SPRING ASSIGNMENT

OPERATION RESEARCH
MB 0048
Name: NANDESHWAR SINGH
ROLL NO. 1408001255

Q.1 Discuss the Methodology of Operation Research? Explain in brief in

phases of Operation Research?

Ans The main feature of operation research is that it employee mathematical representations or
models to analysis the problems. This distinct approach represents an adaption of the scientific
methodology used by the physical sciences. The scientific method translates a given problems
into a mathematical representation which solves and retransferred into the original context as
shown in diagram. OR Methodology consists of five steps. They are:

• Problem Definition
• Model Construction
• Model solution
• Model Validation
• Result Implementation

• Definition: One needs to ensure that the problem is identified properly because this
problem statement will indicate the following three major aspects:

1. Description of the goal or the objective of the study.

2. Identification of the decision alternative to the system.

3. Recognitions of the limitation, restriction and requirements of the system.

• Construction: After identifying the problem next step is to select the most appropriate
model to represent the system. While selecting a model, you need to ensure that the
model specific quantitative expressions for the objective and the constraints of the
problem in terms of its decision variables.
• Solution: A solution is the model implies determination of a specific set of decision
variables that would yield an optimum solution. An optimum solution is one which
maximizes or minimizes the performance of any measures in a model subject to the
condition and constraints imposed on the model.

• Validation: Model is a good representation of a system. However, the optimal solution

must work towards improving the system’s performance. You can test the validity of a
model by comparing its performance with some past data available from the actual
system. If under similar condition of inputs, your model can reproduce the past
performance of the system, then you can be sure that your model is valid.

• Implementation: You need to validate this performance check under changing

conditions. To do so, you need to translates these results into detailed operating
instructions issued in an understandable from t the individuals who will administer and
operate the recommended system.

Phases of Operation Research:

The scientific method in OR study generally involve three phases.

Judgment Phase

Research Phase

Action Phase
• Judgment phase: This phase includes the following activates:
1. Determination of the operations

2. Establishments of objectives and values related to the operation.

3. Determination of suitable measures of effectiveness.

4. Formulation of problems relative to the objective.

• Research phase: This phase utilities the following methodologies:

 1. Operation and data collection for a better understanding of the problems
2. Formulation of hypothesis and model.
3. Observation and experimentation to test the hypothesis on the basis of additional data.
4. Analysis of the available information to test the hypothesis on the basis of additional
data.

• Action Phase: This phase involves making recommendation for the decision making
process. The recommendation can be made by those who identify and present the
problem or by anyone who influence the operation in which the problem has occurred.

Q2. A. Explain the Graphical method of linear Programming Problems?

B. A paper mill produce two grade of paper viz. X and Y. Because of raw
material restrictions they cannot produce more than 400 ton of X grade
papers and 300 tons in a week. There are 160 production hours in a week.
They require .20 and .40 hours to produce the tons of X and Y grade papers.
The mill earns profit Rs200 and Rs500 per ton of grade of X and Y grade of
papers respectively. Formulate this linear programming problem?

Ans While obtaining the optimal solution to an LPP By the graphical method, the statements of
the following theorems of linear programming is used.

• The collection of all feasible to an LPP constitutes a convex set whose extreme points
correspond to the basic feasible solution.

• There are a finite number of basic feasible regions within the feasible solution space.
• If the convex set of the feasible solutions of the system of simultaneouous equation is a
convex polyhedron, then at least one of the extreme points given an optimal solution.

• If the optimal solution occurs more than one extreme point, the value of the objective
function will be the same for all convex combination of these extreme points.

Working Rule – The method of solving an LPP on the basis of the above analysis is
known as the graphical method. The working rule for the method is as follows.

Step 1 – Formulate the problem in terms of a series of mathematical equations

representing objective function and constraints of LPP.
 Step 2 – Plot each of the constraints equation graphically. Replace the inequality
constraint equation to form a linear equation. Plot the equations on the planar graph with
each axis representation respective variables.

Step 3- Identify the convex polygon region relevant to the problem. The area which
satisfies all the constraints simultaneously will be the feasible region. This is determined
by the inequality constraints.

Step 4 – Determine the vertices of the polygon and find the values of the given
objective function Z at each of these vertices. Identify the greatest and the least of these
values. These are respectively the maximum and minimum value of Z.

Step 5 – Identify the values of (x1, x2) which correspond to the desired extreme values
of Z. This is an optimal solution of the problem.

B. Let X1 and X2 be the two grades of papers

Maximize Z = 200 x + 500 y

Subject to constraints,

X 1 + 0.20 x2 > 400

X 1 + 0.40 x2 > 300

X2 > 160

And non-negatively restrictions

X1>0, X2 > 0

Q3. A. Explain how to reduce the degeneracy of transportation problems?

b. Procedure of MODI method?

Ans A) A basic solution to an m-origin, n destination transportation problem can have at the
most m+n-1 positive basic variables, otherwise the basic solution degenerates. It flows that
whenever the number of basic cells is less than m+n-1, the transportations problems is a
degenerate’s one. The degeneracy can develop in two ways:

Case 1: The Degeneracy develops while deterring an initial assignment via anyone of the
initial assignment method discussed earlier.

To resolve degeneracy, you must augment the positive variables by as many zero-valued
variables as is necessary to complete the required m+n+-1 basic variable. These zero valued
 variables are selected in such a manner that the resulting m+n+-1 variable constitutes a basic
solution.

Case 2 – The degeneracy develops at the iterations stages. This happens when the selection
of the entering variable results in the simultaneous drive to zero of two or more current basic
variables. To resolve degeneracy, the positive variables are augmented by as many zero-
valued variables as it is necessary to complete m+n+-1 basic variable. Theses zero-valued
variables are selected from among those current basic variables, which are simultaneously
driven to zero.

Modified distribution method/Model method/U-V method:

1. Deterring the net evaluation for the non-basic variables (EMPTY CELLS).

2. Deterring the entering variables.

3. Deterring the leaving variables.

4. You repeat steps 1 to 3 to till all transactions are over.

5. For allocating all forms of equation Uᶤ + Vᶨ = Cᶨ, Set one of the dual variables Uᶤ/Vᶨ to
zero and solve for others.

6. Use this value to find ∆ᶤᶨ + Cᶤᶨ - Uᶤ - Vᶨ. If all ∆ᶤᶨ > 0, then it is the optimal solution.

7. If any ∆ᶤᶨ< 0 select the most negative cell and from loop. Starting point of the loop is
positive and alternative corners of the loop are negative and positive. Examine the
quantities allocated at negative places. Select the minimum, add it to the positive places
and subtract from the negative places.

Q4. A. Explain the Hungarian Method Algorithm to solving assignment

problems?

B. Find the optimal solution of Assignment Problem with the following cost
matrix?

Reduced Matrix

J1 J2 J3 J4

M1 10 9 7 8

M2 5 8 7 7
 M3 5 4 6 5

M4 2 3 4 5

Ans Steps of Hungarian Algorithm are following:

• Step 1: Prepare row ruled matrix by selecting the minimum values for each row and
subtract it from the other elements of the row.

• Step 2: Prepare column-reduced matrix by subtracting minimum value of the column

from the other values if that column.

• Step 3: Assign zero row-wise if there is only one zero in the row and cross (x) or cancel
other zeroes in that column.

• Step 4: Assign column wise if there is only one zero in that column and cross other
zeros in that row.

• Step 5: Repeat steps 3 and 4 till all zeros are either assigned or crossed. If the number of
assignments is equal to number of rows present, you have arrived at an optimal solution,
if not, proceed to step 6.

• Step 6: Mark (√) the unassigned rows. Look for crossed zero in that row. Mark the
column containing the crossed zero. Look for assigned zero in that column. Mark the row
containing assigned zero.

• Step 7: Draw a straight line through unmarked rows and marked column. The number of
straight line drawn will be equal to the number of assignments made.

• Step 8: Examine the uncovered elements. Select the minimum.

1. Subtract it from the uncovered elements.

2. Add it at the point of intersection of lines.

3. Leave the rest as is.

4. Prepare a new table.

• Step 9: Repeat steps 3 to 7 till optimum assignment is obtained.

• Step 10: Repeat steps 5 to 7 till number of allocations + number of rows

B. Introducing a Dummy raw and applying Hungarian method, you have:

 Reduced Matrix

J1 J2 J3 J4

M1 10 9 7 8

M2 5 8 7 7

M3 5 4 6 5

M4 2 3 4 5

Applying Hungarian method

Row Reduced Matrix (Optimum Assignment Schedule)

J1 J2 J3 J4

M1 3 2 0 1

M2 0 3 2 2

M3 1 0 2 1

M4 0 1 2 3
Column Reduced Matrix will be the same as each column’s minimum value is zero. Then you
can star assigning the jobs as depicted in table:

J1 J2 J3 J4

M1 3 2 0 0

M2 0 3 2 1

M3 1 0 2 0

M4 0 1 2 2
Mark the zero entry with that occurs exactly once in a row and cancel that row or column as
depicted in table.
 J1 J2 J3 J4

M1 3 2 0 0

M2 0 3 2 1

M3 1 0 2 0

M4 0 1 2 2

Here, the number of lines drawn N = 3 < number of rows (=5).The smallest uncovered entry
is 3. Therefore, subtract 3 from all uncovered entries and add it all the entries on the
intersection of the lines as depicted in table.

J1 J2 J3 J4

M1 3 2 0 0

M2 0 3 2 1

M3 1 0 2 0

M4 0 1 2 2
After above steps, row1 has zero as the last entry, mark it with Now row 2 will have the third
entry zero uncovered. Mark it with

J1 J2 J3 J4

M1 4 2 0 0

M2 0 2 1 0

M3 2 0 2 0

M4 1 0 1 1

Optimal Assignment

Job Machine Profit

 1 C 7

2 A 5

3 D 5

4 B 3

7+5+5+3 = 20 …. Therefore, maximum profit is 20

Q.5 Explain Monte-carlo Simulation?

A factory produces 150 scooters. But the production rates vary with the
distribution depicted on table:

Production 147 148 149 150 151 152 153

Rate

Probability 0.05 0.10 0.15 0.20 0.30 0.15 0.05

At present the track will hold 150 scooters. Using the following random
numbers determine the average number of scooters waiting for shipment in
the factory and average number of empty space in the truck.,

Ans This approach has ability to develop many or years of data in a matter of few minutes on a
digital computer.

The Method is generally used to solve the problems that cannot be adequately represented by
mathematical models or where solution of the model is not possible by analytical method. The
steps are following.

• Step 1: Define the problems.

1. Identify the objectives of the problem.

2. Identify the main factors that have the greatest effect on the objectives of the problems.

• Step 2: Construct an appropriate model:

1. Specify the variables and parameter of the model.

2. Formulate the appropriate decision rules.

 3. Specify the manner in which time will change.

4. Define the relationship between the variables and parameters.

• Step 3: Prepare the model for experimentation:

a. Define the starting conditions for the simulation.

b. Specify the number of runs of simulation to be made.

• Step 4: Using steps 1 to 3, experiments with the model:

a. Define a coding system that will correlate the factors defined in step 1 with the
random numbers to be generated for the simulation.

b. Select a random number generator and crate the random numbers to be used in the
simulation.

c. Associate the generated random numbers with the factors identified in step1 and
coded in step 49(a).

• Step 5: Summaries and examine the results obtained in step 4.

• Step 6: Evaluate the results of the simulation.

• Step 7: Formulate proposals for advice to management on the course of action to be

adopted and modify the model, if necessary.

B. Production rate and Probability

Production rate Probability Cumulative Random No.
Probability Assigned

147 0.05 0.05 00-04

148 0.10 0.15 05-14

149 0.15 0.30 15-29

150 0.20 0.50 30-49

151 0.30 0.80 50-79

152 0.15 0.95 80-94

153 0.05 1.00 95-99

Simulation Worksheet

Trail No. Random Simulated Scooter Number of

No. Production Waiting in example
Rate the factory spaces in
the truck

1 82 152 2 -

2 54 150 2 -

3 50 150 2 -

4 96 153 5 -

5 85 152 7 -

6 34 150 7 -

7 30 150 7 -

8 02 147 4 3

9 64 151 5 -

10 47 150 7 -

Total 3

Therefore, average number of scooters waiting = 7/10 = 0.7/day

Average number of empty space = 3/10 = 0.3/day

Q6. A. Write a short note on Dominance Game theory?

B. Describe the constituents of Queuing System?

C. What is Difference between PERT and CPM?

Answer. A. In a regular game, the pay-off matrix of player A is pay-off in one another specific
row. This means that whatever course of action is adopted by player B, for Ar, the course of
action Ar yield greater than course f action As Therefore Ar, is a better strategy than as
irrespective of B’s strategy. Hence you can say that Ar dominants As. Therefore, you can say

a. In the pay-off matrix, if each pay-off in rth row is greater than to the corresponding pay-
off in the sth row, Ar dominates as.

b. In the pay-off matrix, if each pay-off in pth column is less than the corresponding pay-off
in the qth column, Bp dominates Bq.

B. While developing queuing models, we will confine our discussion to queuing systems
with the following properties.

Arrival – Customers are discrete entities, population – finite/infinite, No simultaneous

arrivals,

Services – Single serve channel/multiple channels, Single queue/infinite capacity.

Queuing discipline – First come first serve

C.PERT - Some key point of PERT are as follows

• PERT was developed in connection with a Research and Development (R&D) work.
Therefore, it had to cope with the uncertainties that are associated with R&D activates in
PERT, the total project duration is regarded as a random variables.

• It is an event-oriented network as in the analysis of a network, emphasis is given on the

requirement stages of completion of a task rather than activates required to be performed
to reach a particular event or task.

• PERT is normally used for projects involving activates of non-repetitive nature in which
time estimates are uncertain.

• It helps in pinpointing critical area in a project, so that necessary adjustment can be to

meet the scheduled completion date of the project.

CPM –
• CPM was developed in connection with a construction project, which consisted of
route tasks whose resources requirements and duration were known with
uncertainty. Therefore, it is basically deterministic.

• CPM is suitable for establishing a trade-off for optimum balancing between

schedule time and cost of the project.

• CPM is used for projects involving activates of repetitive nature.