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K.L.N.

College of Engineering, Pottapalayam-630611


Department of Mathematics
20MB201 OPERATIONS RESEARCH FOR MANAGEMENT

UNIT_-1
INTRODUCTION TO LINEAR PROGRAMMING

1.Define O.R.
Operations Research is the application of scientific methods, techniques and tools to
operations of systems to obtain optimal solution to the problems, it provides a
quantitative technique to the managers for making better decisions for operations
under control.
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2.Write applications of O.R.
*Production ,blending, product mix.
*Inventory control, demand forecast, sale and purchase.
*Transportation, repair and maintenance, scheduling and sequencing.
*Planning, scheduling and controlling of projects.
*Optimal allocation of men, machines, materials, time and money.
*Location and size of warehouses, distributions centers, retailed pots, etc.
*Cash management so that all sections are departments receive adequate supply of
funds
3. Write down the Advantages of LPP
(i)It provides an insight and perspective in to the problem environment. This
Generally results in clear picture of the true problem.
(ii)It makes a scientific and mathematical analysis of the problem situations.
(iii)It gives an opportunity to the decision maker to formulate his strategies
Consistent with the constraints and the objectives.
(iv)It deals with changing situations. Once a plan is arrived through the linear
programming it can be revaluated for changing conditions.
(v)By using linear programming the decision maker makes sure that he is
Considering the best solution.
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4. Write down the Limitations of LPP.
(i) The major limitation of LPP is that it treats all relationships as linear. But it is not
true in many real life situations.
(ii)The decision variables in some LPP would be meaningful only if they have integer
values. But some times we get fractional values to the optimal solutions, where only
integer values are meaningful.
(iii)All the parameters in the linear programming model are assumed to be known
completely or they may be probabilistic and they may be liable for changes from
time to time.
(iv)The problems are complex if the number of variables and constraints are quite
large.
(v)Linear programming deals with only a single objective problems, whereas in real
Prepared by Dr. R.SELVARANI/ ASSOCIATE PROFESSOR, DEPARTMENT OF MATHEMATICS, KLNCE 1
K.L.N. College of Engineering, Pottapalayam-630611
Department of Mathematics

life situations, there may be more than one objective.


………………………………………………………………………………………………...
5. Write the Basic assumption of LPP:
Proportionality : The contribution of each variable in the objective function or its
usage of the resources is directly proportional to the value of the variable. (i. e) if
resources availability increases by some percentage, then the output shall also
increase by the same percentage.
Additivity : Sum of the resources used by different activities must be equal to the
total quantity of resources used by each activity for all the resources individually
or collectively.
Divisibility: The variables are not restricted to integer values.
Certainty or deterministic: Co-efficient in the objective function and constraints
are completely known and do not change during the period under study in all the
problems considered.
Finiteness: Variables and constraints are finite I number.
Optimality: In a LPP we determine the decision variables so as to optimize the
objective function of the LPP.
The problem involves only one objective namely profit maximization or cost
minimization.
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6.What is the draw back of Graphical method of solving LPP?
Graphical method is not a powerful tool of a LPP as a most of the practical
situations do involve more than two variables. Though graphical method can deal
with any number of constraints but since each constraint is shown as a line on a
graph, a large number of lines make the graph difficult to read.
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7.Define a general LPP
Max (or) Min Z = c 1 x 1 +c 2 x 2 +… .. c n x n
Subject to a 11 x1 + a12 x 2+ … … .+ a1 n x n ≤ ,=, ≥ b1
a 21 x1 + a22 x 2+ … … .+a2 n x n ≤ ,=,≥ b2
………………………… ……………………………
a m 1 x 1+ am 2 x2 +… … .+ amn x n ≤ ,=, ≥ bm
and x 1 , x 2 , x 3 ….. x n ≥ 0
8.Define Slack and surplus variable of LPP
If the constraints of a general LPP be
n

∑ aij x j≤ b i , i = 1, 2,3 ……k


j=1

then the non – negative variables si which are introduced to convert the inequalities
into equations
n

∑ aij x j + si = bi i = 1, 2,3 ……k are called the slack variables.


j=1

If the constraints of a general LPP be

Prepared by Dr. R.SELVARANI/ ASSOCIATE PROFESSOR, DEPARTMENT OF MATHEMATICS, KLNCE 2


K.L.N. College of Engineering, Pottapalayam-630611
Department of Mathematics
n

∑ aij x j ≥ bi , i = 1, 2,3 ……k


j=1

then the non –negative variables si which are introduced to convert the inequalities
into equations
n

∑ aij x j - si = b i, i = 1, 2,3 ……k


j=1

are called the Surplus variables.


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9.Define artificial variable and unrestricted variable
Artificial Variable: Introduce the non –negative artificial variables R1, R 2 ………..to
theleft hand side of all constraints of ≥ or = type.
Unrestricted variable : if a variable is unconstrained or unrestricted(without
specifying sign), it can always be expressed as the difference of two non – negative
variables.
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10.Define solution.
A set of values x 1 , x 2 … . x n which satisfies constraints of the LPP is called its
solution.
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11.Define feasible and Optimal solution to the linear programming problem.
Feasible solution: Any solution to a LPP which satisfies the non-negativity
restrictions of the LPP is called its feasible solution.
Optimal solution: Any feasible solution which optimizes ( Maximizes or Minimizes)
the objective function of the LPP is called its Optimal solution.
12.Mention the Canonical form of LPP
The general LPP can always be expressed in the following form.
Max Z = c 1 x 1 +c 2 x 2 +… .. c n x n
Subject to a 11 x1 + a12 x 2+ … … .+ a1 n x n ≤ b1
a 21 x1 + a22 x 2+ … … .+a2 n x n ≤ b2
………………………… ……………………………
a m 1 x 1+ am 2 x2 +… … .+ amn x n ≤b m

and x 1 , x 2 , x 3 ….. x n ≥ 0
This form of LPP is called the canonical form of the LPP.
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13.Mention the Matrix form of Canonical form of LPP
In matrix notation, the canonical form of LPP can be expressed as
Max Z = C X
Subject to
AX≤b
and X≥ 0 where

Prepared by Dr. R.SELVARANI/ ASSOCIATE PROFESSOR, DEPARTMENT OF MATHEMATICS, KLNCE 3


K.L.N. College of Engineering, Pottapalayam-630611
Department of Mathematics

( ) () ()
a11 a12 a 1n x1 b1

C=( c 1 , c 2 … c n ) , A= a21 a22 a 2n , X = x 2 ,b= b2
⋮ ⋱ ⋮ ⋮ ⋮
a m 1 am2 ⋯ amn xn bn
----------------------------------------------------------------------------------------------------------------

14.What are the characteristics of the canonical form of LPP?


(i) The objective function is maximization type.
(ii) All constraints are of (≤ ¿ type
(iii) All variables x i are non –negative.
(iv) Right hand side of each constraint is non negative.
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15.Mention the standard form of LPP.
The general form of LPP is of the form
Max Z = c 1 x 1 +c 2 x 2 +… .. c n x n
Subject to a 11 x1 + a12 x 2+ … … .+ a1 n x n =b1
a 21 x1 + a22 x 2+ … … .+a2 n x n=b2
………………………… ……………………………
a m 1 x 1+ am 2 x2 +… … .+ amn x n=bm
and x 1 , x 2 , x 3 ….. x n ≥ 0
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16.Mention the matrix notation of standard form of LPP.
In matrix notation , the standard form of LPP can be expressed as
Max Z = C X
Subject toA X = band X ≥ 0
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17.What are the characteristics of the standard form of LPP?
(i)The objective function is maximization type.
(ii)All constraints are expressed as equations.
(iii)Right hand side of each constraint is non negative.
(iv)All variables are non –negative.
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18.Define basic solution.
Given a system of m linear equations with n variables (m < n) , the
solution obtained by setting (n – m) variables equal to zero and solving for
the remaining m variables is called basic solution.
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19.Define non-basic and basic variables
The m variables are called basic variables and they form the basic solution.
The (n-m) variables which are put to zero are called as non – basic variables.
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20.Define non-degenerate basic solution.
A basic solution in said to be a non-degenerate basic solution if none of the basic
Prepared by Dr. R.SELVARANI/ ASSOCIATE PROFESSOR, DEPARTMENT OF MATHEMATICS, KLNCE 4
K.L.N. College of Engineering, Pottapalayam-630611
Department of Mathematics

variables is zero.
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21.Define degenerate basic solution.
A basic solution is said to be a degenerate basic solution if one or more of the basic
variables are zero.
22.Define basic feasible solution.
A feasible solution which is also basic is called a basic feasible solution.
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23.Define degeneracy of a LPP
Degeneracy : The concept of obtaining a degenerate basic feasible solution in a
LPP is known as Degeneracy.
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24. Define unbounded solution of LPP
Unbounded solution: The value of the objective function can be increased
indefinitely without a limit.
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25.Defineinfeasible solution of LPP
Infeasible solution ( Non-existing feasible solution)
In an LPP, when there is no point belonging to the solution space satisfying all the
constraints, then the problem is said to have infeasible solution.
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26. Give the mathematical formulation of LPP
Optimize Z = f ( x 1 , x 2 , … … x n)
Subject to gi ( x 1 , x 2 , … … x n ) ≤ ,=, ≥b i , ( i=1,2 , … . m)
and x 1 , x 2 , x 3 ….. x n ≥ 0.
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27.What are the methods involved in using artificial variables?
Big M – Method , Two Phase – Method.
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28.Express the following LPP in the canonical form.
Max Z = 2 x1 +3 x 2+ x3
Subject to the constraints 4 x1 −3 x 2 + x 3 ≤ 6
x 1+ 5 x 2−7 x 3 ≥−4
x 1 , x 3 ≥ 0 , x 2 is unresticted .
Solution: Max Z = 2 x1 +3 x −3 x '2' + x3
'
2

Subject to the constraints 4 x1 −3 x '2 +3 x '2' + x 3 ≤ 6


−x 1−5 x '2+5 x '2' +7 x 3 ≤ 4
' ''
x 1 , x 2 , x 2 , x3 ≥ 0
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29. Express the following LPP in Standard (matrix) form:
Max Z = 4 x1 +2 x 2+ 6 x 3
Subject to the constraints 2 x1 +3 x 2+ 2 x 3 ≥6
3 x 1+ 4 x 2=8
Prepared by Dr. R.SELVARANI/ ASSOCIATE PROFESSOR, DEPARTMENT OF MATHEMATICS, KLNCE 5
K.L.N. College of Engineering, Pottapalayam-630611
Department of Mathematics
6 x 1−4 x2 + x 3 ≤10
x1 , x2 , x3 ≥ 0
Solution: Max Z = 4 x1 +2 x 2+ 6 x 3 +0 s1 +0 s2
Subject to :2 x1 +3 x 2+ 2 x 3−s1 +0 s2=6
3 x 1+ 4 x 2+ 0 x3 +0 s1 +0 s2=8
6 x 1−4 x2 + x 3 +0 s 1 +s 2=10
x 1 , x 2 , x 3 , s1 , s 2 ≥ 0
Matrix Form:
Max Z = C X, Where C = ( 4,2,6,0,0)
Subject to
AX=b
and X ≥ 0

[]
x1

( ) ()
2 3 2 −1 0 6 x2
A= 3 4 0 0 0 , b= 8 , X= x 3
6 −4 1 0 1 10 s1
s2
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30.State the variants of simplex method in solving a LPP
Degeneracy,Unbounded solution, Alternative Optimal solution, Infeasible solution
( Non-existing feasible solution).
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36. What are the variations affecting feasibility.
(i) Changes in resources availability (or right side of the constraints or
requirement vector b.
(ii) addition of new constraints.
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UNIT-2
Transportation and Assignment problems
1)What do you mean by Transportation problem?
Transportation deals with the transportation of a commodity(single product) from
‘m’ sources (origins or supply or capacity centres) to ‘n’ destinations (sinks or
demand or requirement centre). It is assumed that
(i) Level of supply at each source and the amount of demand at each destination and
(ii) The unit transportation cost of commodity from each source to each destination
areknown.
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2) Give the mathematical formulation of a T P.
m n

Min Z = ∑ ∑ c ij x ij
i=1 j=1

Subject to the constraints

Prepared by Dr. R.SELVARANI/ ASSOCIATE PROFESSOR, DEPARTMENT OF MATHEMATICS, KLNCE 6


K.L.N. College of Engineering, Pottapalayam-630611
Department of Mathematics
n

∑ x ij=a i , i=1,2 … .. m
j=1
m

∑ x ij=b j , j=1,2 … .. n
i=1

and x ij ≥ 0 ∀ i∧ j
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3)State the necessary and sufficient condition for the existence of a feasible solution to a
TP.
The necessary and sufficient condition for the existence of a feasible solution to a
m n m n

TP is ∑ ai=∑ b j . (ie. total supply=total demand). If ∑ ai=∑ b j then


i=1 j=1 i=1 j=1

the given problem is a balanced TP.


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4)Define feasible and basic feasible solution of a Transportation problem.
A set of non-negative values x ij , i=1,2. .m , j=1,2 … n that satisfies the constraints
(rim conditions and also the non-negativity restrictions) is called a feasible solution.
A feasible solution to a (m x n) transportation problem that contains no more than
m+n-1 non-negative allocations is called a basic feasible solution to the
transportation problem.
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5)What are the methods to solve a IBFS of a TP?
North- West corner rule( NWC), Least cost method ( LCM) & Vogel’s
Approximation method( VAM) or penalty method.
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6) Define non degenerate basic feasible solution of a TP
A basic feasible solution to a ( m× n ) transportation problem is said to be a non
degenerate basic feasible solution if it contains exactly m + n -1 non negative
allocations in independent positions.
7) Define degenerate basic feasible solution of a TP.
A basic feasible solution that contains less than m+n-1 non-negative allocations
is said to be a degenerate basic feasible solution.
8) Define optimal solution of a TP
A feasible solution (not necessarily basic) is said to be an optimal solution if it
minimizes the total transportation cost.
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9) Indicate how you will test for optimality of a TP.
Modified distribution method ( MODI)
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10)What is meant by degeneracy in a T P ?. How to resolve degeneracy?
In a transportation problem, whenever the number of non – negative
independent allocations is less than m + n -1, the transportation problem is said to
be a degenerate one.

Prepared by Dr. R.SELVARANI/ ASSOCIATE PROFESSOR, DEPARTMENT OF MATHEMATICS, KLNCE 7


K.L.N. College of Engineering, Pottapalayam-630611
Department of Mathematics

To resolve degeneracy, we allocate an extremely small amount ( close to zero ) to


one or more empty cells of the transportation table, so that the total number of
occupied cells becomes (m + n- 1) at independent positions. We denote this small
amount by ϵ satisfying the following conditions.
( i) 0 <ϵ < x ij , ∀ xij >0
(ii) x ij ± ϵ=x ij , ∀ xij >0. The ‘ϵ ' s are kept till the optimum solution is
attained. Then we let each ϵ →0
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11)What is meant by unbalanced TP? Explain the method for solving such a problem?
Transportation problem is unbalanced one if∑ ai ≠ ∑ b j. To convert a balanced
one introduce a dummy source or dummy destination with zero cost vectors
( Zero unit transportation costs) as the case may be and then solve by usual method.
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12)Explain, how the profit maximization TP can be converted to an equivalent cost
minimization TP?
We have a transportation problem where the objective is to maximize the total
profit.Convertion of a maximization into minimization problem can be done by
any one of the following methods:
(i)Since max Z = - Min (- Z), multiply all the cost elements Cij of the cost matrix by 1
(ii)Subtract all the cost elements Cijof the cost matrix of the form the highest
element in that cost matrix.
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13) State the variants of an TP
Unbalanced TP, degeneracy in a TP, Restriction on TP & maximization TP.
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14)What is an assignment problem?
Given n facilities and n jobs and given the effectiveness of each facility for each job,
The problem is to assign each facility to one and only job so as to optimize the given
measure of effectiveness.
15) Give the mathematical formulation of an A. P.
n n

Min Z = ∑ ∑ c ij x ij
i=1 j=1

Subject to the constraints


n

∑ x ij=1 , j=1,2 … .. n
i=1
n

∑ x ij=1 , i=1,2 ….. n


j=1

and x ij =0 ( ¿ ) 1
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16Name the algorithm to solve an assignment problem.
Hungarian algorithm
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Prepared by Dr. R.SELVARANI/ ASSOCIATE PROFESSOR, DEPARTMENT OF MATHEMATICS, KLNCE 8


K.L.N. College of Engineering, Pottapalayam-630611
Department of Mathematics

17)Show that an assignment problem is a special case of transportation problem.


Every basic feasible solution of a general assignment problem having a square
payoff matrix of order n should have m + n – 1 = n + n - 1 = 2n -1 assignments. But
due to the special structure of this problem, any solution cannot have more than n
assignments. Thus the assignment problem is inherently degenerate. In order to
remove degeneracy, (n – 1) number of dummy allocations will be required in order
to produced with TP. Thus the problem of degeneracy at each solution makes the
TP computationally inefficient for solving an assignment problem.
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18) Explain the conceptual justification that an assignment problem can be viewed as
a linear problem.
Since each assignment problem can be formulated as 0 or 1 integer LPP, such a
problem can also be solved by the simplex method. In general mathematical
formulation of the assignment problem, there are n × n decision variables and n + n
or 2n equality. It is difficult to solve manually.
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19) Explain the difference between a TP & AP
TP AP
(a) Supply at any source may be any Supply at any source (machine)
positive quantity ai will be 1 (i. e) ai = 1
(b)Demand at any destination may be any Demand at any destination(job)
positive quantity bj will be 1 (i. e) bj = 1
(c) One or more source to any number of one source (machine) to only
Destination destination(job)
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20) What is meant by unbalanced assignment problem ? How do you convert an
unbalanced assignment problem into a balanced assignment problem?
If the number of rows is not equal to the number of columns in the cost of matrix
of the given assignment problem, then the given assignment problem is said to be
unbalanced.
If no. of rows>no. of columns, then introduce extra one column and set cost as (0)
If no. of columns>no.ofrows, then introduce extra one row and set cost as (0),
then the unbalanced assignment problem is converted into balanced assignment
problem.
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21) What is meant by maximization case in AP? How do you solve minimized
assignment problem?
The objective function of the problem is maximization. To convert a problem
from maximization into minimization can be done by any one of the following
methods:
(i) since Max Z = - Min (- Z), multiply all the cost elements Cij of the cost
matrix by – 1
(ii) Subtract all the cost elements Cij of the cost matrix of the form the highest
Prepared by Dr. R.SELVARANI/ ASSOCIATE PROFESSOR, DEPARTMENT OF MATHEMATICS, KLNCE 9
K.L.N. College of Engineering, Pottapalayam-630611
Department of Mathematics

element in that cost matrix.


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22) State the variants of an assignment problem.
Unbalanced AP , Maximize AP, Alternative optimal solution of AP& Restriction
on AP.
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Prepared by Dr. R.SELVARANI/ ASSOCIATE PROFESSOR, DEPARTMENT OF MATHEMATICS, KLNCE


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