l . Q P mode l s may the n be passe d t o the faste r quadr ati c sol ve r , whi c h i s avai l abl e as par t of the bar r i e r sol ve r opti on. Li ne ar i z ati on Tool s: Li ne ar i z ati on i s a c ompr e he nsi ve r e for mul ati on tool that a ut oma ti c al l y c onve r ts many nons mooth f unc ti on s and ope r ator s (e . g. , max and abs ol ute val ue ) t o a se r i e s of l i ne ar, mathe mati c al l y e qui val e nt e xpr e ssi ons. M an y non-s mooth mode l s may be e nti r e l y l i ne ar i ze d. Thi s al l ows the l i ne ar sol ve r to q ui c k l y fi nd a gl obal sol uti on to w hat woul d have othe r wi se be e n an i ntr ac tabl e nonl i ne ar pr obl e m. Dec omp osi ti on Tool s: M any l ar ge sc ale l i ne ar and mi xe d i nte ge r pr obl e ms h a ve c ons tr ai nt matr i c e s that ar e total l y de c omp osa bl e i nto a se r i e s of i nde pe nde nt bl oc k str uc t ur e s. A use r adj ustabl e par ame te r c an be se t, so the sol ve r c he ck s i f a mode l c an be br ok e n i nto smal l e r

i nde pe nde nt mode l s. If total de c omp osi ti on i s possi bl e , i t wi l l sol ve the i nde pe nde nt pr obl e ms se q ue nti al l y to r e ac h a sol uti on for t he or i gi nal mode l . Thi s may r e sul t i n dr amati c spe e d i mpr ove me nts. Java Nati ve Inte r fac e : LINDO API i nc l ude s Ja va Nati ve Inte r fac e (JNI) s up p or t for Wi ndows, Sol ar i s, and Li nux pl atf or ms. Thi s ne w fe atur e al l ows use r s to c al l LINDO API fr om Java appl i c ati ons, s uc h as appl e ts r unni ng fr om a br owse r . M ATLAB Inte r fac e : The M atl ab i nte r fac e al l ows usi ng LINDO API func ti ons fr om wi thi n M ATLAB . Usi ng M ATLAB s mode l i ng and pr ogr a mmi ng e nvi r onme nt, you c an b ui l d an d s ol ve l i ne ar , nonl i ne ar , quadr ati c , and i nte ge r mode l s and c r e ate c ust om al gor i th ms base d up o n LINDO API s r outi ne s an d s ol ve r s. . NET Inte r fac e : LINDO API i nc l ude s C# and VB . NET i nte r fac es that al l ow i t to be use d fr om wi thi n . NET' s di str i bute d c omp uti ng e nvi r on me nt (i n c l udi ng Wi nd ow s F or ms, ADO . NET, and ASP. NET). The i nte r fac e s ar e i n the for m of c l asse s that al l ow manage d . NET c ode to i nte r ac t wi th unma nage d LINDO API c ode vi a the "Syste m. R unti me . Inte r opSe r vi c e s" name s pac e . O x Inte r fac e : Thi s i nte r fac e pr ovi de s use r s of the O x stati sti c al pack age , the abi li ty to c al l LINDO API s f unc ti ons the same way the y c al l nati ve O x f unc ti ons. Thi s offe r s gr e ate r fl e xi bi l i ty i n de ve l opi ng hi ghe r -l e ve l O x r outi n e s that c an se t up and s ol ve di ffe r e nt k i nds of l ar ge -sc al e opti mi z ati on pr obl e ms, te s ti ng ne w al gor i thmi c i de as or e xpr e ssi ng ne w sol uti on te c hni q ue s. Pl atfor ms: LINDO API 6. 1 i s c ur r e ntl y avai l abl e on Inte l Sol ar i s 32/ 64 bi t, Wi ndows 32/ 64 bi t, Li nux 32/ 64-bi t, M ac Inte l 32/ 64 -bi t.

QSB QSB is an interactive aid to decision -making that contains very useful tools to solve different kinds of problems in the field of operations research. W inQ SB is the most popular version of QSB which is customized for wind ows platforms. The sy stem consists of several modules, one for each model type or problem. Among them we highlight the following: Linear programming (LP) and integer linear programming (ILP): this module includes the programs needed to solve the problem of graphically using linear programming or Simplex algorithm; also solve the integer linear programming problems using the Branch and Bound procedure (Branch & Bound). Linear goal programming (GP) and integer linear goal programming This program solves Goal programming and Integer Goal Programming problems where you have more than one linear objective to be satisfied and have a limited number of linear constraints. The goals are either prioritized or ordered. The decision variable may have any continuous value or an integer value or may have binary (0 or 1) values. One can get a graphic solution (for two decision variables only), a final solution or a step-by-step solution, as well as sensitivity analysis.linear. Quadratic programming (QP) and integer quadratic programming (IQP) solves the quadratic programming problem, that is, problems with quadratic objective function and linear constraints. It uses a method Simplex adapted. IQP models solved using the algorithms branch and bound. Network modeling (NET) includes specific programs to address the transshipment problem, the transportation problem, the assignment, the shortest path problem, maximum flow, spanning tree, and problem Traveling salesman. Nonlinear programming (NLP) can solve nonlinear problems .search methods using linear and nonlinear problems with constraints using the method SUMT (objective function penalties for failure to comply with restrictions). PERT / CPM: This program is for project management. One can use either Program Evaluation and Review Technique (PERT) or Critical Path Method (CAM) or both. A project consists of activities and precedence relations. It will identify critical activities, slacks available for other activities and the completion time of project. It also develops bar (Gantt) charts for activities for visual monitoring. Each of these modules is accessed directly from the entrance to WinQSB in main menu, selecting respectively the following menu options:

 Linear and Integer Programming Goal Programming Quadratic Programming Network Modeling Nonlinear Programming PERT_CPM

All program modules have in common these items: File: Typical options include context menus in Windows, ie to create and save files with new problems, read other existing or print. Edit: includes utilities problems typical to edit, copy, paste, cut or undo changes. You can also change the names of the problems, variables, and constraints. Facilitates the removal or addition of variables and / or restrictions, and to change the direction of optimization. Format: includes the necessary options to change the appearance of the windows, colors, fonts, alignment, cell width, etc.. Solve and Analyze: This option includes at least two commands, one for solve the problem and another to resolve following the steps of the algorithm. Results: Includes options to see solutions to the problem and perform if comes different analysis of the same. Utilities: This menu provides access to a calculator, a clock and an editor of simple graphs. Window: to navigate through the various windows that appear to operate with the program. WinQSB: includes the necessary options to access another module program. Help: accesses the online help on using the program or the techniques used to solve the various models. Provides on each of the windows in which we find ourselves

QSOM QSOM (Quantitative Systems for Operations Management) is An interactive, userfriendly system that contains eighteen useful modules to support decision making in operations management. This version contains several general improvements, including the correction of "bugs" and the addition of many useful features to each of the modules. This is an interactive, user-friendly system that contains useful modules designed to support decision making in operations management. QSOM provides computerized decision support for the most important operations topics including: material requirements planning, facility location and layout, aggregate production planning, production line balancing, time series forecasting, job shop scheduling, incapacitated lot sizing, critical path method, program evaluation and review techniques, inventory theory, control, learning curve and work measurement.

EXCEL SOLVER Spreadsheets can be used to solve linear programming problems. Most Spreadsheets have built-in optimization routines that are very easy to use and understand. Microsoft Excel has an optimization tool called Solver that we will demonstrate by using it to solve the hockey stick and chess problem. We invoke the Solver from the Tools menu. A dialogue box requests information required by the program. First, we define the problem by identifying a target cell (or objective function), the changing cells (or decision variables), and the constraints that we want in the analysis. The image below shows a spreadsheet with the information required for the problem. Our Target Cell (cell D5) contains a formula that multiplies the quantities of hockey sticks and chess sets produced by their corresponding profit. The Changing Cells correspond to the decision variables for the problem. The Subject to the Constraints box contains cells that calculate the individual machine requirements for a solution. Note that we must indicate that our solution values must be greater than or equal to zero. In image , we do not show the Options dialogue box. If you click on this box, though, you will see a box that allows you to indicate this is a linear problem. Thi s will speed the solution process for our problem. Many other items can be selected in the Options dialogue box that control the solution search mechanism used by Solver. The program can solve problems using search strategies different from the simplex approach. After we input all of the information in the dialogue boxes, we can press the Solve button to solve the problem. A number of different reports can be obtained.

The most interesting reports for our problem are the Answer Report and the Sensitivity Report, both of which are shown in Exhibit SA.3. The Answer Report shows the final answers for the total profit ($64) and the amounts produced (24 hockey sticks and four chess sets). In the constraints section of the Answer Report, the status of each resource is given. All of Machine and Machine B are used, and there are six units of slack for Machine C. The Sensitivity Report is divided into two parts. The first part, titled Changing Cells, corresponds to objective function coefficients. The profit per u nit for the hockey sticks can be either up or down $.67 (between $2.67 and $1.33) without having an impact on the solution. Similarly, the profit of the chess sets could be between $6 and $3 without changing the solution. In the case of Machine A, the right-hand side could increase to 144 (120 + 24) or decrease to 84 with a resulting $.33 increase or decrease in the objective function. The right-hand side of Machine B can increase to 90 units or decrease to 60 units with the same $.33 change in the objective function. For Machine C, the right-hand side could increase to infinity (1E + 30 is scientific notation for a very large number) or decrease

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to four units, with no change in the objective function. The output result is as follows:

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TORA TORA is an algorithm i.e. a mathematical set of instructions or programs (mathematical-software). It is an optimization system in the area of operations research which is very easy to use. Further, TORA is menu -driven and Windowsbased which makes it very user friendly.

Fig.1: Features of TORA The software has in-built tutorial for the novice and it also produces animated graphical linear programming solution. The other features of the software includ e dynamic construction of Critical Path Method charts and creation of search -trees to name some. The software can be executed in automated or tutorial mode. The automated mode reports the final solution of the problem, usually in the standard format foll owed in commercial packages, while the tutorial mode keeps on giving step -wise information about the methodology and solution. TORA also offers self-paced learning of all the computational algorithms in a manner that allows students to check their understa nding of the material with immediate detailed feedback from the software. It enables the instructors to demonstrate ideas that otherwise are literally impossible to present.

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Fig. 2: Modules & Tools used in TORA The various Models in Operations Research which can be solved using the Temporary-Ordered Routing Algorithm include Linear Programming Graphical, LPP: Transportation Models, Integer Programming, Queuing Models, CPM/PERT, Game Theory, Matrix Inversion, Simultaneous Linear Equations etc. The functionality tools in the Temporary - Ordered Routing Algorithm feature a schema browser, SQL worksheet, PL/SQL editor & debugger, storage manager, rollback segment monitor, instance manager, and SQL output viewer.

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AMPL AMPL is a powerful language designed specifically for mathematical programming. AMPL has many features and options; however this tutorial covers a small subset of these 1 . Sections 1 through 5 provide an introduction to modeling Linear Programming (LP) problems with AMPL. Sections 6 and 7 introduce AMPLs modeling capabilities for Integer Programming (IP) and Nonlinear Programming (NLP), respectively.

1 A Simple LP Model
Consider the following example. Berkeley Paint Company makes two colors of paint, blue and gold. The blue paint sells for $10 per gallon, while the gold paint sells for $15 per gallon. The company has one factory, and can make only one color of paint at a time. However, blue paint is easier to make so the factory can make 40 gallons per hour of blue paint, but only 30 gallons per hour of gold paint. In addition, the marketing department tells manufacturing that they can sell at most 860 gallons of gold paint and 1000 gallons of blue paint. If a week is 40 hours and paint cant be stored until next week, we need to determine how many gallons of blue and gold paint to make; so that the total revenue is maximized.
Let PaintB represent the gallons of blue paint we will make, and PaintG represent the gallons of gold paint we will make. Then the problem is formulated as the following LP: max 10PaintB + 15PaintG s.t. : (1/40)PaintB + (1/30)PaintG _ 40 0 _ PaintB _ 1000 0 _ PaintG _ 860.

AMPL is designed to allow mathematical programs to be entered in a syntax very close to the algebraic notation you see above. To use AMPL, we need to create a text file with the mathematical program code. To create a text file, you can use any text editor you feel comfortable with. For example, you can use Notepad , which is found on every Windows 95 and Windows NT system. To create the following program file, start Notepad , and enter the following text.
## Example One var PaintB; # amount of blue var PaintG; # amount of gold maximize profit: 10*PaintB + 15*PaintG; subject to time: (1/40)*PaintB + (1/30)*PaintG <= 40; subject to blue_limit: 0 <= PaintB <= 1000; subject to gold_limit: 0 <= PaintG <= 860;

Note the following things about the AMPL language:

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 The # symbol indicates the start of a comment. Everything after that symbol is ignored. Variables must be declared using the var keyword. All lines of code must end with a semi-colon. The objective starts with maximize or minimize , a name, and a semi-colon (:). After that, the objective statement appears. Each constraint starts with subject to , a name, and a semi-colon. After that, the equation or inequality appears. Names must be unique. A variable and a constraint cannot have the same name. AMPL is case sensitive. Keywords must be in lower case. After the file is created, it should be saved with the extension .mod . For the following examples, thefile is saved as on the z: drive in the directory myFiles as z:\myFiles\examp 1.mod . Note that long file names cannot be used with AMPL. The filenames you select must be at most eight characters followed by a three character extension.Also, sometimes Notepad appends the .txt extension to files automatically, so you may have to rename the file in order to get rid of the .txt . For example, some versions of Notepad will automatically save the file from the previous example as z:\myfiles\examp 1.mod.txt , so you may have to edit the filename to get ride of the extra extension. Once the file is created and youve checked the file name, run the AMPL program by selecting it from the appropriate start menu. After some text appears, you should see the AMPL prompt, which is ampl: . First, you have to select a solver, which is the program that AMPL calls to actually solve the math program. We will be using the solver called cplex for these examples, so type:
option solver cplex;

Don t forget to end every command with a semi-colon. Every time you start AMPL, you need to select a solver using this option solver command. For now, we will always use cplex, but we will later learn about other solvers.Now, type in the following command, which tells AMPL to read in the file you have created.
model z:\myFiles\examp_1.mod;

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If you typed in the model correctly, you will get no error messages. If you made a mistake, correct the model file. Before reloading the model, you must first reset AMPL by typing:
reset;

To reload the model, type in:

model z:\myFiles\examp_1.mod;

Once the model file is successfully loaded, tell AMPL to run the model by typing:
solve;

Once AMPL has solved the model 2 , it displays some information, followed by the objective value. Your solution should look something like:
CPLEX 6.5.3: optimal solution; objective 17433.33333

2 simplex iterations (0 in phase I)B Recall that what we are really interested in is how much blue and gold paint to make. Thus, we need to see the final values assigned to the decision variables PaintB and PaintG. To see the value of PaintB, type:
display PaintB;

Do the same to see the value of PaintG . If you want to direct the output of the display command to a file, use one of the following two formats.To direct output to a file on the z: drive in the directory myFiles called z:\myfiles\examp 1.out , enter:
display PaintB > z:\myFiles\examp_1.out;

However, this will over-write any other file called z:\myfiles\examp 1.out . If you instead want to addto an already existing file called z:\myfiles\examp 1.out , use the following syntax: display PaintB >> z:\myFiles\examp_1.out; Note that here we use the double greater than sign rather than the single.

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LIN GO LINGO is a software tool designed to efficiently build and solve linear, nonlinear, and integer optimization models. LINGO 8.0 includes several new features, including: A new global solver to confirm that the solution found is the global optimum, Multistart capability to solve problems more quickly, Quadratic recognition and solver to identify quadratic programming (QP) problems, A faster and more robust Dual Simplex solver, An improved integer solver to enhance performance in solving many types of problems, Linearization capability to transform common nonsmooth functions to a series of linearfunctions, Infeasible and unbounded analytical tools to help identify model definition problems, A decomposition feature to identify if a model contains independent submodels, A threadsafe DLL for various classes of models An optimization model consists of three parts: Objective function This is single formula that describes exactly what the model should optimize. A general manufacturing example of an objective f unction would be to minimize the cycle time for a given product. Variables These are the quantities that can be changed to produce the optimal value of the objective function. For example, when driving a car, the duration of the trip ( t ) and the speed at which it is taken ( v ) determine the distance ( d ) that can be traveled. Constraints These are formulas that define the limits on the values of the variables. If an ice cream store is determining how many flavors it should offer, only a positive number of flavors is feasible. This constraint could be expressed as Flavors >= 0; A sample model for cookie production by two bakers at a bakery is given by:
! A cookie store can produce drop cookies and decorated cookies, which sell for $1 and $1.50 apiece, respectively. The two bakers each work 8 hours per day and can produce up to 400 drop cookies and 200 decorated cookies. It

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takes 1 minute to produce each drop cookie and 3 minutes to produce each decorated cookie. What combination of cookies produced will maximize the baker's profit? ; MAX = 1*Drop + 1.5*Deco; Drop <= 400; Deco <= 200; 1/60*Drop + 3/60*Deco <=16;

Several other items must be noted about this model: Comments in the model are initiated with an exclamation point (!) and appear in green text. LINGO specified operators and functions appear in blue text. All other text is shown in black. Each LINGO statement must end in a semi-colon (;). Variable names are not case-sensitive and must begin with a letter (A-Z). Other characters in the variable name may be letters, numbers (0-9), or the underscore character (_). Variable names can be up to 32 characters in length. A single toolbar located at the top of the main LINGO window contains many of the same commands as listed below. These commands can be accessed simply by using the mouse to click on the icon representing them. The following pictures detail which icons correspond to which commands.

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LIN GO Operators and Functions LINGO provides a vast array of operators and functions, making it a useful problem solving tool.A selection of the primary operators and functions is given below. There are three types of operators that LINGO uses: arithmetic, logical, and relational operators. The arithmetic operators are as follows: Exponentiation: ^ Multiplication: * Division: / Addition: + Subtraction: The logical operators are used in set looping functions to define true/false conditions: #LT#: TRUE if the left argument is strictly less than the right argument, else FALSE #LE#: TRUE if the left argument is less-than-or-equal-to the right argument, else FALSE #GT#: TRUE if the left argument is strictly greater than the right argument, el se FALSE #GE#: TRUE if the left argument is greater-than-or-equal-to the right argument, else

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FALSE #EQ#: TRUE if both arguments are equal, else FALSE #NE#: TRUE if both arguments are not equal, else FALSE #AND#: TRUE only if both arguments are TRUE, else FALSE #OR#: FALSE only if both arguments are FALSE, else TRUE #NOT#: TRUE if the argument immediately to the right is FALSE, else FALSE The relational operators are used when defining the constraints for a model. They are as follows: The expression is equal: = The left side of the expression is less than or equal to the right side: <= The left side of the expression is greater than or equal to the right side: >= The mathematical functions are as follows: @ABS(X) returns the absolute value of X @SIGN(X) returns -1 if X is negative and +1 if X is positive @EXP(X) calculates e X @LOG(X) calculates the natural log of X @SIN(X) returns the sine of X , where X is the angle in radians @COS(X) returns the cosine of X @TAN(X) returns the tangent of X

REFERANCES

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1. 2. 3. 4. 5. 6. 7. 8. 9. 10. 11.

Management Science By Vikas Publications http://www.lindo.com /downloads/Lindo61StuText.zip http://home.anadolu.edu.tr /~nila/YAZILIM/KILAVUZ/LINDO%20users%20manual.pdf http://www.utdallas.edu /~scniu/OPRE-6201/documents/LP13-LINDO-Analysis.pdf http://math.tongji.edu.cn /model/docs/lingo3.pdf http://www.student.math.uwaterloo.ca /~co370/ampl/AMPLtutorial.pdf http://www.columbia.edu /~dano/courses/4600/lectures/6/AMPLTutorialV2.pdf http://www.ce.memphis.ed u/1112/notes/excel/Excel_solver.pdf http://www.ateneonline.it /chase2e/studenti/tn/6184-7_supA.pdf Some other unlisted websites Program Help Files

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