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During world war II

Post world war II

Fredric W Taylor 1885 Application of

scientific analysis to methods of

production

Henry L Gantt Job scheduling

( Mapping each job from machine to

machine to minimize delay)

F W Haris 1915 Inventory control

A K Erlang 1917 Queue

First OR Team ( Blackettes circus)

P M S Blackette Manchester university

Military management of England approached

3 Physiologists, 2 mathematical physicists, 1

astrophysicist, 1 army officer, 1 surveyor, 1

general physicist and 2 mathematicians

Objective : most effective allocation of

limited resources to the various military

operations and activities

The name OR coined in 1940.

Industries application

1947 LP by Prof A K

1950 subject of study

Scope of OR

Agriculture

Finance

Marketing

Personnel Management

Production Management

Public utilities Hospitals, transport,

LIC and

departmental

store etc

Agriculture

Optimum allocation of land to various

crops in accordance with the climatic

conditions

Optimum distribution of water from

various resources like canal for

irrigation

Finance

Maximize the per capita income with

minimum resources availability

Find the profit plan of the company

Determine the best replacement

policies

Industry

Optimum allocation of resources

Men, machines, materials, money

and time

Maximize the profit

Minimize the production cost

Marketing

Optimum distribution of products for

sale

Size of stock to meet the future

demand

Selection of best advertising media

with respect to time and cost

How, when and what to purchase at

the minimum possible cost?

Personnel management

Appoint suitable candidates on

minimum salary

Determine the best age of retirement

for the employees

Find the number of persons to be

appointed on full time basis when the

workload

is

seasonal

(not

continuous)

Production management

Find the number size of items to be

produced

Scheduling and sequencing the

production run by proper allocation

of machines

Calculating the optimum product mix

Select , locate and design the sites

for the production plants.

Public utilities

To reduce waiting time of out door patients

To regulate the train arrivals and their

running times

What should be the premium rates for

various modes of policies?

How best the profits could be distributed in

the cases of with profit policies?

Employing additional sales persons, use of

transport vechicle etc

Phases of OR

Constructing a mathematical model

Deriving the solutions

Testing the model and its solutions

Controlling the solution

Implementing the solution

Situation

Formulatethe

Problem

Problem

Statement

Data

Define the

problem

Delimit the

system

Select measures

Determine

variables

Identify

constraints

Construct a

Model

Situation

Formulatethe

Problem

Problem

Statement

Data

Stochastic Model

Deterministic Model

Simulation Model

Objective function

Constraints (or) restrictions

Decision variables and

parameters

Construct

aModel

Model

Find a

Solution

Situation

Formulatethe

Problem

Problem

Statement

Data

Linear

Programming

Nonlinear

Programming

Regression

Direct Search

Stochastic

Optimization

Construct

aModel

Model

Find

aSolution

Solution

Tools

Establish a

Procedure

Production

software

Easy to use

Easy to

maintain

Acceptable

to the user

Situation

Formulatethe

Problem

Problem

Statement

Data

Construct

aModel

Model

Solution

Find

aSolution

Establish

aProcedure

Solution

Tools

It must be established to indicate

the limits within which the model

and its solution can be considers as

reliable.

Implement

the Solution

Situation

organization

Implement

theSolution

Change is difficult

Establish controls

Solution

to recognize

Establish

change in the

aProcedure

situation

Formulatethe

Problem

Problem

Statement

Construct

aModel

Model

Find

aSolution

Solution

Tools

Deterministic Models

Stochastic Models

Network Optimization Continuous-Time Markov Chains

Integer Programming Queuing

Nonlinear Programming Decision Analysis

Models

Deterministic models 60% of course

Stochastic (or probabilistic) models 40% of course

Deterministic models

assume all data are known with certainty

Stochastic models

explicitly represent uncertain data via

random variables or stochastic processes

Deterministic models involve optimization

Stochastic models characterize / estimate

system performance.

Examples of OR

Applications

Rescheduling aircraft in response to

groundings and delays

Planning production for printed circuit

board assembly

Scheduling equipment operators in

mail processing & distribution centers

Developing

routes

for

propane

delivery

Adjusting nurse schedules in light of

daily fluctuations in demand

Problem

Manufacturing

Situation

Data

Planning

Design

Scheduling

Dealing with

Defects

Dealing with

Variability

Dealing with

Inventory

Other applications

Situation

Data

Service Industries

Logistics

Transportation

Environment

Health Care

Situations with

complexity

Situations with

uncertainty

In any organization, limited resources best

allocation of resources maximize profit, minimize

loss and maximize the utilization of production

capacity.

A Linear Programming model seeks to maximize or

minimize a linear function, subject to a set of linear

constraints.

Developed and applied LP by Prof A K Dantzig

The linear model consists of the following

components

A set of decision variables.

An objective function.

A set of constraints.

25

LP contd.,

Linear Relationship among two or more

variables which are directly proportioned

i.e. Increase the production capacity increases

the profit

Programming Planning of activities in a manner

that achieves optimum results

Definition

A method of optimizing(max (or) min) a linear

function with a number of constraints(limitations)

expressed in the form of inequalities.

LPP formulation

to make chairs and tables from its

available resources which consist of 400

ft of timber and 450 man hours. For

making a chair require 5 ft of wood and

10 man hours yield a profit of Rs. 45

while each table uses 20 ft of wood and

15 man hours yield a profit of Rs. 80.

Formulate a LP model so that it maximize

its profit.

Problem

A manufacturer produces two types of

models X & Y. Each X model requires 4 hrs of

grinding and 2 hrs of polishing whereas each

Y model requires 2 hrs of grinding and 5 hrs

of polishing. The manufacturer has 2

grinders and 3 polishers. Each grinder works

for 40 hrs a week and each polisher works

for 60 hrs a week. Profit of an X model is Rs.

3 and Y model is Rs. 4. Formulate a LP

model to maximize a profit in a week.

Problem

A firm produces three products. These products are processed

on three different machines. The time required to manufacture

one unit of each of the three products and daily capacity of the

three machines are given in the table below

Time per unit (min)

Machi

ne

ct 1

ct 2

ct 3

Machine

capacity

(min/day)

M1

440

M2

470

2

3

It is required to determine

the5 daily - number430

of units to be

manufactured for each product. The profit per unit for product

1,2 and 3 is Rs.4, Rs.3 and Rs. 6 respectively. It is assumed that

all the amounts produced are consumed in the market.

Formulate the mathematical (LP) model that will maximize the

daily profit

Problem

An animal feed company must

produce 200 kg of mixture consisting

of ingredients X1, X2 daily. X1 costs

Rs 3/kg and X2 Rs 8/kg. No more

than 80 kg of X1 can be used and at

least 60 kg of X2 must be used.

Formulate a LP model to minimize

the cost

Problem

A company has three operational departments namely

weaving, processing and packing. The capacity to

produce three different types of clothes namely

suiting, shirting and woolens yielding a profit of Rs. 2,4

and 3 per meter respectively. One meter of suiting

requires 3 min in weaving, 2 min of processing and 1

min of packing. Similarly 1 meter of shirting requires 4

min in weaving, 1 min of processing and 3 min of

packing whereas 1 m of woolen requires 3 minutes in

each department. In a week, the total runtime of each

department is 60, 40 and 80 hours of weaving,

processing and packing respectively. Formulate the

problem as a LP model to maximize the profit.

Answer

Max Z = 2 X1 + 4 X2 + 3X3

ST

3X1 + 4X2 + 3X3 3600

2X1 + X2 + 3X3 2400

X1 + 3X2 + 3X3 4800

X1 , X2, X3 0

Solving of LPP

If the no. of variables (X 2)

Graphical method

If the no. of variables X = 1,2,3 . n

Simplex method

Similarity = no. of variables

Difference = inequality constraints

33

Problem

Min Z = 4X1 + 2X2

ST

X1 + 2X2 2

3X1 + X2 3

4X1 + 3X2 6

X1 , X 2 0

Ans : Min Z = 4.8, X1 = 3/5, X2 = 6/5

Problem

Max Z = 20X1 + 10X2

ST

10X1 + 5X2 50

6X1 + 10X2 60

4X1 + 12X2 48

X1 , X2 0

Ans : Alternate optimum feasible solution

X1 = 5, X2 = 0 (or) X1 = 3.6,X2 = 2.8 Max Z=100

Problem

An automobile manufacture makes automobiles and

trucks in a factory that is divided into two shops A &

B. Shop A, which performs the basic assembly

operation must work 5 man-days on each truck but

only 2 man-days on each automobile. Shop B, which

performs the finishing operation must work 3 mandays on each truck(or)automobile that it produces.

Because of men and machine limitations shop A has

180 man-days/week available while shop B has 135

man-days/week. If the manufacturer makes a profit

of Rs.300 on each truck and Rs. 200 on each

automobile, how many of each should he produce to

maximize his profit?

Contd.

Maximize Z = 300 x1 + 200 x2

Subject to the constraints

5x1+2x2 180

3x1+ 3x2

135

x1 ,x2 0

Ans: II iteration:

Max Z = 12000

X1 = 30, X2 = 15

Problem

Maximize Z = 5 x1 + 6 x2 + x3

Subject to the constraints

9x1+3x2 -2 x3 5

4x1+2x2 - x3 2

x1- 4x2+x3 3

x1 ,x2, x3 0

Ans : Unbounded solution because all = ve

Problem

A Company makes 2 kinds of leather belts. Belt A is

high quality and B is low quality. The respective

profits are Rs.4 and Rs.3 per belt. Each type of A

requires twice as much as a belt type of B and if all

belts were of type B, the company could make 1000

per day. The supply of leather is sufficient for only

800 belts per day (both A and B combined). Belt A

requires a fancy buckle and only 400 buckles are

available per day. There are only 700 buckles

available per day for belt B. What would be the daily

production of each type of belt? Formulate the LP

problem and solve using the simplex method.

Maximize Z = 4 x1 + 3 x2

Subject to the constraints

2x1+x2 1000

x1 400

x2 700

x1 , x2 0

Ans: III iteration:

Max Z = 2600

X1 = 200, X2 = 600

x1+ x2 800

Degeneracy in LPP

Tie between two (or) more basic variables

for leaving the basis

Problem 1

Maximize Z = x1 + 2x2 + x3

Subject to the constraints

2x1+x2- x3 2

-6

4x1+x2+ x3 6

x1 ,x2 ,x3 0

-2x1+x2- 5x3

Subject to the constraints

2x1+x2- x3 +S1 = 2

2x1-x2+

5x3 +S2 = 6

4x1+x2+ x3 +S3 = 6

x1 ,x2 ,x3 , S1 , S2 , S3 0

Ans: II iteration:

Max Z = 10

X2 = 4, S2 = 0 , X3 =2

variable

Tie between two (or) more decision

variables, choose arbitrarily

Tie between decision variables &

slack/surplus variable, choose only

decision variable

Tie

between

two

(or)

more

slack/surplus

variables,

choose

arbitrarily

Leaving variable

Perturbation method

Calculation

Problem 2

Maximize Z = 2 x1 + x2

Subject to the constraints

4x1+3x2 12

4x1 - x2 8

x1 ,x2 0

4x1+ x2 8

shouldnt

replace decision variable)

III iteration X1 = 1.5, X2= 2, Max Z = 5

Formative Assessment

OperationsResearchprovides

a)Earliestsolution

b)Feasiblesolutions

c)Scientificapproachto solutions

d)Statisticalapproachto solution

a) Constraints

b) Objective function

c) Effectiveness

d) Profit/loss

Operations Research approaches problem solving and decision making from

a) Individuals view

b)Departmentalview

c)Technicalview

d)Thetotal systems view

Formative Assessment

In the graphical method of linear programming problem, the optimum solution would lie in the

feasible polygon at

a. its one corner

b. its center

c. middle of any side

d. bottom

a.Withinthefeasible region

b.On theboundaries of feasible region

c.At corner pointsof feasible region

d. Anywhere

Product A takes 5 M/chours and Product B takes 6 labour hours.The total time available for M/c

hours is 36.The constraint equation for this is

a.5X+ 6Y= 36

b.5X+6Y<=36

c.5X+6Y>=36

d.Dataincomplete

Formative Assessment

A basic feasible solution in simplex method is one, when

a. all the decision variables are in the base

b. all the decision variables and slack/surplus variables are assigned zero values

c. all the base variables are non negative

d. all the base variables satisfy the constraint equations

a. steel industry

b. oil industry

c. chemical industry

d. all of the above

In the simplex method, the variables which have not been assigned the value zero, during an

iteration, are called as

a. basic variable

b. artificial variable

c. actual variable

d. slack/surplus variable

Formative Assessment

Simplex method is not applied when number of decision variables is equal to

a) 4

b) 2

c) 1

d) 6

a. zero

b. negative

c. positive

d. none of the above

The simplex method is the basic method for

a.value analysis

b.operation research

c. linear programming

d. model analysis

Artificial variables

Purpose is to just obtain an initial

basic feasible solution

Variables once driven out in an

iteration,

may

re-enter

the

subsequent iteration. But an AV once

driven can never re-enter

Big M method (A Charnes)

Two phase method (Dantzig,

Orden and Wolfe)

Problem

Big M Method (or) Charnes M

technique (or) Method of penalties

Maximize Z = 2 x1 + 3 x2 + 4 x3

Subject to the constraints

3x1+x2+4 x3 600

2x1+4 x2+2 x3 480

2x1 +3x2+3x3 = 540

x1 ,x2, x3 0

- mA1 mA2

3x1+x2+4 x3 + S1

= 600

2x1+4 x2+2 x3 S2 + A1 = 480

2x1 +3x2+3x3 + A2

= 540

x1,x2,x3,S1, S2,A1,A2

0

Ans : II iteration

S1 = 60

X2=60

X3 = 120

Max Z = 660

Problem

Food X contains 6 units of vitamin

A per gram and 7 units of vitamin B

per gram and costs 12 paise per

gram. Food Y contains 8 units of

vitamin A per gram and 12 units of

vitamin B per gram and costs 20

paise per gram. The minimum daily

requirements of vitamin A & B is 100

& 120 units respectively. Find the

minimum cost of product mix by the

Problem

Min Z = 12X1 + 20X2

ST

6X1 + 8X2 100

7X1 + 12X2 120

X 1 , X2 0

Ans : II iteration

X1=15, X2 = 1.25

205

Min Z =

Problem

Max Z = 3X1 + 2X2

ST

2X1 + X2 2

3X1 + 4X2 12

X 1 , X2 0

solution)

I iteration Solution with presence of artificial

variable

Problem

During festival season, a company combines

two items A and B to from gift packs. Each

pack must weigh 5 kg and should contain at

least 2 kg of A and not more than 4 kg of B.

The net contribution to the company is Rs.10

per kg of A and Rs.12 per kg of B. The

company wants to determine the optimum

mix.

Formulate the above as a LPP to maximize net

contribution per pack and solve the same by

using the simplex method.

Answer

Max Z = 10X1 + 12X2

ST

X1 + X 2 = 5

X1 2

X2 4

X1 , X 2 0

Ans : II iteration

X1=2, X2 = 3

Max Z = 56

Problem

Min Z = 2X1 + 5X2

ST

X1 40

X2 30

X1 + X2 60

X 1 , X2 0

X1= 40, X2 = 30

Max Z = 230

Minimize Z = 5 x1 - 6x2 - 7x3

Subject to the constraints

x1+5x2 - 3 x3 15

5x1 - 6x2+10 x3 20

x1 +x2+x3

=5

x1 ,x2, x3 0

Phase I

I step : convert inequality into equality

II step : Formation of revised objective function by assigning -1 to artificial

variables and 0 to other variables (decision /slack/surplus)

III step : solve it by simplex method until the following conditions are

satisfied

Max Z 0 & atleast one artificial variable appears in the optimum basis at

the zero level, No solution (Stop the Procedure)

Max Z = 0 & atleast one artificial variable is at zero, proceed to Phase II

Max Z = 0 & no artificial variable appears in the basis, proceed to Phase

II

Phase II

Assign actual costs to the variable in the objective function & zero cost to

artificial variable

Solution

Phase I II iteration ( 0 & -ve)

Phase II X2 = 3.75

S2 = 30

X3 = 1.25

Max Z = 31.25

Min Z = -31.25

Problem

Maximize Z = 5 x1 + 3 x2

Subject to the constraints

2x1+x2 1

x1+4 x2 6

x 1 ,x 2 0

Solution

All values of Cj-Zj is 0 & negative. So

optimal solution is reached

But Max Z < 0 i.e., -2 also one

artificial variable (A1 = 2) appear in

the basis at the +ve level

So LPP doesnt have feasible

solution

Problem

Minimize Z = x1 + x2

Subject to the constraints

2x1+ x2 4

x1+ 7x2 7

x1 ,x2 0

Solution

Phase I II iteration ( 0 & -ve)

Phase II X1 = 21/13

X2 = 10/13

Max Z = 31/13

Min Z = -31/13

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