Madras University

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Definition of O.R. 1; Salient Features of O.R. 3; Scope of O.R. in Management 4;
Role of O.R. in Decision Making 6; Significance of O.R. 6; Different phase of O.R.
7; Models in O.R. 7; Properties of a Good Model 10; Advantages of a Model 10; Some
Mathematical Models 11; Allocation Models 11; Sequencing Models 12; Network Models
12; Competitive Models 12; Inventory Models 12; Waiting Line (Queueing) Models 13;
Replacement Models 13; Dynamic Programming Models 13; Routing Models 14;
Linear Programming Problem 15; Characterstics of LP Problems 15; Assumptions of
Linear Programming 16; General Linear Programming Problem 17; Solution(DEF)
17;Feasible Solution(DEF) 17;Basic Solution(DEF) 17;Basic Feasible Solution(BFS)
(DEF) 18; Optimum BFS(DEF) 18; Unbounded Solution(DEF) 18; Infeasible Solution(DEF)
18; Feasible Region or Solution Space (DEF) 18; Slack Variables 19; Surplus
Variables 19; Canonical Form of LPP 19; Standard Form of LPP 19; Standard Form of
LPP in MAtrix Notation 20;
Characteristics of Standard LPP 21; Formulatoin of LPP 21;
A firm can produce 3 types of cloths A, B and C. Threee kinds of wool are required
for it say red, green and blue wool. One unit length of type A cloth needs 2 mts of
red wool and 3 mts of blue wool. One unit length of type B cloth needs 3 mts if red
wool, 2mt of green wool and 2 mts of blue wool. One unit of length of type C cloth
needs 5 mts of green wool and 4 mts of blue wool..... . Formulate the above problem
as a LPP 22;
The manager of an oil refinery must decide on the optimal mix of two possible
blending processes of which the inputs and outputs per production run are as
follows: ...... . Formulate this as a LP model 24;
A company produces 2 types of cowboy hats. Each hat of the first type requires
twice as much labour time as does each hat of the second type. If all hats are of
second type only, the company ..... . Formulate the above problem as a LPP 25;
A city hospital has the following minimal daily requirements for nurses. Nurses
report to the hospital at the beginning of each period and work for 8 concecutive
hours..... . Formulate this as a LPP by setting up appropriate constraints and
objective function 27;
An animal feed company must produce 200 kg of a mixture consisting of ingredients
x1 and x2 daily. x1 costs Rs.3/- per kg ....... . Formulate a LP model to Min the
cost 28;
Graphical method of solving LPP 29;
Solve graphically the following LPP: Maxz=3x1+2x2 subject to the constraints
-2x1+x2<=1, x1<=2, x1+x2<=3, x1,x2>=0 30;
Find the minimum value of Z=4x+5y subjet to the constraints x+y>=10, 2x+5y>=35,
x,y>=0 32;
Solve graphically the following LPP Maxz=2x1+3x2 subject to x1+x2<=30, x2>=3,
0<=x2<=12, x1-x2<=0, 0<=x1<=20 34;
Some special cases in LPP - Unbounded Solution 36; Show that the following LPP has
an unbounded solution Maxz=5x1+3x2 subject to 3x1+4x2>=12, x2>=2, x1,x2>=0 36;
Infeasible Solution 37; Solve graphically the following LPP MaxZ=3x-4y subjet to
the contraints 2x+y<=4, x+2y>=12, x,y>=0 37;
Solve the LPP by graphical method Maxz=4x+3y subject to 4x+3y<=24, x<=4, y<=6,
x,y>=0 38;
Simplex method, Simplex Algorithm 44; Solve by Simplex Method Maxz=7x1+5x2 subject
to the constraints x1+2x2<=6, 4x1+3x2<=12, x1,x2>=0 46;
Solve by simplex method Minz=x1-3x2+2x3 subject to 3x1-x2+2x3<=7, -2x1+4x2<=12,
-4x1+3x2+8x3<=10, x1,x2,x3>=0 48;
Solve the following L.P.P Minz=x2-3x3+2x5 s.t.c x1+3x2-x3+2x5=7, -2x2+4x3+x4=12,
-4x2+3x3+8x5+x6=10, x1,x2,x3,x4,x5,x6>=0 50;
MaxZ=4x1+x2+3x3+5x4 stc -4x1+6x2+5x3-4x4<=20, 3x1-2x2+4x3+x4<=10, 8x1-
3x2+3x3+2x4<=20, x1,x2,x3,x4>=0 51;
Artificial variable Technique 52; The Big M-Method or Charnes method of Penalty 53;
Maxz=3x1+2x2+3x3 stc 2x1+x2+x3+x4=2, 3x1+4x2+2x3-x5+A1=8, x1,x2,x3,x4,x5,A1>=0 54;
MaxZ=4x1+3x2 stc x1+x2<=50, x1+2x2 >=80, 3x1+2x2>=140, x1,x2>=0 56;
MinZ=4x+y stc 3x+4y>=20, -x-5y<=-15, x,y>=0 58; MaxZ=x1+2x2+3x3-x4 stc
x1+2x2+3x3=15, 2x1+x2+5x3=20, x1+2x2+x3+x4=10, x1,x2,x3,x4>=0 60;
Two Phase Method 62; MaxZ=5x1+8x2 stc 3x1+2x2>=3, x1+4x2>=4, x1+x2<=5, x1,x2>=0
63;MaxZ=2x1+x2+x3/4 stc 4x1+6x2+3x3<=8, 3x1-6x2-4x3<=1, 2x1+3x2-5x3>=4, x1,x2,x3>=0
66;
MaxZ=5x1+3x2 stc 2x1+x2<=1, -x1+4x2>=6, x1,x2>=0 68;
Variants of the Simplex Method 70; MaxZ=6x1+4x2 stc 2x1+3x2<=30, 3x1+2x2<=24,
x1+x2>=3, x1,x2>=0 71;
MaxZ=3x1+2x2 stc x1-x2<=15, 2x1-x2<=40, x1,x2>=0 73; MaxZ=3x+2y stc -2x+3y<=9, 3x-
2y<=-20, x,y>=0 74; MaxZ=3x1+9x2 stc x1+4x2<=8, x1+2x2<=4, x1,x2>=0 76;
MaxZ=2x1+3x2 stc-x1+2x2<=4, x1+x2<=6, x1+3x2<=9, x1 and x2 are restricted 78;
Revised Simplex Method 83; Comparison of Simplex Method and Revised Simplex Method
83; Advantages of Revised Simplex Method 84; Revised Simplex Algorithm 84;
MaxZ=x1+x2 stc 3x1+2x2<=6, x1+4x2<=4, x1,x2>=0 86; MaxZ=3x1+2x2 stc x1+2x2<=6,
2x1+x2<=8, -x1+x2<=1, x2<=2, x1,x2>=0 90;
MinZ=x1+2x2 stc 2x1+5x2>=6, x1+x2>=2, x1,x2>=0 94; MaxZ=5x1+3x2 stc 4x1+5x2>=10,
5x1+2x2<=10, 3x1+8x2<=12, x1,x2>=0 99;
Duality in Linear Programming 105; Summary of Primal-Dual relationships 105;
Advantage of Duality 107; MaxZ=6x1+4x2+3x3 stc 2x1+4x2+7x3<=20, x1+3x3<=15,
3x2+5x3<=60, x3<=10, x1,x2,x3>=0 108;
MinZ=3x1-2x2+4x3 stc 3x1+5x2+4x3>=7, 6x1+x2+3x3>=4, 7x1-2x2-x3<=10, x1-2x2+5x3>=3,
4x1+7x2-2x3>=2, x1,x2,x3>0 109;MinZ=2x1+3x2+5x3 stc x1+x3>=20, x2+x3>=5,
x1,x2,x3>=0 110;
MaxZ=-6x1-8x2+10x3 stc 3x1+x2-x3=5, 2x1+4x2-x3=8, x1,x2,x3>=0 111; MinimizeZ=x2+3x3
stc 2x1+x2<=3, x1+2x2+6x3>=5, -x1+x2+2x3=2, x1,x2,x3>=0 113;
MaxZ=2x1-4x2 stc -3x1+7x2=15, x1+5x2=10, x1,x2 unrestricted 115; MaxZ=3x1+x2+2x3-x4
stc 2x1-x2+3x3+x4=1, x1+x2-x3+x4=3, x1,x2>=0, x3,x4 unresticted in sign 116;
MinZ=3x1-2x2+x3 stc -2x1+3x2-x3>=-7, 4x1-2x2>=12, -8x1+4x2+3x3=10, x1,x2>=0 x3 is
unrestricted 117; MinZ=3x1+4x2 stc 2x1+4x2<=160, x1-x2=40, x1>=20, x1,x2>=0 118;
MaxZ=2x1+3x2+4x3 stc 2x1+3x2+5x3>=2,3x1+x2+7x3=3, x1+4x2+6x3<=5, x1,x2>=0 x3
unrestricted 119; Properties and the Therorems of duality concept 119;
MinZ=3x1+2x2 stc 3x1+2x2>=1, 2x1+x2>=1, x1+2x2>=3 x1,x2>=0 120;MaxZ=5x1+12x2+4x3
stc x1+2x2+x3<=10, 2x1-x2+3x3=8, x1,x2,x3>=0 122; MinZ=6x1+10x2-x3 stc x1+x2>=3,
-2x1-x3>=5, x1,x2,x3>=0 125;
Prove that the dual of the dual problem is the primal 127; Dual Simplex Method
Algorithm 128; MaxZ=-3x1-2x2 stc x1+x2>=1, x1+x2<=7, x1+2x2>=10, x2<=3, x1,x2>=0
130;
MinZ=x1+x2 stc 2x1+x2>=2, -x1-x2>=1, x1,x2>=0 132; Bounded Variable Method 137;
Bounded Variable Method Algorithm 137; MaxZ=3x1+5x2+3x3 stc x1+2x2+2x3<=14,
2x1+4x2+3x3<=23, 0<=x1<=4, 0<=x2<=5 and 0<=x3<=3 138;
MaxZ=3x1+x2+x3+7x4 stc 2x1+3x2-x3+4xx<=40, -2x1+2x2+5x3-x4<=35, x1+x2-2x3+3x4<=100,
x1>=2, x2>=1, x3>=3, x4>=4 142; Transportation Problem 144; Example of
Transportation problem 144; MAthematical Formulation of a Transportation problem
144;
General nsportation TAble 145; Important definitions - Feasible solution,Basic
Feasible Solution, Optimum BFS, Degenerate BFS, Non-degenerate BFS 146;
Occupied Cells, Unoccupied Cells, Balanced T.P., Unbalanced T.P. 147; Solution of
the Transportation Problem (Algorithm) 147; Methods for finding IBF of a T.P. 148;
North-West Corner Rule 148; Matrix-Minima Method or Least-cost Method or Inspection
Method 148; Vogel's Approximation Method (VAM) 149; Find the initial basic feasible
Solution for the following Transportation problem using - North-West corner Rule,
Least Cost Method/Matrix Minima/Inspection Method/Vogel's Approximation Method
(VAM) 150;
Obtain an initial basic feasible solution for the following transportation problem
158; Tet for optimality 162; Modified Distribution method (MODI) 162; Solve the
following transportation problem 163;
Determine Op[timum Basic Feasible Solution for the following transportation problem
165; Degeneracy in a Transportation Problem 169; A manufacturer wants to slip 8
loads of his product as shown below. The matrix gives the mileage from origin O to
destination Dj.... schedule should be used? 170;
Find the optimal transportation route and transportation cost for the following
problem 172; Unbalanced Transportation Problem 179; Solve the following
transportation problem 179; Alternate Optimum Solution 183;
Maximum Transportation Problem 185; Solve the following transportation problem for
maximization profit 185;
Assignment Problem 194; Examples of an Assignment Problem 194; Mathematical
statement of an A.P. 194; Hungarian Assignment Method 196; Solve the following
assignment problem 197;
A car hire company has one car at each of five depots a,b,c,d and e. A customer
requires a car in each town, namely I, II, III, IV and V. Distance (in km)
between ... minimize the distance travelled? 199; Three jobs P, Q and R are to be
asigned to three machines X,Y and Z. The processing cost for each job machine
combination is shown ... minimizes the overal processing cost. 203;
Variations of Assignment Problem 206; Alternate Optimal Solution of Multiple
Optimal Solution 206; Solve the minimal assignment problem whose effectiveness
matrix is given as follows 206;
Unbalanced Assignment Problem 209; A company has 4 machines on which to do 3 jobs.
Each job can be assigned to one and only one machine. The cost of each job on one
such machine is given in the following table 209;
Maximization Assignemnt Problem 211; A marketing manager has 5 salesmen and 5 sales
districts. Considering the capabilities of the salesmen and the nature of
disttricts the marketing manager estimates the sales per month (in hundred
rupees) ... result in maximum sales 212;
Impossible Assignemnt Problem or Restriction on Assignemnt or Prohibited Assignment
214;
Five machines M1, M2, M3, M4 and M5 are to be installed in a machine shop. There
are five vacant places 1,2,3,4 and 5 available. Because of limited space, M1 cannot
be placed at 2 and 4, M2 cannot be placed at 3 and 4, M5 ... assignment schedule
214;
Travelling Salesman Problem 217; Solve th following travelling salesman problem
218; Integer Programming 225; Types of IPP , Need for IPP 225;
Mathematical form of IPP 226; Methods of IPP 226; Cutting Plane algorithm (or)
Fractional Algorithm 227; MaxZ=7x1+9x2 stc -x1+3x2<=6, 7x1+x2<=35, x1,x2>=0 and
integers 229; Gomory's mixed integer method 236; MaxZ=-3x1+x2+3x3 stc
-x1+2x2+x3<=4, 2x2-3/2x3<=1, x1-3x2+2x3<=3, x1,x2>=0 x3 is non-neagative integer
237;
Branch and Bound Method 239; Steps for solving IPP by branch and bound method 239;
MaxZ=6x1+8x2 stc 4x1+16x2<=32, 14x1+4x2<=28, x1,x2>=0 and are integers. 240;
Dynamic Programming 251; Need of Dynamic Programming 251; Bellman's Principle of
Optimality 252; Characteristics of DPP 252; Some terms in DPP- Stage, State
Variable, Optimal Policy, Recursive Equation Approach 253;
Forward and BAckward REcursive Approach 254; Applications of Dynamic Pogramming
254; Deterministic Dynamic Programming 255;
Methods of solving different types of recursive equations 256; Dynamic Programming
Algorithm 256; Tabular Computational methods 257;
Shortest route problem or stage coach problem - A salesman located in a state on
the east coast of the united states decided to travel to the west coast by stage
coach. It became ... to find the minimum insurance policy cost that covers all the
selected states from 1 to 10 257;
The owner of a chain of three grocery stores has purchased six crates of fresh
strawberries. The estimated probability distribution of potential sales of the
strawberries before spoilage differs among the four stores. Therefore .... to
maximize the toat expected profit 260;
A problem of system reliability - Consider the problem of designing electronic
devices to carry five power cells each of which must be located within three
electronic systems. If one system's power fails, then it will be powered on an
auxilary basisby the cells of the remaining systems. The probability that any
particular system will experience a power failure ... to maximize overall system
reliability 264;
Capital budgeting problem - A corporation is entertaining proposals from its three
plants fo possible expansion of facilities. The corporation is budgeting Rs. 5
lakhs for allocation to all three plants. Each plantis requested ...find the
optimal solution 266;
Reliability problem - Consider the problem of designing an electronic device
consisting pf three main components. The three components are arranged in series so
that the failure of one of the components will result in the failure of the whole
device......which will maximize the total reliability of the system with out
exceeding the given capital 269;
Divide a quantity b into n parts so as to maximize their product. Let f(b) denote
the maximum value. Prove that f1(b)=b and fn(b)=Max{zfn-1(b-z)} 0<=z<=b. Hence find
fn(b) and the division that maximizes it. 271;
Use Bellman's principle of optimality to solve the problem: MinZ=y12+y22+y32+....
+yn2 stc y1,y2,y3.....yn=c yj>=0, j=1,2,3,...,n 273;
Use dynamic programming to show that (Sigma 1 to n)pilogpi stc (Sigma 1 to n)pi=1
and pi>=0 is minimum when p1=p2=.....=pn=1/n 275;
Solution of LPP by Dynamic Programming Approach 277; MaxZ=4x1+14x2 stc 2x1+7x2<=21,
7x1+2x2<=21, x1,x2>=0 278; MaxX=2x1+5x2 stc 2x1+x2<=43, 2x2<=46, x1,x2>=0 280;
Sequencing 288; Processing n Jobs through two machines 288; There are five jobs,
each of which must go through the two machines A and B in the order A,B. Processing
times in hours are given in the table below.... will minimize elapsed time 289;
Determine an optimum sequence to process the various types of fan blades each day
from the following information so as to minimize the toatl elapsed time....what is
the total ideal time on mjachine A? On machine B? 291;
Processing n jobs through three machines 293; We have five jobs and each of which
has to go through the machines A, B and C in the order A B C......Determine a
sequence for the five jobs that will minimize the elapsed time T. 294;
A publisher proposes to publish five different books, the manuscripts of which have
already been submitted to him for publication. He wants to bring all the books out
in the market .....Determine the optimum sequence of giving the manuscript to the
press 297;
Processing N jobs through M Machines 298; We have 4 jobs each of which has to go
through machines Mi, i=1,2,....,6 in the order M1,M2,....,M6. Processing time (in
hours) is given below. Determine a sequence of these four jobs that minimizes the
total elapsed time T 299;
Processing two jobs through m Machines 301; Use graphical method to minimize the
time needed to process the following jobs on the machines shown, ie., for each
machine find the job which should be done first.......complete both jobs 302;
Two jobs are to be processed through four machines A, B, C, D with the following
technological ordering....Find the minimum elapsed time for both jobs and also find
the idle time for both jobs 304;
The travelling salesman Problem (TSP) (Routing Problem) 305; Solve the following
TSP, find the best route so as to minimize the distance travelled 306; A machine
operator processes four types of items on his machine each week, and must choose a
sequence for them. The set up cost per change depends on the .....in order to
minimize the total set up cost 308;
Critical PAth Method (CPM) 316; Phases of Project Scheduling 317; Networking (Arrow
Diagram) Logic 318; Commonly used in network are below: Activity, Event, PAth 318;
Network, NEtwork Construction 319; Dummy 320; Looping 321; Numbering the Events
(Fulkerson's Rule) 321;
Draw a nework for the simple project of erection of steel works for a shed. The
various .... 323; A project consists of a series of tasks labelled A,B,....,H,I
with the following relationships (W<X, Y means X and Y can not start until W is
completed, .......... A<D,E; B,D<F; C<G; B<H; F,G<I 325;
Draw a network for the following project and number the events according to
Fulkerson's rule: .... F restaints the occurence of H 326; Critical path Analysis
326; The Floats - Total float 328; Free float, Independent float 329; Tasks
A,B,C,.....,H and I constitute a project. The precedence relationships are
.....Also identity the critical path 329;
The utility data for a network are given below. Determine the total, free and
independent floats and identity the critical path 332; Programme Evaluation and
review Technique (PERT) 335; Time Estimates 335;
Frequency distribution cureve for PERT 336; Consider the network shown in the
following figure. For each activity, the three time estimates t0, tm and tp are
given along the arrows in the t0-tm-tp order. determine standard deviation and
expected time for each activity 338;
Consider the network shown in the following figure. The three time estimates, the
expected activity duration and the variances are shown along the arrows. The
earliest expected times and the latest allowable occurrence times are computed and
put along the nodes. What is the probability of completing the project in (i) 12
days (ii) 14 days (iii) 10 days? 339;
The time estimates (in weeks) for the activities of a PERT network are given
below.......for the probability of completion to be 90% 342; Cost Analysis and
Crashing the network Project cost 344; Direct Cost 345;Indirect cost 347; Crashing
(controlling or Compressing) the network 348;
A small marketing project consists of the jobs in the table given below. With each
job is listed its normal time and minimum or crash time (in days). The cost (in Rs.
per day) of crashing each job is also given... what is the optimal length schedule
duration of each job for your solution 349;
Determine the least cost schedule for the following project using CPM technique...
below the activities have the usual meaning 352; How the networks (PERT/CPM) help
management? 353
Difficulties in using Network Methods 354; Applications of Network Techniques 355
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