UNIT 1

OPERATIONS RESEARCH
Prof Bhim Singh
 CONTENT
Introduction: OR models and their applications
Formulation of Linear Programming Problems,
Graphical solution
Simplex procedure for maximization and
minimization,
Simplex procedure for minimization
Duality concept
 What is Operations Research (OR)
• OR is the application of modern methods of
mathematical science to complex problems involving
management of large systems of men, machines,
materials, and money in industry, business,
government and defense. The distinctive approach is
to develop a scientific model of the system
incorporating measurement of factors such as
chance and risk to predict and compare the
outcomes of alternative decisions, strategies, or
controls.
 OR MODELS CLASSIFICATION
• BY DEGREE OF ABSTRACTION : mathematical models,
language model
• BY FUNCTION: Descriptive model, Predictive model,
Prescriptive model.
• BY STRUCTURE: Physical Model, Schematic model,
Mathematical model.
• BY NATURE OF ENVIRONMENT: Deterministic Model,
Probabilistic models.
• BY THE EXTENT OF GENERALITY: General model,
Specific model
• BY THE TIME HORIZON: Static Model, Dynamic Model
 Formulation of Linear Programming
Problems
Linear Programming deals with the optimization
(maximization or minimization) of a function
variables known as Objective Functions,
subject to a set of linear equations and/or
inequalities known as constraints.
Problem 1
Problem 2
Problem 3
GRAPHICAL SOLUTION METHOD
Graphical Solution Method
Problem 2
Problem 3
SPECIAL CASES IN GRAPHICAL
SOLUTION METHOD
Unbounded Solution
Lets solve a problem…
Infeasible Solution
Problem
Solving LPP using
SIMPLEX METHOD
 Why Simplex
The graphical method discussed earlier cannot be
applied when the number of variables involved in the
LP problems is more than three or rather two since
even with three variables graphical solution becomes
tedious as it involves intersection of planes in three
dimensions.
The simplex method, developed by Dr. George B.
Dantzig can be used to solve any L.P. problem (for
which the solution exists) involving any number of
variables and constraints (hundreds or even
thousands).
 Example

Step 1 : Express the problem in standard form

Step 2: Find out the initial basic feasible solution
Step 3: Perform optimality test
Step 4: Iterate towards an optimal solution
Step 5: Perform optimality test for second feasible solution
 Step 1: Express the problem in
standard form
Slack or Surplus variable:

Slack or Surplus variables represent unutilized capacity or

resources.
In the current problem S1 denotes the time for which machine
M1 remains unutilized or idle.