PART - A
- What is OR? Give some applications.
Operations Research has been
variously described as the “ Science of Use”, “Quantitative Common sense”
“Scientific approach to decision –making problem”etc. But only a few are
commonly used and accepted namely
(i)
Operations Research is the application of scientific
methods techniques and tools to problems involving operations of a system so as
to provide those in control of the system with optimum solutions to the problem.
(ii)
Operations Research is the art of giving bad answers to
problems which otherwise have worse answers.
(iii)
O.R. is a scientific method of providing executive
department with a quantitative basis for decisions regarding the operations
under this control.
(iv)
O.R. is applied decision theory. It use any scientific
mathematical or logical means to attempt to cope with the problems that
confront the executive when he tries to achieve a thorough going rationality in
dealing with his decision problems.
(v)
O.R. is a scientific approach to problems solving for
executive management.
(vi)
O.R. is a scientific knowledge through
interdisciplinary team effort for the purpose of determining the best
utilization of limited resources.
- What do you mean by general LPP?
Linear Programming is a
mathematical technique for choosing the best alternative from a set of feasible
alternatives, in situations where the objective function as well as the
restrictions or constraints can be expressed as linear mathematical function.
- Give the standard form and canonical form of a LPP
Canonical Form: The general linear programming problem can
always be expressed in the following form.
Max. Z = C1X1 + C2X2 + C3X3 +
………. + CnXn
Subject to Constraints
a11x1
+a12x2 + a13x3 + ………… + a1nxn £ b1
a21x1
+a22x2 + a23x3 + ………… + a2nxn £ b2
a31x1
+a32x2 + a33x3 + ………… + a3nxn
£ b3
………………………………………………..
………………………………………………..
………………………………………………..
am1x1 +
am2x2 + am3x3 + …………. + amn
xn £
bm
and non-negativity restrictions x1 , x2, x3
…………xn ³ 0
This form of LPP is called
Canonical form of LPP. In matrix notation the Canonical form of LPP can be
expressed as
Max. Z = CX (Objective Fn.)
Subject to AX £ b(Constraints)
And X ³ 0 (Non – negativity
restrictions)
Where C = (C1, C2, C3,
C4 ………………. Cn)
A = a11 a12 a13 ………………………. a1n
a21 a22 a23 ………………………. a2n
a31
a32 a33
………………………. a3n
.
.
.
.
.
.
.
am1
am2 am3 ………………………. amn
Standard form: The general linear
programming problem in the form
Max. Z
= C1x1 + C2x2 + C3x3 +
………….. + Cnxn
Subject to the constraints
c
And x1 , x2,
x3 , …….. >= 0 is
known as standard form.
- Specify the components of a LPP (OR) Specify the basic assumptions of LPP
(i)
Proportionality (ii) Additively (iii) Divisibility (iv)
Certainty (or) Deterministic
(iv) Finiteness (vi) Optimality.
- Write any two situations where LPP is applied.
Linear Programming technique is
used in many industrial and economic problems. They are applied in product mix,
blending, diet, transportation and assignment problems. Oil refineries,
airlines, railways , textiles, industries , Chemical industries, steel industries,
food processing industries and defense establishments.
- Graphical solution is not possible for LPP problem with more than two constraints
True or False? Justify your answer
Which is false. We can solve the
LPP by graphical solution with more than two constraints.
- What is the use of artificial variable in LPP
The purpose of introducing
artificial variables is just to obtain an initial basic
feasible solution.
- Define Slack, Surplus variables
Slack Variable: If the constraints of a given
LPP be S
aij xj £ bi then the non-
negative variable Si which are introduced to
convert the inequalities to equalities
S aij xj + Si
= bi are called slack variables.
Surplus variable: If the constraints of a given LPP be S aij
xj ³
bi then
the
nonnegative variable Si which are introduced to convert the
inequality
constraints to the equations S aij xj
- Si = bi are called surplus variables.
- What do you mean by degenerate solution in LPP
A basic solution is said to be a degenerate basic solution if one or
more of the
basic variables are zero
- Define a feasible region in graphical method.
A region or a set of points is said to be convex (or) feasible region if
the line
joining
any two of its points lies completely within the region
- What is meant by an optimal solution?
Any feasible solution, which optimizes (maximizes or minimizes) the
objective
function of the LPP is called its optimum solution or optimal solution.
- What is the difference between feasible solution and basic feasible solution?
Feasible solution: Any solution
to a LPP, which satisfies the non-negativity
restrictions of the LPP is called its feasible solution.
Basic solution: A basic solution is said to be a degenerate basic
solution if one
or more of the basic variables are zero.
Basic feasible solution: A feasible solution, which is also basic, is
called a basic
Feasible solutions.
- Define non-degenerate solution
A basic solution is said to be a
non-degenerate basic solution if none of the basic variables is zero.
- Define unbalanced solution and infeasible solution
Let there exists a basic feasible solution to a
given LPP if for at least one j, for which aij £ 0 Zj – Cj is negative,
and then there does not exists any optimum solution to this LPP
Infeasible solution: If some values
of the set of values x1,x2,x3,x4
……..xn
are negative which satisfies the constraints
of the LPP is called its infeasible solution
- Which are decision variables in the construction of OR problems?
Linear programming problem deals
with the optimization ie maximization or minimization of a function of decision
variable. The variables whose values determine the solution of a problem are
called decision variables of the problem.
- How many basic feasible solutions are there to a given system of m equations in
n
Unknowns
Here n > m . There are nCm basic
solutions are possible.
- What is key column and how is it selected ?
By performing the optimality test we
can find whether the current feasible
solution can be improved or not. This
can be done by performing Cj – Ej. If
Cj – Ej is positive under any column,
at least one better solution is possible. To
find the incoming variable take the highest
positive integer in the row Cj – Ej,
the variables belongs to highest
positive integer column is the incoming
variable and that column is a key column K
- What is key row and how is it selected?
To find the outgoing variable divide
the elements of the column “b” by the
element of the key column. The row
containing the minimum positive ratio is
marked. The variable belongs to that
row is the outgoing variable. That row is
called key row.
- How will you find whether a LPP has got an alternative optimal solution or
not, from the optimal simplex table ?
If Cj – Ej is positive under any
column, the profit can be increased ie the
current basic feasible solution is
not optimal and a better solution exists. When
no more positive values remain in the
Cj – Ej row, the solution becomes
Optimal.
- What are the advantages of duality?
(i)
If the primal problem contains a large number of rows
(Constraints) and a smaller number of columns (Variables), the computational
procedure can be considerably reduced by converting it into dual and then
solving it. Hence it offers advantages in many applications.
(ii)
It gives additional information as to how the optimal
solution changes as a result of the changes in the coefficients and the
formulation of the problem.
(iii)
Duality in LP has certain far-reaching consequences of
economic nature.
(iv)
Calculations of the dual checks the accuracy of the
primal solution.
- State the existence theorem of duality
If either problem has an unbounded
solution then the other problem has no
Feasible solution
- State fundamental theorem of duality
If either the primal or dual problem
has a finite optimal solution, then the
other problem also has a finite
optimal solution and also the optimal values of
the objective function in both the
problem are the same. I.e., Max Z = Min Z’
- What are the advantages of dual simplex method?
The dual simplex method is used
to solve the problems, which start dual
Feasible ie the primal is optimal
but infeasible. The advantages of this
Method is avoiding the artificial variables
introduced in the constraints along
With the surplus variables as all
“ >= “ constraints are converted into “<= “
Type.
24 What
do you meant by shadow prices?
The
values of the decision variable of dual of a LPP represents shadow
price of a resource.
25.What is the advantage of dual
simplex method?
The
advantage of dual simplex method is to avoid introducing the artificial
variables along with the surplus
variable as the ³
type constraint is converted into
£ type.
PART-B
(1) A firm produces 3 products. These
products are processed on 3 different machines. The time required to
manufacture one unit of each of the 3 products and the daily capacity of the 3
machines are given below:
Machine
|
Time per unit (minutes)
|
Machine
|
||
Product1
|
Product2
|
Product3
|
Capacity (Minutes/day)
|
|
M1
|
2
|
3
|
2
|
440
|
M2
|
4
|
-
|
3
|
470
|
M3
|
2
|
5
|
-
|
430
|
It is required to determine the
number of units to be manufactured for each product daily. The profit per unit
for product 1,2 and 3 is Rs4, Rs3, Rs6 respectively. It is assumed that all the
amounts produced are consumed in the market. Formulate the mathematical model
for the problem.
Solution: Maximize
Z = 4x1+3x2+6x3
Sub to the constraints
2x1+3x2+2x3
£
440
4x1+3x2 £ 470
2x1+5x2
£ 430 & x1,x2,x3 ³ 0
(2)A firm produces an
alloy having the following specifications:
(i) Specific gravity £ 0.98
(ii) Chromium ³ 8%
(iii) Melting point ³ 450°C
Raw materials A, B, C having the properties
shown in the table can be used to make the alloy.
Property
|
Raw material
|
||
A
|
B
|
C
|
|
Specific gravity
|
0.92
|
0.97
|
1.04
|
Chromium
|
7%
|
13%
|
16%
|
Melting point
|
440°C
|
490°C
|
480°C
|
Cost of the various raw materials per
unit ton are: Rs.90 for A, Rs.280 for B and Rs.40 for C. Find the proportions
in which A,B and C be used to obtain an alloy of desired properties while the
cost of raw materials is minimum.
Solution: Minimize Z
= 90x1 + 280x2 + 40x3
Sub to
0.92x1
+ 0.97x2 +1.04x3 £ 0.98
7x1 + 13x2 +16x3 ³ 8
440x1 +490x2 +480x3
³ 450 & x1, x2, x3
³
0
(3)ABC manufacturing
company can make 2 products P1 and P2.Each of the product
require time on a cutting machine and a finishing machine relevant data are
Require time
|
Product
|
|
P1
|
P2
|
|
Cutting hrs (per unit)
|
2
|
1
|
Finishing hrs (per unit)
|
3
|
3
|
Profit 9per unit)
|
Rs.6
|
Rs.4
|
Max. sales (per week)
|
-
|
210
|
The number of cutting hours
available per week is 390 and the number of finishing hours available per week
is 810.How much of each product should be produce in order to maximize the
profit ? Nov/Dec
2003
Solution: Max Z = 6x1 +4x2
Solution: Max Z = 6x1 +4x2
Sub to
2x1 +x2 £ 390
3x1 + 3x2
£
810 & x1, x2 ³ 0
(4)Old hens can be bought
at Rs.2 each and young ones at Rs.5 each. The old hens lay 3 eggs per week and
the young ones lay 5eggs per week, each egg being worth 30 paise. A hen costs
Rs.1 per week to feed. A person has only Rs.80 to spend for hens. How many of
each kind should he buy to give a profit of more than Rs.6 per week, assuming
that he cannot house more than 20 hens. Formulate this as a L.P.P.
Solution: Max Z = 0.5 x2
– 0.1x1
Sub to
2x1 + 5x2
£
80
x1 + x2 £ 20
0.5x2 – 0.1x1
³
6 & x1, x2 ³ 0
(5) A television company
operates 2 assembly sections, section A and section B. Each section is used to
assemble the components of 3 types of televisions : Colour, standard and Economy. The expected
daily production on each section is as follows :
T.V
Model
|
Section
A
|
Section
B
|
Colour
|
3
|
1
|
Standard
|
1
|
1
|
Economy
|
2
|
6
|
The daily running costs for 2 sections average
Rs.6000 for section A and Rs.4000 for section B .It is given that the company
must produce at least 24 colours, 16
standard and 40 Economy TV sets for which an order is pending. Formulate this
as a L.P.P so as to minimize the total cost.
Solution : Minimize
Z = 6000x1 + 4000x2
Sub to
3x1 + x2 ³ 24
x1 +
x2 ³
16
2x1 +
6x2 ³
40 & x1 , x2 ³ 0
(6) An electronics company
produces three types of parts for automatic washing machine.
It purchases costing of the parts from a
local foundry and then finishes the part of
drilling, shaping and polishing machines.
The selling prices of parts A,B and C
respectively are Rs. 8,Rs.10 and Rs.14.All parts
made can be sold.Casing for parts A,B and
C respectively cost Rs.5,RS.6 and
Rs.10.The shop possesses only one of each
type of machine. Costs per hour to run
each type of three machines are Rs.20 for
drilling, Rs.30 for shaping and for
polishing.The capacities for each part on
each machine are shown in the following
table.
Machine/Capacity per hour
|
Part A
|
Part B
|
Part C
|
Drilling
|
25
|
40
|
25
|
Shaping
|
25
|
20
|
20
|
Polishing
|
40
|
30
|
40
|
(MAY/JUNE 2007)
(6) Solve Graphically: Maximize Z
= 3x1 + 9x2
sub to x1 + 4x2 £ 8
x1 + 2x2 £
4 &
x1, x2 ³ 0
Solution : Z = 18 , x1 = 0, x2 =
2 , x3 = 0, x4 = 0.
(7)Solve graphically :
Maximize Z = 2x1 + 4x2
sub
to x1 + 2x2 £ 5
x1 + x2
£
4 & x1, x2 ³ 0
Solution : Alternate
solution
x1 = 0 , x2
= 5/2 and Z = 10 & x1 = 3, x2 = 1 , Z = 10.
(8)Solve Graphically:
Maximize Z = 2x1 + x2
sub
to x1 – x2 £ 10
2x1 £ 40
& x1,x2 ³ 0.
Solution : Unbounded solution
(9) Solve graphically :
Maximize Z = 3x1 + 2x2
sub
to 2x1 + x2 £ 2
3x1 + 4x2 ³ 12 &
x1,x2 ³ 0.
Solution : Infeasible solution.
(10)Solve graphically :
Maximize Z = 100x1 + 40x2
5x1 +2 x2
£ 1000
3 x1 +2 x2 £ 900
x1 + 2x2 £ 500
& x1 , x2 ³ 0 (MCA,MAY/JUNE 2007)
(11)Solve by Simplex
Method: Maximize Z = 3x1 + 9x2
sub to x1 + 4x2
£
8
x1 + 2x2
£
4 &
x1,x2 ³ 0
Solution : Z = 18 ,x1 =
0, x2 = 2 , x3 = 0, x4 = 0.
(12)Solve by Simplex Method
: Maximize Z = 2x1 + 4x2
sub to x1 + 2x2
£
5
x1 + x2 £ 4 & x1,x2 ³ 0
Solution : Alternate
solution
x1 = 0 , x2
= 5/2 and Z = 10 & x1 = 3, x2 = 1 , Z = 10.
(13) Solve by Simplex
Method : Maximize Z = 2x1+ x2
sub to x1 – x2
£
10
2x1 £
40 & x1,x2 ³ 0.
Solution : Unbounded solution
(14) Solve by Simplex
Method: Maximize Z = 3x1 + 2x2
sub to 2x1 + x2 £ 2
3x1 + 4x2 ³ 12
& x1,x2 ³
0.
Solution : Infeasible solution.
(15) Solve by Simplex
Method : Maximize Z = 20 x1 + 30x2
Sub to 2x1 + 3x2 £ 120
x1
+ x2 ³ 35
2x1 + 1.5x2
£
90 & x1, x2 ³ 0.
Apr/May 2004
Solution : Z = 1050 ,x1
= 0 , x2 = 35.
(16)Maximize Z = 15x1
+6 x2 +9 x3+2x4
Sub to 2x1 +x2 + 5x3
+6x4 £ 20
3x1 +x2 +
3x3 +25x4£ 24
7x1 + x4 £ 70 &
x1, x2,x3, x4 ³ 0. (MCA,MAY/JUNE
2007)
(16) Solve by Simplex
Method : Minimize Z = 8x1 – 2x2
Sub to -4x1 + 2x2
£
1
5x1 – 4x2 £
3 &
x1, x2 ³ 0.
Solution : Min Z = -1, x1
= 0, x2 = ½.
(17)Use Big-M OR Penalty
Method to solve
Maximize Z = 2x1 + x2
+ x3
Sub to 4x1 + 6x2 +
3x3 £
8
3x1 – 6x2 –
4x3 £
1
2x1 + 3x2
– 5x3 ³
4. & x1, x2,x3
³
0.
Solution: Max Z =
64/21, x1 = 9/7, x2 = 10/21 , x3 = 0
(18)Use Big-M OR Penalty
Method to solve
Minimize Z = 4x1 + 3x2
Sub to 2x1 + x2 ³ 10
-3x1 + 2x2£ 6
x1 + x2
³
6 & x1,x2 ³ 0.
Solution : Min Z = 22, x1 = 4, x2 =
2.
(19)Use Two-phase method to
solve
Maximize Z = 5x1 + 8x2
Sub to
3x1 + 2x2 ³ 3
x1 + 4x2
³
4
x1 + x2
£
5 & x1,x2 ³ 0.
Solution : Max Z = 40, x1 = 0, x2 = 5.
(20) Use Two-phase method
to solve
Minimize Z = -2x1 – x2
Sub to
X1 + x2
³
2
X1 + x2 £ 4
& x1,x2 ³ 0.
Solution: Min Z = -8, x1 = 4, x2 =
0.
Variants of the Simplex Method:
(21`) Solve the L.P.P by
Simplex Method :
Maximize Z = x1 + 2x2
+ x3
Sub to
2x1 + x2
– x3 £ 2
-2x1 + x2
– 5x3 ³
-6
4x1 + x2+
x3 £ 6 & x1,x2,x3
³
0.
Solution : Max Z =
10, x1 = 0, x2 = 4, x3 = 2.
(22) Solve the L.P.P by
Simplex Method :
Maximize Z = 3x1 – x2
Sub to
X1 – x2
£
10
X1 £ 20 & x1,x2
³
0.
Solution : Unbounded
solution.
(23) Solve the L.P.P by
Simplex Method :
Maximize Z = 6x1 + 4x2
Sub to
2x1 + 3x2
£
30
3x1 + 2x2
£
24
x1 + x2
³
3 & x1,x2 ³ 0.
Solution : Max Z = 48, x1 = 8, x2 =
0 & Max Z = 48, x1 = 12/5, x2 = 42/5
(24) Solve the L.P.P by
Simplex Method :
Maximize Z = 3x1 + 2x2
Sub to
2x1 + x2
£
2
3x1 + 4x2
³
12 & x1,x2 ³ 0.
Solution : Infeasible solution.
(25) Solve the L.P.P by
Simplex Method :
Maximize Z = 2x1 + 3x2
Sub to
-x1 + 2x2
£
4
x1 + x2
£
6
x1 + 3x2
£
9 & x1, x2 are unrestricted.
Solution : Max Z = 27/2, x1
= 9/2, x2 = 3/2.
(26)Solve by Dual Simplex
Method:
Minimize Z = 3x1 + x2
Sub to
3x1 + x2 ³ 3
4x1 + 3x2
³
6
x1 + x2
£
3 & x1,x2 ³ 0.
Solution : Min Z = 21/5, x1
= 3/5, x2 = 6/5.
(27) Solve by Dual Simplex
Method:
Minimize Z = 2x1 + 3x2
Sub to
2x1 + 2x2 £ 30
x1 + 2x2
³
10 & x1, x2 ³ 0.
(28)Write down the dual of
the following LPP and solve it.
Max Z = 4x1 + 2x2
Sub to
-x1 – x2 £ -3
-x1 + x2 ³ -2
& x1, x2 ³ 0.
Solution : Infeasible solution
(29)Use duality to solve
the following LPP
Minimize Z = 2x1 + 2x2
Sub to
2x1 + 4x2
³
1
-x1 – 2x2 £ -1
2x1 + x2
³
1 & x1, x2 ³ 0.
Solution : Min Z = 4/3, x1 = 1/3, x2
= 1/3.
(30)Use duality to solve the following LPP
Maximize Z = 3x1 + 2x2
Sub to
X1 + x2 ³ 1
X1 + x2 £ 7
X1 +2x2
£ 10
X2 £
3 & x1, x2 ³ 0.
Solution: Max Z =21,
x1 = 7, x2 = 0.
(31)Use duality to solve
the following LPP
Minimize Z =x1 –x2+x3
Sub to
x1 – x3
³
4
x1 – x2 + 2x3
³
3 & x1, x2,x3 ³ 0.
Solution: Infeasible solution.
(32) Consider the LPP
Max Z = 2x1 + x2 +
4x3 –x4
Sub to
X1 +2x2 + x3-3x4£ 8
-x2 + x3+2x4
£ 0
2x1 + 7x2 –
5x3 – 10x4 £ 21 & x1,
x2, x3, x4 ³ 0.
(a) Solve
the LPP
(b) Discuss
the effect of change of b2 to 11.
(c) Discuss
the effect of change of b to [3,-2,4].
Solution:
(a) Max Z =16, x1 = 8, x2 = x3 = x4 =
0.
(b) Max = 87/2, x1 = 49/2, x2 =
x3 = 0, x4 = 11/2.
( c) Infeasible solution.
(33)Consider the LPP
Max Z = 3x1 + 4x2 +
x3 + 7x4
Sub to
8x1 + 3x2 +
4x3 + x4 £ 7
2x1 + 6x2 + x3
+ 5x3 £
3
x1 + 4x2 + 5x3
+ 2x4 £
8 & x1, x2, x3, x4 ³ 0.
(a)
Solve the LPP.
(b)
If a new constraint 2x1 + 3x2 + x3
+ 5x4 £
4 is added to the above LPP, discuss the effect of change in the solution of
the original problem.
(c)
If a new constraint 2x1 + 3x2 + x3
+ 5x4 £
2 is added (or) if the upper limit of
the above constraint is reducd to 2, discuss the effect of change in the otimum
solution of the original problem.
Solution :
(a) Min Z = 83/19, x1 = 16/19, x2 = 0, x3 = 0,
x4 = 5/19.
(b) Redundant.
( c) Max Z = 113/38, x1
= 33/38, x2 = x3 = 0, x4 = 1/19.
(34)Consider the LPP
Max Z = 2x1 + x2 +
4x3 – x4
Sub to
X1 + 2x2 + x3
– 3x4 £
8
-x2 +x3
+ 2x4 £
0
2x1 + 7x2 – 5x3
– 10x4 £
21 & x1, x2, x3,
x4 ³
0.
(a)
Solve the LPP.
(b)
Discuss the effect of change of c1 to 1.
(c)
Discuss the effect of change of (c3, c4)
to (3, 4).
(d)
Discuss the effect6vcof change of (c1, c2,
c3, c4) to (1, 2 , 3 , 4)
Solution
:
(a)
Max Z = 16, x1 = 8, x2 = x3
= x4 = 0.
(b)
Max Z 40/3, x1= x4 = 0, x2
= 8/3, x3 = 8/3.
(c)
Max Z = 163/5, x1 =0, x2 = 21/2,
x3 = 11/10, x4 = 47/10.
(d)
Max Z = 431/10, x1= 0, x2 = 21/2,
x3 = 11/10, x4 = 47/10.
(35)Consider the LPP
Max Z = 5x1 + 12x2 +
4x3
Sub to
X1 + 2x2 + x3
£
5
2x1 – x2 + 3x3
= 2 & x1, x2,
x3 ³
0.
(a)
Discuss the effect of changing a3 to (2,5)
from (1,3)
(b)
Discuss the effect of changing a3 to (-5,2)
from (1,3).
(c)
Discuss the effect of changing a3 to (-1,2)
from (1,3).
Solution
:
(b) Unbounded
solution.
(d)
Max Z = 60, x1 = 0, x2 = 4, x3
= 3.
(36)Consider the LPP
Max Z = 3x1 + 5x2
Sub to
X1 £
4
3x1 + 2x2
£
18 & x1, x2 ³ 0.
(a)
Solve this LPP.
(b)
If a new variable x5 is added to this
problem with a column (1,2) and c5 = 7 find the change in the
optimal solution.
Solution
:
(a)
Max Z = 45, x1 = 0, x2 = 9.
(b)
Max Z = 53, x1 = 0 , x2= 5, x5
= 4.
(37)Consider
the optimal table of a maximization problem
Cj =
|
3
|
5
|
0
|
0
|
7
|
||
CB
|
YB
|
XB
|
x1
|
x2
|
x3
|
x4
|
x5
|
7
|
x5
|
4
|
1
|
0
|
1
|
0
|
1
|
5
|
x2
|
5
|
1/2
|
1
|
-1
|
1/2
|
0
|
Zj - Cj
|
53
|
13/2
|
0
|
2
|
5/2
|
0
|
Find the change in the optimal solution, when the basic variable x2
is deleted.
Solution
: Max Z = 28, x1 = 0,
x2 = 0 & x5 = 4.
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