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a .Define O.R and discuss its characteristics. [ 5 marks] Operations research, or Operational Research in British usage, is a discipline that deals with the application of advanced analytical methods to help make better decisions[1]. It is often considered to be a sub-field of Mathematics[2]. The terms management science and decision science are sometimes used as more modern-sounding synonyms[3]. Employing techniques from other mathematical sciences, such as mathematical modeling, statistical analysis, and mathematical optimization, operations research arrives at optimal or near-optimal solutions to complex decision-making problems. Because of its emphasis on human-technology interaction and because of its focus on practical applications, operations research has overlap with other disciplines, notably industrial engineering and operations management, and draws on psychology and organization science. Operations Research is often concerned with determining the maximum (of profit, performance, or yield) or minimum (of loss, risk, or cost) of some real-world objective. Originating in military efforts before World War II, its techniques have grown to concern problems in a variety of industries. Characteristics of Operations Research By an eHow Contributor Operations research, an interdisciplinary division of mathematics and science, uses statistics, algorithms and mathematical modeling techniques to solve complex problems for the best possible solutions. This science is basically concerned with optimizing maxima and minima of the objective functions involved. Examples of maxima could be profit, performance and yield. Minima could be loss and risk. The management of various companies has benefited immensely from operations research. Operations research is also known as OR. It has basic characteristics such as systems orientation, using interdisciplinary groups, applying scientific methodology, providing quantitative answers, revelation of newer problems and the consideration of human factors in relation to the state under which research is being conducted

b. Explain the nature of Operations Research and its limitations. Operations research has been used to solve only a fairly limited number of managerial problems. Its limitations should not be overlooked. In the first place, there is the sheer magnitude of the mathematical and computing aspects. The number of variables and interrelationships in many managerial problems, plus the complexities of human relationships and reactions, calls for a higher order of mathematics than nuclear physics does. The late mathematical genius John von Neumann found, in his development of the theory of games, that his mathematical abilities soon reached their limit in a relatively simple strategic problem. Managers are, however, a long way from fully using the mathematics now available.

In the second place, although probabilities and approximations are being substituted for unknown quantities and although scientific method can assign values to factors that could never be measured before, a major portion of important managerial decisions still involves qualitative factors. Until these can be measured, operations research will have limited usefulness in these areas, and decisions will continue to be based on non-quantitative judgments. Related to the fact that many management decisions involve un-measurable factors is the lack of information needed to make operations research useful in practice. In conceptualizing a problem area and constructing a mathematical model to represent it, people discover variables about which they need information that is not now available. To improve this situation, persons interested in the practical applications of operations research should place far more emphasis on developing this required information. Still another limitation is the gap between practicing managers and trained operation researchers. Managers in general lack a knowledge and appreciation of mathematics, just as mathematicians lack an understanding of managerial problems. This gap is being dealt with, to an increasing extent, by the business schools and, more often, by business firms that team up managers with operations research. But it is still the major reasons why firms are slow to use operations research. A final drawback of operations research at least in its application to complex problems is that analyses and programming are expensive and many problems are not important enough to justify this cost. However, in practice this has not really been a major limitation.

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b. Explain the graphical method of solving a LPP involving two variables. [ 5 marks] Linear programming (LP, or linear optimization) is a mathematical method for determining a way to achieve the best outcome (such as maximum profit or lowest cost) in a given mathematical model for some list of requirements represented as linear relationships. Linear programming is a specific case of mathematical programming (mathematical optimization). More formally, linear programming is a technique for the optimization of a linear objective function, subject to linear equality and linear inequality constraints. Its feasible region is a convex polyhedron, which is a set defined as the intersection of finitely many half spaces, each of which is defined by a linear inequality. Its objective function is a real-valued affine function defined on this polyhedron. A linear programming algorithm finds a point in the polyhedron where this function has the smallest (or largest) value if such point exists. Linear programs are problems that can be expressed in canonical form: where x represents the vector of variables (to be determined), c and b are vectors of (known) coefficients and A is a (known) matrix of coefficients. The expression to be maximized or minimized is called the objective function (cTx in this case). The equations Ax b are the constraints which specify a convex polytope over which the objective function is to be optimized. (In this context, two vectors are comparable when every entry in one is less-than or equal-to the corresponding entry in the other. Otherwise, they are incomparable.) Linear programming can be applied to various fields of study. It is used in business and economics, but can also be utilized for some engineering problems. Industries that use linear programming models include transportation, energy, telecommunications, and manufacturing.

It has proved useful in modeling diverse types of problems in planning, routing, scheduling, assignment, and design. Linear Programming Graphical Method Learn about linear programming by graphical method. If the objective function Z is a function of two variables only, then the Linear Programming Problem can be solved effectively by the graphical method. If Z is a function of three variables, then also it can be solved by this method. But in this case the graphical solution becomes complicated enough. The linear programming problems are solved in applied mathematics models.

Method of Linear Programming Graph Draw the graph of the constraints. Determine the region which satisfies all the constraints and non-negative constraints (x > 0, y > 0). This region is called the feasible region. Determine the co-ordinates of the corners of the feasible region. Calculate the values of the objective function at each corner. Select the corner point which gives the optimum (maximum or minimum) value of the objective function. The co-ordinates of that point determine the optimal solution. Below you can see the problems linear programming by graphical method -

Problem 1:Use graphical method to solve the following linear programming problem. Maximize Z = 2x + 10 y Subject to the constraints 2 x + 5y < 16, x < 5, x > 0, y > 0. Solution:

Since x > 0 and y > 0 the solution set is restricted to the first quadrant.| i) 2x + 5y < 16 Draw the graph of 2x + 5y = 16 2x + 5y = 16 y= x 8 0

0 3.2 2 y Determine the region represented by 2x + 5y < 16 ii) x < 5 Draw the graph of x = 5 Determine the region represented by x < 5. Shade the intersection of the two regions. The shaded region OABC is the feasible region B(5, 1.2) is the point of intersection of 2x + 5y = 16 and x = 5. The corner points of OABC are O(0,0), A(5,0), B(5,1.2) and C(0,3.2). Corners O(0,0) A(5,0) B(5,1.2) C(0,3.2) 0 Z = 2x + 10 y 10 22 32

Z is maximum at x = 0, y = 3.2 Maximum value of Z = 32. Problem 2: Use graphical method to solve the following linear programming problem. Maximize Z = 20 x + 15y Subject to 180x + 120y < 1500, x + y < 10, x > 0, y > 0 Solution:

Since x > 0 and y > 0, the solution set is restricted to the first quadrant. i) 180x + 120 y < 1500 180x + 120y < 1500 => 3x + 2y < 25. Draw the graph of 3x + 2y = 25 3x + 2y = 25 y= x 0 0 y Determine the region represented by 3x + 2y < 25. ii) x + y < 10 Draw the graph of x + y = 10 x + y = 10 y =10 - x x 0 10 5 10 0 y 5

5 5

Determine the region represented by x + y < 10 Shade the intersection of the two regions. The shaded region OABC is the feasible region. B(5,5) is the point of intersection of 3x + 2y = 25 and x + y = 10. The corner points of OABC are O(0,0), A( Corners , 0), B (5,5) and C(0,10). O(0,0) A( ,0) 0 166.67

B(5,5) 175

C(0,10) 150

Z = 20x + 15 y

Z is maximum at x = 5 and y = 5. Maximum value of Z = 175. a. Explain the simplex procedure to solve a linear programming problem. [ 5 marks] b. Explain the use of artificial variables in L.P [ 5 marks] About Artificial Variables in Linear Programming (LP) Another frequently asked question by students is related to use of artificial variables while preparing the initial basic feasible solution table. The common flow of discussion forces the student to think in a logical way as he has been thinking about slack and surplus variables but the artificial variables can not be considered in the same logical category as the previous two. Just to recall, slack and surplus variables are used in LP to convert inequality constraints to that of equality. If the constraint is of <= type, we add a slack variable to the left hand side expression to make it equal to the right hand side value. It has some meaning. If we write a constraint related to a raw material in a product mix problem, the left hand side expression gives the raw material consumption while the r.h.s. value is the availabilty of that raw material. The consumption has to be less than or equal to the availability, it can not be more. And so the constraint is of <= type. The value of the slack variable is the difference between the availability and the consumption. So at any stage it gives the quantity of raw material unused. Similarly, when the constraint is of >= type, we subtarct a surplus variable from the l.h.s. expression to make it equal to the r.h.s. value. Why should such type of constraint arise in real life situation? May be that the production of a product has to be more than a given quantity because this much is needed by a very important customer. Or may be that intake of a combination of items by human body has to be more than a prescribed quantity to keep the body healthy. You can understand that here again the surplus variable has some meaning and it's value gives an idea as to how much surplus one has produced or how much surplus one has eaten. Coming to the artificial variables, they don't have such meaning. Here, suddenly you have to reduce your understanding capability. Don't try to find much meaning. Artificial variables are not there to make out much meaning. They are used to get an initial basic variable from the constraints while preparing the initial basic feasible solution table. Constraints of >= type and = type don't provide any basic variable. So, artificial variable is added arbitrarily to get the basic variable. And also a heavy penalty is associated for this misdeed so that these variables are pushed out of the basis. Values of these variables don't make much sense because they should go out of the basis and never come back. But if they remain in the optimal basis then you have to say that there is no feasible solution to the given LP. This conclusion depends just on the presence of the articial variable in the basis of the optimal table, it doesn't change with it's value. 1. a. Explain the economic interpretation of dual variables. b. Define: Primal Problem and Dual Problem. In constrained [ 5 marks] [ 5 marks]

optimization, it is often possible to convert the primal problem (i.e. the original form of

the optimization problem) to a dual form, which is termed a dual problem. Usually dual problem refers to the Lagrangian dual problem but other dual problems are used, for example, the Wolfe dual problem and the Fenchel dual problem. The Lagrangian dual problem is obtained by forming theLagrangian, using nonnegative Lagrange multipliers to add the constraints to the objective function, and then solving for some primal variable values that minimize the Lagrangian. This solution

gives the primal variables as functions of the Lagrange multipliers, which are called dual variables, so that the new problem is to maximize the objective function with respect to the dual variables under the derived constraints on the dual variables (including at least the nonnegativity). The solution of the dual problem provides a lower bound to the solution of the primal problem.[1] However in general the optimal values of the primal and dual problems need not be equal. Their difference is called the duality gap. For convex optimization problems, the duality gap is zero under a constraint qualification condition. Thus, a solution to the dual problem provides a bound on the value of the solution to the primal problem; when the problem is convex and satisfies a constraint qualification, then the value of an optimal solution of the primal problem is given by the dual problem. In the linear case, in the primal problem, from each sub-optimal point that satisfies all the constraints, there is a direction or subspace of directions to move that increases the objective function. Moving in any such direction is said to remove slack between the candidate solution and one or more constraints. An infeasible value of the candidate solution is one that exceeds one or more of the constraints. In the dual problem, the dual vector multiplies the constants that determine the positions of the constraints in the primal. Varying the dual vector in the dual problem is equivalent to revising the upper bounds in the primal problem. The lowest upper bound is sought. That is, the dual vector is minimized in order to remove slack between the candidate positions of the constraints and the actual optimum. An infeasible value of the dual vector is one that is too low. It sets the candidate positions of one or more of the constraints in a position that excludes the actual optimum. This intuition is made formal by the equations in Linear programming: Duality.

5. Describe the North-West Corner rule for finding the initial basic feasible solution in the transportation problem? [ 10 marks] e Initial basic Feasible solution using North-West corner ruleLet us consider a T.P involving m-origins and n-destinations. Since the sum of origincapacities 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 andhence can be deleted. This also means that a feasible solution to a T.P can have at themost only m + n 1 strictly positive component, otherwise the solution will degenerate.It isalways possible to assign an initial feasible solution to a T.P. in such a manner that the rimrequirements are satisfied. This can be achieved either by inspection or by following somesimple 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.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 destinationD1 is satisfied or both. This value of x11 is entered in the upper left hand corner (smallsquare) 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 stillnot satisfied , so that at least one more other variable in the first column will have to take ona 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 atdestination D1 is satisfied but the capacity of origin O1 is not completely exhausted. Move tothe right horizontally to the second column and make the second allocation of magnitudex12 = 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 iscompletely 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 thesecond 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 destinationrequirements and exhausting the origin capacities one at a time, move down towards thelower right corner of the transportation table until all the rim requirements are satisfied

6. Use the simplex method to Maximise z = 3x1 x2 Subject to the constraints 2x1 + x2 2 x1 + 3x2 3 x2 4, x1, x2 0.

MBA SEMESTER II MB0048 Operation Research- 4 Credits (Book ID: B1301) Assignment Set- 1 (60 Marks) Note: Each question carries 10 Marks. Answer all the questions 1. a. Explain the terms: Pure strategy, Mixed Strategy, Saddle point, Competitive games, Payoff matrix, Rectangular games. [5 marks] b. Explain the Maximin and Minimax principle used in Game Theory. [ 5 marks] StrategyA strategy for a player has been defined as a set of rules or alternative coursesof action available to him in advance, by which player decides the courses of action that he should adopt. There are two types:a. Pure StrategyIf the player selects the same strategy each time, then it is a purestrategy. In this case each player knows exactly what the other is goingto do, i.e. there is a deterministic situation and the objective of the players is to maximize gains or to minimize losses. b. Mixed StrategyWhen the players use a combination of strategies and each player isalways kept guessing as to which course of action is to be selected bythe other, then it is known as a mixed strategy. Thus, there is a probabilistic situation and the objective of the player is to maximizeexpected gains or to minimize losses. Thus, mixed strategy is aselection among pure strategies with fixed possibilities. Pay-off matrixA two-person zero-sum game is conveniently represented by a matrix. Thematrix which shows the outcome of the game as the players select their particular strategies, is known as the pay-off matrix. It is important to assume

3that each player knows not only his own list of possible courses of action butalso that of his opponent 2. a. Explain the steps involved in Monte-Carlo simulation. [ 5 marks] b. What are the advantages and limitations of using simulation? [ 5 marks] Monte Carlo simulation performs risk analysis by building models of possible results by substituting a range of valuesa probability distributionfor any factor that has inherent uncertainty. It then calculates results over and over, each time using a different set of random values from the probability functions. Depending upon the number of uncertainties and the ranges specified for them, a Monte Carlo simulation could involve thousands or tens of thousands of recalculations before it is complete. Monte Carlo simulation produces distributions of possible outcome values. By using probability distributions, variables can have different probabilities of different outcomes occurring. Probability distributions are a much more realistic way of describing uncertainty in variables of a risk analysis. Common probability distributions include: Normal Or bell curve. The user simply defines the mean or expected value and a standard deviation to describe the variation about the mean. Values in the middle near the mean are most likely to occur. It is symmetric and describes many natural phenomena such as peoples heights. Examples of variables described by normal distributions include inflation rates and energy prices. Lognormal Values are positively skewed, not symmetric like a normal distribution. It is used to represent values that dont go below zero but have unlimited positive potential. Examples of variables described by lognormal distributions include real estate property values, stock prices, and oil reserves. Uniform All values have an equal chance of occurring, and the user simply defines the minimum and maximum. Examples of variables that

could be uniformly distributed include manufacturing costs or future sales revenues for a new product. Triangular The user defines the minimum, most likely, and maximum values. Values around the most likely are more likely to occur. Variables that could be described by a triangular distribution include past sales history per unit of time and inventory levels. PERT- The user defines the minimum, most likely, and maximum values, just like the triangular distribution. Values around the most likely are more likely to occur. However values between the most likely and extremes are more likely to occur than the triangular; that is, the extremes are not as emphasized. An example of the use of a PERT distribution is to describe the duration of a task in a project management model. Discrete The user defines specific values that may occur and the likelihood of each. An example might be the results of a lawsuit: 20% chance of positive verdict, 30% change of negative verdict, 40% chance of settlement, and 10% chance of mistrial. During a Monte Carlo simulation, values are sampled at random from the input probability distributions. Each set of samples is called an iteration, and the resulting outcome from that sample is recorded. Monte Carlo simulation does this hundreds or thousands of times, and the result is a probability distribution of possible outcomes. In this way, Monte Carlo simulation provides a much more comprehensive view of what may happen. It tells you not only what could happen, but how likely it is to happen. Monte Carlo simulation provides a number of advantages over deterministic, or single-point estimate analysis: Probabilistic Results. Results show not only what could happen, but how likely each outcome is. Graphical Results. Because of the data a Monte Carlo simulation generates, its easy to create graphs of different outcomes and their

chances of occurrence. This is important for communicating findings to other stakeholders. Sensitivity Analysis. With just a few cases, deterministic analysis makes it difficult to see which variables impact the outcome the most. In Monte Carlo simulation, its easy to see which inputs had the biggest effect on bottom-line results. Scenario Analysis: In deterministic models, its very difficult to model different combinations of values for different inputs to see the effects of truly different scenarios. Using Monte Carlo simulation, analysts can see exactly which inputs had which values together when certain outcomes occurred. This is invaluable for pursuing further analysis. Correlation of Inputs. In Monte Carlo simulation, its possible to model interdependent relationships between input variables. Its important for accuracy to represent how, in reality, when some factors goes up, others go up or down accordingly. An enhancement to Monte Carlo simulation is the use of Latin Hypercube sampling, which samples more accurately from the entire range of distribution functions. 3. a. Distinguish between PERT and CPM. What is a critical path? [ 5 marks] b. Write a short note on PERT/CPM networks in Operations Research. [ 5 marks] The Major Differences and Similarities between PERT and CPM

PERT(Program Evaluation and Review Technique) | CPM (Critical Path Method) _____________________________________ | ______________________________________ 1)PERT is a probabilistic tool used with three 1)CPM is a deterministic tool, with only single Estimating the duration for completion of estimate of duration. activities. ___________________________________________________________ ____________________

2)This tool is basically a tool for planning 2)CPM also allows and explicit estimate of and control of time. costs in addition to time, therefore CPM can control both time and cost. 3)PERT is more suitable for R&D related 3)CPM is best suited for routine and those projects where the project is performed for projects where time and cost estimates can the first time and the estimate of duration be accurately calculated. are uncertain.

4)The probability factor i major in PERT 4)The deterministic factor is more so values or so outcomes may not be exact. outcomes are generally accurate and realistic. Extensions of both PERT and CPM allow the user to manage other resources in addition to time and money, to trade off resources, to analyze different types of schedules, and to balance the use of resources.tensions of both PERT and CPM allow the user to manage other resources in addition to time and money, to trade off resources, to analyze different types of schedules, and to balance the use of resources. Basically, CPM (Critical Path Method) and PERT (Programme Evaluation Review Technique) are project management techniques, which have been created out of the need of Western industrial and military establishments to plan, schedule and control complex projects. 1.1 Brief History of CPM/PERT CPM/PERT or Network Analysis as the technique is sometimes called, developed along two parallel streams, one industrial and the other military.

CPM was the discovery of M.R.Walker of E.I.Du Pont de Nemours & Co. and J.E.Kelly of Remington Rand, circa 1957. The computation was designed for the UNIVAC-I computer. The first test was made in 1958, when CPM was applied to the construction of a new chemical plant. In March 1959, the method was applied to a maintenance shut-down at the Du Pont works in Louisville, Kentucky. Unproductive time was reduced from 125 to 93 hours. PERT was devised in 1958 for the POLARIS missile program by the Program Evaluation Branch of the Special Projects office of the U.S.Navy, helped by the Lockheed Missile Systems division and the Consultant firm of Booz-Allen & Hamilton. The calculations were so arranged so that they could be carried out on the IBM Naval Ordinance Research Computer (NORC) at Dahlgren, Virginia. 1.2 Planning, Scheduling & Control Planning, Scheduling (or organising) and Control are considered to be basic Managerial functions, and CPM/PERT has been rightfully accorded due importance in the literature on Operations Research and Quantitative Analysis. Far more than the technical benefits, it was found that PERT/CPM provided a focus around which managers could brain-storm and put their ideas together. It proved to be a great communication medium by which thinkers and planners at one level could communicate their ideas, their doubts and fears to another level. Most important, it became a useful tool for evaluating the performance of individuals and teams. There are many variations of CPM/PERT which have been useful in planning costs, scheduling manpower and machine time. CPM/PERT can answer the following important questions: How long will the entire project take to be completed? What are the risks involved?

Which are the critical activities or tasks in the project which could delay the entire project if they were not completed on time? Is the project on schedule, behind schedule or ahead of schedule? If the project has to be finished earlier than planned, what is the best way to do this at the least cost? 1.3 The Framework for PERT and CPM Essentially, there are six steps which are common to both the techniques. The procedure is listed below: Define the Project and all of its significant activities or tasks. The Project (made up of several tasks) should have only a single start activity and a single finish activity. Develop the relationships among the activities. Decide which activities must precede and which must follow others. Draw the "Network" connecting all the activities. Each Activity should have unique event numbers. Dummy arrows are used where required to avoid giving the same numbering to two activities. Assign time and/or cost estimates to each activity Compute the longest time path through the network. This is called the critical path. Use the Network to help plan, schedule, monitor and control the project. The Key Concept used by CPM/PERT is that a small set of activities, which make up the longest path through the activity network control the entire project. If these "critical" activities could be identified and assigned to responsible persons, management resources could be optimally used by concentrating on the few activities which determine the fate of the entire project.

Non-critical activities can be replanned, rescheduled and resources for them can be reallocated flexibly, without affecting the whole project. Five useful questions to ask when preparing an activity network are: Is this a Start Activity? Is this a Finish Activity? What Activity Precedes this? What Activity Follows this? What Activity is Concurrent with this? Some activities are serially linked. The second activity can begin only after the first activity is completed. In certain cases, the activities are concurrent, because they are independent of each other and can start simultaneously. This is especially the case in organisations which have supervisory resources so that work can be delegated to various departments which will be responsible for the activities and their completion as planned. When work is delegated like this, the need for constant feedback and coordination becomes an important senior management pre-occupation. 1.4 Drawing the CPM/PERT Network Each activity (or sub-project) in a PERT/CPM Network is represented by an arrow symbol. Each activity is preceded and succeeded by an event, represented as a circle and numbered.

At Event 3, we have to evaluate two predecessor activities - Activity 1-3 and Activity 2-3, both of which are predecessor activities. Activity 1-3 gives us an Earliest Start of 3 weeks at Event 3. However, Activity 2-3 also has to be completed before Event 3 can begin. Along this route, the Earliest Start would be 4+0=4. The rule is to take the longer (bigger) of the two Earliest Starts. So the Earliest Start at event 3 is 4.

Similarly, at Event 4, we find we have to evaluate two predecessor activities - Activity 2-4 and Activity 3-4. Along Activity 2-4, the Earliest Start at Event 4 would be 10 wks, but along Activity 3-4, the Earliest Start at Event 4 would be 11 wks. Since 11 wks is larger than 10 wks, we select it as the Earliest Start at Event 4.We have now found the longest path through the network. It will take 11 weeks along activities 1-2, 2-3 and 3-4. This is the Critical Path. 4. a. State the general form of an integer programming problem. [ 5 marks] b. Describe the branch and bound method for the solution of integer programming problem? [ 5marks]

An integer programming problem is a mathematical optimization or feasibility program in which some or all of the variables are restricted to be integers. In many settings the term refers to integer linear programming, which is also known as mixed integer programming when some but not all the variables are restricted to be integers. Integer programming is NP-hard. A special case, 0-1 integer linear programming, in which unknowns are binary, is one of the Karp's 21 NPcomplete problems. However, integer programs with a constant number of variables may be solved in linear time as anLP-type problem.[1][2] In variable dimension, iterative methods using the Graver basis of the matrix defining the system, enable the solution of broad classes of linear and nonlinear integer programming problems in polynomial time [3], and provide a parametrization of all integer programming problems. Branch and bound (BB or B&B) is a general algorithm for finding optimal solutions of various optimization problems, especially in discrete and combinatorial optimization. It consists of a systematic enumeration of all candidate solutions, where large subsets of fruitless candidates are discarded en masse, by using upper and lower estimated bounds of the quantity being optimized. The method was first proposed by A. H. Land and A. G. Doig[1] in 1960 for discrete programming.

[edit]General description For definiteness, we assume that the goal is to find the minimum value of a function , where ranges over some set of admissible or candidate solutions (the search space or feasible region). Note that one can find themaximum value of by finding the minimum of . (For example, could be the set of all possible trip schedules for a bus fleet, and could be the expected revenue for schedule .) A branch-and-bound procedure requires two tools. The first one is a splitting procedure that, given a set of candidates, returns two or more smaller sets whose union covers . Note that the minimum of over is , where each is the minimum of within . This step is called branching, since its recursive application defines a tree structure (the search tree) whose nodes are the subsets of . The second tool is a procedure that computes upper and lower bounds for the minimum value of within a given subset of . This step is called bounding.

The key idea of the BB algorithm is: if the lower bound for some tree node (set of candidates) is greater than the upper bound for some other node , then A may be safely discarded from the search. This step is calledpruning, and is usually implemented by maintaining a global variable (shared among all nodes of the tree) that records the minimum upper bound seen among all subregions examined so far. Any node whose lower bound is greater than can be discarded. The recursion stops when the current candidate set is reduced to a single element, or when the upper bound for set matches the lower bound. Either way, any element of will be a minimum of the function within

5. How can you use the Matrix Minimum method to find the initial basic feasible solution in the transportation problem. [ 10 marks] . Minimum Matrix Method (MMM)

Matrix minimum method is a method for computing a basic feasible solution of a transportation problem where the basic variables are chosen according to the unit cost of transportation. Steps 1. Identify the box having minimum unit transportation cost (cij ). 2. If there are two or more minimum costs, select the row and the column corresponding to the lower numbered row. 3. If they appear in the same row, select the lower numbered column. 4. Choose the value of the corresponding xij as much as possible subject to the capacity and requirement constraints. 5. If demand is satisfied, delete the column . 6. If supply is exhausted, delete the row. 7. Repeat steps 1-6 until all restrictions are satisfied.

Solution 3 Retail shops Factories 1 2 3 4 Supply 13 5 20 7 30 6 50 22 20 5 8 2 55 75 33 6 9 20 2 5 25 Demand 20 20 50 60 Table 6 We observe that c21 =2, which is the minimum transportation cost. So, x21 = 20. Proceeding in this way, we observe that x24 = 55, x34 = 5, x12 = 20, x13 = 30, x33 = 20. Number of basic variables = m + n 1 = 3 + 4 1 = 6.

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