Or

Unit 1
Long
1 ans
Operations research (OR) is an analytical method of problem-
solving and decision-making that is useful in the management of
organizations. In operations research, problems are broken down
into basic components and then solved in defined steps by
mathematical analysis.
Characteristics of operations research
There are three primary characteristics of all operations research
efforts:

1. Optimization- The purpose of operations research is to

achieve the best performance under the given
circumstances. Optimization also involves comparing and
narrowing down potential options.
2. Simulation- This involves building models or replications
in order to try out and test solutions before applying them.
3. Probability and statistics- This includes using
mathematical algorithms and data to uncover helpful
insights and risks, make reliable predictions and test
possible solutions.
Uses of operations research
Operations research can be applied to a variety of use cases,
including:

 Scheduling and time management.

 Urban and agricultural planning.
  Enterprise resource planning (ERP) and supply chain
management (SCM).
 Inventory management.
 Network optimization and engineering.
 Packet routing optimization.
 Risk management.
Short
1 ans
Nonlinear programming (NP) involves minimizing or
maximizing a nonlinear objective function subject to bound
constraints, linear constraints, or nonlinear constraints, where the
constraints can be inequalities or equalities. Example problems
in engineering include analyzing design tradeoffs, selecting
optimal designs, computing optimal trajectories, and portfolio
optimization and model calibration in computational finance.
Unconstrained nonlinear programming is the mathematical
problem of finding a vector x� that is a local minimum to the
nonlinear scalar function f(x)�(�). Unconstrained means that
there are no restrictions placed on the range of x�

minxf(x)min��(�)
The following algorithms are commonly used for unconstrained
nonlinear programming:
 Quasi-Newton:
 Nelder-Mead

 Trust-region:

2 ans
Goal Programming is an extension of Linear Programming in
which targets are specified for a set of constraints. In Goal
Programming there are two basic models: the pre-emptive
(lexicographic) model and the Archimedian model. In the pre-
emptive model, goals are ordered according to priorities. The
goals at a certain priority level are considered to be infinitely
more important than the goals at the next level. With the
Archimedian model weights or penalties for not achieving
targets must be specified, and we attempt to minimize the sum of
the weighted infeasibilities.
If constraints are used to construct the goals, then the goals are to
minimize the violation of the constraints. The goals are met
when the constraints are satisfied.
The example in this section demonstrates how Mosel can be used
for implementing pre-emptive Goal Programming with
constraints. We try to meet as many goals as possible, taking
them in priority order.
EXAMPLE PROBLEM
The objective is to solve a problem with two
variables x and y (x,y ≥ 0), the constraint
100·x + 60·y ≤ 600
and the three goal constraints
Goal1: 7·x + 3·y ≥ 40
Goal2: 10·x + 5·y = 60
Goal3: 5·x + 4·y ≥ 35
where the order given corresponds to their priorities.
Unit 2
Long
1 ans
Simplex Method
The Simplex method is an approach for determining the optimal
value of a linear program by hand. The method produces an
optimal solution to satisfy the given constraints and produce a
maximum zeta value. To use the Simplex method, a given linear
programming model needs to be in standard form, where slack
variables can then be introduced. Using the tableau and pivot
variables, an optimal solution can be reached.

Slack Variable
Slack variables are additional variables that are introduced into
the linear constraints of a linear program to transform them from
inequality constraints to equality constraints.
Surplus Variable
Surplus variables are variables subtracted into the linear
constraints of a linear program to transform them from inequality
constraints to equality constraints.

If the inequality is ≤ (less than or equal), then we add a slack

variable + S to change ≤ to =.
For example: 2x1 + x2 ≤ 3 is an inequality.
Then, 2x1 + x2 + s = 3; s is the slack variable

If the inequality is ≥(greater than or equal), then we subtract a

surplus variable - S to change ≥ to =.
For example: 2x1 + 3x2 ≥ 5 is an inequality.
Then, 2x1 + 3x2 - s = 5; s is the surplus variable

Standard Form of a maximization problem in two variables

Standard form is the baseline format for all linear programs
before solving for the optimal solution and has three
requirements: (1) must be a maximization problem, (2) all linear
constraints must be in a less-than-or-equal-to inequality, (3) all
variables are non-negative.
Example:
Z = 7x1 + 5x2
subject to
x1 + 2x2 ≤ 6
4x1 + 3x2 ≤ 12
x1, x2 ≥ 0

Basic Solution
Given a system of m linear equations with n variables (m < n).
Any solution which is obtained by solving for m variables
keeping the remaining (n–m) variables zero is called a basic
solution.

Basic feasible Solution

A basic solution, which also satisfies the non-negative
constraints, is called a basic feasible solution.

Bounded, Unbounded, Empty Solutions

If the value of objective function Z has both a maximum value
and minimum value, such a solution is a bounded solution.
If the value of the objective function Z can be increased or
decreased indefinitely, such solutions are called unbounded
solutions. An unbounded solution has minimum values but no
maximum value.
An empty solution will have no maximum or minimum value.

Fundamental Theorem of LP
The fundamental theorem of linear programming says that if
there is a solution, it occurs on the boundary of the feasible
region, not inside the region.

Basic Variables
Basic variables are variables that are non-negative in terms of the
optimal solution.
Non-Basic Variables
Non-basic variables are variables that are zero in terms of the
optimal solution.

Simplex Tableau
Simplex tableau is used to perform row operations on the linear
programming model as well as for checking optimality.

Optimality Check
Optimal solutions of a maximization linear programming model
are the values assigned to the variables in the objective function
to give the largest zeta value. The optimal solution would exist
on the corner points of the graph of the entire model.

Short
1 ans
Surplus Variable:

A surplus variable refers to the amount by which the values of

the solution exceeds the resources utilized. These variables are
also known as negative slack variables. In the objective function,
it carries a zero coefficient. In order to obtain the equality
constraint, the surplus variable is added to the greater than or
equal to the type constraints.
A variable refers to the number, characteristics, or quantity
which can be counted or measured. A variable also is known as a
data item. Some kinds of the variable are control variable,
discrete variable, random variables, continuous variables,
observed variable, moderating variable, dummy variables, binary
variable and scale variable.

Consider the following inequality equation:

In order to form another equation from the above-mentioned

inequality equation, a second variable is introduced which is
and then it is subtracted from the left side. Thus, it can be written
as:

In the above example, the variable which is introduced is the

surplus variable because it is the surplus by which the left side of
the equality is more than the right side of the inequality.

In the equation which has the surplus variable, the artificial

variable is also introduced. In order to ensure that only the basic
feasible solution needs to be considered, the nonnegative
constraint is satisfied by the artificial variable.

Consider again the above-mentioned equation which has the

surplus variable :
Now, introducing an artificial variable to into this equation:

Thus, the above-mentioned equation contains the artificial

variable .

2 ans
Infeasible Solution
Alternatively, an LP is infeasible if there exist no solution that
satisfies all of the constraints. Hence, if no feasible solution can
be constructed, then the LP is infeasible. Note that a real
operation must remain within the constraints of reality; hence,
infeasibility most often indicates an error of some kind. It may
stem from an error in specifying some of the constraints or
wrong numbers in the data.

For any linear program in standard form: if there is no optimal

solution, then the problem is either infeasible or unbounded. If a
feasible solution exists, consequently a basic feasible solution
also exists. In the presence of an optimum solution, there exists a
basic feasible solution that is also an optimum solution.

An infeasible solution violates at least one of the constraints of

the LP problem:

Example x1 = 10 bowls
X2 = 22 mugs

Z = $1400

Labor constraint check:

1(10) + 2(22) = 54> 40 hours, violates the constraint