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MB0032

SET 2

OPERATIONS RESEARCH

details the different phases of Operations Research?

problem from over all point of view of organizations or situations since optimum

result of one part of the system may not be optimum for some other part.

individual can have a thorough knowledge of all fast developing

scientific knowhow, personalities from different scientific and

managerial cadre form a team to solve the problem.

(ii) It makes use of Scientific methods to solve problems.

(iii) OR increases the effectiveness of a management Decision making

ability.

(iv) It makes use of computer to solve large and complex problems.

(v) It gives Quantitative solution.

(vi) It considers the human factors also.

involves the following three phases:

(b) Establishment of the objectives and values related to the

operation.

(c) Determination of the suitable measures of effectiveness and

(d) Formulation of the problems relative to the objectives.

the problems.

(b) Formulation of hypothesis and model.

(c) Observation and experimentation to test the hypothesis on the

basis of additional data.

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(d) Analysis of the available information and verification of the

hypothesis using pre established measure of effectiveness.

(e) Prediction of various results and consideration of alternative

methods.

process by those who first posed the problem for consideration or by

anyone in a position to make a decision, influencing the operation in which

the problem is occurred.

of mathematical programming in which the functions representing the objectives

and the constraints are linear. Here, by optimization, we mean either to maximize

or minimize the objective functions. The general linear programming model is

usually defined as follows:

Maximize or Minimize

Z = c1 x1 + c2 x 2 +............................+cn x n

a21 x1 + a22 x2 + .................+ a2n xn ~ b2

...................................................

...................................................

am 1x1 + am2 x2 + ................ +amn xn ~ bm

and x1 > 0, x2 > 0, xn > 0.

from the technology of the problem and xj (j = 1, 2, 3 n) are the decision variables.

Here ~ is either < (less than), > (greater than) or = (equal). Note that, in terms of the

above formulation the coefficient cj, aij, bj are interpreted physically as follows. If bi

is the available amount of resources i, where aij is the amount of resource i, that

must be allocated to each unit of activity j, the worth per unit of activity is equal to cj.

Canonical forms :

always be put in the following form which is called as the canonical form:

Subject to

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a11 x1 + a12 x2 +................. a1n xn < b1

a21 x1 + a22 x2 + ................. +a2n xn < b2

.....................................................................

am1x1+am2 x2 + ...... + amn xn < bm

x1, x2, x3, ... xn > 0.

2) all constraints are of < type.

3) the objective function is of the maximization type.

Any LPP can be put in the cannonical form by the use of five elementary

transformations:

the maximization of the negative expression of this function. That is,

Minimize Z = c 1 x 1 + c 2x2 + ....... + c n x n is equivalent to

2. Any inequality in one direction (< or >) may be changed to an inequality in the

opposite direction (> or <) by multiplying both sides of the inequality by 1.

example, 2x1+3x2 = 5 can be written as 2x 1+3x 2 < 5 and 2x1+3x2 > 5 or 2x1+3x2 <

5 and 2x1 3x2 < 5.

4. An inequality constraint with its left hand side in the absolute form can be

changed into two regular inequalities. For example: | 2x1+3x2 | < 5 is equivalent to

2x1+3x2 < 5 and 2x1+3x2 > 5 or 2x1 3x2 < 5.

5. The variable which is unconstrained in sign (i.e., > 0, < 0 or zero) is equivalent

to the difference between 2 nonnegative variables. For example, if x is

unconstrained in sign then x

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Q.3:- What are the different steps needed to solve a system of equations by

the simplex method?

2. Introduce surplus variables (Sis) and Artificial Variables (Ai) for >

type of constraint.

3. Introduce only Artificial variable for = type of constraint.

4. Cost (Cj) of slack and surplus variables will be zero and that of artificial

variable will be M Find Zj Cj for each variable.

5. Slack and Artificial variables will form Basic variable for the first

simplex table. Surplus variable will never become Basic Variable for the first

simplex table.

6. Zj = sum of [cost of variable x its coefficients in the constraints Profit

or cost coefficient of the variable].

7. Select the most negative value of Zj - Cj. That column is called key

column. The variable corresponding to the column will become Basic

variable for the next table.

8. Divide the quantities by the corresponding values of the key column to

get ratios select the minimum ratio. This becomes the key row. The Basic

variable corresponding to this row will be replaced by the variable found in

step 6.

9. The element that lies both on key column and key row is called

Pivotal element.

10. Ratios with negative and a value are not considered for

determining key row.

11. Once an artificial variable is removed as basic variable, its column will

be deleted from next iteration.

12. For maximisation problems decision variables coefficient will be same

as in the objective function. For minimization problems decision variables

coefficients will have opposite signs as compared to objective function.

13. Values of artificial variables will always is M for both maximisation

and minimization problems.

14.The process is continued till all Zj Cj > 0.

-4-

Q.4:- What do you understand by the transportation problem? What is the

basic assumption behind the transportation problem? Describe the MODI

method of solving transportation problem?

Ans:- This model studies the minimization of the cost of transporting a commodity

from a number of sources to several destinations. The supply at each source and

the demand at each destination are known. The transportation problem involves

m sources, each of which has available ai (i = 1, 2, .....,m) units of homogeneous

product and n destinations, each of which requires bj (j = 1, 2...., n) units of

products. Here ai and bj are positive integers. The cost cij of transporting one unit of

the product from the i th source to the j th destination is given for each i and j. The

objective is to develop an integral transportation schedule that meets all demands

from the inventory at a minimum total transportation cost. It is assumed that the

total supply and the total demand are equal.

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. 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.

feasible solution. Rather than determining a first approximation by a direct

application of the simplex method it is more efficient to work with the table given

below called the transportation table. The transportation algorithm is the simplex

method specialized to the format of table it involves:

(ii) Testing the solution for optimality

(iii) Improving the solution, when it is not optimal

(iv) Repeating steps (ii) and (iii) until the optimal solution is obtained.

The solution to T.P is obtained in two stages. In the first stage we find Basic

feasible solution by any one of the following methods a) Northwest corner rale b)

Matrix Minima Method or least cost method c) Vogels approximation method. In

the second stage we test the B.Fs for its optimality either by MODI method or by

stepping stone method.

Modified Distribution Method / Modi Method / U V Method .

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Step 1 : Under this method we construct penalties for rows and columns by

subtracting the least value of row / column from the next least value.

Step 2 : We select the highest penalty constructed for both row and column.

Enter that row / column and select the minimum cost and allocate min (ai, bj)

Step 3 : Delete the row or column or both if the rim availability / requirements is

met. Step 4 : We repeat steps 1 to 2 to till all allocations are over.

Step 5 : For allocation all form equation ui + vj = cj set one of the dual variable

ui / vj to zero and solve for others.

Step 6 : Use these value to find ij = cij ui vj of all ij >, then it is the

optimal solution.

Step 7 : If any Dij 0, select the most negative cell and form loop. Starting

point of the loop is +ve and alternatively the other corners of the loop are ve and

+ve. Examine the quantities allocated at ve places. Select the minimum. Add it

at +ve places and subtract from ve place. Step 8 : Form new table and repeat

steps 5 to 7 till ij > 0

Q.5:- Describe the North-West Corner rule for finding the initial basic feasible

solution in the transportation problem?

Step1: The first assignment is made in the cell occupying the upper left hand (north

west) corner of the transportation table. The maximum feasible amount is allocated

there, that is x11 = min (a1,b1)

destination D1 is satisfied or both. This value of x11 is entered in the upper left

hand corner (small square) of cell (1, 1) in the transportation table

destination D1 is still not satisfied , so that at least one more other variable in the first

column will have to take on a positive value. Move down vertically to the second

row and make the second allocation of magnitude

x21 = min (a2, b1 x21) in the cell (2,1). This either exhausts the capacity of

origin O2 or satisfies the remaining demand at destination D1.

O1 is not completely exhausted. Move to the right horizontally to the second column

and make the second allocation of magnitude x12 = min

(a1 x11, b2) in the cell (1, 2) . This either exhausts the remaining capacity of

origin O1 or satisfies the demand at destination D2 .

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If b1 = a1, the origin capacity of O1 is completely exhausted as well as the

requirement at destination is completely satisfied. There is a tie for second

allocation, An arbitrary tie breaking choice is made. Make the second allocation of

magnitude x12 = min (a1 a1, b2) = 0 in the cell (1, 2) or x21 = min (a2, b1 b2) =

0 in the cell (2, 1).

Step 3: Start from the new north west corner of the transportation table satisfying

destination requirements and exhausting the origin capacities one at a time, move

down towards the lower right corner of the transportation table until all the rim

requirements are satisfied.

Q.6:- Describe the Branch and Bound Technique to solve an I.P.P. problem?

Ans:- The Branch And Bound Technique Sometimes a few or all the variables

of an IPP are constrained by their upper or lower bounds or by both. The most

general technique for the solution of such constrained optimization problems is the

branch and bound technique. The technique is applicable to both all IPP as well

as mixed I.P.P. the technique for a maximization problem is discussed below:

xj > 0...................................... j = r + 1, ......, n _________ (4)

Further let us suppose that for each integer valued xj, we can assign lower and

upper bounds for the optimum values of the variable by

The following idea is behind the branch and bound technique

Consider any variable xj, and let I be some integer value satisfying Lj I Uj 1.

Then clearly an optimum solution to (1) through (5) shall also satisfy either the

linear constraint.

x j > I + 1 ___________________________ ( 6)

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Or the linear constraint xj I ............................... ..(7)

To explain how this partitioning helps, let us assume that there were no

integer restrictions (3), and suppose that this then yields an optimal solution to

L.P.P. (1), (2), (4) and (5). Indicating x1 = 1.66 (for example). Then we formulate

and solve two L.P.Ps each containing (1), (2) and (4).

1 in the other. Further each of these problems process an optimal solution

satisfying integer constraints (3)

Then the solution having the larger value for z is clearly optimum for the given

I.P.P. However, it usually happens that one (or both) of these problems has no

optimal solution satisfying (3), and thus some more computations are necessary.

We now discuss step wise the algorithm that specifies how to apply the

partitioning (6) and (7) in a systematic manner to finally arrive at an optimum

solution.

We start with an initial lower bound for z, say z (0) at the first iteration which

is less than or equal to the optimal value z*, this lower bound may be taken as the

starting Lj for some xj.

In addition to the lower bound z (0) , we also have a list of L.P.Ps (to be

called master list) differing only in the bounds (5). To start with (the 0 th iteration)

the master list contains a single L.P.P. consisting of (1), (2), (4) and (5). We now

discuss below, the step by step procedure that specifies how the partitioning (6)

and (7) can be applied systematically to eventually get an optimum integer valued

solution.

-8-

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