INDIVIDUAL

ASSIGNMENT OF QT – 2
OPERATIONS RESEARCH
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Submitted By- Bishal Chakraborty
Roll No.– PGDM/2018 – 20/06

Submitted To–
Prof. Subas Chandra Mahapatra
 Assignment – 1

LINEAR PROGRAMMING
Linear programming is a widely used model type that can solve decision
problems with many thousands of variables. Generally, the feasible values of
the decisions are delimited by a set of constraints that are described by
mathematical functions of the decision variables. The feasible decisions are
compared using an objective function that depends on the decision variables.
For a linear program the objective function and constraints are required to be
linearly related to the variables of the problem.
The examples in this section illustrate that linear programming can be used in a
wide variety of practical situations. We illustrate how a situation can be
translated into a mathematical model, and how the model can be solved to find
the optimum solution.

DECISION VARIABLES
Decision variables describe the quantities that the decision makers would like to
determine. They are the unknowns of a mathematical programming model.
Typically, we will determine their optimum values with an optimization
method. In a general model, decision variables are given algebraic designations
such as . The number of decision variables is n, and is the name
of the jth variable. In a specific situation, it is often convenient to use other
names such as or or . In computer models we use names such as
FLOW1 or AB_5 to represent specific problem-related quantities. An
assignment of values to all variables in a problem is called a solution.

OBJECTIVE FUNCTION
The objective function evaluates some quantitative criterion of immediate
importance such as cost, profit, utility, or yield. The general linear objective
function can be written as

Here is the coefficient of the jth decision variable. The criterion selected can
be either maximized or minimized.
CONSTRAINTS

A constraint is an inequality or equality defining limitations on decisions.

Constraints arise from a variety of sources such as limited resources, contractual
obligations, or physical laws. In general, an LP is said to have m linear
constraints that can be stated as

One of the three relations shown in the large brackets must be chosen for each
constraint. The number is called a "technological coefficient," and the
number is called the "right-hand side" value of the ith constraint.

Strict inequalities (< and >) are not permitted. When formulating a model, it is
good practice to give a name to each constraint that reflects its purpose.

SIMPLE UPPER BOUND

Associated with each variable, , may be a specified quantity, , that limits its
value from above;

When a simple upper is not specified for a variable, the variable is said to be
unbounded from above.

NON-NEGATIVE RESTRICTIONS

In most practical problems the variables are required to be nonnegative;

This special kind of constraint is called a nonnegativity restriction. Sometimes

variables are required to be nonpositive or, in fact, may be unrestricted (allowing
any real value).

COMPLETE LINEAR PROGRAMMING MODEL

Combining the aforementioned components into a single statement gives:

The constraints, including nonnegativity and simple upper bounds, define the
feasible region of a problem.

PARAMETERS

The collection of coefficients for all values of the indices i and j are
called the parameters of the model. For the model to be completely determined
all parameter values must be known.

RESOURCE ALLOCATION PROBLEM

Statement

The type of problem most often identified with the application of linear program
is the problem of distributing scarce resources among alternative activities.
The Product Mixproblem is a special case. In this example, we consider a
manufacturing facility ADYSHAL PVT. Ltd. that produces five different
products using four machines. The scarce resources are the times available on
the machines and the alternative activities are the individual production
volumes. The machine requirements in hours per unit are shown for each
product in the table. With the exception of product 4 that does not require
machine 1, each product must pass through all four machines. The unit profits
are also shown in the table.

The facility has four machines of type 1, five of type 2, three of type 3 and
seven of type 4. Each machine operates 40 hours per week. The problem is to
determine the optimum weekly production quantities for the products. The goal
is to maximize total profit. In constructing a model, the first step is to define the
decision variables; the next step is to write the constraints and objective
function in terms of these variables and the problem data. In the problem
statement, phrases like "at least," "no greater than," "equal to," and "less than or
equal to" imply one or more constraints.

Model

Variable Definitions

Pj: quantity of product j produced, j = 1….5

 Machine data and processing requirements (hrs./unit)

Machine Quantity Product 1 Product 2 Product 3 Product 4 Product 5

X1 X2 X3 X4 X5
M1 3 4 5 3 1 6

M2 4 2 3 4 5 7

M3 5 6 4 3 5 2

M4 7 3 5 6 4 1

M5 6 1 4 3 2 5

Unit Profit, $ - 10 15 20 25 12

Machine Availability Constraints

The number of hours available on each machine type is 40 times the number of
machines. All the constraints are dimensioned in hours. For machine 1, for
example, we have 40 hrs./machine  4 machines = 160 hrs.

SUBJECT TO
CONSTRAINT
4X1 + 5X2 + 2X3 + X4+ 6X5 < 120
2X1 + 3X2 + 4X3 + 5X4 + 7X5 < 160
6X1 + 4X 2+ 3X3 + 5X4 + 2X5 < 200
3X1 + 5X1 + 6X3 + 4X4 + X5 < 280

X1+4X2+3X3+2X4+5X5 < 240

Non-Negativity
Pj > 0 for j = 1...5

Objective Function

The unit profit coefficients are given in the table. Assuming proportionality, the
profit maximization criterion can be written as:

Maximize Z = 10X1+ 15X2 + 20X3 + 25X4 + 12X5

SOLUTION
Maximize Z =10X1+15X2+20X3+25X4+12X5 +0S1+0S2+0S3+0S4+0S5

Subject to constraint: 4X1 + 5X2 + 2X3 + X4+ 6X5+S1 =120

2X1 + 3X2 + 4X3 + 5X4 + 7X5 +S2= 160

6X1 + 4X 2+ 3X3 + 5X4 + 2X5 +S3= 200

3X1 + 5X2 + 6X3 + 4X4 + X5 +S4= 280

X1+4X2+3X3+2X4+5X5 +S5 =240

ITERATION -1

CJ 10 15 20 25 12 0 0 0 0 0

CB B XB X1 X2 X3 X4 X5 S1 S2 S3 S4 S5 M.R

0 S1 120 4 5 2 1 6 1 0 0 0 0 120

0 S2 160 2 3 4 5 7 0 1 0 0 0 32

0 S3 200 6 4 3 5 2 0 0 1 0 0 40

0 S4 280 3 5 6 4 1 0 0 0 1 0 70

0 S5 240 1 4 3 2 5 0 0 0 0 1 120

ZJ 0 0 0 0 0 0 0 0 0 0 0

CJ -ZJ 10 15 20 25 12 0 0 0 0 0
From ittration-1 we got all Cj - Zj > 0

ITERATION-2

CJ 10 15 20 25 12 0 0 0 0 0

CB B XB X1 X2 X3 X4 X5 S1 S2 S3 S4 S5 M.R

0 S1 88 18/5 22/5 6/5 0 23/5 1 0 0 0 0

25 X4 32 2/5 3/5 4/5 1 7/5 0 1/5 0 0 0

0 S3 40 4 1 -1 0 -5 0 -1 1 0 0

0 S4 152 7/5 13/5 14/5 0 - 0 - 0 1 0

23/5 16/5
0 S5 176 1/5 14/5 7/5 0 11/5 0 -2/5 0 0 1

ZJ 800 10 15 20 25 35 0 5

CJ- 0 0 0 0 -23 0 -5 0 0 0
ZJ

S1= Old S1- (1* new X4)

S3= Old S3- (5* new X4)

S4= Old S4- (4* new X4)

S5= Old S5- (2* new X4)

In the iteration 2 Cj-Zj < 0

Hence it is an optimal solution