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MB0032

SET 1

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.

The terms operations research and management science are often 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.

Some of the primary tools used by operations researchers are 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.

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.

• 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

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• 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.

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Q.2:- What do you understand by Linear Programming Problem? What are the

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

Ans:-

Linear programming problem (LPP): The standard form of the linear 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.

Requirements of L.P.P : There are mainly four steps in the mathematical formulation of

linear programming problem as a mathematical model. We will discuss formulation of those

problems which involve only two variables.

• Identify the decision variables and assign symbols x and y to them. 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.

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.

Example-1. A diet is to contain at least 4000 units of carbohydrates, 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.

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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

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.

• Factors such as uncertainty, weather conditions etc. are not taken 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 integer may not be the optimal solution. i.e., Linear

programming 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.

• Parameters are assumed to be constants but in reality they may not be so.

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Q.3:- Describe the different steps needed to solve a problem by simplex method?

Ans:- Simplex method The simplex method is a method for solving 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).

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.

Dantzig's simplex method should not be confused with the downhill 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.

The Simplex Method is "a systematic procedure for generating and 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.

The Simplex Method solves a linear program of the form described in Figure 3. Here,

the coefficients represent the respective weights, or costs, of the variables . The

minimized statement is similarly called the 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 .

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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:

Once a solution to the linear program has been found, successive 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 of the cost function, , decreases. That variable

is then increased, 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.

The process is then repeated with a new variable becoming basic as 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 common for research in linear

programming, the possibility that the Simplex Method might return to a previously visited

corner will not be considered here.

The primary data structure used by the Simplex Method is "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.

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The steps of the Simplex Method also need to be expressed in the 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, then is the fourth column of B. (Note that B is

therefore 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

on the greatest cost contribution.

optimal solution.

basis (becomes zero) as

increases.

another variable to leave the basis, unbounded.

the solution is unbounded.

-7-

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 – 1 2* 1 –1 1 0 0 2 2/2=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

-8-

The first iteration gives the following table:

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.

The maximum value of the objective function Z = 6 which is attained for x1 = 2, x2 = 0.

-9-

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

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.

Economic importance of duality concept The linear programming 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

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

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.

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(Objective value in the maximization problem) ≤ (Objective value in the minimization

problem)

At the optimum, the relationship holds as a strict equation. Note: 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.

Consider the optimal condition z = w first given that the primal 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

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?

Ans:- The Initial basic Feasible solution using Matrix Minimum Method

Let us consider a T.P involving m-origins and n-destinations. Since 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.

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It is always possible to assign an initial feasible solution to a T.P. in 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.

Step 1:Determine the smallest cost in the cost matrix of the 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 ith 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.

Step 3: Repeat steps 1 and 2 for the resulting reduced transportation table until all the

rim requirements are satisfied whenever the minimum cost is not unique make an arbitrary

choice among the minima.

Q.6:- Describe the Integer Programming Problem. Describe the Gomory’s All-I.P.P.

method for solving the I.P.P. problem?

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

-12-

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.

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

represents necessary condition for integrability and eliminates some non 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.

The iterative procedure for the solution of an all integer programming problem is as follows:

minimization form. The integrality condition should be ignored.

Step 2: Introduce the slack or surplus variables, wherever necessary to convert the

inequations into equations and obtain the optimum solution of the given L.P.P. by using

simplex algorithm.

a) If the optimum solution contains all integer values, an optimum basic feasible integer

solution has been obtained.

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

step.

solution. Let these equations be represented by

n1

∑y

j =0

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

-13-

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

Let it be [bk 1]

or write is as f ko

Step 5: Express each of the negative fractions if any, in the k th row of 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).

Step 8: If this new optimum solution for the modified L.P.P. is an 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.

-14-

ASSIGNMENTS - MBA – II SEMESTER

MB0032

SET 2

OPERATIONS RESEARCH

Q.1:- What are the important features of Operations Research? Describe in details the

different phases of Operations Research?

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.

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.

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.

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 the hypothesis

using pre established measure of effectiveness.

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(e) Prediction of various results and consideration of alternative

methods.

(iii) Action Phase: It consists of making recommendations for 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.

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.

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:

Subject to

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

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

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

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

-16-

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:

maximization of the negative expression of this function. That is, Minimize

Z = c 1 x 1 + c 2x2 + ....... + c n xn is equivalent to

2. Any inequality in one direction (< or >) may be changed to an inequality in the opposite

direction (> or <) by multiplying both sides of the inequality by –1.

2x1+3x2 = 5 can be written as 2x1+3x 2 < 5 and 2x1+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.

5. The variable which is unconstrained in sign (i.e., > 0, < 0 or zero) is equivalent to the

difference between 2 nonnegative variables. For example, if x is unconstrained in sign then

x

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Q.3:- What are the different steps needed to solve a system of 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.

-18-

Q.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:- 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 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.

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 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:

(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) 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.

-19-

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)

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

Step 2: 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 .

destination is completely satisfied. There is a tie for second allocation, An arbitrary tie

-20-

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.

Q.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:

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)

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)

-21-

and (5). Indicating x1 = 1.66 (for example). Then we formulate and solve two L.P.P’s each

containing (1), (2) and (4).

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 0 th 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.

-22-

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