5

9
1

5000

50

5 3

29


31
 5
8
3
9

5
8
3
3

31


58 50
1 5

5
78 58 1 7 1 5
938 58 1 1 93 1 1 7
8118 58 1 1 1 811 1 1 1 93
51118 58 1 1 1 1 5111 1 1 1 1 811
13358 58 1 1 1 1 1 1335 1 1 1 1 1 5111

32
 7 78

5
8

5
8

8 3

33
 8

3 3

T1 5
T2 8
T = T1 + T2 T

34
 T
1
T2

7 5
9 8
2 3
1 9
1 1

(7 +4 + 8 + 5 + 6 ) * 4 = 120 min.

7 7

9 9

8 8 8 8

1 1

1 1

35
7 + 4 + 8 + 8 + 8 + 8 + 5 + 6 = 54 min.
T

41=3
T = 120 ( 4 + 4 + 5 + 5 ) * 3 = 66

9 3
5

36
 Operations Research

[ 1 ] Hamdy A. Taha " Operations Research : an introduction" 6th

edition ( 1997), Prentice-Hall.
[ 2 ] Prem Kumar Gupta and D.S. Hira " Operations Research : an
introduction" 2nd edition (1989) S. Chand & Company LTD,
NewDelhi .

37
Linear Programming
Operations research

5221

5
8
3
9
1
Linear programming
5197 5273
Simplex method

38
 5
8
3
9
1
5 9
General form 5
n
max .or min . Z C j X j Objective function
j 1

n

S .t . a ij X j bi Constra int s
j 1

i 1 ,2 ,...,m
j 1 ,2 ,...,n
Cj
Decision variables Xj
Technical coefficients aij
Availability amounts bi
Canonical form 8
n
max . Z C j X j Objective function
j 1
n
S .t . a
j 1
ij X j bi Constra int s

Xj 0 nonnegative constra int s

( Xj 0 ) 5
.) 8
maximized 3

39
 maximized minimized 5
max. Z = min. (-Z) 5
8
a ij X j bi a ij X j bi :)-5(
3
a ij X j bi

a ij X j bi
a ij X j bi

absolute value 9

a ij X j bi
a ij X j bi
a ij X j bi
a ij X j bi
or a ij X j bi
a ij X j bi

unrestricted sign 1

Xi Xi Xi Xi ,Xi 0
' '' ' ''
and
Standard form 3
5
Xj 0 nonnegative
bi 0 8
max. min. 3

a ij X j bi a ij X j S i bi
a ij X j bi a ij X j S i bi

Slack variables Si
Si 0
5
min . Z 2X1 3X 2 5 X 3
s .t . X 1 X 2 X 3 5
6 X 1 7 X 2 9 X 3 15
19 X 1 7 X 2 5 X 3 13
X 1 , X 2 0 , X 3 unrestricted

41
 ' "
X3 X3 X3

min . Z 2 X 1 3 X 2 5 ( X 3' X 3'' )

s .t . X 1 X 2 ( X 3' X '' ) 5
6 X 1 7 X 2 9( X 3' X 3'' ) 15
6 X 1 7 X 2 9( X 3' X 3'' ) 15
19 X 1 7 X 2 5 ( X 3' X 3'' ) 13
19 X 1 7 X 2 5 ( X 3' X 3'' ) 13
X 1 , X 2 , X 3' , X 3" 0

max . Z 2 X 3 X 5 ( X ' X '' )

1 2 3 3
s .t . ''
X X ( X X ) S 5
'
1 2 3 1
6 X 7 X 9 ( X ' X '' )15
1 2 3 3

19 X 7 X 5 ( X ' X '' ) S 13
1 2 3 3 3
19 X 7 X 5 ( X ' X '' ) S 13
1 2 3 3 4
X , X , X ' , X " ,S , S , S ,S 0
1 2 3 3 1 2 3 4

Formulation of the model 8 9

C B A 8

A B C
I 1 8 5 930
II 3 0 8 910
III 5 9 0 980
3 8 1

41
 3
1 5 1

50

A
0.9 C B
C B A X3 X2 X1

max . Z 3 X 1 2 X 2 5 X 3
s .t . X 1 2 X 2 X 3 430
3 X 1 2 X 3 460
X 1 4 X 2 420
X1 ,X2 ,X3 0

max . Z 3 X 1 2 X 2 5 X 3 6 X 4
s .t . X 1 2 X 2 X 3 3 X 4 430
3 X 1 2 X 3 5 X 4 460
X 1 4 X 2 X 4 420
X1 ,X2 ,X3 ,X4 0

430 - (X1+2X2+X3)+ 460 - (3X1+2X3)+ 420 - (X1+4X2) 10

5X1 + 6X2 + 3X3 1300
:
max . Z 3X1 2X2 5X3
s .t . X 1 2 X 2 X 3 430
3 X 1 2 X 3 460
X 1 4 X 2 420
5 X 1 6 X 2 3 X 3 1300
X1 ,X2 ,X3 0
X1
0.4 X 1 0.4 X 2 0.4 X 3 0
X2 X3

42
 max . Z 3X1 2X2 5 X3
s .t . X 1 2 X 2 X 3 430
3 X 1 2 X 3 460
X 1 4 X 2 420
X 1 0.4 X 2 0.4 X 3 0
X1 ,X2 ,X3 0

3 9

Graphical method 5

Feasible Solutions
Extreme Points Region (F.S.R.)
Optimal values
Simplex method
3
max . Z 120 X 100Y
s .t . 2 X 2.5Y 1000
3 X 1.5Y 1200
1.5 X 4Y 1200
X ,Y 0

1. 2 X 2.5Y 100if X 0 then Y 400 ( 0 ,400 )

if Y 0 then X 500 ( 500.0 )
2 3 X 1.5Y 1200 if X 0 then Y 800 ( 0 ,800 )
if Y 0 then X 400 ( 400 ,0 )
3. 1.5 X 4Y 1200 if X 0 then Y 300 ( 0 ,300 )
if Y 0 then X 800 ( 800 ,0 )
4. X 0
5. Y 0
(F.S.R.)

43
 900
800 8
700
600
500
400
5
300 B 3
200 C
F.S.R. D
100
0 A E
0 100 200 300 400 500

E D C B A
C(4000/17 , 3600/17 ) 3 5
D(1000/3 , 400/3 ) 8 5

Points Z = 120 X +100 Y

A(0,0) Z=0+0=0
B(0,300) Z = 0 +100*300 = 30000
C(4000/17, 3600/17) Z=120*(4000/17)+100*(3600/17)=840000/17
D(1000/3,400/3) Z=120*(1000/3)+100*(400/3)=160000/3 max.
E(400,0) Z = 120* 400 + 0 = 48000
Z=160000/3 Y=400/3 X=1000/3
9
Z 4 X 5Y
s .t . 2 X Y 6
X 2Y 5
X 2Y 2
X Y 2
X Y 1
X ,Y 0

44
1. 2X Y 6 if X 0 then Y 6 ( 0 ,6 )
if Y 0 then X 3 ( 3 ,0 )
2. X 2Y 5 if X 0 then Y 2.5 ( 0 ,2.5 )
if Y 0 then X 5 ( 5 ,0 )
3. X 2Y 2 if X 0 then Y 1 ( 0 ,1 )
if Y 0 then X 2 ( 2 ,0 )
4. X Y 2 if X 0 then Y 2 ( 0 ,2 )
if Y 0 then X 2 ( 2 ,0 )
5. X Y 1 if X 0 then Y 1 ( 0 ,1 )
if Y 0 then X 1 ( 1 ,0 )
6. X 0
7. Y 0

7
6 5
5 9

4
3
C
2 B
F.S.R D 8
1 A
. E
0 F
G
-1 03 2 4 6
-2 1
-3

C( 1/3 , 7/3 ) 9 8
D( 7/3 , 4/3 ) 8 5
E( 14/5 , 2/5 ) 3 5
Points Z=4X+5Y
A( 0 , 1 ) 0+5=5
B( 0 , 2 ) 0 + 10 = 10
C( 1/3 , 7/3 ) 4/3 +35/3 = 13
D( 7/3 , 4/3 ) 28/3 + 20/3 = 16max.
E( 14/5 , 2/5 ) 56/5 + 10/5 = 66/5
F( 2 , 0 ) 8+0=8
G( 1 , 0 ) 4 + 0 = 4 min.

45
Y = 4/3 X = 7/3 51 Z
Y=0 X=1 9 Z
1
max . Z 2 X 4Y 8
s .t . X 2Y 2
X Y 1
X Y 2
X ,Y 0

1. X 2Y 2 if X 0 then Y 1 ( 0 ,1 )
if Y 0 then X 2 ( 2 ,0 )
2 X Y 1 if X 0 then Y 1 ( 0 ,1 )
if Y 0 then X 1 ( 1 ,0 )
3. X Y 2 if X 0 then Y 2 ( 0 ,2 )
if Y 0 then X 2 ( 2 ,0 )
4. X 0
5. Y 0

2.5
2
3 1
1.5
A
8
1 F.S.R.
0.5 B
0
-0.5 0 0.5 1 1.5 2 2.5

-1
-1.5

AB
A( 2/3 , 4/3 ) 3 5
B( 3/2 , 1/2 ) 3 8

Points Z = 2X + 4Y + 8
A( 2/3 , 4/3 ) 4/3 + 16/3 + 8 = 44/3 max.
B( 3/2 , 1/2 ) 3 + 2 + 8 = 13
Z = 44/3 Y = 4/3 X = 2/3

46
 Simplex method 8

Si > 0 Si = 0
Si = 0

( bi0)

5
Starting Basic Feasible Solution(S.B.F.S.) 8

C1 C2 Cn 0 0 0 0
B.C. B.V. X1 X2 Xn S1 S2 Sm R.H.S.
0 S1 a11 a12 a1n 5 0 0 b1
0 S2 a21 a22 a2n 0 5 0 b2

0 Sm am1 am2 amn 0 0 5 bm

Zj Cj -C1 -C2 -Cn 0 0 0 0

3
Zj Cj
Optimality min. max.
R.H.S. condition
Leaving Variable
Entering R.H.S.
Feasibility condition Variable
Pivot element
9

47
 Zj Cj 1
min. max.

Simplex method 3 1

max . Z 120 X 100Y

s .t . 2 X 2.5Y S 1 1000
3 X 1.5Y S 2 1200
1.5 X 4Y S 3 1200
X ,Y , S 1 , S 2 , S 3 0
580 500 0 0 0 0
B.C. B.V. X Y S1 S2 S3 R.H.S. Ratio
0 S1 8 8.1 5 0 0 5000 500
0 S2 3 5.1 0 5 0 5800 400 min.
0 S3 5.1 9 0 0 5 5800 200
Zj Cj -120 500 0 0 0 0
0 S1 0 5.1 5 83 0 800 133.3min.
580 X 5 0.1 0 53 0 900 200
0 S3 0 3.81 0 0.1 5 100 529.1
Zj Cj 0 90 0 90 0 92000
500 Y 0 5 83 91 0 900 3
580 X 5 0 53 11 0 5000 3
0 S3 0 0 53 1 57 52 5 100 3
Zj Cj 0 0 20 3 800 1 0 510000 3

max. Zj Cj
Z = 160000/3 Y = 400/3 X = 1000/3
3

48
 X Zj Cj 580
3 S2 X S2 900
S3 S1
8 X -2 -1 0 -2/3 0 -800
S1 2 2.5 1 0 0 1000

S1 0 1.5 1 -2/3 0 200

5.1 X -1.5 -0.75 0 -0.5 0 -600

S3 1.5 4 0 0 1 1200

S3 0 3.25 0 -0.5 1 600

)(

Penalty method (M- technique ) M 5

bi0)

Artificial variables ( Ri)

Si
Si
Ri
Ri
(- M ) Ri
M min. (+M) max.
Si

49
 Ri
( S.B.F.S. )
M

7
min . Z 5X1 6X2 7 X3
s .t . X 1 5 X 2 3 X 3 15
5 X 1 6 X 2 10 X 3 20
X1 X2 X3 5
X1 ,X2 ,X3 0

min . Z 5 X 1 6 X 2 7 X 3 MR1 MR2

s .t . X 1 5 X 2 3 X 3 S 1 R1 15
5 X 1 6 X 2 10 X 3 S 2 20
X 1 X 2 X 3 R2 5
X 1 , X 2 , X 3 , S 1 , S 2 , R1 , R2 0
1 1 7 0 0 M M
R.H.S. Ratio
B.C. B.V. X1 X2 X3 S1 S2 R1 R2
M R1 5 1 -3 5 0 5 0 51 3min.
0 S2 1 -6 50 0 5 0 0 80
M R2 5 5 5 0 0 0 5 1 1
Zj Cj 2M-5 6M+6 -2M+7 -M 0 0 0 20M

1 X2 1/5 5 -3/5 -1/5 0 1/5 0 3

0 S2 31/5 0 32/5 -6/5 5 6/5 0 32 1.1
M R3 4/5 0 8/5 1/5 0 -1/5 5 8 1.25min
Zj Cj 4/5M-31/5 0 8/5M+53/5 1/5M+6/5 0 -6/5M-6/5 0 2M-18

1 X2 1/2 5 0 -1/8 0 1/8 3/8 15/4

0 S2 3 0 0 8 5 8 9 30
7 X3 1/2 0 5 1/8 0 -1/8 5/8 5/4
Zj Cj -23/2 0 0 -1/8 0 -M+1/8 -M-53/8 -125/4

Zj Cj
X3= 5/4 X2=15/4 X1=0
Z= -125/4

51
 Two- Phase technique 8

Phase - I
5
min. R= Ri 8
Ri

R=0 3
Ri
R0

Phase-II
Ri 5

8
7 2
Phase I :
min . R R1 R2
s .t . X 1 5 X 2 3 X 3 S 1 R1 15
5 X 1 6 X 2 10 X 3 S 2 20
X 1 X 2 X 3 R2 5
X 1 , X 2 , X 3 , S 1 , S 2 , R1 , R 2 0

51
 0 0 0 0 0 1 1
B.C. B.V. X1 X2 X3 S1 S2 R1 R2 Ratio
R.H.S.
1 R1 5 1 -3 5 0 5 0 51 3min.
0 S2 1 -6 50 0 5 0 0 80
1 R2 5 5 5 0 0 0 5 1 1
Rj Cj 2 6 -2 -1 0 0 0 20
0 X2 1/5 5 -3/5 -1/5 0 1/5 0 3
0 S2 31/5 0 32/5 -6/5 5 6/5 0 32 1.1
1 R3 4/5 0 8/5 1/5 0 -1/5 5 8 1.25min
Rj Cj 4/5 0 8/5 1/5 0 -6/5 0 2
0 X2 1/2 5 0 -1/8 0 1/8 3/8 15/4
0 S2 3 0 0 8 5 8 9 30
0 X3 1/2 0 5 1/8 0 -1/8 5/8 5/4
Rj Cj 0 0 0 0 0 -1 -1 0

R=0 R2 R1
R2 R1
Phase-II :

1 1 7 0 0
B.C. B.V. X1 X2 X3 S1 S2 R.H.S.

1 X2 1/2 5 0 -1/8 0 15/4

0 S2 3 0 0 8 5 30
7 X3 1/2 0 5 1/8 0 5/4
Zj Cj -23/2 0 0 -1/8 0 -125/4

min.
X3= 5/4 X2=15/4 X1=0
Z= -125/4

52
 5
1 ) max . Z X1 3X 2
s .t . X1 2X2 5
X 1 3 X 2 10
X 1 , X 2 unrestricted in sign

2 ) min . Z 3X1 3X 2 7 X 3
s .t . X 1 X 2 3 X 3 40
X 1 9 X 2 7 X 3 50
2 X 1 3 X 2 20
5 X 2 8 X 3 100
X1 , X 2 0, X 3 unrest .

3 ) min . Z 3 X 1 4 X 2 2 X 3 5 X 4
s .t . 4 X 1 X 2 2 X 3 X 4 2
X 1 X 2 3 X 3 X 4 14
2X1 3X 2 X 3 2X4 2
X 1 , X 2 0 , X 3 0 , X 4 unrest .

M2 , M1 D,C,B,A 8

machines Time per unit ( hours/unit) Cost Availability

A B C D (I.D./hour) hours
M1 8 3 9 8 50 100
M2 3 8 5 8 51 320
Sales price 11 70 11 91
(I.D./unit)

53
 3

Products Operation Cost

machines I II (I.D./day)
I 9 1 8000
II 1 3 8800
III 8 7 5200
IV 2 9 5100
10
71

9
100
510
1000 2000 810

(ans.: 125 , 250 , 2250000)

D,C,B,A 1

A B C D
Raw material-I 2 59 50 1
Raw material-II 8 9 7 1
Labor time ( hours) 8 5 3 5
RM-II 900 RM-I 200
9000 8000 510
5000
91000 13000 10000 90000
( ans.: 65 , 20 , 0 , 0 , 1210000 )

54
 1
1 ) max . Z 4 X 3Y 2 ) max . Z 3 X 2Y
s .t . 2 X 3Y 6 s .t . YX 2
3 X 2Y 3 X Y 1
2Y 5 X4
2X Y 4 Y3
X ,Y 0 X ,Y 0

3 ) min . Z 8 X 5Y
4 ) min . Z 2 X 3Y
s .t . X 2Y 10
s .t . X Y 15
X 5
X 2Y 10
Y2
X ,Y 0
X ,Y 0
( ans.: (X,Y,Z): 1)(3/2,1,9) , 2)(4,3,18) , 3) (5,0,40) , 4) (0,5,15))

7
1 ) max . Z 2 X 1 X 2 3 X 3 5 X 4 2 ) min . Z X1 3X 2 2X 3
s .t . X 1 7 X 2 3 X 3 7 X 4 46 3X1 X 2 2X 3 7
3X1 X 2 X 3 2X4 8 2 X 1 4 X 2 12
2 X 1 3 X 2 X 3 X 4 10 4 X 1 3 X 2 8 X 3 10
X1 ,X2 ,X3 ,X4 0 X1 ,X2 ,X3 0

( ans.: 1) (0,12/7,0,34/7; 26) , 2) (78/25,114/25,11/10; -319/25))

X6 , X5 , X4 2
(S.B.F.S.)
max . Z 3X1 X 2 2X 3
s .t . 4X1 X2 2X3 X4 3
8 X 1 X 2 4 X 3 2 X 5 10 ( ans.: (0,0,3/2,0,7/2,0;3))
3X1 X6 0
X1 , X2 , X3 , X4 , X5 , X6 0

1
1 ) min . Z 4X1 X2 2 ) max . Z X 1 5 X 2 3 X 3
s .t . 3X1 X 2 3 s .t . X1 2X2 X3 3
4 X1 3X 2 6 2X1 X2 4
X1 2X2 3 X1 , X2 ,X3 0
X1 , X2 0
(ans.: 1) ( 3/5,6/5;18/5) , 2) (2,0,1;5)) X3
55