Operations Research Revised
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Transcript of Operations Research Revised
![Page 1: Operations Research Revised](https://reader033.fdocuments.us/reader033/viewer/2022061123/54761e54b4af9f74708b457e/html5/thumbnails/1.jpg)
P.N. Ram KumarE-mail: [email protected]
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Linear Programming problems – Formulation,
Graphical method - Sensitivity Analysis
Transportation, Transshipment and Assignment
problems
Network optimization models
Integer programming problems
Project management
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Scarce resources – Labor, materials, money… Quest for best combination of inputs Minimizing costs or Maximizing profits Linear Programming (LP) problems
- Linear objective function
- Linear constraints Why only LP?
- Majority of real-life problems can be approximated
- Efficient solution procedures
- Easy Sensitivity Analysis
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A small factory makes three products, soap,
shampoo and liquid soap. The processing is done in
two stages at two plants, I and II, each of which
works for 40 hours every week.
The time required for processing each product at
each plant and the profit of each product are shown
in the table
Formulate a linear program to maximize the profits
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Plant I Plant II Profit / Kg
Soap 3 5 Rs.10
Shampoo 4 4 Rs. 13
Liquid Soap 4 2 Rs. 12
Hours / week
40 hrs 40 hrs
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1. Decision Variables???
2. Let X1, X2, and X3 be the quantities of soap,
shampoo and liquid soap manufactured per
week.
3. Constraints???
4. Time available per week (40 hours)
5. Last, the objective function (Max Profit or
Minimize Cost)
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Maximize Z = 10X1 +13X2 + 12X3
Subject to
3X1 + 4X2 + 4X3 < 40 5X1 + 4X2 + 2X3 < 40
X1 > 0, X2 > 0, X3 > 0
X1, X2 , X3
Objective Function
Constraints
Non-Negativity Constraints
Decision Variables
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A middle-aged woman, convalescing after a surgery, has been advised by her doctor to plan her diet in such a way as to ensure that she gets the prescribed quantities of vitamins.
The choice of foods available to her, the amounts of vitamins they contain, the cost of each unit and the daily requirement of vitamins are shown in the table
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Cost Vitamin A Vitamin B Vitamin D
Eggs Rs 1.50/unit 15 mg/unit 40 mg/unit 10 mg/unit
Milk Rs. 14.00/lit 30 mg/lit 25 mg/lit 20 mg/lit
CerealsRs. 18/unit
(kg)10 mg/kg 55 mg/kg 30 mg/kg
Dailyrequirement
100 mg 250mg 120mg
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Formulate a linear programme to determine the
quantity of each food that the woman needs to buy
in order to minimize her total expenditure, ensuring
at the same time that she meets her daily
requirements of vitamins. Decision Variables? X1, X2, X3 be the quantities of eggs, milk and cereals
bought Constraints? Dietary requirements are to be satisfied Objective Function Minimization of expenditure
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Let X1, X2, X3 be the quantities of eggs, milk and cereals bought.
The problem is of the form
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(i) There is an objective function which describes what we desire
(ii) A set of constraints, usually in the form of inequalities
(iii) Non-negativity constraints for the decision variables
(iv) The objective function and the constraints are linear.
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Max / Min Z = C1 x1 + C2 x2 +…..+ Cn xn
Subject to
a11 x1 + a12 x2 + ……+ a1n xn < or ≥ b1
a21 x1 + a22 x2 + ……+ a2n xn < or ≥ b2.
.
an1 x1 + an2 x2 + ……+ amn xn < or ≥ bm
x1 , x2 ,….., xn - Unrestricted in Sign b1 , b2 ,….., bm - Unrestricted in Sign
OR
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1
/
1.....
1.....
x 1.....
j jj
ij j ij
i
j
Maximize Minimize Z C x
Subject to
a x or b i m
b Unrestricted in sign i m
Unrestricted in sign j n
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A financial advisor who recently graduated from
IIMK received a call from a client who wanted to
invest a portion of a $ 150,000 inheritance
The client wanted to realize an annual income, but
also wanted to spend some of the money
After discussing the matter, the client and the
adviser agreed that a mutual fund, corporate
bonds, and a money market account would make
suitable investments.
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The client was willing to leave allocation of the funds among these investment vehicles to the financial adviser, but with the following conditions:
At least 25 percent of the amount invested should be in the money
market account
A maximum of only 35% should be invested in corporate bonds
The investment must produce at least $ 12,000 annually (ROI)
The un-invested portion should be as large as possible The annual returns would be 11 percent for the mutual
fund, 8 percent for the bonds, and 7 percent for the money market
Formulate an LP model that will achieve the client’s requests. Ignore transaction costs, the adviser’s fee and so on.
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Let X1, X2, X3 be the amounts to be invested in mutual fund,
corporate bonds and money market
Non-negativity condition: X1, X2, X3 ≥ 0
At least 25 percent of the amount invested should be in the
money market account
X3 / (X1+X2+X3) ≥ 0.25
A maximum of only 35% should be invested in corporate
bonds
X2 / (X1+X2+X3) ≤ 0.35
The investment must produce at least $12,000 annually (ROI)
0.11X1 + 0.08X2 + 0.07X3 ≥ 12000
Objective Function: Maximize Z = 150,000 – (X1 + X2 + X3)
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A senior executive of a public sector company
recently quit his job under the VRS with a hefty
packet of Rs 1 Crore. Messrs. Dhana-chor Chit
Fund Company has offered the following
investment scheme for the benefit of such retired
people:
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"Invest a certain sum (in lakhs of rupees) in any
month, invest half of that amount in the next
month and in the subsequent month, one would
get twice the amount invested originally in the
first month”
This scheme is available only for the next six
months (Encashment is possible on 181st day)
Returns received at the end of any month can be
used immediately for reinvesting either as a fresh
investment or as a follow-up investment
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Let Xt = Fresh investment in the tth month
(t = 1,2,3,4,5) (in lakhs of Rs.)
Noting that, in any month, the cash outflow
must not exceed the cash on hand, the
following linear programme is formulated
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On 181st day, the cash on hand must be
maximum
Hence the objective function is
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A brewery blends three raw materials, A, B and C in
varying proportions to obtain three final products,
D, E and F. The salient data is given below.
Final Product
D E F
Net Profit/ Litre
$15 $9 $12
Ingredient
A B C
Cost/ Litre $10 $8 $7
Quantity Available
10,000 12,000 15,000
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Formulate a linear programme to maximize the total revenue of the brewery.
Final Product
Specifications
D At least 25% of ingredient ‘A’Not more than 15% of ‘C’
E At least 50% of ingredient ‘B’Not more than 30% of ‘C’
F At least 65% of ingredient ‘C’Not more than 5% of ‘A’
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Let Xij be the quantity of the ith raw material in jth the product
Solution to Example Problem No.5
A
B
C
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A shipping company has to lift three types of
cargo whose details are given below.
Type ofCargo
Quantity(tons)
Volume perton
Profit per ton
A 300 1.2 m3 Rs. 10,000
B 500 0.8 m3 Rs. 7,000
C 400 1 m3 Rs. 8,000
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Weight in aft, center, forward must be in
the same proportion as the holding
capacities by weight, i.e., 100 : 200 : 75
Formulate a linear programme to
maximize the profits of the shipping
company.
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Solution to Example Problem No.6
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Constraints on holding space
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A final product is assembled with 4 units of component A and 3 units of component B.
The manufacturing shop runs three different processes, each of which requires varying amounts of raw materials and produce different amounts of A and B.
Two types of raw materials are used. 100 units of raw material I (RM I) and 200 units of raw material II (RM II) are available to the shop each day
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Formulate a linear programme to maximize the
number of completed assemblies produced each
day.
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Let X1, X2, X3 be the number of runs of each
process operated per day
Total quantity of A produced =
Total quantity of B produced =
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No. of units of finished product??
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A machine tool company conducts a job-training program for machinists
Trained machinists are used as teachers in the program at a ratio of one for every ten trainees. The training program lasts for one month (Assumption: No. of trainees – multiple of 10)
From past experience it has been found that out of ten trainees hired, only seven complete the program successfully (the unsuccessful trainees are released)
Trained machinists are also needed for machining and the company’s requirements for the next three months are as follows:
January 100 February 150 March 200
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In addition, the company requires 250 trained machinists
by April. There are 130 trained machinists available at
the beginning of the year. Payroll costs per month are:
Each Trainee $ 400
Each trained machinist $ 700
(machining or teaching)
Each trained machinist idle $500
(Union contract forbids firing trained machinists)
Set up the linear programming problem that will produce
the minimum cost hiring and training schedule and meet
the company’s requirements.
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Every month, a trained machinist can do one of the following:
(1) Work a machine, (2) Teach or (3) Stay idle Since the number of trained machinists for machining is
fixed, the only decision variables are the number teaching and the number idle for each month. Thus, the decision variables are:X1 – trained machinists teaching in January
X2 – trained machinists idle in January X3 - trained machinists teaching in February X4 – trained machinists idle in February X5 – trained machinists teaching in March X6 – trained machinists idle in March
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Number machining + Number teaching + Number idle = Total trained machinists available at the beginning of the month
For January : 100 + X1 + X2 = 130For February : 150 + X3 + X4 = 130 + 7X1
For March : 200 + X5 + X6 = 130 + 7X1 + 7X3
Since the company requires 250 trained machinists by April,
130 + 7X1 + 7X3 + 7X5 = 250Objective Function: Minimize Z = 400 (10X1 + 10X3 +
10X5) +700 (X1 + X3 + X5) +500 (X2 + X4 + X6)
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43
A company has two grades of inspectors, 1 and 2, who are to be assigned for a quality control inspection. It is required that at least 1800 pieces be inspected per 8-hour day. Grade 1 inspectors can check pieces at the rate of 25 per hour, with an accuracy of 98%. Grade 2 inspectors check at the rate of 15 pieces per hour, with an accuracy of 95%.
The wage rate of a Grade 1 inspector is $ 4.00 per hour, while that of a Grade 2 inspector is $ 3.00 per hour. Each time an error is made by an inspector, the cost to the company is $ 2.00. The company has available for the inspection job 10 Grade 1 inspectors, and 8 Grade 2 inspectors. The company wants to determine the optimal assignment of inspectors, which will minimize the total cost of the inspection.
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A furniture shop manufactures tables and chairs.
The operations take place sequentially in two
work centers.
The associated profits and the man hours
required by each product at each work center are
shown in the table.
Formulate a linear program to determine the
optimal number of tables and chairs to be
manufactured so as to maximize the profit.
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Furniture Shop Tables Chairs
Available
man hours
Profit / unit 8 6
Work Center-I 4 2 60
Work Center-II 2 4 48
1 2
1 2
1 2
1 2
8 6
4 2 60
2 4 48
, 0
Maximize Z x x
Subject to
x x
x x
x x
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Max / Min Z = C1 x1 + C2 x2 +…..+ Cn xn
Subject to
a11 x1 + a12 x2 + ……+ a1n xn = b1
a21 x1 + a22 x2 + ……+ a2n xn = b2.
.
an1 x1 + an2 x2 + ……+ amn xn = bm
x1 , x2 ,….., xn - ≥ 0b1 , b2 ,….., bm - ≥ 0
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Slack variable: Added to a ≤ constraint
2x1+ 3x2 ≤50
2x1+3x2+x3=50
Surplus variable: Added to a ≥ constraint
5x1+ 7x2 ≥120
5x1+ 7x2 -x3=120
Dealing with Unrestricted in Sign variables
x1 – URS
Let x2, x3 ≥ 0; x1 = x2 – x3
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Infeasibility
◦ Occurs in problems where to satisfy one of the
constraints, another constraint must be violated.
Unbounded Problems
◦ Exists when the value of the objective function can be
increased without limit.
Multiple or Alternate Optimal Solutions
◦ Problems in which different combinations of values of the
decision variables yield the same optimal value.
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Maximize Z = 10X1 +13X2 + 12X3
Subject to3X1 + 4X2 + 4X3 < 40
5X1 + 4X2 + 2X3 < 40
X1 > 0, X2 > 0, X3 > 0
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◦ Enables the decision maker to determine how a change in
one of the values of a model will impact the optimal solution
and the optimal value of the objective function while
holding all other parameters constant.
◦ Provides the decision maker with greater insights about the
sensitivity of the optimal solution to changes in various
parameters of a problem.
◦ Change(s) in the value of objective function coefficient(s)
◦ Change(s) in the right-hand-side(RHS) value of constraint(s)
◦ Change in a coefficient of a constraint
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The range of objective function values for which
the optimal values of the decision variables would
not change
A value of the objective function that falls within
the range of optimality will not change the
optimal mix of the variables, although the optimal
value of the objective function will change
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The range of values over which the right-hand-side
(RHS) value can change without causing the shadow
price to change
Within the range of feasibility, the same decision
variables will remain optimal, although their values
and the optimal value of the objective function will
change
Analysis of RHS changes begins with determination
of a constraint’s shadow price in the optimal solution
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Within the range of feasibility, the amount of
change in the optimal value of the objective
function per unit change of the RHS value of
a constraint
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Maximization Problems
Minimization Problems
100% rule
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A large automobile company owns 5 manufacturing plants in
India at the following locations:
- Jamshedpur
- Pune
- Lucknow
- Uttarakhand
- Sanand, Gujarat The automobiles (for simplicity, consider only one model)
produced are shipped to 4 regional warehouses located across
the country in:
- New Delhi (North)
- Kolkata (East)
- Bangalore (South)
- Mumbai (West) Weekly production in each plant is known Weekly demand at each warehouse is known
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Possible distribution
routes
1
2
3
4
5
1
2
3
4
C11
C12
C14 C13
C21
C22
C23
C24
C51 C52
C53
C54
SUPPLY DEMAND
S1
S2
S3
S4
S5
D1
D2
D3
D4
Sources of Supply
Destinations
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Notations:m - Number of sources
n - Number of destinations
Si - Supply at source i, i = 1, 2, 3, 4,5
Dj - Demand at destination j, j = 1, 2, 3, 4
Cij - Cost of transportation per unit from
source i to destination j
Xij - Number of units to be transported from source i
to destination j
The Transportation Problem seeks to find an allocation from the 5 sources to the 4 destinations such that the total cost of transportation is minimum
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Destination
Source 1 2 3 4 Supply
1 C11 C12 C13 C14 S1
2 C21 C22 C23 C24 S2
3 C31 C32 C33 C34 S3
4 C41 C42 C43 C44 S4
5 C51 C52 C53 C54 S5
Demand D1 D2 D3 D4
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11 11 12 12 21 21 22 22
31 31 32 32 41 41 42 42
51 51 52 52 53 53 54 54 55 55
11 12 13 14
..... .....
.... ......
Minimize Z C X C X C X C X
C X C X C X C X
C X C X C X C X C X
Subject to
X X X X
1 11 21 31 41 51 1
21 22 23 24 2 12 22 32 42 52 2
+ + D
+ + D
. .
.
S X X X X X
X X X X S X X X X X
51 52 53 54 5 15 25 35 45 55 5
.
+ + D
0 1,2,... 1, 2,...ij
X X X X S X X X X X
X i m and j n
![Page 67: Operations Research Revised](https://reader033.fdocuments.us/reader033/viewer/2022061123/54761e54b4af9f74708b457e/html5/thumbnails/67.jpg)
1 1
1
1
, 1, 2,...
, 1, 2,...
0 1,2,... 1, 2,...
m n
ij iji j
n
ij ij
m
ij ji
ij
Minimize Z C X
Subject to
X S i m
X D j n
X i m and j n
![Page 68: Operations Research Revised](https://reader033.fdocuments.us/reader033/viewer/2022061123/54761e54b4af9f74708b457e/html5/thumbnails/68.jpg)
1 1
1 1
1
1
, 1, 2,...
, 1, 2,...
0 1,2,... 1, 2,...
n n
i jj j
m n
ij iji j
n
ij ij
m
ij ji
ij
Suppose S D
Minimize Z C X
Subject to
X S i m
X D j n
X i m and j n
![Page 69: Operations Research Revised](https://reader033.fdocuments.us/reader033/viewer/2022061123/54761e54b4af9f74708b457e/html5/thumbnails/69.jpg)
A company has seven manufacturing units situated in
different parts of the country.
Due to recession, it is proposed to close four of these and
to concentrate production in the remaining three units.
Production in these three units (E, F, and G) will actually
be increased from present levels and would require an
increase in the personnel employed in them.
Personnel at the closed units expressed their desire for
moving to any one of the remaining units and the
company is willing to provide them relocation expenses.
![Page 70: Operations Research Revised](https://reader033.fdocuments.us/reader033/viewer/2022061123/54761e54b4af9f74708b457e/html5/thumbnails/70.jpg)
The retraining expenses would have to be incurred as
the technology in these units is different.
Not all existing personnel can be absorbed by transfer
and a few of them have to be retrenched.
As per labor laws, cost of retrenchment is given as a
general figure at each unit closed.
Formulate a LP model to determine the most economical
way to transfer/retrench personnel from units closed to
those units which will be expanded.
![Page 71: Operations Research Revised](https://reader033.fdocuments.us/reader033/viewer/2022061123/54761e54b4af9f74708b457e/html5/thumbnails/71.jpg)
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1
2
3
4
5
1
2
3
1
2
3
4
Destinations
Sources Transshipment nodes
![Page 73: Operations Research Revised](https://reader033.fdocuments.us/reader033/viewer/2022061123/54761e54b4af9f74708b457e/html5/thumbnails/73.jpg)
Demand Constraints Supply Constraints
Transshipment nodes
11 21 31 1
12 22 32 2
13 23 33 3
14 24 34 4
D
D
D
D
Y Y Y
Y Y Y
Y Y Y
Y Y Y
11 12 13 1
21 22 23 2
31 32 33 3
41 42 43 4
51 52 53 5
X X X S
X X X S
X X X S
X X X S
X X X S
11 21 31 41 51 11 12 13 14
12 22 32 42 52 21 22 23 24
13 23 33 43 53 31 32 33 34
X X X X X Y Y Y Y
X X X X X Y Y Y Y
X X X X X Y Y Y Y
![Page 74: Operations Research Revised](https://reader033.fdocuments.us/reader033/viewer/2022061123/54761e54b4af9f74708b457e/html5/thumbnails/74.jpg)
5 3 3 4'
1 1 1 1
4
1
3
1
5 4
1 1
1, 2,3,4 (Demand Constraints)
1, 2,3,4 (Supply Constraints)
1, 2,3 (Transshipment Constraints)
0 1,2,..
ij ij kl kli j k l
ij ji
ij ij
ij jki k
ij
Minimize C X C Y
Y D j
X S i
X Y j
X i
.5, 1,2,3
0 1,2,3, l 1, 2,3,4kl
j
Y k
![Page 75: Operations Research Revised](https://reader033.fdocuments.us/reader033/viewer/2022061123/54761e54b4af9f74708b457e/html5/thumbnails/75.jpg)
A group of four boys and four girls are planning on a one day picnic. The extent of mutual happiness between boy i and girl j when they are together is given by the following matrix (data obtained from their previous dating experiences)
Girl
Boy
1 2 3 4
1 11 1 5 8
2 9 9 8 1
3 10 3 5 10
4 1 13 12 11
![Page 76: Operations Research Revised](https://reader033.fdocuments.us/reader033/viewer/2022061123/54761e54b4af9f74708b457e/html5/thumbnails/76.jpg)
The problem is to decide the proper matching
between the boys and the girls during the picnic
that will maximize the sum of all the mutual
happiness of all the couples. Remember, a boy can
team-up with only one girl and vice-versa.
What are the decision variables?
Constraints?
Objective Function?
![Page 77: Operations Research Revised](https://reader033.fdocuments.us/reader033/viewer/2022061123/54761e54b4af9f74708b457e/html5/thumbnails/77.jpg)
Decision Variable
1, if boy i teams-up with girl j
0, Otherwise
Constraints
Let Xij =
11 12 13 14
21 22 23 24
31 32 33 34
41 42 43 44
1
1
1
1
X X X X
X X X X
X X X X
X X X X
11 21 31 41
12 22 32 42
13 23 33 43
14 24 34 44
=1
=1
=1
=1
X X X X
X X X X
X X X X
X X X X
![Page 78: Operations Research Revised](https://reader033.fdocuments.us/reader033/viewer/2022061123/54761e54b4af9f74708b457e/html5/thumbnails/78.jpg)
Objective Function
11 12 13 14
21 22 23 24
31 32 33 34
41 42 43 44
11 1 5 8
9 9 8 1
10 3 5 10
1 13 12 11
Maximize
X X X X
X X X X
X X X X
X X X X
![Page 79: Operations Research Revised](https://reader033.fdocuments.us/reader033/viewer/2022061123/54761e54b4af9f74708b457e/html5/thumbnails/79.jpg)
1 1
1
1
/
1, 1,2,...
1, 1,2,...
1, if is assigned to
0, otherwise
n n
ij iji j
n
ijj
n
iji
ij
Maximize Minimize Z C X
Subject to
X i n
X j n
i jX
![Page 80: Operations Research Revised](https://reader033.fdocuments.us/reader033/viewer/2022061123/54761e54b4af9f74708b457e/html5/thumbnails/80.jpg)
Minimum Spanning Tree Problem (MST)
Shortest Path Problem (SPP)
Maximal Flow Problem
![Page 81: Operations Research Revised](https://reader033.fdocuments.us/reader033/viewer/2022061123/54761e54b4af9f74708b457e/html5/thumbnails/81.jpg)
In its simplest sense, a network is a set of
nodes/vertices with arcs/edges connecting them
Undirected/Directed
Connected Graph
Sub-graph
Tree: Connected sub-graph with no cycles
Spanning Tree
2
41
3
![Page 82: Operations Research Revised](https://reader033.fdocuments.us/reader033/viewer/2022061123/54761e54b4af9f74708b457e/html5/thumbnails/82.jpg)
![Page 83: Operations Research Revised](https://reader033.fdocuments.us/reader033/viewer/2022061123/54761e54b4af9f74708b457e/html5/thumbnails/83.jpg)
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1. Dijkstra’s Algorithm – small problems
2. Mathematical Model - Complex networks
![Page 87: Operations Research Revised](https://reader033.fdocuments.us/reader033/viewer/2022061123/54761e54b4af9f74708b457e/html5/thumbnails/87.jpg)
Constraints:1: X12+X13-X21-X31 = 12: X21+X23+X24-X12-X32-X42 = 03: X31+X32+X34+X35+X37-X13-X23-X43-X53-X73 = 04: X42+X43+X45+X46-X24-X34-X54-X64 = 05: X54+X53+X56+X57-X45-X35-X65-X75 = 06: X64+X65+X67-X46-X56-X76 = 07: X73+X75+X76-X37-X57-X67 = -1
1, if traversed from node to node
0, otherwise ij
i jX
![Page 88: Operations Research Revised](https://reader033.fdocuments.us/reader033/viewer/2022061123/54761e54b4af9f74708b457e/html5/thumbnails/88.jpg)
1 1,
1; 1;
1, if is a source node
0, if is a transhipment node
1, if is a destination node
1, if traversed from to
0,
n n
ij iji j j i
n n
ij kij j i k k i
ij
Minimize Z C X
Subject to
i
X X i
i
i jX
otherwise
![Page 89: Operations Research Revised](https://reader033.fdocuments.us/reader033/viewer/2022061123/54761e54b4af9f74708b457e/html5/thumbnails/89.jpg)
![Page 90: Operations Research Revised](https://reader033.fdocuments.us/reader033/viewer/2022061123/54761e54b4af9f74708b457e/html5/thumbnails/90.jpg)
F
F
![Page 91: Operations Research Revised](https://reader033.fdocuments.us/reader033/viewer/2022061123/54761e54b4af9f74708b457e/html5/thumbnails/91.jpg)
12 13 14
12 32 52 21 23 25
13 23 43 53 63 31 32 34 35 36
14 34 74 41 43 47
25 35 65 85 52 53 56 58
36 56 76 86 96 63 65 67 68 69
47 67 97 74 76 7
Maximize F
F f f f
f f f f f f
f f f f f f f f f f
f f f f f f
f f f f f f f f
f f f f f f f f f f
f f f f f f
9
58 68 98 10 8 85 86 89 8 10
69 79 89 10 9 96 97 98 9 10
8 10 9 10
f f f f f f f f
f f f f f f f f
f f F
![Page 92: Operations Research Revised](https://reader033.fdocuments.us/reader033/viewer/2022061123/54761e54b4af9f74708b457e/html5/thumbnails/92.jpg)
12 21 13 31 14 41
25 52 23 32 34 43
35 53 36 63 47 74
20 0 15 0 22 0
18 0 20 10 0 5
20 0 13 0 18 0
f f f f f f
f f f f f f
f f f f f f
56 65 58 85 67 76
68 86 69 96 79 97
89 98 8 10 10 8 9 10 10
10 0 14 0 5 0
25 0 5 0 20 0
10 0 30 0 25
f f f f f f
f f f f f f
f f f f f f
9 0
![Page 93: Operations Research Revised](https://reader033.fdocuments.us/reader033/viewer/2022061123/54761e54b4af9f74708b457e/html5/thumbnails/93.jpg)
Consider the following road network connecting six cities
1
2
3
4
5
6
(0,17,2)
(0,25,1)
(0,5,3)
(0,20,5)
(0,10,1)
(0,5,3)
(0,15,2)
(0,5,6)
(0,18,2)
(0,17,3)
The three numbers are the least amount you can ship along the arc, the maximum tonnage you can ship, and the cost in dollars per ton shipped along this arc, respectively. There are 30 tons of material at city 1 and it should be shipped to city 6 at minimum total cost. All materials originate at city 1 and end up in city 6.
![Page 94: Operations Research Revised](https://reader033.fdocuments.us/reader033/viewer/2022061123/54761e54b4af9f74708b457e/html5/thumbnails/94.jpg)
Traveling Salesman Problem (TSP)
Facility Location Problem
Knapsack Problem
Set-Covering Problem
Set-Partitioning Problem
![Page 95: Operations Research Revised](https://reader033.fdocuments.us/reader033/viewer/2022061123/54761e54b4af9f74708b457e/html5/thumbnails/95.jpg)
![Page 96: Operations Research Revised](https://reader033.fdocuments.us/reader033/viewer/2022061123/54761e54b4af9f74708b457e/html5/thumbnails/96.jpg)
![Page 97: Operations Research Revised](https://reader033.fdocuments.us/reader033/viewer/2022061123/54761e54b4af9f74708b457e/html5/thumbnails/97.jpg)
Integer programming problems do not
readily lend themselves to sensitivity
analysis as only a relatively few of the
infinite solution possibilities in a feasible
solution space will meet integer
requirements
![Page 98: Operations Research Revised](https://reader033.fdocuments.us/reader033/viewer/2022061123/54761e54b4af9f74708b457e/html5/thumbnails/98.jpg)
Problem Description:
Given a list of cities and their pair-wise distances, the
problem is to find the shortest possible tour for a
salesman who starts from a city, visits each and every
city exactly once and comes back to the starting city
This problem is also known as Hamiltonian Circuit in
Graph Theory.
![Page 99: Operations Research Revised](https://reader033.fdocuments.us/reader033/viewer/2022061123/54761e54b4af9f74708b457e/html5/thumbnails/99.jpg)
Number of feasible solutions for a ‘n’ city problem? For a 10 city problem:36,28,800 solutions For a 15 city problem:1,307,674,368,000!!!!! Optimal solution for 15,112 towns in Germany (2001)
- Network of 110 processors at Rice and Princeton
- Computational time equivalent: 22.6 years Optimal solution for 33,810 points on a PCB (2005) 85,900 points – Concorde TSP solver - current record
– April 2006 (136 CPU years)
![Page 100: Operations Research Revised](https://reader033.fdocuments.us/reader033/viewer/2022061123/54761e54b4af9f74708b457e/html5/thumbnails/100.jpg)
Logistics: Vehicle routing
PCB manufacturing – Soldering using Robots
Gene mapping – DNA sequencing
Protein function prediction
![Page 101: Operations Research Revised](https://reader033.fdocuments.us/reader033/viewer/2022061123/54761e54b4af9f74708b457e/html5/thumbnails/101.jpg)
1 1
1
1
1, 1,2,...
1, 1,2,...
1, if travelled from city to city
0, otherwise
Cost of traveling from city to city ( )
C Distance from cit
n n
ij iji j
n
ijj
n
iji
ij
ij
Minimize Z C X
Subject to
X i n
X j n
i jX
i j or
y to city (or)
Travel time between city to city
i j
i j
![Page 102: Operations Research Revised](https://reader033.fdocuments.us/reader033/viewer/2022061123/54761e54b4af9f74708b457e/html5/thumbnails/102.jpg)
1 1
2 1
1 ( 1)(1 ) 1, 1
j
i j ij
u
u n j
u u n X i j
• Miller-Tucker-Zemlin (MTZ) Formulation (1960)
![Page 103: Operations Research Revised](https://reader033.fdocuments.us/reader033/viewer/2022061123/54761e54b4af9f74708b457e/html5/thumbnails/103.jpg)
Decision 1:
Where to locate the
facilities?
Decision 2:
From each chosen facility,
how much should be
shipped to the destinations
for satisfying the demand?
Costs incurred:
1. Fixed cost of locating a
facility (Fi)
2. Transportation costs (Cij)
Mumbai
Chennai
Delhi
Bangalore
Kolkata
1
2
3
4
D1
D2
D3
D4
Destinations (n)
Set of Potential locations for facilities (m)
Hyderabad
Lucknow
Surat
Pune
Kochi
Vizag
Ahmedabad
![Page 104: Operations Research Revised](https://reader033.fdocuments.us/reader033/viewer/2022061123/54761e54b4af9f74708b457e/html5/thumbnails/104.jpg)
1 1 1
1
1
Z=
1.......
1.......
1,if location is selected
0,otherwise
Quantity shipped from facility
m m n
i i ij iji i j
n
ij i ij
m
ij ji
i
ij
Minimize F X C y
Subject to
y S X i m
y D j n
iX
y
to destination
Supply at facility
Demand at destination i
j
i j
S i
D j
![Page 105: Operations Research Revised](https://reader033.fdocuments.us/reader033/viewer/2022061123/54761e54b4af9f74708b457e/html5/thumbnails/105.jpg)
A thief breaks into a museum. Fabulous paintings,
sculptures, and jewels are everywhere. The thief has a good eye for the value of these objects,
and knows that each will fetch hundreds or thousands of
dollars on the clandestine art collector’s market. But, the thief has only brought a single knapsack to the
scene of the robbery, and can take away only what he
can carry. What items should the thief take to maximize the haul?
![Page 106: Operations Research Revised](https://reader033.fdocuments.us/reader033/viewer/2022061123/54761e54b4af9f74708b457e/html5/thumbnails/106.jpg)
More formally:
The thief must choose among n items, where the i th
item is worth Vi dollars and weighs Wi pounds
Carrying at most ‘K’ pounds, maximize the value of
knapsack
Note: assume Vi, Wi, and K are all integers
An item must be taken or left in entirety
Applications: Resource utilization, Capital investments
and Financial portfolios, Cryptography etc
![Page 107: Operations Research Revised](https://reader033.fdocuments.us/reader033/viewer/2022061123/54761e54b4af9f74708b457e/html5/thumbnails/107.jpg)
1
1
Z=
1,if object is selected
0,otherwise
n
j jj
n
j jj
j
Maximize V X
Subject to
W X K
jX
![Page 108: Operations Research Revised](https://reader033.fdocuments.us/reader033/viewer/2022061123/54761e54b4af9f74708b457e/html5/thumbnails/108.jpg)
Node1 : 1, 2, 7, 8, 9
1
2 3
4
56
7
8
910
Node3 : 1, 2, 3, 4, 5, 10
Node5 : 3, 4, 5, 6, 9, 10
Node7 : 1, 5, 6, 7, 8, 9, 10
Node9 : 3, 6, 7, 8, 9,10
Cost of opening 5 nodes:Node 1: 125Node 3: 85Node 5: 70Node 7: 100Node 9: 110
Determine which nodes should be opened to
provide coverage to all neighborhoods at a
minimum cost?
![Page 109: Operations Research Revised](https://reader033.fdocuments.us/reader033/viewer/2022061123/54761e54b4af9f74708b457e/html5/thumbnails/109.jpg)
1 3 5 7 9
Cost 125 85 70 100 110
1 1 1 0 1 0
2 1 1 0 0 0
3 0 1 1 0 1
4 0 1 1 0 0
5 0 1 1 1 0
6 0 0 1 1 1
7 1 0 0 1 1
8 1 0 0 1 1
9 1 0 1 1 1
10 0 1 1 1 1
Localities
Service Nodes
![Page 110: Operations Research Revised](https://reader033.fdocuments.us/reader033/viewer/2022061123/54761e54b4af9f74708b457e/html5/thumbnails/110.jpg)
1 3 5 7 9
1 3 7
1 3
3 5 9
3 5
3 5 7
1,if node provides service (j = 1,3,5,7,9)
0,otherwise
Z=125 85 70 100 110
1
1
1
1
1
j
jX
Minimize X X X X X
Subject to
X X X
X X
X X X
X X
X X X
5 7 9
1 7 9
1 5 7 9
3 5 7 9
1
1
1
1
X X X
X X X
X X X X
X X X X
![Page 111: Operations Research Revised](https://reader033.fdocuments.us/reader033/viewer/2022061123/54761e54b4af9f74708b457e/html5/thumbnails/111.jpg)
1
1
Z=
1 1.....
0,1
n
j jj
n
ij jj
j
Minimize C X
Subject to
a X i m
X
Applications:
1.Vehicle routing problems
2.Facility location
3.Airline crew scheduling
4.Circuit design
5.Resource allocation
6.Capital investment