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Name : Mohan N

Roll No : 511015404

ASSIGNMENTS
MB 0048 (4 credits) Set 2
Marks 60
OPERATIONS RESEARCH

Name Mohan N
Roll No 511015404

Program MBA
Subject OPERATIONS RESEARCH
[ Set 2]
Code MB0048

Note: Each Question carries 10 marks


1. What are the important features of Operations Research?
Describe in details the different phases of Operations Research.

Answer :

Important features of Operation Research are

1. It is System oriented: OR studies the problem from over all point of view
of organizations or situations since optimum result of one part of the
system may not be optimum for some other part.

2. It imbibes Inter — disciplinary team approach. Since no single individual


can have a thorough knowledge of all fast developing scientific know-
how, personalities from different scientific and managerial cadre form a
team to solve the problem.

3. It makes use of Scientific methods to solve problems.

4. OR increases the effectiveness of a management Decision making ability.

5. It makes use of computer to solve large and complex problems.

6. It gives Quantitative solution.

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7. It considers the human factors also.

Phases of Operations Research

The scientific method in OR study generally involves the following three


phases:

1) Judgment Phase: This phase consists of

a) Determination of the operation.

b) Establishment of the objectives and values related to the operation.

c) Determination of the suitable measures of effectiveness and

d) Formulation of the problems relative to the objectives.

2) Research Phase: This phase utilizes

a) Operations and data collection for a better understanding of the


problems.

b) Formulation of hypothesis and model.

c) Observation and experimentation to test the hypothesis on the basis of


additional data.

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.

3) Action Phase: It consists of making recommendations for the decision


process by those who first posed the problem for consideration or by anyone in
a position to make a decision, influencing the operation in which the problem is
occurred.

2. Describe a Linear Programming Problem in details in canonical


form.
Answer :
Canonical forms

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The general Linear Programming Problem (LPP) defined above can always be
put in the following form which is called as the canonical form:

Maximise

The characteristics of this form are:

1. all decision variables are non-negative.,

2. all constraints are CA type

3. the objective function is of the maximization type.

Any LPP can be Put in the canonical form by the use of five elementary
transformations:

1. The minimization of function is mathematically equivalent to the


maximization of the negative expression f this function. That is,
Minimize
is equivalent to

Maximize
2. Any inequality in one direction ( ) may be changed to an inequality in the
opposite direction ( )by multiplying both sides of the inequality by —1.

For example is equivalent to

3. An equation can be replaced by two inequalities in opposite direction. For


example, can be written as and

or and

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4. An inequality constraint with its left hand side in the absolute form can be
changed into two regular inequalities. For example: is

equivalent to and or

5. The variable which is unconstrained in sign (i.e., ) is


equivalent to the difference between 2 non-negative variables. For example, if
x is unconstrained in sign then

3. What are the different steps needed to solve a system of


equations by the simplex method?

Answer :

To Solve problem by Simplex Method

1. Introduce stack variables (Si’s) for” “ type of constraint.

2. Introduce surplus variables (Si’s) and Artificial Variables (Ai) for” “ type of
constraint.

3. Introduce only Artificial variable for “=“ type of constraint.

4. Cost (CJ) of slack and surplus variables will be zero and that of Artificial
variable will be “M”

5. Find ZJ-CJ for each variable.

6. Slack and Artificial variables will form Basic variable for the first simplex
table. Surplus variable will never become Basic Variable for

the first simplex table.

7. ZJ = sum of [cost of variable x its coefficients in the constraints — Profit or


cost coefficient of the variable].

8. Select the most negative value of ZJ - CJ. That column is called key column.
The variable corresponding to the column will become Basic

variable for the next table.

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9. Divide the quantities by the corresponding values of the key column to get
ratios select the minimum ratio. This becomes the key row. The Basic variable
corresponding to this row will be replaced by the variable found in step 6.

10. The element that lies both on key column and key row is called Pivotal
element.

11. Ratios with negative and “x” value are not considered for determining

key row.

12. Once an artificial variable is removed as basic variable, its column will be
deleted from next iteration.

13. For maximisation problems decision variables coefficient will be same as in


the objective function. For minimization problems decision variables coefficients
will have opposite signs as compared to objective function.

14. Values of artificial variables will always is — M for both maximisation and
minimization problems.

15. The process is continued till all ZJ - CJ 0.

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.
Answer : Here we study an important class of linear programs called the
transportation model. 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 a1 (i =
1, 2 ,m) units of homogeneous product and n destinations, each of which
requires b1 (j = 1, 2...., n) units of products. Here a1 and b are positive
integers. The cost Cjj of transporting one unit of the product from the ith
source to the 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.
i.e. a1=bj (1)
The condition (1) is guaranteed by creating either a fictitious destination with a
demand equal to the surplus if total demand is less than the total supply or

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a (dummy) source with a supply equal to the shortage if total demand e’ceeds
total supply. The cost of transportation from the fictitious 1estination to all
sources and from all destinations to the fictitious sources are assumed to be
zero so that total cost of transportation will remain the same.
5.3 The Transportation Algorithm (MODI Method)
The first approximation to (2) is always integral and therefore always a feasible
solution. Rather than determining a first approximation by a direct application
of the simplex method it is more efficient to work with the table given below
called the transportation table. The transportation algorithm is the simplex
method specialized to the format of table it involves:
i. finding an integral basic feasible solution
ii. testing the solution for optimality
iii. improving the solution, when it is not optimal
iv. repeating steps (ii) and (iii) until the optimal solution is obtained.
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) North-west corner rale
b) Matrix Minima Method or least cost method c) Vogel’s approximation
method. In the second stage we test the B.Fs for its optimality either b MCDI
method or by stepping stone method.

5. Describe the North-West Corner rule for finding the initial basic
feasible solution in the transportation problem.
Answer :
North West Corner Rule
Step 1: 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 = mm (a1,b1)

So that either the capacity of origin 0, is used up or the requirement at


destination D1 is satisfied or both. This value of x11 is entered in the upper left
hand corner (small square) of cell (1, 1) in the transportation table

Step 2: If b1 > a1 the capacity of origin 0, is exhausted but the requirement at


destination D is still not satisfied , so that at least one more other variable in
the first column will have to take on a positive value. Move down vertically to
the second row and make the second allocation of magnitude

x21 = mm (a2, b1 — x21) in the cell (2,1). This either exhausts the capacity of
origin 02 or satisfies the remaining demand at destination D.

If a1 > b1 the requirement at destination D1 is satisfied but the capacity of

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origin O is not completely exhausted. Move to the right horizontally to the


second column and make the second allocation of magnitude x2 = mm (a1 —
x11, b2) in the cell (1, 2) . This either exhausts the remaining capacity of origin
0 or satisfies the demand at destination D2.

If b1 = a1, the origin capacity of 01 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 = mm (a1 — a1, b2) = 0 in the cell (1, 2) or x21 = mm (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.

Example 1: Determine an initial basic feasible solution to the following


transportation problem using the north west corner rule:

Where 0j and Dj represent the ith origin and the jth destination respectively.
Solution: The transportation table of the given T.P. has 12 cells. Following
north west corner rule, the First allocation is made in the cell (1,1), the
magnitude being
x,1=min(14,6)=6

The second allocation is made in the 6 10 15 4cell (1,2)and the magnitude of


allocation is given by x12=min(14_6, 10)=8

The third allocation is made in the cell (2, 2), the magnitude being x = mm
(16, 10 — 8) = 2. The magnitude of fourth allocation, in the cell (2, 3) is given
by x23 = mm (16 — 2, 15) = 14. The fifth allocation is made in the cell (3, 3),

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Roll No : 511015404

the magnitude being x = mm (5, 15 —14) =1. The sixth allocation in the cell
(3,4) is given by x = mm (5—1, 4) = 4.

Now all the rim requirements have been satisfied and hence an initial feasible
solution to the T.P. has been obtained. The solution is displayed as

Clearly, this feasible solution is non-degenerate basic feasible solution ; for the
allocated cells do not form a loop. The transportation cost according to the
above loop is given by.
z = x11 C11 + X12 C12 + X22 C22 + X23 C23 + X33 C33 + X34 C34
= 6x6 + 8x4 + 2x9 + 14x2 + 1x6 + 4x2
= 128

6. Describe the Branch and Bound Technique to solve an I.P.P.


problem.
Answer :
At the tth iteration (t = 0, 1, 2 )

Step 0: If the master list is not empty, choose an L.P.P. out of it. Otherwise
stop the process, Go to step 1.

Step 1: Obtain the optimum solution to the chosen problem. If either

i. It has no feasible solution or

ii. The resulting optimum value of the objective function z is less than or
equal to z(t) then let z(t+1) = z(t) and return to step 0 otherwise go to step 2.

Step 2: If the so obtained optimum solution satisfies the integer constraints

(3) then record it. Let z(t+1) be associated optimum value of r, return to step

0. Otherwise move to step 3.

Step 3: Select any variable Xj, J = 1, 2 , ……. p. that does not have an Integer
value in the obtained optimum solution to the L.P.P. chosen In step 0. Let

denote this optimal value of x1. Add two L.P.P’s to. the master list: these

L.P.P’s are identical with the L.P.P. chosen in step 0, except that In one, the

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lower bound on Xj is replaced by [xj] + 1. Let z(t+1) = z(t); return to step 0.

Note: At the termination of the algorithm, if a feasible integer valued solution


yielding z(t) has been recorded it is optimum, otherwise no integer valued
feasible solution exists.

Example:

Use branch and bound technique to solve the following l.P.P.

Maximize

Subject to the constraints

Solution:

At the starting iteration we can consider z° = 0 to be the lower bound, for x,


since all x = 0 is feasible. The master list contains only the L.P.P. (1) (2) and
(3). which is designated as problem 1. Choose it in step 0, and in step I
determine the optimum solution.

(Solution to problem 1)

Since the solution is not integer valued, proceed from step 2 to step 3, and

select x1. Then since , place on the master list the following

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Roll No : 511015404

two additional problems.

Problem2:

Problem 3:

Returning to step 0: with z(1)=z(0) = 0,

We choose problem 2 , Step I establishes that problem 2 has the feasible


solution

z0 = 35, x1 = 5 x2 = 0 [solution to problem (2)] -----------(5)

Since this satisfies the integer constraints, therefore at step 2 we record it by


enclosing in a rectangle and let z(2) = 35.

Returning to step 0 with z2 = 35, we find that problem 3 is available. Step I


determines the following optimum feasible solution to it

(Problem 3)

Since the solution is not integer valued, proceed from step 2 to step 3 and

select x2. Then We add the following additional problems on

the master list:

Problem4:(1)(2)and

Problem 5: (1) (2) and

Returning to step 0 with z(3) = z(2) = 35, choose problem 4 from step I we know
that problem 4 has no feasible solution and so we again return to step 0 with
z> = z(3) = 35. Only problem 5 is available in the master list. In step I we
determine the following optimum solution to this problem.

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(solution to problems) —----— (6)

Since this satisfies the integer constraints, therefore at step 2. We record it by


enclosing inside a rectangle and let z(5) = 55.

Returning to step 0, we find that the master list is empty; and thus the
algorithm terminates.

Now, on terminating we find that only two feasible integer solution namely (5)
and (6) have been recorded. The best of these gives the optimum solution to
the given l.P.P. Hence the optimum integer solution to the given ,.P.P. is

Z0=55, x1=4, x2 = 3.

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