MB0032 Set-1
MB0032 Set-1
Code MB 0032
Depending on the definition of the problem, the operations research team should
decide on the most suitable model for representing the system. Such a model
should specify quantitative expressions for the objective and the constraints of
the problem in terms of its decision variables.
3) Solution of the model
Once an appropriate model has been formulated the next stage in the analysis
calls for its solution and the interpretation of the solution in the context of the
given problem – A solution to a model implies determination of a specific set of
decision variables that would yield on optimum solution. An optimum solution is
one which maximizes or minimizes the performance of any measure in a model
subject to the condition and constraints imposed on the model.
4) Validation the model
A model is a good representative of a system, and then the optimal solution
must improve the system’s performance. A common method for testing the
validity of a model is to compare its performance with some post data available
for the actual system.
5) About Implementation of the final result
The optimal solution obtained from a model should be applied practice to
improve the
performance of the system and the validity of the solution should be verified
under changing conditions.
The method of solving a LPP on the basis of the above analysis is known as the
graphical
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method. The working rule for the method is as follows:
Working Rule:
Step I: Write down the equations by replacing the inequality symbols by the
equality symbol in the given constraints.
Step II: Plot the straight lines represented by the equations obtained in step I.
Step III: Identify the convex polygon region relevant to the problem. We must
decide on which side of the line, the halfplane is located.
Step IV: Determine the vertices of the polygon and find the values of the given
objective
function Z at each of these vertices. Identify the greatest and least of these
values. These are respectively the maximum and minimum value of Z.
Step V: Identify the values of (x1, x2) which correspond to the desired extreme
value of Z. This is an optimal solution of the problem.
Solution by Graphical Method
Let the horizontal axis represent x1and vertical axis represent x2. plot the
constraint lines,
feasibility region has been shown in fig.
Any point on the thick line or inside the shaded portion will satisfy all the
restrictions of the problem then ABCDE is the feasibility region carried out by the
constraints operating on the objective function. This depicts the limits within
which the values of the decision variables are permissible. The intersection points
C and D can be solved by the linear equations 0.1x2 < 30, 0.1x1 + 1.5x2 = 600,
and 0.2x1 + 0.2x2 < 100 i.e. C(150,300) and D(300,180).
3. Describe the Penalty Cost method (Big M Method) for solving L.P.P.
Answer: Penalty Cost Method Or Big-M Method
Consider a L.P.P. when atleast one of the constraints is of the type > or = . While
expressing in the standard form, add a non negative variable to each of such
constraints. These variables are called artificial variables. Their addition causes
violation of the corresponding constraints, since they are added to only one side
of an equation, the new system is equivalent to the old system of constraints if
and only if the artificial variables are zero. To guarantee such assignments in the
optimal solution, artificial variables are incorporated into the objective function
with large positive coefficients in a minimization program or very large negative
coefficients in a maximization program. These coefficients are denoted by ± M.
Whenever artificial variables are part of the initial solution X0, the last row of
simplex table will contain the penalty cost M. The following modifications are
made in the simplex method to minimize the error of incorporating the penalty
cost in the objective function. This method is called Big M method or Penalty cost
method.
1) The last row of the simplex table is decomposed into two rows, the first of
which involves those terms not containing M, while the second involves those
containing M.
2) The Step 1 of the simplex method is applied to the last row created in the
above modification and followed by steps 2, 3 and 4 until this row contains no
negative elements. Then step 1 of simplex algorithm is applied to those elements
next to the last row that are positioned over zero in the last row.
3) Whenever an artificial variable ceases to be basic, it is removed from the first
column of the table as a result of step 4, it is also deleted from the top row of the
table as is the entire column under it.
4) The last row is removed from the table whenever it contains all zeroes.
5) If non zero artificial variables are present in the final basic set, then the
program has no
solution. In contrast, zero valued artificial variables in the final solution may exist
when one or more of the original constraint equations are redundant.
From the above resource allocation model, the primal problem has n economic
activities and m resources. The coefficient cj in the primal represents the profit
per unit of activity j. Resource i, whose maximum availability is bi, is consumed
at the rate aij units per unit of activity
j.Interpretation of Duel Variables –
For any pair of feasible primal and dual solutions,
(Objective value in the maximization problem) ≤ (Objective value in the
minimization problem) At the optimum, the relationship holds as a strict
equation. Note: Here the sense of optimization is very important. Hence clearly
for any two primal and dual feasible solutions, the values of the objective
functions, when finite, must satisfy the following inequality.
The strict equality, z = w, holds when both the primal and dual solutions are
optimal.
Consider the optimal condition z = w first given that the primal problem
represents a resource allocation model, we can think of z as representing profit
in Rupees. Because bi represents the number of units available of resource i, the
equation z = w can be expressed as profit (Rs) = Σ
(units of resource i) x (profit per unit of resource i) This means that the dual
variables yi,
represent the worth per unit of resource i [variables yi are also called as dual
prices, shadow prices and simplex multipliers]. With the same logic, the
inequality z < w associated with any two feasible primal and dual solutions is
interpreted as (profit) < (worth of resources) This relationship implies that as
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long as the total return from all the activities is less than the worth of the
resources, the corresponding primal and dual solutions are not optimal.
Optimality is reached only when the resources have been exploited completely,
which can happen only when the input equals the output (profit). Economically
the system is said to remain unstable (non optimal) when the input (worth of the
resources) exceeds the output (return). Stability occurs only when the two
quantities are equal.
The iterative procedure for the solution of an all integer programming problem is
as follows:
Step 1: Convert the minimization I.P.P. into that of maximization, if it is in the
minimization form. The integrality condition should be ignored.
Step 2: Introduce the slack or surplus variables, wherever necessary to convert
the inequations into equations and obtain the optimum solution of the given
L.P.P. by using simplex algorithm.
Step 3: Test the integrality of the optimum solution
a) If the optimum solution contains all integer values, an optimum basic feasible
integer solution has been obtained.
b) If the optimum solution does not include all integer values then proceed onto
next step.
Step 4: Examine the constraint equations corresponding to the current optimum
solution. Let these equations be represented by