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LINEAR PROGRAMMING n n
The general linear programming (LP) problem is: Minimize Ζ = ∑ ∑ ci j xi j
i =1 j =1
Maximize Z = c1x1 + c2x2 + … + cnxn
Subject to: subject to
a11x1 + a12x2 + … + a1nxn ≤ b1 n n
a21x1 + a22x2 + … + a2nxn ≤ b2 ∑ xij − ∑ x ji = bi for each node i∈N
.. j =1 j =1
.
and
am1x1 + am2x2 + … + amnxn ≤ bm
x1, …, xn ≥ 0 0 ≤ xij ≤ uij for each arc (i, j)∈A
An LP problem is frequently reformulated by inserting The constraints on the nodes represent a conservation of
non-negative slack and surplus variables. Although these flow relationship. The first summation represents total flow
variables usually have zero costs (depending on out of node i, and the second summation represents total
the application), they can have non-zero cost coefficients in flow into node i. The net difference generated at node i is
the objective function. A slack variable is used with a "less equal to bi.
than" inequality and transforms it into an equality.
For example, the inequality 5x1 + 3x2 + 2x3 ≤ 5 could be Many models, such as shortest-path, maximal-flow,
changed to 5x1 + 3x2 + 2x3 + s1 = 5 if s1 were chosen as a assignment and transportation models can be reformulated
slack variable. The inequality 3x1 + x2 – 4x3 ≥ 10 might be as minimal-cost network flow models.
transformed into 3x1 + x2 – 4x3 – s2 = 10 by the addition of
STATISTICAL QUALITY CONTROL
the surplus variable s2. Computer printouts of the results of
processing an LP usually include values for all slack and Average and Range Charts
surplus variables, the dual prices, and the reduced costs for n A2 D3 D4
each variable. 2 1.880 0 3.268
3 1.023 0 2.574
Dual Linear Program
4 0.729 0 2.282
Associated with the above linear programming problem is 5 0.577 0 2.114
another problem called the dual linear programming 6 0.483 0 2.004
problem. If we take the previous problem and call it the 7 0.419 0.076 1.924
primal problem, then in matrix form the primal and dual 8 0.373 0.136 1.864
problems are respectively: 9 0.337 0.184 1.816
10 0.308 0.223 1.777
Primal Dual
Xi =
an individual observation
Maximize Z = cx Minimize W = yb n =
the sample size of a group
Subject to: Ax ≤ b Subject to: yA ≥ c k =
the number of groups
x≥0 y≥0 R =
(range) the difference between the largest and
smallest observations in a sample of size n.
It is assumed that if A is a matrix of size [m × n], then y is an
X + X2 +…+ Xn
[1 × m] vector, c is an [1 × n] vector, b is an [m × 1] vector, X= 1
and x is an [n × 1] vector. n
X1 + X 2 + … + X k
Network Optimization X=
k
Assume we have a graph G(N, A) with a finite set of nodes R1 + R2 + … + Rk
N and a finite set of arcs A. Furthermore, let R=
k
N = {1, 2,…, n} The R Chart formulas are:
xij = flow from node i to node j CLR = R
cij = cost per unit flow from i to j UCLR = D4 R
uij = capacity of arc (i, j) LCLR = D3 R
bi = net flow generated at node i The X Chart formulas are:
We wish to minimize the total cost of sending the available CL X = X
supply through the network to satisfy the given demand. The
UCLX = X + A2 R
minimal cost flow model is formulated as shown below:
LCL X = X − A2 R
189
INDUSTRIAL ENGINEERING (continued)
190
INDUSTRIAL ENGINEERING (continued)
−1 U1 U1
⎡ ⎛ λ⎞n ⎛ λ⎞s ⎤
⎢ s −1 ⎜ ⎟ ⎛ ⎞⎥
⎢ ⎝ µ⎠ ⎝⎜ µ⎠⎟ ⎜ 1 ⎟⎥
P0 = ⎢ ∑ + ⎜ ⎟⎥
⎢ n=0
n! s! ⎜1− λ ⎟ ⎥ U2
⎝ sµ ⎠ ⎥ U2
⎢⎣ ⎦
X X
XX22 0 XX12
191
INDUSTRIAL ENGINEERING (continued)
LINEAR REGRESSION Yijkm = average response value for all r2n–2 observations
Least Squares having Xi set at level k, k = 1, 2, and Xj set at level
m, m = 1, 2.
y = â + b̂x , where
Ei = Yi 2 − Yi1
ˆ ,
y - intercept : aˆ = y − bx
Eij =
( ) (
Yij22 − Yij21 − Yij12 − Yij11 )
and slope : bˆ = SS xy /SS xx , 2
n
⎛ n x ⎞⎛ n
⎞ ONE-WAY ANALYSIS OF VARIANCE (ANOVA)
S xy = ∑ xi yi − (1/n ) ⎜ ∑ i ⎟⎜
⎝ i =1 ⎠ ⎝
∑ yi ⎟ ,
⎠ Given independent random samples of size ni from k
i =1 i =1
2
populations, then:
∑ x − (1/n ) ⎛⎜⎝ ∑ x ⎞⎟⎠
n n
k ni
S xx =
( )
2
, 2
i =1
i
i =1
i
∑ ∑ xij − x
i =1 j =1
n = sample size,
k ni
( )
2 k
+ ∑ ni ( xi − x )
2
⎛ n ⎞ = ∑ ∑ xij − x or
y = (1/n ) ⎜ ∑ yi ⎟ , and i =1 j =1 i =1
⎝ i =1 ⎠
SSTotal = SSError + SSTreatments
⎛ n x ⎞.
x = (1/n ) ⎜ ∑ i⎟
⎝ i =1 ⎠
Let T be the grand total of all N=Σini observations and Ti be
the total of the ni observations of the ith sample. See the
Standard Error of Estimate One-Way ANOVA table on page 196.
C = T 2/N
S xx S yy − S xy
2
Se = = MSE , where
2
k ni
S xx ( n − 2 ) SS Total = ∑ ∑ xij2 − C
2
i =1 j =1
n ⎛n ⎞
− (1 n )⎜ ∑ y i ⎟
S yy = ∑
i =1
y i2
⎝ i =1 ⎠
k
SS Treatments = ∑ Ti2 ni − C ( )
i =1
SSError = SSTotal – SSTreatments
Confidence Interval for a
⎛ 1 x2 ⎞
â ± t α 2 ,n − 2 ⎜⎜ + ⎟ MSE
⎟
RANDOMIZED BLOCK DESIGN
⎝ n S xx ⎠ The experimental material is divided into n randomized
blocks. One observation is taken at random for every
Confidence Interval for b
treatment within the same block. The total number of
MSE observations is N=nk. The total value of these observations
b̂ ± t α 2 ,n − 2
S xx is equal to T. The total value of observations for treatment i
is Ti. The total value of observations in block j is Bj.
Sample Correlation Coefficient
S xy
r= C = T 2/N
S xx S yy k n
SS Total = ∑ ∑ xij2 − C
2n FACTORIAL EXPERIMENTS i =1 j =1
Factors: X1, X2, …, Xn n
Levels of each factor: 1, 2 (sometimes these levels are SS Blocks = ∑ ⎛⎜ B 2j k ⎞⎟ − C
represented by the symbols – and +, respectively) j =1⎝ ⎠
r = number of observations for each experimental k
condition (treatment), SS Treatments = ∑ ⎛⎜ Ti2 n ⎞⎟ − C
Ei = estimate of the effect of factor Xi, i = 1, 2, …, n, i =1⎝ ⎠
Eij = estimate of the effect of the interaction between SSError = SSTotal – SSBlocks – SSTreatments
factors Xi and Xj,
n–1
Yik = average response value for all r2 observations See Two-Way ANOVA table on page 196.
having Xi set at level k, k = 1, 2, and
192
INDUSTRIAL ENGINEERING (continued)
n
ANALYSIS OF VARIANCE FOR 2 FACTORIAL where SSi is the sum of squares due to factor Xi, SSij is the
DESIGNS sum of squares due to the interaction of factors Xi and Xj,
and so on. The total sum of squares is equal to
Main Effects m r T2
Let E be the estimate of the effect of a given factor, let L be SS total = ∑ ∑ Yck2 −
the orthogonal contrast belonging to this effect. It can be c =1k =1 N
proved that where Yck is the k observation taken for the cth experimental
th
193
INDUSTRIAL ENGINEERING (continued)
ERGONOMICS
NIOSH Formula PERMISSIBLE NOISE EXPOSURES *
Recommended Weight Limit (U.S. Customary Units)
= 51(10/H)(1 – 0.0075|V – 30|)(0.82 + 1.8/D)(1 – 0.0032A) Duration per day, hours Sound level, dBA
where 8 90
H = horizontal distance of the hand from the midpoint
of the line joining the inner ankle bones to a point 6 92
projected on the floor directly below the load
center, 4 95
V = vertical distance of the hands from the floor, 3 97
D = vertical travel distance of the hands between the
origin and destination of the lift, and 2 100
A = asymmetric angle, in degrees. 1 1/2 102
The NIOSH formula as stated here assumes that (1) lifting
frequency is no greater than one lift every 5 minutes; (2) the 1 105
person can get a good grip on the object being lifted.
1/2 110
Biomechanics of the Human Body
1/4 or less 115
* Exposure to impulsive or impact noise should not exceed
140 dB peak sound pressure level.
FACILITY PLANNING
Equipment Requirements
Basic Equations Pij = desired production rate for product i on machine j,
Hx + Fx = 0 measured in pieces per production period,
Hy + Fy = 0 Tij = production time for product i on machine j,
Hz + Fz = 0 measured in hours per piece,
THxz + TFxz = 0 Cij = number of hours in the production period available
for the production of product i on machine j,
THyz + TFyz = 0
Mj = number of machines of type j required per
THxy + TFxy = 0 production period, and
n = number of products.
The coefficient of friction µ and the angle α at which the Therefore, Mj can be expressed as
floor is inclined determine the equations at the foot. n Pij Tij
Fx = µFz Mj =∑
i =1 Cij
With the slope angle α
Fx = µFzcos α
Of course, when motion must be considered, dynamic
conditions come into play according to Newton's Second
Law. Force transmitted with the hands is counteracted at the
foot. Further, the body must also react with internal forces at
all points between the hand and the foot.
194
INDUSTRIAL ENGINEERING (continued)
195
INDUSTRIAL ENGINEERING (continued)
196
INDUSTRIAL ENGINEERING (continued)
Binomial ⎛ n⎞ n!
⎜ ⎟=
Coefficient ⎝ x ⎠ x!(n − x )!
⎛ n⎞
b(x; n , p ) = ⎜ ⎟ p x (1 − p )
n− x
Binomial np np(1 – p)
⎝ x⎠
⎛N − r⎞
⎜ ⎟
Hyper ⎛r ⎞ ⎝n − x ⎠ nr r (N − r )n(N − n )
h( x ; n , r , N ) = ⎜ ⎟
Geometric ⎝ x⎠ ⎛ N ⎞ N N 2 (N − 1)
⎜ ⎟
⎝n ⎠
λx e − λ
Poisson f (x; λ ) = λ λ
x!
1 −x β
Exponential f (x ) = e β β2
β
α α −1 − x α ⎡ ⎛ α + 1⎞ 2 ⎛ α + 1 ⎞⎤
Weibull f (x ) = x e β
β1 α Γ[(α + 1) α ] β 2 α ⎢ Γ⎜ ⎟−Γ ⎜ ⎟⎥
β ⎣ ⎝ α ⎠ ⎝ α ⎠⎦
2
1 ⎛ x −µ ⎞
1 − ⎜ ⎟
Normal f (x ) = e 2⎝ σ ⎠
µ σ2
σ 2π
⎧ 2(x − a )
⎪⎪ (b − a )(m − a ) if a ≤ x ≤ m
Triangular f (x ) = ⎨
a+b+m a 2 + b 2 + m 2 − ab − am − bm
2(b − x ) 3
⎪ if m < x ≤ b 18
⎪⎩ (b − a )(b − m )
197
INDUSTRIAL ENGINEERING (continued)
HYPOTHESIS TESTING
Table A. Tests on means of normal distribution—variance known.
Hypothesis Test Statistic Criteria for Rejection
H0: µ = µ0
H1: µ ≠ µ0 |Z0| > Zα/2
H0: µ = µ0 X − µ0
Z0 ≡ Z0 < – Z α
H0: µ < µ0 σ n
H0: µ = µ0
H1: µ > µ0 Z0 > Z α
H0: µ1 – µ2 = γ
H1: µ1 – µ2 ≠ γ |Z0| > Zα/2
X1 − X 2 − γ
H0: µ1 – µ2 = γ Z0 ≡
H1: µ1 – µ2 < γ σ12 σ 22 Z0 <– Zα
+
n1 n2
H0: µ1 – µ2 = γ
H1: µ1 – µ2 > γ Z0 > Z α
H0: µ = µ0 X − µ0
t0 = t0 < –t α, n – 1
H1: µ < µ0 S n
H0: µ = µ0
t0 > tα, n – 1
H1: µ > µ0
X1 − X 2 − γ
t0 =
H0: µ1 – µ2 = γ 1 1
Sp + |t0| > t α/2, v
H1: µ1 – µ2 ≠ γ n1 n2
v = n1 + n2 − 2
X1 − X 2 − γ
H0: µ1 – µ2 = γ t0 =
S12 S22 t0 < –t α, v
H1: µ1 – µ2 < γ +
n1 n2
2
⎛ S12 S22 ⎞
⎜n +n ⎟
H0: µ1 – µ2 = γ ⎝ 1 2⎠
ν= t0 > tα, v
(S n ) + (S )
2 2
H1: µ1 – µ2 > γ 2 2
n2
1 1 2
n1 − 1 n2 − 1
In Table B, Sp2 = [(n1 – 1)S12 2
+ (n2 – 1)S2 ]/v
198
INDUSTRIAL ENGINEERING (continued)
H0: σ2 = σ02
H1: σ2 > σ02 χ 02 > χ 2 α, n – 1
ANTHROPOMETRIC MEASUREMENTS
THIGH CLEARANCE
HEIGHT ELBOW-TO-ELBOW
BREADTH
KNEE HEIGHT
ELBOW REST SEAT BREADTH
HEIGHT
BUTTOCK BUTTOCK
POPLITEAL KNEE LENGTH
LENGTH
POPLITEAL
HEIGHT (AFTER SANDERS AND McCORMICK,
HUMAN FACTORS IN DESIGN, McGRAW HILL, 1987)
199
INDUSTRIAL ENGINEERING (continued)
ERGONOMICS
Weight (kg) 46.2 / 56.2 61.1 / 74.0 89.9 / 97.1 13.8 / 12.6
200
INDUSTRIAL ENGINEERING (continued)
ERGONOMICS—HEARING
The average shifts with age of the threshold of hearing for pure tones of persons with "normal" hearing, using a 25-year-old
group as a reference group.
Equivalent sound-level contours used in determining the A-weighted sound level on the basis of an octave-band analysis. The
curve at the point of the highest penetration of the noise spectrum reflects the A-weighted sound level.
201
INDUSTRIAL ENGINEERING (continued)
Estimated average trend curves for net hearing loss at 1,000, 2,000, and 4,000 Hz after continuous exposure to steady noise.
Data are corrected for age, but not for temporary threshold shift. Dotted portions of curves represent extrapolation from
available data.
1 2 4 8 10 20 40
Tentative upper limit of effective temperature (ET) for unimpaired mental performance as related to exposure time; data are
based on an analysis of 15 studies. Comparative curves of tolerable and marginal physiological limits are also given.
ATMOSPHERE CONDITIONS
120 48.9
110 43.4
EFFECTIVE TEMPERATURE, °C
EFFECTIVE TEMPERATURE, °F
100 37.8
90 32.2
202