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Operation Research07.04.14 PDF
Operation Research07.04.14 PDF
Lecture Notes
By
Prof A K Saxena
Professor and Head
Dept of CSIT
G G Vishwavidyalaya,
Bilaspur-India
Operations Research
Some important tips before start of course material to
students
• Mostly we followed Book by S D Sharma, as prescribed
for this syllabus
• At places, we use some internet links not necessarily
mentioned there at.
• We acknowledge all such resources.
• As the course is mostly mathematical in nature, we will be
solving problems in class room. The problems will involve
a lot of mathematics, calculations although simple but will
be so time consuming to express on computers, we leave it
up to students to ask in details any particular topic or
problem in class or during contact hours.
• So ready to take off !!!!
History of Operations Research
The term Operation Research has its origin during
the Second World War. The military management
of England called a team of scientists to study the
strategic and tactical problems which could raise
in air and land defence of the country. As the
resources were limited and those need to be fully
but properly utilized. The team did not involve
actually in military operations like fight or
attending war but the team kept off the war but
studying and suggesting various operations related
to war.
What is Operations Research?
Several definitions have been given
• Operations research (abbreviated as OR hereafter) is a scientific
method of providing executive departments with a
quantitative basis for decisions regarding the operations
under their control: Morse and Kimbal (1944)
• OR is an analytical method of problem-solving and decision-making that is
useful in the management of organizations. In operations research, problems are
broken down into basic components and then solved in defined steps by
mathematical analysis.
• Operational Research (OR) is the use of advanced analytical techniques to
improve decision making. It is sometimes known as Operations Research,
Management Science or Industrial Engineering. People with skills in OR hold
jobs in decision support, business analytics, marketing analysis and logistics
planning – as well as jobs with OR in the title.
•As such a number of definitions can be found in literature, you
can express the term OR with the spirit mentioned in the literature.
Meaning of Operations Research?
As stated early, the OR does not mean to get involved
in the operations but suggestion for better execution of
operations. Suggesting strategy how the operations
can be improved and get better results. The genesis of
OR is in finding better ways to solve a problem. Thus
it is analytical not purely hard core action oriented.
As we explore several options for the analysis of
operations, we search and re-search the effects of
operations. If one solution offers some result, try
second solution and see and compare with previous
and so on unless we satisfy ourselves.
Therefore research term sounds to indicate that there
would be enough thinking on the outcome of several
results. Hence Operation Research.
Meaning of Operations Research?
A simple example of OR
where aij, bi, and cj are given constants. aij are coefficients of
decision variables x’s, bi are constraints values and cj are
coefficients associated to objective function z
Operations Research
Introduction to LPP
A complete solution to an LPP comprises of following steps
Objective
Max z= 5x1 + 7x2 Function
s.t. x1 < 6
“Regular”
2x1 + 3x2 < 19
Constraints
x1 + x2 < 8
Non-negativity
x1 > 0 and x2 > 0
Constraints
Operations Research
Introduction to LPP
Exercise on formulating an LPP
A toy company manufactures two types of dolls, A and B.
Each doll of type B takes twice as long to produce as one of
type A, and the company would have time to make a
maximum of 2000 per day. The supply of plastic is sufficient
to produce 1500 dolls per day of A and B combined. Each B
type doll requires fancy dress of which there are only 600
per day available. If the company makes a profit of Rs 3
and Rs 5 on doll A and B respectively, then how many dolls
of A and B should be produced per day in order to maximize
the total profit. Formulate this problem.
Operations Research
Introduction to LPP
Formulation of LPP
In this problem (and these types of problems) start from last. We are to maximize the
profit. So the objective function z will be
Maximize z
Then two products are dolls of A and B types. So decision variables will be x1 and
x2. Now let x1 denotes the number of dolls of type A required for maximize profit z
and x2 be dolls for B type. Profit on each doll of A is Rs 3 and that for each doll B is
Rs 5 so
Max z= 3x1 + 5x2
As x2 takes twice time than x1 and total time allowed per day can produce 2000
dolls so x1 + 2x2 <=2000
Fancy dress material is available for B type 600 dolls so
X2<=600
Also plastics availability is enough to produce 1500 dolls for A and B both so
x1+x2<=1500
As x1, x2 are numbers of dolls to be produced per day so x1,x2 >=0
Writing all steps together
1.Graphical solution
2. Algebraic mainly simplex method
+
+ (-,+) IInd (+,+) Ist
+
y O
- (-,-) IIIrd (+,-) IVth
-
-
..---------- - x ++++++++++…
The axes can be divided in four quadrants. Any point (x,y)
lies in one of the quadrants. The origin O is the point
having (0,0) coordinates. Any point in four quadrants will
be (x,y), (-x,y),(-x,-y) and (x,-y) in first, second, third and
fourth quadrant respectively.
Operations Research
Introduction to LPP
Graphical Solution of LPP
The Suppose an LPP is given in the formulated form.
Max(min) z = c1 x1 +c2 x2 +…cnxn
s.t.
a11 x1 +a12 x2 +…..a1n xn (<=>)b1
a21 x1 +a22 x2 +…..a2n xn (<=>)b2
……………………………………………………………
am1 x1 +am2 x2 +…..amn xn (<=>)bm
with xi’s >=0
1.Consider all constraints as equations
2.Plot all lines (equations) on the graph
3.Indicate point of intersection of every two lines intersecting
each other or the point of intersection of a line with axis as the
case may be. If you are not using the graph accurately the solve
the two lines algebraically to know point of intersection.
4.Shade the region of every line which is towards the axis (<=) or
away from axis (>=).
Operations Research
Introduction to LPP
Graphical Solution of LPP
5. As we have xi’s >=0, all valid regions will lie in the first region going
towards origin (<=) or towards infinity (>=)
6. After all lines (constraints ) are plotted and shaded, the common
region, shaded and surrounded by all lines will give the feasible region.
7. Now plot objective function line z at the origin and move it parallel
away from first quadrant in the +infinity direction.
8.Keep the line z sliding in the feasible region. A point will be reached
which is the extreme point in the feasible region. In most of the cases of
maximum, this is the farthest point from origin and for cases of
minimum, this point is the closest to origin. This point is called the point
of optimum solution of z.
9.Find out the value of z at this point. The point is the solution point with
the value of z as calculated there.
10.For a quick solution, take all intersection points and shade the
common region called feasible region. Find out the coordinates of every
corner point in the feasible region. Calculate z at each of these points,
and finalize the point with maximum(minimum) value of z as the solution
point with value of z as calculated there at.
Operations Research
Introduction to LPP
Plotting of lines
Suppose a line (or inequality) is given as follows
x1 + 4 x2 (< = >) 4
Then first for plotting purpose write it as
x1 /4 + x2 /1 (< = >) 1 (i.e. x/a + y/b =1 form)
Now plotting becomes easier
2-
1-
| | | |
1 2 3 4
(0,0)
1-
| | | |
1 2 3 4
-1- (0,0)
-2-
And Matrix A =
a11 a12 ..a1n 1 0 0 … 1
a21 a22 ..a2n 0 1 0 … 0
………………………..
am1 am2 ..amn 0 0 0 … 0
Primal LPP
Suppose following LPP is given
Max Zx =3x1+ 5x2 subject to
x1 <=4; x2 <=6; 3 x1 + 2 x2 <=18; and x1, x2 >=0
Its corresponding dual will be as follows
Dual LPP
∑x
i =1
ij = bj for j=1,2,..,n
m n
z=∑ ∑x c ij ij (Objective function)
i =1 j =1
Operations Research
Transportation Problems
Tabular Representation of TP (Given)
Warehouse/ W1 W2 .. Wn Factory
Factories Capacities
Warehouse/ W1 W2 .. Wn Factory
Factories Capacities
All above ibfs methods are easy and have been discussed thoroughly
with examples in class rooms.
The optimal solution is obtained after ibfs is obtained by any of the
five methods. The optimal solution will give the best value. The
examples have been done in class room.
Students are advised to contact in case of any doubt/problem about
these exercises.
Operations Research
Transportation Problems
Degeneracy in Transportation Problems
The basic feasible solution to an m-origin and n-destination TP can
have maximum m+n-1 positive basic variables. If the number of
basic variables is exactly m+n-1 then BFS is a non-degenerate. If
however basic variables are less than m+n-1 then BFS are
degenerate.
Operations Research
Transportation Problems
Unbalanced TP: As stated earlier that when Σai ≠ Σbj then such TP are
said to be unbalanced TP
e.g. given a TP, here total requirement (30) ≠ total capacity (34) so
this problem is unbalanced
Mills M1 M2 M3 M4 M5 Capacity
F1 4 2 3 2 6 8
F2 5 4 5 2 1 12
F3 6 5 4 7 3 14
Requirement 4 4 6 8 8 30≠ 34
Jobs 1 2 .. j .. n
Persons P1 C11 C12 .. C1j .. C1n
P2 C21 C22 .. C2j .. C2n
: : : : : : :
i Ci1 Ci2 : Cij : Cin
: : : : : : :
n Cn1 Cn2 : Cnj : Cnn
Operations Research
Assignment Problems
Mathematical Formulation of
Assignment Problem
n n
Minimize the total cost z = ∑ ∑ cij xij i=1,2,..n,j=1,2,..n
i =1 j =1
∑x
j =1
ij =1
(one job is done by ith person, i-1,2,..,n)
First check if rows m < columns n, then add additional rows with all
zero values to make m=n
If columns n < rows n, then add additional column with all zero
values to make m=n
The problem now becomes balanced
Apply the same procedure explained before to solve this balanced
problem
Try to solve as many exercises as possible of both types
Contact in case of any doubt, problem.
Operations Research
Assignment Problems
Travelling Salesman Problem
A salesman has to visit n cities to sell/promote the sale of product
of his company. The cities are connected in the form of a network.
Now the salesman has to plan his visit in such a manner that he
visits all n cities only once. He does not have to re-visit a city or if
necessary then minimum times he re-visits a city. The total distance
or the time occurred in visiting all n cities should be minimum.
Operations Research
Replacement Problems
Basics
We know that almost every object needs replacement after a certain period.
We go on repairing our vehicle again and again but after a time, repair
becomes more expensive than to buy a new vehicle. Due to following factors
replacement becomes necessary
a.The old item has become worse, works badly or requires expensive
maintenance for its operation or running.
b.Old item has failed due to accident or otherwise and can not work.
c.A better or more efficient item has come in the market.
The question is to take a decision whether to continue with the old item or
buy a new one (i.e. replace old item). More important question or the main
question of replacement problem is to decide when to replace old item?
Two types of replacement problems will be mainly dealt here
i.When the cost value, scrap value, operational costs etc are given and to find
out the time when to replace existing item. There is no increase or decrease in
the value of money. The cost of a machine is Rs 40000/ today will remain
same even after 10 years on today.
ii.When the cost value, scrap value, operational costs etc are given and to find
out the time when to replace existing item. There is an increase or decrease in
the value of money. The cost of a machine is Rs 40000/ today will becomes
20% after every passing years as seen on today.
Both types of problems have been explained with examples in class. Students
are advised to contact in case of any doubt or problem.
Operations Research
Project Management CPM/PERT
Basics
Please elaborate the following
A project is defined as a combination of activities which must be executed in
such a manner or order before the whole project or task can be completed.
Steps in Project CPM/PERT techniques
1.Planning: Divide the main project into small projects which will further be
divided into small activities.
2.Scheduling: Prepare a time table to show start and finish of every activity.
3.Allocation of resources: To allocate a physical resource like equipment,
money, space to project.
4.Controlling : The overall activities must be controlled so that the project
may complete in time. Also find out critical path.
We have discussed in class room various networks, find out Earliest time,
Latest time, critical path, float, slack time. Do other exercises and contact in
case of doubt/problem.
Operations Research
Project Management CPM/PERT
Network understanding
In the following network diagram
A,B,.. Are activities. The numbers A(30), etc. are the time to complete the
activity A etc. Nodes are circled as 1,2,..11 to show events. Dummy activities
are the activities to join two other events but with zero time, i.e. dummy
activities have no physical meaning just dotted lines to connect two other
events like 7-8 are connected by dotted line dummy.
We have already discussed in class to find earliest time, latest time to start an
activity, floats and slacks. So do more exercises.