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ASSIGNMENT SET 1
1. A toy company manufactures two types of dolls, a basic version doll-A and a deluxe version doll-B. Each doll of type B takes twice as long to produce as one of type A, and the company would have time to make maximum of 1000 per day. The supply of plastic is sufficient to produce 1000 dolls per day (both A & B combined). The deluxe version requires a fancy dress of which there are only 500 per day available. If the company makes a profit of Rs 3.00 and Rs 5.. per doll, respectively on doll A and B, then how many of each doll should be produced per day in order to maximize the total profit. Formulate this problem.
Formulation:
Let X1 and X2 be the number of dolls produced per day of type A and B, respectively. Let the A require t hrs. So that the doll B require 2t hrs. So the total time to manufacture X1 and X2 dolls should not exceed 2000t hrs.
Therefore, tX1 + 2tX2 2000t
Other constraints are simple. Then the linear programming problem becomes: Maximize p = 3 X1 + 5 X2
Subject to restrictions, X1 + 2X2 2000 (Time constraint) X1 + X2 1500 (Plastic constraint)
X 1, X 2 0
Since the number of rows are less than number of columns, adding a dummy row and applying Hungarian method, Row reduction matrix Operations O1 O2 O3 M1 10 9 15 M2 15 10 16 M3 12 9 16 M4 11 12 17
2
O4
[0 ] x
1
M2 5 1
M3 2
M4 1 3
[0 ] x
[0 ] x x
x [0 ]
O4 M4 00 ------------------------TOTAL 35 Therefore, the optimum assignment schedule is O1 M1, O2 M3, O3 M2 AND O4 M4.
There are however some important subclasses of IP and MIP problems that are efficiently solvable, most notably problems where the constraint matrix is totally uni-modular and the right-hand sides of the constraints are integers. Advanced algorithms for solving integer linear programs include:
cutting-plane method branch and bound branch and cut branch and price if the problem has some extra structure, it may be possible to apply delayed column generation.
different
steps
involved
in
simulation
The methodology developed for simulation process consists of the following seven steps: Step 1: Identify and clearly define the problem. Step 2: List the statement of objectives of the problem. Step 3: Formulate the variables that influence the situation and an extract or probabilistic description of their possible values or states. Step 4: Obtain a consistent set of values (or states) for the variables, i.e., a sample of probabilistic variables, random sampling technique maybe used. Step 5: Use the sample obtained in step 2 to calculate the values of the decision criterion, by actually following the relationships among the variables for each of the alternative decisions. Step 6: Repeat steps 2 and 3 until a sufficient number of samples are available. Step 7: Tabulate the various values of the decision criterion and choose the best policy.
PERT
Some key points about PERT are as follows: 1. PERT was developed in connection with an R&D work. Therefore, it had to cope with the uncertainties that are associated with R&D activities. In PERT, the total project duration is regarded as a random variable. Therefore, associated probabilities are calculated so as to characterize it. 2. It is an event-oriented network because in the analysis of a network, emphasis is given on the important stages of completion of a task rather than the activities required to be performed to reach a particular event or task. 3. PERT is normally used for projects involving activities of non-repetitive nature in which time estimates are uncertain. 4. It helps in pinpointing critical areas in a project so that necessary adjustment can be made to meet the scheduled completion date of the project.
CPM
1. CPM was developed in connection with a construction project, which consisted of routine tasks whose resource requirements and duration were known with certainty. Therefore, it is basically deterministic. 2. CPM is suitable for establishing a trade-off for optimum balancing between schedule time and cost of the project. 3. CPM is used for projects involving activities of repetitive nature.
a. General Models are the models which you can apply in general to any problem. For example: Linear programming. b. Specific Models on the other hand are models that you can apply only under specific conditions. For example: You can use the sales response curve or equation as a function of only in the marketing function.
2. Write dual of Max Z = 4X1 + 5X2 Subject to: 3X1 + X2 15 X1 + 2X2 10 5X1 + 2X2 20 X1, X2 0
Soln: Min W = 15Y1 + 10Y2 + 20Y3 Subject to 3Y1 + Y2 + 5Y3 4 Y1 + 2Y2 + 2Y3 5 Y 1, Y 2, Y 3 0
Step 1: Define the problem: a) Identify the objectives of the problem, and b) Identify the main factors which have the greatest effects on the objectives of the problem Step 2: Construct an appropriate model: a) Specify the variables and parameters of the model. b) Formulate the appropriate decision rules, i.e., state the conditions under which the experiment is to be performed. c) Identify the type of distribution that will be used Models use either theoretical distributions or empirical distributions to state the patterns the occurrence associated with the variables. d) Specify the manner in which time will change. e) Define the relationship between the variables and parameters. Step 3: Prepare the model for experimentation: a) Define the starting conditions for the simulation, and b) Specify the number of runs of simulation to be made. Step 4: Using step 1 to 3, experiment with the model: a) Define a coding system that will correlate the factors defined in step 1 with the random numbers to be generated for the simulation. b) Select a random number generator and create the random numbers to be used in the simulation. c) Associate the generated random numbers with the factors identified in step 1 and coded in step 4 (a). Step 5: Summarize and examine the results obtained in step 4. Step 6: Evaluate the results of the simulation. Step 7: Formulate proposals for advice to management on the course of action to be adopted and modify the model, if necessary.
4. Explain PERT
Program (Project) Evaluation and Review Technique (PERT) is a project management tool used to schedule, organize, and coordinate tasks within a project. It is basically a method to analyze the tasks involved in completing a given project, especially the time needed to complete each task, and to identify the minimum time needed to complete the total project.
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Some key points about PERT are as follows: 1. PERT was developed in connection with an R&D work. Therefore, it had to cope with the uncertainties that are associated with R&D activities. In PERT, the total project duration is regarded as a random variable. Therefore, associated probabilities are calculated so as to characterize it. 2. It is an event-oriented network because in the analysis of a network, emphasis is given on the important stages of completion of a task rather than the activities required to be performed to reach a particular event or task. 3. PERT is normally used for projects involving activities of non-repetitive nature in which time estimates are uncertain. 4. It helps in pinpointing critical areas in a project so that necessary adjustment can be made to meet the scheduled completion date of the project. PERT planning involves the following steps: Identify the specific activities and milestones. Determine the proper sequence of the activities. Construct a network diagram. Estimate the time required for each activity. Determine the critical path. Update the PERT chart as the project progresses.
Similarly, if A plays A2, then his minimum gain is 2, the least pay-off in the second row. You will find corresponding to As play A1, A2, , Am, the minimum gains are the row minimums 1, 2, , m. Suppose A chooses the course of action where i is maximum. Then the maximum of the row minimum in the pay-off matrix is called maximin. The maximin is = max I { min j (aij) } Similarly, when B plays, he would minimise his maximum loss. The maximum loss to B is when Bj is j = max i ( aij ). This is the maximum pay-off in the j th column. The minimum of the column maximums in the pay-off matrix is called minimax. The minimax is = min j { max I (aij) } If = = v (say), the maximin and the minimax are equal and the game is said to have saddle point. If < , then the game does not have a saddle point.
Saddle point
In a two-person zero-sum game, if the maximin and the minimax are equal, the game has saddle point. Saddle point is the position where the maximin (maximum of the row minimums) and minimax (minimum of the column maximums) coincide. If the maximin occurs in the rth row and if the minimax occurs in the sth column, the position (r, s) is the saddle point. Here, v = ars is the common value of the maximin and the minimax. It is called the value of the game. The value of a game is the expected gain of player A, when both the players adopt optimal strategy. Note: If a game has saddle point, (r, s), the players strategy is pure strategy.
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b. transportation
Linear programming focuses on obtaining the best possible output (or a set of outputs) from a given set of limited resources. The LPP is a class of mathematical programming where the functions representing the objectives and the constraints are linear. Optimization refers to the maximization or minimization of the objective functions.
You can define the general linear programming model as follows:
Maximize or Minimize: Z = c1X1 + c2X2 + --- +cnXn Subject to the constraints, a11X1 + a12X2 + --- + a1nXn ~ b1 a21X1 + a22X2 + --- + a2nXn ~ b2 am1X1 + am2xX2 + --- + amnXn ~ bm and X1, X2, .., Xn 0
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Where, cj, bi and aij (i = 1, 2, 3, .. m, j = 1, 2, 3 ------- n) are constants 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 coefficients cj, bi and aij 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.
Transportation
Transportation model is an important class of linear programs. For a given supply at each source and a given demand at each destination, the model studies the minimization of the cost of transporting a commodity from a number of sources to several destinations. 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 b j (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 ith source to the jth 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.
m
i=1 ai = nj=1 bj
(1)
The condition (1) is guaranteed by creating either a fictitious 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. The standard mathematical model for the transportation problem is as follows . Let Xij be number of units of the homogenous product to be transported from source i to the destination j. Then objective is to Minimize Z = Subject to
m m
With all XIJ 0 A necessary and sufficient condition for the existence of a feasible solution to the transportation problem (2) is:
m
i=1 ai = nj=1 bj
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