OperationsResearch

LinearProgrammingProblems

ItisatypeofORproblemwhichisnothingbuttheprocessofdeterminingtheparticularplanofaction
from among several alternatives. The term linear indicates that the all relations in the problem are
linearinnature.

GeneralformatofLLP

.
Objectivefunction
Subjectto
Constraints

, ,
0 Nonveconstraints

Mathematicalformulation

AcompanymanufacturestwodifferenttypesofproductsP1&P2.Eachproductrequiresprocessingon
millingmachineanddrillingmachine.Buteachtypeofmachinehaslimitedhoursavailableperweek.
The net profit of the products, resource requirement and availability of resources are summarized as
givenbelow.DeveloptheLLPmodelforthegivenproblem.

P1
P2
m/chravailable/week
Millingm/c
2
5
200
Drillingm/c
4
2
240
Profit(Rs.)/unit 250 400

400
.
250
Subjectto
2
5
200
2
240
4
,
0

SolutionofLPP

Graphicalmethod(fortwovariablesonly)
Simplexmethod

Graphicalmethod

1.
.
6
8
Subjectto
10
60
5
4
40
4
,
0

10
0;
12;

60
6
0

Diagram

O(0,0)
A(10,0)
B(8,2)
C(0,6)

SubstituteO,A,B&Cinobj.function

Z(O)=0
Z(A)=60
Z(B)=64
Z(C)=48

Thereforesolution,Zmax=64
x1=8&x2=2

Simplexmethod

1. SolvethefollowingLPPusingsimplexmethod

.Z
2
Subjectto
2
18
2
12
2
13
,
0

Introducestackvariablex3,x4&x5
Aux.LPP
MaxZ=x1+2x2+0x3+0x4+0x5

Subto

2
8
2
12
2
3
, , , ,
0

II

4
0;
10;

40
10
0

I.B.F.S(InitialBasicFeasibleSolution)

, , )=(8,12,3)

Startingtable

1
2
0
CB
YB
XB Y1 Y2 Y3
0
y3
8
1 2* 1

0
y4
12 1
2
0
0
y5
3
1
2 0
ZjCj
0
1 2 0
Netevaluation

Enteringvectory2
Leavingvectory3
*Pivotelement

IIteration

1
2
0

0
Y4
0
1
0
0

0
Y5
0
0
1
0

Y4

Y5

CB

YB

XB

Y1

y3

y4

2*

y5

11

ZjCj
8
Netevaluation

Enteringvectory1
Leavingvectory4

PivotalCalculation
12
3

12
12

Y2

2 8
2
2 8
2

Y3

NoteifallthevaluesXB/Yiis0orveor,
then we cant proceed further. Then the
givenLPPishavingunboundedsolution.

11

2x

2 1
2
2 1
2

IIIteration,

CB

YB

XB

Y1

Y2

Y3

Y4

Y5

Y2

Y1

Y5

11

ZjCjNet
12 0
0
0
1
0
evaluation

AlltheZjCjvaluesare0.Itisanoptimaltable.

x1=2
X2=5
Zmax=12

3
2.
5

Sub.To

2
2
10
5
8
12
3
,
0

Solution
Stackvariable:(x3+x4+x5)
Aux.LPP:MaxZ=5x1+3x2+0x3+0x4+0x5
Sub.to
2
2
10
5
8
12
3
4

, , , ,
0

I.B.F.S(InitialBasicFeasibleSolution)

, , )=(2,10,12)

Startingtable

1
2
0
0

CB

YB

XB

Y1

y3

y4

y5

Y3

Y4

Y5

1*

10

12

ZjCjNet
0
5
evaluation

IIteration

Enteringvectory1
Leavingvectory4

Y2

CB

YB

XB

Y1

Y2

Y3

Y4

Y5

Y1

Y4

y5

ZjCjNet
10
evaluation

PivotalCalculation

2 5
10
1
2 3
12
1

3 1
8
1
5 1
2
1

5 1
0
1
5 0
1
1

x1=2
X2=0
Zmax=10

Conceptofduality

.
24x
30x

Sub.to

2
3
10
9
15
4
6
20
6

,
0

SolvethegivenLPP

Primal

3
5

Dual

Obj.function=

Min

Max

Dec.variable=

Constant=

10

15

20

Sub.to

2
4
9
3

6
6
,w w

24
30
0

Aux.LPP

.
10
15
20

Sub.to

2
4
6
24
9
6
30
3
,w w
0

IBFS

24,30
,

10 15 20

CB

YB

XB

Y1

Y2

Y3

Y4

Y5

y3

24

6*

Y5

30

15

20

ZjCjNet

0
evaluation
10

y3entersthebasis
Y5leavesthebasis

IIteration

10

15

20

CB

YB

XB

Y1

Y2

Y3

Y4

Y5

20

Y3

2/6

4/6

1/6

Y5

1*

20/6

10/6

20/6 0

ZjCjNet
80
evaluation


y1entersthebasis
Y5leavesthebasis

IIIteration,

10

15

20

CB

YB

XB

Y1

Y2

Y3

Y4

Y5

20

Y3

3/6

2/6

10

Y1

100

15

10/3

ZjCj

Two Phase Simplex Method

Sub.to
3
2
2
, ,

4
5
3
4
0

Introduce imaginary variables,

0
Sub.to
3
2
2
, , ,

4
,

5
3
,

4
0

(x4=slackvariable)
(x5=surplusvariable;x6=artificialvariable)

PhaseI

0
Sub. to
3
2
2
, , ,

4
,

5
3
,

4
0

IBFS
,

5,3,4

Starting table

CB

YB

XB

Y1

Y2

Y3

Y4

Y5

Y6

Y3

Y4

Y6

2*

ZjCjNet
4
evaluation

Y2
entersthebasis
Y6
leavesthebasis

IIteration

0
0

CB

YB

XB

Y1

Y2

Y3

Y4

Y5

Y6

Y3

11

5/2 0

3/2

3/2

Y4

Y2

ZjCj
1
0
0
0
0
0
0
evaluation

Tocheck

1. Tableisoptimal
2. Z=0
3. Atleastoneartificialvariabledisappearsfromthebasis(or)nequaltozero

PhaseII
9

Startingtable,

CB

YB

XB

Y1

Y2

Y3

Y4

Y5

Y3

11

5/2

3/2

Y4

Y2

1/2

1/2

ZjCj
13 0
0
1
0
2
evaluation

Theobtainedtableisnotanoptimaltable.

All the ratios of XB/ Y5 is ve so we cannot proceed further. So the given LPP is said to have an
unboundedsolution.

TwoPhaseSimplexMethodAlgorithm

1. Introduceslackvariableforthelessthanorequaltoconstraintand1surplus&1artificialfor
each constraint. The coefficient of surplus variable in the object function is zero & the
constraintis1.Thecoefficientofartificialvariableintheobjectfunctionis1&theconstraint
is+1.
2. Gotophase1.Converttheobjectfunctionbygiving0coefficienttoallthevariablesexcept
theartificialvariables.
3. GettheIBFS&proceedfurtheruntilwegetanoptimaltable
4. Intheoptimaltable,checkwhetherthefollowingconditionsaresatisfied.
i)
Z=0
ii)
Atleastoneartificialvariabledisappearfromthebasisorequaltozero

Iftheaboveconditionsaresatisfied,proceedtophase2.

5. In the phase 2, go back to the original object function by omitting the artificial variables and
draw the starting table and iterate further until you get an optimal table and write down the
optimalsolution.

1.
2

10

Sub.To
6
4
6
3
3
2
, , ,

3
4
5
,

8
1
4
,

MaxZ=0x1+0x2+0x3+0x4+0x5+0x60x7

Sub.to

4
6
6
3
2
3

3
4
5

8
1

IBFS
,

8,1,4

Starting table

CB

YB

XB

Y1

Y2

Y3

Y4

Y5

Y6

Y7

Y4

6*

Y5

Y7

ZjCj
4
evaluation
IIteration

CB

YB

XB

Y1

Y2

Y3

Y4

Y5

Y6

Y7

Y2

4/3 2/3 1

1/6

Y5

Y7

13/2 1/2 0

13/2

ZjCj
0
evaluation

Tocheck

11


1. Tableisoptimal
2. Z=0
3. Atleastoneartificialvariabledisappearsfromthebasis.

PhaseII

CB

YB

XB

Y1

Y2

Y3

Y4

Y5

Y6

Y7

Y2

4/3 2/3

1/6

Y5

7*

Y7

13/2

1/2

1/2

1/6

Y2

Y3

Y4

Y5

Y6

Y7

ZjCj
4/3 4/3
evaluation

2nditeration

2
CB

YB

XB

Y1

Y2

10/21 0

25/42 1/14

2/21

2/21

Y1

9/7

1/7

1/7

1/7

Y7

13/2

1/2

ZjCj
64/21 0
0

1/3
4/21
evaluation

Thereforex1=9/7;x2=10/21;x3=0;Max.Z=64/21

Transportationproblems

12

Transportationmatrix/table

Origins

Destinations
O1
O2

ON

Demand

D1D2 DM
C11
C12

Cn1
b1

C21
C22

Cn2
b2

C1m
C2m

Cnm
bm

Supply

availability
a1
a2

an

Requirement

Transportationproblem(TP)isthespecialcaseofLPP.Theobjectiveofwhichistotransportasingle
commodity from n origins to m destination in such a way that the total transportation cost is
minimum.

MethodsforfindingoutIBFS

1. Leastcostmethod
2. Northwestcornermethod
3. Vogelsapproximationmethod(VAM)(fornearoptimalsolution)

1. SolvethefollowingTP

To

Availability

b1
b2
b3
b4
u1
3
2
7
6 5000
From
u2
7
5
2
3 6000
u3
2
5
4
5 2500
Requirement 6000 4000 2000 1500

4000

2ndleastelement
3
7
6
5000 (1)
2
Leastelementie.(32=1)
7
5
2
3

6000 (2)
2
5
4
5

2500 (3)

13,500
6000 4000
2000 1500 13,500
(1)
(2)
(3)
(4)

b1
b3
b4

(3)
u1
1000
7
6
1000
3
13

u2
u3

7
2

2
4

3
5

6000 (1)
2500 (2)
9500
2000 1500 9500
(2)
(3)

6000

(1)

[ie50004000]

b1
b3
b4

7
2
3
6000 (1)
u2
u3

(2)
2500
4
5
2500
2

8500
5000
2000 1500 8500

(1)
(2)
(3)

[ie60001000]

b1
b3
b4

2000
1500
2500
6000
7
2
3
2500

u1
u2
u3

2000

1500

6000
6000

b1
1000

b2
b3
b4
4000
7
6
3
2
2000
2500
1500
5
7
2
3

2500
5
4
5
2

ZIBFS=(3x1000)+(2x4000)+7x2500)+(2x2000)+(3x1500)+(2x2500)

=42000

MODImethod

Degeneracy

m+n1=no.ofallocation

m=no.ofrows
14

3+41=6

6=6

Basiccells(cellhavingallocation)
ui+vj=cij
u1+v1=3
u1+v2=2
u2+v1=7
u2+v3=2
u2+v4=3
u3+v1=2

Let

v1=0
u1=3
v2=1
u2=7
v3=5
u3=2
v4=4

NonBasiccells(cellsnothavingallocation)

Netevaluation=ui+vjcij
357=9(ve)
346=7(ve)
715=1
215=4(ve)
254=7(ve)
245=7(ve)

b1
b2
b3
b4

u1
1000
4000
7
6
+3 2
u2
1500
2000
2500
+
5
2
3
7

u3
2500
5
4
5
2

(0)
(1)
(5)
(4)

Fromtable=2500&4000
Therefore=2500(iemin.ofvalues)

IIteration,

b1
b2
b3
b4
(ve)
(ve)
u1 2500
1500
7
6
3
2

n=no.ofcolumns

(3)
(7)
(2)

(3)

15

u2
u3

ve 2500 2000
7
5
2
(ve)
(ve)
2500
5
4
2
(6)
(5)
(2)

1500

(0)

3
(ve) (4)
5
(3)

ForBasiccells,

ui+vj=cij
u1+v1=3
u1+v2=2
u2+v2=5
u2+v3=2
u3+v4=3
u3+v1=2

Let

v1=6
u1=3
v2=5
u2=0
v3=2
u3=4
v4=3

ForNonbasiccells,
Netevaluation=ui+vjcij
Allthenonbasiccellsarehaving(ve)values.
Therefore,thecurrenttableisanoptimaltable.

Zopt=(3x3500)+(2x1500)+(5x2500)+(2x2000)+(3x1500)+(2x2500)

=39,500

Sequencingproblem

It is nothing but finding out the optimal order or sequence in which n jobs have to be
processedondefinitenumberoffacilities.Sothatthetotalelapsedtimeisminimum.

16

Twomachinesandnjobs

1. Findouttheoptimalsequence,totalelapsedandidletimeforeachmachine.(Timeinminutes)

Job J1 J2 J3 J4 J5 J6
m/c A
1
3 8 5 6 3
m/c B
5
6 3 2 2 10

Optimalsequence(Johnsonsalgorithm)

A
J1
J2
J3
J4
J5
J6
B

Totaltimeelapsed(TET)

Job m/cA
m/cB
In Out In out
6
1
1
0
J1
16
6
4
1
J2
16 22
7
4
J3
15 22 25
7
J4
15 20 25 27
J5
20 26 27 29
J6

Idletime m/cA=2926=3min.

m/cB=10=1min.

Totaltimeelapsed=29min.

Threemachines&njobs

1. Findtheoptimalsequence&idletimeforeachmachinesforthefollowingproblem.(Durationin
hours)

Jobs A B
C D E F G
M1
3 8
7 4 9 8 7
M2
4 3
2 5 1 4 3
M3
6 7
5 11 5 6 12

A B
C D E F G
G
7 11 9 9 10 12 10
(M1+M2)
H
10 10 7 16 6 10 15
(M2+M3+)
17


Optimalsequence

G A D G B F C E H

TET

Job
M1
M2
M3
In Out In out In out
13
7
7
3
3
0
A
12 13 24
7
7
3
D
14 14 17 24 36
7
G
14 22 22 25 36 43
B
22 30 30 34 43 49
F
30 37 37 39 49 54
C
37 46 46 47 54 59
E

Idletime

M1=5946=13hrs

M2=(3+2+5+5+3+7+12)=37hrs
M3=7hrs

TET=59hrs

nmachines&n;jobs

For n machines problem, conver n machines into 2 machines problem for find out the optimal
sequence.

MachineG=M1+M2++Mn1
MachineH=M2+M3++Mn

Networkscheduling

CPMCriticalPathMethod
PERTProgrammeEvaluation&ReviewTechnique

18

ActivityEventNET

Network

It is nothing but the graphical representation of all the operations involved in a project consisting of
activityandevent

Activity

Activityisnothingbutataskorjoborpieceofworktobeperformedwhichconsumestimeandother
resources.Itisrepresentedbyasymbol

Eventornode

Aneventisnothingbutaspecificdurationatwhichanactivitystartsorend.Itisrepresentedbyacircle
(O)

Dummyactivity

Itisnothingbutanimaginaryactivitywhichisusedforcompletingtheprojectnetwork.

Constructionofanetwork

1. Constructanetworkforthefollowingdata

A,B&Cfirstactivities
A&B
precede D
B

E,F&H
F&H

G
E&H

I&J
C,D,F&J
K
K

L
I,G&lTerminal

G
4

9
F

6
E
1
B
I
L

D2
3

8
A

J
5
D1 H

K
D
CriticalPathMethod(CPM)
2
7

CPMCalculation
19

1. Drawthenetworkandfindalsothetotallengthoftheprojectwhenthedurationoftheeachtask
areasfollows.

A<D,E
B,D<F
C<G
D,G<H
F,G<I
A=23
B=8
C=20
D=16
E=24
F=18
G=19
H=4
I=10(Durationindays)

20


G(19)

5
4

C(20)
D1(0)
D2(0) H(4)

B(8)
F(18)
I(10)
1
3
6

A(23)

E(24)
D(16)

Task Duration
Earliest
Latest
Start
Finish Start
Finish
23
0
23
23
0
12
8
0
39
8
31
13
20
0
38
20
18
14
39
23
39
16
23
23
47
23
67
24
43
27
39
39
57
0
57
35
57
39
57
18
39
36
20
57
19
38
45
39
39
57
0
57
56
39
39
67
4
63
57
43
57
67
10
57
67
67

Earlieststarttime(ESi)

ES1=0

ES2=0+23=23

8
8
ES3=Max
39
16
39

ES4=0+20=20

0
ES5=
39 39
39
19

18
57 , 39
57
ES6=
0

Float(or)slack
0
31
18
0
20
18
0
18
18
24
0

21

ES7=

24
4
0

47
43
67

67

Latestfinishtime(LFi)

LF7=67(ES7)

LF6=57ie(LF710)

4
LF
LF5=Min
63,57
57
0
LF

LF4=LF519=38

18
LF
LF3=Min
39,57
39
0
LF

24
LF
43 , 23
23
LF2=
16
LF

LF
23
LF
8
0,31,3
0
LF1=
LF
20

Note:

criticalactivitiesistheactivitywhicharehavingzeroslackorfloat
slack=latestfinishtimeearliestfinishtime

Criticalpathis
(12),(23),(36),(67),(12)
ie.,(12367)
Totallengthoftheprojectis67days

G
5

4
C
D1
H
D2

F(18)
B(8)
I(10)

1
3
6
7

A(23)
E

D(16)

22

PERT

1.

a)
b)
c)
d)

Asmallprojectiscomposedof7activitieswhosetimeestimatesarelistedinthetable.
Drawtheprojectnetwork
Findtheexpecteddurationandvarianceofeachactivity
Calculatetheexpectedlengthoftheproject
Calculatetheprobabilitythattheprojectwillbecompletedatleast4weeksbeforetheexpected
time.

Activity

12
13
14
25

Expectedduration
Optimistic
time(a)
1
1
2
1

Mostlikelytime
(m)
1
4
2
1

pessimistic
time(b)
7
7
8
1
23

35
46
56

Solution

Activity

2
2
3

14
8
15

5
5
6

Expectedduration
Optimistic
time(a)

Mostlikelytime
(m)

1
1
12
4
1
13
2
2
14
1
1
25
5
2
35
5
2
46
6
3
56

3
6
4

2
1
1
5

3
5

Thecriticalactivitiesare1356

solution
pessimistic
time(b)
7
7
8
1
14
8
15

Variance

t=

2
4
3
1
6
5
7

1
1
1
0
4
1
4

7
6

Totallengthoftheproject=17weeks(4+6+7=17)

Varianceoftheproject=1+4+4=9
24

13
1

17

4
3

1.33

Fromtheprobabilitytable,

ForZ=1.33
Probability,p=0.09=9%

Assignmentproblems

M/cs A
Jobs
1
2
3
4
5

10
7
13
12
8

12
16
14
10
13

15
14
7
11
15

12
14
9
13
11

8
11
9
10
15

Checkno.ofrows=no.ofcolumns,otherwiseadddummyroworcolumnwithzerocost
Hungarianalgorithm
25


2
0
6
2
0

4
9
7
0
5

7
7
0
1
7

4
7
2
3
3

0
4
2
0
7

Subtractleastcost(8)fromallthevaluesinthe1strow
2
0
6
2
0

4
9
7
0
5

7
7
0
1
7

4
7
2
3
3

0
4
2
0
7

Then,subtractleastcostineachcolumn

Here,no.oflinesn=4
No.ofrowsorcolumnsN=5
IfnN
Leastuncoveredelement=1

Add1tointersectingelements

Subtract1touncoveredelements

Nochangetocoveredelements

3
0
7
3
0

4
8
7
0
4

7
6
0
1
6

2
4
0
1
0

0
3
2
0
6

Here,n=N
M/cs A
Jobs
1
2
3
4

26

Encirclethesingzeroineachrowandcolumnfirst&crosstheotherzero

ie.,
job

machines cost

=8

=7

=7

=10

5
D
=11

optimalcost

Zmin= 43

Crashing

1. Asmallprojectconsistsofthefollowingactivities

Jobs
Normaltime Crashtime Crashcost
20
6
9
12
25
5
8
13
30
10
15
14
10
3
5
24
15
6
10
34
40
1
2
45

Findtheoptimallength&costoftheproject.IftheoverheadcostisRs.60/day
UsingCPM,
Thecriticalactivitiesare13,34,&45
Thenormalprojectlength=20days

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Costslope(CS)=

60
9

25
6

35
3

60 15
10 6
60 40
2 1

45
4
20
1

11.66
11.25
20

Arrangethecostslopeinascendingorder.

Activitytobecrashed

34
34
34
34
13
13
13
45

Projectduration
20
19
18
17
16
15
14
13
12

Crashcost Overheadcost
20x60=1200

19x60=1140
1x15=15
18x60=1080
2x15=30
17x60=1020
3x1545
16x60=960
4x15=60
15x60=900
60+25=85
14x60=840
85+25=110
13x60=780
110+25=135
12x60=720
135+25=175

Totalcost
1200
1155
1110
1065
1020
985
950
915
895

Optimallengthoftheproject=12days
Optimalcostoftheproject=Rs.895/

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