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Program MBA 2nd Sem

Subject Operation Research, set1

Code MB0032

1. Describe the broad classification of Operations Research models in

details. Name the different steps needed in OR approach of problem

solving?

Answer: A model is known as the representation of the reality. It is known as an

idealized representation or abstraction of a real life system. The main objective

of this model is to identify significant factors and their interrelationship. A model

is helpful is decision making as it provides a simplified description of complexities

and uncertainties of a problem in logical structure.

a) Physical modes include all form of diagrams, graphs and charts. They are

designed to deal with specific problems. They bring out significant factors and

inter-relationship in pictorial firm so as to facilitate analysis.

There are two types:

1) Ieonic models and 2) Analog models

Iconic model is known as an image of an object or system that is represented on

a small scale. We can say that these models can simulate the actual performance

of a product.

On the other hand analog models are small physical systems that have similar

characteristics and work like an object. For example- Toy.

b) Mathematical Model or Symbolic models represent the decision variable of the

system. The model employs a set of mathematical symbols also. The variables

are related by mathematical system also. For example - Allocation, sequencing,

replacement models etc.

c) It is by nature of Environment We have 1) Deterministic model in which every

thing is defined and the results are certain. Eg: EOQ model 2) Probabilistic

models in which the input and output variables follow a probability distribution

Eg: Games Theory.

d) By the extent of Generality: The tow models belonging to this class are

1) General model canbe applied in general and does not pertain to one problem

only. Eg: Linear Programming

2) Specific model is applicable under specific condition only. For example - Sales

can response curve or equation which can be known as a function of advertising

that is applicable in the marketing function alone.

representation which is solved and retransformed into the original context. The

OR approach to problem solving consists of the following steps:

1) Definition of the problem

The first and the most important requirement is that the root problem should be

identified and understood. The problem should be identified properly, this

indicates three major aspects:

1) A description of the goal or the objective of the study,

2) an identification of the decision alternative to the system, and

3) a recognition of the limitations, restrictions and requirements of the system.

Depending on the definition of the problem, the operations research team should

decide on the most suitable model for representing the system. Such a model

should specify quantitative expressions for the objective and the constraints of

the problem in terms of its decision variables.

3) Solution of the model

Once an appropriate model has been formulated the next stage in the analysis

calls for its solution and the interpretation of the solution in the context of the

given problem – A solution to a model implies determination of a specific set of

decision variables that would yield on optimum solution. An optimum solution is

one which maximizes or minimizes the performance of any measure in a model

subject to the condition and constraints imposed on the model.

4) Validation the model

A model is a good representative of a system, and then the optimal solution

must improve the system’s performance. A common method for testing the

validity of a model is to compare its performance with some post data available

for the actual system.

5) About Implementation of the final result

The optimal solution obtained from a model should be applied practice to

improve the

performance of the system and the validity of the solution should be verified

under changing conditions.

Problem. Use the following example –

Maximize Z = 30x1 + 40x2

Subject to the constraints

1.5x1 + 1.9x2 ≤600

0.3 x1 + 0.2x2 ≤100

0.0x1 + 0.2x2 ≤30

and x1 ≥0, x2 ≥0

graphical method.

We consider the x1 x2 – plane where we plot the solution space, which is the

space enclosed by the constraints. Usually the solution space is a convex set

which is bounded by a polygon; since a linear function attains extreme

(maximum or minimum) values only on boundary of the region, it is sufficient to

consider the vertices of the polygon and find the value of the objective function

in these vertices.

the

optimal solution of the problem.

The method of solving a LPP on the basis of the above analysis is known as the

graphical

method. The working rule for the method is as follows:

Working Rule:

Roll No: 530910706

Step I: Write down the equations by replacing the inequality symbols by the

equality symbol in the given constraints.

Step II: Plot the straight lines represented by the equations obtained in step I.

Step III: Identify the convex polygon region relevant to the problem. We must

decide on which side of the line, the halfplane is located.

Step IV: Determine the vertices of the polygon and find the values of the given

objective

function Z at each of these vertices. Identify the greatest and least of these

values. These are respectively the maximum and minimum value of Z.

Step V: Identify the values of (x1, x2) which correspond to the desired extreme

value of Z. This is an optimal solution of the problem.

Solution by Graphical Method

Let the horizontal axis represent x1and vertical axis represent x2. plot the

constraint lines,

feasibility region has been shown in fig.

Any point on the thick line or inside the shaded portion will satisfy all the

restrictions of the problem then ABCDE is the feasibility region carried out by the

constraints operating on the objective function. This depicts the limits within

which the values of the decision variables are permissible. The intersection points

C and D can be solved by the linear equations 0.1x2 < 30, 0.1x1 + 1.5x2 = 600,

and 0.2x1 + 0.2x2 < 100 i.e. C(150,300) and D(300,180).

From the above table we find that revenue is maximum at Rs.31500 when 150

unit of X1 and 300 units of X2 are produced.

Roll No: 530910706

3. Describe the Penalty Cost method (Big M Method) for solving L.P.P.

Answer: Penalty Cost Method Or Big-M Method

Consider a L.P.P. when atleast one of the constraints is of the type > or = . While

expressing in the standard form, add a non negative variable to each of such

constraints. These variables are called artificial variables. Their addition causes

violation of the corresponding constraints, since they are added to only one side

of an equation, the new system is equivalent to the old system of constraints if

and only if the artificial variables are zero. To guarantee such assignments in the

optimal solution, artificial variables are incorporated into the objective function

with large positive coefficients in a minimization program or very large negative

coefficients in a maximization program. These coefficients are denoted by ± M.

Whenever artificial variables are part of the initial solution X0, the last row of

simplex table will contain the penalty cost M. The following modifications are

made in the simplex method to minimize the error of incorporating the penalty

cost in the objective function. This method is called Big M method or Penalty cost

method.

1) The last row of the simplex table is decomposed into two rows, the first of

which involves those terms not containing M, while the second involves those

containing M.

2) The Step 1 of the simplex method is applied to the last row created in the

above modification and followed by steps 2, 3 and 4 until this row contains no

negative elements. Then step 1 of simplex algorithm is applied to those elements

next to the last row that are positioned over zero in the last row.

3) Whenever an artificial variable ceases to be basic, it is removed from the first

column of the table as a result of step 4, it is also deleted from the top row of

the table as is the entire column under it.

4) The last row is removed from the table whenever it contains all zeroes.

5) If non zero artificial variables are present in the final basic set, then the

program has no

solution. In contrast, zero valued artificial variables in the final solution may exist

when one or more of the original constraint equations are redundant.

importance of the Duality concept.

Answer: The Importance of Duality Concept Is Due To Two Main Reasons

i. If the primal contains a large number of constraints and a smaller number of

variables, the labor of computation can be considerably reduced by converting it

into the dual problem and then solving it.

ii. The interpretation of the dual variable from the loss or economic point of view

proves

extremely useful in making future decisions in the activities being programmed.

Economic importance of duality concept

The linear programming problem can be thought of as a resource allocation

model in which the objective is to maximize revenue or profit subject to limited

resources. Looking at the problem from this point of view, the associated dual

problem offers interesting economic interpretations of the L.P resource allocation

model. We consider here a representation of the general primal and dual

problems in which the primal takes the role of a resource allocation model.

Primal

Maximize

From the above resource allocation model, the primal problem has n economic

activities and m resources. The coefficient cj in the primal represents the profit

per unit of activity j. Resource i, whose maximum availability is bi, is consumed

at the rate aij units per unit of activity

j.Interpretation of Duel Variables –

For any pair of feasible primal and dual solutions,

(Objective value in the maximization problem) ≤ (Objective value in the

minimization problem) At the optimum, the relationship holds as a strict

equation. Note: Here the sense of optimization is very important. Hence clearly

for any two primal and dual feasible solutions, the values of the objective

functions, when finite, must satisfy the following inequality.

The strict equality, z = w, holds when both the primal and dual solutions are

optimal.

Consider the optimal condition z = w first given that the primal problem

represents a resource allocation model, we can think of z as representing profit

in Rupees. Because bi represents the number of units available of resource i, the

equation z = w can be expressed as profit (Rs) = Σ

(units of resource i) x (profit per unit of resource i) This means that the dual

variables yi,

represent the worth per unit of resource i [variables yi are also called as dual

prices, shadow prices and simplex multipliers]. With the same logic, the

inequality z < w associated with any two feasible primal and dual solutions is

interpreted as (profit) < (worth of resources) This relationship implies that as

long as the total return from all the activities is less than the worth of the

resources, the corresponding primal and dual solutions are not optimal.

Optimality is reached only when the resources have been exploited completely,

which can happen only when the input equals the output (profit). Economically

the system is said to remain unstable (non optimal) when the input (worth of the

resources) exceeds the output (return). Stability occurs only when the two

quantities are equal.

feasible solution in the transportation problem.

Answer: The Initial basic Feasible solution using Matrix Minimum Method

Let us consider a T.P involving m-origins and n-destinations. Since the sum of

origin capacities equals the sum of destination requirements, a feasible solution

always exists.

Any feasible solution satisfying m + n – 1 of the m + n constraints is a redundant

one and hence can be deleted. This also means that a feasible solution to a T.P

can have at the most only m + n –

1 strictly positive component, otherwise the solution will degenerate. It is always

possible to assign an initial feasible solution to a T.P. in such a manner that the

rim requirements are satisfied.

This can be achieved either by inspection or by following some simple rules. We

begin by imagining that the transportation table is blank i.e. initially all xij = 0.

The simplest procedures for initial allocation discussed in the following section.

Matrix Minimum Method

Step 1:Determine the smallest cost in the cost matrix of the transportation

table. Let it be cij , Allocate xij = min ( ai, bj) in the cell ( i, j)

Step 2: If xij = ai cross off the ith row of the transportation table and decrease

bj by ai go to step 3. if xij = bj cross off the ith column of the transportation

table and decrease ai by bj go to step 3.

if xij = ai= bj cross off either the ith row or the ith column but not both.

Step 3: Repeat steps 1 and 2 for the resulting reduced transportation table until

all the rim

requirements are satisfied whenever the minimum cost is not unique make an

arbitrary choice among the minima.

Describe the Gomory’s All-I.P.P. method for solving the I.P.P. problem.

Answer: Integer Programming Problem

The Integer Programming Problem I P P is a special case of L P P where all or

some variables are constrained to assume nonnegative integer values. This type

of problem has lot of applications in business and industry where quite often

discrete nature of the variables is involved in many decision making situations.

Eg. In manufacturing the production is frequently scheduled in terms of batches,

lots or runs; In distribution, a shipment must involve a discrete number of trucks

or aircrafts or freight cars .

An integer programming problem can be described as follows:

Determine the value of unknowns x1, x2, … , xn so as to optimize z = c1x1

+c2x2 + . . .+ cnxn

subject to the constraints ai1 x1 + ai2 x2 + . . . + ain xn =bi , i = 1,2,…,m and

xj > 0 j = 1, 2,

… ,n where xj being an integral value for j = 1, 2, … , k ≤ n.

If all the variables are constrained to take only integral value i.e. k = n, it is

called an all (or pure) integer programming problem. In case only some of the

variables are restricted to take integral value and rest (n – k) variables are free

to take any non negative values, then the problem is known as mixed integer

programming problem.

Gomory’s All – IPP Method

An optimum solution to an I. P. P. is first obtained by using simplex method

ignoring the

restriction of integral values. In the optimum solution if all the variables have

integer values, the current solution will be the desired optimum integer solution.

Otherwise the given IPP is modified by inserting a new constraint called Gomory’s

or secondary constraint which represents necessary condition for integrability

and eliminates some non integer solution without losing any integral solution.

Roll No: 530910706

After adding the secondary constraint, the problem is then solved by dual

simplex method to get an optimum integral solution. If all the values of the

variables in this solution are integers, an optimum inter-solution is obtained,

otherwise another new constrained is added to the modified L P P and the

procedure is repeated. An optimum integer solution will be reached eventually

after introducing enough new constraints to eliminate all the superior non integer

solutions. The construction of additional constraints, called secondary or

Gomory’s

constraints, is so very important that it needs special attention.

The iterative procedure for the solution of an all integer programming problem is

as follows:

Step 1: Convert the minimization I.P.P. into that of maximization, if it is in the

minimization form. The integrality condition should be ignored.

Step 2: Introduce the slack or surplus variables, wherever necessary to convert

the inequations into equations and obtain the optimum solution of the given

L.P.P. by using simplex algorithm.

Step 3: Test the integrality of the optimum solution

a) If the optimum solution contains all integer values, an optimum basic feasible

integer solution has been obtained.

b) If the optimum solution does not include all integer values then proceed onto

next step.

Step 4: Examine the constraint equations corresponding to the current optimum

solution. Let these equations be represented by

Choose the largest fraction of bis ie to find {bi}i

Let it be [bk 1]

or write is as

f ko

Step 5: Express each of the negative fractions if any, in the k th row of the

optimum simplex

table as the sum of a negative integer and a nonnegative fraction.

Step 6: Find the Gomorian constraint

to the current set of equation constraints.

Step 7: Starting with this new set of equation constraints, find the new optimum

solution by dual simplex algorithm. (So that Gsla (1) is the initial leaving basic

variable).

Step 8: If this new optimum solution for the modified L.P.P. is an integer

solution. It is also feasible and optimum for the given I.P.P. otherwise return to

step 4 and repeat the process until an optimum feasible integer solution is

obtained.

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