MB0048 Operations Research Set- 1

Q.1 Maximise z = 3x1 + 4x2 Subject to constrains 5x1 + 4x2< 200; 3x1 + 5x2< 150; 5x1 + 4x2> 100; 8x1 + 4x2> 80,

x1> 0, x2> 0

Answer: Minimise w = 200y1 + 150 y2 - 100y3 - 80y4 Subject to constraints : 5y1 + 3y2 - 5y3 - 8y4 > 3 4y1 + 5y2 - 4y3 - 4y4 > 4

y1, y2, y3, y4 > 0

Q.2 State the ways in which customers in a queue are served. Answer: Service Facility is based on three parameters- Availability of service, number of service centres and duration of service. AVAILABILITY OF SERVICE It is necessary to examine if there are any constraints that reduce the number of customers to be served at a time, apart from specifying the time span of the availability of service. For example, in a waiting line for a suburban train, apart from the timings of the train services, the probability distribution of the number of passengers that can be accommodated in atrain that arrives is relevant. NUMBER OF SERVICE CENTRES If only one service centre is referred to as a service channel, obviously only one customer can be served at a time. There will definitely be more than one service centre and the behaviour of the queues will vary with the number of channels available for service. Multiple service channels may be arranged in series or in parallel. Multiple service channels are arranged in series when a customer has to go through several counters one after another with each providing a different part of the service. For instance, bank counters where a customer has to go to at least two counters to withdraw is an example of arrangement in series.
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On the other hand ticket booths in a railway station have multiple channels with parallel arrangement. DURATION OF SERVICE This is the length of time taken to service a customer. This can be constant or varying. Constant service time: Though not in practice, an assumption that service time is constant holds true, if the pattern of arrivals is very irregular. Completely random service time: The service time can be considered completely random when: The server does not distinguish between the various arrivals. The server does not deliberately change the duration of service on the basis of the time taken to serve the previous arrival. The server forgets the time for which he / she has been serving a customer Under the above mentioned conditions, the service time follows exponential distribution which means it is equal to reciprocal of the average rate of service. Service time following Erlang distribution Sometimes, the assumption of an exponential distribution for service time valid. Hence Erlang family of service time distribution is used. Example of queuing Discipline in daily life

Sr No 1 2 3 4 5 6 7

Situation Passenger of customers through super market Checkout

Arriving customers Shoppers

Service facility checkout counters Road network Transmission lines Bank tellers central processing unit Ticket booking windows Loading crews and facilities

Flow of automobile traffic through a road Automobiles network Transfer of electronic messages Banking Transactions Flow of computer programmers through a computer system Sale of theatre tickets Arrival of trucks to carry fruits and vegetables from a central market Electronic messages Bank Patrons computer programmers Theatre visitors Trucks

8 9 10 11

Registration of unemployed at employment exchange Occurrences of fires Flow of ships to the seashore Calls at police control room

Unemployed personnel Fires Ships Service cells

Registration assistants Firemen and equipment Harbour and docking facilities Policemen

Q.3 Explain the use of simulation in networks? What are the advantages of using simulation? Answer: Simulation is the process of defining a model of a real system and conducting experiments with this model for the purpose of understanding the behaviour ( within the limits imposed by a criteria or a set of criteria ) for the operation of a system. SIMULATION IN NETWORK A number of network simulation models have also been developed eg: simulation of probabilistic activity times in PERT network. The critical path and the project duration can be found out with randomly selected activity times for each activity. The probability distribution of project completion time and the probability that each of given activity is on the critical path can be obtained by repeating the process a number of times. NETWORK DESIGN Observe that the critical path of the project is 1 2 3 4 67, with an expected duration of 20.2 days. to use the simulation for obtaining the project length, we first determine the random number intervals for each activity. Random number coding is shown in the table. The five simulation runs, by taking random numbers, are started below. For each run, the critical path and the project durations are obtained and the project tine is obtained as follows: Total time = Larger of times for activities A and C, and B + Time for activity D + Larger of times for activities E + Time for activity G

Random Number Coding Activity Time Probability Cumulative Probability 0.20 0.80 1.00 0.10 0.40 0.70 0.90 1.00 0.15 0.90 1.00 0.80 1.00 0.10 0.10 0.70 1.00 0.20 1.00 0.50 1.00 Random Number Interval 00-19 20-79 80-99 00-09 10-39 40-69 70-89 90-99 00-14 15-89 90-99 00-79 80-99 00-09 10-39 40-69 70-99 00-19 20-99 00-49 50-99

F G

3 4 5 4 5 6 7 8 1 3 5 4 5 3 4 5 6 5 7 2 3

0.20 0.60 0.20 0.10 0.30 0.30 0.20 0.10 0.15 0.75 0.10 0.80 0.20 0.10 0.30 0.30 0.30 0.20 0.80 0.50 0.50

ADVANTAGES OF SIMULATION Simulation is the process of experimenting on the model rather than on the operation which the model represents. Following are some of the advantages of simulations: The study of very complicated systems or sub-system can be done with the help of simulation. We can investigate the consequences for a system of possible changes in parameters in terms of the model. The knowledge of a system obtained in designing and conducting the simulation is very valuable. Simulation enables us to access the possible risks involved in a new policy before actually implementing it. Simulation methods are easier to apply than pure analytical methods

Q.4 Explain maximin-minimax principle. Briefly describe the characteristics of competitive game Answer: MAXIMIN-MINIMAX PRINCIPLE Player A and player B are to play a game without knowing the other players strategy. However, player A would like to maximize his profit and player B would like to minimize his loss. Also each player would expect his opponent to be calculative. Suppose player A plays A1. Then, his gain would be a11, a12, ... , a1n, accordingly Bs choice would be B1,B2, , Bn. Let 1 = min { a11, a12, , a1n. Then, 1 is the minimum gain of A when he plays A1 (1 is the minimum pay-off in the first row.) Similarly, if A plays A2, then his minimum gain is 2, the least pay-off in the second row. You will find corresponding to As play A1, A2, , Am, the minimum gains are the row minimums 1, 2, , m. Suppose A chooses the course of action where i is maximum. Then the maximum of the row minimum in the pay-off matrix is called maximin. The maximin is = max I { min j (aij) } Similarly, when B plays, he would minimise his maximum loss. The maximum loss to B is when Bj is j = max i ( aij ). This is the maximum pay-off in the j th column. The minimum of the column maximums in the pay-off matrix is called minimax. The minimax is = min j { max I (aij) } If = = v (say), the maximin and the minimax are equal and the game is said to have saddle point. If < , then the game does not have a saddle point. Note: cannot be greater than

CHARACTERISTICS OF COMPETITIVE GAMES A competitive game has the following characteristics: 1. 2. 3. 4. The number of players or competitors is finite. Each player has finite number of courses of action or moves. A game is played when each player adopts any one course of action. Every time a game is played, the corresponding combination of courses of action leads to a transaction or payment to each player. The payment is called pay-off or gain. The pay-off may be monetary (money) or some benefit, such as increased sales. 5. The players do not communicate with each other. 6. The players are aware of the rules before starting the game. N-person game A game having n players participating is called n-person game. A two-player game is called 2-person game (two person game). Zero-sum game If the sum of the gains (pay-off) of the players in a game is zero, the game is called zero-sum game. A zero-sum game with two players is called two-person zero-sum game. It is also called rectangular game. In a two-person zero-sum game, the gain of one player is the loss of the other. Two-person zero-sum game (Rectangular Game) A two-person zero-sum game is a game where: Two players participate. The gain of one player is the loss of the other.

Consider a two-person zero-sum game with the players A and B. Let A1 ,A2 ,...Am be the m courses of action for player A. Let B1,B2, ...Bn be the n courses of action for player B. Let aij (i=1,2,.....m;j=1,2,....n)be the pay-off (gain) of player A when he plays the course of action, Ai and player B plays the course of action Bj Then, the matrix is the pay-off (gain) matrix of player A.

Pay-off (gain) Matrix of Player A This is a mxn (read as m by n) game. Here, aij is As gain and Bs loss. Therefore, (-aij ) is the gain of B. To obtain the pay-off matrix of B, write (-aij) in the place of aij in the above matrix and then write the transpose of matrix. Strategy In a game, the strategy of a player is predetermined. The player uses this strategy to select a course of action during the game. The strategy of a player may be pure or mixed. Pure Strategy During the game, if a players strategy is to adopt a specific course of action, irrespective of the opponents strategy, the players strategy is called pure strategy. Mixed Strategy If a player chooses his course of action according to pre-assigned probabilities, then the players strategy is called mixed strategy.

Q.5 A project has 10 activities. The following table shows the information about the activities. Table 14.5: Activities information Activity
A B C D E F G H I J

Preceding Activity
_ _ A A A C D B, D, E H I, G, F

Duration in Weeks
6 3 5 4 3 3 5 5 2 3

Draw the network Find the project duration Identifying the CPM Prepare the schedule

Answer:
NETWORK DIAGRAM

4
3F C5 4 5 J

2
AC 3 E D

G 2 I

3
H5

Project duration CPM Schedule

- 20 Weeks - ADHIJ

Expected duration of each activity D can be obtained as the mean of Therefore D = + 2m 3 = a + b + 4m 6

and 2m

The variance of each activity denoted by: Variance V = ( )2

Calculate the mean and variance of i, E { i } = ESi and Var { i } =

k

Each path move backward and substitute the Dij for each activity (I, j)
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E (Lj) = E ( a) E (i) = L (Lj) - Dij Specified by an analyst with probability = Pr (Z Ki) Z ~ N (01) and Ki = STi E (i) V (i ) Activity Table Activity (I, J) Duration Start ESi
3 3 2 0 3 2 7 5 6 0 3 3 6 6 6 6 6 13 3 6 5 6 9 8 13 11 19

Completion ECij
0 3 4 6

Start LSij

Completion LCj
3 6 6 6 13 19 13 19 19

Total Float TFij

Free Float FFij

0 0 1 0 4 11 0 8 0

(1,2) (2,3) (2,4) (3,4) (3,5) (3,6) (4,5) (4,6) (5,6)

0* 0* 1 0* 4 11 0* 8 0*

10 17 6 14 13

Q.5 Discuss different types of service systems ? Answer: SERVICE SYSTEM The service is provided by a service facility or (facilities). This may be a person (a bank teller, a barber, a machine (elevator, gasoline pump), or a space (airport runway, parking lot, hospital bed) to mention a few. A service facility may include one person or several people operating as a team. There are two aspects of a service system. a) the configuration of the service system and
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b) the speed of the service. (A) Configuration of the service system The customers entry into the service system depends upon the queue conditions. If at the time of customers arrival, the server is idle, then the customer is served immediately. Otherwise the customer is asked to join the queue, which can have several configurations. By configuration of the service system we mean how the service facilities exist. Service systems are usually classified in terms of their number of channels, or numbers of servers. (i) Single server Single queue The models that involve one queue one service station facility are called single server models where customer waits till the service point is ready to take him for servicing. Students arriving at a library counter is an example of a single server facility.

Single server Single queue model

(ii) Single server Several queues In this type of facility there are several queues and the

customer may join any one of these but there is only one service channel.

Single server Several queues model Queues Arrivals Service facility Customer Leave

(iii) Several (parallel) servers Single queue In this type of model there is more than one server and each server provides the same type of facility. The customers wait in a single queue until one of the service channels is ready to take them in for servicing.

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Several (parallel) servers Single queue model

Service stations

(iv) Several servers Several queues This type of model consists of several servers where each of the servers has a different queue. Different cash counters in an electricity office where the customers can make payment in respect of their electricity bills provide an example of this type of model.

Several servers Several queues model

(v) Service facilities in a series In this, a customer enters the first station and gets a portion of service and then moves on to the next station, gets some service and then again moves on to the next station and finally leaves the system having received the complete service. For example, machining of a certain steel item may consist of cutting, turning, knurling, drilling, grinding and packaging operations, each of which is performed by a single server in a series.

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Multiple service in a series

(B) Speed of the service In a queuing system, the speed with which the service is provided can be expressed in either of the two ways as service rate or as service time. The service rate describes the number of customers serviced during a particular time period. The service time indicates the amount of time needed to service a single customer. Service rates and times are reciprocal of each other and either of them is sufficient to indicate the capacity of the facility.

Thus if a cashier can attend, on an average 5 customers in an hour, the service rate would be expressed as 5 customers/hour and service time would be equal to 12 minutes/customer. Generally, we consider the service time only. If these service times are known exactly, the problem can be easily handled. If these are different and not known with certainty, we have to consider the distribution of the service times in order to analyse the queuing system. Generally, the queuing models are based on the assumption that service times are exponentially distributed about some average service time.

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