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RESEARCH
BY:
Since the advent of industrial revolution, the world has seen a remarkable growth in the
size and complexity of organizations. The artisan’s small shops of an earlier era have
evolved into the billion dollar corporations of today. An integral part of this
revolutionary change has been a tremendous increase in the division of labour and
segmentation of management responsibilities in these organizations. The results have
been spectacular. However, along with its blessings, this increasing specialization has
created new problems, problems that are still occurring in many organizations. One
problem is a tendency for the many components of an organization to grow into
relatively autonomous empires with their own goals and value systems, thereby losing
sight of how their activities and objectives mesh with those of the overall organization.
What is best for one component frequently is detrimental to another, so the components
may end up working at cross purposes. A related problem is that as the complexity and
specialization in an organization increase, it becomes more and more difficult to allocate
the available resources to the various activities in a way that is more effective for the
organization as a whole. These kind of problems and the need to find a better way to
solve them provided the environment for the emergence of operations research
(commonly referred to as OR).
The decision making is a key part of our daily life. The ultimate goal of all decisions is to
maximize benefits and minimize efforts and time. Operation Research (OR) gives
decision makers the power to make effective decisions and improve day-to-day
operations. Decision makers consider all available options, study the outcomes and
estimate the risks.
The roots of OR can be traced back many decades, when early attempts were made to use a
scientific approach in the management of organizations. However, the beginning of the
activity called operations research has generally been attributed to the military services
early in World War II. Because of the war effort, there was an urgent need to allocate scarce
resources to the various military operations and to the activities within each operation in an
effective manner. Therefore, the British and then the US military management called upon a
large number of scientists to apply a scientific approach to deal with this and other strategic
and tactical problems. In effect they were asked to do research on (military) operations.
These teams of scientists were the first OR teams. By developing effective methods of using
the new tool of Radar, these teams were instrumental in winning the air battle of Britain.
Through their research on how to better manage convoy and submarine operations, they also
played a major role in winning the battle of North Atlantic. Similar efforts assisted the Island
campaign in the pacific.
When the war ended, the success of OR in the war effort spurred interest in applying OR
outside the military as well. As the industrial boom following the war was running its course,
the problems caused by the increasing complexity and specializations in organizations were
again coming to the forefront. It was becoming apparent to a growing number of people,
including business consultants who had served on or with the OR teams during the war, that
these were basically the same problems that had been faced by the military in a different
context. By the early 1950s, these individuals had introduced the use of OR to a variety of
organizations in business, industries and government. The rapid spread of OR soon followed.
Decision making is not the headache of only management; rather all of us make decisions.
The essential characteristics of all decisions are:
Objective to be accomplished.
Alternative available at your disposal.
The influencing factors
The objective of OR is to provide a scientific basis to the decision makers for solving the
problems involving the interaction of various components of organization, by employing a
team of scientists from different disciplines, all working together for finding a solution which
is the best in the interest of the organization as a whole. The solution thus obtained is known
as an optimal decision.
(a) A method
(b) An approach
(c) A set of technique
(d) A team activity
(e) A combination of many disciplines
(f) An extension of particular discipline
(g) A new discipline
(h) A vocation
(i) Even a religion
Thus, OR is difficult to define as its boundaries are not marked. However, where there is a
problem, be it Simplex or complex, the operations research technique may be applied to find
the solution.
“Operations Research is the art of giving bad answers to problems, which otherwise have
worse answers” - TL Shatty
“Operations research is defined as the application of scientific methods, techniques and tools
to the operation of a system with optimum solution to the problem.”
“Operations research is the use of scientific methods to provide criteria for decisions
regarding man, machine, and systems involving repetitive operations”
“Operations research is defined as the management of time and resources to obtain the
optimum results in an organization as a whole.
- My definition
Any problem, either simple or complicated, can use OR techniques to find the best
possible solution. The application of OR in various fields of everyday life is explained
below.
(a) In Defence Operation: In modern warfare, the defence operations are carried out by
three major independent components namely Air Force, Army and Navy. The
activities in each of these components can be further divided in four sub-components
namely: administration, intelligence, operations and training and supply. The
applications of modern warfare techniques in each of the components of military
organizations require expertise knowledge in respective fields. Furthermore, each
component works to drive maximum gains from its operations and there is always a
possibility that the strategy beneficial to one component may be unfeasible for
another component. Thus, in defence operations, there is a requirement to coordinate
the activities of various components, which gives maximum benefit to the
organization as a whole, having maximum use of components. A team of scientists
from various disciplines come together to study the strategies of different
components. After appropriate analysis of the various courses of actions, the team
selects the best course of action, known as the ‘optimum strategy’.
(b) In Industry: The system of modern industries is so complex that the optimum point
of operation in its various components cannot be intuitively judged by an individual.
The business environment is always changing and any decision useful at one point
may not be so good some time later. There is always a need to check the validity of
decisions continuously against the situations. The industrial revolution with increased
division of labour and introduction of management responsibilities has made each
component an independent unit having their own goals. For example: production
department minimizes the cost of production but maximizes the output. Marketing
department maximizes the output but minimizes cost of unit sales. Finance
department tries to optimize the capital investment and personal department appoints
good people at minimum cost. Thus each department plans its own objectives and all
these objectives of various department or components come to conflict with one
another and may not agree to the overall objectives of the organization. The
application of OR techniques helps in overcoming the difficulty by integrating the
diversified activities of various components to serve the interest of the organization
as a whole efficiently. OR methods in the industry can be applied in the fields of
production, inventory controls, marketing, purchasing, transportation and competitive
strategies.
(c) Planning: In modern times, it has become necessary for every government to have
careful planning, for economic development of the country. OR techniques can be
fruitfully applied to maximize the per capita income, with minimum sacrifice and
time. A government can thus use OR for framing future economic and social policies.
(d) Agriculture: With increase in population, there is a need to increase agriculture
output. But this cannot be done arbitrarily. There are several restrictions. Hence the
need to determine the course of action serving the best under the given restrictions.
This problem can be solved by using the OR techniques.
(e) In Hospitals: OR methods can solve waiting problems in outpatient department of
big hospitals and administrative problems of the hospital organizations.
(f) In Transport: The OR methods can be applied to regulate the arrivals of trains and
processing times, minimize the passenger waiting time and reduce congestion,
formulate suitable transportation policy, thereby reducing the costs and time of trans-
shipment.
(g) Research and Development: The OR methodologies can be applied for several
purposes like planning, controlling the research work, time plan, and product
introduction.
Steps.
– Definition of the problem. Define the problem of interest and gather the
relevant data.
– Implementation of the final result. Prepare for the ongoing application of the
model as prescribed by management.
– Since the model is based on careful examination of the past data, it will always
reveal favourable results.
Constraint can be defined as the physical limitation of the system, which limits the
decision variables to their feasible range or permissible values. These are expressed in the
form of constraining mathematical functions.
E.g.: to determine values of decision variables Xj, J=1, 2, 3, ----N, which will optimize Z
= f (X1, X2, ---- Xn)
Formulation of constraints:
For vitamin – A:
Since each unit of food-1 contains 5 units of vitamin A, we have that X1 units of food-1
contains 5X1 units of vitamin A. (1)
Since each unit of food-2 contains 6 units of vitamin A, we have that X2 units of food-2
contains 6X2 units of vitamin A. (2)
Therefore, the mixture contains 5X1 + 6X2 units of vitamin A (1 + 2)
Since the minimum requirement of vitamin A is 60 units, we can say that
5X1 + 6X2 ≥ 60 (3)
For vitamin B:
Since each unit of food-1 contains 2 units of vitamin B, we have that X1 units of food-1
contains 2X1 units of vitamin B. (4)
Since each unit of food-2 contains 3 units of vitamin B, we have that X2 units of food-2
contains 3X2 units of vitamin B. (5)
Therefore, the mixture contains 2X1 + 3X2 units of vitamin B (4 + 5)
Since the minimum requirement of vitamin B is 80 units, we can say that
2X1 + 3X2 ≥ 80 (6)
X1 ≥ 0, X2 ≥ 0
Therefore, the mathematical model becomes:
Minimize Z = 5X1 + 6X2
Subject to the constraints:
5X1 + 6X2 ≥ 60
2X1 + 3X2 ≥ 80
And X1 ≥ 0, X2 ≥ 0
Solved problem 1
The village butcher shop traditionally makes its meat loaf from a combination of lean
ground beef and ground pork. The ground beef contains 80 percent meat and 20 percent
fat and it costs to the shop rupees 80 per kilogram. The ground pork contains 68 percent
meat and 32 percent fat and costs rupees 60 per kilogram. How much each kind of meat
should the shop use in each kilogram of meat loaf if it wants to minimize its cost and to
keep the fat content of the meat loaf to not more than 25 percent?
Solution:
The objective is to minimize the cost (in rupees), Z of a kilogram of meat loaf, where
Z = 80 times the weight of ground beef used plus 60 times the weight of ground pork
used.
Defining
X1 = weight of ground beef used in each kilogram of meat loaf.
X2 = weight of ground pork used in each kilogram of meat loaf.
We express the objective as:
Minimize Z = 80 X1 + 60 X2 (1)
Constraints:
Each kilogram of meat loaf will contain 0.20 X1 kilogram of fat contributed from the beef
and 0.32 kilogram of fat contributed from the pork respectively. The total fat content of a
kilogram of meat loaf must be no greater than 0.25 kg.
Therefore, 0.20X1 + 0.32 X2 ≤ 0.25 (2)
The weight of the beef and pork used in each kg of meat loaf must sum to 1 kg.
Hence, X1 + X2 = 1 (3)
Finally the butcher shop may not use negative quantity of either meat.
Thus, X1, X2 ≥ 0 (4)
Combining these conditions with (1), (2), and (3), we obtain
Minimize Z = 80 X1 + 60 X2
Subject to the constraints
0.20X1 + 0.32 X2 ≤ 0.25
X1 + X2 = 1
And X1, X2 ≥ 0
Solved problem 2
A furniture maker has 6 m3 of wood and 28 hours of free time, in which he will make
decorative doors. Two models of doors have sold well in the past, so he will restrict
himself to those two. He estimates that model 1 requires 2 m3 of wood and 7 hours of
time to assemble, while model 2 requires 1 m3 of wood and 8 hours of time. The prices of
the models are rupees 135 and rupees 90 respectively. How many doors of each model
should the furniture maker assemble if he wishes to maximize his sale revenue?
Solution:
The objective is to maximize the revenue (in rupees), Z, where
Z = 135 times the number of model 1 doors plus 80 times the number of model 2 doors
produced.
Defining
X1 = number of model 1 doors to be produced.
X2 = number of model 2 doors to be produced.
We express the objective as:
Maximize Z = 135 X1 + 90 X2 (1)
Constraints:
The furniture maker is subjected to a wood constraint. As each model 1 door requires 2
m3 of wood, 2X1 m3 must be allocated to them. Likewise, 1X2 m3 of wood must be
allocated to the model 2 doors production. Hence the wood constraint is
Therefore, 2X1 + 1X2 ≤ 6 (2)
The furniture maker also has time constraint. The model 1 doors will consume 7X1 hours
and the model 2 doors 8X2 hours.
Hence, 7X1 + 8X2 ≤ 28 (3)
Finally it is obvious that negative quantities of either door models cannot be produced, so
two hidden constraints are X1 and X2 ≥ 0. Furthermore, since there is no revenue derived
from partially completed doors, another hidden constraint is that X1 and X2 has to be
integers.
Thus, X1, X2 ≥ 0 and has to be integers (4)
Combining these hidden constraints with (1), (2), and (3), we obtain
Maximize Z = 135 X1 + 90 X2
Subject to the constraints
2X1 + 1X2 ≤ 6
7X1 + 8X2 ≤ 28
And X1, X2 ≥ 0 and has to be integers
Solved problem 3
Rakesh coal mines inc. operates three mines in Bihar. The coal from each mine is
separated into two grades before it is transported. The daily coal production of the mines
as well as their daily operating cost is as follows:
Rakesh coal has committed itself to deliver 54 tons of high grade coal and 65 tons of low
grade coal by the end of the week. It also has labour contracts that guarantee employees
in each mine a full day pay for each day or fraction of a day the mine is open. Determine
the number of days each mine should be operated during the upcoming week, if Rakesh
mines has to fulfill its commitment at minimum total cost.
Solution:
Let X1, X2, and X3respectively denote the number of day that the mines I, II and III will
be operated during the upcoming week. Then the objective (measured in units of rupees
1000) is
Minimize Z = 20 X1 + 22 X2 + 18 X3 (1)
Constraints:
Rakesh is subjected to requirement constraints.
High grade coal requirement is
4 X1 + 6 X2 + X3 ≥ 54 (2)
And the low grade coal requirement is
4 X1 + 4 X2 + 6 X3 ≥ 65 (3)
As no mine can operate negative number of days, three hidden constraints are X1, X2 and
X3 ≥ 0. Furthermore, as no mine can operate more than 7 days in a week, another hidden
constraint is that X1, X2 and X3 ≤ 7 and has to be integers. Combining these hidden
constraints with (1), (2), and (3), we obtain
Minimize Z = 20 X1 + 22 X2 + 18 X3
Subject to the constraints:
4 X1 + 6 X2 + X3 ≥ 54
4 X1 + 4 X2 + 6 X3 ≥ 65
And 0 ≤ X1, X2, X3 ≤ 7 and has to be integers
Solved problem 4
A TV console manufacturer is beginning the last week of production of four different
models of steel television consoles, labeled I, II, III, and IV, each of which is to be
assembled and decorated. The models require 4, 5, 3 and 5 hours respectively for
assembling and 2, 1.5, 3 and 3 hours respectively for decoration. The profit on the models
are rupees 420, 420, 360 and 540 respectively. The manufacturer has 30,000 hours
available for assembling these products (750 assemblers working 40 hours a week) and
20,000 hours available for decoration (500 decorators working 40 hours a week). How
many of each model should the manufacturer produce during this last week to maximize
his vprofit? Assume that all units made can be sold.
Solution:
The objective is to maximize the profit (in rupees), Z, where
Z = 420 times the number of model I plus 420 times the number of model II plus 360
times the number of model III plus 540 times the number of model IV produced.
Defining
X1 = number of model I consoles to be produced.
X2 = number of model II consoles to be produced.
X3 = number of model III consoles to be produced.
X4 = number of model IV consoles to be produced.
Constraints:
There are time constraints for the total time available for assembling and total time
available for decorations. These are respectively modeled by
4 X1 + 5 X2 + 3 X3 + 5 X4 ≤ 30,000 (2)
2 X1 + 1.5 X2 + 3 X3 + 3 X4 ≤ 20,000 (3)
Finally, it is obvious that negative quantities of any models cannot be produced, so four
hidden constraints are X1, X2, X3 and X4 ≥ 0. Furthermore, since there is no revenue
derived from partially completed models in the last week, another hidden constraint is
that X1, X2, X3 and X4 has to be integers.
Thus, X1, X2, X3 and X4 ≥ 0 and has to be integers (4)
Combining these hidden constraints with (1), (2), and (3), we obtain
Solved problem 5
The Oil and Natural Gas company (ONGC) produces two types of blended petroleum,
regular and premium, which it sells to its chain of service stations for rupees 720 and
rupees 840 per barrel, respectively. Both types of petroleum are blended from ONGC’s
inventory of refined domestic and refined foreign oil and must meet the following
specifications:
What quantities of the two oils should ONGC blend into the two types of petroleum in
order to maximize weekly profit?
Solution:
Let
X1 = barrels of domestic blended into regular.
X2 = barrels of foreign blended into regular.
X3 = barrels of domestic blended into premium.
X4 = barrels of foreign blended into premium.
An amount (X1 + X2) of regular will be produced and generate a revenue of 720 (X1 +
X2). An amount of (X3 + X4) of premium will be produced and generate a revenue of 840
(X3 + X4), An amount (X1 + X3) of domestic will be used at a cost of 480 (X1 + X3) and
An amount (X2 + X4) of foreign will be used at a cost of 900 (X2 + X4). The total profit Z
will be
Maximize Z = 720 (X1 + X2) + 840 (X3 + X4) - 480 (X1 + X3) - 900 (X2 + X4)
Item 1 2 3 4 5
Weight, kg 52 23 35 15 7
Value 100 60 70 15 15
Which items should she take to maximize the total value without exceeding the weight
restriction?
Solution
Let Xi (I = 1, 2, 3, 4, 5) = amount of item i to be taken
We can formulate the objective as
Z = 100 X1 + 60 X2 + 70 X3 + 15 X4 + 15 X5
The weight limitation is
52 X1 + 23 X2 + 35 X3 + 15 X4 + 7 X5 ≤ 60 (1)
Since each item is either to be carried or not to be carried, Xi = 0 or 1
Therefore mathematical program
Maximize
Z = 100 X1 + 60 X2 + 70 X3 + 15 X4 + 15 X5
Subject to the constraints
52 X1 + 23 X2 + 35 X3 + 15 X4 + 7 X5 ≤ 60
And Xi = 0 or 1 (i = 1, 2, 3, 4, 5)
Solved problem 7
A 24 hour super market has the following minimal requirements for cashiers:
Period 1 2 3 4 5 6
Time of 3-7 7 - 11 11 - 15 15 - 19 19 - 23 23 - 3
day
Minimum 7 20 14 20 10 5
nos.
Solution:
Let Xi (i = 1, 2, ….6) = number of cashiers beginning work at the start of the period
i.
We can model this problem by mathematical program
Minimize Z = X1 + X2 + X3 + X4 + X5 + X6
Subject to the constraints:
X1 + X6 ≥ 7
X1 + X2 ≥ 20
X2 + X3 ≥ 14
X3 + X4 ≥ 20
X4 + X5 ≥ 10
X5 + X6 ≥ 5
And Xi (i = 1, 2, 3, 4, 5, 6) ≥ 0 and has to be integral.
Solved problem 8:
A cheese shop has 20 kg of seasonal fruit mix and 60 kg of an expensive cheese with
which it will make two cheese spreads, deluxe and regular, that are popular during
Christmas week. Each kg of deluxe spread consists of 0.2 kg of fruit mix and 0.8 kg of
expensive cheese, while each kg of regular spread consists of 0.2 kg of fruit mix, 0.3 kg
of expensive cheese and 0.5 kg of filter cheese, which is cheap and plentiful in supply.
From past pricing policies, the shop has found out that the demand for each spread
depends upon its price as follows:
Solution:
Let X1 kg of deluxe spread and X2 kg of regular spread be made. If all product can be
sold, the objective is to:
X1 + 25 P1 ≤ 190 (2)
And X2 + 50 P2 ≤ 250 (3)
From the availability of fruit mix
Solved problem 9:
A plastic manufacturer has 1200 boxes of transparent wrap in stock at one factory and
1000 boxes at its second factory. The manufacturer has orders for this product from three
different retailers in quantities of 1000, 700 and 500 boxes, respectively. The unit
shipping costs (in cents per box) from the factories to the retailers are as follows:
Determine a minimum cost shipping schedule for satisfying all demands from current
inventory.
Solution:
Let Xij (i = 1, 2 and j = 1, 2, 3) are the numbers of boxes to be shipped from factory i to
retailer j. then the objective will be:
Solved problem 10
A 400 meter medley relay involves four different swimmers, who successively swim 100
meters of back stroke, breast stroke, butter fly and free style. A coach has six very fast
swimmers whose expected times in seconds in the individual events are as given below:
How should coach assign swimmers to the relay so as to minimize the sum of their time?
Solution:
The objective is to minimize total time, Z.
Let Xij (i = 1, 2, …, 6 and j = 1, 2, 3, 4) = number of times the swimmer i will be assigned
to event j. thus, the objective will be
Minimize Z = 65 X11 + 73 X12 + 63 X13 + 57 X14 + 67 X21 + 70 X22 + 65 X23 + 58 X24 +
68 X31 + 72 X32 + 69 X33 + 55 X34 + 67 X41 + 75 X42 + 70 X43 + 59 X44 + 71 X51 + 69
X52 + 75 X53 + 57 X54 + 69 X61 + 71 X62 + 66 X63 + 59 X64
Constraints
Since no swimmer can be assigned to more than one event
How much money should be invested in each opportunity to obtain the greatest total
return?
Solution:
The objective is to maximize total return denoted by Z, which is the sum of the
returns from each opportunity. All investments are restricted to be integral
multiples of unit 1 million.
Letting fi (x) (i = 1. 2. 3) denote the return (in 1 million rupees units) from
opportunity i when x units of money are invested in it. We can rewrite the return
table as given below.
f x 0 1 2 3 4
f1 (x) 0 2 5 6 7
f2 (x) 0 1 3 6 7
f3 (x) 0 1 4 5 8
Defining xi (i = 1, 2, 3) as the number of units of money invested in opportunity i, we
can formulate the objective as:
Maximize Z = f1 (x1) + f2 (x2) + f3 (x3) (1)
Since the individual has only four units of money to invest
x1 + x2 + x3 ≤ 4 (2)
Augmenting (1) and (2) with the hidden condition that x1, x2 and x3 has to be
nonnegative and integral, we obtain the mathematical program:
Maximize Z = f1 (x1) + f2 (x2) + f3 (x3)
Subject to the constraint
x1 + x2 + x3 ≤ 4
And x1, x2 and x3 ≥ 0 and has to be integral
REVIEW QUESTIONS
Formulate mathematical programs for the problems given below:
1. Mr. Harsha has developed two types of handcrafted adult games that he sells to
department stores throughout India. Although the demand of these games
exceeds his capacity to produce them, Mr. Harsha continues to work alone and
limits his week work to 50 hours. Game 1 takes 3.5 hours to produce and gives a
profit of rupees 140, while game 2 requires 4 hours to complete and brings a
profit of rupees 155. How much games of each type should Mr. Harsha produce
weekly, if his objective is to maximize the total profit?
Ans: maximize Z = 140 X1 + 155 X2
Subject to the constraints
3.5 X1 + 4 X2 ≤ 50
And X1, X2 ≥ 0
3. A local manufacturing firm produces four different metal products, each of which
must be machined, polished and assembled. The specific time requirements (in
hours) for each product are as follows:
The firm has available to it on weekly basis, 480 hours of machining time, 400 hours
of polishing time and 400 hours of assembling time. The unit profits on the product
are rupees 360, rupees 240, rupees 360 and rupees 480, respectively. The firm has a
contract with a distributor to provide 50 units of product I, and 100 units of any
combination of products II and III each week. Through other customers the firm
can sell each week as many units of products I, II and III as it can produce, but only
a maximum of 25 units of product IV. How many units of each product should the
firm manufacture each week to meet all contractual obligations and maximize its
total profit? Assume that any unfinished pieces can be finished the following week.
4. A caterer must prepare from five fruit drinks in stoke 500 liters of a punch
containing at least 20 % orange juice, 10 % grapes juice and 5% cranberry juice. If
inventory data are as shown below, how much of each fruit drink should the caterer
use to obtain the required composition at the minimum total cost?
5. A town has been budgeted with rupees 15 million for the development of new
rubbish disposal areas. Seven sites are available, whose projected capacities and
development costs are as given below. Which sites should the town develop?
site A B C D E F G
Capacity 20 17 15 15 10 8 5
tons /
week
Cost per 8700 5520 4200 4200 2160 840 2820
1000
9. A recreational motor manufactures golf carts and snow mobiles at its three
plants. Plant A produces 40 golf carts and 35 snow mobiles daily. Plant B produces
65 golf carts daily but no snow mobiles and plant C produces 53 snow mobiles daily
but no golf carts. The cost of operating plants A, B and C are respectively rupees
12.6 million, 11.4 million and 10.92 million per day. How many days (including
Sundays and holidays) should each plant operate during September to fulfill a
production schedule of 1500 golf carts and 1100 snow mobiles at minimum cost?
Assume that labour contracts require that once a plant is opened, workers must be
paid for entire day.
10. The Apollo fertilizer corporation produces two types of farm fertilizers, Apollo
regular and Apollo deluxe. Apollo regular is composed of 25% active ingredients
and 75% inert ingredients, while Apollo deluxe contains 40% active ingredients and
60% inert ingredients. Godown storage capacity limit inventories to 500 tons of
active ingredients and 1200 tons of inert ingredients, and they are completely
replenished once a week.
Apollo regular is similar to other fertilizers on the market and competitively priced
at rupees 1500 per ton. At this price, company has had no difficulty in selling all the
Apollo regular it produces. Apollo deluxe however, has no competition, and so there
are no constraints on its price. Of course, demand dose depend on price, and
through past experience the company has determined that price P (in rupees) and
demand D (tons) are related by P = 36000 – 60D. How many tons of each type of
fertilizer should Apollo Fertilizer Corporation produce weekly in order to maximize
revenue?
CHAPTER 2
LINEAR Programming
2.1 Introduction
Minimal time effort and maximum benefit coupled with best possible output or set of
outputs is the formula of decision maker. Today decision makers or managements have to
tackle the issue of allocating limited and scarce resources at various levels in an
organization in the best possible manner. Man, machine, time and technology are some of
these common resources. The management’s task is to obtain the best possible output (or
set of outputs) from these given resources.
The outputs can be measured from factors, such as profits, the costs, the social welfare,
and the overall effectiveness. In several situations, output can be expressed as a linear
relationship among several variables. The amount of available resources can also be
expressed as a linear relationship among the various system variables. The management
dilemma is to optimize (maximize or minimize) the output or the objective function
subject to the set of constraints. Optimization of resources in which both the objective
function and the constraints are represented by a linear form is known as a linear
programming problem (LPP).
2.2 Linear programming
Linear programming (LP) is a mathematical technique designed to help managers in their
planning and decision making. It is usually used in an organization that is trying to make
most effective use of its resources. Resources typically include machinery, manpower,
money, time, warehouse space, or raw materials.
(a) All LP problems seek to maximize or minimize some quantity (usually profit or cost).
We refer to this property as the objective of an LP problem.
(b) The second property that LP problems have in common is the presence of restrictions,
or constraints, that limit the degree to which we can pursue the objective. Therefore
maximization or minimization of a quantity (the objective function) subject to limited
resources (the constraints) is the requirement.
Solved problem 1
A company has three operational departments (weaving, processing and packing) with
capacity to produce three different types of cloths namely, suiting, shirting and woolens
yielding a profit of Rupees 2, Rupees 4 and Rupees 3 per meter respectively. One meter
of suiting requires 3 minutes in weaving, 2 minutes in processing and 1 minute in
packing. Similarly one meter of shirting requires 4 minutes in weaving, 1 minute in
processing and 3 minutes in packing. One meter of woolen requires 3 minutes in each
department. In a week, total run time of each department is 60, 40 and 80 hours for
weaving, processing and packing respectively.
Formulate the linear programming problem to find the product mix to maximize the
profit.
Solution:
Step 1: The key decision is to determine the weekly rate of production for the three types
of cloths.
Step 2: Let us designate the weekly production of suiting’s, shirting’s and woolens by X1
meters, X2 meters and X3 meters respectively.
Step 3: Since it is not possible to produce negative quantities, feasible alternatives are
sets of values of X1, X2 and X3 satisfying X1, X2 and X3 ≥ 0.
Step 3: The constraints are the limited availability of three operational departments. One
meter of suiting requires 3 minutes of weaving. The quantity being X1 meters, the
requirement for suiting alone will be 3X1 units. Similarly, X2 meters of shirting and X3
meters of woolen will require 4X2 and 3X3 minutes respectively. Thus the total
requirement of weaving will be 3X1 + 4X2 + 3X3, which should not exceed the available
3600 minutes. So the man-hour constraint for weaving becomes:
Solved problem 2:
A firm engaged in producing 2 models, viz., model A and model B, performs only three
operations painting, assembly and testing. The relevant data are as follows:
Table 2.1: Unit sale price and hours required for each unit
Total numbers of hours available each week are for assembly 600, painting 100, and testing
30. The firm wishes to determine the weekly product mix so as to maximize revenue.
Solution:
Let Z: total revenue
X: Number of units of model A
Y: Number of units of model B
X and Y: are known as decision variables
b1: weekly hours available for assembly = 600 hours
b2: weekly hours available for painting = 100 hours
b3: weekly hours available for testing = 30 hours
Since the objective (goal) of the firm is to maximize its revenue,
Therefore, the goal is maximize Z = 50X + 80Y
Thus, the model can be stated as below:
Solution:
The decision variables of the model can be defined as follows:
X: number of bottles of milk which the distributor supplies in area A.
Y: Number of bottles of milk which the distributor supplies in area B.
Z: Number of bottles of milk which the distributor supplies in area C.
The objective:
Maximize W = 0.30X + 0.40Y + 0.50Z
Constraints:
1. Maximum number of milk bottles is 120, that is, X + Y + Z ≤ 120.
2. Since he requires one minute per bottle in area A, 2 minutes in area B and 3 minutes
in area C and he cannot spend more than 150 minutes for the work
1X + 2Y + 3Z ≤ 150
3. Further, since, he cannot spend more than 90 minutes for areas A and B. therefore:
1X + 2Y ≤ 90
4. The non-negativity X, Y ≥ 0
5. The problem can now be stated in the standard LP form as:
Solution:
The given data can be presented in summary as follows:
Let X and Y are the number of days the units A and B be operated per week respectively.
Then the objective of the manager is to:
Solution:
Let X and Y are the number of dolls produced per day of type A and B respectively.
So the objective function:
Maximize Z = 3X + 5Y
Let the doll A requires t hrs.
Thus, doll B requires 2t hours.
So the total time to manufacture X and Y dolls should not exceed 2000 t hours.
Therefore, t X + 2tY ≤ 2000t
Or X + 2Y ≤ 2000 (time constraint)
Other constraints:
Maximize Z = 3X + 5Y
X + 2Y ≤ 2000
X + Y ≤ 1500
Y ≤ 600
X, Y ≥ 0
100
50
0
0 20 40 60
Fig 2.1
Any point on the line 4X1 + 3X2 = 210 or inside the shaded portion will satisfy the restriction
of the inequality, 4X1 + 3X2 ≤ 210. Similarly, the line 2X1 + X2 = 90 meets the X1 axis at the
point (45, 0) and the X2 axis at the point (0, 90).
100
80
60
40
20
0
0 10 20 30 40 50
Fig 2.2
Combining the two graphs will give the shape as follows:
100
0
50 52.5
0 0
0 20 40 60
Fig 2.3
The area inside the two graphs (shaded portion) will satisfy both the constraints. This region
is called feasible region.
Fig 2.4
Convex: A set X is convex if for any points X1, X2 in X, the line segment joining
these points is also in X. That is X1, X2 Є X, 0 ≤ λ ≤ 1 implies that λX2 + (1 – λ)X1 Є
X.
By convention, a set containing only a single point is also a convex set.
λX2 + (1 – λ)X1 (where 0 ≤ λ ≤ 1) is called a convex combination of X1 and X2.
Appoint X on a convex set is said to be an extreme point if there does not exist X1,
X2 Є X (X1 ≠ X2) such that X = λX2 + (1 – λ)X1 for some λ with 0 ≤ λ ≤ 1.
Half plane: A linear inequality in two variables is known as half plane. The
corresponding equality or line is known as the boundary of the half plane.
Redundant constraint: A constraint which does not affect the feasible region.
Optimal feasible solution: Any feasible solution that optimizes the objective
function is called an optimal feasible solution.
Fig 2.5: convex region
Working rule
Step 1: Write down the equations by replacing the inequality symbols by the
equality symbols in the given constraints.
Step 2: Plot the straight lines represented by the equations obtained in step 1.
Step 3: Identify the convex polygon region relevant to the problem. Decide on which
side of the line the half plane is located.
Step 4: Determine the vertices of the polygon and find the values of the given
objective function Z at each of these vertices. Identify the greatest and least of these
values. These are respectively the maximum and minimum values of Z.
Step 5: Identify the values of (X1, X2) which correspond to the desired extreme
values of Z. This is an optimal solution of the problem.
Classification of the feasible points
1. Boundary point. The point which are on the boundary of the feasible region.
Collection of boundary points belonging to one set is called boundary line (segment).
2. Vertices. The intersections of boundary lines are called the vertices.
3. Interior points. All points inside the feasible region.
4. Corner point. The vertices if feasible are called corner points.
Solved problem 2:
Solve the given LPP using the graphical method
Maximize Z = 50X1 + 80X2
Subject to the constraints
1.0X1 + 1.5X2 ≤ 600
0.2X1 + 0.2X2 ≤ 100
0.0X1 + 0.1X2 ≤ 30
And X1 ≥ 0, X2 ≥ 0
Solution:
The horizontal axis represents X1 and the vertical axis X2. Plot the constraints lines and mark
the feasibility region as shown below:
X2
C
B
D
X1
A E
Fig. 2.7
Any point on the thick line or inside the shaded portion will satisfy all the restrictions of the
problem. The ABCDE is the feasibility region carried out by the constraints operating on the
objective function. This depicts the limits within which the values of the decision variables
are permissible.
The intersection point C can be solved by linear equation 0.1X2 = 30 and X1 + 1.5X2 = 600.
That is C (150, 300).
The intersection point D can be solved by the linear equations X1 + 1.5X2 = 600 and 0.2X1 +
0.2X2 = 100. That is D (300, 200).
The next step is to maximize revenues subject to the above shaded area. This can be worked
out at different corner points as tabulated below:
Solved problem 3:
Solve the given LPP using the graphical method
Minimize Z = 20X + 10Y
Subject to the constraints
X + 2Y ≤ 40
3X + Y ≥ 30
4X + 3Y ≥ 60
And X, Y ≥ 0
Solution:
The horizontal axis represents X and the vertical axis Y. Plot the constraints lines and mark
the feasibility region as shown below:
Any point on the thick line or inside the shaded portion will satisfy all the restrictions of the
problem. The ABCD is the feasibility region carried out by the constraints operating on the
objective function. This depicts the limits within which the values of the decision variables
are permissible.
The point A is (15, 0)
The intersection point B can be solved by linear equation 3X + Y = 30 and 4X + 3Y = 60.
That is B (6, 12).
The intersection point C can be solved by the linear equations X + 2Y = 40 and 3X + Y = 30.
That is C (4, 18).
The point D is (40, 0)
The next step is to maximize revenues subject to the above shaded area. This can be worked
out at different corner points as tabulated below:
Unique optimal solution: In this case only one solution will be obtained in a
graphical solution.
Unbounded solution: When the values of the decision variables may be increased
indefinitely without violating any of the constraints, the solution space (feasible
region) is unbounded. The value of the objective function, in such cases, may increase
(for maximization) or decrease (for minimization) indefinitely. Thus both the solution
space and the objective function value are unbounded.
Solved problem 4:
Solve the given LPP using the graphical method
Maximize Z = 2X + 4Y
Subject to the constraints
X + 2Y ≤ 5
X+Y≤4
And X, Y ≥ 0
Solution:
The horizontal axis represents X and the vertical axis Y. Plot the constraints lines and mark
the feasibility region as shown below:
Any point on the thick line or inside the shaded portion will satisfy all the restrictions of the
problem. The ABCD is the feasibility region carried out by the constraints operating on the
objective function. This depicts the limits within which the values of the decision variables
are permissible.
The point A is (0, 0)
The point B is (0, 2.5).
The intersection point C can be solved by linear equation X + Y = 4 and X + 2Y = 5. That is
C (3, 1).
The point D is (4, 0)
The next step is to maximize the value of Z subject to the above shaded area. This can be
worked out at different corner points as tabulated below:
Points (coordinates) Z = 2X + 4Y
A (0, 0) 0
B (0, 2.5) 10 (maximum)
C(3, 1) 10 (maximum)
D (4, 0) 8
Since the maximum value for Z is same from point B till point C (Z = 10) on the line
depicting the equation X + 2Y = 5, the problem has got multiple optimal solution / or
alternative solutions.
Thus Maximum Z = 10.
Solved problem 5
Solve the given LPP using the graphical method
Maximize Z = 3X1 + 2X2
Subject to the constraints
X1 - X2 ≤ 1
X1 + X2 ≥ 3
And X1 ≥ 0, X2 ≥ 0
Solution;
Solved problem 6:
Solve the given LPP using the graphical method
Maximize Z = 3X1 - 2X2
Subject to the constraints
X1 + X2 ≤ 1
2X1 + 2X2 ≥ 4
And X1 ≥ 0, X2 ≥ 0
Solution:
Important geometric properties of LPP
The region of feasible solution has convexity property of geometry, provided the
feasible solution of the problem exists.
Convexity means that the region of the feasible solution has no holes in them. That is,
they are solids, and they have no cuts (like) on the boundary.
The line joining any two points in the region also lies in the region.
The boundaries of the regions are lines or plains.
There are corners or extreme points on the boundary, and there are edges joining
various corners.
The objective function can be represented by a line or a plane for any fixed value of z.
At least one corner of the region of feasible solutions will be an optimal solution
wherever the maximum or minimum value z is finite.
If the optimal solution is not unique, there are points other than corners that are
optimal but in any case at least one corner is optimal.
The different situation is found when the objective function can be made arbitrarily
large. Of course no corner is optimal in that case.
Infeasible region
Solved problem 7:
Use the graphical method to solve the LPP.
Maximize Z = 5X1 + 3X2
Subject to constraints:
3X1 + 5X2 ≤ 15
5X1 + 2X2 ≤ 10
And X1, X2 ≥ 0
Solution:
Solved problem 8:
A company making the cold drinks has two bottling plants located at two towns T1 and T2.
Each plant produces three drinks A, B and C and their production capacity per day is shown
below:
Solution:
The constrains are for the demands of cold drinks A, B and C. thus,
Subject to the constraints:
And X, Y ≥ 0
C (0, 40
B (12, 4)
A (22, 0)
Thus, the LPP is to minimize the objective function subject to the constraints (1), (2), and (3).
The solution space is unbounded. The constraint (3) is dominated by the constraints (1) and
(2) and hence does not affect the solution space. Such a constraint 3000X + 3000Y = 40000
is called the redundant constraint. The value of the convex region A, B, and C are A (22,0),
B (12, 4) and C (0, 40). The values of the objective function Z at the vertices are
Zat A = 132000
Zat B = 88000
Zat C = 160000
Thus, the minimum value of Z is Rupees 88,000 and it occurs at B. hence the optimal
solution to the problem is:
Plant T1 to work for 12 days and plant T2 to work for 4 days and minimum operating
cost will be Rupees 88,000.
Solved problem 9:
Solve the given LPP using the graphical method
Maximize Z = 4X1 + 3X2
Subject to the constraints
X1 - X2 ≤ - 1
- X1 + X2 ≤ 0
And X1 ≥ 0, X2 ≥ 0
Solution:
Solution:
Solved problem 11:
Solve the given LPP using the graphical method
Maximize Z = 7X1 + 3X2
Subject to the constraints
X1 + 2X2 ≥ 3
X1 + X2 ≤ 4
0 ≤ X1 ≤ 5/2
0 ≤ X2 ≤ 3/2
And X1 ≥ 0, X2 ≥ 0
Solution:
Solution:
16
14
12
10
Series 1
8 Series 2
Series 3
6
Series 4
4
0
0 0.5 1 1.5 2 2.5 3 3.5 4 4.5 5 5.5 6 6.5 7 7.5
Solution:
Let X1 boxes of type A to be purchased.
And, X2 boxes of type B to be purchased.
Putting complete problem in tabular form:
The LPP is to minimize the objective function subject to the constraints (1), (2), and (3). The
solution space is unbounded.
The point A is (7, 0)
The intersection point B can be solved by linear equation X1 + X2 = 6 and X1 + 2 X2 = 7. That
is B (5, 1).
The intersection point C can be solved by linear equation X1 + X2 = 6 and 3X1 + X2 = 10.
That is C (2, 4).
The point D is (0, 10)
The next step is to minimize the value of Z subject to the above shaded area. This can be
worked out at different corner points as tabulated below:
In some problems objective functions and constraints are not linear. Generally in real
life situations concerning business and industrial problems constraints are not linearly
treated to variables.
There is no guarantee of getting integer valued solutions, for example, in finding out
how many males and females would be required to perform the job of air hostess in a
passenger aircraft. Rounding off the solution to the nearest integer will not give an
optimal solution. Integer programming deals with such problems.
A linear programming model does not take into consideration the effect of time and
uncertainty. Thus the model should be defined in such a way that any change due to
internal as well as external factors can be incorporated.
Parameters appearing in the model are assumed to be a constant. But in real life
situations they are neither constant nor deterministic.
Linear programming deals with only single objective whereas in real life situations
problems come across with multi – objectives. Goal programming and multi –
objective programming deal with such problems.
Advantages of LPP
The advantages of linear programming techniques may be outlined as follows:
Human resources: personal planning problems can also be analyzed with linear
programming. For example, in the telephone industry, demands for the services of
installer-repair personnel are seasonal. The problem is to determine the number of
installer-repair personnel and line repair personnel to have on the work force each
month where the total cost of hiring, layoff, overtime, and regular time wages are
minimized. The constraints set includes restrictions on the service demands that must
be satisfied, overtime usage, union agreements, and the availability of skilled people
for hire. This example runs contrary to the run of divisibility; however, the workforce
level for each month would normally be large enough that rounding to the closest
integer in each case would not be detrimental, provided the constraints are not
violated.
Marketing: linear programming can be used to determine the proper mix of media to
use in advertising campaign. Suppose that the available media are radio, television,
and newspapers. The problem is to determine how advertisements to place in each
medium. Of course, the cost of placing an advertisement depends on the medium
chosen. Objective is to minimize the total cost of advertising campaign, subject to a
series of constraints. Since each medium may provide a different degree of exposure
of the target population, there may be a lower bound on the total exposure from the
campaign. Also each medium may have a different efficiency rating in producing
desirable results; there may thus be a lower bound on efficiency. In addition, there
may be limits on the availability of each medium advertising.
Distribution: Another application of linear programming is in the area of distribution.
Consider a case in which there are m factories that must ship goods to n ware houses.
A given factory could make shipments to any number of ware houses. Given the cost
to ship one unit of product from each factory to each ware house, the problem is to
determine the shipping pattern (number of units that each factory ships to each ware
house) that minimizes total costs. This decision is subject to the restrictions that
demand at each factory cannot ship more products than it has the capacity to produce.
REVIEW QUESTIONS
Question 1.
Three grades of coal A, B, and C contain ash and phosphorous as impurities. In a particular
industrial process a fuel obtained by blending the above grades containing not more than 25%
ash and 0.03% phosphorous is required. The maximum demand of fuel is 100 tons. The
percentage impurities and costs of the various grades of coal are shown below. Assuming that
there is an unlimited supply of each grade of coal and there is no loss in blending, formulate
the blending problem to minimize the cost.
Question 2.
A firm manufactures two products; the net profit on product 1 is Rupees 3 per unit and
Rupees 5 per unit on product 2. The manufacturing process is such that each product has to
be processed in two departments D1 and D2. Each unit of product1 requires processing for 1
minute at D1 and 3 minutes at D2; each unit of product 2 requires processing for 2 minutes at
D1 and 2 minutes at D2. Machine time available per day is 860 minutes at D1 and 1200
minutes at D2. How much of product 1 and 2 should be produced every day so that total
profit is maximum. Formulate this as a problem in LP.
Question 3.
Use the graphical method to solve the LPP
Maximize Z = 2X1 + 4X2
Subject to constraints:
X1 + 2X2 ≤ 5
X1 + X2 ≤ 4
And X1, X2 ≥ 0
(Ans: Any point on the line segment BC gives the maximum value (Z = 10) of the
objective function, there exists an alternative solution.)
Terminal question 4.
Use the graphical method to solve the LPP.
Maximize Z = 6X1 + X2
Subject to:
2X1 + X2 ≥ 3
X1 - X2 ≥ 0
And X1, X2 ≥ 0
(Ans: unbounded solution)
CHAPTER – 3
SIMPLEX METHOD
Introduction
The Simplex method is “a systematic procedure for generating and testing candidate
vertex solutions to a linear program.” (Gill, Murray and Wright)
It begins at an arbitrary corner of the solution set. At each iteration, the Simplex
method selects the variable that will produce the largest change towards the minimum (or
maximum) solution. That variable replaces one of its compatriots that is most severely
restricting it, thus moving the Simplex method to a different corner of the solution set and
closer to the final solution. In addition, simplex method can determine if no solution
actually exists. Note that the algorithm is greedy since it selects the best choice at each
iteration without needing information from previous or futuristic iteration.
The Simplex method provides an efficient technique, which can be applied for solving
LPP of any magnitude involving two or more decision variables.
Simplex method, according to its iterative search, selects the optimal solution from
among the set of feasible solutions to the problem.
All constraints are equations. The right hand side element of each constraint equation
is non-negative.
7X1 +5X2 ≤ 40
The left hand side of the inequality models the total number of hours used to assemble all
washing machines in a week, while the right hand side is the total number of hours
available for assembly in a week. But, availability is higher than the usage. Therefore,
there will be some wastage, though as small as possible, in a week. This inequality is
transformed into equation by adding a new variable S1 to the left hand side.
7X1 +5X2 + S1 = 40
Here S1 represents the number of assembly hour available but not used. Therefore it
is a wastage included in the model.
Surplus variable. A linear constraint of the form Σ aij Xj ≥ bi can be converted into
equality by subtracting a new, nonnegative variable from the left hand side of the
inequality. Such a variable is numerically equal to the difference between right hand side
and left hand side of the inequality and is known as surplus variable. It represents the
excess requirement of the resource over and above the right side quantity.
Introduce surplus variables (Si) and artificial variables (Ai) for “≥” type of constraints.
Cost (Cj) of slack and surplus variables will be zero and that of artificial variable will
be “M”.
Solved problem 1:
Consider the LPP
Minimize Z = 4X1 + X2
Subject to 3X1 + X2 = 3
4X1 + 3X2 ≥ 6
X1 + 2X2 ≤ 3
X1, X2 ≥ 0
The variables assigned the value zero are called “non – basic variables”.
If one or more values of basic variables are also zero, then solution is said to
degenerate.
Solved problem 2:
Consider the system of equation
2X1 + X2 - X3 = 2
3X1 + 2X2 + X3 = 3
X1, X2, X3 ≥ 0
Select the most negative value of Zj – Cj. That column is called key column. The
variable corresponding to the column will become basic variable for the next table.
Divide the quantities by the corresponding values of the key column to get ratios.
Select the minimum ratio. This becomes the key row. The basic variable
corresponding to this row will be replaced by the variable found in previous step.
The element that lies both on key column and key row is called pivotal element.
Once an artificial variable is removed as basic variable, its column will be deleted
from next iteration.
Solution:
Converting the inequalities into standard equation form by introducing the slack
variables (since both inequalities are ≤ type)
X1 + 2X2 + 3X3 + S1 = 9 (1)
3X1 + 2X2 + 2X3 + S2 = 15 (2)
Here S1 and S2 are slack variables.
The contribution of slack variables in objective function is always 0.
Thus, the objective function becomes:
Z = X1 + 9X2 + X3 +0S1 + 0S2
Converting objective function into standard form with right hand side a digit (Zj – Cj Xj =
0):
Z - X1 - 9X2 - X3 +0S1 + 0S2 = 0 (3)
Write the same in matrix form:
1 2 3 1 0 X1 9
3 2 2 0 1 X2 15
-1 -9 -1 0 0 X3 0
S1
S2
Now we can write the same into table form
Taking S1 and S2 as basic variables and others as non basic variables for the initial table:
X1 X2 X3 S1 S2 bi ratio
S1 1 2 3 1 0 9 9/2 Key row
S2 3 2 2 0 1 15 15/2
Zj - Cj -1 -9 -1 0 0 0
Pivot element
Key column
If we look at the table, the least number in the last row is -9, which is in X2 column. Thus
X2 column is the key column. Now, dividing bi column by X2 column, we get the ratios.
The least ratio is 9/2, which lies in S1 row. Thus, S1 row is the key row. Therefore, X2 will
become basic variable and incoming in place of S1, which becomes non-basic variable
and outgoing.
Using elementary row operations to convert the pivot element to 1 and then reduce all
other elements in the key column to 0. For first row divide complete row by pivot element
itself to make pivot element 1. For second row, subtract first row from second row to
make key column, second row number to 0, and for bottom row, add first x 9/2 to bottom
row. Thus, the new table becomes
X1 X2 X3 S1 S2 bi
X2 1/2 1 3/2 1/2 0 9/2
S2 2 0 -1 -1 1 6
Zj - Cj 7/2 0 25/2 9/2 0 81/2
Since all elements in the bottom row are positive, it is an optimal solution.
Therefore maximum Z = 81/2 with X1 = 0, X2 = 9/2 and X3 = 0.
S2 = 6 depicts that for maximum value, 6 units of resource b2 will be non utilized.
Solved problem 4:
Maximize Z= 2X1 + 4X2 + X3 + X4
Subject to: X1 + 3X2 + X4 ≤ 4
2X1 + X2 ≤ 3
X2 + 4X3 + X4 ≤ 3
X1, X2, X3, X4 ≥ 0
Solution:
Converting into equation form by introducing slack variables
X1 + 3X2 + X4 + S1 = 4
2X1 + X2 + S2 = 3
X2 + 4X3 + X4 + S3 = 3
And Z - 2X1 - 4X2 - X3 - X4 + 0S1 + 0S2 + 0S3 = 0
Writing into table form
X1 X2 X3 X4 S1 S2 S3 bi ratio
S1 1 3 0 1 1 0 0 4 4/3
S2 2 1 0 0 0 1 0 3 3
S3 0 1 4 1 0 0 1 3 3
Zj- Cj -2 -4 -1 -1 0 0 0 0
Seeing the table, it is observed that first row is key row and second column is key
column. A12 (the element on the intersection of key row and key column ) is the pivot
element.
Completing the elementary operations to convert pivot element as 1 and other elements as
0 in the key column, we get the new table as
X1 X2 X3 X4 S1 S2 S3 bi ratio
X2 1/3 1 0 1/3 1/3 0 0 4/3 -
S2 5/3 0 0 -1/3 -1/3 1 0 5/3 -
S3 -1/3 0 4 2/3 -1/3 0 1 5/3 5/12
Zj- Cj -2/3 0 -1 1/3 4/3 0 0 16/3
Seeing the table, it is observed that third column is the key column and third row is the
key row. The pivot element is A33. Thus S3 is the outgoing variable and X3 is the
incoming variable.
Conducting the elementary operations, we get the new table as
X1 X2 X3 X4 S1 S2 S3 bi ratio
X2 1/3 1 0 1/3 1/3 0 0 4/3 4
S2 5/3 0 0 -1/3 -1/3 1 0 5/3 1
X3 -1/12 0 1 1/6 -1/12 0 1/4 5/12 -
Zj- Cj -3/4 1 0 1/2 5/4 0 1/4 23/4
Seeing the table, it is observed that first column is the key column and second row is the
key row. The pivot element is A21. Thus S2 is the outgoing variable and X1 is the
incoming variable.
Conducting the elementary operations, we get the new table as
X1 X2 X3 X4 S1 S2 S3 bi ratio
X2 0 1 0 2/5 2/5 -4/5 0 1
X1 1 0 0 -1/5 -1/5 3/5 0 1
X3 0 0 1 3/20 -1/10 1/20 1/4 1/2
Zj- Cj 0 1 0 7/20 11/10 9/20 1/4 13/2
Since all elements in the bottom row are positive, it is an optimal solution.
Therefore maximum Z = 13/2 with X1 = 1, X2 = 1, X3 = ½ and X4 = 0 .
Solved problem 5:
A manufacturing firm has discontinued production of a certain unprofitable product line.
This created considerable excess production capacity. Management is considering
devoting this excess capacity to one or more of three products 1, 2 and 3. The available
capacity on the machines which might limit output is given below:
The number of machine hours required for each units of the respective product is given
below;
The unit profit would be rupees 20, Rupees 6 and rupees 8 for products 1, 2 and 3
respectively. Find how much of each product the firm should produce in order to
maximize profit?
Solution:
The mathematical program for this problem will be
Maximize Z = 20 X1 + 6 X2 + 8 X3
Subject to the constraints
8 X1 + 2 X2 + 3 X3 ≤ 250
4 X1 + 3 X2 + 0 X3 ≤ 150
X1 + 0 X2 + 1 X3 ≤ 50
X1, X2, X3 ≥ 0
Solution
Converting into equation form by introducing slack variables
8 X1 + 2X2 + 3 X3 + S1 = 250
4 X1 + 2 X2 + S2 = 150
2 X1 + 1 X3 + S3 = 50
And Z – 20 X1 – 6 X2 – 8 X3 + 0S1 + 0S2 + 0S3 = 0
Writing into table form
X1 X2 X3 S1 S2 S3 bi ratio
S1 8 2 3 1 0 0 250 125/4
S2 4 3 0 0 1 0 150 75/2
S3 2 0 1 0 0 1 50 25
Zj- Cj -20 -6 -8 0 0 0 0
The table after first iteration
X1 X2 X3 S1 S2 S3 bi ratio
S1 0 2 -1 1 0 -4 50 25
S2 0 3 -2 0 1 -2 50 12.5
X1 1 0 1/2 0 0 1/2 25 -
Zj- Cj 0 -6 2 0 0 10 500
X1 X2 X3 S1 S2 S3 bi ratio
S1 0 0 1/3 1 -2/3 -8/3 50/3 50
X2 0 1 -2/3 0 1/3 -2/3 50/3 -
X1 1 0 1/2 0 0 1/2 25 50
Zj- Cj 0 0 -2 0 2 6 600
X1 X2 X3 S1 S2 S3 bi ratio
S1 0 0 0 1 -1/2 -3 25
X2 1 1 0 0 1/4 0 75/2
X3 2 0 1 0 0 1 50
Zj- Cj 2 0 0 0 3/2 8 625
Since all elements in the bottom row are positive, it is an optimal solution.
Therefore maximum Z = 625 with X1 = 0, X2 = 75/2, and X3 = 50 .
Solved problem 6:
Use penalty cost method to
Maximize Z = 2X1 + 5X2
Subject to:
X1 ≤ 40
X2 ≤ 30
X1 + X2 ≥ 60
X1, X2 ≥ 0
Solution
Converting into equation form by introducing slack, surplus and artificial variables
X1 + S1 = 40 (1)
X2 + S2 = 30 (2)
X1 + X2 – S3 + A1 = 60 (3)
And Z = 2X1 + 5X2 + 0S1 + 0S2 + 0S3 – MA1
X1 X2 S1 S2 S3 A1 bi ratio
S1 1 0 1 0 0 0 40 -
S2 0 1 0 1 0 0 30 30
A1 1 0 0 -1 1 60 60
1
Zj- Cj -2 -5 0 0 0 0 0
-M -M 0 0 M -60M
X1 X2 S1 S2 S3 A1 bi ratio
S1 1 0 1 0 0 0 40 40
X2 0 1 0 1 0 0 30 -
A1 1 0 0 -1 -1 1 30 30
Zj- Cj -2 0 0 5 0 0 150
-M 0 0 M M 0 -30M
X1 X2 S1 S2 S3 bi ratio
S1 0 0 1 1 1 10 10
X2 0 1 0 1 0 30 -
X1 1 0 0 -1 -1 30 -
Zj- Cj 0 0 0 3 -2 210
0 0 0 0 0 0
X1 X2 S1 S2 S3 bi ratio
S3 0 0 1 1 1 10
X2 0 1 0 1 0 30
X1 1 0 1 0 0 40
Zj- Cj 0 0 2 5 0 230
0 0 0 0 0 0
Since all numbers in last two rows are positive, this is an optimum solution.
The solution is:
Z = 230
X1 = 40
X2 = 30
And S3 = 10
Phase 2.
Use the optimum solution of the phase 1 as the starting solution of the original
problem. Then the objective function is taken without the artificial variables and is solved
by simplex method.
Solved problem 7:
Use the two phase method to
Maximize Z = 3X1 – X2
Subject to: 2X1 + X2 ≥ 2
X1 + 3X2 ≤ 2
X2 ≤ 4
X1, X2 ≥ 0
Solution;
Rewriting in the standard form
Maximize Z = 3X1 – X2 + 0S1 + 0S2 + 0S3 – MA
Subject to the constraints
2X1 + X2 – S1 + A= 2
X1 + 3X2 + S2 = 2
X2 + S3 = 4
Phase 1: consider the new objective
Maximize Z* = -A = 2X1 + X2 – S1 – 2
Or Z* - 2X1 - X2 + S1 = – 2
X1 X2 S1 S2 S3 A bi ratio
A 2 1 -1 0 0 1 2 1
S2 1 3 0 1 0 0 2 2
S3 0 1 0 0 1 0 4 -
Zj- Cj -2 -1 1 0 0 0 -2
X1 X2 S1 S2 S3 A bi ratio
X1 1 1/2 -1/2 0 0 1/2 1
S2 0 5/2 1/2 1 0 -1/2 1
S3 0 1 0 0 1 0 4
Zj- Cj 0 0 0 0 0 1 0
Since there are no negative elements in the last row, phase 1 is complete.
The optimal solution to the new objective is Z* = 0
Phase II
Consider the original objective function
Maximize Z = 3X1 – X2 + 0S1 + 0S2 + 0S3
Or Z - 3X1 + X2 + 0S1 + 0S2 + 0S3 = 0
Subject to X1 + ½ X2 – ½ S1 = 1
5/2 X2 + ½ S1 + S2 = 1
X2 + S 3 = 4
X1, X2, S1, S2, S3 ≥ 0
Table below depicts the corresponding simplex table
X1 X2 S1 S2 S3 bi ratio
X1 1 1/2 -1/2 0 0 1 1
S2 0 5/2 1/2 1 0 1 -
S3 0 1 0 0 1 4 -
Zj- Cj -3 1 0 0 0 0
X1 X2 S1 S2 S3 bi ratio
X1 1 1/2 -1/2 0 0 1 -
S2 0 5/2 1/2 1 0 1 2
S3 0 1 0 0 1 4 -
Zj- Cj 0 5/2 -3/2 0 0 3
X1 X2 S1 S2 S3 bi ratio
X1 1 3 0 1 0 2 -
S2 0 5 1 2 0 2 -
S3 0 1 0 0 1 4 -
Zj- Cj 0 10 0 3 0 6
Since all the elements of the last row are non-negative, the current solution is optimal.
The maximum value of the objective function is Z = 6 which is attained for X1 = 2, X2 = 0
Solved problem 8:
Maximize Z = 3X1 + 2X2
Subject to 2X1 + X2 ≤ 2
3X1 + 4X2 ≥ 12
X1, X2 ≥ 0
Solution:
Rewriting in the standard form
Maximize Z = 3X1 + 2X2 + 0S1 + 0S2 – MA
Subject to the constraints
2X1 + X2 + S1 = 2
3X1 + 4X2 - S2 + A = 12
X1, X2, S1, S2, A1 ≥ 0
Phase I:
Consider the new objective
Maximize Z* = -A = 3X1 + 4X2 – S2 – 12
Or Z* - 3X1 - 4X2 + S2 = – 12
X1 X2 S1 S2 A bi ratio
S1 2 1 1 0 0 2 2
A 3 4 0 -1 1 12 3
Zj- Cj -3 -4 0 1 0 -12
X1 X2 S1 S2 A bi
X2 2 1 1 0 0 2
A -5 0 -4 -1 1 4
Zj- Cj 5 0 4 1 0 -4
Since all the elements of the last row are non-negative, the procedure is complete. But the
existence of non-zero artificial variables in the basic set indicates that the problem is
infeasible.
Solved problem 9:
Minimize Z = 5X1 + 6X2
Subject to:
2X1 + 5X2 ≥ 1500
3X1 + X2 ≥ 1200
X1, X2 ≥ 0
Solution:
Introducing the surplus and artificial variables in the constraints
Minimize Z = 5X1 + 6X2 + 0S1 + 0S2 + MA1 + MA2
Subject to
2X1 + 5X2 – S1 + A1 = 1500
3X1 + X2 - S2 + A2 = 1200
Since the objective function should not involve artificial variables A1 and A2, we find the
values of A1 and A2 from the constraint equations and put in the objective function.
A1 = 1500 - 2X1 - 5X2 – S1
Terminal question 1:
Maximize Z = 3X1 – X2
Subject to:
X1 + 3X2 ≤ 3
2X1 + X2 ≥ 2
X2 ≤ 4
X1, X2 ≥ 0
Terminal question 1:
Maximize Z = 6X1 + 7X2
Subject to:
X1 + 3X2 ≥ 12
3X1 + X2 ≥ 12
X1 + X2 ≥ 8
X1, X2 ≥ 0
Sensitivity analysis
In linear programming, all models are assumed to be constant. However; in real life
situations, the decision environment is always dynamic. Therefore, it is important for the
management to know how profit would be affected by an increase or decrease in the
resource level, by change in the cost of raw materials. Such an investigation is known as
sensitivity analysis or post optimality analysis.
The management of a company rarely restricts its interest to the numerical values of
an optimal solution. Actually it is interested in finding out the impact of changes in input
parameters in the optimal solution. Such analysis of impact of amendment in parameters
is called as sensitivity analysis.
The results of sensitivity analysis establishes upper and lower bounds for input
parameters values within which they can vary without causing major changes in the
optimal solution.
Sensitivity analysis allows to figure out which data offers a significant impact on the
results. This in turn allows to concentrate on getting accurate data for those items or at
least running through several scenarios with various values of the crucial data to get an
idea of the range of possible outcomes.
Sensitivity analysis is important because of the following reasons:
Example.
Luminous lamp produces three types of lamps A, B and C. These lamps are processed on
three machines M1, M2 and M3. The full technology and input restrictions are as given
below:-
Let X1, X2 and X3 be the number of units to be produced. Then the Linear Programming
model for the above problem will be as given below:
Maximize Z = 12X1 + 3X2 + X3
Subject to constraints:
10X1 + 2X2 + X3 ≤ 100
7X1 + 3X2 + 2X3 ≤ 77
2X1 + 4X2 + X3 ≤ 80
X1, X2, X3 ≥ 0
On solving the above problem by the simplex, we get
X1 = 73/8, X2 = 35/8 and X3 = 0 and the optimal value Z = 981/8. The final table of
simplex table is as given below:
Basic X1 X2 X3 S1 S2 S3 Solution
variables values bi
X1 1 0 -1/16 3/16 -1/8 0 73/8
X2 0 1 13/16 -7/16 5/8 0 35/8
S3 0 0 -17/8 11/8 -9/4 1 177/4
Zj - Cj 0 0 11/16 15/16 3/8 0 981/8
Cj* 12 3 27/16 15/16 3/8 0 -
Changes in profit contribution (Cj) of a non basic variable. A non basic variable can
be brought into basic only if its contribution rate becomes attractive. Therefore, it is
needed to determine the upper limit of the profit contribution (Cj) of each non basic
variable. The reverse is true for a minimization problem. Consider the above final
simplex table.
From the above, it can be seen that profit contribution for product C is Rupees 1, which is
not greater than Cj*. Therefore, to bring X3 into the basis, its profit contribution rate must
exceed Rupees 27/16 to make Zj – Cj value negative or zero. That is Zj – Cj ≤
0.specifically,
-Min [(Zj – Cj) / Yij; if Yij > 0] ≤ C* - Z ≤ min [(Zj – Cj) / Yij; if Yij < 0]
Where i to correspond to basic variable for product and not for slack
variables, and j to correspond to non basic variables only.
Let us see the case of product A.
In X1 row X3 and X5 columns have got the values -1/16 and -1/8. Therefore,
Min [(11/16) / -(-1/16), (3/8) / -(-1/8)] = min (11,3) = 3
Corresponding to non-basic variable X4, Y14 = 3/16. Therefore,
Min [15/16/3/16] = 5
-5 ≤ C1* - 12 ≤ 3
Or 7 ≤ C1* ≤ 15
Thus we can say that the optimal solution is insensitive as long as the changed profit
contribution for product A remains between Rupees 7 and Rupees 15 per product.
Change in available resources. If the available resources change, it is needed to investigate
whether a previous optimal solution remains feasible or not. For long term planning, it is
important to know the bounds within which each available resource (for instant machine
hours) can vary without causing violent changes in the current optimal solution.
To illustrate this, divide bi column by the corresponding coefficient in the slack variable
column for particular machinery. For example, for machine M1 divide by S1 column.
bi S ratio
73/8 3/16 146/3
35/8 -7/16 -10
177/4 11/8 354/11
The least positive ratio (354/11) indicates the number of hours of machine M1 that can be
decreased. The least negative ratio (-10) indicates the increase in the machine hours.
Calculating the range.
(Total availability)i – least positive ratio = lower limit
(Total availability)i – least negative ratio = upper limit
For machine M1
Lower limit = 100 – 354/11 = 746/11
Upper limit = 100 – (-10) = 110
Therefore range of hours for machine M1 is 746/11 to 110.
The range of hours for machine M2 and M3 can be calculated in the same manner.
CHAPTER – 4
DUALITY IN LINEAR PROGRAMMING
4.1 Introduction
Every Linear Programming Problem (LPP) is associated with another linear programming
problem involving the same data and optimal solutions. Such two problems are said to be
duals of each other. One problem is called the primal problem, while the other problem is
called the dual.
Primal dual
The dual formulation is derived from the same data and solved in a manner similar to the
original ‘primal’ formulation. In other words, it can be said that dual is inverse of the
primal formulation because of the following reasons.
Reason.
If more constraints and very less number of variables, the efforts can be reduced
Interpretation of the dual variable from economic point of view is extremely useful.
The concept of duality is useful to obtain additional information about the variation in
the optimal solution. These changes could be effected in the constraints coefficient,
in resource availabilities and / or objective function coefficient. This effect is termed
as post optimality or sensitivity analysis.
When the primal has a degenerate optimal solution, the dual has multiple optimal
solutions
When the primal has multiple optimal solutions, the dual will have degenerate optimal
solution.
Guide lines:
The maximization problem in primal becomes minimization problem in dual and vice
versa.
(≤) types of constraints in the primal become (≥) type of constraints in the dual and
vice versa.
The coefficients C1, C2, ------, CN in the objective function of the primal become b1,
b2, ------, bm in the constraints of the dual.
The constants b1, b2, ------, bm in the constraints of primal become C1, C2, ------, Cn in
the objective function of the dual.
If the primal has n variables and m constraints, the dual will have m variables and n
constraints.
The primal LPP should be in canonical form, and then it is easy to form dual LPP.
Solved problem 1:
Write the dual of
Maximize
Z= 4X1 + 5X2
Subject to:
3X1 + X2 ≤ 15
X1 + 2X2 ≤ 10
5X1 + 2X2 ≤ 20
X1, X2 ≥ 0
Solution:
The given problem is in standard form. Therefore, the dual is:
Minimize W = 15Y1 + 10Y2 + 20Y3
Subject to the constraints;
3Y1 + Y2 + 5Y3 ≥ 4
Y1 + 2Y2 + 2Y3 ≥ 5
Y1, Y2, Y3 ≥ 0
Solved problem 2:
Write the dual of
Minimize Z= 10X1 + 12X2
Subject to 2X1 + 3X2 ≥ 10
5X1 + 6X2 ≥ 20
X1 + 2X2 ≥ 15
2X1 + 3X2 ≥ 12
X1, X2 ≥ 0
Solution:
The given problem is in the standard form. Therefore its dual problem is:
Maximize
W = 10Y1 + 20Y2 + 15Y3 + 12Y4
Subject to the constraints:
2Y1 + 5Y2 + Y3 + 2Y4 ≤ 10
3Y1 + 6Y2 + 2Y3 + 3Y4 ≤ 12
Y1, Y2, Y3 and Y4 ≥ 0
Solved problem 3:
Write the dual of
Maximize Z= 100X1 + 200X2
Subject to:
3X1 - 10X2 ≥ 15
4X1 + 15X2 ≤ 20
X1, X2 ≥ 0
Solution:
First convert the problem into standard form.
3X1 – 10X2 ≥ 15 is to be converted into “≤” type constraint. Thus
-3X1 + 10X2 ≤ -15
Therefore its dual problem is:
Minimize W = -15Y1 +20Y2
Subject to the constraints:
-3Y1 + 4Y2 ≥ 100
10Y1 + 15Y2 ≥ 200
Y1, Y2 ≥ 0
Solved problem 4:
Write the dual of
Maximize Z= 40X1 + 30X2
Subject to:
10X1 + 6X2 ≤ 15
5X1 - 7X2 ≥ -10
X1 + X2 = 9
X1, X2 ≥ 0
Solution:
Converting the second equation into “≤” type of constraint.
-5X1 + 7X2 ≤ 10
The third equation X1 + X2 = 9 is changed into
X1 + X2 ≤ 9
and X1 + X2 ≥ 9 this is same as –X1 –X2 ≤ -9
therefore the given problem is:
Maximize Z = 40X1 + 30X2
Subject to the constraints:
10X1 + 6X2 ≤ 15
-5X1 + 7X2 ≤ 10
X1 + X2 ≤ 9
–X1 –X2 ≤ -9
X1, X2 ≥ 0
Therefore the dual is:
Minimize W = 15Y1 + 10Y2 + 9Y3’ – 9Y3’’
Subject to the constraints:
10Y1 – 5Y2 + Y3’ – Y3’’ ≥ 40
6Y1 + 7Y2 + Y3’ – Y3’’ ≥ 30
Let Y3’ – Y3’’ = Y3
Solution:
Since X2 is unrestricted in sign, it is converted as
X2 = X2’ – X2’’
Therefore its standard form is:
Minimize Z= 12X1 + 15X2’ – 15X2’’
Subject to:
5X1 + 3(X2’ – X2’’) ≥ 10
-[X1 + (X2’ – X2’’)] ≤ -5
Or -X1 - X2’ + X2’’ ≤ -5
Therefore the dual becomes
Maximize W = 10Y1 – 5Y2
Subject to the constraints:
5Y1 – Y2 ≤ 12 (1)
3Y1 – Y2 ≤ 15 (2)
-3Y1 + Y2 ≤ -15 (3)
No. (3) constraint is 3Y1 – Y2 ≥ 15 (4)
Constraints (2) and (4) give
3Y1 – Y2 = 15
The dual problem is:
Maximize W = 10Y1 – 5Y2
Subject to the constraints:
5Y1 – Y2 ≤ 12
3Y1 – Y2 = 15
Y1 ≥ 0 and Y2 is unrestricted in sign.
Solved problem 6:
Write the dual of
Minimize Z= 3X1 - 2X2 + 4 X3
Subject to:
3X1 + 5X2 + 4X3 ≥ 7
6X1 + X2 + 3X3 ≥ 4
7X1 - 2X2 - X3 ≤ 10
X1 - 2X2 + 5X3 ≥ 3
4X1 + 7X2 - 2X3 ≥ 2
X1, X2, X3 ≥ 0
Solution:
Since the problem is of maximization type all constraints should be ≥ type. Thus,
constraint equation no. (3) is to be changed. It becomes
- 7X1 + 2X2 + X3 ≥ -10
Thus, the dual problem becomes:
Maximize W = 7Y1 + 4Y2 – 10Y3 + 3Y4 + 2Y5
Subject to the constraints;
3Y1 + 6Y2 – 7Y3 + Y4 + 4Y5 ≤ 3
5Y1 + Y2 + 2Y3 - 2Y4 + 7Y5 ≤ -2
4Y1 + 3Y2 + Y3 + 5Y4 - 2Y5 ≤ 4
Y1, Y2, Y3, Y4, and Y5≥ 0
Solved problem 7:
Write the dual of
Maximize Z= 12X1 + 10X2
Subject to:
2X1 + 3X2 ≤ 18
2X1 + X2 ≤ 14
X1, X2 ≥ 0
Solution:
Since the given problem is already in standard form, the dual for this problem will be:
Minimize W = 18Y1 + 14Y2
Subject to the constraints:
2Y1 + 2Y2 ≥ 12
3Y1 + Y2 ≥ 10
And Y1, Y2 ≥ 0
Solved problem 8:
Write the dual of
Maximize Z= 2X1 + 5X2 + 6X3
Subject to:
5X1 + 6X2 – X3 ≤ 3
-2X1 + X2 + 4X3 ≤ 4
X1 – 5X2 +3X3 ≤ 1
-3X1 – 3X2 + 7X3 ≤ 6
X1, X2, X3 ≥ 0
Solution:
Since the given problem is already in the standard form, the dual of the given problem is:
Minimize W = 3Y1 + 4Y2 + Y3 + 6Y4
Subject to the constraints:
5Y1 – 2Y2 + Y3 – 3Y4 ≥ 2
6Y1 + Y2 - 5Y3 – 3Y4 ≥ 5
-Y1 + 4Y2 + 3Y3 + 7Y4 ≥ 6
Y1, Y2, Y3, Y4 ≥ 0
Solved problem 9:
Write the dual of
Minimize Z= 5X1 - 6X2 + 4X3
Subject to: 3X1 + 4X2 + 6X3 ≥ 9 (1)
X1 + 3X2 + 2X3 ≥ 5 (2)
7X1 – 2X2 - X3 ≤ 10 (3)
X1 – 2X2 + 4X3 ≥ 4 (4)
2X1 + 5X2 - 3X3 ≥ 3 (5)
X1, X2, X3 ≥ 0
Solution:
Since the problem is of minimization, all constraints in standard form have to be “≥” type.
Therefore, constraint no. (3) has to be converted. It becomes:
-7X1 + 2X2 + X3 ≥ -10
Thus, the dual of this problem will be:
Maximize W = 9Y1 + 5Y2 – 10Y3 + 4Y4 + 3Y5
Subject to the constraints:
3Y1 + Y2 – 7Y3 + Y4 + 2Y5 ≤ 5
4Y1 + 3Y2 + 2Y3 - 2Y4 + 5Y5 ≤ -6
6Y1 + 2Y2 + Y3 + 4Y4 - 3Y5 ≤ 4
Y1, Y2, Y3, Y4, Y5 ≥ 0
Primal Dual
Maximize Minimize
Subject to Subject to
In the above resource allocation model, the primal problem has ‘n’ economic activities
and ‘m’ resources. The coefficient Cj in the primal represents the profit per unit of
activity j. Resource I, whose maximum availability is bi, is consumed at the rate aij units
per unit of activity j.
If Z ≤ W, solution is non-optimal.
This means that the dual variable Yi, represents the worth per unit of resource i. variable Yi
are also called as dual prices, shadow prices and simplex multipliers.
With the same logic, the inequality Z < W associated with any two feasible primal and dual
solution is interpreted as profit < (worth of resources).
This relationship implies that as long as the total return from all the activities is less than the
worth of the resources, the corresponding primal and dual solution are not optimal.
Optimality is achieved only when the input equals the output (profit). Economically, the
system is said to be unstable (non optimal) when input (worth of resources) exceeds the
output (return). Stability occurs only when the two quantities are equal.
Terminal questions
Write the dual of following problems:
Q1.
Maximize Z = 7X1 + 5X2
Subject to:
X1 + 2X2 ≤ 6
4X1 + 3X2 ≤ 12
X1, X2 ≥ 0
Q2.
Maximize Z= 3X1 + 4X2
Subject to:
5X1 + 4X2 ≤ 200
3X1 + 5X2 ≤ 150
5X1 + 4X2 ≥ 100
8X1 + 4X2 ≥ 80
X1, X2 ≥ 0
Q3.
Maximize Z= 2X1 + X2
Subject to: 4X1 + 3X2 ≤ 12
4X1 + X2 ≤ 8
4X1 - X2 ≤ 8
X1, X2 ≥ 0
CHAPTER – 5
TRANSPORTATION MODEL
5.1 Introduction
Many practical problems in operations research can be broadly formulated as linear
programming problem, for which the simplex method is a powerful technique for solution
of these problems. But this is a general method and cannot be used for specific types of
problems like,
Transportation model
Transshipment model
The assignment models.
The above models are also basically allocation models. We can adopt the complex
techniques to solve them, but easier algorithms have been developed for solution of such
problems. The following sections deal with the transportation problems and their
streamlined procedure for solution.
∑i=1m ai = ∑j=1n bJ
The condition is generated by creating either a fictious destination with a demand equal to
surplus if total demand is less than the total supply or a dummy source with a supply
equal to the shortage if total demand exceeds total supply. The cost of transportation from
the fictitious destination to all sources and from all destinations to the fictitious sources
are assumed to be zero so that total cost of transportation will remain the same.
∑i=1m ai = ∑j=1n bJ
5.4 Transportation Algorithm (MODI Method)
The transportation algorithm is the Simplex method specialized to the format of table. It
involves:
Step 1. Make first assignment in cell (1,1), the upper left hand (north west corner) of
table. The amount allotted is
X11 = min ( a1, b1 )
Either the capacity of origin O1 is used up or the requirement at destination D1 is
satisfied or both. This value of X11 is entered in the upper left hand corner of cell (1, 1) in
the transportation table.
Step 2. If b1 > a1, the capacity of origin O1 is exhausted and the requirement at
destination D1 is still not satisfied. Then at least one variable in the first column will
have to take on a positive value. Move down vertically to the second row and make
the second allocation of magnitude:
X21 = min ( a2, b1 – X21) in the cell (2, 1).
This either exhausts the capacity of origin O2 or satisfies the remaining
demand at destination D1.
If a1 > b1, the requirement at destination D1 is satisfied, but capacity of origin O1 is not
completely exhausted. Move to right in a horizontal position to the second column to
make the second allocation of the magnitude.
X12 = min (a1 – X11, b2) in the cell (1, 2).
This either exhausts the remaining capacity of origin O1 or satisfies the demand at
destination D2.
If b1 = a1, the capacity of origin O1 is completely exhausted as well as the requirement
at destination is completely satisfied, then there is a tie at the second allocation. An
arbitrary tie breaking choice is made. Make the second allocation of the magnitude
X12 = min (a1 – a2, b2) = 0 in the cell (1, 2).
X21 = min ( a2, b1 – X21) = 0 in the cell (2, 1).
Step 3. Start from the new North West corner of the transportation table satisfying
the destination requirements and exhausting the origin capacities one at a time,
moving down towards the lower right corner of the transportation table until all the
rim requirements are satisfied.
Solved problem 1
Determine initial basic feasible solution to the following transportation problem using the
North West corner rule.
D1 D2 D3 D4 Available
O1 6 4 1 5 14
O2 8 9 2 7 16
O3 4 3 6 2 5
required 6 10 15 4 35
Solution:
D1 D2 D3 D4 Available
O1 6 4 1 5 14
(6) (8)
O2 8 9 2 7 16
(2) (14)
O3 4 3 6 2 5
(1) (4)
required 6 10 15 4 35
The total transportation cost = 6x6 + 4x8 + 9x2 + 2x14 + 6x1 + 2x4 = 128
Solved problem 2
Determine initial basic feasible solution to the following transportation problem using the
North West corner rule.
D1 D2 D3 D4 Available
O1 1 2 1 4 30
O2 3 3 2 1 50
O3 4 2 5 9 20
required 20 40 30 10 100
Based on the solution for solved problem 1, we start allocating from cell (1, 1) and move
right and down sequentially. Till the entire rim requirements are met. The resulting
feasible solution is as shown in the following table.
D1 D2 D3 D4 Available
O1 1 2 1 4 30
(20) (10)
O2 3 3 2 1 50
(30) (20)
O3 4 2 5 9 20
(10) (10)
required 20 40 30 10 100
The total transportation cost = 20x1 + 2x10 + 3x30 + 2x20 + 5x10 + 9x10 = 310
Solved problem 3
Solve the following transportation problem using north west corner rule.
Destination
origin P Q R supply
A 5 7 8 70
B 5 4 6 30
C 6 7 7 50
demands 65 42 43 150
Solution
Since supply = 150 = demands, the problem is balanced. Using the north west corner
rule for the allocation, we get the following allocation
Destination
origin P Q R supply
A 5 (65) 7 (5) 8 70
B 5 4 (30 6 30
C 6 7 (7) 7 (43) 50
demands 65 42 43 150
Step 1. Allocate up to the full capacity/ requirement of the cell having lowest cost. XiJ
= min ( ai, bJ ).
Step 2. If XiJ = ai , cross off the ith row and decrease bi by ai , go to step 3.
If XiJ = bJ, cross off the jth column of the table and decrease ai by bj. Go to step 3.
Repeat step 1 and 2 for the resulting reduced table until all the rim requirements are
satisfied. Whenever the minimum is not unique, make an arbitrary choice among the
minimum.
Solved problem 4
Obtain an initial basic feasible solution to the following transportation problem using matrix
minimum method.
D1 D2 D3 D4 CAPACITY
O1 1 2 3 4 6
O2 4 3 2 0 8
O3 0 2 2 1 10
DEMAND 4 6 8 6 24
Solution:
The transportation table of given TP has 12 cells. Following the matrix minimum
method.
D1 D2 D3 D4 CAPACITY
O1 1 2 3 4 6
(6) 0
O2 4 3 2 0 8
(2) (6) 0
O3 0 2 2 1 10
(4) (6) 0
DEMAND 4 6 8 6 24
0 0 0 0
Remarks
A row or column “difference” indicates the minimum unit penalty incurred by failing
to make an allocation to the least cost cell in that row or column.
It is clear that VAM determines an initial basic feasible solution, which is very close
to the optimum solution, but the number of iterations required to reach the optimum
solution are small.
Area of Application
D1 D2 D3 D4 Capacity
S1 19 30 50 10 7
S2 70 30 40 60 9
S3 40 8 70 20 18
Demand 5 8 7 14 34
Solution:
The difference (penalty costs) for each row and column has been calculated as depicted in
table given below. The maximum penalty, 22 occurs in column D2. Thus and cell (S3, D2) is
having the least cost in that column. Thus it is selected for allocation. The maximum possible
allocation in this cell can be 8
In the third round, the maximum penalty 50 occurs at row S3. The maximum possible
allocation of 10 units is made in cell (S3, D4) having least transportation cost 20 as
depicted in table given below.
In the fourth round, the maximum penalty occurs in column D4. The maximum possible
allocation of 2 units is made in cell (S1, D4). The process is continued with new
allocations till all rim requirements are fulfilled. The initial solution using vogel’s
approximation method is depicted in table given below.
The total transportation cost associated with this method is calculated as follows;
Total cost = 5 x 19 + 2 x 10 + 7 x 40 + 2 x 60 + 8 x 8 + 10 x 20 = Rs. 779
Moving towards optimality and optimality test
The rationale behind the optimality
Given an initial non-negative basic feasible solution, a question may arise as to how we can
find a successively better basic feasible solution. This means that we have to select an
entering variable, a leaving basic variable and identify the corresponding solution. In the
transportation model, selecting an entering variable means selecting a new cell, in which to
make a non-zero allocation in the transportation matrix.
The principle of selecting the variable which improves the value of the objective function
(minimizes the total transportation cost), at the fastest rate is still valid. So we select an
unoccupied cell and make a unit allotment, so that the total cost of transportation will
decrease by greatest amount.
Optimality test
For conducting the optimality test to any feasible solution of a (mix) transportation problem,
the following two conditions must be satisfied.
1. It consists of exactly (m + n – 1) individual cells being allocated.
2. These allocations are in independent positions.
The first condition is normally satisfied in many problems. If the first condition is not
satisfied then it results in a state known as degeneracy, in the transportation model. The
discussion of degeneracy and its resolution is explained in a later section.
A set of allocations comprising a feasible solution is said to be in independent positions if
it is impossible to increase or decrease any or violating the row or column restrictions. In
other words, a simple criterion for independence is that, it is impossible to travel from any
allocation back to itself, by a series of alternating horizontal and vertical jumps from one
occupied cell to another, without a direct reversal of route.
Definition. A loop is the sequence of cells in the table such that:
Each pair of consecutive cells lies either in the same row or column.
Solved problem 6
Solve the following transportation problem with cost coefficients, demands and supplies as
given in the following table.
D1 D2 D3 Supply
A 6 8 4 14
B 4 9 8 12
C 1 2 6 5
Demand 6 10 15 31
Solution
Since total demand = 31 = total supply, the problem is balanced. The initial basic
feasible solution is obtained by Vogel’s approximation method. Table below depicts the
initial solution.
rows D1 D2 D3 Supply
U1 A 6 8 4 (14) 14
U2 B 4 (6) 9 (5) 8 (1) 12
U3 C 1 2 (5) 6 5
Demand 6 10 15 31
columns V1 V2 V3
∆11 = 6 – (-4) – 4 = 6
∆12 = 8 – (-4) – 9 = 3
∆31 = 1 – (-7) – 4 = 4
∆33 = 6 – (-7) – 8 = 5
Since all ∆Ij for unallocated cells are positive, the solution is optimum solution.
The optimum allocations are; X13 = 14; X21 = 6; X22 = 5; X23 = 1 and X32 = 5
The minimum transportation cost is
Total cost = 14 x 4 + 6 x 4 + 5 x 9 + 1 x 8 + 5 x 2 = 143
Unbalanced Transportation problem
When the supply and demands are not equal, it is called as unbalanced transportation problem
(Σai ≠ Σbj). we introduce either a dummy row or a dummy column with zero costs for each
cell.s
Solved problem 7
A car company is faced with an allocation problem resulting from a rental agreement that
allows cars to be returned to locations other than those from where they were originally
rented. At the present time there are two locations, with 15 and 13 cars respectively and 4
locations requiring 9, 6, 7 and 9 cars respectively. The unit transportation cost (in Dollars )
between the locations is as given below:
D1 D2 D3 D4
S1 45 17 21 30
S2 14 18 19 31
Terminal question 1:
Solve the following transportation problem.
A B C D Availability
I 21 16 25 13 11
II 17 18 14 23 13
III 2 27 18 41 19
Demand 6 10 12 15 43
Terminal question 2:
A company has three cement factories located in cities I, II, III which supply cement to four
projects located in towns A, B, C, D. Each plant can supply daily 6, 1, 10 truckloads of
cement respectively and the daily cement requirements of the projects are respectively 7, 5, 3,
2 truck loads. The transportation cost per truck load of cement (in hundreds of rupees) from
each plant to each project site is as follows:
A B C D
I 2 3 11 7
II 1 0 6 1
III 5 8 15 9
Terminal questions 3
Solve the following transportation problem.
A B C D E F Availability
I 9 12 9 6 9 10 5
II 7 3 7 7 5 5 6
III 6 5 9 11 3 11 2
IV 9 8 11 2 2 10 9
Demand 4 4 6 2 4 2 22
Terminal question 4
Determine initial basic feasible solution to the following transportation problem using the
north west corner rule.
D1 D2 D3 D4 Availability
O1 6 4 1 5 14
O2 8 9 2 7 16
O3 4 3 6 2 5
Requirement 6 10 15 4 35
Terminal question 5
Obtain an initial basic feasible solution to the following transportation problem using
Vogel’s approximation method.
D1 D2 D3 D4
A 5 1 3 3 34
B 3 3 5 4 15
C 6 4 4 3 12
D 4 -1 4 2 19
21 25 17 17 80
CHAPTER – 6
ASSIGNMENT PROBLEM
The objective is to minimize the cost or time of completing a number of jobs by a number of
persons and maximize efficiently revenue, sales etc.
There are n jobs for a factory and factory has n machines to process the jobs. A job i = 1, 2, --
-- n, when processed by machine j = 1, 2, --- n is assumed to incur a cost Cij. The assignment
is to be made in such a way that each job can associate with one and only one machine.
Determine an assignment of jobs to machines so as to minimize the overall cost.
Step 1: prepare row ruled matrix by selecting the minimum values for each row and
subtract it from other element of the row.
Step 2: prepare column reduced matrix by subtracting minimum value of the column
from the other values of that column.
Step 3. First row wise assign a zero. If there is only one zero in the row and cross (x)
other zeros in that column.
Step 4. Now assign column wise if there is only one zero in that column and cross
other zeros in that row.
Repeat step 3 and 4 till all zeros are either assigned or crossed. If the number of
assignments made is equal to number of rows present, then it is the optimal solution
otherwise proceed as follows
Step 5: Tick mark the row which is not assigned. Look for crossed zero in that row.
Mark the column containing the crossed zero. Look for assigned zero in that column.
Mark the row containing assigned zero. Repeat this process till all markings are over.
Step 6: Draw straight line through unmarked rows and marked column. The number
of straight lines drawn will be equal to number of assignments made.
Solved problem 1.
PERSONS 1 2 3 4 5
A 8 4 2 6 1
B 0 9 5 5 4
C 3 8 9 2 6
D 4 3 1 0 3
E 9 5 8 9 5
PERSONS 1 2 3 4 5
A 7 3 1 5 0
B 0 9 5 5 4
C 1 6 7 0 4
D 4 3 1 0 3
E 4 0 3 4 0
Now preparing the column ruled matrix
PERSONS 1 2 3 4 5
A 7 3 0 5 0
B 0 9 4 5 4
C 1 6 6 0 4
D 4 3 0 0 3
E 4 0 2 4 0
PERSONS 1 2 3 4 5
A 7 3 0 5 0
B 0 9 4 5 4
C 1 6 6 0 4
D 4 3 0 0 3
E 4 0 2 4 0
Since all 5 jobs are assigned to five persons, the solution to the problem is:
Job 1 to person B 0
Job 2 to person E 5
Job 3 to person D 1
Job 4 to person C 2
Job 5 to person A 1
Total cost = 9
Unbalanced A.P
If the numbers of rows are not equal to number of columns then it is an unbalanced AP. We
introduce either a dummy row or column and proceed as usual.
Solved problem 2
Operations M1 M2 M3 M4
O1 10 15 12 11
O2 9 10 9 12
O3 15 16 16 17
Solution:
Here number of operations are less than number of machines. Thus, introducing
operation 4 (O4) as fourth row with costs as 0 for each machine.
Operations M1 M2 M3 M4
O1 10 15 12 11
O2 9 10 9 12
O3 15 16 16 17
O4 0 0 0 0
Operations M1 M2 M3 M4
O1 0 5 2 1
O2 0 1 0 3
O3 0 1 1 2
O4 0 0 0 0
Since all column has got 0, thus, there is no change in column reduced matrix
Assigning row wise
Operations M1 M2 M3 M4
O1 0 5 2 1
O2 0 1 0 3
O3 0 1 1 2
O4 0 0 0 0
Operations M1 M2 M3 M4
O1 0 5 2 1
O2 0 1 0 3
O3 0 1 1 2
O4 0 0 0 0
Infeasible assignments
Certain jobs cannot be assigned to certain machines or operators.
For example:
Computer operator cannot be assigned to repair an automobile.
A drilling machine cannot cut gears
A welder cannot be assigned the job to manufacture printed circuit boards (PCBs).
For such jobs at the assignment point, We insert a high value α at these cells and apply
Hungarian method.
Solved problem 3
Territory P1 P2 P3 P4
T1 20 - 32 27
T2 15 20 17 18
T3 16 18 - 20
T4 - 20 18 24
Solution:
Assigning very high cost for impossible assignments (α)
Territory P1 P2 P3 P4
T1 20 α 32 27
T2 15 20 17 18
T3 16 18 α 20
T4 α 20 18 24
Territory P1 P2 P3 P4
T1 0 α 12 7
T2 0 5 2 3
T3 0 2 α 4
T4 α 2 0 6
Territory P1 P2 P3 P4
T1 0 α 12 4
T2 0 3 2 0
T3 0 0 α 1
T4 α 0 0 3
Territory P1 P2 P3 P4
T1 0 α 12 4
T2 0 3 2 0
T3 0 0 α 1
T4 α 0 0 3
Since all territories are already assigned, no need of assigning column wise.
Thus, the solution to the problem is
T1 to P1 20
T2 to P4 18
T3 to P2 18
T4 to P3 18
The minimum cost of assignment is = 74
Maximization in A.P
Hungarian method cannot be applied to maximization problems. Therefore we reduce it to
minimization problem by subtracting every value from the highest value of the matrix and
then proceed as usual.
Solved problem 4.
Classes P1 P2 P3 P4
C1 70 75 80 65
C2 80 70 65 75
C3 75 70 85 80
C4 60 65 70 90
Solution:
Converting to minimization problem by subtracting each cell value from the highest
value (90)
Classes P1 P2 P3 P4
C1 20 15 10 25
C2 10 20 25 15
C3 15 20 5 10
C4 30 25 20 0
Classes P1 P2 P3 P4
C1 10 5 0 15
C2 0 10 15 5
C3 10 15 0 5
C4 30 25 20 0
Assigning the classes row wise (box with yellow shade depicts assignment).
Classes P1 P2 P3 P4
C1 10 0 0 15
C2 0 5 15 5
C3 10 10 0 5
C4 30 20 20 0
Classes P1 P2 P3 P4
C1 10 0 0 15
C2 0 5 15 5
C3 10 10 0 5
C4 30 20 20 0
Since all classes are assigned, the solution to the problem is:
C1 to P2 75
C2 to P1 75
C3 to P3 85
C4 to P4 90
The maximum value = 325
Solved problem 5.
Five different machines can do any of the required five jobs with different profits resulting
from each assignment as given below:
MACHINES
A B C D E
1 30 27 40 28 40
2 40 24 27 21 36
JOBS 3 40 32 33 30 35
4 25 38 40 36 36
5 29 62 41 34 39
Solution:
Since it is a profit problem, it has to be maximized. Thus, it is a maximization problem.
Converting it to minimization problem by subtracting each cell value from the highest value.
A B C D E
1 32 35 22 34 40
2 22 38 35 41 26
3 22 30 29 32 27
4 37 24 22 26 26
5 33 0 21 28 23
A B C D E
1 10 13 0 12 18
2 0 16 13 19 4
3 0 8 7 10 5
4 15 2 0 4 4
5 33 0 21 28 23
A B C D E
1 10 13 0 8 14
2 0 16 13 15 0
3 0 8 7 6 1
4 15 2 0 0 0
5 33 0 21 24 19
A B C D E
1 10 13 0 8 14
2 0 16 13 15 0
3 0 8 7 6 1
4 15 2 0 0 0
5 33 0 21 24 19
A B C D E
1 10 13 0 8 14
2 0 16 13 15 0
3 0 8 7 6 1
4 15 2 0 0 0
5 33 0 21 24 19
Since, number of assignment are only 4 and not 5, we have to proceed further
A B C D E
1 10 13 0 8 14
2 0 16 13 15 0
3 0 8 7 6 1
4 15 2 0 0 0
5 33 0 21 24 19
Now marking the lines through unmarked rows and marked column
A B C D E
1 10 13 0 8 14
2 0 16 13 15 0
3 0 8 7 6 1
4 15 2 0 0 0
5 33 0 21 24 19
A B C D E
1 11 13 0 8 14
2 0 15 12 14 0
3 0 7 6 5 0
4 16 2 0 0 0
5 34 0 21 24 19
A B C D E
1 11 13 0 8 14
2 0 15 12 14 0
3 0 7 6 5 0
4 16 2 0 0 0
5 34 0 21 24 19
Job 1 to machine C 40
Job 2 to machine E 36
Job 3 to machine A 40
Job 4 to machine D 36
Job 5 to machine B 62
The maximum profit is = 214
Terminal question 1
Four jobs are to be done on four different machines. The cost in rupees of producing ith on the
jth machine is given below. Assign the jobs to different machines so as to minimise the total
cost.
Jobs M1 M2 M3 M4
J1 15 11 13 15
J2 17 12 12 13
J3 14 15 10 14
J4 16 13 11 17
Terminal question 2
A marketing manager has 5 salesmen and 5 sales districts. Considering the capabilities of
the salesmen and the nature of districts, the marketing manager estimates that sales per month
(in hundred rupees) for each salesman in each district would be as follows. Find the
assignment of salesman to districts that will result in maximum sales.
A B C D E
1 32 38 40 28 40
2 40 24 28 21 36
3 41 27 33 30 37
4 22 38 41 36 36
5 29 33 40 35 39
Terminal question 3
In a plant layout there are 5 vacant places. The plant orders four machines to be installed in
these places. The cost of installing is as follows. Find the optimum assignment
A B C D E
M1 9 11 15 10 11
M2 12 9 - 10 9
M3 - 11 14 11 7
M4 14 8 12 7 8
Terminal question 4
1 2 3 4
M1 42 35 28 21
M2 30 25 20 15
M3 30 25 20 15
M4 24 20 16 12
CHAPTER – 7
INTEGER PROGRAMMING PROBLEM
The integer programming problem is a special case of the linear programming problem where
all or some variables are constrained to assume non-negative integer values.
Pure. If all the variables are constrained to only integer value, it is called an “all
integer programming problem.
Mixed. If only some of the variables are restricted to take integer value, then it is
“mixed integer programming problem”
Zero – one. If Xj is 0 or 1, it is called as binary integer programming problem.
Gomory’s method
Invented by Ralph E. Gomory.
Go to step 2
Algorithm
Step 1: Obtain the optimum solution of the given problem by using Simplex method.
Step 2 : Test the integrality of the solution. If all integer variables, then it is an
optimal solution. Else go further.
Step 3. Examine the constraints equation. Choose the largest fraction from bi.
Assume it as fbi = max (fb1, fb2, ----- fbn)
Step 4. Express each of the negative fractions if any, in the kth row as the sum of a
negative integer and non-negative fraction.
Add the equation GI = -fKO + ∑J = 0n’ fkj XJ to the current set of constraints equations.
Solution:
The resulting optimum value of the objective function z is less than or equal to Z(T).
Then let Z(T+1) = ZT and return to step 0, otherwise go to step 2.
Step 2. If the so obtained solution satisfies the integer constraints then record it. Let
Z(T+1) be associated value of Z, return to step 0. Otherwise move to step 3.
Step 3. Select any variable XJ J = 1, 2, -------P, that does not have an integer value in the
obtained solution to the l.p.p. chosen in step 0. Let XJ* denote this optimum value of XJ,
add two LPP’s to the master list. These LPP’s are identical with the LPP chosen in step 0,
except that in one, the lower bound on XJ is replaced by [XJ*] + 1. Let Z(T+1) = ZT, return
to step 0.
Solved problem 2
Find the optimum integer solution to the following all i.p.p using the branch and bound
technique
Maximize Z = 7X1 + 9X2
Subject to the constraints
-X1 + 3X2 ≤ 6
7X1 + X2 ≤ 35
0 ≤ X1, X2 ≤ 7
X1, X2 are integers
Solved problem 3
Find the optimum integer solution to the following all i.p.p
Maximize Z = X + 2Y
Subject to:
X+Y≤7
2X ≤ 11
2Y ≤ 7
X,Y ≥ 0 and are integers.
Terminal question 1
Use branch and bound technique to solve the following problem
Maximize Z = 3X1 + 3X2 + 13X3
Subject to the constraints
-3X1 + 6X2 + 7X3 ≤ 8
6X1 - 3X2 + 7X3 ≤ 35
0 ≤ X1, X2 , X3 ≤ 5
X1, X2 and X3 are integers
\
CHAPTER – 8
INFINITE QUEUING MODEL
Examples of queues
Arrival rate of customer > service time per unit of customer. – long queue
Arrival rate of customer ≤ service time per unit of customer. – no queue or
controllable queue
Step 5 - implementation.
Queue discipline.
o First come first serve
o Last come first out.
Properties of the queuing system
Arrivals.
Regular arrival. Appointment cases. Not very common and difficult to handle
mathematically
Service facility
Availability of service.
Duration of service.
Length of time taken to serve a customer.
Queue discipline
Priority service
Customer Behaviour.
Balking: arriving customers are said to “balk” if they do not join a queue because of
their reluctance to wait.
Collusion: customers may be in collusion in the sense that only one person would
join the queue but would demand service on behalf of several customers.
Reneging: impatient customers who would not wait beyond a certain time and leave
the queue are said to renege.
Jockeying: some customers keep on switching over from one queue to another in a
multiple service centre. This is called jockeying.
Terminal question 1
In a particular single-server system, the arrival rate λ = 5 per hour and service rate µ = 8
per hour. Assume the conditions for use of the single channel queuing model, find out:
(a) The probability that the server is idle.
(b) The probability that there are at least two customers in the system.
(c) Expected time that a customer is in the queue.
Terminal question 2
Customers arrive at the first class ticket counter of a theater at the rate of 12 per hour.
There is one clerk serving the customer at a rate of 30 per hour. Assuming the condition
of the single channel queuing model, evaluate:
(a) The probability that an arriving customer has to wait for the service.
(b) The expected number of customers in the system.
(c) The average waiting time of the customer in the system.
Terminal question 3
In a bank every 15 minutes one customer arrives for cashing the chaque. The clerk takes
10 minutes to service. Assuming the usual conditions, find:
(a) The ideal time of clerk in 8 working hours.
(b) Expected number of customers in the queue.
(c) The probability that a customer has to wait for 15 minutes or more to receive the
service.
Traffic control
Telecommunications
No simultaneous arrivals.
Pattern of arrivals in a time period t0 follows Poisson distribution with average arrival
rate λ
Prob [number of arrivals =X] = [e-λ t0(λ t0)X]/X!
X = 1, 2, 3, -------
Service
Pattern discipline
When number of arrivals follow Poisson distribution, the inter arrival time, i.e., the
time between arrivals follow exponential distribution (continuous).
The queuing systems with which we are concerned are denoted by m/m/1 and m/m/c
where m stands for exponential inter - arrival and exponential service time distribution,
the third figure indicates the number of channels available (1 or c).
Service system
Configuration of the service system
Speed of service
o The service rate describes the number of customers serviced during a
particular time period
o The service time indicates the amount of time needed to service a customer
o Service rates and times are reciprocal of each other and either of them is
sufficient to indicate the capacity of the facility.
PN = ρn (1 – ρ) ρ = λ/µ
P0 = (1 – ρ)
E (m) = λ2/µ(µ - λ)
E (n) = λ/(µ - λ)
E (w) = λ/µ(µ - λ)
E (w/w>0) = 1/(µ - λ)
P (W = 0) = 1- ρ
E (v) = 1/(µ - λ)
PN = P0 ρn ρ = λ/µ
P0 = (1 – ρ)/1 – ρn+1
n = 1, 2, 3, ----N
Solved problem 2
The tool company’s quality control department is manned by a single clerk, who takes an
average of 5 minutes in checking parts of each of the machines coming for inspection.
The machine arrive once in every 8 minutes on the average. One hour of machine is
valued at Rupees 15 and clerk’s time is valued at Rupees 4 per hour. What is the average
hourly queuing system costs associated with the quality control department?
Solved problem 3
A television repairman finds that the time spent on his job has an exponential distribution
with a mean of 30 minutes. If he repairs the sets in the order they come in, and if the
arrival of set follows the Poisson distribution with an average rate of 10 per 8 hour day,
what is the repairman’s expected idle time each day? How many jobs are ahead of the
average set just brought in.
Solved problem 4
A hospital emergency room can accommodate at most m = 5 patients. The patients arrive
at a rate of 4 per hour. The single staff physician can only treat only 5 patients per hour.
Any patient overflow is directed to another hospital.
(a) Determine the probability distribution for the number of patients either waiting for or
receiving treatment at any given time.
(b) Determine the mean values for the number of patients in the emergency room, and the
number of patients to see the doctor.
Solved problem 5
Cars arrive at a toll gate on a frequency according to Poisson distribution with mean 90
per hour. Average time for passing through the gate is 38 seconds. Drivers complain of
long waiting time. Authorities are willing to decrease the passing time through the gate to
30 seconds by introducing new automatic devices. This can be justified only if under the
old system, the number of waiting cars exceeds 5. In addition the percentage of gate’s idle
time under the new system should not exceed 10 seconds. Can the new device be
justified?
Solved problem 6
Customers arrive at one-window drive-in bank according to a Poisson distribution with
mean 10 per hour. Service time per customer is exponential with mean 5 minutes. The
space in front of the window, including that for the serviced car can accommodate a
maximum of 3 cars. Other cars can wait outside this space.
(a) What is the probability that an arriving customer can drive directly to the space in
front of the window?
(b) what is the probability that an arriving customer will have to wait outside the
indicated space?
(c) how long is an arriving customer expected to wait before starting services?
(d) How many spaces should be provided in front of the window so that all the arriving
customers can wait in front of the window at least 20% of the time?
E (w) = E(m)/λ
Solved problem 8
A tool crib is operated by m servers, and demands for service arrive randomly at mean
rate of 1.4 per minute. The mean service time per server is 1.25 minutes, and times are
exponentially distributed. Finite population effects may be ignored. If the average hourly
pay rate of the tool crib operator is rs. 2 per hour and the average hourly pay rate of
production employee is rs. 4 per hour, determine the optimum value of m. (you may
assume an 8 hour working day).
Solved problem 9
A bank has two counters for withdrawals. Counter one handles withdrawals of value less
than Rupees 300 and counter two Rupees 300 and above. Analysis of service time shows
a negative exponential distribution with mean service time of 6 minutes per customer for
both the counters. Arrival of follows poisson distribution with mean 8 per hour for
counter one and 5 per hour for counter two.
(a) What are the average waiting times per customer of each counter?
(b) If each counter could handle all withdrawals irrespective of their value, how would
the average waiting time change?
E(w) = E(m)/ λ
E(w) = E(m)/ λ
Solved problem 11
Arrivals at telephone booth are considered to be poisson with an average time of 10
minutes between one arrival and the next. The length of the phone call is assumed to be
distributed exponentially, with mean 3 minutes.
What is the probability that a person arriving at the booth will have to wait?
The telephone department will install a second booth when convinced that an arrival
would expect waiting for at least 3 minutes for a phone call. By how much the flow of
arrivals increase in order to justify a second booth?
What is the average length of the queue that forms time to time?
What is the probability that it will take him more than 10 minutes altogether to wait
for the phone and complete his call?
Terminal question 1
A stenographer has 5 persons for whom she performs stenographic work. Arrival rate is
poisson and service times are exponential. Average arrival rate is 4 per hour with an
average service time of 10 minutes. Cost of waiting is Rupees 8 per hour while the cost of
servicing is Rupees 2.50 each. Calculate:
Terminal question 2
A ticket issuing office is being manned by a single server. Customers arrive to purchase
tickets according to a poisson process with a mean rate of 30 per hour. The time required
to serve a customer has an exponential distribution with a mean of 90 seconds. Find the
value of pn, ls and ws denote the expected line length and waiting time in the system
respectively.
CHAPTER – 9
FINITE QUEUING MODEL
Unlike the case of infinite population, there will be cases, where the possible number of
arrivals will be limited and will be very small. Still there will be waiting line and queue for
requirement of service.
Examples
Queue discipline
FIRST COME – FIRST SERVED.
PRIORITY e.g., Machines of high cost may be given priority for maintenance while
others may be kept waiting, even if they have broken down before.
RANDOM e.g., In a machine shop if a single operator is attending to several
machines he may attend first to the one nearest to him.
LAST COME - FIRST SERVED.
Notations
N = population
M = service channels
U = average running time or mean time between calls for service per unit
F = efficiency factor
X = service factor
F = (T + U) / (T + U + W)
H = NT/ (T + W + U) = FNX
L = NW / (T + W + U) = N(1-F)
J = NU / (T + W + U) = NF(1 – X)
F = (H + J) / (H + L + J) = (T + U) / (T + W + U)
USE OF FINITE QUEUING TABLE
Find out the service factor, the indicator of utilization of service crew or effectiveness
of service crew.
Read off from tables, value of D and F for the number of service crews M.
Calculate the other measures, like waiting time, number of units waiting, units being
served, units in operation, etc.
CASELET
In a chemical factory there are 5 hoppers of identical size which feed material to
grinding mills. Due to changes in the requirement of materials, there are variations in the
time taken for emptying the hoppers. On the basis of past experience this time was found
to follow negative exponential distribution with an average of 10 hours between getting
emptied. Whenever a hopper gets empty, it has to be filled by a pay loader. Although the
capacity of the hopper is same, the time taken to fill the hoppers varies due to the
different locations from which the materials are to be loaded.
The time for filling the hopper also was found to follow negative exponential
distribution with an average of 2.5 hours. The company hires the pay loaders at a cost of
Rupees 100 per hour irrespective of whether it is operated or not. If the mill has to be
stopped due to its hopper getting empty it costs Rupees 1000 per hour in terms of loss of
profits. Determine the number of pay loaders which the company should engage to
minimize overall cost.
Terminal question 1
Customers arrive at the first class ticket counter of a theater at a rate of 12 per hour. There
is one clerk serving the customers at a rate of 30 per hour.
(i) What is the probability that there is no customer in counter (i.e., the system is
idle).
(ii) What is the probability that there are more than 2 customers in the counter?
(iii) What is the probability that there is no customer is waiting to be served?
(iv) What is the probability that a customer is being served and nobody is waiting?
Terminal question 2
Assume that a bank teller window the customers arrive in their cars at the average rate of
twenty per hour according to Poisson distribution. Assume also that the bank teller spends
average of two minutes per customer to complete a service, and the service time is
exponentially distributed. Customer who arrive from an infinite population, are served on a
first come first served basis and there is no limit to possible queue length.
(i) What is the expected waiting time in the system per customer?
(ii) What is the mean number of customers waiting in the system?
(iii) What is the probability of zero customers in the system?
(iv) What is the value of utilization factor?
CHAPTER – 10
SIMULATION
Introduction
Thus far we have seen a variety of mathematical models employed to solve physical
problems. In building these models we have made certain assumptions and the situations have
restricted uses. There are occasions where the physical system or real life system becomes
rather complex to build a mathematical model. Even if the mathematical model can be
constructed to a reasonable degree of accuracy, available quantitative techniques may not be
amenable to solve the resulting models. In this way other means are resorted to analyze the
system. One such means is simulation, which can be a valuable tool to get an answer to a
particular problem.
Generally, simulation deals with the study of (dynamic) systems over time. There are several
types of simulations: eg., scale models airplanes tested in wind tunnels, a hydraulic or a
mechanical circuit converted into an analogous electric circuit, simulating and observing the
reactions of a certain medicine with animals and then to administer the same to human
beings, to build a laboratory model for a chemical compound and if proved successful,
extending the result to a large commercial scale. Inventory, queuing, scheduling and
forecasting serve as good example for simulation studies.
In all the above situations, a mathematical model of some real system is manipulated and the
results and information are observed. These manipulations and findings are used to make
inferences about the real system. If the model involves random sampling from a probability
distribution, the procedure is called Monte Carlo Simulation.
Basic concepts of simulation
Simulation is also called experimentation in the management laboratory. While dealing with
business problems, simulation is often referred to as “Monte Carlo Analysis”. Two
American mathematicians, Von Neumann and Ulan, in the late 1940s, found a problem in the
field of neuclear physics too complex for analytical solution and too dangerous for actual
experimentation. They arrived at an approximate solution by sampling. The method they used
had resemblance to the gambler’s betting systems on the roulette table, hence the name
“Monte carlo’ has stuck.
Imagine a betting game where the stakes are based on correct prediction of the number of
heads, which occur when five coins are tossed. If it were only a question of one coin, most
people know that there is an equal likelihood of a head or a tail occurring, that is the
probability of a head is ½. However, without the application of probability theory, it would
be difficult to predict the chances of getting various numbers of heads, when five coins are
tossed.
One way of experimentation is to take five coins and toss them repeatedly, note down the
outcomes of each toss after every ten tosses, approximate the the probabilities of various
outcomes. The values of these probabilities will initially fluctuate, but they would tend to
stabilize as the numbers of tosses are increased. This approach in effect is a method of
sampling, but is not very convenient. It is also time consuming and tiresome. Instead of
actually tossing the coins, one can conduct this experiment using random numbers. Random
numbers have the property that any number is equally likely to occur, irrespective of the digit
that has already occurred.
Let us estimate the probability of tossing of different numbers of heads with five coins. For
this we take five digit ramdom numbers. Each digit in the number will depict the head or tail.
By following a convention that “even” digits signify a head and the “odd” digits represent a
tail, the tossing of a coin can be simulated. The probability of occurrence of the first digits is
½ and that of the other set is also ½- a condition corresponding to the probability of the
occurrence of a head and the probability of occurrence of a tail respectively.
We start with a set of ten five digit random numbers as given below”
78466; 78722; 06401; 04754; 97118; 71923; 78870; 61208; 05003; and 95983.
The first set of five random digits in the above list (78566) implies that the outcome of the
first toss of five coins is as depicted in the table given below:
coin 1 2 3 4 5
Random 7 8 4 6 6
number
outcome T H H H H
The same technique we can use for any event. It is only necessary to take care that the set of
random allotted to any event matches with its probability of occurrence. For instance, if we
are interested in allotting random numbers to three events A, B and C with respective
probabilities 0.24, 0.36 and 0.40, choose the two digits random numbers from 00 to 99.
The numbers 00 to 23 signify event A, 24 to 59 signify B and 60 to 99 signify event C.
Definition
Simulation is a numerical technique for conducting experiments that involve certain type of
mathematical and logical relationships necessary to describe the structure and behavior of a
complex real world system over extended period of time.
“simulation is the procedure of defining of a model of a real system and conducting
experiments with this model for the purpose of understanding the behaviour (within the limits
imposed by a criterion or a set of criteria) for the operation of a system” -Shannon
Simulation may be called as experimentation in the management laboratory.
Types of simulations
In general, simulation can be classified into three groups:
Analogue model
Continuous model
Discrete model.
Analogue model.
In the analogue model, the physical (original) system is replaced by a model using an analogy
which is easier or amenable for manipulation. For example, vibration phenomenon in
mechanics is represented by an analogue electrical system.
Continuous model.
Continuous models represent the system undergoing smooth changes in the characteristics
over a certain time period. Observation of the variations of the different characteristics with
time is the object of this type of simulation model. For example, consider an inventory
control problem where the output might include time changes of inventory levels, sales,
unsatisfied demands and back orders.
Discrete model.
If the system is simulated with a model and observed only at selected points in time, we have
the discrete models. These time points coincide with the occurrence of certain events which
play an important role to effect changes in the performance of a system. In most cases we
face situations which belong to the discrete model.
Simulation procedure
In any simulation problem the variables to be studied will be given with associated
probabilities.
Identify the relationship among the variables and run the simulation to get the results.
Why simulation
Using simulation, an analyst can introduce the constants and variables related to the problem,
set up the possible courses of action and establish criteria which act as measure of
effectiveness. The major reasons for applying simulation technique to OR problems may be
listed as follows:
The major reasons for adopting simulation in place of other mathematical techniques
are:
o It may be the only method available because it is difficult to observe the actual
reality
o Without appropriate assumption,, it is impossible to develop a mathematical
solution.
o It may be too expensive to actually observe the system.
o There may not be sufficient time to allow the system to operate for a very long
time.
It provides a trial and error movement towards the optimal solution. The decision
maker selects an alternative, experiences the effect of the selection and then improves
the selection. In this way, the selection is adjusted until it approximates the optimal
solution.
Methodology of simulation
Step 3. Formulate the variables that influence the situation and an exact or
probabilistic description of their possible values or states.
Step 4. Obtain a consistent set of values (or states) for the variables, i.e., a sample of
probabilistic variables, random sampling technique may be used.
Step 5. Use the samples obtained in step 4 to calculate the value of the decision
criterion, by actually following the relationships among the variables for each of the
alternative decisions.
Step 6. Repeat steps 4 and 5 until a sufficient number of samples are available
Step 7. Tabulate the various values of decision criterion and choose the best policy.
Solved problem 1
A sample of 100 arrivals of customers at a retail sales depot is according to the following
distribution:
A study of time required to service customers by adding up the bills, receiving payments,
making change and placing packages in hand trucks, yields the following distribution:
Estimate the average percentage customer waiting time and average percentage idle time
of the server by simulation for the next 10 arrivals.
Solution:
Step 1: convert the frequency distributions of time between arrivals and service time to
cumulative probability distributions.
Step 2: allocate random numbers 00 to 99 for each of the values of time between arrivals
and service time. The range allocated to each value corresponds to the value of
cumulative probability.
Step 3: using random numbers from table, sample the random time of arrival and service
time for ten sets of random numbers.
Step 4: tabulate waiting time of arrivals and idle time of servers.
Step 5: estimate the percentage waiting time of arrivals and percentage idle time of
servers corresponding ot the ten samples.
The tables below give the allocation of random numbers based on time between
arrivals and service time.
Allocation of random numbers – time between arrivals
Note that the upper bound of random numbers allocated for each value of the parameter is
one less than the corresponding cumulative frequency, since you have chosen a range of
random numbers from 00 to 99.
Now we can experiment with taking ten samples each of random numbers for time
between arrival and service time. Based on time between arrival and service time we can
calculate the time to start the service, time to finish the service. Base on time of start and
time of arrival, we can calculate the waiting time of arrivals, and based on time of start
and time to finish the service of previous arrival, we can calculate the idle time of server.
The table below gives the complete calculations
arrivals service
Arriv Rando Time Time Rando Servic Tim Tim Waitin Idle
al no. m betwee of m e time e of e of g time time
numbe n arrival numbe start finis of of
r arrival s r h arrival serve
s r
1 78 3.5 3.5 54 1.5 3.5 5.0 - 3.5
2 82 3.5 7.0 24 1.0 7.0 8.0 - 2.0
3 06 1.0 8.0 51 1.5 8.0 9.5 - -
4 04 1.0 9.0 45 1.5 9.5 11.0 0.5 -
5 97 4.5 13.5 46 1.5 13.5 15.0 - 2.5
6 71 3.0 16.5 84 2.0 16.5 18.5 - 1.5
7 79 3.5 20.0 59 1.5 20.0 21.5 - 1.5
8 61 2.5 22.5 58 1.5 22.5 24.0 - 1.0
9 07 1.0 23.5 60 1.5 24.0 25.5 0.5 -
10 95 4.5 28.0 25 1.0 28.0 29.0 - 2.5
total 1.0 14.5
The service facility is made available at clock time zero and the server has to be idle for
3.5 minutes, when the service for first arrival starts. The service is completed at 5.0
minutes and again the server is idle for 2 minutes till the second arrival joins the system.
The first three arrivals get immediate service and they don’t have to wait, as the server is
idle when they arrive. The fourth arrival that joins at 9.0 minutes has to wait for 0.5
minutes, while the service to the third is completed. Similarly the waiting time and idle
time can be computed for further arrivals.
Total elapsed time = 29 minutes
Waiting time of arrivals = 1 minutes
Percentage of waiting time = 1 x 100 / 29 = 3.4%
Idle time for server = 14.5 minutes
Percentage of idle time = 14.5 x 100 / 29 = 50%
Random numbers
In carrying out Monte Carlo simulation one needs to generate random numbers to obtain
random observations from a probability distribution. A random number is a number in a
sequence of numbers whose probability of occurrence is the same as that of any other
number in the sequence.
Definition
Random numbers have the property that any number is equally likely to occur
irrespective of the digit that has already occurred.
Pseudo-random numbers.
The most common method to obtain random number is to generate pseudo random
numbers through a computer programme. They are obtained using a deterministic
mathematical (arithmetic) operation. Truly random numbers cannot be generated by an
algorithm and hence random numbers generated by using a recursive equation are
referred to as pseudo random numbers.
Mid Square method.
Multiplicative congruential method
Sample size.
The larger the number of trials, the more confident we can be in our estimates. The
sample size required for a given confidence level at a specified degree of accuracy can be
worked out.
One can only say that the accuracy associated with simulation improves as the square root
of the number of trials and hence there is a need for a large number of trials.
Solved problem 2
If it is needed to be 95% certain of being correct in an experiment with marginal error of
1% of the true value, what should be the sample size?
Solution
Let p = percentage of success
N = sample size
Then standard error = [p(100 – p)/n]0.5
Standard normal deviate value corresponding to 95% confidence level from normal
table is 1.96
Margin of error = 1.96 [p(100 – p)/n]0.5 = 1
n = 1.962 p(100 – p)
p(100 – p) is maximum at p = 50
hence n = 9600
Solved problem 3
A bread vendor buys every morning loaves of bread at 0.45 each by placing his order one
day in advance (at the time of receiving his previous order) and sells them at Rupees 0.70
each. Unsold bread can be sold the next day at Rupees 0.20 per loaf and thereafter should
be treated as of no value. The pattern of demand for bread is given below:
Fresh bread One day old bread
Daily sales Probability of Daily sales Probability of
demand demand
50 0.01 0 0.70
51 0.03 1 0.20
52 0.04 2 0.08
53 0.07 3 0.02
54 0.09
55 0.11
56 0.15
57 0.21
58 0.18
59 0.09
60 0.02
The vendor adopts the following order rules. If there is no stock with him at the end of
previous day, he orders 60 units. Otherwise, he orders 50 or 55, whichever is nearest the
actual fresh bread sale on the previous day. Starting with 0 stocks and a pending order of
55 loaves, simulate for 10 days and calculate the vendor’s profits.
Solution
Allocation of random numbers
We can now construct a table to see through simulation how the stocks and sales
fluctuate.
Solved problem 4
The maintenance manager of a chemical company is interested in determining a rational
policy for maintenance of pneumatic conveying equipment. The equipment is a part of the
process in line and hence affects production. It has one bearing each on the inlet side (A)
and the outlet side (B). Whenever there is a failure of any bearing, it has to be replaced
immediately. The company has a good system of maintaining records on performance of
the equipment and the failure records are available.
Number of failures
Age of failures (hours) Inlet side bearing (A) Outlet side bearing (B)
150 7 0
300 16 3
450 18 9
600 23 12
750 14 16
900 10 18
1050 7 33
1200 5 7
1350 0 2
The cost of bearing is rupees 300 each for ‘A’ and rupees 500 each for ‘B’. The cost of
downtime of equipment is Rupees 700 per hour, and it takes 2 hours to replace one
bearing either at inlet or outlet side and 3 hours to replace both the bearings.
The two maintenance policies to be evaluated are
Bearing A Bearing B
Life Frequency Cumulative Random Frequency Cumulative Random
hours of failure frequency numbers of failure frequency numbers
150 7 7 00 – 06 0 0 -
300 16 23 07 – 22 3 3 00 – 02
450 18 41 23 – 40 9 12 03 – 11
600 23 64 41 – 63 12 24 12 – 23
750 14 78 64 – 77 16 40 24 – 39
900 10 88 78 – 87 18 58 40 – 57
1050 7 95 88 – 94 33 91 58 – 90
1200 5 100 95 – 99 7 98 91 – 97
1350 0 - - 2 100 98 - 99
We can now select random numbers from the tables and generate a set of 12
bearings for each of the bearings. Table below depicts the set of 12 bearings for each
of the bearings generated.
Set of 12 bearings for each of the bearings generated
Let us compare the costs of three policies for the first 7200 hours.
Policy 1: replace a bearing only when it fails.
In 7200 hours, bearing A requires replacement 10 times and bearing B 7 times as seen
from the lives of these bearings.
Total cost = 10 x 300 + 500 x 7 + 17 x 2 700 = rs. 30, 300
Policy 2: replace both the bearings if one fails.
Table below depicts bearing failure information.
Bearing failure and replacement
At present it calls for a track which will hold 150 scooters. Using the following random
numbers determine the average number of scooters waiting for shipment in the factory
and average number of empty space in the truck.
Random numbers: 82, 54, 50, 96, 85, 34, 30, 02, 64, 47.
Solution:
Table below depicts the production rate and probability
Production rate and probability
Random number 56, 40, 26, 66, 87, 48, 17, 22, 04, and 15
Solution:
Teble below depicts the allocation of random numbers.
Allocation of random numbers
The principle
Replacement of actual statistical universe described by some assumed probability
distribution and then sampling from this theoretical population by means of random
numbers.
The approach has the ability to develop many months or years of data in a matter of
few minutes on a computer.
The method is generally used to solve the problems which cannot be adequately
represented by mathematical model or where solution of the model is not possible by
analytical method.
Simulation procedure
Identify the main factors which have the greatest effect on the objectives of
the problem.
Formulate the appropriate decision rules, i.e., state the conditions under which
the experiment is to be performed.
Identify the type of distribution that will be used – models use either
theoretical distributions or empirical distributions to state the patterns the
occurrence associated with the variables.
Define a coding system that will correlate the factors defined in step 1 with the
random numbers to be generated for the simulation.
Select a random number generator and create the random numbers to be used
in the simulation.
Associate the generated random numbers with the factors identified in step 1
and coded in earlier (first step of step 4)
Solved problem 7
The occurrence of rain in a city on a day is dependent upon whether or not it rained on
previous day. If it rained on previous day, the rain distribution is:
If it did not rain the previous day, the rain distribution is:
Simulate the city’s weather for 10 days and determine by simulation the total days
without rain as well as the total rain fall during the period. Use the following random
numbers.
67, 63, 39, 55, 29, 78, 70, 06, 79, 76.
For simulation, assume that for the first day of the simulation it had not rained the day
before.
Solution:
We simulate the city’s weather with and without rain fall in the following steps:
Step 1: Previous day rain distribution and random number allocated is as given in
the table:
Rain Distribution Table
Step 3: simulation outcomes for 10 days using the given random numbers is as
shown in the table
Simulation Work Sheet
Thus, during the simulated period it did not rain on 6 out of 10 days.
The total rain fall during the period is 5 cm.
Solved problem 8
The number of customers at a restaurant each evening is distributed as shown below:
The chef refuses to work on an evening when there are very few customers and walks out.
He will not return to work until an evening when there are lots of customers although he
always comes in on Friday because he gets paid then. We are interested in fraction of
evenings that the chef is at the restaurant.
Solution:
In this example, the trial is whether the number of customers is ‘lots’; ‘average’ or
‘very few’ and it is repeated for each evening when the restaurant is open. Also,
whether the chef is ‘in’ or ‘out’ depends not only on the outcome of this trial, but
also on his whereabouts the previous evening and whether it is Friday or not.
Here we wish to simulate the level of attendance at the restaurant on each evening.
To determine whether he is ‘in’ or ‘out’ on that particular evening. We use the rules
governing the chef’s behaviour as stated in the question. Here, the sequence of ‘in’s’
and ‘out’s’ forms a simulated history of evenings for which chef is ‘in’. now we can
proceed as follows;
Step 1: to simulate the number of customers each evening.
Using the random digits and the given (prescribed) probability distribution, we
simulate the number of customers each evening as depicted in the table below:
Simulation of customers
Simulation can be easily understood by the users and thereby facilitates their
active involvement.
Makes the results more reliable and also ensures easy acceptance for
implementation.
With the help of simulation, the manager tries to strike a balance between
opposing costs of providing facilities and the opportunity and other costs
of not providing them.
Simulation in networks
A number of network simulation models have also been developed, e.g., simulation of
probabilistic activity times in pert net work. The critical path and the project duration can be
found out with a randomly selected activity times for each activity. The probability
distribution of project completion time and the probability that each of given activity is on the
critical path can be obtained by repeating the process a number of times.
Solved problem 9
A project schedule consists of five activities and the duration of these activities is non –
deterministic with the following probability distribution:
Simulate the duration of the project 10 times and estimate the chances of various paths to be
critical. What is the average duration of the project?
Solution:
2
1
4 5
From the PERT network, we observe that there are two paths from start to end of the project,
namely, 1 – 2 – 4 – 5 and 1 – 3 – 4 – 5. Using one digit random number corresponding to the
probability distribution of various activities, we obtain the simulated duration of each path
and hence the simulated duration of various activities and the simulation duration of the
project.
Table below depicts the random numbers allocated.
Activity
Simulati 1–2 1–3 2 –4 3-4 4-5 Project Critical path
on no. RN D RN D RN D RN D RN D duration
1 8 8 9 7 8 6 3 4 6 4 18 1–2–4-5
2 5 4 5 4 8 6 1 3 7 4 14 1–2–4-5
3 5 4 6 4 7 6 4 6 7 4 14 1 – 2 – 4 –5 &
1–3–4-5
4 7 8 5 4 1 2 9 8 5 4 16 1–3–4-5
5 0 1 6 4 8 6 1 3 8 4 11 1 – 2 – 4 –5 &
1–3–4-5
6 8 8 3 4 0 2 4 4 3 3 13 1 – 2 – 4 –5
7 4 4 7 4 4 4 4 4 3 3 11 1 – 2 – 4 –5 &
1–3–4-5
8 5 4 8 7 2 2 6 4 6 4 15 1–3–4-5
9 2 4 5 4 9 6 0 3 3 3 13 1 – 2 – 4 –5
10 6 4 1 2 3 4 7 8 0 2 12 1–3–4-5
On the basis of the above simulation, we observe that there is a 70% chance of the path
1 – 2 – 4 – 5 being critical. Further, the average duration of the project is 13.7 days.
Solved problem 10
A project consists of 7 activities. The time for performance of each of the activities is a
random variable with the respective probability distribution as given below:
Draw the network diagram and identify the critical path using the expected activity
times.
Simulate the project using the random numbers to determine the activity times. Find
the critical path and the project duration.
Repeat the simulation four more times. Is the same path critical in all the simulations?
Solution:
(a) The network diagram is as given below:
5
2
C D1
A E
1 D G
3 4 6 7
F
B
1–3–4–6–7
1–2–3–4–6–7
1–3–4–5–6–7
1–2–3–4–5–6–7
The expected time of activities can be calculated according to the probabilities:
E = ΣPiDi
For example:
Expected time for activity A = 3 x 0.20 + 4 x 0.60 + 5 x 0.20 = 4 days
Similarly, B = 4 x 0.10 + 5 x 0.30 + 6 x 0.30 + 7 x 0.20 + 8 x 0.10 = 5.9 days
C = 1 x 0.15 + 3 x 0.75 + 5 x 0.10 = 2.9 days
D = 4 x 0.80 + 5 x 0.20 = 4.2 days
E = 3 x 0.10 + 4 x 0.30 + 5 x 0.30 + 6 x 0.30 = 4.8 days
F = 5 x 0.20 + 7 x 0.80 = 6.6 days
D1 = dummy activity = 0 days
G = 2 x 0.50 + 3 x 0.50 = 2.5 days
The expected duration of the various paths;
The same path is not critical in each of the runs. The average critical path length
(project duration) is 19.6 days.
Simulation of job sequencing
Solved problem 11
A job has to be processed over two machines, m1 and m2 in that order. The
distribution of inter – arrival time of the jobs at the first machine is as follows:
Time (minutes) 1 2 3 4
Probability 0.20 0.20 0.20 0.40
Machine M1 Machine M2
Time (minutes) Probability Time (minutes) Probability
1 0.10 4 0.20
2 0.20 5 0.30
3 0.30 6 0.40
4 0.30 7 0.10
5 0.10 - -
On the basis of 10 simulation runs, find out the average queue length before machine M1 and
the average queue length before machine M2.
Solution:
The various steps of simulation are;
1. simulate the inter – arrival time of the ith job on machine M1 with the help of a
random number (I = 1, 2, ….).
2. arrival time of ith job
= arrival time of (i - 1)th job (I = 1, 2, …) + inter – arrival time of ith job
Arrival time of first job = inter – arrival time of the first job.
3. Simulate the processing time on the machine M1 by random numbers
4. Departure time on machine M2
= arrival time for processing on machine M2
= max (arrival time of ith job, process completion time of (i – 1)th job on machine
M1) + processing time of ith job on machine M1
5. If arrival time of ithjob < process completion time of (i – 2)th, both ith and (i -1)th
arrivals wait.
6. Simulate the processing time of machine M2 with the help of random numbers.
7. Process completion by machine M2 of ith arrival
= max (arrival time of ith job, process completion time of (i -1)th job) + process
time by machine M2.
8. If arrival time of ith job < process completion time of (i -1)th job, the ith arrival
waits.
If arrival time of ith job < process completion time of (i -2)th job, both ith and (i -
1)th jobs wait, etc.
Using this procedure, the simulation processing data of 10 arrivals are displayed
in the simulation worksheet as given in the table below:
Simulation of arrival jobs
Simula RN Inter – Arriv R Proce Departu R Proces Complet Queu Queu
tion arrival al N ss re time N s time ion time e size e size
no. time time time on M1 on M2 on M2 on on
on on M1 M1 M2
M1
1 8 4 4 0 1 5 3 5 10 - -
2 7 4 8 6 4 12 0 4 16 - -
3 8 4 12 9 5 17 0 4 21 - -
4 9 4 16 3 3 20 0 4 25 1 1
5 4 3 19 7 4 24 0 4 29 1 1
6 4 3 22 0 1 25 2 5 34 1 1
7 0 1 23 0 1 26 4 5 39 2 2
8 6 4 27 5 3 30 5 6 45 - 2
9 8 4 31 6 4 35 1 4 49 - 2
10 7 4 35 4 3 38 2 5 54 - 3
On the basis of simulation study, the average queue length before machine M1 is
0.5 and the average length before machine M2 is 1.2.
Advantages of simulation
The study of very complicated system or sub – system can be done with the help of
simulation. Simulation has been described as ‘what to do when all else fails’.
It enables us to assess the possible risks involved in a new policy before actually
implementing it.
The simulation of complicated systems helps us to locate which variables have the
important influences on the system performance.
Limitations of simulation
Simulation generates a way of evaluating the solutions but it does not generates the
solution techniques.
Sometimes simulation models are expensive and take a long time to develop it. For
example a corporate planning model may take a long time to develop and prove
expensive also.
The simulation model does not produce the answers by itself. The user has to provide
all the constraints for the solution which he wants to examine.
Not all situations can be evaluated using simulation. Only situations involving
uncertainty are considered.
It is the trial and error approach that produces different solutions in repeated runs.
This means it does not generate optimal solutions to problems.
Review questions
Question 1
Two components to be produced in m/c ‘A’ m/c ‘B’ and then finally assembled. The
time taken to assemble on two machines varies with the following probability
distribution. Using simulation technique and the ordered pairs of the random numbers,
first for m/c ‘A’ and second for m/c ‘B’, find the average time taken to produce.
Random number (10, 92), 25, 83), (36, 76), (44, 15), (57, 25), (62, 67), (04, 99), (72, 53),
(81, 35), (94, 07).
Question 2
For a project comprising activities A, B, ….. H, the following information is available:
Precedence relationships:
A and B are the first activities of the project. C succeeds A while B precedes D. Both C and
D precede E and F. Activity G follows F while H is the last activity of the project and
succeeds E and G.
Time estimates and probabilities
Simulate the project and determine, using random numbers, the activity times. Find the
critical path and the project duration. Repeat five times. Does the critical path change? State
the estimated duration of the project in each of the trials.
Question 3.
Calculate the probability of getting 2 heads and 1 tail in tossing 3 coins simultaneously.
Estimate the probability by simulation for 10 trials using random numbers for the same. What
is the difference between the two probabilities?
Question 4.
Maintenance of machines in a factory can be carried out by one man or sometimes by a two-
man crew. The times taken with one man crew are 1.5, 2.0, 2.5, or 3.0 hours with
probabilities of 0.20, 0.30, 0.35 and 0.15 respectively. A two men crew requires 0.75, 1.00,
1.50 or 2.00 hours with probabilities of 0.25, 0.35, 0.20 and 0.20 respectively. The cost of
labour is Rs. 7 per hour and the over head expenses are Rs. 3 per hour per crew. Decide
whether one or two men crew is more economical.
Question 5.
A transport corporation operates 15 long distance buses, each with one driver. The
corporation has a policy of keeping three reserve drivers on call to replace those who report
sick. If a driver is not available, the bus trip is cancelled. The probability distribution for the
daily number of sick drivers is as follows:
Number 0 1 2 3 4 5
sick
probability 0.17 0.25 0.23 0.15 0.10 0.10
Use Monte – Carlo methods to determine the utilization of reserve drivers and also the
probability that atleast one trip is cancelled because no driver is available. Compare with
exact answers.
Question 6.
The demand distribution and the lead time distribution are as given below:
Demand distribution
Lead time(weeks) 1 2 3
probability 0.30 0.50 0.20
Question 7:
A bakery supplies special cakes to one of its shops each day. The number of cakes supplied
each day has the following distribution.
Supply distribution
Cakes / 15 16 17 18 19 20
day
probability 0.10 0.12 0.25 0.25 0.16 0.12
Customer distribution
No. of 7 8 9 10
customers
probability 0.25 0.30 0.30 0.15
The probability that a buyer in need of this special cake requires 1, 2 or 3 cakes is as
follows:
Need distribution
Number of cakes to 1 2 3
a customer
probability 0.30 0.40 0.30
Determine by Monte – Carlo simulation, the average number of cakes left per day and sales
lost per day due to lack of supply. Assume that the left over cake is not used next day.
Question 8.
A firm has a single server station with the following data. Mean inter arrival time is 6 minutes
and the mean server time is 5 minutes and inter arrival time and service time have the
following probability .
The firm starts its business at 8.00 AM and proceeds upto 10.00 AM. If the cost of waiting
for a server is Rs. 6 per hour and the customer waiting time costs Rs. 10 per hour. What will
be the total cost due to waiting by a customer and the cost of server, using Monte Carlo
simulation?
CHAPTER – 12
PROJECT SCHEDULING AND PERT – CPM
Introduction
The project may be defined as the collection of interrelated activities (or tasks), which must
be completed in a specified time according to a specified sequence and require resources,
such as personnel, money, materials, facilities etc.
The growing complexities of today’s projects have demanded more systematic and more
effective planning techniques with the objective of optimizing the efficiency of executing the
project.
Efficiency here implies effecting the utmost reduction in the time required to
complete the project while accounting for the economic feasibility of using available
resources.
There are two analytical techniques for planning, scheduling and controlling the project:
Definition of PERT
Definition of CPM
PERT CPM
Planning scheduling and controlling
PERT
Normally used for projects involving non-repetitive activities. In which time estimates
are certain.
CPM
Basically deterministic network.
Suitable for establishing a trade-off for optimum balancing between schedule time
and cost of the project.
Project control
Project control refers to re-evaluating actual progress against the plan. If significant
differences are observed then re-scheduling must be done to update and revise the
uncompleted part of the project.
Network Components
Events
An event represents a point in time that signifies the completion of some activity and
the beginning of new one.
Identified by numbers.
Activities
Represent project operations or tasks to be conducted.
Represented by an arrow.
They consume time and resources.
Identified by the numbers of their starting event and ending event.
Normally assigned alphabets.
ACTIVITY A
1 2
START EVENT COMPLETION EVENT
1
3 4
2
Network construction
A network is defined as graphic representation with a flow of some type in its branches. It is
overall combination of events and activities represented by nodes and branches.
Each activity is represented by one and only one arrow in the network. This means
that no single activity can be represented twice in a network.
No two activities can be identified by the same head and tail event. This means that
there should not be loops in the network.
Time follows from left to right. All the arrows point in one direction. Arrows pointing
in opposite direction must be avoided.
Every node has atleast one activity preceding to it and atleast one activity following it.
Except for the nodes at the very beginning and at the very end of the network.
To ensure the correct precedence relationship in the network diagram, the following
questions must be answered as every activity is added to the network:
o What activities must be completed immediately before this activity can start.
Example:
A company is interested in preparing a budget. The details of the activities and the
departments involved are given below in the table.
Solution:
4
B E
A D
1 2
5
C 3
From the arrow diagram, we infer that activity A is the first job. Job B and C start only
after A is over. A is called the predecessor of B and C and B and C are called as
successors of A.
Dummy activities
There is a need for dummy activity when the project contains groups of two or more jobs
which have common concurrent predecessors. The time and resources consumed by dummy
activity is zero.
3
B E
D
1
4
C 2
Consider an example where B and C are parallel concurrent activities and activity E is
dependent on both of them. That is, E can start only after B and C are completed. Thus, to
complete the network, a dummy activity D is put, which shows that C is also predecessor of
E alongwith B. the dummy activity is represented by dashed arrow.
Solved problem 1
Construct the arrow diagram comprising activities A, B, C … and L such that the following
relationships are satisfied:
B precedes E, F and H.
F and C precede G
C, D, F and J precede K.
K precedes L.
7
3
8
4
1
2
5
9
The dummy activities D1 and D2 are used (dotted lines) to establish correct precedence
relationships. D3 is used to identify activities E and H with unique end events. The
events of the project are numbered such that their ascending order indicates the
direction of the progress in the project.
The application of PERT / CPM should ultimately yield a schedule specifying the start and
completion time of each activity. The arrow diagram is the first step towards achieving that
goal. The start and completion timings are calculated directly on the arrow diagrams using
simple arithmetic. The end result is to classify the activities as critical or non critical.
Critical activity
An activity is said to be critical if a delay in the start of the course makes a delay in the
completion time of the entire project.
A critical path defines a chain of critical activities that connect the start and end events of the
network diagram.
The critical path calculations are done in two phases. The first phase is called forward pass.
Forward Pass.
In this all calculations begin from the start node and move to the end node. At each node a
number is computed representing the earliest occurrence time of the corresponding event.
These numbers are shown in squares.
Let ESi = Earliest start time of all the activities emanating from event i.
And ESj = Earliest start time of all the activities emanating from eventj.
Then, for forward pass calculation ESj = max {ESi + Dij) for all defined (i, j) activities
Backward pass
The second phase is called the backward pass. It begins calculations from the end node and
moves to the start node. The time computed at each node is shown in a triangle Δ near the
end point, which represents the latest occurrence time of the corresponding event. In
backward pass, we see the number of tails and take the minimum value through these tails.
The time computed represents the latest occurrence time of the corresponding event.
An activity (i, j) lies on the critical path if it satisfies the following conditions:
ESi = LCi
ESJ = LCJ
These conditions actually indicate that there is no float or slack time between the earliest
and latest start of the activity. Thus, the activity must be critical.
Solved problem 2
Consider a network which stands from node 1 and terminate at node 6. The time required to
perform each activity is indicated on the arrows. Define the critical path and shortest time to
complete the project.
19 / 19
Solution:
Since there is only one incoming activity (activity 1, 2) to event 2 with D12 = 3,
Now, for end 3, there is only one activity (2, 3) to event 3 with D23 = 3
For ES4, there are two activities approaching to event 4, (activity 3, 4 and activity 2, 4
with D24 = 2 and D34 = 0
LC6 = 19 = ES6
LC4 = min {(LC5 – D45); (LC6 – D46)} = min{(13 – 7); (19 – 5)} = min {6; 14} = 6
Therefore activities (1, 2), (2, 3), (3, 4), (4, 5), (5, 6) are critical and (2, 4), (4, 6) and (3, 6)
are noncritical.
Thus the activities (1, 2), (2, 3), (3, 4), (4, 5), and (5, 6) define the critical path which is
the shortest possible time to complete the project i.e., 19 days.
Determination of floats
Before showing how floats are determined, it is necessary to define two new items that are
associated with each activity. These are as follows:
Total float. TFiJ for activity (i, j) is the difference between the maximum time available to
perform the activity and its duration.
TFiJ = (LCJ – ESi) – DiJ = LCJ – ESi – DiJ = LCJ – ECiJ = LSiJ - ESi
Free float. The free float is defined by assuming that all the activities start as early as
possible. Free float FFiJ for activity (i, j) is the excess of available time over its duration.
For critical activity total float is zero. The free float must also be zero when total float is zero.
However, converse is not true, that is, a noncritical activity may have zero free floats.
Let us consider the solved problem 2 before the critical path calculations. The floats for
non critical activities can be summerised as depicted in the table below:
Solved problem 3
Also find the minimum time of completion of the project, the critical path, and the total floats
of each task, when the time (in days) of completion of each task is as follows:
Task: A B C D E F G H I
Time: 23 8 20 16 24 18 19 4 10
ES1 = 0, ES2 = 20, ES3 = 23, ES4 = 39, ES5 = 39, ES6 = 57, ES7 = 67
The activity table is as given below:
The analysis in CPM does not take into account the cases where time estimates for the
different activities are probabilistic. It also does not consider explicitly the cost of schedules.
Here in PERT we will consider both probability and cost aspects in project scheduling.
Probability considerations are incorporated in project scheduling by assuming that the time
estimates for each activity is based on three different time estimates.
But he is also asked to give two other time estimates. One of these is pessimistic time
estimate. This is the best guess of the maximum time that would be required to perform an
activity under the most adverse circumstances like:
(a) Supply of materials not in time
(b) Non – cooperation from the workers
(c) The transportation arrangements not being effective etc.
Thus the pessimistic time estimate is the longest time the activity would require.
On the other hand, if everything goes on exceptionally well or under the best possible
conditions, the time taken to complete an activity may be less than the most likely time
estimate. This time estimate is the smallest time estimate known as the optimistic time
estimate.
Thus, the three time estimates for a given activity are as follows:
Let A = The optimistic time, which will be required if the execution of the project goes
extremely well.
The most likely time estimate ‘M’ may not coincide with the mid point (A + B) / 2 of A and
B.
Then, expected duration of each activity D can be obtained as the mean of (A + B) / 2 and
2M.
We can use this estimate to study the single estimate D in the critical path calculation. These
formulas are derived from beta distribution.
For calculation of critical path, the same formulas as in CPM are used. And duration can be
obtained. However, after calculation of critical path, the variance of the duration is to be
calculated.
V = ΣVk
The probability distribution of times for completing an event can be approximated by normal
distribution due to central limit theorem.
Let
From normal distribution curve table we can see the probability for calculated Z. such
probability will represent the chance that the succeeding events will occur within the
calculated duration.
Solved problem 4
A project is represented by the network shown below and has the following data:
Task A B C D E F G H I
Optimistic time 5 18 26 16 15 6 7 7 3
Pessimistic time 10 22 40 20 25 12 12 9 5
Most likely time 8 20 33 18 20 9 10 8 4
The probability of an event occurring at the proposed completion data if the original
contract time of completing the project is 41.5 weeks.
The duration of the project that will have 95% chances of being completed.
Solution:
Using the formula we can calculate expected activity times and variances in the following
table:
Duration D = (A +B + 4M) / 6
Variance V = [(B – A) / 6]2
Activity a b m D V
1–2 5 10 8 7.833 0.694
1–3 18 22 20 20.00 0.444
1–4 26 40 33 33.00 5.444
2–5 16 20 18 18.00 0.444
2–6 15 25 20 20.00 2.777
3–6 6 12 9 9.00 1.000
4–7 7 12 10 9.555 0.694
5–7 7 9 8 8.00 0.111
6-7 3 5 4 4.00 0.111
Forward pass:
0
29/38.555
7.8333/16.555 25.833/34.555
33
33
Backward pass:
The critical path is shown with thick line in the figure. The critical path is 1 – 4 – 7
and the completion time is 42.555 weeks.
The last event will occur only after 42.555 weeks. For this we require only the
duration of critical activities.
= - 0.426
P(-0.426) = 0.3354
Thus, the probability that the project can be completed in less than or equal to 41.5 weeks is
33.46%. In other words, probability that the project will get delayed beyond 41.5 weeks is
66.54%.
ST = 46.631 weeks.
Solved problem 5.
The following table lists the jobs of a network with their time estimates.
Solution
Before proceeding to draw the project network, let us calculate the expected time of
each activity (D) and variances V of the expected time of each activity.
Duration D = (A +B + 4M) / 6
14
5
4
2 7
5
7 8 36 / 36
4
0/0 1
6
18
7
6
4
critical activity
1 – 2 – 3 – 5 – 8 = 36 days
1 – 2 – 4 – 5 – 8 = 23 days
1–6–7–8 = 35 days
CPM Model
For projects considered uncertain, the PERT model was developed and for projects, which
are comparatively risk free, the CPM model was developed. Both the approaches start with
the development of the network and a focal point on the critical path. The PERT approach is
‘probabilistic’, while the CPM approach is ‘deterministic’. This does not, however, mean that
in CPM analysis we work with single time estimates. Actually the main focus of CPM
analysis is on variations of activity times as a consequence of changes in resource
assignments. These variations are planned plus related to resource assignments as well as are
not caused by random factors outside the control of management as in the case of PERT
analysis. The major focus of CPM analysis is on time cost relationships and it seeks a project
schedule that minimizes either the total cost or the total duration or the both.
Assumptions.
1. The costs associated with a project can be divided into two main components:
Direct costs. Direct costs are incurred on direct materials and direct labour.
Indirect costs. Indirect costs consist of overhead items like indirect supplies, rent,
insurance, managerial services, etc.
2. Activities of the project can be expedited by crashing, which involves employing
more resources.
3. Crashing reduces time but enhances direct costs because of the factors like overtime
payments, extra payments, and wastages. The relationship between time and direct
activity cost can be reasonably approximated by a downward sloping straight line.
4. Indirect costs associated with the project increase linearly with project duration.
5.
duration Normal Time
6. Activity
Crash Time
Procedure
CPM analysis seeks to examine the consequences of crashing on total cost (direct and indirect
costs). Since the behaviour of indirect project cost is well defined, the bulk of CPM analysis
is concerned with the relationship between total direct cost and project duration. The
procedure used in this respect is generally as follows:
Step 1. Obtain the critical path in the normal network. Determine the project duration
and direct cost.
Step 2. Examine the cost time slope of activities on the critical path obtained and
crash the activity which has the least slope.
Step 3. Construct the new critical path after crashing as per step 2. Determine project
duration and cost.
Step 4. Repeat step 2 and 3 till activities on the critical path (which may change
every time) are crashed.
Example
The table below depicts the activities, durations, and direct activity costs of a project.
The indirect cost is Rs. 2,000 per week. Calculate the minimum total cost of the project
and minimum duration of the project.
3
9
4 6
10
2
8 7 30 / 30
6
5
0/0 1
5 9
5
3
7
critical activity
The critical path in all normal network is 1 – 2 – 4 – 6 – 7. The project duration is 30 weeks
and the total direct cost is Rs. 45,200 the total cost is Rs. 105,200 (direct + indirect cost).
Examining the time cost slope of activities on the critical path, we find that activity (2, 4) has
the lowest slope. In other words, the cost to expedite per week is lowest for activity (2, 4).
Hence, activity (2 – 4) is crashed. Figure below depicts the project network after crashing of
activity (2, 4)
3
6
4 6
10
2
8 7 29 / 29
6
5
0/0 1
5 9
5
3
critical activity 7
crashed activity
as per figure the critical path is 1 – 2 – 5 – 6 – 7 with a length of 29 weeks, and the direct
cost is 46,700. The total cost is Rs. 46,700 + Rs. 58000 = Rs. 104,700
Examining the time cost slope of activities on the new critical path 1 – 2 – 5 – 6 - 7, we find
that activity (5 - 6) has the lowest slope. In other words, the cost to expedite per week is
lowest for activity (5 - 6). Hence, activity (5 – 6) is crashed. Figure below depicts the project
network after crashing of activity (5 - 6).
3
6 4 6
10
2
8 7 27 / 27
2
5
0/0 1
5 9
5
3
7
critical activity
crashed activity
as per figure the critical path is 1 – 2 – 4 – 6 – 7 with a length of 27 weeks, and the direct
cost is 49,500. The total cost is Rs. 49,500 + Rs. 54000 = Rs. 103,500.
Examining the time cost slope of non – crashed activities on the new critical path 1 – 2 – 4 –
6 - 7, we find that activity (1 - 2) has the lowest slope. In other words, the cost to expedite per
week is lowest for activity (1 - 2). Hence, activity (1 – 2) is crashed. Figure below depicts the
project network after crashing of activity (1 - 2).
3
6 4 6
10
2
4 7 24 / 24
2
5
0/0 1
5 9
5
3
7
critical activity
crashed activity
as per figure the critical path is 1 – 3 – 5 – 6 – 7 with a length of 24 weeks, and the direct
cost is 52,500. The total cost is Rs. 52,500 + Rs. 48000 = Rs. 100,500.
Examining the time cost slope of non – crashed activities on the new critical path 1 – 3 – 5 –
6 - 7, we find that activity (3 - 5) has the lowest slope. In other words, the cost to expedite per
week is lowest for activity (3 - 5). Hence, activity (3 – 5) is crashed. Figure below depicts the
project network after crashing of activity (3 - 5).
3
6 4 6
10
2
4 7 23 / 23
2
5
0/0 1
5 9
5
3
5
critical activity
crashed activity
as per figure the critical path is 1 – 2 – 4 – 6 – 7 with a length of 23 weeks, and the direct
cost is 53,700. The total cost is Rs. 53,700 + Rs. 46000 = Rs. 99,700.
Examining the time cost slope of non – crashed activities on the new critical path 1 – 2 – 4 –
6 - 7, we find that activity (6 - 7) has the lowest slope. In other words, the cost to expedite per
week is lowest for activity (6 - 7). Hence, activity (6 – 7) is crashed. Figure below depicts the
project network after crashing of activity (6 - 7).
3
6 4 6
7
2
4 7 20 / 20
2
5
0/0 1
5 9
5
3
5
critical activity
crashed activity
as per figure the critical path is 1 – 2 – 4 – 6 – 7 with a length of 20 weeks, and the direct
cost is 56,400. The total cost is Rs. 56,400 + Rs. 40000 = Rs. 96,400.
Examining the non – crashed activities on the new critical path 1 – 2 – 4 – 6 - 7, we find that
only activity (4 - 6) is the non-crashed. Hence, activity (4 – 6) is crashed. Figure below
depicts the project network after crashing of activity (4 - 6).
2.5
6 4 6
7
2 19.5 / 19.5
4 7
2
5
0/0 1
5 9
5
3
5
critical activity
crashed activity
since all the activities on the critical path (1 – 2 – 4 – 6 – 7) have been crashed, there is no
possibility of time reduction. The minimum time duration is 19.5 weeks and the total direct
cost is Rs. 57,600. The total cost is Rs. 57,600 + Rs. 39000 = Rs. 96,600.
Thus, the minimum cost for the project will be Rs. 96,400 with project duration of 20
weeks.
The minimum duration of the project can be 19.5 weeks with total cost of Rs. 96,600.
Review questions.
Question 1. A project has 10 activities. The following table shows the information about the
activities:
Critical path: A – D – H – I – J
Question 2
If a 30 weeks dead line is imposed, what is the probability that the project will be
finished within the time limit?
If the project manager wants to be 99% sure that the project is completed on the
scheduled date, how many weeks before that date should he start the project work?
The project should start 34.7 weeks before to make sure 99%.
Question 3.
The following information is known for a project. Draw the network and find the
critical path. Capital letters denote activities and the numbers in the bracket denote
activity time.
A (30) C
B(7) D
B G
B K
C (10) D
C G
D (14) E
E (10) F
F (7) H
F I
F L
G (21) I
G L
H (7) J (15)
I (12) J
K (30) L (15)
Question 4.
Draw network diagram for the following activities whose predecessors are given
below:
job A B C D E F G H I J K
Immediate - A B C B E D, F E H G, I J
predecessors
Question 5.
A PERT network is having the following activities with their time estimates given
below:
Question 6.
What suggestions should be given to managing director for undertaking the project?
After having long discussions with the general manager, who is the second in
command in the organisation, the management somehow feels that during
implementation of the project, it will not be possible to crash the activity 2 – 4 from
its normal time. If so, how will the production manager and finance manager respond?
CHAPTER – 13
GAME THEORY
Introduction
Many conflicting situations are found in everyday life, in economic, social, political, military
battles, advertising and marketing campaign by competing business firms. In these situations
two or more individuals have to take decisions that involve conflicting interests. A basic
feature in many of these situations is that the final result depends primarily on the
combination of strategies selected by the persons involved called adversaries or opponent
players. The approach to such competitive problems was developed by Von Neumann who
named it “game theory”. It is a mathematical theory that is useful in handling such problems.
Many research papers have appeared on two person zero-sum game. These games involve
only two competitors or players. They are called zero-sum because when one player wins, the
other one looses so that the sum of their net winning is zero.
An objective of the game theory is to develop rational criteria for selecting a strategy. This is
done under the assumption that both players are rational and that each will uncompromisingly
attempt to do as well as possible, relative to his opponent. Game theory assumes that both
players are actively trying to improve their own welfare in opposition to that of the opponent.
Competitive Situation
Competitive situation occur when two or more parties with conflicting interests operate.
Campaigning for election. Two or more candidates who contest an election try to
capture more votes by adopting various methods.
Fighting military battles. Two forces fighting a war try to gain supremacy over one
another by adopting various courses of action.
We consider each of the above situations to be a competitive game where the parties
(players) adopt a course of action (play the game).
Competitive game
Each of the players / competitors has a finite list of possible courses of action (moves)
known as strategy. The number of strategies need not be the same for each
competitor.
The game is said to be played when each player adopts one of his course of action.
The play of the game results when each of the competitors chooses a single course of
action from the list of strategies available to him. The choices are assumed to be made
simultaneously so that no competitor knows his opponent’s choice until he is already
committed to his own.
Each time the game is played, the corresponding combination of courses of action
leads to a transaction (payment) to each player. The payment is called pay-off (gain).
The pay-off may be monetary (money) or some such benefit as increased sales etc.
N-person game.
Zero-sum game.
If a game is such that whenever it is played the sum of the gains (pay-off) of the
players is zero, it is called zero-sum game.
A zero-sum game which has two players is called two-person zero-sum game. It is
called “rectangular game”.
In a two-person zero-sum game, the gain of the one player is equal to the loss of the
other.
Consider a two-person zero-sum game with the players A and B. let A1, A2 ……Am be the m
courses of action for player A. let B1, B2 …..Bn be the n courses of action for player B. Let aij
(I = 1, 2, ….m; j = 1, 2, ….n) be the pay off (gain) of player A when he plays the respective
course of action, Ai and player B plays the course of action Bj. then, the matrix depicted
below is the pay off (gain) matrix of player A.
PLAYER B
B1 B2 B3 BN
A1 a11 a12 a13 ----------------a1n
A2
a21 a22 a23 ----------------a2n
PLAYER A
- - - -
This is a m x n (read as m by n) game. Here aij is A’s gain and B’s loss. Therefore (-aij) is the
gain of B. to obtain the pay off matrix of B, write (-aij) in place of aij in the above matrix and
then write the transpose of the matrix.
Courses of action:
Strategy.
In a game, the strategy of a player is pre-determined. The player uses this strategy to select a
course of action during the game. The strategy of a player may be:
Pure strategy. While playing a game, pure strategy of a player is his pre-
decision to adopt a specified course of action, irrespective of the strategy of
the opponent.
Thus, if player A decides to adopt courses of action A1 and A2 with perspective probabilities
0.4 and 0.6, it is mixed strategy.
Example 1
(2-finger morra game)
Two persons A and B play a game. They should simultaneously raise their hand and exhibit
either one finger or two fingers. If both of them show one finger or both show two fingers, A
should pay Rupees 10 to B. On the other hand, if one player shows one finger and the other
player shows two fingers, B should pay Rupees 5 to A.
Solution:
PLAYER B
B1 B2
PLAYER A A1 -10 5
A2 5 -10
If the player A decides to show one finger (A1), his strategy is pure strategy. On the
other hand, if A decides to play A1 with probability of 0.5 and A2 with probability 0.5,
his strategy is mixed strategy. This means, if he is repeatedly playing, he should play
both A1 and A2 randomly almost equal number of times.
Player A and player B are to play a game without knowing the other player’s strategy.
However, player A would like to maximize his profit and player B would like to minimize his
loss. Also each player expects his opponent to be calculative.
Then, his gain would be a11, a12, ….. a1n accordingly B’s choice would be B1, B2 ….Bn. let α1
= min {a11, a12 ……a1n}.
Then α1 is the minimum gain of A when he plays A1 (α1 is the minimum pay off in the
first row.)
Similarly, if A plays A2, his minimum gain is α2, the least pay off in the second row.
You will find corresponding to A’s play A1, A2 …..Am, the minimum gains are the rows
minimums α1, α2 ….. αm.
Maximin. Maximum of the row minimum in the pay-off matrix is called maximin.
Thus, α = maxi { minJ (aiJ)}
This is the maximum gain for player ‘A’ out of the minimum gains of the rows (αi )
Similarly, when player B plays, he would minimize his maximum losses. Thus,
Minimax. The minimum of the column maximums in the pay-off matrix is called minimax.
Saddle point.
In a two person zero sum game, if the maximin and minimax are equal, the game has a saddle
point.
Saddle point is the position where the maximin and minimax coincide.
α=β=V
If the maximin occurs in the Rth row and if minimax occurs in Sth column, the position (R, S)
is the saddle point. Here, V = ars is called the value of the game.
The value of the game is the expected gain of player A when both the players adopt optimal
strategy.
If a game has saddle point, and if (R, S) is the saddle point, suggested solution to both
the players is pure strategy. For player A the suggested solution is AR. For player B
the suggested solution is BS.
If the game does not has saddle point, the suggested solution is mixed strategy.
Consider a two person zero sum game with players A and B. Let A1, A2, A3, --------AM be the
courses of action for player A. Let B1, B2, ---------- BN be the courses of action for player B.
The algorithm to find saddle point is as follows:
If any pay-off is circled as well as boxed, that pay-off is the value of the game.
Let (R, S) be the saddle point. Then the suggested pure strategy for player A is AR. And for
player B is BS. The value of the game is ars..
Note: however, if none of the pay offs is circled or boxed, the game does not have a
saddle point. Hence, the suggested solution for the player is mixed strategy
Example 2
(2-finger Morra game)
Two persons A and B play a game. They should simultaneously raise their hand and exhibit
either one finger or two fingers. If both of them show one finger or both show two fingers, A
should pay Rupees 10 to B. On the other hand, if one player shows one finger and the other
player shows two fingers, B should pay Rupees 5 to A.
Verify whether it has saddle point. If so, write down the solution for the game.
Solution:
Player B
Player A
Solved problem 2
Two persons A and B, without showing each other, place a coin each on the table. If the coin
happens to be of the same denomination, player A will take both of them. If they happen to
be of different denominations, player B will take both of them. Suppose player A has a few
one rupee coins and two rupee coins, and player B has one, two and five rupee coins:
Verify whether it has saddle point. If so, write down the solution for the game.
What happens to the game if both the players play only with one rupee and two rupee
coins?
Solution:
Player B
1 -1 -1
A1 (one rupee)
Player A
A2 (two rupee) -2 2
-2
The minimum pay off in each row is circled. (here, the minimums repeat)
The maximum pay off in each column is boxed.
The pay off ‘-1’ is circled as well as boxed. Therefore, the game has a saddle
point. It is the position (1, 3).
The solution of the game is:
o Strategy for player A is A1
o Strategy for player B is B3
o Value of the game is v = -1 rupees.
(ii) if both players play only with one rupee and two rupee coins, the payoff
matrix of player A is
Player B
A1 (one rupee) -1
1
Player A
A2 (two rupee) 2
-2
Here, the game does not have a saddle point. Therefore, the suggested solution is
adoption of mixed strategy for the players.
Solved problem 3
A labour union of a firm is negotiating a new 5-year settlement regarding payments with the
management. The options the union has are A1: ‘Aggressive bargaining’, A2: ‘Bargaining
with reasoning’, A3: ‘Conciliatory approach’. The likely mode of response from the
management are: B1: ‘Aggressive bargaining’, B2: ‘Bargaining with reasoning’, B3:
‘Legalistic approach’ and B4: ‘Conciliatory approach’. The gains to the union in each case are
as follows:
Management
B1 B2 B3 B4
A1 20 15 12 35
Union A2 25 14 8 10
A3 -5 4 11 0
Solution:
Management
B1 B2 B3 B4
A1 20 15 12 35
Union
A2 25 14 8 10
A3 -5 4 11 0
Player B
B1 B2 B3
Player A A1 6 12 7
A2 7 9 8
Solution:
Player B
B1 B2 B3
A1 6 12 7
Player A
A2 7 9 8
Solved problem 5
A two-person zero-sum game, has the following pay-off matrix. Solve the game.
8 -1
3 0
0 -2
-7 -4
B1 B2
A1 8 -1
Player A A2 3 0
A3 0 -2
A4 -7 -4
Dominance
In a rectangular game, the pay off matrix of player A is pay off in one specific row (rth row)
exceeding the corresponding pay off in another specific row (sth row). This means that
whatever course of action is adopted by player B, for A, the course of action Ar yields greater
than the course of action As. therefore, Ar is a better strategy than As irrespective of B’s
strategy. Hence, you can say that Ar, dominates As.
Alternatively, if each pay-off in a specific column (pth column), is less than the corresponding
pay –off in another specific column (qth column) it means strategy Bp offers minor loss than
strategy Bq irrespective of A’s strategy. Hence, you can say that Bp dominates Bq. therefore,
you can say that:
In the pay-off matrix, if each pay-off in the Rth row is greater than (or equal to) the
corresponding pay-off in the Sth row, AR dominates AS.
In the pay off matrix, if each pay-off in the Pth column is less than (or equal to) the
corresponding pay-off in the Qth column, BP dominates BQ.
Sometimes combination of two or more courses of action may dominate another course of
action. Whenever a course of action (say AS or BQ) is dominated by others, than that
course of action (As or Bq) can be deleted from the pay-off matrix. Such deletion will not
affect the choice of the solution. But it reduces the order of the pay off matrix. Successive
reduction of the order using dominance property helps in solving games more easily.
Such deletion of course of action reduces the order of pay-off matrix.
Consider a rectangular game with players A and B. Let A1, A2, A3, --------AM be the courses
of action for player A. Let B1, B2, ---------- BN be the courses of action for player B.
Suppose the game has a saddle point. Use the dominance property in sequence to delete the
courses of action of A as well B till the pair comprising the saddle point remains alone. The
procedure to arrive at saddle point is as follows:
In the pay-off matrix, if each pay-off in the Rth row is greater than (or equal to) the
corresponding pay-off in the Sth row, AR dominates AS. And so AS is deleted.
If each pay-off in the Pth column is less than (or equal to) the corresponding pay-off in
the Qth column, BP dominates BQ. And so BQ is deleted.
The above steps are repeated in succession until the saddle point is reached. And
hence the solution is written down.
Solved problem 6
B1 B2 B3 B4
A1 20 15 12 35
A2 25 14 8 10
A3 -5 4 11 0
Solution:
In the pay off matrix, each pay off in the first row exceeds the corresponding pay off in
the third row. Therefore A1 dominates A3. So, A3 is deleted. Hence, the reduced matrix
is as follows:
B1 B2 B3 B4
A1 20 15 12 35
A2 25 14 8 10
Here, each pay off in the third column is less than the corresponding pay off in the first
column. Therefore, B3 dominates B1. Similarly, B3 dominates B2. Also B3 dominates B4.
Thus, the matrix reduces to
B3
A1 12
A2 8
Here, since 12 > 8, A1 dominates A2. And so, finally the matrix reduces to:
B3
A1 12
Thus, (1, 3) is the saddle point and the solution to the game is as follows:
Strategy for A is A1
Strategy for B is B3
Value of the game is v = 12
Solved problem 7
Company Y
B1 B2 B3 B4
A 6 -2 4 1
Company X B 6 1 12 3
C -3 -2 -2 6
D 2 -3 7 7
Solution:
In the pay off matrix, each pay off in the second column is less than (or equal to) the
corresponding pay off in the third column. And so, the course of action B2 dominates B3.
similarly B2 dominates B4. After deleting B3 and B4, the reduced matrix is as follows:
Company Y
B1 B2
A 6 -2
Company X B 6 1
C -3 -2
D 2 -3
Here, pay off in the second row is greater than (or equal to) the corresponding pay off in
the first, third as well as fourth rows. Therefore B dominates A, C and D. after deleting
A, C and, the reduced matrix is as follows:
P Q
B 6 1
Here 1 < 6. Therefore Q dominates P. after deleting P; the reduced matrix is as follows:
B 1
Solved problem 8
In a two person zero sum game, the pay off matrix of A is as given below.
PLAYER B
B1 B2 B3
PLAYER A A1 4 7 0
A2 -1 3 6
Solution:
PLAYER A
A1 A2
B1 -4 1
PLAYER B B2 -7 -3
B3 0 -6
Review questions
Question 1
-2 2 0 5 -8
3 2 1 2 2
-1 3 0 -4 2
0 -5 -4 3 -2
Answer:
The value of the game is v = 1. Both players to use pure strategy. A’s strategy is A 2
(second course of action). B’s strategy is B3 (third course of action).
Question 2
PLAYER B
B1 B2
PLAYER A A1 5 7
A2 4 0
Write down the pay-off matrix of B and then solve the game.
Answer:
Value of the game is v = 5. Both players to use pure strategy. A’s strategy is A 1 (first
course of action). While, B’s strategy is B1 (first course of action).
Question 3.
Solve the game with the pay off matrix for A as given in the table below.
Player B
B1 B2 B3 B4 B5
A1 3 -1 4 6 7
Player A A2 -1 8 2 4 12
A3 16 8 6 14 12
A4 1 11 -1 2 1
Question 4.
Solve the game with the pay off matrix for A as given in the table below.
Player B
B1 B2 B3
A1 -2 0 6
Player A A2 2 1 2
A3 4 -2 -4
Question 5.
Solve the game with the pay off matrix for A as given in the table below. How the game
should be played?
Player B
B1 B2
A1 -2 2
Player A A2 4 -3
Question 6.
Consider the game with the pay off matrix for A as given in the table below. How the
game should be played and what is the value of the game?
Player B
B1 B2
A1 -2 5
Player A A2 7 4
Question 7.
Solve the game by using dominance property with the pay off matrix for A as given in
the table below.
Player B
B1 B2 B3
A1 2 -2 4
Player A A2 -1 4 2
A3 2 1 2
Question 8.
Solve the game by using dominance property with the pay off matrix for A as given in
the table below.
Player B
B1 B2 B3
A1 -2 4 2
Player A A2 2 -4 4
A3 6 8 -6
Question 9.
Solve the game with the pay off matrix for A as given in the table below.
Player Y
Y1 Y2 Y3 Y4 Y5
X1 6 3 -1 0 -3
Player X X2 3 2 -4 2 1
Question 10.
Determine the pay off matrix, the best strategies for each player and the value of the
game.
Question 11.
In a small town, there are two discount stores ABC and XYZ. They are the only stores
that handle the festival goods. The total number of customers is equally divided between
the two because the price and quality of goods sold are equal. Both stores have good
reputations in the community, and they render equally good customer services. Assume
that a gain of customer by ABC is a loss to XYZ and vice versa.
Both stores plan to run annual pre Christmas sale during the first week of December.
Sales are advertised through the local news paper, radio and television media. With the
aid of advertising the pay off for ABC store is constructed and given below.
XYZ store
Television 90 20 50
Find optimal strategies for both stores and the value of the game.
Question 12.
In a children’s game each player says ‘stone’ or ‘scissor’ or ‘papers’. If one says ‘stone’
and the other ‘scissors’ then former wins a rupee. Similarly ‘scissors’ beats ‘paper’ and
‘paper’ beats ‘stone’ i.e., the player calling the former word wins a rupee. If the two
players name the same name, then there is a tie i.e. there is no pay off. Write down the
pay off matrix of either of the two players. Find the value of the game and hence write
down the optimal strategies of both players.
CHAPTER 14
SEQUENCING
INTRODUCTION
A series, in which a few jobs or tasks are to be performed following an order, is called
sequencing. In such a situation, the effe3ctiveness measure (time, cost, distance etc.) is a
function of the order or sequence of performing a series of jobs. Problems of sequencing can
be classified into two major groups.
In the first type of problems, we have n jobs to perform each of which requires processing on
some or all ‘m’ different machines. If we analyze the number of sequences it runs to (n!)m
possible sequences and only a few of them are technologically feasible, i.e., those which
satisfy the constraints on the order in which each task has to be processed through ‘m’
machines.
In the second type of problem, we have a situation with a number of machines and a series of
jobs to perform. Once a job is finished, we have to take a decision on the next job to be
started.
Practically both types of problems seem to be intrinsically difficult and now we know
solutions only for some special cases of the first type of problem. For the second type of
problems, it appears that a few empirical rules have been obtained to arrive at the solution
and mathematical theory to be explored.
The sequencing problem with n jobs through two machines can be solve easily. Solution
procedure has been developed by SM Johnson. The problem can be stated as follows:
A decision has to be arrived to find the minimum elapsed time fom the start of the first job to
the completion of last job. It has been established that the sequence that minimizes the
elapsed time are the same for both machines. The algorithms for solving the problem as per
SM Johnson are as follows:
Select the smallest processing time occurring in the list A1, A2 ……An, B1, B2…..Bn.
if there is a tie, break the tie arbitrarily.
If the minimum processing time is Ai, do the ith job first. If it is Bj do the jth job last.
This decision is applicable to both machines.
Having selected a job to be ordered, there are (n – 1) jobs left to be ordered. Apply the
steps 1 and 2 to the reduced set of processing times obtained by deleting the two
machines processing times corresponding to the job that is already assigned.
Continue in this manner until all jobs have been ordered.
Solved problem 1
There are five jobs, each of which must go through the two machines A and B in the order A
– B. processing times in hours are as given below:
Determine a sequence for the five jobs that will minimize elapsed time.
Solution:
Applying the algorithm of Johnson, we observe that the smallest processing time is 2
hours for job 2 on machine A. thus, we select the job 2 for scheduling first.this is
displayed in the list.
The job 2 is eliminated from the list and the remaining set of process time is:
The smallest processing time is 4 hours for the job 1 in machine B. the job 1 is scheduled last
as it pertains to B
.
2 1
Yielding
2 4 1
yielding
2 4 5 1
2 4 3 5 1
The calculation of the elapsed time corresponding to the optimal ordering is carried out using
individual processing times given in the question. The working is given in the following
table:
There is no general solution available for the general sequencing problem of n jobs through
three machines A, B and C with prescribed order A – B – C for each job and no passing still a
few special cases can be attempted with the extension of the previous sections. Either or both
of the following conditions must be valid.
The smallest processing time for machine A is at least as great as the largest
processing time for machine B. i.e., min Ai ≥ max Bj
The smallest processing time for machine C is at least as great as the largest
processing time for machine B. i.e., min Ci ≥ max Bi
The procedure is to replace the problem with an equivalent problem of n jobs through two
machines. Let the two fictitious machines be x and y and we define the corresponding
processing times X1 and Y1 given by
X1 = A1 + B1
Y1 = B1 + C1
We follow the method of the previous section to the new problem with prescribed ordering x
and y. the resulting optimal sequence will also be optimal for the original problem.
Solved problem 2
We have five jobs and each of which has to go through the machines A, B and C in the order
A – B – C. processing times are as given below:
Determine the sequence for the five jobs that will minimize the elapsed time in completion of
all the jobs.
First we check for the conditions to be satisfied as per Johnson’s rule before converting the
problem of three machines to an equivalent two machines.
We see that the smallest time for A is 40 minutes and the largest time for B is 60
minutes. The condition that min Ai ≥ max Bj is not satisfied. But minimum of C is 60
and maximum of B is 60 and hence the condition min Ci ≥ max Bi is satisfied. Hence
we are justified to convert to two machine problem. Then we have
job Processing time (minutes)
Machine X = (A + B) Machine Y = (B + C)
1 90 130
2 150 160
3 100 80
4 90 100
5 90 150
Proceeding with the algorithm mentioned in the previous example, we get the solution.
Since there are three ties, there are several optimal orderings. They are:
1 4 5 2 3: 1 5 4 2 3: 4 5 1
2 3: 4 1 5 2 3: 5 1 4 2 3:
5 4 1 2 3
Any of these orderings may be use to sequence the jobs through machines A, B and C to find
the elapsed time T. we prepare the following table for any one of the sequencing.
Solved problem 3:
Find an optimal sequence for the following sequencing problem of four jobs and five
machines when passing is not allowed. The processing time is given below:
Solution:
Since the second condition is satisfied, we can convert the problem of 5 machines to an
equivalent problem of 2 machines X and Y by combining the times for the first four machines
and combining the times for the last four machines respectively. Thus, we have
Thus, we have the minimum lapsed time as 51 hours and the idle time for machines A, B, C,
D, and E are 25, 33, 37, 35 and 18 hours respectively.
Solved Problem 4
Two jobs are to be processed through four machines A, B, C, D with the following
technological ordering:
Job 1: A B C D
Job 2: D B A C
job machines
A B C D
1 20 40 50 10
2 20 50 30 60
Find the optimum minimum elapsed time for both jobs and also the idle time for both jobs.
Solution
l-----l-----l-----l-----l-----l-----l-----l-----l-----l-----l-----l-----l-----l-----l-----l-----l-----l
A B C D
Job 1
D B A C
Job 2
(b) Graphical method. The first step is to draw two axis, the horizontal axis
representing processing time for job 1 and the vertical axis, processing time for job 2.
The machine times for the two jobs marked to the same scale on the corresponding
axis in the technological order prescribed. The coordinates of any point on the grid
represent a possible state of completion of the two jobs.
Start from the origin and move through a series of segments which are horizontal,
or vertical or diagonal with a slope 1. Movement to the right indicates that the job 1
is proceeding while the job 2 is idle. Movement upward means that the job 2 is
proceeding while job 1 is idle. And movement diagonally means that both jobs are
proceeding simultaneously.
In moving, care should be taken that both jobs cannot be processed simultaneously
on the same machine, or the diagonal movement in the shaded area is forbidden.
Am optimal path or programme is one that minimizes idle time for job 1 indicated
by horizontal movement. Equivalently, an optimal path is one that minimizes the
idle time for job 2 indicated by vertical movement. So we have to choose a path with
as much travel on the diagonal as possible.
An optimal solution is obtained by drawing lines with arrows as shown. The elapsed
time is obtained by adding the idle time for either job to the processing time for that
job.
In the above problem, we see from the figure that the idle time for the chosen path is
4 for job 1 and zero for job 2. Elapsed time is equal to 12 + 4 = 16 + 0
Finite model table
Standard Normal Distribution Table
Z 0.00 0.01 0.02 0.03 0.04 0.05 0.06 0.07 0.08 0.09
0.0 0.0000 0.0040 0.0080 0.0120 0.0160 0.0199 0.0239 0.0279 0.0319 0.0359
0.1 0.0398 0.0438 0.0478 0.0517 0.0557 0.0596 0.0636 0.0675 0.0714 0.0753
0.2 0.0793 0.0832 0.0871 0.0910 0.0948 0.0987 0.1026 0.1064 0.1103 0.1141
0.3 0.1179 0.1217 0.1255 0.1293 0.1331 0.1368 0.1406 0.1443 0.1480 0.1517
0.4 0.1554 0.1591 0.1628 0.1664 0.1700 0.1736 0.1772 0.1808 0.1844 0.1879
0.5 0.1915 0.1950 0.1985 0.2019 0.2054 0.2088 0.2123 0.2157 0.2190 0.2224
0.6 0.2257 0.2291 0.2324 0.2357 0.2389 0.2422 0.2454 0.2486 0.2517 0.2549
0.7 0.2580 0.2611 0.2642 0.2673 0.2704 0.2734 0.2764 0.2794 0.2823 0.2852
0.8 0.2881 0.2910 0.2939 0.2967 0.2995 0.3023 0.3051 0.3078 0.3106 0.3133
0.9 0.3159 0.3186 0.3212 0.3238 0.3264 0.3289 0.3315 0.3340 0.3365 0.3389
1.0 0.3413 0.3438 0.3461 0.3485 0.3508 0.3531 0.3554 0.3577 0.3599 0.3621
1.1 0.3643 0.3665 0.3686 0.3708 0.3729 0.3749 0.3770 0.3790 0.3810 0.3830
1.2 0.3849 0.3869 0.3888 0.3907 0.3925 0.3944 0.3962 0.3980 0.3997 0.4015
1.3 0.4032 0.4049 0.4066 0.4082 0.4099 0.4115 0.4131 0.4147 0.4162 0.4177
1.4 0.4192 0.4207 0.4222 0.4236 0.4251 0.4265 0.4279 0.4292 0.4306 0.4319
1.5 0.4332 0.4345 0.4357 0.4370 0.4382 0.4394 0.4406 0.4418 0.4429 0.4441
1.6 0.4452 0.4463 0.4474 0.4484 0.4495 0.4505 0.4515 0.4525 0.4535 0.4545
1.7 0.4554 0.4564 0.4573 0.4582 0.4591 0.4599 0.4608 0.4616 0.4625 0.4633
1.8 0.4641 0.4649 0.4656 0.4664 0.4671 0.4678 0.4686 0.4693 0.4699 0.4706
1.9 0.4713 0.4719 0.4726 0.4732 0.4738 0.4744 0.4750 0.4756 0.4761 0.4767
2.0 0.4772 0.4778 0.4783 0.4788 0.4793 0.4798 0.4803 0.4808 0.4812 0.4817
2.1 0.4821 0.4826 0.4830 0.4834 0.4838 0.4842 0.4846 0.4850 0.4854 0.4857
2.2 0.4861 0.4864 0.4868 0.4871 0.4875 0.4878 0.4881 0.4884 0.4887 0.4890
2.3 0.4893 0.4896 0.4898 0.4901 0.4904 0.4906 0.4909 0.4911 0.4913 0.4916
2.4 0.4918 0.4920 0.4922 0.4925 0.4927 0.4929 0.4931 0.4932 0.4934 0.4936
2.5 0.4938 0.4940 0.4941 0.4943 0.4945 0.4946 0.4948 0.4949 0.4951 0.4952
2.6 0.4953 0.4955 0.4956 0.4957 0.4959 0.4960 0.4961 0.4962 0.4963 0.4964
2.7 0.4965 0.4966 0.4967 0.4968 0.4969 0.4970 0.4971 0.4972 0.4973 0.4974
2.8 0.4974 0.4975 0.4976 0.4977 0.4977 0.4978 0.4979 0.4979 0.4980 0.4981
2.9 0.4981 0.4982 0.4982 0.4983 0.4984 0.4984 0.4985 0.4985 0.4986 0.4986
3.0 0.4987 0.4987 0.4987 0.4988 0.4988 0.4989 0.4989 0.4989 0.4990 0.4990