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Operations Research Edition

HAMDY A.TAHA
Presentation Prepared by:
Nasser Mohammed Ali

th 7

Submitted to :
DR. Farouk Shaaban

Introduction
 Operations

Research (OR)

It is a scientific approach to determine the optimum (best) solution to a decision problem under the restriction of limited resources. Using the mathematical techniques to model, analyze, and solve the problem

Phases of OR
1. 2. 3. 4. 5.

Definition of the problem Model Construction Solution of the model Model validity Implementation of the solution

Definition of the problem includes


The description of the decision variables (alternatives)  The determination of the objective of the study  The specification of the limitations under which the modeled system operates


Model Construction


Translating the real world problem into mathematical relationships (the most suitable model to represent the system, LP, dynamic, integer,)

Solution of the model




Using well-defined optimization techniques. wellAn important aspect of model solution is sensitivity analysis.

Model validity


Testing and evaluation of the model. A common method for testing a validity of a model is to compare its performance with some past data available for the actual system.

Implementation of the solution




Implementation of the solution of validated model involves the translation of the model's results into instructions issued in understandable form to the individuals.

Basic components of the model


1. 2. 3.

Decision Variables Objective Function Constraints

Decision Variables


It is the unknown to determined from the solution of a model (what does the model seek to determine). It is one of the specific decisions made by a decision maker (DM).

Objective Function


It is the end result (goal) desired to be achieved by the system. A common objective is to maximize profit or minimize cost. It is expressed as a mathematical function of the system decision variables.

Constraints


These are the limitations imposed on the variables to satisfy the restriction of the modeled system. They must be expressed as mathematical functions of the system decision variables (D.V).

Example 1:


A company manufactures two products A&B. with 4 & 3 units. A&B take 3&2 minutes units. respectively to be machined. The total time available at machining department is 800 hours (100 days or 20 weeks). A market research showed that at least 10000 units of A and not more than 6000 units of B are needed. It is required to determine the number of units of A&B to be produced to maximize profit.

Problem Formulation


Decision variables
X1= number of units produced of A. X2= number of units produced of B.

 

Objective Function
Maximize Z= 4 X1 + 3 X2

Constraints
3 X1 + 2 X2 X1 X2 X1, X2 800x60 10000 6000 0

Example 2: Feed mix problem




A farmer is interested in feeding his cattle at minimum cost. Two feeds are used A&B. Each cow A&B. protein, must get at least 400 grams/day of protein, at least 800 grams/day of carbohydrates, and not more than carbohydrates, 100 grams/day of fat. Given that A contains 10% fat. protein, 80% carbohydrates and 10% fat while B contains 40% protein, 60% carbohydrates and no fat. fat. A costs 2 L.E/kg, and B costs 5 L.E/kg. Formulate the L.E/kg, problem to determine the optimum amount of each feed to minimize cost.

Problem Formulation


Decision variables
X1= weight of feed A kg/day/animal X2= weight of feed B kg/day/animal

 

Objective Function
Maximize Z= 2X1 + 5X2

Constraints
Protein Carbohydrates Fats 0.1 X1 + 0.4 X2 0.8 X1 + 0.6 X2 0.1 X1 X1, X2 0.4 0.8 0.1 0

Example 3: Blending Problem




An iron ore from 4 mines will be blended. The analysis has shown that, in order to obtain suitable tensile properties, minimum requirements must be met for 3 basic elements A, B, and C. Each of the 4 mines C. contains different amounts of the 3 elements (see the table). Formulate to find the least table). cost blend for one ton of iron ore.

Problem Formulation


Decision variables
X1= Fraction of ton to be selected from mine number 1 X2= Fraction of ton to be selected from mine number 2 X3= Fraction of ton to be selected from mine number 3 X4= Fraction of ton to be selected from mine number 4

 

Objective Function
Minimize Z= 800 X1 + 400 X2 + 600 X3 + 500 X4

Constraints
10 X1 + 3X2 + 8X3 + 2X4 90 X1 + 150 X2 + 75 X3+ 175 X4 45 X1 + 25 X2 + 20 X3+ 37 X4 X1 + X2 + X3 + X4 X1, X2, X3, X4 5 10 ! 30 1 u 0

u u u

Example 4: Inspection Problem




A company has 2 grades of inspectors 1&2. It is required that at least 1800 pieces be inspected per 8 hour day. Grade 1 inspectors can check pieces at the day. rate of 25 per hour with an accuracy of 98%. Grade 2 inspectors can check at the rate of 15 pieces per hour with an accuracy of 95%. Grade 1 costs 4 L.E/hour, L.E/hour, grade 2 costs 3 L.E/hour. Each time an error is made L.E/hour. by an inspector costs the company 2 L.E. There are 8 L.E. grade 1 and 10 grade 2 inspectors available. The company wants to determine the optimal assignment of inspectors which will minimize the total cost of inspection/day.

Problem Formulation


Decision variables
X1= Number of grade 1 inspectors/day. X2= Number of grade 2 inspectors/day.

Objective Function
Cost of inspection = Cost of error + Inspector salary/day Cost of grade 1/hour = 4 + (2 X 25 X 0.02) = 5 L.E Cost of grade 2/hour = 3 + (2 X 15 X 0.05) = 4.5 L.E Minimize Z= 8 (5 X1 + 4.5 X2) = 40 X1 + 36 X2

Constraints
X1 8(25) X1+ 200 X1 + X1, X2 8(15)X2 120 X2 X2 8 10 1800 1800 0

Example 5: Trim-loss Problem. Trim

A company produces paper rolls with a standard width of 20 feet. Each special customer orders with different widths are produced by slitting the standard rolls. Typical orders are summarized in the following tables.

Possible knife settings

Formulate to minimize the trim loss and the number of rolls needed to satisfy the order.
Figure 2.9

Decision variables

Problem Formulation
j = 1, 2, 3, 4, 5, 6

X j = Number of standard rolls to be cut according to setting j


   

Number of 5 feet rolls produced = 2 X2 + 2 X3 + 4 X4 + X5 Number of 7 feet rolls produced = X1 + X2+ 2 X5 Number of 9 feet rolls produced = X1 + X3+ 2 X6 Let Y1, Y2, Y3 be the number of surplus rolls of the 5, 7, 9 feet rolls thus  Y1= 2 X2 + 2 X3 + 4 X4 + X5 - 150  Y2= X1 + X2+ 2 X5 - 200  Y3= X1 + X3+ 2 X6 - 300 The total trim losses = L (4X1 +3 X2+ X3 + X5 + 2 X6 + 5Y1+ 7Y2+ 9Y3) *Where L is the length of the standard roll.

Objective Function

Minimize Z= L(4X1 +3 X2+ X3 + X5 + 2 X6 +


5Y1+ 7Y2+ 9Y3)


Constraints
2 X2+ 2 X3+ 4 X4+ X5 - Y1 X1+ X2 + 2 X5 - Y2 X1+ X3 + 2 X6 - Y3 X1, X2, X3, X4, X5, X6 Y1, Y2, Y3 = 150 = 200 = 300 0 0

General form of a LP problem with m constraints and n decision variables is: Maximize Z = C1X1+ C2X2+ + CnXn


Constraints A11X1 + A12X2++ A1nXn A21X1 + A22X2++ A2nXn . . . . Am1X1+ Am2X2+...+ AmnXn X1, X2,, Xn

B1 B2

Bm 0

OR
n

Maximize z ! c j x j
j !1

Constraints

a x eb
ij j j !1

, i ! 1,2,..., m

u0

, j ! 1,2,..., n

Where
n = Number of activities. Xj = Level of activity j Cj = Contribution of the objective function/unit of activity j m = Number of resources Bi = Amount of resource i available. Aij= Amount of resource i consumed by one unit of activity j

Terminology of solutions for a LP model:




A Solution Any specifications of values of X1, X2, , Xn is called a solution. A Feasible Solution Is a solution for which all the constraints are satisfied. An Optimal Solution Is a feasible solution that has the most favorable value of the objective function (largest of maximize or smallest for minimize)
Notes

If there is exactly one optimal solution it must be a corner point feasible solution. If there are multiple optimal solutions, then at least two of them must be adjacent cornercornerpoint feasible solutions. Two corner-point feasible solutions are said to cornerbe adjacent if the line segment connecting them lies on the boundary of the feasible region (one of the constraints).

Graphical Solution


Construction of the LP model  Example 1: The Reddy Mikks Company Reddy Mikks produces both interior and exterior paints from two raw materials, M1&M2. The following table provides the basic data of the problem.

A market survey indicates that the daily demand for interior paint cannot exceed that of exterior paint by more than 1 ton. Also, the maximum daily demand of interior paint is 2 ton.  Reddy Mikks wants to determine the optimum (best) product mix of interior and exterior paints that maximizes the total daily profit


Problem Formulation


 

Decision variables X1= Tons produced daily of exterior paint. X2= Tons produced daily of interior paint. Objective Function Maximize Z= 5 X1 + 4 X2 Constraints 6 X1+4 X2 e 24 e 6 X1+2 X2 - X1+ X2 e 1 X2 e 2 X1, X2 u 0

Any solution that satisfies all the constraints of the model is a feasible solution. For example, X1=3 tons and X2=1 ton is a feasible solution. We have an infinite number of feasible solutions, but we are interested in the optimum feasible solution that yields the maximum total profit.

Graphical Solution
 

The graphical solution is valid only for twotwovariable problem which is rarely occurred. The graphical solution includes two basic steps:
1.

2.

The determination of the solution space that defines the feasible solutions that satisfy all the constraints. The determination of the optimum solution from among all the points in the feasible solution space.

ABCDEF consists of an infinite number of points; we need a systematic procedure that identifies the optimum solutions. The optimum solution is associated with a corner point of the solution space. To determine the direction in which the profit function increases we assign arbitrary increasing values of 10 and 15 5 X1 + 4 X2=10 And 5 X1 + 4 X2=15 The optimum solution is mixture of 3 tons of exterior and 1.5 tons of interior paints will yield a daily profit of 21000$.

Example 2: The Diet Problem




Farm uses at least 800lb of special feed daily. The special feed is a mixture of corn and soybean with the following composition.

The food mixture must contain at least 30% protein and at most 5% fiber. They want to determine the daily minimum cost feed mix.

Problem Formulation


 

Decision variables X1= lb of corn in the daily mix. X2= lb of soybean in the daily mix. Objective Function Minimize Z= 0.3 X1 + 0.9 X2 Constraints X1+ X2 u 800 0.09X1+ 0.6 X2 u 0.3 (X1+X2) 0.21X1-0.3 X2 e 0 0.21X10.02X1+0.06 X2 e 0.05(X1+X2) 0.03X10.03X1-0.01 X2 u 0 X1, X2 u 0

Slack, Surplus, and Unrestricted variables




Slack Variable: For constraints of the type ( ) the R.H.S normally represents the limit on the availability of a resources and the L.H.S represents the usage of this limited resource by the different activities (variables) of the model. A slack represents the amount by which the available amount of the resource exceeds its usage by the activities. For example (6 X1+4 X2 24) is equivalent to (6 X1+4 X2 + S1= 24) provided that S1 0. The slack variable S1=24-6 X1-4 X2 represents the unused amount of raw material M1.

Surplus Variable: It is used in the constraints of type Variable: ( ) normally set minimum specification requirements. Surplus represents the excess of the L.H.S over the minimum requirement. For example (X1+X2 800) is equivalent to (X1+X2 - S1= 800) provided that S1 0, this signifies that a surplus amount of feed over the minimum requirement will be produced Unrestricted Variable: The variable which can be positive or negative

The Simplex Method




Introduction It is a general algebraic method to solve a set of linear equations. We use simplex method to get extreme (or corner) point solution. We must first convert the model into the standard LP form by using slack or surplus variables to convert the inequality constraints into equations. Our interest in the standard LP form lies in the basic solutions of the simultaneous linear equations.

Standard LP Form and its Basic Solution




Example 1: Express the following LP model in standard form. Maximize Z= 2X1 + 3X2 +5 X3 S.T X1 + X2 - X3 -5 -6X1 + 7X2 - 9 X3 4 X1 + X2 + 4 X3 = 10 X1, X2 0 X3 unrestricted

Standard LP form
Maximize Z= 2X1 + 3 X2+5 X+3-5 X-3 S.T -X1- X2+3 X+3-3 X-3+ X4 -6X1+7 X2-9 X+3+9 X-3+ X5 X1+ X2+4 X+3-4 X-3 X1, X2, X+3, X-3, X4, X5 X=5 =4 = 10 0

Determination of basic solutions




The standard LP form includes m simultaneous linear equations in n unknowns or variables (m<n). We divide the n variables into 2 sets:
1.

2.

(n-m) variables to which we assign zero values (nwhich are called non-basic variables. nonRemaining m variables whose values are determined by solving the resulting m equations which is called basic variables.

The resulting solution is basic solution if all values are satisfying non-negativity. The nonnonnonbasic solution is feasible basic solution otherwise, it is infeasible. The maximum number of possible basic solution for m equations in n unknowns is
n! m!( n  m)!

Example 2:
Maximize Z= 5X1 + 6X2 S.T 2X1 + 3X2 2X1 + X2 3X1 + 3X2 X1, X2 18 12 = 24 0

Standard LP form
Maximize Z=5X1 + 6X2 S.T 2X1 + 3X2 + X3 = 18 2X1 + X2 + X4 = 12 3X1 + 3X2 + X5 = 24 X1, X2, X3, X4, X5 0

Maximum number of possible basic solutions is:




There are 3 constraints so, m=3. And we have 5 variables so, n=5
5! 5! 5 * 4 * 3! ! ! ! 10 3!(5  3)! 3!2! 3!2!

The basic feasible solutions are the corner points

The Simplex Algorithm




We solve the Reddy Mikks model, where

X1= Tons produced daily of exterior paint. X2= Tons produced daily of interior paint.


Exterior and interior paints are produced from two types of raw materials M1 and M2 Maximize Z -5 X1- 4 X2+0 X3+0 X4+0 X5+0X6=0
6 X1+4 X2+ X1+2 X2+ - X1+ X2 + X2 + X3 X4 X5 X6 24 6 1 2 0

X1, X2, X3, X4, X5, X6

The variables X3, X4, X5, X6 are the slacks associated with the four () constraints. (

The starting basic feasible solution is

Is the starting solution optimal? No, since the coefficients of X1 and X2 are still negative so they can increase the profit of Z.

We choose X1 with more negative (-5) i.e.; X1 is the (entering variable. variable.

Since none of the Z-row coefficients associated with the non-basic variables X3, X4 is negative the last table is optimal.

The rules for selecting the entering and leaving variables are referred to as the optimality and feasibility conditions
1) 2)

Optimality conditions Feasibility Condition

1.

Optimality conditions: The entering variable in maximization (minimization) problem is the non-basic variable nonhaving the most negative (positive) coefficient in the Z-row. Ties are Zbroken arbitrarily. The optimum is reached at the iteration where all the ZZrow coefficients of the nonnon-basic variables are nonnon-negative (non(nonpositive)

2.

Feasibility Condition: for both the maximum and minimum problems the leaving variables is the basic variables associated with the smallest nonnonnegative ratio. Ties are broken arbitrarily.

The steps of the simplex method are:


1. 2.

3. 4. 5.

Determine a starting basic feasible solution Select an entering variable using the optimality condition. Stop if there is no entering variable. Select a leaving variable using the feasibility condition. Determine the new basic solution by using the appropriate Gauss-Jordan computation. GaussGo to step 1

Special Cases in Simplex Method


1. 2. 3. 4.

Degeneracy Alternative optima (Infinity of Solution) Unbounded Solution NonNon-existing or Infeasible Solution

Degeneracy: one or more basic variable(s) has zero value. value.




If you find more than one leaving variable (i.e.; we have two or more variables having the same ratio in the R.H.S) so one or more of the basic variable(s) will be equal zero in the next iteration. This condition indicates that the model has at least one redundant constraint.

Example 1:


Maximize Z= 3 X1+ 9X2 X1+4 X2 8 X1+2 X2 4 X1 , X2 0 Standard LP form Maximize Z=3X1 + 9X2 S.T X1+4X2+ X3 = 8 X1+ 2X2 + X4= 4 X1, X2, X3, X4 0

X1=0 , X2 =2 , X3 =0 , X4=0 , Z=18 Is it possible to stop at the second iteration (when degeneracy first appears) even though it is not optimum? The answer is NO, because the solution may be temporarily degenerate.

Alternative optima (Infinity of Solution):




When the objective function is parallel to a binding constraint. So the objective function (Z) will have the same optimal value at more than one solution point. point.

Example 2:


Maximize Z= 2 X1 + 4 X2 X1+2 X2 5 X1+ X22 4 X1 , X2 0 Standard LP form Maximize Z=2X1 + 4X2 S.T X1+2X2+ X3 =8 X 1+ X 2+ X 4 = 4 X1 , X2 , X3 , X4 0

First Optimum Solution: X1*=0 X2*=5/2 X3*=0

X4*=3/2

Z*=10

Second Optimum Solution: X1*=3 X2*=1 X3*=0 X4*=0 In the second table: X1=0 X2= 5/2 In the third table: X1= 3 X2= 1

Z*=10

The general form: X1 = (0) + (1- ) (3) = 3-3 X2 = (5/2) + (1- ) (1) = 1+3/2 =0 1

Unbounded Solution:


In which the objective function (Z) can be increased indefinitely without violating and of the constraints i.e.; the solution space is unbounded in at least one direction. direction.

Example 3:
Maximize Z= 2 X1 + X2 S.T X1 - X2 10 2X1 40 X1 , X2 0  Standard LP form Maximize Z=2X1 +X2 S.T X1-X2+ X3 = 10 2X1 + X4 = 40 X1 , X2 , X3 , X4 0


Both X1, X2 are candidates for entering the solution. But all the constraint coefficient under X2 are negative or zero, meaning that X2 can be increased indefinitely without violating any of the constraints. Any increase in X2 will increase Z so it can be increased as X2 . Thus, the problem has no bounded solution.

NonNon-existing or Infeasible Solution:




If the constraints are not satisfied simultaneously, the model has no feasible solution. This situation can never occur if all the constraints are of the type (assuming nonnonnegative R.H.S constraints) because the slacks provide a feasible solution.

Example 4:


Maximize Z= 3 X1+2 X2 S.T 2 X1 + X2 2 3 X1 +4X2 12 X1 , X2 0

Transportation Model and Its Variants




Definition of the transportation model


 The

transportation model is a special class of the LP problem. It deals with the situation in which a commodity is shipped from source (e.g. factories) to destinations (e.g. warehouses). The objective is to determine the amounts shipped from each source to each destination that minimize the total shipping cost while satisfying both the supply limits and the demand requirements.

Where ai: represents the amount available at source i where i=1,2,3 m bj: represents the demand by destination j where j=1,2,3 n i j: arc from source i to destination j (road) Cij: cost for unit shipped from source i to destination j Xij: units supplied from source i to destination j The objective is to determine Xij that will minimize the total transportation cost while satisfying all the supply and demand restriction.

Example 1:
There are three plants A, B, C and two destinations 1and 2, the distance between them is as follows  The mile costs 8 cents find the cost/unit round to $


We define
     

X11 as the amount shipped from A to 1 X12 as the amount shipped from A to 2 X21 as the amount shipped from B to 1 X22 as the amount shipped from B to 2 X31 as the amount shipped from C to 1 X32 as the amount shipped from C to 2 The plants A, B, and C produces 1000, 1500, and1200 cars respectively. The destination 1&2 demands are 2300 and 1400 cars.. cars..

The LP model is


Minimize Z=80 X11+215 X12 +100 X21 +108 X22 +102 X31 +68 X32
S.T X11

+ X12 =1000 . (A) X21 + X22 =1500 . (B) X31 + X32 =1200 . (C) X11 + X21+ X31 =2300 .. (1) X12 + X22+ X32 =1400 .. (2)

Xij 0

i=1, 2, 3

j=1, 2

These constraints are all equations because the total supply from the three plants = 1000 + 1500 + 1200 = 3700 cars, equals the total demands at the two destinations = 2300 + 1400 = 3700 cars.  The LP model can be solved by the simplex method. However, the special structure of the constraints allows us to solve the problem more conveniently using the transportation tableau.


When the total supply does not equal the total demand, the transportation model is said to be unbalanced. We must add a dummy source or destination.

Example 2:


In example (1) suppose that plant B capacity is 1300 cars (instead of 1500). The total supply =3500cars and the total demand = 3700cars.So the total supply < the total demand. Therefore, we have to add dummy source with capacity 200 cars.

Example 3: 3:


In example (1) suppose that the demand of the destination 1 is 1900 cars (instead of 2300). The total supply =3700cars and the total demand = 3300cars. So the total supply > the total demand. Therefore, we have to add dummy destination with 400 cars.

The Transportation Algorithm




Step (1): Determine anIBFS Basic Feasible Step (2): Improve the Initial Solution (IBFS) by using one of the following 1. Determine an entering variable. methods. a leaving variable. 2. Determine
1. 3. 2. 4. 3.

The North-West Corner Method OR, NorthObtain a new BFS The Least-Cost Method OR, LeastIf the solution is optimal stop. Otherwise; repeat step (2). Vogel Approximation Method.

In general, the number of basic variables in a BFS is given by the number of independent constraints, thus the number of variables that can take a positive value is limited to (total number of sources (m) + total number of destinations (n)-1). (n)-

Example 3:


Solve the following transportation problem.

Solution


Step (1): finding the IBFS


a)

NorthNorth-West Corner Method

Transportation Cost = 5(10) +10(2) +5(7) +15(9) +5(20) +10(18) =520

Steps of North-West Method North 

Allocate as much as possible to a selected cell X11 Cross out the row or column with zero supply of demand (if both are satisfied at the same time, only one should be crossed out). If exactly one row or column is left uncrossed out stop. Otherwise go to step(1)

b)

The Least-Cost Method: this method gives a Leastbetter starting solution because it takes the cost into consideration

Transportation Cost = 15(2) +15(9) +0(7) +10(20) +5(4) +5(18) =475

Steps of Least-Cost Method Least 

Assign as much as possible to the variable with the smallest unit cost cell. Cross out the row or column with zero supply of demand (if both are satisfied at the same time, only one should be crossed out). If exactly one row or column is left uncrossed out stop. Otherwise go to step(1)

c)

The Vogel Approximation Method: this method provides a better starting solution (optimal or closed to the optimal solution)

Steps of Vogel Approximation Method


  

 

In each row and column, subtract the lowest two costs from each other. Determine the row or column with the largest difference. Allocate as much as possible to the variable with the least cost in the selected row or column. Any row or column with zero supply or would no be used in computing the following step. If exactly one row or column remains uncrossed out stop. Otherwise, go to step (1). If only one row or column with positive supply or demand remains uncrossed out determine the basic variable by the leastleast-cost method. If all uncrossed out rows and columns have assigned zero supply and demand, determine the zero basic variable by the leastleast-cost method.

X31=5 X12=15 X23=15 X14=0, X34=5, X24=10


Transportation

Cost =15(2) +15(9) +0(4) +10(20) +5(4) +5(18)= 475

It is expected to produce better starting solution than leastcost method.

Improving the IBFS


Determine an entering variable using method of multipliers (U, V method), In this method associate the multipliers with row I and column j of the transportation tableau. y For each current basic variable  Ui + Vj = Cij for each basic Xij y For non-basic variable non C'ij = Ui + Vj - Cij for each non-basic Xij non

Choose the non-basic variable with the largest positive noncoefficient (C'ij) to be the entering variable. The solution is optimal if and only if all C'ij are non-positive. nonConsider the same example:

 

The entering variable must have the maximum C'ij which is X31 = 9 To determine the leaving variable make a closed loop of basic variable starting with maximum C'ij of nonnon-basic variable keeping:
1. 2.

Supply and demand requirements remain satisfied. No negative shipments are allowed through any of the routes.

 

Therefore, =5 and X31 will be basic with value 5 and X22 is a basic variable but with value 0 and X11 will be non-basic (leaving variable) nonThe cost of the IBFS by Northwest corner method was 520$ The first iteration cost is 475$ (less which is better)

In the second iteration Get the entering variable with maximum C'ij = C'14 = 4 The Leaving variable is X24 =10 X14 = 10 and the new solution is:


All C'ij is negative for all non-basic variables, so the nonsolution is optimal which is: X12 =5, X14 =10, X22 =10, X23 =15, X31 =5, X34 =5 With optimum cost = 5*2 +10*11 + 10*7 + 15*9 +5*4 + 5*18 = 10+110+70+135+20+90 = 435

The Assignment Model


There are n machines M1, M2, M3, Mn. And n Mn. different jobs J1, J2, ., Jn. Jn. The jobs are to be assigned to these machines. The machines. machine cost for each job depends on the machine to which it is assigned. Each machine can work only on assigned. one job. The problem is to assign the jobs to the job. machines to minimize the total cost of machining. machining. Number of possible assignment = n! If n=5, then 5! = 120 ways n=5

The Linear Programming Formulation of the Problem


  

Decision variables Xij job i is assigned to machine j Objective Function n n Minimize Z ! C ij X ij j !1 i !1 Constraints
n

X
j !1 n

ij

!1

i= 1, 2 n j= 1, 2 n

X
i !1

ij

!1

Xij =1 if the job i is assigned to the machine j Xij =0 other wise

The Assignment Algorithm (Hungarian Algorithm)




It is the most efficient way or solving the assignment problem. It is based on the idea that if a constant is added or subtracted from any row or column the optimal assignment is not affected.

The Algorithm Steps


1. 2. 3. 4.

Subtract the smallest value in each column from all the values in that column. Subtract the smallest value in each row from all the values in that row. Note: step 1 & 2 will produce a cost matrix containing at least one zero element in each row or column. Determine a feasible assignment using the cells with zero cost. I this is possible stop, as optimal solution is found. This step is done as follows:
* Determine the number of lines required to cover all zeros. * If the number of lines is equal to n, stop (This is the optimal assignment). * If the number of lines is less than n then go to (4).

5.

6.

Subtract the smallest value not covered with lines from all uncovered values and add it to the value at the intersection of the lines then go to (3). Note: Obtain the minimum cost from the original table.

Example 1:


Solve the following assignment problem.

Solution: Solution:
The optimal assignment is X12, X21, X33 Job1 is assigned to machine2 Job2 is assigned to machine1 Job3 is assigned to machine3 The cost = 10 + 9 + 8 = 27$

Example 2:


Solve the following assignment problem.

Solution: Solution:

The optimal assignment is X15, X22, X33, X44, X51 Job1 is assigned to machine5 Job2 is assigned to machine2 Job3 is assigned to machine3 Job4 is assigned to machine4 Job5 is assigned to machine1 The cost = 3 + 4 + 2 + 5 + 3 = 17$

Network Models
There is a multitude of operations research situations that can be modeled and solved as networks (nodes connected with branches) We have 5 network algorithms such as: 1. Minimal spanning tree. 2. Shortest route algorithm. 3. Minimum-cost capacitated network algorithm. Minimum4. Critical Path Method (CPM). 5. Program Evaluation and Review Technique (PERT).

Project planning and control with PERTPERT-CPM


The successful management of large-scale projects largerequires careful planning, scheduling and control of numerous interrelated activities especially when these activities have to be performed in a specified technological sequence, to aid in these tasks special procedures based on the use of network techniques were developed. The most important of these procedures are:
o o

Critical Path Method (CPM). Program Evaluation and Review Technique (PERT).

Applications of PERT & CPM


1. 2. 3. 4. 5. 6.

Construction projects ( buildings, highways, houses, bridges) Preparations of bids and proposals for large projects. Maintenance planning of oil refineries, ship repair and other large operations. Manufacture and assembly of large items as aero plans and computers. Development of new weapons system. Simple projects such as cleaning and painting.

Basic Terminology
A Project:


A project defines a combination of interrelated activities that must be done in a certain order before the entire task can be completed.

An Activity:


It is an effort required to complete a plan of the project. Most activities can not start until some others are completed.

Real Activity:


Consumes resources and time.

Waiting Activity:


Consumes time.

Dummy Activity:


Consumes no time and no resources. It represents the dependence of one activity upon another.

An Event:


Represents a point in time. It signifies the beginning or ending of some activities.

Network Representation


  

 

An activity is represented by a line or an arrow (usually with time estimate written along it). The arrow begins and ends with an event which is represented by a node. A dummy activity is represented by dashed line arrow or solid arrow with zero time estimate. The arrow must be oriented from left to right. The network must have one initial node and one ending node. Any two events may not be connected by more than one activity. Event numbers must not be duplicated in the network. Each activity is represented by one and only one arrow. No single activity can be represented twice in the network.

Numbering a network
1. 2.

3.

An initial event is one which has arrows coming out of it only. Number it (1). Delete all arrows emerging from event (1). This will create at least one more initial event, number these new events(s) as (2, 3). Delete all emerging arrows from these numbered events which will create new initial events and continue until the last event which has no arrows emerging from it.

Solution by Linear Programming Formulation


Each node represents a variable.  Each arc represents a constraint.


Example 1:


Consider the following Network problem.

Solution
Objective Function Minimize Z= t5 t1 Constraints t2 t1 3 t3 t1 1 t3 t2 0 t4 t3 2 t4 t2 4 t5 t4 5 ti 0 i= 1, 2, 3, 4, 5


This problem can be solved by simplex method Z* is the minimum time required to complete the project.

Solution by Network Analysis


CPM Calculations: Let Dij=Duration (completion time) of activity ij ESi=The earliest start time at which event (i) occurs LFi=The latest finish time at which event (i) occurs without delaying the project beyond its earliest time.

ESi . Forward ESi = max [ESi+ Dij] for all (i, j) ESi = max [(2+8), (1+6), (3+5)] = max [10, 7, 8] =10 Start from the initial node and move to the terminal node for initial node ES1= 0

LFi . Backward ESi = min [LFj - Dij] for all (i, j) LFi = min [(10-3), (9-5), (13-4)] [(10- (9- (13= min [7, 4, 9] =10 Start from the terminal node and move backward to the initial node for terminal node LFn = ESn

Example 1:


Determine the critical path for the project network given below (all the durations are in days)

Solution
The critical path is defined by 1-2-4-5-6 1The duration of the project = 25 days

End
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