OPERATIONAL RESEARCH

HISTORY OF OR APPLICATIONS OF OR ROLE OF OR IN MANAGERIAL DECISION MAKING LINEAR PROGRAMMING PROBLEMS MATHEMATICAL MODELLING TECHNIQUE DESIGNED TO OPTIMIZE THE USAGE OF LIMITED RESOURCES.

LINEAR PROGRAMMING PROBLEMS

MATHEMATICAL FORMULATION

IDENTIFY DECISION VARIABLES OF THE PROBLEM FORMULATE THE OBJECTIVE FUNCTION TO BE OPTIMISED [MAXIMISED OR MINIMISED] AS A LINEAR FUNCTION OF DECISION VARIABLES

 FORMULATE OTHER CONDITIONS OF THE PROBLEM SUCH AS RESOURCE LIMITATIONS, MARKET CONSTRAINTS, INTER-RELATION BETWEEN VARIABLES etc AS LINEAR EQUATIONS OR INEQUATIONS IN TERMS OF THE DECISION VARIABLES. ADD NON NEGATIVITY CONSTRAINTS FROM THE CONSIDERATION THAT NEGATIVE VARIABLES DO NOT HAVE ANY VALID PHYSICAL INTERPRETATION.

DIET PROBLEM
CASELET A PERSON WANTS TO DECIDE THE CONSTITUENTS OF A DIET WHICH WILL FULFILL HIS DAILY REQUIREMENTS OF PROTEINS, FATS AND CARBOHYDRATES AT THE MINIMUM COST. THE CHOICE IS TO BE MADE FROM FOUR DIFFERENT TYPES OF FOODS. THE YIELD PER UNIT OF FOODS ARE GIVEN IN THE TABLE BELOW. FORMULATE THE LINEAR PROGRAMMING MODEL FOR THE PROBLEM

YIELD PER UNIT FOOD TYPE 1 2 3 4 MIN REQ PROTEINS 3 4 8 6 800 FATS 2 2 7 5 200 CARB. 6 4 7 4 700 COST PER UNIT(RS.) 45 40 85 65

LET x1, x2, x3 AND x4 DENOTE NUMBER OF UNITS OF FOOD OF TYPE 1,2 ,3 AND 4 RESPECTIVELY OBJECTIVE: CONSTRAINTS: PROTEINS FATS CARBOHYDRATES MIN COST = 45 x1+ 40 x2+ 85 x3+ 65 x4

3 x1 + 4 x2 + 8 x3 + 6 x4 800 2 x1 + 2 x2 + 7 x3 + 5 x4 200 6 x1 + 4 x2 + 7 x3 + 4 x4 700 x1, x2, x3, x4 0

NON NEGATIVITY CONSTRAINTS:

BASIC DEFINITIONS
OBJECTIVE FUNCTION: THE LINEAR FUNCTION WHICH IS TO BE MAXIMISED (PROFIT) OR MINIMIMSED (COST). CONSTRAINTS: INEQUALTIES OR EQUALITIES DEPICTING RESTRICTIONS AND LIMITATIONS OF THE PROBLEM NON NEGATIVE RESTRICTIONS/CONSTRAINTS: ARISING FROM THE FACT THAT THAT NEGATIVE VARIABLES DO NOT HAVE ANY VALID PHYSICAL INTERPRETATION, EXAMPLE- NUMBER OF UNITS PURCHASED, NUMBER OF UNITS MANUFACTURED etc..

SOLUTION: A SET OF VALUES OF DECISION VARIABLES WHICH SATISFY THE CONSTRAINTS OF A LPP MODEL FEASIBLE SOLUTION: ANY SOLUTION TO A LPP WHICH ALSO SATISFIES THE NONNEGATIVE RESTRICTIONS OF THE PROBLEM OPTIMUM SOLUTION: ANY FEASIBLE SOLUTION WHICH OPTIMIZES (MINIMISES OR MAXIMISES) THE OBJECTIVE FUNCTION OF A LPP

BASIC SOLUTION: FOR A SET OF m EQUATIONS IN n VARIABLES (n > m), A SOLUTION OBTAINED BY SETTING (n-m) VARIABLES EQUAL TO ZERO AND SOLVING FOR REMAINING m EQUATIONS IN m VARIABLES IS CALLED BASIC SOLUTION. THE (n m) VARIABLES WHOSE VALUES DID NOT APPEAR IN THIS SOLUTION ARE CALLED NON BASIC VARIABLES AND THE REMAINING m VARIABLES ARE CALLED BASIC VARIABLES.

BASIC FEASIBLE SOLUTION (BFS): A FEASIBLE SOLUTION TO AN LPP WHICH IS ALSO THE BASIC SOLUTION IS CALLED BFS. i.e ALL BASIC VARIABLES ASSUME NON NEGATIVE VALUES. BFS ARE OF TWO TYPES: A) DEGENERATE: A BFS IS CALLED DEGENERATE IF AT LEAST ONE BASIC VARIABLE POSSESSES ZERO VALUE B) NON-DEGENERATE: A BFS IS CALLED NONDEGENERATE IF ALL m BASIC VARIABLES ARE NON ZERO AND POSITIVE.

PROBLEM FORMULATION
CASELET: A MANUFACTURER PRODUCES TWO TYPES OF MODELS M1 AND M2. EACH M1 MODEL REQUIRES 4 HRS OF GRINDING AND 2 HRS OF POLISHING; WHEREAS EACH M2 MODEL REQUIRES 2 HRS OF GRINDING AND 5 HRS OF POLISHING. THE MANUFACTURER HAS 2 GRINDERS AND 3 POLISHERS. EACH GRINDER WORKS FOR 40 HRS A WEEK AND EACH POLISHER WORKS FOR 60 HRS A WEEK. PROFIT ON AN M1 MODEL IS RS: 3.00 AND ON AN M2 MODEL IS RS: 4.00. HOW SHOULD THE MANUFACTURER ALLOCATE HIS PRODUCTION CAPACITY TO THE TWO TYPES OF MODELS SO THAT HE MAY MAKE THE MAXIMUM PROFIT IN A WEEK.

CASELET: THREE GRADES OF COAL A,B AND C CONTAIN ASH AND PHOSPHOROUS AS IMPURITIES. IN A PATICULAR INDUSTRIAL PROCESS A FUEL OBTAINED BY BLENDING THE ABOVE GRADES CONTAINING NOT MORE THAN 25% ASH AND .03% PHOSPHOROUS IS REQUIRED. THE MAXIMUM DEMAND OF THE FUEL IS 100 TONNES. PERCENTAGE OF IMPURITIES AND COSTS OF VARIOUS GRADES OF COAL ARE SHOWN BELOW. FORMULATE THE PROBLEM TO MINIMISE THE COST. COALGRADE %ASH %PHOS. COST PER TONNE A 30 .02 240 B 20 .04 300 C 35 .03 280

CASELET: THE STANDARD WEIGHT OF A SPECIAL PURPOSE BRICK IS 5 KG AND IT CONTAINS TWO BASIC INGREDIENTS B1 AND B2. B1 COSTS RS 5 PER KG AND B2 COSTS RS 8 PER KG. STRENGTH CONSIDERATIONS DICTATE THAT THE BRICK SHOULD CONTAIN NOT MORE THAN 4 KG OF B1 AND A MINIMUM OF 2 KG OF B2. SINCE THE DEMAND FOR THE PRODUCTION IS LIKELY TO BE RELATED TO THE PRICE OF THE BRICK, FORMULATE SO AS TO MINIMISE COST OF THE BRICK.

SOLVING TWO VARIABLE PROBLEMS -GRAPHICAL METHOD

REMARKS:
FEASIBLE REGION IS THE ONE WHERE ALL THE POINTS OF REGION SATISFY GIVEN CONSTRAINTS. OPTIMAL SOLUTION IS A POINT IN FEASIBLE REGION WHICH GIVES OPTIMUM VALUE OF THE FUNCTION. OPTIMAL SOLUTION OCCURS AT VERTEX OR ALONG THE EDGE/BOUNDARY.

CASE-I UNIQUE SOLUTION

Min f =5 x1 8 x2 s.t. x1 + x2  5 x1 x2 1 x1, x2 0

C A B

A=(1,0) ; f(A)= 5 B=(5,0); f(B)= 25 C=(3,2); f(C)= -1

CASE-II NO FEASIBLE SOLUTION

Max f = x1 - x2 s.t. x1 + x2  5 2 x1 + x2 12 x1, x2 0

CASE-III UNBOUNDED SOLUTION Max f =5 x1 + 8 x2 s.t. x1 5 x2  5 -10 x1 + x2 10 x1, x2 0 CASE-IV UNBOUNDED REGION BUT UNIQUE SOLUTION Min f =5 x1 + 8 x2 s.t. x1 5 x2  5 -10 x1 + x2 10 x1, x2 0

CASE-V ALTERNATE OR INFINITE SOLUTIONS

Max f = x1 + x2 s.t. x1 + x2  5 x1 x2 1 x1, x2 0 A

C B

A=(1,0) ; f(A)= 1 B=(5,0); f(B)= 5 C=(3,2); f(C)= 5 ALL THE POINTS JOINING THE LINE SEGMENT B-C WILL GIVE OPTIMAL SOUTION i.e MAX VAL = 5

PRACTICE PROBLEM-I
Max f = - x1 + 8 x2 s.t. 3 x1 + x2  3 x1 + 3 x2  3 x1 + x2  2 x1, x2 0 Solution : (3/4,3/4) val = 7/4 (1,0) val = -1 (0,0) val =0 (0,1) val=8

PRACTICE PROBLEM-II
Max f = 4x1 + 3x2 s.t. 3 x1 + 4 x2  24 8 x1 + 6 x2  48 x1 5 x2 6 x1, x2 0

Solution : (24/7,24/7) val = 24 (5,4/3) val = 24 ALTERNATE SOLUTION

PRACTICE PROBLEM-III
Min f = 1.5 x1 + 2.5 x2 s.t. x1 + 3 x2 3 x1 + x2 2 x1, x2 0
UNBOUNDED SOLUTION