BIRLA INSTITUTE OF TECHNOLOGY & SCIENCE, PILANI

HYDERABAD CAMPUS
SECOND SEMESTER - 2016-2017
TEST- I [CLOSED BOOK]
Course Name: OPERATIONS RESEARCH Course Code: MATH F242
DATE: 28-02-2017 (TUESDAY) Time: 60 Min. Max Marks: 30

Answer all questions

1. Write the general steady state equation for the Birth and Death process. Write the basic
1
elements in the queuing system. Prove that 𝑊 = 𝑊𝑞 + . Prove that using text book
𝜇
notations 𝝀̅ = 𝝁
̅ (under steady state conditions). [1+2+2+1 M]

B) A queuing system has four servers with expected service times of 20 min, 24 min, 30min and
40 min. The service times have an exponential distribution. Each server has been busy with
a current customer for 10 minutes. Determine the expected remaining time until the next
service completion. [2M]

2. Cars arrive at a service station in Poisson process, the average interarrival time is 30 minutes.
The service time of a car has an exponential distribution with mean 60 minutes. A repairman
has to be paid Rs 10 per hour. Manager of the service station estimates that the goodwill cost
of a customer waiting to begin service is Rs. 12 per hour. Find the optimum number of
repairman (s) to minimize the mean cost per hour if there is space for only 4 cars who are
either in service or waiting and if all spaces are filled up, the customer will go to another
service station. [11M]

3. A factory has 4 machines. The time until break-down of a machine is exponential with mean
20 hrs. The time to repair a machine has exponential distribution with mean 10 hours. If the
factory hire two repairmen then find the number of machines which are in operations. [6 M]

4. In an inventory model the rate of production is 200 items per day and the demand is 100 items per day.
The set up cost is Rs. 80. The cost of holding inventory is Rs. 1.25 per item per day. No shortages are
allowed. If the lead time is 2 days, the quantity discounts are as follows
Order Unit cost (in $)
0 ≤ 𝑄 < 150 2
150 ≤ 𝑄 < 300 1.75
Q≥ 300 1.50
Find optimum order cycle and the reorder point. [5 M]
*****
 BIRLA INSTITUTE OF TECHNOLOGY & SCIENCE, PILANI
HYDERABAD CAMPUS
SECOND SEMESTER - 2016-2017 TEST-II EXAMINATION [CLOSED BOOK]

Course Title: OPERATIONS RESEARCH Course Code: MATH F242

DATE: 31-03-2017 Time: 60 Minutes Max Marks: 30
Answer all questions.

Q1.The amount of an item during a single period is uniformly distributed over [0, 10]. The cost
of purchasing an item is Rs.2. The holding cost on ending inventory is Rs.1 per unit. The shortage
cost are Rs. 5 per unit of shortage. There is no setup cost. There is an initial inventory 2, find
optimum ordering policy and calculate the optimal cost. [5]

Q2. The demand X of an item is discrete with distribution

X 2 3 4 5 6
P(X) 0.2 0.3 0.3 0.1 0.1

The purchase cost is Rs 2 per unit, holding cost is Rs1 per unit on ending inventory and the
shortage cost is Rs 6. The setup cost is zero. Find the optimal expected total cost if the initial
inventory is one unit. [5]

Q3. Assume that in a queuing system with one server, FCFS queue discipline, unlimited queue
length, unlimited input source, in which the customers arrive in a Poisson process at the mean
rate of 1 customer every two minute. The service time (in minutes) distribution is uniform
over(2, 3). Simulate the system for 10 minutes. Use the random numbers 100, 973, 253, 376, 520,
153, 863 for IAT and 692, 346, 140, 117, 452 for the service times in the order they are given.
Estimate 𝐿, 𝐿𝑞 , 𝑊, 𝑊𝑞 and the fraction of time the server is busy. Assume that there is no
customer at time zero. Prepare your table according to the following heading in the order they are
given: T, CE, CNA, CND, NS, NQ, CWTS, CWTQ, STS, CIDT, UA, IAT, NAT, US, ST, NDT,
NET, NE. [10]

Q4. A component with time to failure T has constant failure rate: z(t) = λ = 2.5 × 10−5 [hours].
(a) Determine the probability that the component survives a period of 2 months (one month: 30
days) without failure. (b) Find the mean time to failure (MTTF) of the component.
(c) Find the probability that the component survives with its MTTF. [5]

Q5 . Consider a 5-component independent series system. Given that these components have a
constant failure rates 1, 2, 3, 4 and 5 respectively. Find the failure rate, reliability of the system.
What is the life time distribution of the system? Also find the mean life of the system (μs ). [5]

******
 BIRLA INSTITUTE OF TECHNOLOGY & SCIENCE, PILANI
HYDERABAD CAMPUS
SECOND SEMESTER - 2016-2017 COMPREHENSIVE EXAMINATION
PART-B (OPEN BOOK)
Course Title: OPERATIONS RESEARCH Course Code: MATH F242
DATE: 09-05-2017 Time: 90 Minutes Max Marks: 20

Note: Answer all questions.

1. Cars arrive at a service station in a Poisson process at a mean rate of 20 per hour. The service time of a
car has an exponentially distributed with mean 6 minutes. Assume that the cost of one repairmen in service
station is Rs. 1 per hour and the goodwill cost of having a customer waiting to begin service is Rs. 2 per
hour and the goodwill cost of a customer under service is 3 per hour. Find the optimum number of
repairman/repairmen so that the expected total cost per hour is minimized if there is space for only four
cars who are either in service or waiting and if all spaces are filled up, the customer will go to another
service station. [5M]

2. The demand of a commodity in a single period is a uniform distribution over [10, 40]. The holding cost
for ending inventory is Rs. 1 per unit and stock out of cost is per unit out of stock is Rs 5. The purchase
cost is Rs. 3 per unit. The cost of placing an order is Rs 40. What is the optimal ordering policy if the
initial inventory is 15? [3M]

3. Assume that in a queuing system with one server, FCFS queue discipline, unlimited queue length,
unlimited input source, the inter arrival time (X) has the following distribution

Inter arrival time 1 1.5 2

Probability 0.2 0.3 0.5

and the service time (𝑌) distribution is given by the density function
1
, 0≤𝑦≤1
3
𝑓(𝑦) = 2
, 1<𝑦≤2
3
{0 𝑒𝑙𝑠𝑒 𝑤ℎ𝑒𝑟𝑒

Simulate the system for 6 units of time. Use the random numbers 12, 32, 51, 05, 17 for IAT and 20, 60,
40 70, 32, 02 for the service times in the order they are given. Estimate 𝐿, 𝐿𝑞 , 𝑊, 𝑊𝑞 and the fraction of
time the server is busy. Assume that there is one customer at time zero. Prepare your table according to
the following heading in the order they are given, CE, CNA, CND, NS, NQ, CWTS, CWTQ, STS, CIDT,
UA, IAT, NAT, US, ST, NDT, NET, NE. [6M]

(P.T.O)
4. You have to load a vessel with three items. The maximum allowable weight is 5 lb. The weight per unit
of different terms and their values are given below. It is required to find the loading which maximizes
the values of the vessel without exceeding the weight constraint of 5 lb.? Solve the problem using
forward recursive equation, show your calculations in tabular form. [3M]

Weight
Item i Revenue
(lb)
1 1 30
2 3 80
3 2 65

5. A small project is composed of activities whose time estimates are listed in the table below. Activities
are identified by their beginning and ending node numbers. What is the probability that the project will
be completed by at least 4 weeks earlier than expected? [𝜙(1.33)=.9082] [3M]

Activity→ 1-2 1-3 1-4 2-5 3-5 4-6 5-6

a 1 1 2 1 2 2 3
m 1 4 2 1 5 5 6
b 7 7 8 1 14 8 15

*******
NAME: ID. NUMBER:
BIRLA INSTITUTE OF TECHNOLOGY & SCIENCE, PILANI
HYDERABAD CAMPUS
SECOND SEMESTER - 2016-2017, Part-A [CLOSED BOOK]
Course Name: OPERATIONS RESEARCH Course Code: MATH F242
DATE: 09-05-2017 Time:90 Minutes Max. Marks: 20

Note: 1-12 has four possible choices. Pick the most appropriate choice and put in the box provided as A or B or C or D.
SMALL CASE letters / OVERWRITTEN answers carries 0 marks. Answer the questions 13-20 there only.

Question 1 2 3 4 5 6 7 8 9 10 11 12
No
Answer

1. A super market has two sales girls at the counter. If the service time for each customer is exponential with mean 2
minute, and if the customers arrive in a Poisson fashion at the rate of 5 per hour. The probability that a customer has to
wait in the queue for service is
1 11 11 1
A) B) C) D)
78 78 13 13

2. Men arrive at a barber shop in a Poisson process at a mean rate of 16 per hour. The time taken for hair cut is
exponentially distributed with a mean of 15 minutes. The shop is staffed by two barbers, when both barbers are busy but
no customers are waiting then half of the customers arriving at the shop do not enter because they wish to avoid waiting.
When one customer is waiting then three fourth of the arrivals do not enter the shop, since there are only two chairs in
which customers may wait, there are never more than two men waiting for hair-cuts. Then the sum of the first three
steady state probabilities is
4 13 8 1
A) B) C) D)
25 25 25 25

3. An item is produced locally, the setup cost is Rs. 10 per production run and the production rate is 20 units per day. The
daily holding cost per unit inventory is Rs 0.04. If the lead time is 12 days, economic order size is 100 units then the demand
of the commodity and reorder point are
A) 10, 20 B) 20, 20 C) 100, 200 D) 20, 10

4. The purchase price of a commodity depends on the quantity purchased as shown below
Lot size purchase cost (Rs)
100≤Q<500 20
500≤Q<1000 18
1000≤Q<1500 16
1500≤Q<2000 14
2000≤Q 12
The demand for the commodity is constant and uniform at the rate of 900 per year. The holding cost is Rs. 2 per unit
inventory per year. The cost of ordering is Rs. 400 per order. No shortages are allowed. The arrival rate is 1200 per year.
Then 𝑄 ∗ is
A) 1000 B) 1500 C) 500 D) 2000
5. The demand of a commodity in a single period is an exponential distribution with density function
𝑒 −𝑥 , 𝑥>0
𝑓(𝑥) = {
0, 𝑒𝑙𝑠𝑒𝑤ℎ𝑒𝑟𝑒
The holding cost is Rs 1 and stock out cost per unit out of stock is Rs 5, the purchase cost is 3, then R* is
2 2 1 1
A)−𝑙𝑛 B) 𝑙𝑛 C) 𝑙𝑛 D) – 𝑙𝑛
3 3 3 3
 1
3
,0 ≤𝑥≤1
2
6. Generate the random variate for the pdf 𝑓(𝑥) = 3
,1< 𝑥 ≤ 2 is
0 𝑒𝑙𝑠𝑒𝑤ℎ𝑒𝑟𝑒
{
3𝑈+1 3𝑈−1
A) 𝑋 = 3𝑈 , 0 ≤ 𝑈 < 0.33, 𝑋 = , 0.33 < 𝑈 < 1 B) 𝑋 = 3𝑈 , 0 ≤ 𝑈 < 0.33, 𝑋 = , 0.33 ≤ 𝑈 < 1
2 2
3𝑈+1 3𝑈+1
𝐶) 𝑋 = 3𝑈, 0 ≤ 𝑈 < 0.33, 𝑋 = 2
, 0.33
≤ 𝑈 ≤ 1 D) 𝑋 = 3𝑈 0 ≤ 𝑈 < 0.33, 𝑋 = 2 , 0.33 ≤ 𝑈 < 1
7. The random variate X for a Poisson distribution with parameter λ=1.9 having the random numbers 92, 35, 38, 45, 54 is
A) X=1 B) X=2 C) X=3 D) X=4
8. The management of the united commercial bank plans to open a one teller window. Research study has projected the
following distribution for inter arrival time. Assume that initially there are no customers in the system. Find the next two
events for the following data. (A: Arrival, D: Departure)

Inter arrival
5 6 7 8 Service time 5 6 7
time
Probability 0.15 0.35 0.35 0.15 Probability 0.25 0.5 0.25
Random Random
25 37 91 00 84 01 59
Number Number
A) A, D B) D, A C) A, A D) Data is not sufficient
9. A bank transaction system has three major components namely, component A (ATM), component B (withdrawal teller)
and component C (deposit teller). Suppose that the component B can be regarded as a parallel subsystem consisting of three
terminals (W1, W2, W3); and the component C is a parallel subsystem consisting of two terminals (D1, D2). Under normal
conditions, the reliabilities of components A, W1, W2, W3, D1, D2 (defined as the probabilities) that they can contribute to the
successful running of bank transactions are respectively, 0.99, 0.99, 0.99, 0.20, 0.95 and 0.85, then the reliability of the
system is
A) 0.9824 B) 0.9924 C) 0.9842 D) 0.9999
𝑡
𝛽 (1 − ), 𝑓𝑜𝑟 0 < 𝑡 < 𝛼
10. If the failure rate function is Z(𝑡) = { 𝛼 then the pdf of the distribution is
−𝛽(𝑡− )
𝑡2 0, 𝑒𝑙𝑠𝑒𝑤ℎ𝑒𝑟𝑒 𝑡 −𝛽(𝑡− )
𝑡2

B) 𝑓(𝑡) = { (1 − 𝛼) 𝑒
2𝛼 , 𝑓𝑜𝑟 0 < 𝑡 < 𝛼
A) 𝑓(𝑡) = { 𝛽𝑒 2𝛼 , 𝑓𝑜𝑟 0 < 𝑡 < 𝛼

0, 𝑒𝑙𝑠𝑒𝑤ℎ𝑒𝑟𝑒 0, 𝑒𝑙𝑠𝑒𝑤ℎ𝑒𝑟𝑒
𝑡2 𝑡2
𝑡
−𝛽(𝑡− ) −𝛽(𝑡− ) 𝑡
𝐶) 𝑓(𝑡) = { 𝛽 (1 − 𝛼) 𝑒
𝛼 , 𝑓𝑜𝑟 0 < 𝑡 < 𝛼
D) 𝑓(𝑡) = { 𝛽 (1 − 𝛼) 𝑒
2𝛼 , 𝑓𝑜𝑟 0 < 𝑡 < 𝛼

0, 𝑒𝑙𝑠𝑒𝑤ℎ𝑒𝑟𝑒 0, 𝑒𝑙𝑠𝑒𝑤ℎ𝑒𝑟𝑒
11. If the Most likely time, Pessimistic time, Optimistic time of the PERT program are 5, 7, 3 then the average duration and
standard deviation of the network are
A) 5, 0.67 B) 6, 0.67 C) 5, 0.34 D) 6, 0.34
12. The shortest distance between the nodes of the network d(1,2)=5, d(1,3)=14, d(1,4)=6, d(2,3)=6, d(4,3)=7, d(2,5)=12,
d(2,6)=12, d(3,6)=3, d(3,5)=2, d(4,6)=9, d(5,7)=4, d(6,7)=4 is
A) 17 B) 15 C) 14 D) 16
13. Let Y denote the life of an independent parallel system with n components, Zi(t) be the hazard function of the ith
component, then the hazard rate component of the parallel system is :
Q. Consider the following 3X2 game (the payoff for player A is)
Player B B1 B2
Player A 14. The value of the game is:
A1 5 8 15. Player A’s game (solution) is:
A2 6 5 16. Player B’s game (solution) is:
A3 5 7 17. Represent the game as LPP:

Q. The shortest distance of the network are defined by d(1,2)=3, d(1,3)=1, d(1,4)=15, d(1,6)=7, d(3,4)=3, d(2,5)=10,
d(2,3)=8, d(5,6)=5, d(3,7)=10, d(4,7)=22, d(5,7)=12, d(6,7)=7 , d(4,5)=10 then
18. the latest occurrence and earliest occurrence times of the node 5 are:
19. the latest occurrence time of the node 4 is
20. the critical path of the network is or are:

******
NAME: ID. NUMBER:
BIRLA INSTITUTE OF TECHNOLOGY & SCIENCE, PILANI
HYDERABAD CAMPUS
SECOND SEMESTER - 2016-2017, Part-A [CLOSED BOOK]
Course Name: OPERATIONS RESEARCH Course Code: MATH F242
DATE: 09-05-2017 Time: 90 Minutes Max. Marks: 20

Note: 1-12 has four possible choices. Pick the most appropriate choice and put in the box provided as A or B or C or D.
SMALL CASE letters / OVERWRITTEN answers carries 0 marks. Answer the questions 13-20 there only.

Question 1 2 3 4 5 6 7 8 9 10 11 12
No
Answer

1. A super market has two sales girls at the counter. If the service time for each customer is exponential with mean 2
minute, and if the customers arrive in a Poisson fashion at the rate of 5 per hour. The probability that a customer has to
wait in the queue for service is
1 11 11 1
𝐴) B) C) D)
13 78 13 78

2. Men arrive at a barber shop in a Poisson process at a mean rate of 16 per hour. The time taken for hair cut is
exponentially distributed with a mean of 15 minutes. The shop is staffed by two barbers, when both barbers are busy but
no customers are waiting then half of the customers arriving at the shop do not enter because they wish to avoid waiting.
When one customer is waiting then three fourth of the arrivals do not enter the shop, since there are only two chairs in
which customers may wait, there are never more than two men waiting for hair-cuts. Then the sum of the first three
steady state probabilities is
13 4 8 1
𝐴) B) C) D)
25 25 25 25

3. An item is produced locally, the setup cost is Rs. 10 per production run and the production rate is 20 units per day. The
daily holding cost per unit inventory is Rs 0.04. If the lead time is 12 days, economic order size is 100 units then the demand
of the commodity and reorder point are
A) 100, 200 B) 20, 20 C) 10, 20 D) 20, 10

4. The purchase price of a commodity depends on the quantity purchased as shown below
Lot size purchase cost (Rs)
100≤Q<500 20
500≤Q<1000 18
1000≤Q<1500 16
1500≤Q<2000 14
2000≤Q 12
The demand for the commodity is constant and uniform at the rate of 900 per year. The holding cost is Rs. 2 per unit
inventory per year. The cost of ordering is Rs. 400 per order. No shortages are allowed. The arrival rate is 1200 per year.
Then 𝑄 ∗ is
A)1000 B) 2000 C) 500 D) 1500
5. The demand of a commodity in a single period is an exponential distribution with density function
𝑒 −𝑥 , 𝑥>0
𝑓(𝑥) = {
0, 𝑒𝑙𝑠𝑒𝑤ℎ𝑒𝑟𝑒
The holding cost is Rs 1 and stock out cost per unit out of stock is Rs 5, the purchase cost is 3, then R* is
2 2 1 1
A)𝑙𝑛 B) −𝑙𝑛 C) 𝑙𝑛 D) – 𝑙𝑛
3 3 3 3
 1
3
,0 ≤𝑥≤1
2
6. Generate the random variate for the pdf 𝑓(𝑥) = 3
,1 < 𝑥 ≤ 2 is
0 𝑒𝑙𝑠𝑒𝑤ℎ𝑒𝑟𝑒
{
3𝑈+1 3𝑈−1
𝐴) 𝑋 = 3𝑈 , 0 ≤ 𝑈 < 0.33, 𝑋 = , 0.33 < 𝑈 < 1 B) 𝑋 = 3𝑈 , 0 ≤ 𝑈 < 0.33, 𝑋 = , 0.33 ≤ 𝑈 < 1
2 2
3𝑈+1 3𝑈+1
𝐶) 𝑋 = 3𝑈, 0 ≤ 𝑈 < 0.33, 𝑋 = 2
, 0.33
≤ 𝑈 ≤ 1 D) 𝑋 = 3𝑈 0 ≤ 𝑈 < 0.33, 𝑋 = 2
, 0.33
≤𝑈<1
7. The random variate X for a Poisson distribution with parameter λ=1.9 having the random numbers 92, 35, 38, 45, 54 is
A) X=1 B) X=3 C) X=4 D) X=2
8. The management of the united commercial bank plans to open a one teller window. Research study has projected the
following distribution for inter arrival time. Assume that initially there are no customers in the system. Find the next two
events for the following data. (A: Arrival, D: Departure)

Inter arrival
5 6 7 8 Service time 5 6 7
time
Probability 0.15 0.35 0.35 0.15 Probability 0.25 0.5 0.25
Random Random
25 37 91 00 84 01 59
Number Number
A) D, A B) A,D C) A, A D) Data is not sufficient
9. A bank transaction system has three major components namely, component A (ATM), component B (withdrawal teller)
and component C (deposit teller). Suppose that the component B can be regarded as a parallel subsystem consisting of three
terminals (W1, W2, W3); and the component C is a parallel subsystem consisting of two terminals (D1, D2). Under normal
conditions, the reliabilities of components A, W1, W2, W3, D1, D2 (defined as the probabilities) that they can contribute to the
successful running of bank transactions are respectively, 0.99, 0.99, 0.99, 0.20, 0.95 and 0.85, then the reliability of the
system is
A) 0.9999 B) 0.9924 C) 0.9842 D) 0.9824
𝑡
𝛽 (1 − 𝛼) , 𝑓𝑜𝑟 0 < 𝑡 < 𝛼
10. If the failure rate function is Z(𝑡) = { then the pdf of the distribution is
𝑡2 0, 𝑒𝑙𝑠𝑒𝑤ℎ𝑒𝑟𝑒 𝑡 𝑡2
−𝛽(𝑡− )
−𝛽(𝑡− ) (1 − ) 𝑒 2𝛼 , 𝑓𝑜𝑟 0 < 𝑡 < 𝛼
𝐴)𝑓(𝑡) = { 𝛽𝑒 2𝛼 , 𝑓𝑜𝑟 0 < 𝑡 < 𝛼 B) 𝑓(𝑡) = { 𝛼
0, 𝑒𝑙𝑠𝑒𝑤ℎ𝑒𝑟𝑒 0, 𝑒𝑙𝑠𝑒𝑤ℎ𝑒𝑟𝑒
𝑡2 𝑡2
𝑡 −𝛽(𝑡− ) 𝑡
−𝛽(𝑡− )
𝐶) 𝑓(𝑡) = { 𝛽 (1 − 𝛼) 𝑒 𝛼 , 𝑓𝑜𝑟 0 < 𝑡 < 𝛼
D) 𝑓(𝑡) = { 𝛽 (1 − 𝛼) 𝑒 2𝛼 , 𝑓𝑜𝑟 0 < 𝑡 < 𝛼

0, 𝑒𝑙𝑠𝑒𝑤ℎ𝑒𝑟𝑒 0, 𝑒𝑙𝑠𝑒𝑤ℎ𝑒𝑟𝑒
11. If the Most likely time, Pessimistic time, Optimistic time of the PERT program are 5, 7, 3 then the average duration and
standard deviation of the network are
A) 6, 0.67 B) 5, 0.67 C) 5, 0.34 D) 6, 0.34
12. The shortest distance between the nodes of the network d(1,2)=5, d(1,3)=14, d(1,4)=6, d(2,3)=6, d(4,3)=7, d(2,5)=12,
d(2,6)=12, d(3,6)=3, d(3,5)=2, d(4,6)=9, d(5,7)=4, d(6,7)=4 is
A) 16 B) 15 C) 14 D) 17
13. Let Y denote the life of an independent parallel system with n components, Zi(t) be the hazard function of the ith
component, then the hazard rate component of the parallel system is :
Q. Consider the following 3X2 game (the payoff for player A is)
Player B B1 B2
Player A 14. The value of the game is:
A1 5 8 15. Player A’s game (solution) is:
A2 6 5 16. Player B’s game (solution) is:
A3 5 7 17. Represent the game as LPP:

Q. The shortest distance of the network are defined by d(1,2)=3, d(1,3)=1, d(1,4)=15, d(1,6)=7, d(3,4)=3, d(2,5)=10,
d(2,3)=8, d(5,6)=5, d(3,7)=10, d(4,7)=22, d(5,7)=12, d(6,7)=7 , d(4,5)=10 then
18. the latest occurrence and earliest occurrence times of the node 5 are:
19. the latest occurrence time of the node 4 is
20. the critical path of the network is or are:
**