Professional Documents
Culture Documents
Origin:-
• The ambiguous (unclear) term operations research (O.R.) was coined during
World War II, when the British military management called upon a group of
scientists together to apply a scientific approach in the study of military
operations to win the battle. The main objective was to allocate limited resources
in an effective manner to various military operations and to the activities within
each operation. The effectiveness of operations research in military increase
interest in it to other government departments and industry.
• Due to the availability of faster and flexible computing facilities and the number
of qualified O.R. professionals, it is now widely used in military, business,
industry, transportation, public health, crime investigation, etc.
OR Model:-
An OR model is image of an actual project or solution. It shows the relationships and the
interrelationship of action and reaction in terms of cause and effect.
Application of Operation Research:-
1. Finance and Accounting
2. Marketing
3. Purchasing Procurement and Exploration
4. Production Management
5. Personal Management
6. Techniques and General Management
7. Government
Linear Programming:-
• { linear and programming } The word linear refers to linear relationship among
variables in model. Thus a given change in one variable will always cause a
resulting proportional change in resulting variable.
Example:
(If we double the investment on a project than we will surely get double the rate of
return.)
The word programming refers to modeling and solving a problem mathematically that
involves the economic allocation of limited resources by choosing a particular course of
action or strategy among various alternative strategies to achieve the desired objective.
1. Decision activities
2. Objective function
3. constraints
• The linear programming technique helps to make the best possible use of
available productive resources (such as time, labour, machines etc.)
• In a production process, bottle necks may occur. For example, in a factory some
machines may be in great demand while others may lie idle for some time. A
significant advantage of linear programming is highlighting of such bottle necks.
Limitations of Linear Programming:-
• Linear programming is applicable only to problems where the constraints and
objective function are linear. when constraints or objective functions are not
linear, this technique cannot be used
• Factors such as uncertainty, weather conditions etc. are not taken into
consideration.
• Linear programming requires that all the mathematical functions in the model
be linear functions.
• Mathematical programming is used to find the optimal (best) solution to a
problem that requires a decision or set of decisions about how best to use a set of
limited resources to achieve a state goal of objectives.
• The graphical method is applicable to solve the LPP involving two decision
variables x1, and x2.
• A) The determination (purpose) of the solution space that defines the feasible
(possible) solution (the set of values of the variable x1, x2, x3,....xn which
satisfy all the constraints and also the non-negative conditions is called the
feasible (possible) solution of the LPP).
• B) The determination (purpose) of the optimal solution from the feasible
(possible) region.
Example:-
• The simplex method is not used to examine all the feasible (possible) solutions.
• It deals only with a small and unique set of feasible (possible) solutions, the set of
vertex points (i.e., extreme points) of the convex feasible (possible) space that
contains the optimal solution.
• Avoid lengthy graphical procedure.
• The simplex method is not used to examine all the feasible (possible) solutions.
• It deals only with a small and unique set of feasible (possible) solutions, the set of
vertex points (i.e., extreme points) of the convex (curved) feasible (possible)
space that contains the optimal solution.
Steps Involved:-
• Locate an extreme point of the feasible (possible) region.
• Examine each boundary edge intersecting at this point to see whether movement
along any edge increases the value of the objective function.
• If the value of the objective function increases along any edge, move along this
edge to the adjacent extreme point. If several edges indicate improvement, the
edge providing the greatest rate of increase is selected.
• Repeat steps 2 and 3 until movement along any edge no longer increases the value
of the objective function
INFEASIBILITY:-
• Infeasibility is a condition that arises when constraints are in consistent, no value
of the variable satisfy all the constraint simultaneously. (There is no single
feasible reason). Such a problem arises due to wrong model formulation with
conflicting (at variance) constraints.
• Infeasibility depends solely (only) on the constraints and has nothing to do with
the objective function. This type of problem requires the ability of decision maker
to resolve conflicting-requirement of resources so that decision acceptable to all
section of the organization can be made.
DEGENERACY:-
• Degeneracy is a condition that arises when there is a tie between two or more
basic variables for leaving the basis, the minimum ratio to identify the basic
variable to leave the basis is not unique or value of one or more basic variables in
the solution values become equal to zero.
• In most of the cases when there is a tie in the minimum ratios, the selection is
made arbitrarily (randomly).
In the context of graphical method it is easy to visually demonstrate the different situations
which may result in different types of solutions.
Unbounded Solution
If the feasible region is not bounded, it is possible that the value of the objective function
goes on increasing without leaving the feasible region. This is known as unbounded
solution
Infeasible Solution
Sometimes, the set of constraints does not form a feasible region at all due to
inconsistency in the constraints. In such situation the LPP is said to have infeasible
solution
Duality:-
In linear programming problem duality implies that each L.P.P. can be solved in two
different ways (methods) but having same solution. Maximization and Minimization
stated in the original form has associated with L.P.P. called Dual.
Branch and bound method is method to solve integer programming problem. The idea
behind this method is to divide the entire feasible solution space of LP problem into
smaller parts (sub-problems) and than calculate extreme point of each sub-problem for an
optimal solution.