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CSC 411 S

Operations Research originated during WWII in Britain to optimize military resources and has since expanded to civilian applications. Key characteristics include a system-oriented approach, reliance on scientific methods, and the use of mathematical models for decision-making. Linear Programming (LP) involves formulating problems with decision variables, objective functions, and constraints, and solving them using methods like the Simplex Method.

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0% found this document useful (0 votes)
37 views11 pages

CSC 411 S

Operations Research originated during WWII in Britain to optimize military resources and has since expanded to civilian applications. Key characteristics include a system-oriented approach, reliance on scientific methods, and the use of mathematical models for decision-making. Linear Programming (LP) involves formulating problems with decision variables, objective functions, and constraints, and solving them using methods like the Simplex Method.

Uploaded by

gremasaa
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as PDF, TXT or read online on Scribd
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1.

Operations Research Overview

Origin:

• Began in Britain during WWII with teams studying strategic military problems.
• Aimed to optimize limited military resources using quantitative techniques.
• Post-war, applications expanded to civilian sectors (management, logistics, etc.).

Characteristics:

1. System-Oriented: Focuses on entire systems, not isolated components.


2. Scientific Methods: Uses data-driven, analytical approaches.
3. Decision Improvement: Enhances decision quality through modeling.
4. Quantitative Solutions: Relies on mathematical/statistical models.
5. Computer Use: Requires computational tools for complex calculations.
6. Human Factors: Considers human behavior in system design.

2. Linear Programming (LP) Formulation Steps

1. Identify Decision Variables:


a. ( x_1, x_2, \dots, x_n ) (e.g., quantities to produce).
2. Define Objective Function:
a. Maximize/minimize ( Z = \sum_{j=1}^n C_j x_j ) (e.g., profit/cost).
3. State Constraints:
a. Express resource limits as linear equations/inequalities:
[ \begin{aligned} a_{11}x_1 + a_{12}x_2 + \cdots + a_{1n}x_n &\leq b_1 \ a_{21}x_1 +
a_{22}x_2 + \cdots + a_{2n}x_n &\leq b_2 \ &\vdots \ a_{m1}x_1 + a_{m2}x_2 + \cdots +
a_{mn}x_n &\leq b_m \end{aligned} ]
4. Add Non-Negativity Constraints:
a. ( x_j \geq 0 ) for all ( j ).
5. Solve Mathematically:
a. Use techniques like the Simplex Method.
6. Optimal Solution:
a. Select values of ( x_j ) that optimize ( Z ) while satisfying constraints.
3. Feasibility Analysis

1. Operational Feasibility:
a. Will users adopt the solution? Does it meet their needs?
2. Schedule Feasibility:
a. Are deadlines realistic? Adjust scope if deadlines are fixed.
3. Technical Feasibility:
a. Does the organization have the hardware/software/expertise?
4. Economic Feasibility:
a. Cost-benefit analysis: Is the project financially viable?

4. Project Planning

Purpose:

• Solve a specific problem (e.g., inefficient resource allocation).

Goals:

• Define measurable outcomes (e.g., "Reduce costs by 20%").

Budget:

• Total funding available.


• Example: Stakeholders allocate $50,000 for software and personnel.

Deliverables:

• LP model, feasibility report, optimization software.

Timeline:

• Gantt chart with milestones (e.g., 3 months for model development).

Feasibility Check:

• Reassess feasibility at each project stage (dynamic process).


Mathematical Notation

• Objective Function:
[ Z = C_1x_1 + C_2x_2 + \cdots + C_nx_n ]
• Constraints:
[ \sum_{j=1}^n a_{ij}x_j \leq b_i \quad \text{for } i = 1, 2, \dots, m ]
o ( a_{ij} ): Technical coefficients (can be positive, negative, or zero).
o ( b_i ): Resource availability (assumed positive).

Visual Summary

graph TD
A[Operations Research] --> B[Linear Programming]
B --> C1[Objective Function]
B --> C2[Constraints]
B --> C3[Decision Variables]
A --> D[Feasibility Analysis]
D --> D1[Operational]
D --> D2[Technical]
D --> D3[Schedule]
D --> D4[Economic]

Let me know if you need further refinements!

Dfghvjbknlm
Here’s a complete, reformatted, and clarified version of all notes from the provided
images. Mathematical notation, tableaus, and constraints are corrected for consistency
and readability.

1. Linear Programming Problem (Maximization)

Decision Variables:

• ( x_1 ): Quantity of Product A


• ( x_2 ): Quantity of Product B
• ( s_1, s_2, s_3 ): Slack variables

Objective Function:

[ \text{Maximize } z = 300x_1 + 250x_2 + 0s_1 + 0s_2 + 0s_3 ]

Constraints:

[ \begin{aligned} 2x_1 + x_2 + s_1 &= 40 \quad &\text{(Labor Hours)} \ x_1 + 3x_2 + s_2 &= 45
\quad &\text{(Machine Hours)} \ x_1 + 0x_2 + s_3 &= 12 \quad &\text{(Market Limit)} \ x_1,
x_2, s_1, s_2, s_3 &\geq 0 \end{aligned} ]

2. Simplex Tableau (Initial)

[ \begin{array}{|c|c|c|c|c|c|c|} \hline \text{BV} & x_1 & x_2 & s_1 & s_2 & s_3 & \text{RHS}
\ \hline s_1 & 2 & 1 & 1 & 0 & 0 & 40 \ s_2 & 1 & 3 & 0 & 1 & 0 & 45 \ s_3 & 1 & 0 & 0 & 0 & 1 &
12 \ \hline z & -300 & -250 & 0 & 0 & 0 & 0 \ \hline \end{array} ]

Pivot Steps:

1. Pivot Column: Select ( x_1 ) (most negative coefficient in ( z )-row: (-300)).


2. Pivot Row: Calculate minimum ratios:
[ \frac{40}{2} = 20, \quad \frac{45}{1} = 45, \quad \frac{12}{1} = 12 \quad \Rightarrow \quad
\text{Pivot on } s_3 \text{ row}. ]
3. Update Tableau:
[ \begin{array}{|c|c|c|c|c|c|c|} \hline \text{BV} & x_1 & x_2 & s_1 & s_2 & s_3 & \text{RHS}
\ \hline s_1 & 0 & 1 & 1 & 0 & -2 & 16 \ s_2 & 0 & 3 & 0 & 1 & -1 & 33 \ x_1 & 1 & 0 & 0 & 0 & 1 &
12 \ \hline z & 0 & -250 & 0 & 0 & 300 & 3600 \ \hline \end{array} ]

3. Second Iteration

New Pivot Column: ( x_2 ) (coefficient (-250)).

New Pivot Row: Ratios for ( x_2 ):

[ \frac{16}{1} = 16, \quad \frac{33}{3} = 11, \quad \text{Pivot on } s_2 \text{ row}. ]

Updated Tableau:

[ \begin{array}{|c|c|c|c|c|c|c|} \hline \text{BV} & x_1 & x_2 & s_1 & s_2 & s_3 & \text{RHS}
\ \hline s_1 & 0 & 0 & 1 & -1/3 & -5/3 & 5 \ x_2 & 0 & 1 & 0 & 1/3 & -1/3 & 11 \ x_1 & 1 & 0 & 0 &
0 & 1 & 12 \ \hline z & 0 & 0 & 0 & 83.33 & 250 & 6250 \ \hline \end{array} ]

Optimal Solution:

• ( x_1 = 12 ), ( x_2 = 11 ), ( z = 6250 ).

4. Linear Programming Problem (Minimization)

Objective Function:

[ \text{Minimize } z = -8x_1 - 10x_2 - 7x_3 ]

Constraints:

[ \begin{aligned} x_1 + 3x_2 + 2x_3 &\leq 10 \quad &\text{(Resource 1)} \ -x_1 - 5x_2 - x_3
&\geq -8 \quad &\Rightarrow \quad x_1 + 5x_2 + x_3 \leq 8 \quad &\text{(Resource 2)} \ x_1,
x_2, x_3 &\geq 0 \end{aligned} ]

Standard Form Conversion:

[ \begin{aligned} x_1 + 3x_2 + 2x_3 + s_1 &= 10 \ x_1 + 5x_2 + x_3 + s_2 &= 8 \ x_1, x_2, x_3,
s_1, s_2 &\geq 0 \end{aligned} ]
5. Linear Programming Problem (Maximization)

Objective Function:

[ \text{Maximize } z = 3x_1 + 2x_2 + 5x_3 ]

Constraints:

[ \begin{aligned} 2x_1 - 3x_2 + s_1 &= 3 \quad &\text{(Constraint 1)} \ x_1 + 2x_2 + 3x_3 - s_2
&= 5 \quad &\text{(Add artificial variable } a_1) \ x_1 + 2x_3 + s_3 &= 2 \quad
&\text{(Constraint 3)} \ x_1, x_2, x_3, s_1, s_2, s_3, a_1 &\geq 0 \end{aligned} ]

6. Simplex Tableau for Minimization Problem

Initial Tableau:

[ \begin{array}{|c|c|c|c|c|c|c|} \hline \text{BV} & x_1 & x_2 & x_3 & s_1 & s_2 & \text{RHS}
\ \hline s_1 & 1 & 3 & 2 & 1 & 0 & 10 \ s_2 & 1 & 5 & 1 & 0 & 1 & 8 \ \hline z & 8 & 10 & 7 & 0 & 0
& 0 \ \hline \end{array} ]

7. General Notes

1. Standard Form:
a. For ( \leq ): Add slack variable (( +s )).
b. For ( \geq ): Subtract surplus variable (( -s )) and add artificial variable (( +a )).
Example:
[ 3x_1 + 2x_2 \geq 10 \quad \Rightarrow \quad 3x_1 + 2x_2 - s_1 + a_1 = 10 ]

2. Feasible Solution: Values of ( x_j ) that satisfy all constraints and non-negativity.
3. Unbounded Solution: Occurs if the objective function can improve indefinitely.

8. Simplex Method Steps

1. Convert inequalities to equations using slack/surplus variables.


2. Construct the initial tableau.
3. Identify the pivot column (most negative coefficient in ( z )-row).
4. Identify the pivot row (minimum ratio of RHS to pivot column).
5. Update the tableau using row operations.
6. Repeat until all ( z )-row coefficients are non-negative (for maximization).

Let me know if you need further details or corrections!

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Here’s a reformatted, corrected, and organized version of all notes from the 13 images:

1. Operations Research (OR)

Origin:

• Emerged in Britain during WWII to study military strategy and resource optimization
using quantitative techniques.
• Post-war, expanded into civilian sectors (management, logistics, etc.).

Characteristics:

1. System-Oriented: Focuses on entire systems, not isolated components.


2. Scientific Methods: Uses data-driven, analytical approaches.
3. Decision Improvement: Enhances decision quality through modeling.
4. Quantitative Solutions: Relies on mathematical/statistical models.
5. Computer Use: Requires computational tools for complex calculations.
6. Human Factors: Considers human behavior in system design.

2. Linear Programming (LP) Formulation Steps

1. Identify Decision Variables:


( x_1, x_2, \dots, x_n ) (e.g., production quantities).
2. Define Objective Function:
[ \text{Maximize/Minimize } Z = \sum_{j=1}^n C_j x_j ]
3. State Constraints:
Express resource limits as linear equations/inequalities:
[ \begin{aligned} a_{11}x_1 + a_{12}x_2 + \cdots + a_{1n}x_n &\leq b_1 \ a_{21}x_1 +
a_{22}x_2 + \cdots + a_{2n}x_n &\leq b_2 \ &\vdots \ a_{m1}x_1 + a_{m2}x_2 + \cdots +
a_{mn}x_n &\leq b_m \end{aligned} ]
4. Add Non-Negativity Constraints:
( x_j \geq 0 ) for all ( j ).
5. Solve Mathematically:
Use techniques like the Simplex Method.
6. Select Optimal Solution:
Values of ( x_j ) that optimize ( Z ) while satisfying constraints.

3. LP Objective Function & Constraints

General Form of Objective Function:

[ Z = \sum_{j=1}^n C_j x_j ]

Constraints:

• ( a_{ij} ): Technical coefficients (resource consumption per unit of ( x_j )).


• ( b_i ): Total resource availability (assumed positive).

4. Machine Time Allocation Problem

Decision Variables:

• ( x_1, x_2, x_3 ): Daily units of Product 1, 2, 3.

Objective Function:

[ \text{Max } Z = 4x_1 + 3x_2 + 5x_3 ]

Constraints:
[ \begin{aligned} 2x_1 + 3x_2 + 2x_3 &\leq 440 \quad &\text{(Machine M1)} \ 4x_1 + 0x_2 +
3x_3 &\leq 470 \quad &\text{(Machine M2)} \ 2x_1 + 5x_2 + 0x_3 &\leq 430 \quad
&\text{(Machine M3)} \ x_1, x_2, x_3 &\geq 0 \end{aligned} ]

5. Diet Optimization Problem

Objective: Minimize cost while meeting daily nutritional requirements.

Decision Variables:

• ( x_1, x_2, x_3, x_4 ): Units of Food Types 1–4.

Objective Function:

[ \text{Min } Z = \text{Cost}_1x_1 + \text{Cost}_2x_2 + \text{Cost}_3x_3 + \text{Cost}_4x_4 ]

Constraints (Nutritional Requirements):

[ \begin{aligned} 3x_1 + 8x_2 + 6x_3 + 9x_4 &\geq 800 \quad &\text{(Proteins)} \ 4x_1 + 7x_2
+ 5x_3 + 10x_4 &\geq 200 \quad &\text{(Fats)} \ 6x_1 + 5x_2 + 4x_3 + 12x_4 &\geq 700 \quad
&\text{(Carbohydrates)} \ x_1, x_2, x_3, x_4 &\geq 0 \end{aligned} ]

6. Definitions in LP

• Feasible Solution: Satisfies all constraints and non-negativity.


• Infeasible Solution: Violates at least one constraint.
• Optimal Solution: Feasible solution that optimizes the objective function.
• Unbounded Solution: Objective function can improve indefinitely.

7. Graphical Method (Two Variables)

1. Plot Constraints: Convert inequalities to equations and graph.


2. Identify Feasible Region: Area satisfying all constraints.
3. Locate Corner Points: Optimal solution lies at a vertex of the feasible region.
4. Determine Optimal Solution: Evaluate objective function at each corner point.
8. TV Production Problem

Decision Variables:

• ( x_1 ): Units of Model A


• ( x_2 ): Units of Model B

Objective Function:

[ \text{Max } Z = 300x_1 + 250x_2 ]

Constraints:

[ \begin{aligned} 2x_1 + x_2 &\leq 40 \quad &\text{(Labor Hours)} \ x_1 + 3x_2 &\leq 45 \quad
&\text{(Machine Hours)} \ x_1 &\leq 12 \quad &\text{(Market Limit)} \ x_1, x_2 &\geq 0
\end{aligned} ]

9. Simplex Method Steps

1. Standard Form: Convert inequalities to equations using slack/surplus variables.


2. Initial Tableau: Include coefficients of variables and RHS.
3. Pivot Element:
a. Pivot Column: Most negative coefficient in ( Z )-row (maximization).
b. Pivot Row: Minimum ratio ( \frac{\text{RHS}}{\text{Pivot Column}} ).
4. Update Tableau: Use row operations to pivot.
5. Check Optimality: Stop when all ( Z )-row coefficients are non-negative.
6. Interpret Results: Extract variable values from the final tableau.

10. Example Simplex Tableau

Initial Tableau:

[ \begin{array}{|c|c|c|c|c|c|} \hline \text{BV} & x_1 & x_2 & s_1 & s_2 & \text{RHS} \ \hline s_1
& 2 & 1 & 1 & 0 & 40 \ s_2 & 1 & 3 & 0 & 1 & 45 \ \hline Z & -300 & -250 & 0 & 0 & 0 \ \hline
\end{array} ]
Final Tableau (Optimal Solution):

[ \begin{array}{|c|c|c|c|c|c|} \hline \text{BV} & x_1 & x_2 & s_1 & s_2 & \text{RHS} \ \hline x_1
& 1 & 0 & 0.5 & -0.17 & 12 \ x_2 & 0 & 1 & -0.17 & 0.33 & 11 \ \hline Z & 0 & 0 & 83.33 & 250 &
6250 \ \hline \end{array} ]

Let me know if you need further refinements!

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