Chapter 01 introduction to operations research

Note: ch#01 download from site: orimranshah.webs.com

Problem Set 1.1A

4. Amy, Jim, John, and Kelly are standing on the east bank of a river and wish to cross to the
west side using a canoe. The canoe can hold at most two people at a time. Amy, being the
most athletic, can row across the river in 1 minute. Jim, John, and Kelly would take 2, 5, and
10 minutes, respectively. If two people are in the canoe, the slower person dictates the
crossing time. The objective is for all four people to be on the other side of the river in the
shortest time possible.
(a) Identify at least two feasible plans for crossing the river (remember, the canoe is the
only mode of transportation and it cannot be shuttled empty).
(b) Define the criterion for evaluating the alternatives.
*(c) What is the smallest time for moving all four people to the other side of the river?

*5. In a baseball game, Jim is the pitcher and Joe is the batter. Suppose that Jim can
throweither a fast or a curve ball at random. If Joe correctly predicts a curve ball, he can
maintaina .500 batting average, else if Jim throws a curve ball and Joe prepares for a fast
ball,his batting average is kept down to .200. On the other hand, if Joe correctly predicts a
fastball, he gets a .300 batting average; else his batting average is only .100.
(a) Define the alternatives for this situation.
(b) Define the objective function for the problem and discuss how it differs from
thefamiliar optimization (maximization or minimization) of a criterion.

PROBLEM SET 2.1A

1. For the Reddy Mikks model, construct each of the following constraints and express it
with a linear left-hand side and a constant right-hand side:
*(a) The daily demand for interior paint exceeds that of exterior paint by at least 1 ton.
(b) The daily usage of raw material M2 in tons is at most 6 and at least 3.
*(c) The demand for interior paint cannot be less than the demand for exterior paint.
(d) The minimum quantity that should be produced of both the interior and the exterior
paint is 3 tons.
*(e) The proportion of interior paint to the total production of both interior and exterior
paints must not exceed .5.

2. Determine the bestfeasible solution among the following (feasible and infeasible)
solutions of the Reddy Mikks model:
(a) XI = 1, X2 =4. (b) Xl =2, X2 =2. (c) XI =3, x2 = 1.5.
(d) X I =2, X2 = 1. (e) XI = 2, X2 = -l.

*3. For the feasible solution XI =2, x2 =2 of the Reddy Mikks model, determine the un-
used amounts of raw materials Ml and M2.
Problem Set 2.2A

1. Determine the feasible space for each of the following independent constraints, given
that x1, x2 O.
*(a) 3x1+x2 6. (b) x12x2 5. (c) 2x13x2 12. *(d) x1- x20. (e) x1+x20.

Problem Set 3.1A

*1. In the Reddy Mikks model (Example 2.2-1), consider the feasible solution Xl =3 tons
and X2 =1 ton. Determine the value of the associated slacks for raw materials M1 and M2.

2. In the diet model (Example 2.2-2), determine the surplus amount of feed consisting of
500 Ib of corn and 600 lb of soybean meal.

3. Consider the following inequality
10x1 3x2 -5
Show that multiplying both sides of the inequality by -1 and then converting the
resultinginequality into an equation is the same as converting it first to an equation and
thenmultiplying both sides by -1.


Problem Set 3.2A

1. Consider the following LP:
Maximize z =2x1 +3x2
subject to
x1 +3x2 6
3x1 +2x2 6
x1, x2 0
(a) Express the problem in equation form.
(b) Determine all the basic solutions of the problem, and classify them as
feasible and infeasible.
*(c) Use direct substitution in the objective function to determine the optimum basic
feasible solution.
(d) Verify graphically that the solution obtained in (c) is the optimum LP Solution-
hence,conclude that the optimum solution can be determined algebraically by
consideringthe basic feasible solutions only.
*(e) Show how the infeasible basic solutions are represented on the
graphical solutionspace.
2. Determine the optimum solution for each of the following LPs by enumerating all
thebasic solutions.

(b) Minimize z=x1+2x2 3x3 2x4
subject to
x1+2x2 3x3 +x4 =4
x1+2x2 +x3 +2x4 =4
*3. Show algebraically that all the basic solutions of the following LP are infeasible.
Maximize z =x1+x2
subject to
x1+2x2 6
2x1+x2 16

Problem Set 3.3A

1. In Figure 3.3, suppose that the objective function is changed to Maximize z =8x1+4x2
Identify the path of the simplex method and the basic and nonbasic variables that
definethis path.

2. Consider the graphical solution of the Reddy Mikks model given in Figure
2.2. Identifythe path of the simplex method and the basic and nonbasic
variables that define this path.

*3. Consider the three-dimensional LP solution space in Figure 3.4, whose feasible
extremepoints are A, B, ... , and 1.
(a) Which of the following pairs of corner points cannot represent successive
simplex iterations:
(A, B), (B, D), (E, H), and (A, I)? Explain the reason.
(b) Suppose that the simplex iterations start at A and that the optimum occurs at H.
Indicatewhether any of the following paths are not legitimate for the simplex algorithm,and
state the reason.
(i) A-B-G-H.
(ii) A-E-I-H.
(iii) A-C-E-B-A-D-G-H.

5. Consider the solution space in Figure 3.4, where the simplex algorithm starts at point
A.Determine the entering variable in the first iteration together with its value and the
improvementin z for each of the following objective functions:
*(a) Maximize z =x1 2x2 +3x3
(b) Maximize z =5x1 +2x2 +4x3
(c) Maximize z =-2x1 +7x2 +2x3
(d) Maximize z =x1 +x2 +x3

Problem Set 3.3B

2. Consider the following set of constraints:
x1+2x2 +2x3 +4x4 40
2x1 - x2 +X3 +2x4 8
4x1 2x2 +x3 - x410
Solve the problem for each of the following objective functions.
(a) Maximize z =2x1+x2 3x3 +5x4
(b) Maximize z =8x1+6x2 +3x3 2x4
(c) Maximize z =3x1 - x2 +3x3 +4x4
(d) Minimize z =5x1 - 4x2 +6x3 8x4

*3. Consider the following system of equations:
x1+2x2 3x3 +5x4 +x5=4
5x1-2x2 +6x4 +x6 =8
2x1+3x2 2x3 +3x4 +x7 =3
- x1+x3 -2x4 +X8=0
x1,x2,.x80
Let x5, x6,.. , and x8be a given initial basic feasible solution. Suppose that x1 becomesbasic.
Which of the given basic variables must become nonbasic at zero level to guaranteethat all
the variables remain nonnegative, and what is the value of x1 in the new solution?Repeat
this procedure for x2, x3, and x4.

4. Consider the following LP:
Maximize z =x3
subject to
5x1 +x2 =4
6x1 +x3 =8
3x1 + x4 =3
x1,x2,x3,x4 0
(a) Solve the problem by inspection (do not use the Gauss-Jordan row operations),
andjustify the answer in terms of the basic solutions of the simplex method.
(b) Repeat (a) assuming that the objective function calls for minimizing
z =x1.

5. Solve the following problem by inspection, and justify the method of solution in terms
ofthe basic solutions of the simplex method.

Maximize z =5x16x2 +3x3 5x4 +12x5
subject to
x1 +3x2 +5x3 +6x4 +3x5 90

x1,x2,x3,x4,x5 0
(Hint: A basic solution consists of one variable only.)

6. The following tableau represents a specific simplex iteration. All variables are
nonnegative.The tableau is not optimal for either a maximization or a minimization
problem.Thus, when a nonbasic variable enters the solution it can either increase or
decrease z orleave it unchanged, depending on the parameters of the entering nonbasic
variable.

Basic xl x2x3 x4x5 x6x7x8 Solution
z 0 -5 04-1 -10 0 0620

x8 0 3 0 -2 -3 -1 5 1 12
x30 1 1 31 0 3 06
x11 -1006-40 0 0

(a) Categorize the variables as basic and nonbasic and provide the current values of allthe
variables.
*(b)Assuming that the problem is of the maximization type, identify the nonbasic
variablesthat have the potential to improve the value of z. If each such variable entersthe
basic solution, determine the associated leaving variable, if any, and the associatedchange
in z. Do not use the Gauss-Jordan row operations.
(c) Repeat part (b) assuming that the problem is of the minimization type.
(d) Which nonbasic variable(s) will not cause a change in the value of Z when selected to
enter the solution?

AFTER MID
PROBLEM SET #3.4(a)

3. In Example 3.4-1, identify the starting tableau for each of the following (independent)
cases, and develop the associated z-row after substituting out all the artificial variables:
*(a) The third constraint is Xl +2X2 >=4.
*(b) The second constraint is 4XI +3X2 <=6.
(c) The second constraint is 4XI +3X2 =6.
(d) The objective function is to maximize z =4xI +x2


5) Consider the following set of constraints:
Xl +X2 +x 3 =7
2x1 - 5x2 +x3 >=10
X1,x2,x3 >=0
Solve the problem for each of the following objective functions:
(a) Maximize z =2Xl +3X2 - 5X3
(b) Minimize z =2XI +3X2 - 5x3


6) Consider the problem
Maximize z=2x1 + 4x2 +4x3 +-3x4

Subject to :
Xl +X2 +X3 =4
Xl +4x2 +X4 =8

X1,x2,x3,x4>=0
The problem shows that X3 and X4 can play the role of slacks for the two equations. They
differ from slacks in that they have nonzero coefficients in the objective function. We can
use X3 and X4 as starting variable, but, as in the case of artificial variables, they must be
substituted out in the objective function before the simplex iterations are carried out.
Solve the problem with X3 and X4 as the starting basic variables and without using any
artificial variables.

7. Solve the following problem using X3 and X4 as starting basic feasible variables. As in
Problem 6, do not use any artificial variables.
Minimize z =3xI +2X2 +3X3
subject to
XI +4X2 +X3 >=7
2x1 +X2 +X4 >=10
Xl>x2, x3, X4 >=0




8. Consider the problem
Maximize z =Xl +5X2 +3X3
subject to
Xl +2X2 +X3 =3
2Xi - X2 =4
X1,x2,x3>=0
The variable X3 plays the role of a slack. Thus, no artificial variable is needed in the first
constraint. However, in the second constraint, an artificial variable is needed. Use this
starting solution (i.e., X3 in the first constraint and R2 in the second constraint) to solve
this problem.

9. Show how the M-method will indicate that the following problem has no feasible
solution.
Maximize z =2x1 +5X2
subject to
3XI +2x2 >=6
2x1 +x2 <=2
XI, X2 >=0


PROBLEM SET 3.4(B) pg#111

*1. In Phase I, if the LP is of the maximization type, explain why we do not maximize the
sum of the artificial variables in Phase I.

2. For each case in Problem 4, Set 3.4a, write the corresponding Phase I objective function.

3. Solve Problem 5, Set 3.4a, by the two-phase method.

4. Write Phase I for the following problem, and then solve (withTORA for convenience)
to show that the problem has no feasible solution.
Maximize z =2Xl +5X2
subject to
3x1 +2x2 >=6
2x1 +1x2 <=1
X1,x2>=0

5. Consider the following problem:
Maximize z =2xl +2x2 +4x3
subject to
2Xl +X2 +X3 <=2
3xl +4X2 +2x3 <=8
X1,x2,x3 >=0
(a) Show that Phase I will terminate with an artificial basic variable at zero level
(b) Remove the zero artificial variable prior to the start of Phase II, then carry out Phase II
iterations.

PROBLEM SET 3.5 ( A )
*1. Consider the graphical solution space in Figure 3.8. Suppose that the simplex iterations
start at A and that the optimum solution occurs at D. Further, assume that the objective
function is defined such that at A, XI enters the solution first.
(a) Identify (on the graph) the corner points that define the simplex method path to the
optimum point.
(b) Determine the maximum possible number of simplex iterations needed to reach the
optimum solution, assuming no cycling.

2. Consider the following LP:
Maximize z =3Xl +2X2
subject to

4xI - X2 <=8
4xI +3X2 <=12
4xl +X2 <=8
X1,x2 >=0
(a) Show that the associated simplex iterations are temporarily degenerate (you may
use TORA for convenience).
(b) Verify the result by solving the problem graphically (TORA's Graphic module can be
used here).

3. TORA experiment. Consider the LP in Problem 2.
(a) Use TORA to generate the simplex iterations. How many iterations are needed to
reach the optimum?
(b) Interchange constraints (1) and (3) and re-solve the problem with TORA. How
many iterations are needed to solve the problem?
(c) Explain why the numbers of iterations in (a) and (b) are different

PROBLEM SET 3.5 ( B )

*1. For the following LP, identify three alternative optimal basic solutions, and then write a
general expression for all the nonbasic alternative optima comprising these three basic
solutions.
Maximize z =: Xl +2X2 +3X3
subject to
Xl +2x2 +3X3 <=10
XI +x2 <=5
Xl <=1
X1,x2,x3>=0
Note: Although the problem has more than three alternative basic solution optima,
you are only required to identify three of them. You may use TORA for
convenience.


2. Solve the following LP:
Maximize z =2Xl - X2 +3X3
subject to
Xl - X2 +5X3 <=10
2Xl - X2 +3x3 <=40
X1,x2,x3>=0
From the optimal tableau, show that all the alternative optima are not corner points
(i.e., nonbasic). Give a two-dimensional graphical demonstration of the type of solution
space and objective function that will produce this result. (You may use TORA
for convenience.)

3. For the following LP, show that the optimal solution is degenerate and that none of the
alternative solutions are corner points (you may use TORA for convenience).
Maximize z =3XI +Xl
subject to
Xl +2X2 <=5
Xl +X2 - x3 <=2
7XI +3X2 - 5X3 <=20
X1,x2,x3>=0

PROBLEM SET 3.5 ( C )

1. TORA Experiment. Solve Example 3.5-3 using TORA's Iterations option and show that
even though the solution starts with Xl as the entering variable (per the optimality
condition),
the simplex algorithm will point eventually to an unbounded solution.

*2. Consider the LP:
Maximize z =20XI +lOx2 +X3
subject to
3Xl - 3X2 +5X3 <=50
Xl +x3<=10
Xl - X2 +4x3 <=20
X1,x2,x3>=0
(a) By inspecting the constraints, determine the direction (XI. X2, or X3) in which the
solution
space is unbounded.
(b) Without further computations, what can you conclude regarding the optimum objective
value?







PROBLEM SET 3.5 ( D )
Consider the LP

Maximize z =3XI +2Xl +3X3
Subject to:
2Xl +X2 +X3 <=2
3xI +4x2 +2X3 >=8
X1,x1,x3>=0
Use TORA's Iterations =>M~Meth6d to show that the optimal solution includes an artificial
basic variable, but at zero level. Does the problem have a feasible optimal solution?

Note: manual of sets 3.5 a,b c and d are available at image shop


******Ch 04 . Duality excluded from syllabus********

Ch 05.transportation model
Note: solve these problems by given mrthods (i)nwcm (ii) lcm (iii) vam








******The assignment problem****


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Ch 6: Transportation and Assignment
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The Assignment Model
Characteristics

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Assignment Model Example 1
(1)



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Assignment Model Example 2
(1)


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Assignment Model Example 3
(1)


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Assignment Model Example 4
(1)

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Assignment Model Example 4
(2)

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Assignment Model Example
(3)


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Assignment Model Example
(4)

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Assignment Model Example 5
(1)


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Assignment Model Example6
(1)(minimize)

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Assignment Model Example6
(2)(minimize)

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Assignment Model Example6
(3)(minimize)

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Ch 6: Transportation and Assignment
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Assignment Model Example6
(4) (minimize)

Q.No. Solve the following assignment problem using Hungarian Algorithm in order to
maximize the efficiency.
J-1 J-2 J-3 J-4 J-5
M-1 5 6 8 10 12
M-2 4 8 14 16 11
M-3 3 2 8 7 5
M-4 4 6 9 7 11
M-5 12 8 6 7 4


PROBLEM SET 6.1(a)

*1. For each network in Figure 6.5 determine (a) a path, (b) a cycle, (c) a tree, and (d) a
spanning
tree.

2. Determine the sets N and A for the networks in Figure 6.5.

3. Draw the network defined by
N ={1,2,3,4,5,6}
A ={{1,2),(1,5), (2,3), (2,4),(3,4), (3,5), (4,3),(4,6), (5,2),(5,6)}

*4. Consider eight equal squares arranged in three rows, with two squares in the first row,
fOUT in
the second, and two in the third.The squares of each row are arranged symmetrically about
the vertical axis. It is desired to fill the squares with distinct numbers in the range 1
through 8 so that no two adjacent vertical, horizontal, or diagonal squares hold consecutive
numbers.
Use some form of a network representation to find the solution in a systematic way.

5. Three inmates escorted by 3 guards must be transported by boat from the mainland to a
penitentiary island to serve their sentences. The boat cannot transfer more than two
persons in either direction.The inmates are certain to overpower the guards if they
outnumber them at any time. Develop a network model that designs the boat trips in a
manner that ensures a smooth transfer of the inmates.

PROBLEM SET 6.2(a)

EXAMPLE 6.2-1
1) Solve Example 6.2-1 starting at node 5 (instead of node 1), and show that the
algorithm
produces the same solution.
2) Determine the minimal spanning tree of the network of Example 6.2-1 under each of
the
following separate conditions:
*(a) Nodes 5 and 6 are linked by a 2-mile cable.
(b) Nodes 2 and 5 cannot be linked.
(c) Nodes 2 and 6 are linked by a 4-mile cable
(d) The cable between nodes 1 and 2 is 8 miles long.
(e) Nodes 3 and 5 are linked by a 2-mile cable.
(f) Node 2 cannot be linked directly to nodes 3 and 5.


PROBLEM SET 6.3 pg # 243-246

EXAMPLE # 6.3-1 , 6.3-2 , 6.3-3


PROBLEM SET 6.5(A)

EXAMPLE 6.5-1

6. The activities in the following table describe the construction of a new house. Construct
the associated project network.



7. A company is in the process of preparing a budget for launching a new product. The
following table provides the associated activities and their durations. Construct the project
network.


















8. The activities involved in a candlelight choir service are listed in the following table.
Construct the project network.






9. The widening of a road section requires relocating ("reconductoring") 1700 feet of 13.8-
kV
overhead primary line. The following table summarizes the activities of the project.
Construct the associated project network.




1O. The following table gives the activities for buying a new car. Construct the project
network.