COMPUTER BASED OPTIMIZATION

TECHNIQUES
(17UAJAT304)
 UNIT I
Linear Programming Problem: Introduction –
Linear Programming Problem - Mathematical
Formulation of the Problem – Illustration on
Mathematical Formulation of LPPs.

Graphical Solution and Extension: Introduction

– Graphical Solution Method – General Linear
Programming Problem.

Simplex Method: Introduction – The

Computational Procedure.
 UNIT II

Transportation Problem : Introduction – LP

Formulation of the Transportation Problem –The
Transportation Table – Loops in Transportation
Tables – Solution of a Transportation Problem –
Finding an Initial Basic Feasible Solution –
Transportation Algorithm (MODI Method).
 UNIT III
Assignment Problem: Introduction –
Mathematical Formulation of the Problem –
Solution Methods of Assignment Problem –
Special Cases in Assignment Problems (Except
Theorems).

Replacement Problem and System Reliability:

Introduction – Replacement of Equipment / Asset
that Deteriorates Gradually.
 UNIT IV
Queueing Theory: Introduction – Queueing
System – Classification of Queueing Models –
Poisson Queueing Systems: Model I and Model III
(Problems Only).

Games and Strategies: The Maximin - Minimax

Principle – Games Without Saddle Points-Mixed
Strategies – Graphical Solution of 2 x n and m x 2
Games.
 UNIT V

• Network Scheduling by PERT/CPM:

Introduction – Network: Basic Components –
Logical Sequencing – Rules of Network
Construction – Concurrent Activities – Critical
Path Analysis – Probability Consideration in
PERT – Distinction between PERT and CPM.
 Text book
Kanti Swarup, P.K.Gupta and Man Mohan.
“Operations Research”, Fourteenth Edition,
Sultan Chand & Sons, 2008.
 Definitions
• “OR is a scientific method of providing
executive departments with a quantitative
basis for decisions regarding the operations
under their control” by P.M.Morse, GE and
Kimball.
 Uses
• In all Areas….
– Defense
– Agriculture
– Finance
– Industry
– Marketing
– Personnel management
– Production management
– Research and development
 PROCESS OF OPERATIONS
RESEARCH
• Identifying a problem that needs to be solved.
• Constructing a model around the problem that
resembles the real world and variables.
• Using the model to derive solutions to the problem.
• Testing each solution on the model and analyzing its
success.
• Implementing the solution to the actual problem.
 Linear Programming
• It is the mathematical technique which
involves the allocation of limited resources in
an optimal manner, on the basis of a given
criteria of optimality.
• The optimization(maximization or
minimization) of a function of variables are
known as objective function.
• It is a subject consisting of a set of equalities
or inequalities known as constraints.
Mathematical Formulation of a Linear
Programming Problem(LPP)

The procedure for mathematical formulation of an

LPP consists of the following steps:

Step 1: Identify the decision variables of the

problem.

Step 2: Formulate the objective function to be

optimized (maximized or minimized) as a linear
function of the decision variables is formulated.
Step 3:Note down the constraints on the basis
of conditions specified regarding availability of
time, demand for product, resources,etc.
Step 4: Mention the non-negativity
constraints which imply that the decision
variables cannot be negative.
The objective function, the set of constraints
and the non-negative constraint together form
a linear programming problem.
• Solutions of LPP:
Any vector(x1,x2,….xn) of real numbers which is
satisfied the constraints of an LPP is called
solution of LPP.
Feasible Solution:
Any solution of an LPP which satisfies the
non-negativity restrictions is called the Feasible
Solution.
Optimum or Optimal Solution:
Any feasible solution of an LPP which
optimize (maximization or minimization), the
objective function is called optimum or optimal
solution.
Two types of LPP:
1. Maximization problems such as maximizing
the profit.
2. Minimization such as minimizing the cost.
LPP is applicable where two variables are
involved.
LPP problems consisting of any number of
variables, we use a method is called simplex
method.
Problem:
• A manufacturer produces two types of models, M1 and M2.
Each model of the type M1 requires 4 hours of grinding and 2
hours of polishing, whereas each model of the type M2
requires 2 hours of grinding and 5 hours of polishing. The
manufacturers have 2 grinders and 3 polishers. Each grinder
works 40 hours a week and each polisher works for 60 hours a
week. The profit on M1 model is 3.00 and on model M2 is
4.00. Whatever is produced in a week is sold in the market.
How should the manufacturer allocate his production capacity
to the two types of models, so that he may make the maximum
profit in a week?
• Given:
Models
Grinder Poloisher
M1 4hrs 2hrs
M2 2hrs 5hrs

2grinders
3 Polishers
Each Grinder works 40 hours per week
Each Polisher works 60 hours per week

Profit: M1 – Rs. 3.00

M2- Rs. 4.00
 Solution:
• Constraint:
• 2 Grinders
• 3 Polishers
• Each Grinder works 40 hours per week so
• 2*40=80 hours
• Each polisher works 60 hours per week so
• 3* 60=180 hours
• Decision variables:
Let X1 be the number of units of M1.
Let X2 be the number of units of M2.
Objective Function
Max Z = 3X1 + 4X2
Subject to Constraints
4X1 + 2X2 ≤80
2X1 + 5X2 ≤180
Non –Negativity Constraints
X1 ,X2 ≥0
• A person requires 10, 12 and 12 units of chemicals A, B and C,
respectively, for his garden. A liquid product contains 5, 2 and
1 units of A, B and C respectively per jar. A dry product
contains 1, 2 and 4 units of A, B, C per carton. If the liquid
product sells for 3 per jar and the dry product sells for 2 per
carton, what should be the number of jars that needs to be
purchased, in order to bring down the cost and meet the
requirements?
• Given:
product Chemicals Sold
A B C
Liquid 5 2 1 Rs. 3
Dry 1 2 4 Rs. 2
Requirements 10 12 12
• Solution:
• Decision variables:
• Let X1 be the number of units of liquid products.
• Let X2 be the number of units of dry products.
• Objective function:
Min Z = 3X1 + 2X2
• Subject to Constraints:
5x1+x2 ≥ 10
2x1+2x2 ≥ 12
x1+4x2 ≥ 12
Non negativity Constraints:
x1,x2 ≥ 0