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MB0032
SET 2
OPERATIONS RESEARCH
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(d) Analysis of the available information and verification of the
hypothesis using pre established measure of effectiveness.
(e) Prediction of various results and consideration of alternative
methods.
Maximize or Minimize
Z = c1 x1 + c2 x 2 +............................+cn x n
Canonical forms :
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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.
Any LPP can be put in the cannonical form by the use of five elementary
transformations:
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.
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?
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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.
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) Vogels 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 .
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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 ij = cij ui vj of all ij >, 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 ij > 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)
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.
(a1 x11, b2) in the cell (1, 2) . This either exhausts the remaining capacity of
origin O1 or satisfies the demand at destination D2 .
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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.
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:
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
x j > I + 1 ___________________________ ( 6)
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Or the linear constraint xj I ............................... ..(7)
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.Ps each containing (1), (2) and (4).
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.Ps (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.
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