Question Paper Code :

97859

M.E./M.Tech. DEGREE EXAMINATION, NOVEMBER/DECEMBER 2010 First Semester Computer Science and Engineering

MA 9219 OPERATIONS RESEARCH

(Common to M.E. Network Engineering, M.E. Software Engineering and M.Tech. Information Technology) (Regulation 2009) Time : Three hours

Answer ALL questions

1.

Solve graphically the following LPP : Max : Z = 4 x1 + 3x 2 ,

Subject to : x1 x 2 1,
x1 + x 2 0

and x1 , x 2 0 . 2. 3. 4. 5. 6. How is maximization converted into minimization in Assignment Problems?

Define an absorbing state in Markov chain. Define Monte-Carlo method of Simulation. What are the tests used to ensure the uniformity and independence of random numbers? Write the Pollaczek-Khinchine formula for mean time delay in queue.

7.

What are the customer behaviors in Queuing system?

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PART A (10 2 = 20 Marks)

4
Maximum : 100 Marks

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Reg. No. :

Lagrangian has a stationary point at ( x , y ) = (1,1) . Show also that ( x , y ) = (1,1)

does not maximize the Lagrangian function L( x , y ) = xy 1 ( x + y 2) .

9.

Find all the local maxima and minima (if any) of the following functions, and determine whether each local extremum is a global extremum.
f ( x , y ) = x 3 + 2xy + y 2 + x .

10.

Find the stationary points of the following function using the method of
2 2 constrained variation optimize: y( x ) = x1 x 2 , subject to : f ( x ) = x1 + x 2 1 = 0 .

PART B (5 16 = 80 Marks) 11. (a) A petrol station has two pumps. The service time follows the exponential distribution with mean 4 minutes and cars arrive for service in a Poisson process at the rate of 10 cars per hour. Find the probability that a customer has to wait for service. What proportion of time the pump remains idle?

(b)

Cars arrive at a petrol pump, having one petrol unit, in Poisson fashion with an average of 10 cars per hour. The service time is distributed exponentially with a mean of 3 minutes. Find (i) average number of cars in the system (ii) average waiting time in the queue (iii) average queue length (iv) the probability that the number of cars in the system is 2. A barber shop has two barbers and three chairs for customers. Assume that the customers arrive in Poisson fashion at a rate of 5 per hour and that each barber services customers according to an exponential distribution with mean of 15 minutes. Further if a customer arrives and there are no empty chairs in the shop, he will leave. What is the probability that the shop is empty? What is the expected number of customers in the shop? Or

12.

(a)

(b)

An order picking process in a warehouse gets calls for service at an average rate of 8.5 per hour. The average time to fill the order is 0.1 hours. For analysis purposes assume both times are exponentially distributed. Analyzing the system as an M/M/1 queue, the average time in the queue is 0.5667 hours. An opportunity arises to reduce the variability of the process for filling orders. The inventory manager wonders if the change is worth the cost. Analyze the problem using Non-Markovian method.

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2

6
Or

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8.

Consider the problem: max xy subject to x + y = 2 . Show that for = 1 the

inter arrival and service time are constants and given by 1.5 and

4 minutes respectively. Simulate the system by hand computations for 14 minutes (i) What is the waiting time per customer? (ii) What is the percentage idle time for the facility? (Assume that the system starts at t=0) Or (b)

Explain the components of Discrete-event Simulation and the simulation engine logic? Mention the application areas of Discrete-event Simulation?

14.

(a)

Prove using duality theory that the following linear program is feasible but has no optimal solution Minimize : Z = x1 x 2 + x 3

Subject to constraints : x1 x 3 4 ;

(b)

Goods have to be transported from sources S1, S2 and S3 to destinations Dl, D2 and D3 respectively. The transportation cost per unit, capacities of the sources and requirements of the destinations are given below. Determine the transportation schedule, so that cost is minimized.

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x1 x 2 + 2x 3 3;

and x1 , x 2 , x 3 0. Or

D1 D2 D3 D4 D5 Supply 4 6 5 1 4 2 50 2 3 6 70 3 6 5 4 9 7 8 100 120 120

S1 S2 S3

Demand 40

6
90 90

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13.

(a)

Customers arrive at a milk booth for the required service. Assume that

max x , y x + ay Subject to x 2 + y 2 1 and x + y 0. Or (b) Consider the problem :

(i)

Write down the Kuhn-Tucker conditions for this problem when it is written in the form: max x f ( x ) subject to g j ( x ) c j , for j = 1,.., m + n where gm + i ( x ) = x , for i = 1,.., n. (Write the derivative of the Lagrangian explicitly in terms of the derivatives of f and g j .

g j with respect to x i at x. Denote the Lagrange multiplier

associated with the constraint for g k ( x ) c j by j for j = 1,..., m and the multiplier associated with the constraint gm + i ( x ) 0 by m + i for
i = 1,.., n.)

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4

for j = 1,..., m, using the notation ( g j / x i ( x )) for the derivative of

max x f ( x ), subject to g j ( x ) c j , for j = 1,..., m and x i 0 for i = 1, ...., n .

(ii)

Write down the Kuhn-Tucker conditions tailored to problems with non-negativity constraints. (6)

(iii) Show that if ( x , ( 1 ,..., m + n ) ) satisfies the conditions in (i) then

( x , ( 1 ,..., m )) satisfies the conditions in (ii), and if ( x , ( 1 ,.., m ))

satisfies the conditions in (ii) then there exist numbers m +1 ,..., m + n

such that ( x (1 ,..., m + n )) satisfies the conditions in (i).

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(6) (4)

15.

(a)

For each possible value of the constant a, solve the problem :

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