MC0079- Computer Based Optimization Method

Q1 Describe the structure of Mathematical Model in your own words.

Ans1 The components are describes as follows (i) Decision variables and parameters The decision variables are the unknowns to be determined from the solution of the model. The parameters represent the controlled variables of the system. (ii) Objective function This defines the measure of effectiveness of the system as a mathematical function of its decision variables. The optimal solution to the model is obtained when the corresponding values of the decision variable yield the best value of the objective function while satisfying all constraints. Thus, the objective function acts as an indicator for the achievement of the optimal solution. (iii) Constraints To account for the physical limitations of the system, the model must include constraints, which limit the decision variables to their feasible range or permission values. These are expressed in the form of constraining mathematical functions.

Q2 Explain Erlang family of distributions of service times

Ans 2 The distribution is a continuous distribution, which has a positive value for all real numbers greater than zero, and is given by two parameters: the shape , which is a positive integer, and the rate , which is a positive real number. The distribution is sometimes defined using the inverse of the rate parameter, the scale . It is the distribution of the sum of independent exponential variables with mean . When the shape parameter equals 1, the distribution simplifies to the exponential distribution. The Erlang distribution is a special case of the Gamma distribution where the shape parameter is an integer. In the Gamma distribution, this parameter is not restricted to the integers. Characterization Probability density function The probability density function of the Erlang distribution is

The parameter is called the shape parameter and the parameter is called the rate parameter. An alternative, but equivalent, parameterization (gamma distribution) uses the scale parameter which is the reciprocal of the rate parameter (i.e., ):

When the scale parameter equals 2, the distribution simplifies to the chi-squared distribution with 2k degrees of freedom. It can therefore be regarded as a generalized chisquared distribution, for even degrees of freedom. Because of the factorial function in the denominator, the Erlang distribution is only defined when the parameter k is a positive integer. In fact, this distribution is sometimes called the Erlang-k distribution (e.g., an Erlang-2 distribution is an Erlang distribution with k=2). The Gamma distribution generalizes the Erlang by allowing to be any real number, using the gamma function instead of the factorial function. Cumulative distribution function (CDF) The cumulative distribution function of the Erlang distribution is:

where

is the lower incomplete gamma function. The CDF may also be expressed as

Q3 Explain the algorithm for solving a linear programming problem by graphical method.
Ans 3 An Algorithm for solving a linear programming problem by Graphical Method: Step I: Formulate the linear programming problem with two variables (if the given problem has more than two variables, then we cannot solve it by graphical method). Step II: Consider a given inequality. Suppose it is in the form a1x1 + a2x2 <= b (or a1x1 + a2x2 >= b). Then consider the relation a1x1+ a2x2= b. Find two distinct points (k, l), (c, d) that lie on the straight line a1x1+ a2x2= b. This can be found easily: If x1= 0, then x2 = b / a2. If x2=0, then x1 = b / a1. Therefore (k, l) = (0, b / a2) and (c, d) = (b / a1, 0) are two points on the straight line a1x1+a2x2= b. Step III: Represent these two points (k, l), (c, d) on the graph which denotes X Y-axis plane. Join these two points and extend this line to get the straight line which represents a1x1+ a2x2= b. Step IV:

a1x1 + a2x2= b divides the whole plane into two half planes, which are a1x1+ a2x2 <= b (one side) and a1x1+ a2x2 >= b (another side). Find the half plane that is related to the given inequality. Step V: Do step-II to step-IV for all the inequalities given in the problem. The intersection of the half-planes related to all the inequalities and x1 >= 0, x2 >= 0 , is called the feasible region (or feasible solution space). Now find this feasible region. Step VI: The feasible region is a multisided figure with corner points A, B, C, (say). Find the co-ordinates for all these corner points. These corner points are called as extreme points. Step VII: Find the values of the objective function at all these corner/extreme points. Step VIII: If the problem is a maximization (minimization) problem, then the maximum (minimum) value of z among the values of z at the corner/extreme points of the feasible region is the optimal value of z. If the optimal value exists at the corner/extreme point, say A (u, v), then we say that the solution x1= u and x2= v is an optimal feasible solution. Step IX: Write the conclusion (that include the optimum value of z, and the co-ordinates of the corner point at which the optimum value of z exists).

Q4 Determine optimal solution to the problem given below. Obtain the initial solution by VAM. Write down the differences between PERT and CPM.
Ans 4 Ware houses Stores Availability I II III IV A 5 1 3 3 34 B 3 3 5 4 15 C 6 4 4 3 12 D 4 1 4 2 19 Requirement 21 25 17 17 80 Ans 4 z=(5*6)+(1*6)+(3*17)+(3*5)+(3*15)+(3*12)+(-1*19) Z= 30+6+51+15+45+36-19 Z=164 PERT considers optimistic, likely and pessimistic time, thereby adding an element of probability to the final figure one obtains. CPM takes only a single time for any task. This time typically would be the 'likely' time for the task. PERT estimates may prove to be better for projects with long durations due to its ability to absurd a certain level of flux.

Q5 Explain the use of finite queuing tables.

Ans 5 The data form has a single red button. The Build Model button calls the DP Models add-in to insert the model worksheet and construct a general model. The DP Data add-in then fills the form to describe the queue model. If you are not interested in the modelling process you may proceed by clicking the Transfer to Markov Analysis button. This button calls the Markov Analysis add-in for further analysis. The Transfer to DP Solver button calls the DP Solver add-in. The Markov Analysis add-in has more analysis options that the DP Solver add-in, but the DP Solver add-in can deal with larger problems. Although at first the model form appears to be complex, the user really not be concerned about the form. It is automatically constructed and filed with the necessary formulas by the add-ins. States and Events The figure shows the states and events at the top of the model. There is a single state variable measuring the number in the system. The single event has three values: -1 for service completion, 0 for no event (Null), and +1 for arrival. The figure shows the state is 0 and the event is 1, indicating an arrival. Transitions There are two transition blocks. The first computes the transition caused by a balk. It is only effective when the state is at its maximum value and the event is an arrival. The second block takes cares care of all other cases. Enumeration When the model is transferred to the Markov Analysis add-in, the program enumerates all states and events to find the set of all states with their cost rates and all events 4

Q6 Customers arrive at a small post office at the rate of 30 per hour. Service by the clerk on duty takes an average of 1 minute per customer (A) Calculate the mean customer time. (i) Spent waiting in line (ii) Spent receiving or waiting for service. (B) Find the mean number of persons (i) in line (ii) Receiving or waiting for service.

Ans 6

Mean arrival rate

customers per hour

customers per minute

Mean service rate Traffic intensity

per minute

a) Mean customer time 1. Mean customer time spent waiting in line per minute ( )
( )

= 1 minute

2.Mean customer time receiving or waiting for service ( ) = 2 minute

b) Mean number of person 1. Mean number of person in line ( ) = customer

2. Mean number of persons receiving or waiting for service ( ) = 1 customer