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OPERATION RESEARCH

Text Book:
Operations Research: An Introduction
By Hamdy A.Taha (Pearson Education)
th
7 Edition
By TALAT DAYYAN
Reference Books:
1. Hadley, G: Linear Programming,
Addison Wesley
2. Pant, J.C: Optimization,
Jain Brothers

By TALAT DAYYAN
3. Hillier & Lieberman
Introduction to Operations
Research, Tata McGraw-Hill
4. Bazaraa, Jarvis & Sherali
Linear Programming and Network
Flows, John Wiley

By TALAT DAYYAN
You may view my lecture slides in the
following site.

http://faculty.ju.edu.sa/CoS/tdayyan

By TALAT DAYYAN
The formal activities of Operations Research
(OR) were initiated in England during World
War II when a team of British scientists set
out to make decisions regarding the best
utilization of war material. Following the
end of the war, the ideas advanced in
military operations were adapted to improve
efficiency and productivity in the civilian
sector. Today, OR is a dominant and
indispensable decision making tool.
By TALAT DAYYAN
Example: The Burroughs garment
company manufactures men's shirts
and womens blouses for Walmark
Discount stores. Walmark will accept
all the production supplied by
Burroughs. The production process
includes cutting, sewing and
packaging. Burroughs employs 25
workers in the cutting department, 35
in the sewing department and 5 in the
By TALAT DAYYAN
packaging department. The factory works
one 8-hour shift, 5 days a week. The
following table gives the time
requirements and the profits per unit for
the two garments:

By TALAT DAYYAN
Minutes per unit
Garment Cutting Sewing Packaging Unit
profit($)
Shirts 20 70 12 8.00

Blouses 60 60 4 12.00

Determine the optimal weekly


production schedule for Burroughs.
By TALAT DAYYAN
Solution: Assume that Burroughs
produces x1 shirts and x2 blouses per
week.
Profit got = 8 x1 + 12 x2

Time spent on cutting = 20 x1 + 60 x2 mts


Time spent on sewing = 70 x1 + 60 x2 mts
Time spent on packaging =12 x1 + 4 x2 mts
By TALAT DAYYAN
The objective is to find x1, x2 so as to
maximize the profit z = 8 x1 + 12 x2
satisfying the constraints:
20 x1 + 60 x2 25 40 60
70 x1 + 60 x2 35 40 60
12 x1 + 4 x2 5 40 60
x1, x2 0, integers
By TALAT DAYYAN
This is a typical optimization problem.
Any values of x1, x2 that satisfy all
the constraints of the model is called
a feasible solution. We are
interested in finding the optimum
feasible solution that gives the
maximum profit while satisfying all
the constraints.
By TALAT DAYYAN
More generally, an optimization
problem looks as follows:
Determine the decision variables
x1, x2, , xn so as to optimize an
objective function f (x1, x2, , xn)
satisfying the constraints
gi (x1, x2, , xn) bi (i=1, 2, , m).

By TALAT DAYYAN
Linear Programming Problems(LPP)
An optimization problem is called a
Linear Programming Problem (LPP) when
the objective function and all the
constraints are linear functions of the
decision variables, x1, x2, , xn. We also
include the non-negativity restrictions,
namely xj 0 for all j=1, 2, , n.
Thus a typical LPP is of the form:

By TALAT DAYYAN
Optimize (i.e. Maximize or Minimize)
z = c1 x1 + c2 x2+ + cn xn
subject to the constraints:
a11 x1 + a12 x2 + + a1n xn b1
a21 x1 + a22 x2 + + a2n xn b2
. . .
am1 x1 + am2 x2 + + amn xn bm
x1, x2, , xn 0
By TALAT DAYYAN
A LPP satisfies the two properties:
Proportionality and additivity

Proportionality means the contributions


of each decision variable in the
objective function and its requirements
in the constraints are directly
proportional to the value of the variable.

By TALAT DAYYAN
Additivity stipulates that the total
contributions of all the variables in the
objective function and their
requirements in the constraints are the
direct sum of the individual
contributions or requirements of each
variable.

By TALAT DAYYAN
We shall first look at formulation of
some LPPs,
Graphically solve some LPPs
involving two decision variables
Study some mathematical
preliminaries regarding the solutions
of LPPs
Finally look at the Simplex method
of solving a LPP
By TALAT DAYYAN
Wild West produces two types of cowboy hats.
Type I hat requires twice as much labor as a
Type II. If all the available labor time is
dedicated to Type II alone, the company can
produce a total of 400 Type II hats a day. The
respective market limits for the two types of
hats are 150 and 200 hats per day. The profit is
$8 per Type I hat and $5 per Type II hat.
Formulate the problem as an LPP so as to
maximize the profit.
By TALAT DAYYAN
Solution: Assume that Wild West produces x1
Type I hats and x2 Type II hats per day.

Per day Profit got = 8 x1 + 5 x2

Assume the time spent in producing one


type II hat is c minutes.

Labour Time spent is (2 x1 + x2) c minutes

By TALAT DAYYAN
The objective is to find x1, x2 so as to
maximise the profit z = 8 x1 + 5 x2
satisfying the constraints:
(2 x1 + x2 ) c 400 c
x1 150
x2 200
x1, x2 0, integers
By TALAT DAYYAN
That is: The objective is to find x1, x2 so
as to
maximise the profit z = 8 x1 + 5 x2
satisfying the constraints:
2 x1 + x2 400
x1 150
x2 200
x1, x2 0, integers
By TALAT DAYYAN
Feed Mix problem: The manager of a milk
diary decides that each cow should get at least
15, 20 and 24 units of nutrients A, B and C
respectively. Two varieties of feed are
available. In feed of variety 1(variety 2) the
contents of the nutrients A, B and C are
respectively 1(3), 2(2), 3(2) units per kg. The
costs of varieties 1 and 2 are respectively
Rs. 2 and Rs. 3 per kg. How much of feed of
each variety should be purchased to feed a cow
daily so that the expenditure is least?
By TALAT DAYYAN
Trim Loss problem: A company has to
manufacture the circular tops of cans. Two
sizes, one of diameter 10 cm and the other
of diameter 20 cm are required. They are to
be cut from metal sheets of dimensions 20
cm by 50 cm. The requirement of smaller
size is 20,000 and of larger size is 15,000.
The problem is : how to cut the tops from
the metal sheets so that the number of
sheets used is a minimum. Formulate the
problem as a LPP.
By TALAT DAYYAN
A sheet can be cut into one of the following
three patterns: 10
10
Pattern I

Pattern II 20
10
20 10
Pattern III 10
20
By TALAT DAYYAN
Pattern I: cut into 10 pieces of size 10 by 10
so as to make 10 tops of size 1
Pattern II: cut into 2 pieces of size 20 by 20
and 2 pieces of size 10 by 10 so as to make
2 tops of size 2 and 2 tops of size 1
Pattern III: cut into 1 piece of size 20 by 20
and 6 pieces of size 10 by 10 so as to make
1 top of size 2 and 6 tops of size 1

By TALAT DAYYAN
So assume that x1 sheets are cut according to
pattern I, x2 according to pattern II, x3
according to pattern III

The problem is to
Minimize z = x1 + x2 + x3
Subject to 10 x1 + 2 x2 + 6 x3 20,000
2 x2 + x3 15,000
x1, x2, x3 0, integers
By TALAT DAYYAN
A Post Office requires different number of
full-time employees on different days of the
week. The number of employees required on
each day is given in the table below. Union
rules say that each full-time employee must
receive two days off after working for five
consecutive days. The Post Office wants to
meet its requirements using only full-time
employees. Formulate the above problem as
a LPP so as to minimize the number of full-
time employees hired.
By TALAT DAYYAN
Requirements of full-time employees
day-wise
Day No. of full-time
employees required
1 - Monday 10
2 - Tuesday 6
3 - Wednesday 8
4 - Thursday 12
5 - Friday 7
6 - Saturday 9
7 - Sunday 4
By TALAT DAYYAN
Solution: Let xi be the number of full-time
employees employed at the beginning of day
i (i = 1, 2, , 7). Thus our problem is to find
xi so as to

By TALAT DAYYAN
Minimize z x1 x2 x3 x4 x5 x6 x7

Subject to
x1 x4 x5 x6 x7 10 (Mon)
x1 x2 x5 x6 x7 6 (Tue)
x1 x2 x3 x6 x7 8 (Wed)
x1 x2 x3 x4 x7 12 (Thu)
x1 x2 x3 x4 x5 7 (Fri) xi 0.
x2 x3 x4 x5 x6 9 (Sat) integers
x3 x4 x5 x6 x7 4 (Sun)
By TALAT DAYYAN
BITS wants to host a Seminar for five
days. For the delegates there is an
arrangement of dinner every day. The
requirement of napkins during the 5
days is as follows:

Day 1 2 3 4 5

Napkins 80 50 100 80 150


Needed

By TALAT DAYYAN
Institute does not have any napkins in the
beginning. After 5 days, the Institute has no
more use of napkins. A new napkin costs
Rs. 2.00. The washing charges for a used one
are Rs. 0.50. A napkin given for washing after
dinner is returned the third day before dinner.
The Institute decides to accumulate the used
napkins and send them for washing just in time
to be used when they return. How shall the
Institute meet the requirements so that the total
cost is minimized ? Formulate as a LPP.
By TALAT DAYYAN
Solution Let xj be the number of napkins
purchased on day j, j=1,2,..,5
Let yj be the number of napkins given for
washing after dinner on day j, j=1,2,3
Thus we must have
x1 = 80, x2 = 50, x3 + y1 = 100, x4 + y2 = 80
x5 + y3 = 150
Also we have
y1 80, y2 (80 y1) + 50
y3 (80 y1) + (50 y2) + 100
By TALAT DAYYAN
Thus we have to Minimize
z = 2(x1+x2+x3+x4+x5)+0.5(y1+y2+y3)
Subject to
x1 = 80, x2 = 50, x3 +y1 =100,
x4 + y2 = 80, x5 + y3 = 150,
y1 80, y1+y2 130, y1+y2+y3 230,
all variables 0, integers
By TALAT DAYYAN
There are many Software packages
available to solve LPP and related problems.
Your book contains a CD having the
package TORA probably developed by
the author.
There is also Microsofts Excel Solver.
Normally this would not have been loaded;
you must check whether it is loaded.
There is also a commercial package
LINGO By TALAT DAYYAN
Dr. J C Pants book contains in the end a
C code for solving some of the LPP
problems (of course developed by some of
your seniors).
You may yourself develop programs to
solve LPP problems.

By TALAT DAYYAN