NATIONAL INSTITUTE OF AGRICULTURAL MARKETING, JAIPUR

ASSIGNMENT ON

HISTORY OF OPERATIONAL RESEARCH & MATHEMATICAL MODEL

SUBMITTED TO: Prof. S.P.Gupta

SUBMITTED BY: Atul J. Patil

ROLL NO - 209 (PGDABM 2010-12)

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Prehistory Some say that Charles Babbage (17911871) who is arguably the father of computers is also the father of operations research because his research into the cost of transportation and sorting of mail led to Englands universal Penny Post in 1840. Brief History of Operational Research: Many experts consider the start of Operational Research in the III century B.C., during the II Punic War, with analysis and solution that Arquimedes named for the defense of the city of Syracuse, besieged for Romans. Enter his inventions would find the catapult, and a system of mirrors that was setting to fire the enemy boats by focusing them with the Sun's rays. Leornado DaVinci took part, in 1503, like engineer in the war against Prisa due to he knew techniques to accomplish bombardments, to construct ships, armored vehicles, cannons, catapults, and other warlike machines. Another antecedent of use of Operational Research obeys to F.W. Lanchester, who made a matematical study about the ballistic potency of opponents and he developed, from a system of equations differential, Lanchester's Square Law, with that can be available to determine the outcome of a military battle. Thomas Edison made use of Operational Research, contributing in the antisubmarine war, with his greats ideas, like shields against torpedo for the ships. From the mathematical point of view mathematical, in centuries XVII and XVIII, Newton, Leibnitz, Bernoulli and Lagrange, worked in obtaining maximums and minimums conditions of certain functions. Mathematical French Jean Baptist Joseph Fourier sketched methods of present-day Linear Programming. And at late years of the century XVIII, Gaspar Monge laid down the precedents of the Graphical Method thanks to his development of Descriptive Geometry. Janos Von Neumann published his work called "Theory of Games", that provided the basics Mathematicians to Linear Programming. At a later time, in 1947, he viewed the similitude among them Programming linear problems and the matrix theory that developed him. In 1939, mathematical Russian L. Kantorovich, in association with the mathematical Dutchman T. Koopmans, developed the mathematical theory called "Linear programming", thanks to that went rewarded with the Nobel. In the late years 30, George Joseph Stigler presented a particular problem known as special diet optimal or more commonly known as problem of the diet that happened because the
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worry of the USA army to guarantee some nutritionals requests to the lower cost for his troops. It was solved with a heuristic method which solution only differs in some centimes against the solution contributed years later by the Simplex Method. During the years 1941 and 1942, Kantorovich and Koopmans studied in independent ways the Transport Problem for first time, knowing this type of problems like problem of Koopmans-Kantorovich. For his solution, they used geometric methods that are related to Minkowski's theory of convexity. But it does not considered than has been born a new science called Operations Research until the II World War, during battle of England, where Deutsche Air Force, that is the Luftwaffe, was submitting the Britishers to a hard Air raid, since these had an little aerial capability, although experimented in the Combat. The British government, looking for some method to defend his country, convoked several scientists of various disciplines for try to resolve the problem to get the peak of benefit of radars that they had. Thanks to his work determining the optimal localization of antennas and they got the best distribution of signals to double the effectiveness of the system of aerial defense. To notice the range of this new discipline, England created another groups of the same nature in order to obtain optimal results in the dispute. Just like United States (USA), when joined the War in 1942, creating the project SCOOP (Scientific Computation Of Optimum Programs), where was working George Bernard Dantzig, who developed in 1947 the Simplex algorithm. During the Cold War, the old Soviet Union (URRS), excluded of the Plan Marshall, wanted to control the terrestrial communications, including routes fluvial, from Berlin. In order to avoid the rendition of the city, and his submission to be a part of the deutsche communist zone, England and United States decided supplying the city, or else by means of escorted convoys (that would be able to give rise to new confrontations) or by means of airlift, breaking or avoiding in any event the blockage from Berlin. Second option was choosed, starting the Luftbrcke (airlift) at June 25, 1948. This went another from the problems in which worked the SCOOP group, in December of that same year, could carry 4500 daily tons, and after studies of Research Operations optimized the supplying to get to the 8000~9000 daily tons in March of 1949. This cipher was the same that would have been transported for terrestrial means, for that the Soviet decided to suspend the blockage at May 12, 1949. After Second World War, the order of United States' resources (USA) (energy, armaments, and all kind of supplies) took opportune to accomplish it by models of optimization, resolved intervening linear programming.

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At the same time, that the doctrine of Operations Research is being developed, the techniques of computation and computers are also developing, thanks them the time of resolution of the problems decreased. The first result of these techniques was given at the year 1952, when a SEAC computer from was used National Bureau of Standards in way to obtain the problems solution. The success at the resolution time was so encouraging that was immediately used for all kind of military problems, like determining the optimal height which should fly the planes to locate the enemy submarines, monetary founds management for logistics and armament, including to determine the depth which should send the charges to reach the enemy submarines in way to cause the casualties bigger number, that was translated in a increase in five times in Air Force's efficacy. During the 50's and 60's decade, grows the interest and developing of Operational Research, due to its application in the space of commerce and the industry. Take for example, the problem of the calculation of the optimal transporting plan of sand of construction to the works of edification of the city of Moscow, which had 10 origins points and 230 destinies. To resolve it, was used and Strena computer, that took 10 days in the month of June of 1958, and such solution contributed a reduction of the 11 % of the expenses in relation to original costs. Previously, this problems were presented in a discipline knew as Research Companies or Analysis Companies, that did not have so effective methods like the developed during Second World War (for example the Mtodo Simplex). No war applications of Operations Research there are so as you want imagine, with problems like nutrition of cattle raising, distribution of fields of cultivation in agriculture, goods transportation, location, personnel's distribution, and nets, queue problems, graphers, etc. OR During World War II The modern eld of OR arose during World War II. Scientists in the United Kingdom including Patrick Blackett, Cecil Gordon, C. H. Waddington, Owen Wansbrough-Jones and Frank Yates and in the United States with George Dantzig looked for ways to make better decisions in such areas as logistics and training schedules. Here are examples of OR studies done during World War II: y Britain introduced the convoy system to reduce shipping losses, but while the principle of using warships to accompany merchant ships was generally accepted, it was unclear whether it was better for convoys to be small or large. Convoys travel at the speed of the slowest member, so small convoys can travel faster. It was also argued that small convoys would be harder for German U-boats to detect. On the other hand, large convoys could deploy more warships against an attacker. It turned out in OR analysis that the
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losses su ered by convoys depended largely on the number of escort vessels present, rather than on the overall size of the convoy. The conclusion, therefore, was that a few large convoys are more defensible than many small ones. y In another OR study a survey carried out by RAF Bomber Command was analyzed. For the survey, Bomber Command inspected all bombers returning from bombing raids over Germany over a particular period. All damage inicted by German air defenses was noted and the recommendation was given that armor be added in the most heavily damaged areas. OR team instead made the surprising and counter-intuitive recommendation that the armor be placed in the areas which were completely untouched by damage. They reasoned that the survey was biased, since it only included aircraft that successfully came back from Germany. The untouched areas were probably vital areas, which, if hit, would result in the loss of the aircraft.

When the Germans organized their air defenses into the Kammhuber Line, it was realized that if the RAF bombers were to y in a bomber stream they could overwhelm the night ghters who ew in individual cells directed to their targets by ground controllers. It was then a matter of calculating the statistical loss from collisions against the statistical loss from night ghters to calculate how close the bombers should y to minimize RAF losses.

Mathematical model:
A mathematical model is a description of a system using mathematical concepts and language. The process of developing a mathematical model is termed mathematical modeling. Mathematical models are used not only in the natural sciences (such as physics, biology, earth science, meteorology) and engineering disciplines (e.g. computer science, artificial intelligence), but also in the social sciences (such as economics, psychology, sociology and political science); physicists, engineers, statisticians, operations research analysts and economists use mathematical models most extensively. A model may help to explain a system and to study the effects of different components, and to make predictions about behavior. Applications of mathematical models: Often when engineers analyze a system to be controlled or optimized, they use a mathematical model. In analysis, engineers can build a descriptive model of the system as a hypothesis of how the system could work, or try to estimate how an unforeseeable event could affect the system. Similarly, in control of a system, engineers can try out different control approaches in simulations.

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A mathematical model usually describes a system by a set of variables and a set of equations that establish relationships between the variables. Variables may be of many types; real or integer numbers, Boolean values or strings, for example. The variables represent some properties of the system, for example, measured system outputs often in the form of signals, timing data, counters, and event occurrence (yes/no). The actual model is the set of functions that describe the relations between the different variables. Types of mathematical models: Mathematical models can be classified in the following ways: Linear vs. nonlinear: Mathematical models are usually composed by variables, which are abstractions of quantities of interest in the described systems, and operators that act on these variables, which can be algebraic operators, functions, differential operators, etc. If all the operators in a mathematical model exhibit linearity, the resulting mathematical model is defined as linear. A model is considered to be nonlinear otherwise. The question of linearity and nonlinearity is dependent on context, and linear models may have nonlinear expressions in them. For example, in a statistical linear model, it is assumed that a relationship is linear in the parameters, but it may be nonlinear in the predictor variables. Similarly, a differential equation is said to be linear if it can be written with linear differential operators, but it can still have nonlinear expressions in it. In a mathematical programming model, if the objective functions and constraints are represented entirely by linear equations, then the model is regarded as a linear model. If one or more of the objective functions or constraints are represented with a nonlinear equation, then the model is known as a nonlinear model. Nonlinearity, even in fairly simple systems, is often associated with phenomena such as chaos and irreversibility. Although there are exceptions, nonlinear systems and models tend to be more difficult to study than linear ones. A common approach to nonlinear problems is linearization, but this can be problematic if one is trying to study aspects such as irreversibility, which are strongly tied to nonlinearity. Deterministic vs. probabilistic (stochastic): A deterministic model is one in which every set of variable states is uniquely determined by parameters in the model and by sets of previous states of these variables. Therefore, deterministic models perform the same way for a given set of initial conditions. Conversely, in a stochastic model, randomness is present, and variable states are not described by unique values, but rather by probability distributions. Static vs. dynamic: A static model does not account for the element of time, while a dynamic model does. Dynamic models typically are represented with difference equations or differential equations. Discrete vs. Continuous: A discrete model does not take into account the function of time and usually uses time-advance methods, while a Continuous model does. Continuous models typically are represented with F(t) and the changes are reflected over continuous time intervals.

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Deductive, inductive, or floating: A deductive model is a logical structure based on a theory. An inductive model arises from empirical findings and generalization from them. The floating model rests on neither theory nor observation, but is merely the invocation of expected structure. Application of mathematics in social sciences outside of economics has been criticized for unfounded models. Application of catastrophe theory in science has been characterized as a floating model.

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