AAOC C222: OPTIMISATION

Text Book:
Operations Research: An Introduction
By Hamdy A.Taha (Pearson Education)
th
7 Edition

Reference Books:
1. Hadley, G: Linear Programming,
Addison Wesley
2. Pant, J.C: Optimization,
Jain Brothers

3. Hillier & Lieberman

Introduction to Operations
Research, Tata McGraw-Hill
4. Bazaraa, Jarvis & Sherali
Linear Programming and Network
Flows, John Wiley

You may view my lecture slides in the

following site.

http://discovery.bitspilani.ac.in/discipline/math/msr/index.
html

The formal activities of Operations Research

(OR) were initiated in England during World
War II when a team of British scientists set
out to make decisions regarding the best
utilization of war material. Following the end
of the war, the ideas advanced in military
operations were adapted to improve
efficiency and productivity in the civilian
sector. Today, OR is a dominant and
indispensable decision making tool.

Example: The Burroughs garment

company manufactures men's shirts
and womens blouses for Walmark
Discount stores. Walmark will accept
all the production supplied by
Burroughs. The production process
includes
cutting,
sewing
and
packaging. Burroughs employs 25
workers in the cutting department, 35
in the sewing department and 5 in the

packaging department. The factory works

one 8-hour shift, 5 days a week. The
following table gives the time
requirements and the profits per unit for
the two garments:

Minutes per unit

Garment Cutting

Sewing

Packaging Unit
profit($)

Shirts

20

70

12

8.00

Blouses

60

60

12.00

Determine the optimal weekly

production schedule for Burroughs.

Solution: Assume that Burroughs

produces x1 shirts and x2 blouses per
week.
Profit got = 8 x1 + 12 x2
Time spent on cutting = 20 x1 + 60 x2 mts
Time spent on sewing = 70 x1 + 60 x2 mts
Time spent on packaging =12 x1 + 4 x2 mts

The objective is to find x1, x2 so as to

maximize the profit z = 8 x1 + 12 x2
satisfying the constraints:
20 x1 + 60 x2 25 40 60
70 x1 + 60 x2 35 40 60
12 x1 + 4 x2 5 40 60
x1, x2 0, integers

This is a typical optimization

problem.
Any values of x1, x2 that satisfy all
the constraints of the model is called
a feasible solution. We are
interested in finding the optimum
feasible solution that gives the
maximum profit while satisfying all
the constraints.

More generally, an optimization

problem looks as follows:
Determine the decision variables
x1, x2, , xn so as to optimize an
objective function f (x1, x2, , xn)
satisfying the constraints
gi (x1, x2, , xn) bi (i=1, 2, , m).

Linear Programming Problems(LPP)

An optimization problem is called a Linear
Programming Problem (LPP) when the
objective function and all the constraints are
linear functions of the decision variables, x1,
x2, , xn. We also include the nonnegativity restrictions, namely xj 0 for
all j=1, 2, , n.
Thus a typical LPP is
of the form:

Optimize (i.e. Maximize or Minimize)

z = c1 x1 + c2 x2+ + cn xn
subject to the constraints:
a11 x1 + a12 x2 + + a1n xn b1
a21 x1 + a22 x2 + + a2n xn b2
. . .
am1 x1 + am2 x2 + + amn xn bm
x1, x2, , xn 0

A LPP satisfies the two properties:

Proportionality and additivity
Proportionality means the contributions
of each decision variable in the
objective function and its requirements
in the constraints are directly
proportional to the value of the variable.

Additivity stipulates that the total

contributions of all the variables in the
objective
function
and
their
requirements in the constraints are the
direct
sum
of
the
individual
contributions or requirements of each
variable.

 We shall first look at formulation of

some LPPs,
Graphically solve some LPPs
involving two decision variables
Study some mathematical
preliminaries regarding the solutions
of LPPs
Finally look at the Simplex method
of solving a LPP

Wild West produces two types of cowboy hats.

Type I hat requires twice as much labor as a
Type II. If all the available labor time is
dedicated to Type II alone, the company can
produce a total of 400 Type II hats a day. The
respective market limits for the two types of
hats are 150 and 200 hats per day. The profit is
$8 per Type I hat and $5 per Type II hat.
Formulate the problem as an LPP so as to
maximize the profit.

Solution: Assume that Wild West produces x1

Type I hats and x2 Type II hats per day.
Per day Profit got =

8 x1 + 5 x2

Assume the time spent in producing one

type II hat is c minutes.
Labour Time spent is (2 x1 +

x2) c minutes

The objective is to find x1, x2 so as to

maximise the profit z = 8 x1 + 5 x2
satisfying the constraints:

(2 x1 + x2 ) c 400 c
150

x1
x2

200

x1, x2 0, integers

That is: The objective is to find x1, x2 so

as to
maximise the profit z = 8 x1 + 5 x2
satisfying the constraints:
2 x1 + x2 400

150

x1
x2

200

x1, x2 0, integers

Feed Mix problem: The manager of a milk

diary decides that each cow should get at least
15, 20 and 24 units of nutrients A, B and C
respectively. Two varieties of feed are
available. In feed of variety 1(variety 2) the
contents of the nutrients A, B and C are
respectively 1(3), 2(2), 3(2) units per kg. The
costs of varieties 1 and 2 are respectively
Rs. 2 and Rs. 3 per kg. How much of feed of
each variety should be purchased to feed a cow
daily so that the expenditure is least?

Trim Loss problem: A company has to

manufacture the circular tops of cans. Two
sizes, one of diameter 10 cm and the other
of diameter 20 cm are required. They are to
be cut from metal sheets of dimensions 20
cm by 50 cm. The requirement of smaller
size is 20,000 and of larger size is 15,000.
The problem is : how to cut the tops from
the metal sheets so that the number of
sheets used is a minimum. Formulate the
problem as a LPP.

A sheet can be cut into one of the following

three patterns: 10
Pattern I
Pattern II

10

20
20

Pattern III

10

10
10

20

Pattern I: cut into 10 pieces of size 10 by 10

so as to make 10 tops of size 1
Pattern II: cut into 2 pieces of size 20 by 20
and 2 pieces of size 10 by 10 so as to make
2 tops of size 2 and 2 tops of size 1
Pattern III: cut into 1 piece of size 20 by 20
and 6 pieces of size 10 by 10 so as to make
1 top of size 2 and 6 tops of size 1

So assume that x1 sheets are cut according to

pattern I, x2 according to pattern II, x3
according to pattern III
The problem is to
Minimize z = x1 + x2 + x3
Subject to 10 x1 + 2 x2 + 6 x3 20,000
2 x2 +

x3 15,000

x1, x2, x3 0, integers

A Post Office requires different number of

full-time employees on different days of the
week. The number of employees required on
each day is given in the table below. Union
rules say that each full-time employee must
receive two days off after working for five
consecutive days. The Post Office wants to
meet its requirements using only full-time
employees. Formulate the above problem as
a LPP so as to minimize the number of fulltime employees hired.

Requirements of full-time employees

day-wise
Day
1 - Monday
2 - Tuesday
3 - Wednesday
4 - Thursday
5 - Friday
6 - Saturday
7 - Sunday

No. of full-time
employees required
10
6
8
12
7
9
4

Solution: Let xi be the number of full-time

employees employed at the beginning of day
i (i = 1, 2, , 7). Thus our problem is to find
xi so as to

Minimize z x1 x2 x3 x4 x5 x6 x7
Subject to
x1 x4 x5 x6 x7 10 (Mon)
x1 x2 x5 x6 x7 6 (Tue)
x1 x2 x3 x6 x7 8 (Wed)
x1 x2 x3 x4 x7 12 (Thu)
x1 x2 x3 x4 x5 7 (Fri)
x2 x3 x4 x5 x6 9 (Sat)
x3 x4 x5 x6 x7 4 (Sun)

xi 0.
integers

BITS wants to host a Seminar for five

days. For the delegates there is an
arrangement of dinner every day. The
requirement of napkins during the 5
days is as follows:
Day

Napkins
Needed

80

50

100

80

150

Institute does not have any napkins in the

beginning. After 5 days, the Institute has no
more use of napkins. A new napkin costs
Rs. 2.00. The washing charges for a used one
are Rs. 0.50. A napkin given for washing after
dinner is returned the third day before dinner.
The Institute decides to accumulate the used
napkins and send them for washing just in
time to be used when they return. How shall
the Institute meet the requirements so that the
total cost is minimized ? Formulate as a LPP.

Solution Let xj be the number of napkins

purchased on day j, j=1,2,..,5
Let yj be the number of napkins given for
washing after dinner on day j, j=1,2,3
Thus we must have
x1 = 80, x2 = 50, x3 + y1 = 100, x4 + y2 = 80
x5 + y3 = 150
Also we have
y1 80, y2 (80 y1) + 50
y3 (80 y1) + (50 y2) + 100

Thus we have to Minimize

z = 2(x1+x2+x3+x4+x5)+0.5(y1+y2+y3)
Subject to
x1 = 80, x2 = 50, x3 +y1 =100,
x4 + y2 = 80, x5 + y3 = 150,
y1 80, y1+y2 130, y1+y2+y3 230,

There are many Software packages

available to solve LPP and related problems.
Your book contains a CD having the
package TORA probably developed by
the author.
There is also Microsofts Excel Solver.
Normally this would not have been loaded;
you must check whether it is loaded.
There is also a commercial package

 Dr. J C Pants book contains in the end a

C code for solving some of the LPP
problems (of course developed by some of
your seniors).
You may yourself develop programs to
solve LPP problems.