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Operation Research
Dr. K . Bharathi
Under the assumption that each machine can perform each job but
with varying degree of efficiencies.
Step 1: Subtract the smallest cost element of each row from all the
elements in the row of the given cost matrix. See that each row
contains atleast one zero.
Step 2: Subtract the smallest cost element of each column from all
the elements in the column of the resulting cost matrix obtained by
step 1 and make sure each column contains atleast one zero.
(a) Examine the rows successively until a row with exactly one
unmarked zero is found. Make an assignment to this single unmarked
zero by encircling it. Cross all other zeros in the column of this
encircled zero, as these will not be considered for any future
assignment. Continue in this way until all the rows have been
examined.
(b) Examine the columns successively until a column with exactly one
unmarked zero is found. Make an assignment to this single unmarked
zero by encircling it and cross any other zero in its row. Continue
until all the columns have been examined.
(a) If each row and each column contain exactly one encircled zero,
then the current assignment is optimal.
Dr. K . Bharathi
DOMINANCE PROPERTY
QUESTION TO ANSWER
If the algebraic sum of gains and losses of all the players is not
zero in a game then such game is called Non Zero sum
Game.
A game with two players wherein one person’s gain is the loss
of the other is called two person zero sum game.
The gains resulting from a two person zero sum game can be
represented in the matrix form, usually called Pay-off matrix.
B1 B2 B3
A1 20 15 22
A2 35 45 40
A3 18 20 25
B1 B2 B3
A1 1 3 1
A2 0 −4 −3
−1
A3 1 5
The Saddle point is (A1, B1) or (A1, B3) and Value of the
game v = 1 .
B1 B2 B3
A1 λ 6 2
A2 −1 λ −7
−2
A3 4 λ
B1 B2 B3 ROW MIN
A1 λ 6 2 2
A2 −1 λ −7 −7
A3 −2 4 λ −2
COLUMN MAX −1 6 2
B1 B2 B3
A1 2 4 5
A2 10 7 q
A3 4 p 8
B1 B2 B3 ROW MIN
A1 2 4 5 2
A2 10 7 q 7
A3 4 p 8 4
COLUMN MAX 10 7 8
METHOD 1:
solve the game with 2 × 2 pay of matrix
2 5
7 3
⇒ 2x + 5(1 − x) = 7x + 3(1 − x)
⇒ −7x = −2
2 5
⇒x = 7 and (1 − x) = 7
Strategy of player B is as SB = ( 27 , 75 )
⇒ 2y + 7(1 − y ) = 5y + 3(1 − y )
⇒ 7y = 4
4 3
⇒y = 7 and (1 − y ) = 7
Strategy of player A is as SA = ( 74 , 73 )
B1 B2
The strategy of player B, SB =
q1
q2
a22 − a21
p1 = λ and p2 = 1 − p1
a22 − a12
q1 = λ and q2 = 1 − q1
Solution: To find the value of the game and strategy of the player’s
A and B as
λ = [a11 + a22 ] − [a12 + a21 ] = [2 + 1] − [5 + 4] = −6
a22 − a21 1 − 4 1
p1 = λ = −6 = 2 and
1 1
p2 = 1 − p1 = 1 − 2 = 2
A1 A2
The strategy of player A, SA =
1 1
and
2 2
B1 B2
The strategy of player B, SB =
2 1
3 3
Solution:
B1 B2 ROW MIN
A1 6 9 6
A2 8 4 4
COLUMN MAX 8 9
A1 A2
The strategy of player A, SA =
4 3
and
7 7
B1 B2
The strategy of player B, SB =
5 2
7 7
−1
2
−1 0
Solution:
H T ROW MIN
H 2 −1 −1
T −1 0 −1
COLUMN MAX 2 0
A1 A2
The strategy of player A, SA =
1 3
and
4 4
B1 B2
The strategy of player B, SB =
1 3
4 4
H T ROW MIN
H 1 − 21 − 12
T − 12 0 − 12
COLUMN MAX 1 0
K.BHARATHI, AP ,SCSVMV. GAME THEORY
Where Maximin v = Maximum of row minimum , that is
v = − 12 .
a22 − a21 0 − − 12
p1 = λ = 2 = 41 and
p2 = 1 − p1 = 1 − 14 = 43
A1 A2
The strategy of player A, SA =
1 3
and
4 4
B1 B2
The strategy of player B, SB =
1 3
4 4
PROBLEM 1:
Solve the following 3 × 3 game
3 −1 −3
−3 3 −1
−4 −3 3
−6 −4 −4 −2
|C 1| = = 40 , |R1| = = 28
−1 −6 6 −4
4 2 6 −2
|C 2| = = −22, |R2| = = −22
−1 −6 −2 −4
4 2 6 −4
|C 3| = = 28 , |R3| = = 40
−6 4 −2 6
Row oddments
3 −1 −3 40
−3 3 −1 22
−4 −3 3 28
Column oddments 28 22 40 90
40 22 28
Strategy of Row Player = ( 90 , 90 , 90 ) = ( 49 , 11 14
45 , 45 )
−29
∴V = 45
3 −4 4 −1
|C 1| = = 17 , |R1| = = 14
−1 7 −6 5
−3 1 −2 −1
|C 2| = = −20, |R2| = = −12
−1 7 −2 5
−3 1 −2 4
|C 3| = =9, |R3| = = 20
3 −4 4 −6
Row oddments
−1 2 1 17
1 −2 2 20
3 4 −3 9
Column oddments 14 12 20 46
17 20 9
Strategy of Row Player = ( 46 , 46 , 46 )
17 20 9 15
Value of the Game = [( 46 × (−1) + 46 × (1) + 46 × (3)] = 23
15
∴V = 23
B1 B2 B3
A3 6 7 9
B1
A3 6
B1 B3 B4
A1
−5 1 20
A2 5 4 6
−4 −5
A3 0
B1 B3 B4
A1
−5 1 20
A2 5 4 6
Locate the highest point on the line segments that form the
lower boundary of the graph.
K.BHARATHI, AP ,SCSVMV. GAME THEORY
The line that intersect at this point identify the strategies
player B should adopt in his optimum strategy.
Locate the lowest point on the line of segment that form the
upper boundary.
B1 B2 B3 B4 B5
A1
−4 2 5 −6 6
A2 3 −9 7 4 8
That is v = −6 6= v̄ = 2.
B1 B2 B4
A1
−4 2 −6
A2 3 −9 4
B2 B4
A1
2 −6
A2 −9 4
−46
Value of the game is V = 21 .
13 8
The Strategy of row player SA = ( 21 , 21 ).
10 11
The Strategy of column player SB = (0, 21 , 0, 21 ).
−3
6
−3 0
B1 B2 B3 B4
A1 3 2 4 0
A2 3 4 2 4
A3 4 2 4 0
A4 0 4 0 8
8
Answer: Value of the game V = 3 .
K.BHARATHI, AP ,SCSVMV. GAME THEORY
MCQ QUESTIONS WITH ANSWER
Dr. K . BHARATHI
SIMPLEX PROCEDURE
QUESTION TO ANSWER
OBJECTIVE FUNCTION
CONSTRAINT EQUATIONS
subject to gi (x1 , x2 , . . . , xn ) ≤, =, ≥ bi , (i = 1, 2, 3, . . . , m)
and x1 , x2 , x3 , . . . , xn ≥ 0
........................................................
........................................................
........................................................
and x1 , x2 , x3 , . . . , xn ≥ 0
Step 3. Identify all the constraints in the given problem and then
express them as linear equations or inequalities in terms of above
defined decision variables.
Let us consider the decision variables for the three products as:
x1 unit of product A
x2 unit of product B
subject to
1 A(0, 0) 0
2 B(30, 0) 1200
subject to
−3x1 + 4x2 ≤ 12
x1 ≤ 4
2x1 − x2 ≥ −2
x2 ≥ 2
2x1 + 3x2 ≥ 12
and x1 , x2 ≥ 0.
Let constraint 6 : x1 , x2 ≥ 0 ⇒ x1 = 0, x2 = 0.
1 A(3,2) 19 = Min Z
2 B(4, 2) 22
3 C ( 45 , 18
5 )
102
5
4 D(4, 6) 42
5 E ( 34 , 72 ) 79
4
Maximize Z = x1 − 2x2
subject to
−x1 + x2 ≤ 1
6x1 + 4x2 ≥ 24
0 ≤ x1 ≤ 5
2 ≤ x2 ≤ 4
and x1 , x2 ≥ 0.
Let constraint 5 : x1 , x2 ≥ 0 ⇒ x1 = 0, x2 = 0.
1 A( 83 , 2) − 34
2 B(5,2) 1 = Max z
3 C (5, 4) −3
4 D(3, 4) −5
5 E (2, 3) −4
subject to
x1 − x2 ≤ 2
x1 + x2 ≥ 4
and x1 , x2 ≥ 0.
Let constraint 3 : x1 , x2 ≥ 0 ⇒ x1 = 0, x2 = 0.
subject to
x1 − x2 ≤ −1
−x1 + x2 ≤ 0
and x1 , x2 ≥ 0.
Let constraint 3 : x1 , x2 ≥ 0 ⇒ x1 = 0, x2 = 0.
Maximize Z = c1 x1 + c2 x2 + . . . + cn xn
where x1 , x2 , x3 , . . . , xn , s1 , s2 , . . . , sm , ≥ 0
and b1 , b2 , b3 , . . . , bn
subject to 2x1 + x2 ≤ 50
2x1 + 3x2 ≤ 90
and x1 , x2 ≥ 0
subject to 2x1 + x2 + s1 = 50
2x1 + 3x2 + s3 = 90
and x1 , x2 , s1 , s2 , s3 ≥ 0
Cj 4 10 0 0 0
CB YB XB x1 x2 s1 s2 s3 θ = Min
X
( aBiri , air > 0)
0 s1 50 2 1 1 0 0 50
0 s2 100 2 [5] 0 1 0 20 →
0 s3 90 2 3 0 0 1 30
(Zj − Cj ) 0 −4 −10 ↑ 0 0 0
x2 - Entering variable.
Cj 4 10 0 0 0
CB YB XB x1 x2 s1 s2 s3
8
0 s1 30 5 0 1 − 51 0
2 1
10 x2 20 5 1 0 5 0
4
0 s3 30 5 0 0 − 53 1
(Zj − Cj ) 200 0 0 0 2 0
x1 + 2x2 ≤ 420
and x1 , x2 ≥ 0
x1 + 2x2 + s3 = 420
and x1 , x2 , s1 , s2 , s3 ≥ 0
Cj 13 11 0 0 0
CB YB XB x1 x2 s1 s2 s3 θ = Min
X
( aBiri, air > 0)
0 s1 1500 4 5 1 0 0 375
0 s2 1575 [5] 3 0 1 0 315 →
0 s3 420 1 2 0 0 1 420
(Zj − Cj ) 0 −13 ↑ −11 0 0 0
x1 - Entering variable.
Cj 13 11 0 0 0
CB YB XB x1 x2 s1 s2 s3 θ = Min
X
( aBiri , air > 0)
13
0 s1 240 0 5 1 − 45 0 92.3
3 1
13 x1 315 1 5 0 5 0 525
0 s3 105 0 [ 75 ] 0 − 15 1 75 →
(Zj − Cj ) 4095 0 − 16
5 ↑ 0 13
5 0
x2 - Entering variable.
s3 - Leaving variable Coefficient of basic variables.
7
a32 = 5 - Pivoting element.
K.BHARATHI,SCSVMV. LINEAR PROGRAMMING PROBLEM 47 / 62
The second iteration simplex table is as
Cj 13 11 0 0 0
CB YB XB x1 x2 s1 s2 s3
0 s1 45 0 0 1 − 37 − 13
7
2
13 x1 270 1 0 0 7 − 37
11 x2 75 0 1 0 − 17 5
7
15 16
(Zj − Cj ) 4335 0 0 0 7 7
5x1 − 4x2 ≤ 3
and x1 , x2 ≥ 0
0 s2 3 5 −4 0 1 −−
(Zj − Cj ) 0 8 −2 ↑ 0 0
1 1
0 x2 2 −2 1 2 0
0 s2 5 −3 0 2 1
(Zj − Cj ) 1 4 0 1 0
Since all Zj − Cj ≥ 0, =⇒ the current basic feasible solution is optimal .
∴ The optimal solution is as Minimize Z = −1, x1 = 0, x2 = 12 .
PROBLEM 1: (Diet problem) A patient needs daily 5mg, 20mg and 15mg
of vitamins A, B and C respectively. The vitamins available from a mango
are 0.5mg of A, 1mg of B, 1mg of C, that from an orange is 2mg of B,
3mg of C and that from an apple is 0.5mg of A, 3mg of B, 1mg of C. If the
cost of a mango, an orange and an apple be Rs 0.50, Rs 0.25 and Rs 0.40
respectively, find the minimum cost of buying the fruits so that the daily
requirement of the patient be met. Formulate the problem mathematically.
subject to
−8x1 + 5x2 ≤ 60
4x1 + 5x2 ≤ 40
and x1 , x2 ≥ 0.
Answer: Max z = 1150, x1 = 5 and x2 = 4.
subject to
3x1 + 6x2 + 3x3 ≤ 22
x1 + 2x2 + 3x3 ≤ 14
3x1 + 2x2 ≤ 14
and x1 , x2 , x3 ≥ 0.
74 10
Answer: Max z = 3 , x1 = 0, x2 = 2, x3 = 3 .
Minimize Z = x1 − x2 + 2x3
subject to
3x1 − x2 + 2x3 ≤ 7
−2x2 + 4x3 ≤ 12
−4x1 + 3x2 + 8x3 ≤ 10
and x1 , x2 , x3 ≥ 0.
Answer: Min z = −11, x1 = 4, x2 = 5, x3 = 0.
4. Identify the type of the feasible region given by the set of inequalities
x − y ≤ 1, x − y ≥ 2 where both x and y are positive.
A. A triangle
B. A rectangle
C. An unbounded region
D. An empty region
Dr. K . Bharathi
QUESTION TO ANSWER
Idle time : it is the time the machine remains idle during the
total elapsed time.
All jobs are completely known and are ready for processing.
PROBLEM 1: Suppose that there are five jobs, each of which has to
be processed on two machines A and B in the order AB. Processing
times are given in the following table:
JOBS 1 2 3 4 5
MACHINE A 6 2 10 4 11
MACHINE B 3 7 8 9 5
JOBS 1 2 3 4 5
MACHINE A 6 2 10 4 11
MACHINE B 3 7 8 9 5
4 2 6 9 18
3 6 16 18 26
5 16 27 27 32
1 27 33 33 36
JOBS A B C D E
Printing 5 1 9 3 10
Binding 2 6 7 8 4
JOBS A B C D E
Printing 5 1 9 3 10
Binding 2 6 7 8 4
D 1 4 7 15
C 46 13 15 22
E 13 23 23 27
A 23 28 28 30
JOBS 1 2 3 4 5
MACHINE A 8 10 6 7 11
MACHINE B 5 6 2 3 4
MACHINE C 4 9 8 6 5
JOBS 1 2 3 4 5
MACHINE G 13 16 8 10 15
MACHINE H 9 15 10 9 9
PROBLEM 1: Find the sequence that minimizes the total time re-
quired in performing the following jobs on four machines in order
ABCD. Processing times (in hours) are given in the following table
:
JOBS 1 2 3 4
MACHINE A 13 12 9 8
MACHINE B 8 6 7 5
MACHINE C 7 8 8 6
MACHINE D 14 19 15 15
JOBS 1 2 3 4
MACHINE G 28 26 24 19
MACHINE H 29 33 30 26
Seq : A B C D E
JOB 1
Time : 3 4 2 6 2
Seq : B C A D E
JOB 2
Time : 5 4 3 2 6