ASSIGNMENTS- MBA Sem-II MB0032 – OPERATIONS RESEARCH
SMU ASSIGNMENT SEMESTER – 2
MBO032
OPERATIONS RESEARCH
SUBMITTED BY: SIDHARTH RAMTEKE MBA ROLL NO.- 520918813
-1-
ASSIGNMENTS- MBA Sem-II MB0032 – OPERATIONS RESEARCH SET 1 OPERATIONS RESEARCH
Q.1:- Describe in details the different scopes of application of Operations Research? Ans:- Operations Research (OR) in the USA, South Africa and Australia, and Operational Research in Europe and Canada, is an interdisciplinary branch of applied m

Attribution Non-Commercial (BY-NC)

3.8K vues

ASSIGNMENTS- MBA Sem-II MB0032 – OPERATIONS RESEARCH
SMU ASSIGNMENT SEMESTER – 2
MBO032
OPERATIONS RESEARCH
SUBMITTED BY: SIDHARTH RAMTEKE MBA ROLL NO.- 520918813
-1-
ASSIGNMENTS- MBA Sem-II MB0032 – OPERATIONS RESEARCH SET 1 OPERATIONS RESEARCH
Q.1:- Describe in details the different scopes of application of Operations Research? Ans:- Operations Research (OR) in the USA, South Africa and Australia, and Operational Research in Europe and Canada, is an interdisciplinary branch of applied m

Attribution Non-Commercial (BY-NC)

- MB0047(Set-2)
- MB0032 Operations Research
- Slm Unit 04 Mbf201
- Smu MBA 0049 SEM 2 Assignments ---- Njoyeeeee
- MC0079 (1)
- MB0047 Semester II, Set 2 SMU Assignments (Winter Drive 2011-Exams May 2012)
- MBA 46 SMU MARKETING MANAGEMENT
- SMU 2nd semester assignment MB0048 –Operation Research set -1 (per subject @ Rs.50 only) this is just a sample. :)
- MB0048 Semester II, Set 2 SMU Assignments (Winter Drive 2011-Exams May 2012)
- MB0047 Set1 and 2
- SMU MBA Semester 2 Assignments
- Marketing Management
- MB0047(Set-1)
- Smu MBA 0046 SEM 2 Assignments ---- Njoyeeeee
- MB0048
- MB0048 Assignment Winter Drive 2012
- MB0048 Operations Research
- MB0048(Set-1)
- MB0045 feb 2012
- MB0049-SET 2

Vous êtes sur la page 1sur 28

SMU

ASSIGNMENT

SEMESTER – 2

MBO032

OPERATIONS RESEARCH

SUBMITTED BY:

SIDHARTH RAMTEKE

MBA

ROLL NO.- 520918813

-1-

ASSIGNMENTS- MBA Sem-II

MB0032 – OPERATIONS RESEARCH

SET 1

OPERATIONS RESEARCH

Operations Research?

Ans:- Operations Research (OR) in the USA, South Africa and Australia,

and Operational Research in Europe and Canada, is an interdisciplinary

branch of applied mathematics and formal science that uses methods

such as mathematical modeling, statistics, and algorithms to arrive at

optimal or near optimal solutions to complex problems. It is typically

concerned with optimizing the maxima (profit, assembly line performance,

crop yield, bandwidth, etc) or minima (loss, risk, etc.) of some objective

function. Operations research helps management achieve its goals using

scientific methods.

used synonymously. When a distinction is drawn, management science

generally implies a closer relationship to the problems of business

management. The field of operations research is closely related to

Industrial engineering. Industrial engineers typically consider Operations

Research (OR) techniques to be a major part of their toolset.

statistics, optimization, probability theory, queuing theory, game theory,

graph theory, decision analysis, and simulation. Because of the

computational nature of these fields, OR also has ties to computer

science, and operations researchers use custom-written and off-the-shelf

software.

an entire management information system, rather than concentrating only

on specific elements (though this is often done as well). An operations

researcher faced with a new problem is expected to determine which

techniques are most appropriate given the nature of the system, the goals

for improvement, and constraints on time and computing power. For this

and other reasons, the human element of OR is vital. Like any other tools,

OR techniques cannot solve problems by themselves.

-2-

ASSIGNMENTS- MBA Sem-II

MB0032 – OPERATIONS RESEARCH

include:

• Critical path analysis or project planning: identifying those

processes in a complex project which affect the overall duration of

the project

• Designing the layout of a factory for efficient flow of materials

• constructing a telecommunications network at low cost while still

guaranteeing QoS (quality of service) or QoS (Quality of Experience)

if particular connections become very busy or get damaged

• Road traffic management and 'one way' street allocations i.e.

allocation problems.

• Determining the routes of school buses (or city buses) so that as few

buses are needed as possible

• designing the layout of a computer chip to reduce manufacturing

time (therefore reducing cost)

• Managing the flow of raw materials and products in a supply chain

based on uncertain demand for the finished products

• Efficient messaging and customer response tactics

• Robotizing or automating human-driven operations processes

• Globalizing operations processes in order to take advantage of

cheaper materials, labor, land or other productivity inputs

• Managing freight transportation and delivery systems (Examples:

LTLhttp://en.wikipedia.org/wiki/Less-Than-Truckload_%28LTL

%29_Shipping Shipping, intermodal freight transport)

• Scheduling:

o Personnel staffing

o Manufacturing steps

o Project tasks

o Network data traffic: these are known as queuing models or

queueing systems.

o sports events and their television coverage

• Blending of raw materials in oil refineries

• Determining optimal prices, in many retail and B2B settings, within

the disciplines of pricing science

Operations research is also used extensively in government where

evidence-based policy is used.

-3-

ASSIGNMENTS- MBA Sem-II

MB0032 – OPERATIONS RESEARCH

What are the requirements of L.P.P.? What are the basic

assumptions of L.P.P.?

Ans:-

programming problem is used to develop the procedure for solving a

general programming problem.

A general LPP is of the form

Max (or min) Z = c1x1 + c2x2 + … +cnxn

x1, x2, ....xn are called decision variable.

subject to the constraints

c1, c2,…. Cn, a11, a12,…. amn are all known constants

Z is called the "objective function" of the LPP of n variables which is to be

maximized or

minimized.

mathematical formulation of linear programming problem as a

mathematical model. We will discuss formulation of those problems which

involve only two variables.

These decision variables are those quantities whose values we wish

to determine.

• Identify the set of constraints and express them as linear

equations/inequations in terms of the decision variables. These

constraints are the given conditions.

• Identify the objective function and express it as a linear function of

decision variables. It might take the form of maximizing profit or

production or minimizing cost.

• Add the non-negativity restrictions on the decision variables, as in

the physical problems, negative values of decision variables have no

valid interpretation.

-4-

ASSIGNMENTS- MBA Sem-II

MB0032 – OPERATIONS RESEARCH

There are many real life situations where an LPP may be formulated.

The following examples will help to explain the mathematical formulation

of an LPP.

500 units of fat and 300 units of protein. Two foods A and B are available.

Food A costs 2 dollars per unit and food B costs 4 dollars per unit. A unit of

food A contains 10 units of carbohydrates, 20 units of fat and 15 units of

protein. A unit of food B contains 25 units of carbohydrates, 10 units of fat

and 20 units of protein. Formulate the problem as an LPP so as to find the

minimum cost for a diet that consists of a mixture of these two foods and

also meets the minimum requirements.

Suggested answer:

The above information can be represented as

Total cost = 2x + 4y

The LPP formulated for the given diet problem is

Minimize Z = 2x + 4y

subject to the constraints

to problems where the constraints and objective function are linear i.e.,

where they can be expressed as equations which represent straight lines.

In real life situations, when constraints or objective functions are not

linear, this technique cannot be used.

into consideration. There may not be an integer as the solution, e.g.,

the number of men required may be a fraction and the nearest

-5-

ASSIGNMENTS- MBA Sem-II

MB0032 – OPERATIONS RESEARCH

technique may give practical valued answer which is not desirable.

• Only one single objective is dealt with while in real life situations,

problems come with multi-objectives.

be so.

-6-

ASSIGNMENTS- MBA Sem-II

MB0032 – OPERATIONS RESEARCH

simplex method?

problems in linear programming. This method, invented by George

Dantzig in 1947, tests adjacent vertices of the feasible set (which is a

polytope) in sequence so that at each new vertex the objective function

improves or is unchanged. The simplex method is very efficient in

practice, generally taking 2m to 3m iterations at most (where m is the

number of equality constraints), and converging in expected polynomial

time for certain distributions of random inputs (Nocedal and Wright 1999,

Forsgren 2002). However, its worst-case complexity is exponential, as can

be demonstrated with carefully constructed examples (Klee and Minty

1972).

interior point methods, whose complexity is polynomial for both average

and worst case. These methods construct a sequence of strictly feasible

points (i.e., lying in the interior of the polytope but never on its boundary)

that converges to the solution. Research on interior point methods was

spurred by a paper from Karmarkar (1984). In practice, one of the best

interior-point methods is the predictor-corrector method of Mehrotra

(1992), which is competitive with the simple method, particularly for

large-scale problems.

simplex method (Spendley 1962, Nelder and Mead 1965, Press et al.

1992). The latter method solves an unconstrained minimization problem

in n dimensions by maintaining at each iteration n+1 points that define a

simplex. At each operation, this simplex is updated by applying certain

transformations to it so that it "rolls downhill" until it finds a minimum.

testing candidate vertex solutions to a linear program." (Gill, Murray, and

Wright, p. 337) It begins at an arbitrary corner of the solution set. At each

iteration, the Simplex Method selects the variable that will produce the

largest change towards the minimum (or maximum) solution. That

variable replaces one of its compatriots that is most severely restricting it,

thus moving the Simplex Method to a different corner of the solution set

and closer to the final solution. In addition, the Simplex Method can

determine if no solution actually exists. Note that the algorithm is greedy

since it selects the best choice at each iteration without needing

information from previous or future iterations.

-7-

ASSIGNMENTS- MBA Sem-II

MB0032 – OPERATIONS RESEARCH

in Figure 3. Here, the coefficients represent the respective weights, or

cost of the solution. The coefficients of the system of equations are

represented by , and any constant values in the system of equations

are combined on the right-hand side of the inequality in the variables .

Combined, these statements represent a linear program, to which we

seek a solution of minimum cost.

Figure 3

A Linear Program

Solving this linear program involves solutions of the set of

equations. If no solution to the set of equations is yet known, slack

variables , adding no cost to the solution, are introduced.

The initial basic feasible solution (BFS) will be the solution of the linear

program where the following holds:

improvements are made to the solution. In particular, one of the nonbasic

variables (with a value of zero) is chosen to be increased so that the value

maintaining the equality of all the equations while keeping the other

nonbasic variables at zero, until one of the basic (nonzero) variables is

reduced to zero and thus removed from the basis. At this point, a new

solution has been determined at a different corner of the solution set.

another becomes nonbasic. Eventually, one of three things will happen.

First, a solution may occur where no nonbasic variable will decrease the

cost, in which case the current solution is the optimal solution. Second, a

non-basic variable might increase to infinity without causing a basic-

variable to become zero, resulting in an unbounded solution. Finally, no

solution may actually exist and the Simplex Method must abort. As is

-8-

ASSIGNMENTS- MBA Sem-II

MB0032 – OPERATIONS RESEARCH

Simplex Method might return to a previously visited corner will not be

considered here.

"sometimes called a dictionary, since the values of the basic variables

may be computed (‘looked up’) by choosing values for the nonbasic

variables." (Gill, Murray, and Wright, p. 337) Dictionaries contain a

representation of the set of equations appropriately adjusted to the

current basis. The use of dictionaries provide an intuitive understanding of

why each variable enters and leaves the basis. The drawback to

dictionaries, however, is the necessary step of updating them which can

be time-consuming. Computer implementation is possible, but a version of

the Simplex Method has evolved with a more efficient matrix-oriented

approach to the same problem. This new implementation became known

as the Revised Simplex Method.

matrix format of the Revised Simplex Method. The basis matrix, B,

consists of the column entries of A corresponding to the coefficients of the

variables currently in the basis. That is if is the fourth entry of the basis,

an matrix.) The non-basic columns of A constitute a similar though

likely not square, matrix referred to here as V.

Simplex Method Revised Simplex Method

basis, d.

based on the greatest cost

contribution.

cost, d is optimal solution. solution.

the basis (becomes zero)

as increases.

-9-

ASSIGNMENTS- MBA Sem-II

MB0032 – OPERATIONS RESEARCH

causing another variable to is unbounded.

leave the basis, the

solution is unbounded.

-10-

ASSIGNMENTS- MBA Sem-II

MB0032 – OPERATIONS RESEARCH

Examples:

Maximize z = 3x1 – x2

Subject to 2x1 + x2 ≥ 2

x1 + 3x2 ≤ 2

x2 ≤ 4,

x1, x2 ≥ 0

Maximize z = 3x1 – x2 + 0S1 – MA1 + 0.S2 + 0.S3

Subject to 2x1 + x2 – S1 + A1 = 2

x1 + 3x2 + S2 = 2

x2 + S3 = 4,

x1, x2, S1, S2, S3, A1 ≥ 0.

Maximize Z* = – A1

Subject to 2x1 + x2 – S1 + A1 = 2

x1 + 3x2 + S2 = 2

x2 + S3 = 4,

x1, x2, S1, S2, S3, A1 ≥ 0.

x1 x2 S1 A1 S2 S3

2 0 0 –1 0

0 Ratio

A1 – 2* 1 –1 1 0 0 2 2/2=1

1

S2 0 1 3 0 0 1 0 2 2/1=2

S3 0 0 1 0 0 0 1 4

–2 –1 1 0 0 0 –2

-11-

ASSIGNMENTS- MBA Sem-II

MB0032 – OPERATIONS RESEARCH

x1 x2 x1 A1 S2 S3

0 0 0 –1 0 0

X1 0 1 1/2 – 1/2 ½ 0 0 1

S2 0 0 5/2 1/2 –½ 1 0 1

S3 0 0 1 0 0 0 1 4

0 0 0 1 0 0 0

Phase I is complete, since there are no negative elements in the last row.

The Optimal solution of the new objective is Z* = 0.

Phase II: Consider the original objective function,

Maximize z = 3x1 – x2 + 0S1 + 0S2 + 0S3

Subject to x1 + x2/2 – S1/2=1

5/2 x2 + S1/2 + S2=1

x2 + S3 = 4

x1, x2, S1, S2, S3 ≥ 0

with the initial solution x1 = 1, S2 = 1, S3 = 4, the corresponding simplex

table is

x1 x2 S1 S2 S3

3 –1 0 0 0 Ratio

X1 3 1 1/2 – 1/2 0 0 1

S2 0 0 5/2 1/2* 1 0 1 1/1/2=

2

S3 0 0 1 0 0 1 4

0 5/2 – 3/2 0 0 3

Proceeding to the next iteration, we get the following table:

x1 x2 S1 S2 S3

3 –1 0 0 0

X1 0 1 3 0 1 0 2

S1 0 0 5 1 2 0 2

S3 0 0 1 0 0 1 4

0 10 0 3 0 6

Since all elements of the last row are non negative, the current

solution is optimal.

-12-

ASSIGNMENTS- MBA Sem-II

MB0032 – OPERATIONS RESEARCH

x1 = 2, x2 = 0.

Q.4:- Describe the economic importance of the Duality concept?

Reasons

number of variables, the labour of computation can be

considerably reduced by converting it into the dual problem and

then solving it.

ii. The interpretation of the dual variable from the loss or economic

point of view proves extremely useful in making future decisions

in the activities being programmed.

problem can be thought of as a resource allocation model in which the

objective is to maximize revenue or profit subject to limited resources.

Looking at the problem from this point of view, the associated dual

problem offers interesting economic interpretations of the L.P resource

allocation model. We consider here a representation of the general primal

and dual problems in which the primal takes the role of a resource

allocation model.

Primal

Maximize

n

z= ∑C

j =1

j .x j

n

Subject to ∑a

j =1

ij x j ≤b j , i = 1,2,…., m

xj ≥ 0, j = 1,2,…., n

Dual

Minimize

m

w= ∑b . y

i =1

i i

m

Subject to ∑a

i =1

ij yi ≤ ci , i = 1,2,…., n

yj ≥ 0, i = 1,2,…., m

-13-

ASSIGNMENTS- MBA Sem-II

MB0032 – OPERATIONS RESEARCH

From the above resource allocation model, the primal problem has n

economic activities and m resources. The coefficient cj in the primal

represents the profit per unit of activity j. Resource i, whose maximum

availability is bi, is consumed at the rate aij units per unit of activity j.

the minimization problem)

Here the sense of optimization is very important. Hence clearly for any

two primal and dual feasible solutions, the values of the objective

functions, when finite, must satisfy the following inequality.

n m

z = ∑C j x j ≤ ∑bi yi = w

j =1 i =1

The strict equality, z = w, holds when both the primal and dual

solutions are optimal.

problem represents a resource allocation model, we can think of z as

representing profit in Rupees. Because bi represents the number of units

available of resource i, the equation z = w can be expressed as profit (Rs)

= ∑ (units of resource i) x (profit per unit of resource i)

This means that the dual variables yi, represent the worth per unit

of resource i [variables yi are also called as dual prices, shadow prices and

simplex multipliers].

With the same logic, the inequality z < w associated with any two

feasible primal and dual solutions is interpreted as (profit) < (worth of

resources)

This relationship implies that as long as the total return from all the

activities is less than the worth of the resources, the corresponding primal

and dual solutions are not optimal. Optimality is reached only when the

resources have been exploited completely, which can happen only when

the input equals the output (profit). Economically the system is said to

-14-

ASSIGNMENTS- MBA Sem-II

MB0032 – OPERATIONS RESEARCH

remain unstable (non optimal) when the input (worth of the resources)

exceeds the output (return). Stability occurs only when the two quantities

are equal.

Q.5:- How can you use the Matrix Minimum method to find the

initial basic feasible solution in the transportation problem?

Method

the sum of origin capacities equals the sum of destination requirements, a

feasible solution always exists. Any feasible solution satisfying m + n – 1

of the m + n constraints is a redundant one and hence can be deleted.

This also means that a feasible solution to a T.P can have at the most only

m + n – 1 strictly positive component, otherwise the solution will

degenerate.

such a manner that the rim requirements are satisfied. This can be

achieved either by inspection or by following some simple rules. We begin

by imagining that the transportation table is blank i.e. initially all xij = 0.

The simplest procedures for initial allocation discussed in the following

section.

transportation table. Let it be cij , Allocate xij = min ( ai, bj) in the cell ( i,

j)

Step 2: If xij = ai cross off the ith row of the transportation table and

decrease bj by ai go to step 3.

if xij = bj cross off the i th column of the transportation table and decrease

ai by bj go to step 3.

if xij = ai= bj cross off either the ith row or the ith column but not both.

table until all the rim requirements are satisfied whenever the minimum

cost is not unique make an arbitrary choice among the minima.

-15-

ASSIGNMENTS- MBA Sem-II

MB0032 – OPERATIONS RESEARCH

Gomory’s All-I.P.P. method for solving the I.P.P. problem?

Problem I P P is a special case of L P P where all or some variables are

constrained to assume nonnegative integer values. This type of problem

has lot of applications in business and industry where quite often discrete

nature of the variables is involved in many decision making situations. Eg.

In manufacturing the production is frequently scheduled in terms of

batches, lots or runs; In distribution, a shipment must involve a discrete

number of trucks or aircrafts or freight cars

An integer programming problem can be described as follows:

Determine the value of unknowns x1, x2, … , xn

and xj ³ 0 j = 1, 2, … ,n

If all the variables are constrained to take only integral value i.e. k =

n, it is called an all(or pure) integer programming problem. In case only

some of the variables are restricted to take integral value and rest (n – k)

variables are free to take any non negative values, then the problem is

known as mixed integer programming problem.

method ignoring the restriction of integral values. In the optimum solution

if all the variables have integer values, the current solution will be the

desired optimum integer solution. Otherwise the given IPP is modified by

inserting a new constraint called Gomory’s or secondary constraint which

-16-

ASSIGNMENTS- MBA Sem-II

MB0032 – OPERATIONS RESEARCH

integer solution without losing any integral solution. After adding the

secondary constraint, the problem is then solved by dual simplex method

to get an optimum integral solution. If all the values of the variables in this

solution are integers, an optimum inter-solution is obtained, otherwise

another new constrained is added to the modified L P P and the procedure

is repeated. An optimum integer solution will be reached eventually after

introducing enough new constraints to eliminate all the superior non

integer solutions. The construction of additional constraints, called

secondary or Gomory’s constraints, is so very important that it needs

special attention.

problem is as follows:

is in the minimization form. The integrality condition should be ignored.

to convert the inequations into equations and obtain the optimum solution

of the given L.P.P. by using simplex algorithm.

basic feasible integer solution has been obtained.

b) If the optimum solution does not include all integer values then

proceed onto next step.

current optimum solution. Let these equations be represented by

n1

∑y

j =0

ij x j = bi ( i 0 , 1, 2 , ........, m1 )

equations.

Choose the largest fraction of bis ie to find {bi}i

Let it be [bk 1]

or write is as f ko

-17-

ASSIGNMENTS- MBA Sem-II

MB0032 – OPERATIONS RESEARCH

the optimum simplex table as the sum of a negative integer and a

nonnegative fraction.

n1

∑f

j =0

kj x j ≥ f ko

n1

Gsla ( 1 )= − f ko + ∑ f kj x j

j =0

Step 7: Starting with this new set of equation constraints, find the new

optimum solution by dual simplex algorithm. (So that Gsla (1) is the initial

leaving basic variable).

integer solution. It is also feasible and optimum for the given I.P.P.

otherwise return to step 4 and repeat the process until an optimum

feasible integer solution is obtained.

-18-

ASSIGNMENTS- MBA Sem-II

MB0032 – OPERATIONS RESEARCH

SET 2

OPERATIONS RESEARCH

Describe in details the different phases of Operations Research?

the problem from over all point of view of organizations or situations

since optimum result of one part of the system may not be optimum for

some other part.

single individual can have a thorough knowledge of all fast

developing scientific knowhow, personalities from different

scientific and managerial cadre form a team to solve the

problem.

(ii) It makes use of Scientific methods to solve problems.

(iii) OR increases the effectiveness of a management Decision

making ability.

(iv) It makes use of computer to solve large and complex

problems.

(v) It gives Quantitative solution.

(vi) It considers the human factors also.

generally involves the following three phases:

(b) Establishment of the objectives and values related to

the operation.

(c) Determination of the suitable measures of

effectiveness and

(d) Formulation of the problems relative to the

objectives.

(ii) Research Phase: This phase utilizes

(a) Operations and data collection for a better

understanding of the problems.

(b) Formulation of hypothesis and model.

(c) Observation and experimentation to test the

hypothesis on the basis of additional data.

(d) Analysis of the available information and verification of

-19-

ASSIGNMENTS- MBA Sem-II

MB0032 – OPERATIONS RESEARCH

effectiveness.

(e) Prediction of various results and consideration of

alternative methods.

the decision process by those who first posed the problem for

consideration or by anyone in a position to make a decision,

influencing the operation in which the problem is occurred.

canonical form?

Ans:- Linear Programming The Linear Programming Problem (LPP) is a

class of mathematical programming in which the functions representing

the objectives and the constraints are linear. Here, by optimization, we

mean either to maximize or minimize the objective functions. The

general linear programming model is usually defined as follows:

Maximize or Minimize

Z = c1 x1 + c2 x 2 +................+cn x n

a21 x1 + a22 x2 + .................+ a2n xn ~ b2

...................................................

...................................................

am 1x1 + am2 x2 + ................ +amn xn ~ bm

and x1 > 0, x2 > 0, xn > 0.

determined from the technology of the problem and xj (j = 1, 2, 3 n) are

the decision variables. Here ~ is either < (less than), > (greater than) or

= (equal). Note that, in terms of the above formulation the coefficient cj,

aij, bj are interpreted physically as follows. If bi is the available amount

of resources i, where aij is the amount of resource i, that must be

allocated to each unit of activity j, the “worth” per unit of activity is equal

to cj.

Canonical forms :

The general Linear Programming Problem (LPP) defined above

can always be put in the following form which is called as the

canonical form:

-20-

ASSIGNMENTS- MBA Sem-II

MB0032 – OPERATIONS RESEARCH

Subject to

a11 x1 + a12 x2 +................. a1n xn < b1

a21 x1 + a22 x2 + ................. +a2n xn < b2

.....................................................................

am1x1+am2 x2 + ...... + amn xn < bm

x1, x2, x3, ... xn > 0.

2) all constraints are of < type.

3) the objective function is of the maximization type.

Any LPP can be put in the cannonical form by the use of five elementary

transformations:

equivalent to the maximization of the negative expression of

this function. That is, Minimize Z = c 1 x1 + c 2x2 + ....... + c n xn

is equivalent to

in the opposite direction (> or <) by multiplying both sides of the

inequality by –1.

For example, 2x1+3x2 = 5 can be written as 2x1+3x 2 < 5 and 2x 1+3x2

> 5 or 2x1+3x2 < 5 and – 2x1 – 3x2 < – 5.

4. An inequality constraint with its left hand side in the absolute form can

be changed into two regular inequalities. For example: | 2x1+3x2 | < 5

is equivalent to 2x1+3x2 < 5 and 2x1+3x2 > – 5 or – 2x1 – 3x2 < 5.

equivalent to the difference between 2 nonnegative variables. For

example, if x is unconstrained in sign then x

-21-

ASSIGNMENTS- MBA Sem-II

MB0032 – OPERATIONS RESEARCH

-22-

ASSIGNMENTS- MBA Sem-II

MB0032 – OPERATIONS RESEARCH

equations by the simplex method?

2. Introduce surplus variables (Si’s) and Artificial Variables (Ai)

for “>” type of constraint.

3. Introduce only Artificial variable for “=” type of constraint.

4. Cost (Cj) of slack and surplus variables will be zero and that of

artificial variable will be “M” Find Zj Cj for each variable.

5. Slack and Artificial variables will form Basic variable for the

first simplex table. Surplus variable will never become Basic

Variable for the first simplex table.

6. Zj = sum of [cost of variable x its coefficients in the

constraints – Profit or cost coefficient of the variable].

7. Select the most negative value of Zj - Cj. That column is

called key column. The variable corresponding to the column will

become Basic variable for the next table.

8. Divide the quantities by the corresponding values of the key

column to get ratios select the minimum ratio. This becomes the

key row. The Basic variable corresponding to this row will be

replaced by the variable found in step 6.

9. The element that lies both on key column and key row is

called Pivotal element.

10. Ratios with negative and “a” value are not considered for

determining key row.

11. Once an artificial variable is removed as basic variable, its

column will be deleted from next iteration.

12. For maximisation problems decision variables coefficient will

be same as in the objective function. For minimization problems

decision variables coefficients will have opposite signs as compared

to objective function.

13. Values of artificial variables will always is – M for both

maximisation and minimization problems.

14.The process is continued till all Zj – Cj > 0.

-23-

ASSIGNMENTS- MBA Sem-II

MB0032 – OPERATIONS RESEARCH

What is the basic assumption behind the transportation problem?

Describe the MODI method of solving transportation problem?

commodity from a number of sources to several destinations. The supply

at each source and the demand at each destination are known. The

transportation problem involves m sources, each of which has

available ai (i = 1, 2, .....,m) units of homogeneous product and n

destinations, each of which requires bj (j = 1, 2...., n) units of products.

Here ai and bj are positive integers. The cost cij of transporting one unit

of the product from the i th source to the j th destination is given for

each i and j. The objective is to develop an integral transportation

schedule that meets all demands from the inventory at a minimum total

transportation cost. It is assumed that the total supply and the total

demand are equal.

destination with a demand equal to the surplus if total demand is less

than the total supply or a (dummy) source with a supply equal to the

shortage if total demand exceeds total supply. The cost of transportation

from the fictitious destination to all sources and from all destinations to

the fictitious sources are assumed to be zero so that total cost of

transportation will remain the same.

always a feasible solution. Rather than determining a first

approximation by a direct application of the simplex method it is more

efficient to work with the table given below called the transportation

table. The transportation algorithm is the simplex method specialized to

the format of table it involves:

(ii) Testing the solution for optimality

(iii) Improving the solution, when it is not optimal

(iv) Repeating steps (ii) and (iii) until the optimal solution is

obtained.

-24-

ASSIGNMENTS- MBA Sem-II

MB0032 – OPERATIONS RESEARCH

find Basic feasible solution by any one of the following methods a)

Northwest corner rale b) Matrix Minima Method or least cost method c)

Vogel’s approximation method. In the second stage we test the B.Fs

for its optimality either by MODI method or by stepping stone method.

Modified Distribution Method / Modi Method / U – V Method .

Step 1 : Under this method we construct penalties for rows and

columns by subtracting the least value of row / column from the next

least value.

Step 2 : We select the highest penalty constructed for both row and

column. Enter that row / column and select the minimum cost and

allocate min (ai, bj)

Step 3 : Delete the row or column or both if the rim availability /

requirements is met. Step 4 : We repeat steps 1 to 2 to till all

allocations are over.

Step 5 : For allocation all form equation ui + vj = cj set one of the

dual variable ui / vj to zero and solve for others.

Step 6 : Use these value to find Δij = cij – ui – vj of all Δij >, then it is

the optimal solution.

Step 7 : If any Dij £ 0, select the most negative cell and form loop.

Starting point of the loop is +ve and alternatively the other corners of

the loop are –ve and +ve. Examine the quantities allocated at –ve

places. Select the minimum. Add it at +ve places and subtract from –ve

place. Step 8 : Form new table and repeat steps 5 to 7 till Δij > 0

Q.5:- Describe the North-West Corner rule for finding the initial

basic feasible solution in the transportation problem?

Step1: The first assignment is made in the cell occupying the upper left

hand (north west) corner of the transportation table. The maximum

feasible amount is allocated there, that is x11 = min (a1,b1)

requirement at destination D1 is satisfied or both. This value of x11 is

entered in the upper left hand corner (small square) of cell (1, 1) in the

transportation table

requirement at destination D1 is still not satisfied , so that at least one

more other variable in the first column will have to take on a positive

-25-

ASSIGNMENTS- MBA Sem-II

MB0032 – OPERATIONS RESEARCH

value. Move down vertically to the second row and make the second

allocation of magnitude

x21 = min (a2, b1 – x21) in the cell (2,1). This either exhausts the

capacity of origin O2 or satisfies the remaining demand at destination

D1.

capacity of origin O1 is not completely exhausted. Move to the right

horizontally to the second column and make the second allocation of

magnitude x12 = min

(a1 – x11, b2) in the cell (1, 2) . This either exhausts the remaining

capacity of origin O1 or satisfies the demand at destination D2 .

the requirement at destination is completely satisfied. There is a tie for

second allocation, An arbitrary tie breaking choice is made. Make the

second allocation of magnitude x12 = min (a1 – a1, b2) = 0 in the cell

(1, 2) or x21 = min (a2, b1 – b2) = 0 in the cell (2, 1).

Step 3: Start from the new north west corner of the transportation table

satisfying destination requirements and exhausting the origin capacities

one at a time, move down towards the lower right corner of the

transportation table until all the rim requirements are satisfied.

problem?

the variables of an IPP are constrained by their upper or lower bounds or

by both. The most general technique for the solution of such constrained

optimization problems is the branch and bound technique. The

technique is applicable to both all IPP as well as mixed I.P.P. the

technique for a maximization problem is discussed below:

-26-

ASSIGNMENTS- MBA Sem-II

MB0032 – OPERATIONS RESEARCH

xj > 0............................... j = r + 1, . , n __________ (4)

Further let us suppose that for each integer valued xj, we can assign

lower and upper bounds for the optimum values of the variable by

The following idea is behind “the branch and bound technique”

Consider any variable xj, and let I be some integer value satisfying Lj £

I £ Uj – 1. Then clearly an optimum solution to (1) through (5) shall also

satisfy either the linear constraint.

x j > I + 1 ___________________________ ( 6)

were no integer restrictions (3), and suppose that this then yields an

optimal solution to L.P.P. – (1), (2), (4) and (5). Indicating x1 = 1.66 (for

example). Then we formulate and solve two L.P.P’s each containing (1),

(2) and (4).

and L1 ≤ x1 ≤ 1 in the other. Further each of these problems process

an optimal solution satisfying integer constraints (3)

Then the solution having the larger value for z is clearly optimum for

the given I.P.P. However, it usually happens that one (or both) of these

problems has no optimal solution satisfying (3), and thus some more

computations are necessary. We now discuss step wise the

algorithm that specifies how to apply the partitioning (6) and (7) in a

systematic manner to finally arrive at an optimum solution.

We start with an initial lower bound for z, say z (0) at the first

iteration which is less than or equal to the optimal value z*, this lower

bound may be taken as the starting Lj for some xj.

(to be called master list) differing only in the bounds (5). To start with

-27-

ASSIGNMENTS- MBA Sem-II

MB0032 – OPERATIONS RESEARCH

(1), (2), (4) and (5). We now discuss below, the step by step procedure

that specifies how the partitioning (6) and (7) can be applied

systematically to eventually get an optimum integer valued solution.

-28-

- MB0047(Set-2)Transféré parAvinash Gupta
- MB0032 Operations ResearchTransféré parSaurabh MIshra12
- Slm Unit 04 Mbf201Transféré parPankaj Kumar
- Smu MBA 0049 SEM 2 Assignments ---- NjoyeeeeeTransféré parSumit Singh
- MC0079 (1)Transféré parverma_rittika1987
- MB0047 Semester II, Set 2 SMU Assignments (Winter Drive 2011-Exams May 2012)Transféré parsahuja_25
- MBA 46 SMU MARKETING MANAGEMENTTransféré parAbdullah Azad
- SMU 2nd semester assignment MB0048 –Operation Research set -1 (per subject @ Rs.50 only) this is just a sample. :)Transféré parसुवाल सेरिज़
- MB0048 Semester II, Set 2 SMU Assignments (Winter Drive 2011-Exams May 2012)Transféré parsahuja_25
- MB0047 Set1 and 2Transféré parPiyush Varshney
- SMU MBA Semester 2 AssignmentsTransféré parRajesh Singh
- Marketing ManagementTransféré parttwahirwa
- MB0047(Set-1)Transféré parAvinash Gupta
- Smu MBA 0046 SEM 2 Assignments ---- NjoyeeeeeTransféré parSumit Singh
- MB0048Transféré parpromeoroy
- MB0048 Assignment Winter Drive 2012Transféré parsivaganesh1903
- MB0048 Operations ResearchTransféré parVinay Gupta
- MB0048(Set-1)Transféré parAvinash Gupta
- MB0045 feb 2012Transféré parKusum Ahuja
- MB0049-SET 2Transféré parKrunal Cool Doshi
- MB0049_Project Managment_SMUTransféré parharish
- MB0048Transféré parRajesh Singh
- Financial Management MB 0045Transféré parAbhishek Jain
- SMU Assignment Solve Operation Research, Fall 2011Transféré paramiboi
- Smu Mb0049 Sem 2 Assignments 2012 Set 2Transféré parkrishsedi
- Operations ResearchTransféré parsubhasishmajumdar
- MB0049Transféré parsharamaplp_sanju
- -MB0049-Set 1Transféré parDivya Nand
- orTransféré parAnshul Mittal
- MB0048 ASSIGNMENTS Answers MBA 2 BOTH SETTransféré parrajput1463

- MB0024 Statistics for ManagementTransféré parstudentsupport
- MB0050Transféré parR. Sidharth
- Innovative NrhmTransféré parR. Sidharth
- MB0033 PROJECT MANAGEMENTTransféré parR. Sidharth
- MB0028 PRODUCTION & OPERATIONS MANAGEMENTTransféré parR. Sidharth
- MB0031 Management Information SystemTransféré parR. Sidharth
- MB0030 Marketing ManagementTransféré parR. Sidharth
- MB0029 FINANCIAL MANAGEMENTTransféré parR. Sidharth
- Statistics for Management-2Transféré parR. Sidharth
- Managerial Economics CompleteTransféré parR. Sidharth
- Management Process and Organizational Behavior CompleteTransféré parR. Sidharth
- Human Resourse CompleteTransféré parR. Sidharth
- Financial Accounting 1Transféré parR. Sidharth

- Ref. Books on Vedic MathsTransféré parsureshbabuji
- Riemann_Metric Taylor ExpansionTransféré parraphaelsantos08
- Hess SmithTransféré parhakimkaskus
- Project PptTransféré parPratap Veer
- KlaRTransféré parViswanath Gangavaram
- euclid.bams.1183555470Transféré parsemnan
- Pseudocode Guide For Teachers (IGCSE Computer ScienceTransféré parHelloThere
- Std11-BM-EMTransféré parchantivs
- Archie Hingle PickettTransféré parAngelMeso
- The Mathematics and Science Integration ArgumentTransféré parGeorge Loh
- TSICET-Syllabus 2018Transféré parMohammed
- Prob 1516Transféré parEfrain Calli
- 1MA0_2H_que_2016-06-09Transféré parAhmad Ahmad
- ps3Transféré parAchuthan Sekar
- unit 1 lesson plan n s 2Transféré parapi-272841990
- g8m2l1 7 1- transformations and translations on the coordinate planeTransféré parapi-276774049
- Antonio J. Gil - Structural analysis of prestressed Saint Venant–Kirchho hyperelastic membranes subjected to moderate strains 2006Transféré parIlya Peshkov
- INDE 3364 Final Exam Cheat SheetTransféré parbassoonsrock
- home-workTransféré parsreekantha
- Subdivision for Modeling and AnimationTransféré parsfp
- Comparison Between Load-Flow Analysis Methods in Power SystemTransféré parnpfh
- Chapter No 5Transféré parPiyush Agnihotri
- CircleTransféré parsanagavarapu
- Symmetry NotesTransféré parlillyammal
- 0580_s15_ms_22Transféré parAhadh12345
- Matlab FuzzyTransféré pargyin
- Image Reconstruction Using Multi Layer Perceptron Mlp and Support Vector Machine Svm Classifier and Study of Classification AccuracyTransféré parIJSTR Research Publication
- Plotting Signal ConstellationsTransféré parAmare Kassaw
- exam1_soln.pdfTransféré parUpeksha Perera
- Introduction to Tensor AlgebraTransféré parFoad Farahani