August 2012 Master of Computer Application (MCA) Semester 4

MC0079-Computer based Optimization Methods- 4 Credits (Book ID: B0902) Assignment Set 1 (60 Marks)
1. Describe the structure of Mathematical Model in your own words.
The Structure of Mathematical Model

Many industrial and business situations are concerned with planning activities. In each case of planning, there are limited sources, such as men, machines, material and capital at the disposal of the planner. One has to make decision regarding these resources in order to either maximize production, or minimize the cost of production or maximize the profit etc. These problems are referred to as the problems of constrained optimization. Linear programming is a technique for determining an optimal schedule of interdependent activities, for the given resources. Programming thus means planning and refers to the process of decision-making regarding particular plan of action amongst several available alternatives. Any business activity of production activity to be formulated as a mathematical model can best be discussed through its constituents; they are: - Decision Variables, - Objective function, - Constraints. Decision variables and parameters The decision variables are the unknowns to be determined from the solution of the model. The parameters represent the controlled variables of the system. Objective functions This defines the measure of effectiveness of the system as a mathematical function of its decision variables. The optimal solution to the model is obtained when the corresponding values of the

decision variable yield the best value of the objective function while satisfying all constraints. Thus the objective function acts as an indicator for the achievement of the optimal solution. While formulating a problem the desire of the decision-maker is expressed as a function of n decision variables. This function is essentially a linear programming problem (i.e., each of its item will have only one variable raise to power one). Some of the Objective functions in practice are: - Maximization of contribution or profit - Minimization of cost - Maximization of production rate or minimization of production time - Minimization of labour turnover - Minimization of overtime - Maximization of resource utilization - Minimization of risk to environment or factory etc. Constraints To account for the physical limitations of the system, the model must include constraints, which limit the decision variables to their feasible range or permissible values. These are expressed in the form of constraining mathematical functions. For example, in chemical industries, restrictions come from the government about throwing gases in the environment. Restrictions from sales department about the marketability of some products are also treated as constraints. A linear programming problem then has a set of constraints in practice. The mathematical models in OR may be viewed generally as determining the values of the decision variables x J, J = 1, 2, 3, ------ n, which will optimize Z = f (x 1, x 2, ---- x n). Subject to the constraints: g i (x 1, x 2 ----- x n) ~ b i, i = 1, 2, ---- m and xJ 0 j = 1, 2, 3 ---- n where ~ is , or =. th The function f is called the objective function, where g i ~ b i, represent the i constraint for i = 1, 2, 3 ---- m where b i is a known constant. The constraints x j 0 are called the non-negativity condition, which restrict the variables to zero or positive values only.

2. Explain Erlang family of distributions of service times.

Erlang Family of Distribution of Service Times Queuing processes discussed so far are mathematically simple. When assuming that the service time follows negative exponential distribution, we were also taking that its standard deviation is equal to its mean. As there would be situations where the mean and the standard deviation substantially differ, the models have to be made more general by using a distribution which conforms closely to the practical problems but yet retains the simplicity of the properties of negative exponential distribution. A.K. Erlang had first studied such a distribution. Consider the distribution of a service time involving a fixed number of phases k, each phase having a negative exponential distribution. If there are k phases, and the average time taken by a customer through each phase is units, the service time distribution f(t) is given by

The mean of this distribution is and standard deviation is m1 If k = 1, f (f) = me which is the negative exponential distribution; same as the models considered earlier. For k = 2, and so on.

The mode is located at t = . If k = the variance is zero and this corresponds to a case where the service time is constant and has value The Figure below shows the way the density functions varies as k increases.

The measures of efficiency should take into account the number of customers getting service, number having entered any one or more of the phases, and the number yet to join. For arrivals th following Poisson distribution, with mean l and service time following the k Erlang distribution with mean, Table the formulae applicable are given in Table below

Formulae for Poisson Arrivals, Service with k phases, each phase having a negative exponential distribution

Average queue length

Average number of units in the system Average waiting time Average time spent in the system For constant service time, equating k to

3. Explain the algorithm for solving a linear programming problem by graphical method.
Graphical Method to Solve the Linear Programming Problems A LPP with 2 decision variables x1 and x2 can be solved easily by graphical method. We consider the x1 x2 plane where we plot the solution space, which is the space enclosed by the constraints. Usually the solution space is a convex set which is bounded by a polygon; since a linear function attains extreme (maximum or minimum) values only on boundary of the region, it is sufficient to consider the vertices of the polygon and find the value of the objective function in these vertices. By comparing the vertices of the objective function at these vertices, we obtain the optimal solution of the problem. The method of solving a LPP on the basis of the above analysis is known as the graphical method. An Algorithm for solving a linear programming problem by Graphical Method: (This algorithm can be applied only for problems with two variables). Step I: Formulate the linear programming problem with two variables (if the given problem has more than two variables, then we cannot solve it by graphical method). Step II: Consider a given inequality. Suppose it is in the form a1x1 + a2x2 b (or a1x1 + a2x2 b). Then consider the relation a1x1 + a2x2 = b. Find two distinct points (k, l), (c, d) that lie on the straight line a1x1 + a2x2 = b. This

can be found easily: If x1 = 0, then x2 =

. Ifx2 = 0, then x1 =

. Therefore

(k, l) = (0, ) and (c, d) = ( ,0) are two points on the straight line a1x1 +a2x2 = b. Step III: Represent these two points (k, l), (c, d) on the graph which denotes XY-axis plane. Join these two points and extend this line to get the straight line which represents a1x1 + a2x2 = b. Step IV: a1x1 + a2x2 = b divides the whole plane into two half planes, which are a1x1 + a2x2 b (one side) and a1x1 + a2x2 b (another side). Find the half plane that is related to the given inequality. Step V: Do step-II to step-IV for all the inequalities given in the problem. The intersection of the half-planes related to all the inequalities and x1 0, x2 0 , is called the feasible region ( or feasible solution space). Now find this feasible region. Step VI: The feasible region is a multisided figure with corner points A, B,C, (say). Find the co-ordinates for all these corner points. These corner points are called as extreme points. Step VII: Find the values of the objective function at all these corner/ extreme points. Step VIII: If the problem is a maximization (minimization) problem, then the maximum (minimum) value of z among the values of z at the corner/extreme points of the feasible region is

the optimal value of z. If the optimal value exists at the corner/extreme point, say A(u, v), then we say that the solution x1 = u and x2 = v is an optimal feasible solution. Step IX : Write the conclusion (that include the optimum value of z, and the co-ordinates of the corner point at which the optimum value of z exists).

4. Determine optimal solution to the problem given below. Obtain the initial solution by VAM.Write down the differences between PERT and CPM.
Vogels Approximation Method (VAM) Vogels approximation method yields a very good initial solution, which, sometimes may be the optimal solution. This method takes into account not only the least cost cij but also the costs that just exceed cij. Algorithm: Step 1: Enter the difference between the smallest and second smallest elements in each column below the correspond column and the difference between the smallest and second smallest elements in each row to the right of the row. Put these numbers in parentheses as shown (above table). Consider the example 2.3: In column 1, the two lowest elements are 1 and 2 and their difference (1 which is entered as [1] below column 1). Similarly, the two smallest elements in row 2 are 0 and 1, and their difference 1 (which is entered as [1] to the right of row 2). Step 2: Select the row or column with the greatest difference and allocate as much as possible within the restrictions of the rim conditions to the lowest cost cell in the row or column selected. In case a tie occurs, use any arbitrary tie breaking choice. In the given example: Since [6] is the greatest number in parentheses, we choose column 4 and allocate as much as possib1e to the cell (2, 4) as it has the lowest cost 1 in column 4. Since supply is 1 while the requirement is 2, maximum possible allocation is (1).

Step 3: Cross out the row or column completely satisfied by the allocation just made. For the assignment just made at (2, 4), supply of plant 2 is completely satisfied. So, row 2 is crossed out and the shrunken matrix is written below.

This matrix consists of the rows and columns where allocations have not yet been made, including revised row and column totals which take the already made allocation into account. Step 4: Repeat steps 1 to 3 until all assignments have been made. Case (i): Column 2 exhibits the greatest difference of [5]. Therefore, we allocate (5) units to cell (1, 2), since it has the smallest transportation cost in column 2. Since requirements of column 2 are completely satisfied, thiscolumn is crossed out and the reduced matrix is written again as table below.

Case (ii): Differences are recalculated. The maximum difference is [5]. Therefore, we allocate (1) to the cell (1, 1) since it has the lowest cost in row 1. Since requirements of row- 1 are fully satisfied, it is crossed out and the reduced matrix is written below.

Case (iii): As cell (3, 1) has the lowest cost 5, maximum possible allocation of (6) is made here. Likewise, next allocation of (1) is made in cell (3, 4) and (3) in cell (3, 3) as shown. All allocations made during the above procedure are shown below in the allocation matrix.

The cost of transportation associated with the above solution is Z= = Rs.l0, 200, which is evidently the least of all the values of transportation cost found by different methods. Basic difference between PERT and CPM Though there are no essential differences between PERT and CPM as both of them share in common the determination of a critical path and are based on the network representation of activities and their scheduling that determines the most critical activities to be controlled so as to meet the completion date of the project. PERT 1. Since PERT was developed in connection with an R and D work, therefore it had to cope with the uncertainties which are associated with R and D activities. In PERT, total project duration is regarded as a random variable and therefore associated probabilities are calculated so as to characterize it. 2. It is an event-oriented network because in the analysis of network emphasis is given an important stage of completion of task rather than the activities required to be performed to reach to 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. Since CPM was developed in connection with a construction project which consisted of routine tasks whose resources requirement and duration was 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 .

5. Customers arrive at a small post office at the rate of 30 per hour. Service by the clerk on duty takes an average of 1 minute per customer a) Calculate the mean customer time. (i) Spent waiting in line (ii) Spent receiving or waiting for service. b) Find the mean number of persons (i) in line (ii) Receiving or waiting for service. Solution: = 30 customers per hour

Mean arrival rate

= customer per minute Mean service rate = 1 per minute Traffic intensity (a) (i) Mean customer time spent waiting in line minute

(ii) Mean customer time receiving or waiting for service

= 2 minutes (b) (i) Mean number of persons in line

(ii) Mean number of persons receiving or waiting for service