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ASSIGNMENT SET 1

1. A toy company manufactures two types of dolls, a basic version doll-A and a deluxe version doll-B. Each doll of type B takes twice as long to produce as one of type A, and the company would have time to make maximum of 1000 per day. The supply of plastic is sufficient to produce 1000 dolls per day (both A & B combined). The deluxe version requires a fancy dress of which there are only 500 per day available. If the company makes a profit of Rs 3.00 and Rs 5.. per doll, respectively on doll A and B, then how many of each doll should be produced per day in order to maximize the total profit. Formulate this problem.

Formulation:

Let X1 and X2 be the number of dolls produced per day of type A and B, respectively. Let the A require t hrs. So that the doll B require 2t hrs. So the total time to manufacture X1 and X2 dolls should not exceed 2000t hrs.

Therefore, tX1 + 2tX2 ≤ 2000t

**Other constraints are simple. Then the linear programming problem becomes: Maximize p = 3 X1 + 5 X2
**

Subject to restrictions, X1 + 2X2 ≤ 2000 (Time constraint) X1 + X2 ≤ 1500 (Plastic constraint)

**X2 ≤ 600 (Dress constraint) And non-negatively restrictions
**

1

Row reduction matrix Operations O1 O2 O3 M1 10 9 15 M2 15 10 16 M3 12 9 16 M4 11 12 17 2 . Most business problems involve constraints like raw materials availability. For example. bottle necks may occur.X 1. It also helps in providing better tools for adjustment to meet changing conditions. A significant advantage of linear programming is highlighting of such bottle necks. It improves the quality of decisions. machines etc. which must be taken into consideration. 5. Linear programming can handle such situation also.) 2. 3. What are the advantages of Linear programming techniques? 1. Just we can produce so many units of product does not mean that they can be sold. in a factory some machines may be in great demand while others may lie idle for some time. 4. Solve the following Assignment Problem Operations O1 O2 O3 M1 10 9 15 M2 15 10 16 M3 12 9 16 M4 11 12 17 Since the number of rows are less than number of columns. The individual who makes use of linear programming methods becomes more objective than subjective. X 2 ≥ 0 2. labor. In a production process. adding a dummy row and applying Hungarian method. market demand etc. 3. The linear programming technique helps to make the best possible use of available productive resources (such as time.

0-1 integer programming or binary integer programming (BIP) is the special case of integer programming where variables are required to be 0 or 1 (rather than arbitrary integers). "at least as hard as the hardest problems in NP"). If only some of the unknown variables are required to be integers. is a class of problems that are. then the problem is called a mixed integer programming (MIP) problem. What is integer programming? If the unknown variables are all required to be integers. These are generally also NP-hard. integer programming problems are in many practical situations (those with bounded variables) NP-hard (non-deterministic polynomial-time hard). then the problem is called an integer programming (IP) or integer linear programming (ILP) problem. O2 – M3. informally. and in fact the decision version was one of Karp's 21 NP-complete problems. 4. Selecting (03. In contrast to linear programming. 3 . O3 – M2 AND O4 – M4. which can be solved efficiently in the worst case. O1 – M1 O2 – M3 O3 – M2 10 09 16 O4 – M4 00 ------------------------TOTAL 35 Therefore. in computational complexity theory.O4 0 0 0 0 Optimum assignment solution Operations O1 O2 O3 O4 M1 [0 ] x 1 M2 5 1 M3 2 M4 1 3 x [0 ] x [0 ] x x x [0 ] Hungarian Method leads to multiple solutions. This problem is also classified as NPhard. the optimum assignment schedule is O1 – M1. M2) arbitrarily.

Explain the methodologies? different steps involved in simulation The methodology developed for simulation process consists of the following seven steps: Step 1: Identify and clearly define the problem. Write down the basic difference between PERT &CPM. Such integer-programming algorithms are discussed by Padberg and in Beasley. a sample of probabilistic variables.e. by actually following the relationships among the variables for each of the alternative decisions.. Step 4: Obtain a consistent set of values (or states) for the variables. most notably problems where the constraint matrix is totally uni-modular and the right-hand sides of the constraints are integers. Step 7: Tabulate the various values of the decision criterion and choose the best policy. 5. random sampling technique maybe used. Advanced algorithms for solving integer linear programs include: cutting-plane method branch and bound branch and cut branch and price if the problem has some extra structure. i. 4 . Both are based on the network representation of activities and their scheduling that determines the most critical activities to be controlled so as to meet the completion date of the project. Step 5: Use the sample obtained in step 2 to calculate the values of the decision criterion.There are however some important subclasses of IP and MIP problems that are efficiently solvable. Step 3: Formulate the variables that influence the situation and an extract or probabilistic description of their possible values or states. 6. Step 2: List the statement of objectives of the problem. Step 6: Repeat steps 2 and 3 until a sufficient number of samples are available. Though there are no essential differences between PERT and CPM as both of them share in common the determination of a critical path. it may be possible to apply delayed column generation.

Therefore. Therefore. which consisted of routine tasks whose resource requirements and duration were known with certainty. it is basically deterministic. 2. associated probabilities are calculated so as to characterize it. emphasis is given on the important stages of completion of a task rather than the activities required to be performed to reach a particular event or task. it had to cope with the uncertainties that are associated with R&D activities. Therefore. PERT was developed in connection with an R&D work. 2. the total project duration is regarded as a random variable. 4. CPM is used for projects involving activities of repetitive nature.PERT Some key points about PERT are as follows: 1. In PERT. CPM is suitable for establishing a trade-off for optimum balancing between schedule time and cost of the project. It is an event-oriented network because in the analysis of a network. CPM was developed in connection with a construction project. CPM 1. It helps in pinpointing critical areas in a project so that necessary adjustment can be made to meet the scheduled completion date of the project. 3. PERT is normally used for projects involving activities of non-repetitive nature in which time estimates are uncertain. 3. 5 .

The most significant advantage of a model is that it does not interfere with the real-life system. Probabilistic Models in which the input and output variables follow a defined probability distribution. Mathematical or Symbolic Models employ a set of mathematical symbols to represent the decision variable of the system.MB0048 – Operations Research ASSIGNMENT SET 2 1. a. graphs and charts. They are designed to tackle specific problems. b. Some examples of mathematical models are allocation. A broad classification of OR models You can broadly classify OR models into the following types. Discuss different models available in OR. Deterministic model in which everything is defined and the results are certain. c. sequencing. The variables are related by mathematical systems. They bring out significant factors and interrelationships in pictorial form to facilitate analysis. By nature of Environment: Models can be further classified as follows: a. such as the Games Theory. b. represented on a smaller scale. such as an EOQ model. such as toys. These models can simulate the actual performance of a product. Physical Models include all form of diagrams. Analog models Iconic models are primarily images of objects or systems. By the extent of Generality Models can be further classified as follows: 6 . There are two types of physical models: a. d. Analog models are small physical systems having characteristics similar to the objects they represent. and replacement models. The objective of a model is to identify significant factors that affect the real-life system and their interrelationships. A model is an idealized representation or abstraction of a real-life system. Iconic models b. A model aids the decision-making process as it provides a simplified description of complexities and uncertainties of a problem in a logical structure. What is a model in OR?.

or. General Models are the models which you can apply in general to any problem. Y 2. Y 3 ≥ 0 3. X2 ≥ 0 Soln: Min W = 15Y1 + 10Y2 + 20Y3 Subject to 3Y1 + Y2 + 5Y3 ≥ 4 Y1 + 2Y2 + 2Y3 ≥ 5 Y 1. b.a. Write dual of Max Z = 4X1 + 5X2 Subject to: 3X1 + X2 ≤ 15 X1 + 2X2 ≤ 10 5X1 + 2X2 ≤ 20 X1. The Monte-Carlo simulation procedure can be summarized in the following steps: 7 . This approach has the ability to develop many months or years of data in a matter of few minutes on a digital computer. is not possible by analytical method. The Monte-Carlo method is a simulation technique in which statistical distribution functions are created by using a series of random numbers. where solution of the mode. The method is generally used to solve the problems which cannot be adequately represented by mathematical models. 2. For example: Linear programming. Write a note on Monte-Carlo simulation. For example: You can use the sales response curve or equation as a function of only in the marketing function. Specific Models on the other hand are models that you can apply only under specific conditions.

Step 7: Formulate proposals for advice to management on the course of action to be adopted and modify the model.e. It is basically a method to analyze the tasks involved in completing a given project. Step 6: Evaluate the results of the simulation. 4. Explain PERT Program (Project) Evaluation and Review Technique (PERT) is a project management tool used to schedule. and b) Specify the number of runs of simulation to be made. and to identify the minimum time needed to complete the total project.Step 1: Define the problem: a) Identify the objectives of the problem.. i. if necessary. especially the time needed to complete each task. Step 3: Prepare the model for experimentation: a) Define the starting conditions for the simulation. state the conditions under which the experiment is to be performed. c) Identify the type of distribution that will be used – Models use either theoretical distributions or empirical distributions to state the patterns the occurrence associated with the variables. 8 . Step 5: Summarize and examine the results obtained in step 4. b) Formulate the appropriate decision rules. organize. d) Specify the manner in which time will change. experiment with the model: a) Define a coding system that will correlate the factors defined in step 1 with the random numbers to be generated for the simulation. Step 4: Using step 1 to 3. b) Select a random number generator and create the random numbers to be used in the simulation. c) Associate the generated random numbers with the factors identified in step 1 and coded in step 4 (a). e) Define the relationship between the variables and parameters. and b) Identify the main factors which have the greatest effects on the objectives of the problem Step 2: Construct an appropriate model: a) Specify the variables and parameters of the model. and coordinate tasks within a project.

4. Also each player would expect his opponent to be calculative. Then. . It helps in pinpointing critical areas in a project so that necessary adjustment can be made to meet the scheduled completion date of the project. However. Determine the critical path. Construct a network diagram. PERT is normally used for projects involving activities of non-repetitive nature in which time estimates are uncertain. Determine the proper sequence of the activities. Therefore. a12.Some key points about PERT are as follows: 1. accordingly B’s choice would be B1. Then. Estimate the time required for each activity. 2. Explain Maximini . a12. α1 is the minimum gain of A when he plays A1 (α1 is the minimum pay-off in the first row. a1n. … . It is an event-oriented network because in the analysis of a network. associated probabilities are calculated so as to characterize it. the total project duration is regarded as a random variable.) 9 . it had to cope with the uncertainties that are associated with R&D activities. emphasis is given on the important stages of completion of a task rather than the activities required to be performed to reach a particular event or task.. Update the PERT chart as the project progresses. PERT was developed in connection with an R&D work.. 3. Suppose player A plays A1.minimax principle Solving a two-person zero-sum game Player A and player B are to play a game without knowing the other player’s strategy. a1n. . Bn. Therefore. 5. player A would like to maximize his profit and player B would like to minimize his loss. In PERT. … . his gain would be a11.B2. PERT planning involves the following steps: Identify the specific activities and milestones. Let α1 = min { a11.

… . Am. s). 10 . … . Here. the minimum gains are the row minimums α1. The value of a game is the expected gain of player A. if the maximin and the minimax are equal. when B plays. The minimax is β = min j { max I (aij) } If α = β = v (say). the position (r. (r. he would minimise his maximum loss. It is called the value of the game. the maximin and the minimax are equal and the game is said to have saddle point. α2.Similarly. the player’s strategy is pure strategy. s) is the saddle point. You will find corresponding to A’s play A1. then the game does not have a saddle point. If the maximin occurs in the rth row and if the minimax occurs in the sth column. the least pay-off in the second row. Then the maximum of the row minimum in the pay-off matrix is called maximin. The maximin is α = max I { min j (aij) } Similarly. if A plays A2. If α < β. Saddle point In a two-person zero-sum game. the game has saddle point. when both the players adopt optimal strategy. v = ars is the common value of the maximin and the minimax. The minimum of the column maximums in the pay-off matrix is called minimax. The maximum loss to B is when Bj is βj = max i ( aij ). This is the maximum pay-off in the j th column. then his minimum gain is α2. Suppose A chooses the course of action where αi is maximum. Saddle point is the position where the maximin (maximum of the row minimums) and minimax (minimum of the column maximums) coincide. A2. Note: If a game has saddle point. αm.

6. a11X1 + a12X2 + --. that pay-off is the value of the game. ………………. The corresponding position is the saddle point.+cnXn Subject to the constraints. Linear Programming Linear Programming b. Let (r. B2. Hence. … . 3. Optimization refers to the maximization or minimization of the objective functions. 2. The suggested pure strategy for player B is Bs...+ a2nXn ~ b2 am1X1 + am2xX2 + --. Write short notes on the following: a. The value of the game is ars.Bn be the courses of action for player B. s) be the saddle point. Let A1. … . the suggested solution for the players is mixed strategy. Note: However. Let B1.+ amnXn ~ bm and X1. Xn ≥ 0 11 . The maximum pay-off in each column is written within a box. the game does not have a saddle point. A2. X2.Am be the courses of action for player A. if none of the pay-offs is circled or boxed. The saddle point of the game is as follows: 1. transportation Linear programming focuses on obtaining the best possible output (or a set of outputs) from a given set of limited resources. You can define the general linear programming model as follows: Maximize or Minimize: Z = c1X1 + c2X2 + --. Then.+ a1nXn ~ b1 a21X1 + a22X2 + --. The LPP is a class of mathematical programming where the functions representing the objectives and the constraints are linear.Solution to a game with saddle point Consider a two-person zero-sum game with players A and B. If any pay-off is circled as well as boxed. The minimum pay-off in each row of the pay-off matrix is encircled. the suggested pure strategy for player A is Ar.

each of which requires b j (j = 1. j = 1. Here ~ is either ≤ (less than). bi and aij are interpreted physically as follows. 2.Where. The cost of transportation from the fictitious destination to all sources and from all destinations to the fictitious sources are assumed to be zero so that total cost of transportation will remain the same. cj. in terms of the above formulation the coefficients cj. 3. 2. 3 ---. 2. Transportation Transportation model is an important class of linear programs. For a given supply at each source and a given demand at each destination. j = 1. n With all XIJ ≥ 0 A necessary and sufficient condition for the existence of a feasible solution to the transportation problem (2) is: m ∑i=1 ai = n∑j=1 bj 12 .. n) units of products. where aij is the amount of resource i that must be allocated to each unit of activity j. m.n) are the decision variables. m and n∑j=1 bj. The objective is to develop an integral transportation schedule that meets all demands from the inventory at a minimum total transportation cost. Note that. 2… m) units of homogeneous product and n destinations. Here ai and bj are positive integers. 2. Let Xij be number of units of the homogenous product to be transported from source i to the destination j. It is assumed that the total supply and the total demand are equal. the “worth” per unit of activity is equal to cj. ≥ (greater than) or = (equal). Then objective is to Minimize Z = Subject to m m ∑i=1 n∑j=1 CIJ Xij (2) ∑i=1 ai. the model studies the minimization of the cost of transporting a commodity from a number of sources to several destinations.n) are constants determined from the technology of the problem and Xj (j = 1. each of which has available ai (i = 1. bi and aij (i = 1. 3. If bi is the available amount of resources i. -------------. 2. -------------. …. The cost cij of transporting one unit of the product from the ith source to the jth destination is given for each i and j.. The transportation problem involves m sources. 3 ------. The standard mathematical model for the transportation problem is as follows . 2…. m ∑i=1 ai = n∑j=1 bj (1) The condition (1) is guaranteed by creating either a fictitious destination with a demand equal to the surplus if total demand is less than the total supply or a (dummy) source with a supply equal to the shortage if total demand exceeds total supply. i = 1. 3.

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