Important 16 Marks for 5 Units

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MG1402 – OPERATIONS RESEARCH
(Common to EEE, EIE and ICE)

UNIT I LINEAR PROGRAMMING (LP)

Basic concepts and scope of OR – Phases of OR – Formulation of LP Problems

– Limitations of
LP – Solutions to LPP – Graphical Solution – Standard LP form and its Basic
solutions – The
simplex algorithm – Artificial Variable Technique – Big-M method, Two-
phase method – Variants of the Simplex Method – Degeneracy, unbounded
solution, infeasible solution – Application for business and Industrial problems

UNIT II DUALITY, TRANSPORTATION MODEL AND ASSIGNMENT MODEL

Primal – Dual models – Dual simplex method – Mathematical formulation of

the problem –
Methods for finding an initial solution – North-West corner method,
Least-cost method, Vogel’s Approximation Method (VAM) – Test for
optimality – Variants of the transportation problem – Mathematical
Formulation of the problem – Solution of an assignment problem – Hungarian
algorithm – Variants of the assignment problem – Traveling salesman
problem

UNIT III INTEGER DYNAMIC PROGRAMMING

Types – Concept of a cutting plane – Gomory’s cutting plane method –

Branch and bound method– Concepts – Terminology – Bellman’s principle
of optimality – Application in Network,
allocation and inventory

UNIT IV PROJECT MANAGEMENT AND THEORY OF GAMES

Concept of Network – PERT, CPM – Construction of Network – Critical path

analysis –
Probability in PERT analysis – Cost trade-off analysis – Two-person zero-sum
game – Pure
strategies – Mixed strategies – Games with dominance – Solution methods of
games without
saddle point – Algebraic method, arithmetic method, matrix method and
Graphical method

UNIT V INVENTORY CONTROL AND QUEUING

Deterministic model – Costs – Decision variables – EOQ – Instantaneous

receipt of goods with

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and without shortages – Non-instantaneous receipt of goods without
shortages – Price breaks –
Probabilistic inventory model – Single period without setup cost – Inventory
systems – Lead time– Safety stock – ROL, ROP determination –
Characteristics of Queuing system – Symbols and Kendall’s notation –
Poisson arrival and exponential service – Single and multi channel model –
Infinite population

UNIT I LINEAR PROGRAMMING (LP)

Basic concepts and scope of OR – Phases of OR – Formulation of LP Problems

– Limitations of
LP – Solutions to LPP – Graphical Solution – Standard LP form and its Basic
solutions – The
simplex algorithm – Artificial Variable Technique – Big-M method, Two-
phase method – Variants of the Simplex Method – Degeneracy,
unbounded solution, infeasible solution – Application for business and
Industrial problems.

UNIT 1 : Important 16 marks (or 8 marks) Must to Study :

Solve the linear Programming Problem (LPP) using

1. Graphical Solution
2. Simplex Method
1.Graphical Solution

Graphical Solution[1] – (maximization with 2 Constraints) –by kauser wise –

In English.

LPP - Graphical Method [#2] [Minimization & Maximization with 3

Constraints] by kauserwise

Example Problem : (pdf contains formation of lpp 2mk and

graphical solution maximization)

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 A graphical solution in operation research is a method for solving linear programming problems
with two decision variables using a graph. It's a popular method for solving simple linear
programming problems.

Steps for a graphical solution

1. Formulate the linear programming (LP) problem
2. Construct a graph and plot the constraint lines
3. Determine the valid side of each constraint line
4. Identify the feasible solution region
5. Evaluate the objective function at each corner point of the feasible region
6. Identify the optimum solution

(1). Use Graphical method to solve the following LP problem (8 mark)

Maximize Z= 15x1+10x2
Subject to the constraints:
4x1+6x2≤360
3x1+0x2≤180
0x1+5x2≤200 ; x1, x2≥0

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(2).

(3).

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 2. Simplex Method :

LPP using||SIMPLEX METHOD[Maximization] ||simple Steps with solved problem

LPP using SIMPLEX METHOD [MINIMIZATION with 3 VARIABLES] - solved problem

- by kauserwise

The simplex method is a technique used in operations research (OR) to solve linear programming
problems. It's a popular algorithm that uses slack variables, pivot variables, and tableaus to find
the best solution to a problem.

How it works
1. Set up the problem
2. Convert inequalities into equations
3. Create the initial simplex tableau
4. Identify the pivot column
5. Calculate the quotients
6. Perform pivoting to make all other entries in the pivot column zero

(1). Solve the following problem by simplex method (16 marks)

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 (2).

Step 1: Convert inequalities to equalities by adding slack variables:

 Introduce slack variables: s1, s2, s3
 New constraints:
o x1 + 4x2 + s1 = 24
o 3x1 + x2 + s2 = 21
o x1 + x2 + s3 = 9
Step 2: Create the initial simplex tableau:
| | x1 | x2 | s1 | s2 | s3 | Z |
|---|---|---|---|---|---|---|
| s1 | 1 | 4 | 1 | 0 | 0 | 0 |
| s2 | 3 | 1 | 0 | 1 | 0 | 0 |
| s3 | 1 | 1 | 0 | 0 | 1 | 0 |
|Z|2|5|0|0|0|1|

Step 3: Identify the pivot column:

 Look for the most negative value in the Z row (excluding the Z column) - this is the pivot column. In
this case, it's the "x2" column with a coefficient of 5.
Step 4: Identify the pivot row:
 Divide the constants column (rightmost column) by the corresponding element in the pivot
column. Choose the smallest positive ratio.
o For s1: 24 / 4 = 6
o For s2: 21 / 1 = 21
o For s3: 9 / 1 = 9
 The smallest positive ratio is 6, so the pivot row is the "s1" row.
Step 5: Perform the pivot operation:
 Divide the pivot row by the pivot element (4).
 Use row operations to make all other elements in the pivot column zero.
| | x1 | x2 | s1 | s2 | s3 | Z |
|---|---|---|---|---|---|---|
| x2 | 1/4 | 1 | 1/4 | 0 | 0 | 0 |
| s2 | 11/4 | 0 | -1/4 | 1 | 0 | 0 |
| s3 | 3/4 | 0 | -1/4 | 0 | 1 | 0 |
| Z | -3/2 | 0 | -5/4 | 0 | 0 | 1 |

Step 6: Repeat steps 3-5 until there are no more negative values in the Z row:

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 Pivot on the "x1" column using the "s2" row as the pivot row.
| | x1 | x2 | s1 | s2 | s3 | Z |
|---|---|---|---|---|---|---|
| x2 | 0 | 1 | 1/4 | 1/11 | 0 | 0 |
| x1 | 1 | 0 | -1/11 | 4/11 | 0 | 0 |
| s3 | 0 | 0 | -2/11 | -4/11 | 1 | 0 |
| Z | 0 | 0 | -5/11 | 20/11 | 0 | 1 |

Solution:
 Maximum value of Z = 20/11
 Optimal solution: x1 = 20/11, x2 = 10/11
(3).

Step 1: Introduce Slack Variables and Convert to Standard Form

 Rewrite the constraints with slack variables:
o 2x₁ + x₂ + s₁ = 50
o 2x₁ + 5x₂ + s₂ = 100
o 2x₁ + 3x₂ + s₃ = 90
 Write the objective function in standard form:
o Maximize Z = 4x₁ + 10x₂ + 0s₁ + 0s₂ + 0s₃
Step 2: Create Initial Simplex Tableau
| | x₁ | x₂ | s₁ | s₂ | s₃ | Z |
|---|---|---|---|---|---|---|
| s₁ | 2 | 1 | 1 | 0 | 0 | 50 |
| s₂ | 2 | 5 | 0 | 1 | 0 | 100 |
| s₃ | 2 | 3 | 0 | 0 | 1 | 90 |
| Z | 4 | 10 | 0 | 0 | 0 | 0 |

Step 3: Identify Pivot Column and Row

 Look at the Z-row (bottom row) to identify the most negative coefficient, which is 10 (corresponding
to x₂). This is the pivot column.
 Divide the constants in the constraints by the coefficients in the pivot column to find the smallest
positive ratio. This will identify the pivot row:
o 50/1 = 50
o 100/5 = 20
o 90/3 = 30
o The second constraint (s₂) is the pivot row.

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 Step 4: Perform Pivot Operation
 Divide the pivot row by 5 to make the pivot element equal to 1:
| | x₁ | x₂ | s₁ | s₂ | s₃ | Z |
|---|---|---|---|---|---|---|
| s₁ | 2 | 1 | 1 | 0 | 0 | 50 |
| s₂ | 0.4 | 1 | 0 | 0.2 | 0 | 20 |
| s₃ | 0.4 | 0 | 0 | -0.6 | 1 | 50 |
| Z | 3.2 | 0 | 0 | -2 | 0 | -200 |

Step 5: Repeat Pivot Operations Until Optimality

 Identify the new pivot column (x₁), perform pivot operations on the first constraint (s₁), and repeat
until no negative coefficients are left in the Z-row.
 After several iterations, the final tableau will look like:
| | x₁ | x₂ | s₁ | s₂ | s₃ | Z |
|---|---|---|---|---|---|---|
| s₁ | 0 | 0.5 | 1 | -0.2 | 0.2 | 20 |
| s₂ | 1 | 1 | 0 | 0.2 | 0 | 20 |
| s₃ | 0 | 0 | 0 | -0.6 | 1 | 30 |
| Z | 0 | 10 | 0 | 0 | 0 | 200 |

Solution:
 Maximum value of Z = 200
 Optimal values: x₁ = 20, x₂ = 20

(4).

Step 1: Introduce Slack Variables

 Rewrite the constraints with slack variables:
o x₁ + x₂ + s₁ = 4
o x₁ - x₂ + s₂ = 2
Step 2: Create the Initial Simplex Tableau
| | x₁ | x₂ | s₁ | s₂ | Z |
|---|---|---|---|---|---|
| s₁ | 1 | 1 | 1 | 0 | 0 | = 4
| s₂ | 1 | -1 | 0 | 1 | 0 | = 2
|Z|3|2|0|0|1|=0

Step 3: Identify the Pivot Column

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 Select the column with the most negative coefficient in the Z row (the "pivot column"). In this case,
it's the x₁ column (coefficient 3).
Step 4: Identify the Pivot Row
 Divide each constant term in the constraint rows by the corresponding coefficient in the pivot
column. Choose the row with the smallest positive ratio as the "pivot row".
o For s₁: 4/1 = 4
o For s₂: 2/1 = 2
o Pivot row is s₂.
Step 5: Perform the Pivot Operation
 Divide the pivot row by the pivot element (1) to make the pivot element equal to 1.
 Perform row operations to make all other elements in the pivot column zero.
 | | x₁ | x₂ | s₁ | s₂ | Z |
|---|---|---|---|---|---|
| s₁ | 0 | 2 | 1 | -1 | 0 | = 2
| x₁ | 1 | -1 | 0 | 1 | 0 | = 2
| Z | 0 | 5 | 0 | -3 | 1 | = -6
Step 6: Check for Optimality
 If all coefficients in the Z row are non-negative, the solution is optimal. Since there is a negative
coefficient (-3), we need to continue pivoting.
Repeat steps 3-5:
New pivot column: x₂ and New pivot row: s₁.

Final Tableau
| | x₁ | x₂ | s₁ | s₂ | Z |
|---|---|---|---|---|---|
| x₂ | 0 | 1 | 1/2 | -1/2 | 0 | = 1
| x₁ | 1 | 0 | 1/2 | 1/2 | 0 | = 3
| Z | 0 | 0 | 5/2 | 5/2 | 1 | = 5

Solution:
Maximum value of Z = 5, x₁ = 3, and x₂ = 1.

Interpretation: The optimal solution is to produce 3 units of product x₁ and 1 unit of product x₂ to
maximize the objective function value at 5.

(5.)

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(6.)

(7). Minimize Z = x1-3x2+2x3

Subject to the constraints
3x1-x2+2x3 ≤ 7,
-2x1+4x2≤ 12,
-4x1+3x2+8x3 ≤ 10,
x1, x2, x3 ≥0
( unit 1 contains - Artificial Variable Technique – Big-M method, Two-phase
method also)

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UNIT II DUALITY, TRANSPORTATION MODEL AND ASSIGNMENT MODEL

Primal – Dual models – Dual simplex method – Mathematical formulation of

the problem –
Methods for finding an initial solution – North-West corner method,
Least-cost method, Vogel’s Approximation Method (VAM) – Test for
optimality – Variants of the transportation problem –Mathematical
Formulation of the problem – Solution of an assignment problem – Hungarian
algorithm – Variants of the assignment problem – Traveling salesman
problem

Transportation problem :

Example 1:

Find basic feasible solution (VAM method )

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Check for optimality (MODI Test) m (a) Cost matrix of allocated cell.
m+ n - 1 = 8 (no. of allocation)

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Example problem : 1402

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2.

1. Find basic feasible solution

2. Check for optimality test (m + n -1) > no. of allocation (8)

m + n- 1 = no. of allocation 9
9. Cost matrix of allocated cell

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Iteration for optimal solution

(a). Cost matrix of allocated cell

Since all elements of cell evaluation matrix are non negative so 2hldI feasible solution is the optimum
solution.
Transportation cost

Problem 3:

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3. Optimality test

(a)Cost matrix of allocated cell

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1. Opp. cost matrix

+
Cell evaluation matrix

Check for optimality test (a)

Cost matrix of allocated cell

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Since all elements of cell evaluation matrix are non negative. Hence 3rd feasible solution is the
optimum solution.

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