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MB 0032: OPERATIONS RESEARCH

ASSIGNMENT SET 2

1. Describe in details the OR approach of problem solving. What are the


limitations of the Operations Research?
Ans: - Linear Programming: It is used to find a solution for optimizing a given objective.
Objectives may be to maximize profit or minimize cost. Both objective function and constraints
must be capable of being expressed as linear expression of decision variables.
Inventory control Methods: The production, purchasing and material managers are always
confronted with question of when to buy, how much to buy and how much to keep in stock.
Inventory models aims at optimizing inventory levels.
Goal Programming: Single objective function is taken in the linear programming and all other
factors are considered as constraints, but in actual practice there may be number of important
objective functions. Goal programming has several objective functions, each having a target
value and programme models are developed to minimize deviation from these targets.
The tools, namely, queuing model, sequence model, transportation and assignment model,
network analysis are discussed in detail in later chapters.
Limitations of OR
The limitations are more related to the problems of model building, time and money factors.
i) Magnitude of computation: Modern problem involve large number of variables and hence
to find interrelationship, among makes it difficult.
ii) Non – quantitative factors and Human emotional factor cannot be taken into account.
iii) There is a wise gap between the managers and the operation researches
iv) Time and Money factors when the basic data is subjected to frequent changes then
incorporation of them into OR models is a costly affair.
v) Implementation of decisions involves human relations and behaviour.

2. What are the characteristics of the standard form of L.P.P.? What is the
standard form of L.P.P.? State the fundamental theorem of L.P.P.
Ans:- The characteristics of the standard form of L.P.P are:
i. All constraints are equations except for the non-negativity condition which remain

inequalities only.
ii. The right-hand side element of each constraint equation is non-negative.
iii. All variables are non-negative.
iv. The objective function is of the maximization or minimization type.

Any standard form of the L.P.P. is given by

Maximize or Minimize

Subject to:
Fundamental Theorem of L.P.P.
Given a set of m simultaneous linear equations in n unknowns/variables, n ³ m, AX = b, with r(A)
= m. If there is a feasible solution X ³ 0, then there exists a basic feasible solution.

3. Describe the Two-Phase method of solving a linear programming problem


with an example.
Ans: - Two Phase Method: The drawback of the penalty cost method is the possible
computational error that could result from assigning a very large value to the constant M. To
overcome this difficulty, a new method is considered, where the use of M is eliminated by
solving the problem in two phases. They are

Phase I: Formulate the new problem by eliminating the original objective function by the sum of
the artificial variables for a minimization problem and the negative of the sum of the artificial
variables for a maximization problem. The resulting objective function is optimized by the
simplex method with the constraints of the original problem. If the problem has a feasible
solution, the optimal value of the new objective function is zero (which indicates that all
artificial variables are zero). Then we proceed to phase II. Otherwise, if the optimal value of the
new objective function is non zero, the problem has no solution and the method terminates.

Phase II: Use the optimum solution of the phase I as the starting solution of the original
problem. Then the objective function is taken without the artificial variables and is solved by
simplex method.
For example:
Use the two phase method to
Maximise z = 3x1 – x2

Rewriting in the standard form,


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

Phase I :
Consider the new objective,
Maximize Z* = – A1
Subject to 2x1 + x2 – S1 + A1 = 2

Solving by Simplex method, the initial simplex table is given by


x1 enters the basic set replacing A1.
The first iteration gives the following table:

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 + – =1

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

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


Since all elements of the last row are non negative, the current solution is optimal.
The maximum value of the objective function
Z = 6 which is attained for x1 = 2, x2 = 0.

4. What do you understand by the transportation problem? What is the basic


assumption behind the transportation problem? Describe the MODI method of
solving transportation problem.
Ans:- Here we study an important class of linear programs called the transportation model.
This model studies the minimization of the cost of transporting a 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 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.

i.e. (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 Transportation Algorithm (MODI Method)
The first approximation to (2) is always integral and therefore 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:
i) finding an integral basic feasible solution
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.
The solution to T.P is obtained in two stages. In the first stage we find Basic feasible solution by
any one of the following methods a) North-west corner rule 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.
D1 D2 Dn Supply ui
a1 u1
x11 x12 x1n

S1

S2 a2 u2
x21 x22 x2n

S3 a3 u3
x31 x32 x3n

Sm am um
xm1 xm2 xmn
Demand b1 b2 bn åai = åbi

vj v1 V2 vm

Transportation Table

5. Describe the North-West Corner rule for finding the initial basic
feasible solution in the transportation problem.
Ans:- North West Corner Rule
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)
So that either the capacity of origin O1 is used up or the 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
Step2:
If b1 > a1 the capacity of origin O, is exhausted but the 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 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.
If a1 > b1 the requirement at destination D1 is satisfied but the 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 .
If b1 = a1, the origin capacity of O1 is completely exhausted as well as 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.

6. Describe the Branch and Bound Technique to solve an I.P.P. problem.


Ans: - The Branch and Bound Technique: Sometimes a few or all 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:

Let the I.P.P. be

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

j = 1, 2, …. r ———————-––––––––––––– (5)

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.

To explain how this partitioning helps, let us assume that there 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).
But (5) for j = 1 is modified to be 2 ≤ x1 ≤ U1 in one problem 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.

In addition to the lower bound z(0), we also have a list of L.P.P’s (to be called master list)
differing only in the bounds (5). To start with (the 0th iteration) the master list contains a single
L.P.P. consisting of (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.

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