Model Examination, November - 2022 Department Of Mathematics Class : II M.Sc Mathematics Marks : 75 Sem : III Time : 3 Hrs Subject : Advanced Operations Research Subject Code : P16MAE4B Section – A Answer All Questions. (10X2=20) 1. Define zero-one Programming Problem. 2. Write the types of IPP? 3. Define Return function. 4. Define Policy 5. Define Payoff. 6. Define value of the game? 7. Define Deterministic Inventory Models? 8. Define Buffer stock 9. Define non-linear Programming Problem. 10. Define graphical method. Section – B (5X5=25) Answer All Questions 11. a). solve the IPP using Gomory’s cutting plane algorithm, 𝑀𝑎𝑥 𝑧 = 𝑥1 + 𝑥2 Subject to 3𝑥1 + 2𝑥2 ≤ 5 𝑥2 ≤ 2 & 𝑥1 , 𝑥2 ≥ 0 and are integers. (Or) b). Solve the following mixed integer Programming problem. 𝑀𝑎𝑥 𝑧 = 7𝑥1 + 9𝑥2 Subject to - 𝑥1 + 3𝑥2 ≤ 6 7𝑥1 + 𝑥2 ≤ 35& 𝑥1 , 𝑥2 ≥ 0 and 𝑥1 is an integers. 12. a). Use dynamic programming to show that 𝑝1 log 𝑝1 + 𝑝2 log 𝑝2 + … . . +𝑝𝑛 log 𝑝𝑛 Subject to 𝑝1 + 𝑝2 + ⋯ +𝑝𝑛 𝑎𝑛𝑑 𝑝𝑖 ≥ 0 for all i. 1 Is minimum when 𝑝1 = 𝑝2 = ⋯ = 𝑝𝑛 = (Or) 𝑛 b). Use dynamic programming to solve the following problem, 𝑀𝑖𝑛𝑖𝑚𝑖𝑧𝑒 𝑧 = 𝑦12 + 𝑦22 + 𝑦32 Subject to 𝑦1 + 𝑦2 + 𝑦3 = 10 & 𝑦1 , 𝑦2 , 𝑦3 ≥ 0 13. a). The following matrix gives the payoff of different strategies S1 , S2 , S3 against conditions N1 , N2 , N3 States of Nature Strategies N1 N2 N3 S1 700000 300000 150000 S2 500000 450000 0 S3 300000 300000 300000 which strategy should the concerned executive choose on the basis of (a) Maximin criterion (b) Minimax criterion (c) Minimax regret criterion (d) Laplace criterion?(Or) b). Solve the game whose payoff matrix is given below Player B B1 B2 B3 B4 Player A A1 3 2 4 0 A2 3 4 2 4 A3 4 2 4 0 A4 0 4 0 8 14. a). A manufacturer has to supply 12000 units of a product per year to his customer. The demand is fixed and known and the shortage cost is assumed to be infinite. The inventory holding cost is Rs.0.20 per unit per month and the setup cost per run is Rs.350. Determine (i) the optimum run size qo (ii) Optimum scheduling period to (iii) minimum total expected yearly cost (Or) b). Calculate the various parameters for putting an item with following data on E.O.Q system. Annual consumption = 12000units at the cost of Rs.7.50 per unit, setup cost = Rs.6.00 and inventory holding cost = Rs.0.12 Per unit, Normal lead time = 15 days and maximum lead time 20 days. 15. a). Solve the NLPP. 𝑀𝑎𝑥 𝑧 = 4𝑥1 + 6𝑥2 − 2𝑥12 − 2𝑥1 𝑥2 − 2𝑥22 Subject to 𝑥1 + 2𝑥2 = 2 & 𝑥1 , 𝑥2 ≥ 0 (Or) b). Write the Kuhn –Tucker conditions for a general NLPP of the maximization type. Section – C (3X10=30) Answer any Three Questions 16. Use Branch and Bound technique to solve the following 𝑀𝑎𝑥 𝑧 = 2𝑥1 + 3𝑥2 Subject to 6𝑥1 + 5𝑥2 ≤ 25 𝑥1 + 3𝑥2 ≤ 10 & 𝑥1 , 𝑥2 ≥ 0 and are integers. 17. .In a cargo loading problem, there are 4 items of different weights per unit and different value unit as given below. Item (i) weight per unit value per unit 1 1 1 2 3 5 3 4 7 4 6 11 The maximum cargo load is restricted to 17. How many units of each item be loaded to maximize the value? 18. (i) Solve the following game after deducing it to a 2x2 game using matrix method Player B B1 B2 B3 Player A A1 1 7 2 A2 6 2 7 A3 5 1 6 (ii) Use the graphical method for solving the following game and find the value of the game Player B B1 B2 B3 B4 Player A A1 2 2 3 -2 A2 4 3 2 6 19. A particular item has a demand of 9000 units/year. The cost of one procurement is Rs.100 and the holding cost per unit is Rs.2.40 per year. The replacement is instaneous and no shortages are allowed. Determine, (i) The economic lot size (ii) The number of orders per year (iii) The time between orders (iv) the total cost per year if the cost of one unit is Rs.1. 20. Use the Kuhn-Tucker conditions to solve the following NLPP. 𝑀𝑎𝑥 𝑧 = 2𝑥1 − 𝑥12 + 𝑥2 Subject to 2𝑥1 + 3𝑥2 ≤ 6 2𝑥1 + 𝑥2 ≤ 4 & 𝑥1 , 𝑥2 ≥ 0