Lecturer: R.Rajaraman Subject: Applied Operation Research Code: BA1603 UNIT I: Introduction To Linear Programming Part-A

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Lecturer: R.

Rajaraman
Subject: Applied Operation Research
Code: BA1603

UNIT I: Introduction to Linear Programming

PART-A
1. Define LPP
2. Explain the terminologies of linear programming model
3. What are the major assumptions of linear programming ?
4. What are the special cases of LPP?
5. Define the following;
a) Basic solution
b) Non-degenerate solution
c) Degenerate solution
6. What is an unbounded solution in LP?
7. Write a note on Sensitive Analysis
8. Graphical solution is not possible for LPP with more than
two constraints. True or False? Justify your answer.
9. What is the use of Artificial variable in LP solution?
10. Define slack variable and surplus variable
11. Define Optimal solution
12. What is the difference between feasible solution and basic
feasible solution?
13. Define Unbounded solution
14. What do you mean by standard form of LPP?
15. What do your mean by canonical form of LPP?
16. What is key column and how is it selected?
17. What is key row and how is it selected?
18. What is the difference between regular simplex method
and dual simplex method?
19. What is a redundant constraint?
20. solve the following LPP graphically:
Maximize Z = 20X 1 + 80X2
Subject to:
4X 1 + 6X2  90
8X 1 + 6X2 100
5X1 + 4X2 80
X1, X2 0
PART-B

1. ABC manufacturing company can make two products P 1


and P2 . Each of the product require time on a cutting
machine and a finishing machine relevant data are
Product
P1 P2

Cutting hrs(per unit) 2 1

Finishing hrs (per unit) 3 3

Profit (per unit) Rs.6 Rs.4

Max. sales (per week) -- --

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?

2. A company has two grades of inspectors, 1 and 2, who are


to be assigned for a quality control inspection. It is
required that at least 1800 pieces be inspected per 8-hour
day. Grade 1 inspectors can check pieces at the rate of 25
per hour, with an accuracy of 98%. Grade 2 inspectors
check at the rate of 15 pieces per hour, with an accuracy
of 95%.
The wage rate of a Grade 1 inspector is $4.00 per
hour, while that of a Grade 2 inspector is $3.00 per hour.
Each time an error is made by an inspector, the cost to
the company is $2.00 per hour. The company has
available for the inspection job eight Grade 1 inspectors,
and ten Grade 2 inspectors, which will minimize the total
cost of the inspection.
03. A farmer has a 100 acre farm. He can sell all tomatoes,
lettuce and radishes and can raise the price to obtain
Re1.00 per kg. for tomatoes. Rs.0.75 ahead for lettuce and
Rs.2.00 per kg for radishes. The average yield per acre is
2000 kg. of tomatoes, 3000 heads of lettuce and 1000 kg
of radishes. Fertilizers are available at Rs.0.50 per kg and
the amount required per acre is 100 kgs each for tomatoes
and lettuce and 50 kgs for radishes. Labour required for
sowing, cultivating and harvesting per acre is 5 man-days
or tomatoes and radishes and 6 man-days for lettuce. A
total of 400 man-days of labour are available at Rs.20.000
per man-day. Formulate this problem as a linear
programming model to maximize the farmer’s total profit.

04. A company produces two types of leather belts A and B. A


is of superior quality and B is of inferior quality and B is of
inferior quality. The respective profits are Rs.10 and Rs.5
per belt. The supply of raw material is sufficient for
making 850 belts per day. For belt A, a special type of
buckle is required and 500 are available per day. There
are 700 buckles available for belt B per day. Belt A needs
twice as much time as that required for belt B and the
company can produce 500 belts if all of them were of the
type A. Formulate a LP model for the above problem.

05. Egg contains 6 units of vitamin A per gram and 7 units of


vitamin B per gram and cost 12 paise per gram. Milk
contains 8 units of vitamin A per gram and 12 units of
vitamin B per gram and costs 20 paise per gram. The daily
minimum requirement of vitamin A and vitamin B are 100
units and 120 units respectively. Find the optimal product
mix.

06. Solve the following LPP using dual simplex method:


Min Z = X1 + X2
Subject to:
2X1 + X2 2
-X1 – X21
X1, X20.
07. Use penalty method to
Max Z = 3X1 +2X2
Subject to
2X1 + X2 2
3X1 + 4X2 12
X1, X2 0

08. Use two-phase method to solve the following LPP


Max Z = 5X1-2X2+3x3
Subject to
2X1 + 2X2 – X32
3X1 – 4X23
X2 + 3X35
X1, X2, X3 0

09. Solve the following LPP


Max Z = 2X1 + X2
Subject to
4X1 + 3X2  12
4X1 + X2  8
4X1 – X2  8
X1, X2  0

10. Solve the following LPP using simplex method


Min Z = X2 – 3X3 + 2X5
Subject to
3X2 – X3 + 2X5  7
-2X2 + 4X3  12
-4X2 + 3X3 + 8X5  10
X2, X3, X5  0
UNIT – II Linear Programming Extensions

PART-A

1. What is unbalanced transportation problem?


2. What are the two conditions to be satisfied to perform
optimality text?
3. Give a note on traveling salesmen problem.
4. State any two applications of zero-one programming.
5. Where do you apply assignment model? Give an example.
6. Briefly explain transshipment problem.
7. Define non-degenerate solution of a T.P
8. List any three approaches used with T.P for determining
the starting solution.
9. Define the optimal solution to a T.P
10. What is the purpose of the MODI Method?
11. What do you mean by degeneracy in a T.P?
12. What is an assignment problem? Give two applications.
13. State the difference between the T.P and A.P
14. What is the objective of the traveling salesmen problem?
15. How do you convert the maximization assignment problem
into a minimization one?
16. What is the name of the method used in getting the
optimum assignment?
PART – B

1. A company has three factories and 4 distribution centers.


The following table given the unit transportation cost,
Supply and demand details.

Distribution
Factories Madras Madurai Trichy Salem Supply

A 3 2 7 6 5000

B 7 5 2 3 6000

C 2 5 4 5 2500

Requirement 6000 4000 2000 1500

Suggest optimum transportation schedule and find the


corresponding cost.

2. Optimize the cost of the transportation problem which is


Given below.

Supply
9 12 9 6 9 10 6
7 3 7 7 5 5 2
6 5 9 11 3 11 5
6 8 11 2 2 10 9
Demand 5 4 5 4 2 2

3. Solve the following T.P

P Q R S Supply
A 21 16 25 13 11
B 17 18 14 23 13
C 32 17 18 41 19
Deman 6 10 12 15 43
d
4. Solve the following T.P whose cost matrix is given below.

A B C D Supply
1 1 5 3 3 34
2 3 3 1 2 15
3 0 2 2 3 12
4 2 7 2 4 19
Deman 21 25 17 17 80
d

5. A company has three plants A, B and C, 3 houses X, Y, Z.


The number of units available at the plants is 60, 70
And 80 and the demand at X, Y, Z are 50, 80, 80
Respectively. The cost of the transportation is given
In the following table

X Y Z
A 8 7 3
B 3 8 9
C 11 3 5

Find the allocation so that the total transportation cost


is minimum.

6. Solve the following T.P to maximize the profit.

A B C D Supply
1 15 1 42 33 23
2 80 42 26 81 44
3 90 40 66 60 33
Deman 23 31 16 30 100
d
07. Using the following cost matrix determine (a) optimal
Job assignment (b) the cost of assignment.

1 2 3 4 5

A 10 3 3 2 8

B 9 7 8 2 7

Mechanic C 7 5 6 2 4

D 3 5 8 2 4

E 9 10 9 6 10

8. A Company has 4 machines to do 3 jobs. Each job can be


assigned to one and only one machine. The cost of each job
on each machine is given below. Determine the job
assignments which will minimize the total cost.

Machine
W X Y Z

A 18 24 28 32

Job B 8 13 17 18

C 10 15 19 22
9. A traveling salesman has to visit 5 cities. He wishes to
start from a particular city, visit each city once and then
return to his starting point. Cost of going from one city to
another is shown below. Your are required to find the
least cost route.

To City

A B C D E

A  4 10 14 2

B 12  6 10 4

From City C 16 14  8 14

D 24 8 12  10

E 2 6 4 16 

10.A Salesman has to visit five cities A, B, C, D and E. The


distances (in hundred miles) between the five cities are as
follows.

To

A B C D E

A - 7 6 8 4

B 7 - 8 5 6

From C 6 8 - 9 7
D 8 5 9 - 8

E 4 6 7 8 -
UNIT – III Integer Linear Programming and Game Theory

PART – A

1. What do you mean by integer programming problem?


2. Give some application of IPP.
3. Differentiate between pure and mixed IPP.
4. What are the methods used in solving IPP?
5. Where is Branch and Bound method used?
6. Define mixed integer programming problem.
7. Define a game.
8. Define strategy.
9. What are the classifications of strategy?
10. Define a saddle point.
11. When do players apply mixed strategies?
12. Define two-person zero sum game.
13. Define payoff.
14. What types of games are solved graphically?
15. What is meant by minimax, maximin?
16. When is a game fair?
17. What do you mean by zero-sum game?
18. What do you mean by a pure strategy game?

PART – B

1. Find the optimum integer solution to the following LPP

Max Z = X2 + X3
Subject to
3X1 + 2X2  5
X2  2
X1, X2  0 and are integers.
2. Find the optimum integer solution of the following integer
programming problem.

Min Z = -2X1 -3X2


Subject to
2X1 + 2X2  7
X1  2
X2  2
X1 ,X2  0 and are integers.

3. Solve the following mixed integer programming problem


using Go Mary’s cutting plane method.

Max Z = X1 + X2
Subject to
3X1 + 2X2  5
X2  2
X1 + X2  0 and X1 is an integer.

4. Use Branch and Bound technique to solve the following;

Max Z = X1 + 4X2
Subject to
2X1 + 4X2  7
5X1 + 3X2  15
X1 , X2  0 and are integers.

5. Solve the game whose pay off matrix is given by

Player B
B1 B2 B3

A1 1 3 1

Player A A2 0 -4 -3

A3 1 5 -1
6. Determine the optimal minimax strategies for each player
in the following game.

B1 B2 B3 B4

A1 -5 2 0 7

A2 5 6 4 8

A3 4 0 2 -3

7. Solve the following payoff matrix, determine the optimal


strategies and the value of game.

5 1 
A  
 
3 4 

8. Solve the following 2x3 game graphically.

Player B

1 3 11

Player A 8 5 2
9. Is the following two person zero sum game stable? Solve
the game.

Player B

5 -10 9 0

6 7 8 1

Player A 8 7 15 1

3 4 -1 4

10. Using the principle of dominance, solve the following


game.

Player B

3 -2 4

Player A -1 4 2

2 2 6
UNIT – IV Dynamic Programming, Simulation and Decision
Theory

PART – A

1. What is the Dynamic Programming?


2. What are the advantages of dynamic programming?
3. State Bellmans principle of optimality.
4. Define random number.
5. Define Pseudo-random number.
6. Explain Monte-carlo technique.
7. What are the advantages of simulation?
8. What are the limitations of simulation?
9. What are the uses of simulation?
10. What are the classifications of decision?
11. What are the types of decision making situations?
12. What is Expected Monetary value (EMV)?
13. What is Expected Opportunity Loss (EOL)?
14. What is Expected value of Perfect Information (EVPI)?
15. Describe some methods which are useful for decision
making under uncertainty?

PART – B

1. Use dynamic programming t solve

Maximum Z = Y1. Y2. Y3


Subject to
Y1 + Y2 + Y3 = 5
And Y1, Y2, Y3  0
2. A student has to take examination in three courses X, Y,
Z. He has three days available for study. He feels it would
be best to devote a whole day to study the same course, so
that he may study a course for one day , two days or three
days or not at all. His estimates of grades he may get by
studying are as follows.

Study days X Y Z
0 1 2 1
1 2 2 2
2 2 4 4
3 4 5 4

How should he plan to study so that he maximizes the


sum of his grades?

3. Use dynamic programming to solve the LPP

Max Z = X1 + 9X2
Subject to

2X1 + X2  25
X2  11

X1 , X 2  0

04. A manufacturing company keeps stock of a special


product. Previous experience indicates the daily demand
as given below.

Daily demand 5 10 15 20 25 30
Probability 0.01 0.20 0.15 0.50 0.12 0.02

Simulate the demand for the next 10 days. Also find


the daily average demand for that product on the basis
of simulated data.
05.Suppose that the sales of a particular item per day is
poisson with mean 5, then generate 20 days of sales by
Monte-Carlo method.

7. A small ink manufacturer produces a certain type of ink at


a total average cost of Rs.3 per bottle and sells at a price of
Rs.5 per bottle. The ink is produced over the week-end and
is sold during the following week. According to the past
experience the weekly demand has never been less than
78 or greater than 80 bottles in his place.
You are required to formulate pay off table.

8. The research department of consumer products division


has recommended to the marketing department to launch
soap with three different perfumes. The marketing
manager has to decide the type of perfume to launch
under the following estimated pay off for the various levels
of sales.

Estimated level of sales (units)


Types of perfume 20,000 10,000 2,000

I 250 15 10

II 40 20 5

III 60 25 3

Examine which type can be chosen under maximax,


minimax, maximin, laplace and Hurwicz Alpha criteria.
Unit – V Queuing Theory And Replacement Models.

Part – A

1. Define a customer
2. What are the basic characteristics of a queuing system?
3. Define transient and steady state.
4. Explain Kendall’s notation.
5. Write Little’s formula.
6. When is the replacement to be done?
7. What are the categories into which the replacements of
items are classified?
8. Describe briefly some of the replacement policies?
9. Define group replacement.
10. Define replacement model for items that fail completely.
11. Define discount factor.
12. What is present worth factor?
13. Name the three categories of replacement items which
follow sudden failure mechanism.
14. What is meant by running cost?

Part – B

01. A machine owner finds from his past records that the
costs per year of maintaining a machine whose purchase
rice is Rs.6000 are as given below.

Year 1 2 3 4 5 6 7 8
Maintenanc 100 120 140 180 230 280 340 4000
e cost 0 0 0 0 0 0 0
Resale price 300 150 750 375 200 200 200 200
0 0

Determine at what age a replacement is due.


2. A machine costs Rs.15000. The running cost for the
different years are given below:

Year 1 2 3 4 5 6 7
Running 2500 3000 4000 5000 6500 8000 10000

Find the optimum replacement period if the capital is


worth 10% and has no salvage value.

3. The probability Pn of failure just before age n is shown


below. If individual replacement costs Rs.12.50 and group
replacement costs Rs.3.00 per item. Find the optimal
replacement policy.

n 1 2 3 4 5
Pn 0.1 0.2 0.25 0.3 0.15

04. Customers arrive at a one window drive in bank according


to Poisson distribution with mean 10 per hour. Service
time per customer is exponential with mean 5 minutes.
The space in front of the window including that for the
serviced car can accommodate a maximum of 3 cars.
Others can wait outside this space.

(i) What is the probability that an arriving customer


can drive directly to the space in front of the window?
(ii) What is the probability that an arriving customer
will have to wait outside the indicated space?
(iii) How long is an arriving customer expected to wait
before starting service.
05. In a supermarket, the average arrival rate of customer is
10 every 30 minutes following Poisson process. The
average time taken by a cashier to list and calculate the
customer’s purchase is 2.5 minutes following exponential
distribution. What is the probability that the queue length
exceeds 6? What is the expected time spent by a customer
in the system?

06. In a public telephone booth the arrivals are on the average


15 per hour. A call on the average takes 3 minutes. If there
is just one phone, find (i) the expected number of callers in
the booth at any time (ii) the proportion of the time the
booth is expected to be idle?

07. A petrol station has two pumps. The service time follows
the exponential distribution with mean 4 minutes and cars
arrive for service in a Poisson process at the rate of 10 cars
per hour. Find the probability that a customer has to wait
for service. What proportion of time the pumps remain
idle?

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