UNIVERSITI SAINS MALAYSIA

Second Semester Examination

Academic Session 2010/2011

April – May 2011

MGM 551 – Operations Research

[Penyelidikan Operasi]

Duration : 3 hours
[Masa : 3 jam]

Please check that this examination paper consists of TEN pages of printed
material before you begin the examination.

[Sila pastikan bahawa kertas peperiksaan ini mengandungi SEPULUH muka

surat yang bercetak sebelum anda memulakan peperiksaan ini.]

Instruction : Answer all nine [9 questions.

[Arahan : Jawab semua sembilan [9] soalan.]

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 2 [MGM 551]

1. (a) Standardize the following linear programming (LP) formulation:

Maximize Z = 12x1 + 10x2 - 15x3

Subject to 6x1 + 2x2 - 5x3 = 25

5x1 - 4x2 + x3 -35
2x1 - 3x2 + 4x3 30

where x1 0, x2 unrestricted and -5 x3 8

(b) From (a), if the LP remains the same and only the condition on variable x3 is
changed, i.e. x3 0, show its dual formulation.

[10 marks]

2. Given the following linear programming problem:

Minimize Z = 4x1 + 3x2 + 8x3

Subject to 2x1 + x2 - 4x3 8

x1 - 2x2 + x3 6

where xi 0 i.

Show the simplex tableau after one iteration using the,

(a) M-method.

(b) dual simplex method.

[15 marks]

3. Juruco oil produces two types of petrol, A and B, from two types of crude oil,

Crude 1 and Crude 2. Petrol A is allowed to contain up to 4% impurities and Petrol

B is allowed to contain up to 3% impurities. Petrol A sells for RM180 per barrel,

whereas Petrol B sells for RM220 per barrel. Up to 4,200 barrels of Petrol A and up

to 4,300 barrels of Petrol B can be sold. The cost per barrel of each crude,

availability, and the level of impurities in each crude are as shown in table below.

Cost per Impurity Availability

Oil Barrel (RM) Level (%) (Barrel)
Crude 1 60 10 5.000

Crude 2 80 2 4.500

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 3 [MGM 551]

1. (a) Piawaikan model pengaturcaraan linear (PL) berikut:

Maksimumkan Z = 12x1 + 10x2 - 15x3

Terhadap 6x1 + 2x2 - 5x3 = 25

5x1 - 4x2 + x3 -35
2x1 - 3x2 + 4x3 30

Dengan x1 0, x2 tak tersekat dan -5 x3 8

(b) Daripada (a,) jika PL tidak berubah kecuali syarat bagi pembolehubah x3, iaitu
x3 0, tunjukkan rumus dualnya.
[10 markah]

2. Diberikan rumus pengaturcaraan linear berikut:

Minimumkan Z = 4x1 + 3x2 + 8x3

Terhadap 2x1 + x2 - 4x3 8

x1 - 2x2 + x3 6

dengan xi 0 i.

Tunjukkan tablo simpleks setelah satu lelaran menggunakan,

(a) kaedah M.

(b) kaedah simpleks dual.

[15 markah]

3. Syarikat Juruco menghasilkan dua jenis petrol, A and B, daripada dua jenis minyak

mentah, ‘Crude 1’ dan ‘Crude 2’. Petrol A dibenarkan mengandungi hingga 4%

kotoran dan Petrol B dibenarkan mengandungi hingga 3% kotoran. Petrol A

berharga RM180 setong, manakala Petrol B berharga RM220 setong. Sebanyak

4,200 tong Petrol A dan sebanyak 4,300 tong Petrol B boleh dijual. Kos setong

minyak mentah, kedapatan dan kandungan kotoran setong diberikan di dalam

jadual berikut,

Minyak Kos Setong Aras Kedapatan

Mentah (RM) Kotoran (%) (Tong)
Crude 1 60 10 5.000

Crude 2 80 2 4.500

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 4 [MGM 551]

Before blending the crude oil into gas, any amount of each crude can be “purified”

for a cost of RM5.00 per barrel. Purification eliminates half the impurities in the

crude oil. Determine how to maximise profit.

[10 marks]

4. Consider the following linear programming problem,

Maximize Z = 2x1 + 5x2 + x3 + 4x4

Subject to 3x2 + 2x3 - x4 5 (Resource 1)

-x1 + 2x2 + 2x3 6 (Resource 2)
x1 + x2 + x3 + x4 8 (Resource 3)

xi 0 , i = 1,2,3,4.

Assume x5, x6 and x7 are the slack variables for constraints 1, 2 dan 3
respectively. The optimal tableau is as follows:

Basic x1 x2 x3 x4 x5 x6 x7 Solution
Z 1.5 0 4 0 0 0.5 4 35
x2 -0.5 1 1 0 0 0.5 0 3
x4 1.5 0 0 1 0 -0.5 1 5
x5 3 0 -1 0 1 -2 1 1

(i) What is the optimal solution to this problem?

(ii) State the status of each resource.
(iii) What are the shadow prices of each resource?
(iv) Find the range for resource 2 so that the current optimal basis remains.
(v) If the limit of resource 2 is now 10, what is the new optimal solution?
(vi) Find the range for c4 (the objective function coefficient of x4) so that the
current optimal basis remains.

[15 marks]

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Sebelum mengadun minyak mentah menjadi petrol, setiap amaun minyak mentah

boleh disuling dengan kos RM5.00 setong. Penyulingan menyahkan separuh

kekotoran yang wujud dalam miyak mentah. Tentukan bagaimana hendak

memaksimumkan keuntungan.

[10 markah]

4. Pertimbangkan masalah pengaturan linear berikut:

Maksimumkan Z = 2x1 + 5x2 + x3 + 4x4

Terhadap 3x2 + 2x3 - x4 5 (Sumber 1)

-x1 + 2x2 + 2x3 6 (Sumber 2)
x1 + x2 + x3 + x4 8 (Sumber 3)

xi 0 , i = 1,2,3,4.

Andaikan x5, x6 dan x7 masing-masing adalah pembolehubah lalai bagi kekangan

1, 2 dan 3. Tablo optimumnya adalah seperti berikut:

Asas x1 x2 x3 x4 x5 x6 x7 Penyelesaian
Z 1.5 0 4 0 0 0.5 4 35
x2 -0.5 1 1 0 0 0.5 0 3
x4 1.5 0 0 1 0 -0.5 1 5
x5 3 0 -1 0 1 -2 1 1

(i) Apakah penyelesaian optimum masalah ini?

(ii) Nyatakan status setiap sumber.
(iii) Berapakah nilai harga bayangan setiap sumber?
(iv) Dapatkan julat bagi sumber 2 supaya penyelesaian asas optimum
semasa tidak berubah.
(v) Jika had sumber 2 berubah kepada 10, apakah penyelesaian optimum
yang baru?
(vi) Dapatkan julat bagi c4 (pekali fungsi matlamat bagi pembolehubah x4)
supaya penyelesaian asas optimum semasa tidak berubah.

[15 markah]

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 6 [MGM 551]

5. A furniture parts manufacturer seeks to reduce the time producing a chair arm.
The producing of chair arm involves 12 activities whose precedence relations are
identified with their node numbers given below:

Duration Duration
Activity Node Activity Nodes
(days) (days)
A 1-2 10 G 3-7 11
B 1-3 5 H 4-5 14
C 1-4 7 I 5-6 5
D 2-3 6 J 6-7 5
E 2-5 11 K 6-8 3
F 2-6 8 L 7-8 7

(a) Draw a network diagram to represent the production activities

(b) Find the critical path and production duration
(c) Calculate Earliest Start Time (EST), Latest Event Time (LET), Latest Start
Time (LST), Latest Finish Time (LFT) for all the activities and total float

[10 marks]

6. A small project involves the following activities:

---------------------------------------------------------------------------------------------------
Activity Precedence Activities Duration (days)
---------------------------------------------------------------------------------------------------
Optimistic Most Likely Pessimistic
time time time
A - 2 5 8
B - 9 12 28
C A 6 11 15
D B 4 5 20
E B 4 5 9
F D 4 6 7
G E 6 7 12
H F, G 3 5 11
I C 2 4 9

(a) Draw a network diagram using the above data.

(b) Calculate the activity times for all activities (give your answers in round
numbers) and find the critical path.
(c) Find the probability of completing the project
(i) before 35 days.
(ii) after 41 days.
Give your answers to two decimal places.
(d) What impact do you think will be on the critical path if the most likely
time of activity G is changed from 7 to 12 days?

[10 marks]

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5. Pengeluar bahagian perabot berusaha untuk mengurangkan masa menghasilkan

lengan kerusi. Penghasilan lengan kerusi melibatkan 12 kegiatan yang
hubungannya dikenalpasti dengan nombor nod diberi seperti berikut:
Jangkamasa Jangkamasa
Kegiatan Nod Kegiatan Nod
(Hari) (Hari)
A 1-2 10 G 3-7 11
B 1-3 5 H 4-5 14
C 1-4 7 I 5-6 5
D 2-3 6 J 6-7 5
E 2-5 11 K 6-8 3
F 2-6 8 L 7-8 7
(a) Lakarkan gambarajah rangkaian untuk mewakili kegiatan pengeluaran
tersebut.
(b) Cari lintasan genting dan jangkamasa pengeluaran.
(c) Kira masa mula terawal, masa peristiwa terlewat, masa mula terlewat,
masa tamat terlewat bagi semua kegiatan dan jumlah apungan.

[10 markah]

6. Sebuah projek kecil melibatkan kegiatan seperti berikut:

---------------------------------------------------------------------------------------------------
Kegiatan Kegiatan Pendahulu Jangkamasa (Hari)
---------------------------------------------------------------------------------------------------
Masa Masa Masa
Optimistik Paling boleh jadi Pesimistik
A - 2 5 8
B - 9 12 28
C A 6 11 15
D B 4 5 20
E B 4 5 9
F D 4 6 7
G E 6 7 12
H F, G 3 5 11
I C 2 4 9

(a) Lakarkan gambarajah rangkaian berdasarkan data di atas.

(b) Kira jangkamasa bagi semua kegiatan (beri jawapan anda dalam nombor
bulat) dan dapatkan lintasan genting.
(c) Cari kebarangkalian untuk menyiapkan projek
(i) sebelum 35 hari.
(ii) selepas 41 hari.
Beri jawapan anda dalam dua tempat perpuluhan.
(d) Pada pendapat anda, apakah impak yang terdapat pada lintasan genting
jika masa paling bolehjadi untuk kegiatan G ditukar dari 7 ke 12 hari?

[10 markah]

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 8 [MGM 551]

7. Consider the following two-person game:

Player B
B1 B2 B3
A1 5 6 9
Player A A2 7 5 7
A3 5 3 5

(a) Why the pure strategies cannot be used here to solve the game? Explain
the reason.

(b) Apply the dominance method to give the reduced matrix.

(c) Based on the answer obtain in part (b), calculate the game value and
probabilities of strategies for Player A and B using the odds method.

[10 marks]

8. In a two-person game, Player A has four strategies and Player B has two strategies.
The pay-off matrix of the game is given as:
Player B
1 2
1 -6 -2
Player
2 -3 -4
A
3 -2 -9
4 -7 -1

(a) Write the expected pay-off for Player B when Player A adopts strategies.
Assume that Player B uses mixed strategies of 1 and 2 with probabilities of
q and (1- q) respectively.

(b) Plot the pay-off equations in a graph and identify the minimax point.

(c) Calculate the game value and probabilities of strategies for Player A and B.

[10 marks]

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 9 [MGM 551]

7. Pertimbangkan permaian dua orang berikut:

Pemain B
B1 B2 B3
A1 5 6 9
Pemain A A2 7 5 7
A3 5 3 5

(a) Kenapa strategi tulen tidak boleh digunakan di sini untuk menyelesaikan
permainan? Jelaskan sebabnya.

(b) Gunakan kaedah dominan untuk mendapat matriks dikurangkan.

(c) Berdasarkan jawapan yang didapati di bahagian (b), kira nilai permainan
dan kebarangkalian strategi untuk pemain A dan B menggunakan kaedah
odds.

[10 markah]

8. Dalam permainan dua orang, Pemain A mempunyai empat strategi manakala

Pemain B mempunyai dua strategi. Matriks pembayaran untuk permainan ini
diberi seperti berikut:
Pemain B
1 2
1 -6 -2
Pemain
2 -3 -4
A
3 -2 -9
4 -7 -1

(a) Tulis anggaran pembayaran untuk Pemain B apabila Pemain A

menggunakan strategi. Andaikan Pemain B menggunakan strategi
campuran 1 dan 2 dengan kebarangkalian q dan (1- q) masing-masing.

(b) Plot persamaan pembayaran dalam graf dan tentukan titik minimaks.

(c) Kira nilai permainan dan kebarangkalian strategi untuk Pemain A dan B.

[10 markah]

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9. A printer machine dealer has customers from five main cities. A salesperson is sent to
handle the deliveries. The salesperson has to move from the store centre in city A to
deliver orders to customers in these five cities. The distances (in km) among these
cities are summarized in the following table.

Distance between cities

A B C D E
A 0 120 220 150 210
B 120 0 80 110 130
C 220 80 0 160 185
D 150 110 160 0 190
E 210 130 185 190 0

The salesperson seeks to minimize the total traveling distance.

(a) Solve the above problem using the nearest-neighbor heuristic starting at city E.
(b) Solve the above problem using the reversal heuristic starting with the best
nearest-neighbor tour. Can you find better a solution to the initial tour?

[10 marks]

9. Pengedar mesin pencetak mempunyai pelanggan dari lima buah bandar utama.
Seorang penjual diarah untuk mengendalikan kerja penghantaran. Penjual tersebut
perlu bertolak dari pusat stor di bandar A untuk menghantar tempahan kepada
pelanggan di lima buah bandar ini. Jarak (dalam km) antara bandar ini
diringkaskan dalam jadual berikut:

Jarak antara bandar

A B C D E
A 0 120 220 150 210
B 120 0 80 110 130
C 220 80 0 160 185
D 150 110 160 0 190
E 210 130 185 190 0

Penjual tersebut berusaha untuk meminimumkan jumlah jarak perjalanannya.

(a) Selesaikan masalah di atas menggunakan heuristik jiran terdekat bermula
dengan bandar E.
(b) Selesaikan masalah di atas menggunakan heuristik pembalikan bermula
dengan perjalanan jiran terdekat. Bolehkah anda mencari penyelesaian yang
lebih baik kepada perjalanan asal?

[10 markah]

- ooo O ooo -
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Appendix

Z score table

z 0.00 0.01 0.02 0.03 0.04 0.05 0.06 0.07 0.08 0.09
0.0 0.5000 0.5040 0.5080 0.5120 0.5160 0.5199 0.5239 0.5279 0.5319 0.5359
0.1 0.5398 0.5438 0.5478 0.5517 0.5557 0.5596 0.5636 0.5675 0.5714 0.5753
0.2 0.5793 0.5832 0.5871 0.5910 0.5948 0.5987 0.6026 0.6064 0.6103 0.6141
0.3 0.6179 0.6217 0.6255 0.6293 0.6331 0.6368 0.6406 0.6443 0.6480 0.6517
0.4 0.6554 0.6591 0.6628 0.6664 0.6700 0.6736 0.6772 0.6808 0.6844 0.6879
0.5 0.6915 0.6950 0.6985 0.7019 0.7054 0.7088 0.7123 0.7157 0.7190 0.7224
0.6 0.7257 0.7291 0.7324 0.7357 0.7389 0.7422 0.7454 0.7486 0.7517 0.7549
0.7 0.7580 0.7611 0.7642 0.7673 0.7704 0.7734 0.7764 0.7794 0.7823 0.7852
0.8 0.7881 0.7910 0.7939 0.7967 0.7995 0.8023 0.8051 0.8078 0.8106 0.8133
0.9 0.8159 0.8186 0.8212 0.8238 0.8264 0.8289 0.8315 0.8340 0.8365 0.8389
1.0 0.8413 0.8438 0.8461 0.8485 0.8508 0.8531 0.8554 0.8577 0.8599 0.8621
1.1 0.8643 0.8665 0.8686 0.8708 0.8729 0.8749 0.8770 0.8790 0.8810 0.8830
1.2 0.8849 0.8869 0.8888 0.8907 0.8925 0.8944 0.8962 0.8980 0.8997 0.9015
1.3 0.9032 0.9049 0.9066 0.9082 0.9099 0.9115 0.9131 0.9147 0.9162 0.9177
1.4 0.9192 0.9207 0.9222 0.9236 0.9251 0.9265 0.9279 0.9292 0.9306 0.9319
1.5 0.9332 0.9345 0.9357 0.9370 0.9382 0.9394 0.9406 0.9418 0.9429 0.9441
1.6 0.9452 0.9463 0.9474 0.9484 0.9495 0.9505 0.9515 0.9525 0.9535 0.9545
1.7 0.9554 0.9564 0.9573 0.9582 0.9591 0.9599 0.9608 0.9616 0.9625 0.9633
1.8 0.9641 0.9649 0.9656 0.9664 0.9671 0.9678 0.9686 0.9693 0.9699 0.9706
1.9 0.9713 0.9719 0.9726 0.9732 0.9738 0.9744 0.9750 0.9756 0.9761 0.9767
2.0 0.9772 0.9778 0.9783 0.9788 0.9793 0.9798 0.9803 0.9808 0.9812 0.9817
2.1 0.9821 0.9826 0.9830 0.9834 0.9838 0.9842 0.9846 0.9850 0.9854 0.9857
2.2 0.9861 0.9864 0.9868 0.9871 0.9875 0.9878 0.9881 0.9884 0.9887 0.9890
2.3 0.9893 0.9896 0.9898 0.9901 0.9904 0.9906 0.9909 0.9911 0.9913 0.9916
2.4 0.9918 0.9920 0.9922 0.9925 0.9927 0.9929 0.9931 0.9932 0.9934 0.9936
2.5 0.9938 0.9940 0.9941 0.9943 0.9945 0.9946 0.9948 0.9949 0.9951 0.9952
2.6 0.9953 0.9955 0.9956 0.9957 0.9959 0.9960 0.9961 0.9962 0.9963 0.9964
2.7 0.9965 0.9966 0.9967 0.9968 0.9969 0.9970 0.9971 0.9972 0.9973 0.9974
2.8 0.9974 0.9975 0.9976 0.9977 0.9977 0.9978 0.9979 0.9979 0.9980 0.9981
2.9 0.9981 0.9982 0.9982 0.9983 0.9984 0.9984 0.9985 0.9985 0.9986 0.9986
3.0 0.9987 0.9987 0.9987 0.9988 0.9988 0.9989 0.9989 0.9989 0.9990 0.9990
3.1 0.9990 0.9991 0.9991 0.9991 0.9992 0.9992 0.9992 0.9992 0.9993 0.9993
3.2 0.9993 0.9993 0.9994 0.9994 0.9994 0.9994 0.9994 0.9995 0.9995 0.9995
3.3 0.9995 0.9995 0.9995 0.9996 0.9996 0.9996 0.9996 0.9996 0.9996 0.9997
3.4 0.9997 0.9997 0.9997 0.9997 0.9997 0.9997 0.9997 0.9997 0.9997 0.9998

-ooo000ooo-