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Assignment 2 Management Science

1) The document presents an optimization problem to maximize profit (Z) subject to constraints. It provides the initial tableau and steps to solve for the optimal solution of X=2.5, X=7.5, and Z=22.5. 2) A project schedule is presented with activities, predecessors, optimistic, most likely, and pessimistic times to calculate the expected time using the formula. The critical path is identified as D,E,F,G,H,I with an expected completion time of 31 weeks. 3) The probability of completing the project in 31 weeks is calculated as 0.5 using the normal distribution and project variance of 1.41.

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Cheah Cheok Nam
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105 views5 pages

Assignment 2 Management Science

1) The document presents an optimization problem to maximize profit (Z) subject to constraints. It provides the initial tableau and steps to solve for the optimal solution of X=2.5, X=7.5, and Z=22.5. 2) A project schedule is presented with activities, predecessors, optimistic, most likely, and pessimistic times to calculate the expected time using the formula. The critical path is identified as D,E,F,G,H,I with an expected completion time of 31 weeks. 3) The probability of completing the project in 31 weeks is calculated as 0.5 using the normal distribution and project variance of 1.41.

Uploaded by

Cheah Cheok Nam
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as PDF, TXT or read online on Scribd

Assignment 2

Maximize = 𝑍 = 3𝑋 + 2𝑋 − 𝑋 1. Slack Variable


𝑋 + 𝑋 + 2𝑋 + 𝑆1 = 10
Subject to 𝑋 + 𝑋 + 2𝑋 < 10 2𝑋 − 𝑋 + 𝑋 + 𝑆2 = 20
2𝑋 − 𝑋 + 𝑋 < 20 3𝑋 + 𝑋 + 𝑆3 = 15
3𝑋 + 𝑋 < 15
𝑋 ,𝑋 ,𝑋 > 0
Maximize profit =
𝑍 = 3𝑋 + 2𝑋 − 𝑋 + 0S1 + 0S2 + 0S3

First Tableau
Cbi Cj 3 2 -1 0 0 0 Solution Ratio
Basic
𝑋 𝑋 𝑋 S1 S2 S3
Value
0 S1 1 1 2 1 0 0 10 10.00
0 S2 2 -1 1 0 1 0 20 10.00
0 S3 3 1 0 0 0 1 15 5.00
Zj 0 0 0 0 0 0 0
Cj-Zj 3 2 -1 0 0 0
𝐶𝑜𝑟𝑟𝑒𝑠𝑝𝑜𝑛𝑑𝑖𝑛𝑔 𝑘𝑒𝑦 𝑐𝑜𝑙𝑢𝑚𝑛 𝑣𝑎𝑙𝑢𝑒 𝑥 𝐶𝑜𝑟𝑟𝑒𝑠𝑝𝑜𝑛𝑑𝑖𝑛𝑔 𝑘𝑒𝑦 𝑟𝑜𝑤 𝑣𝑎𝑙𝑢𝑒
𝑂𝑙𝑑 𝑉𝑎𝑙𝑢𝑒 −
𝑘𝑒𝑦 𝑒𝑙𝑒𝑚𝑒𝑛𝑡
Second Tableau
Cj 3 2 -1 0 0 0 Solution Ratio
Basic
Cbi 𝑋 𝑋 𝑋 S1 S2 S3
Value
0 S1 0 2/3 2 1 0 - 1/3 5 7 1/2
0 S2 0 -1 2/3 1 0 1 - 2/3 10 -6
3 𝑋 1 1/3 0 0 0 1/3 5 15
Zj 3 1 0 0 0 1 10
Cj-Zj 0 1 -1 0 0 -1

Third Tableau
Cj 3 2 -1 0 0 0 Solution Ratio
Basic
Cbi 𝑋 𝑋 𝑋 S1 S2 S3
Value
2 𝑋 0 1 3 1 1/2 0 - 1/2 7 1/2
0 S2 0 0 6 2 1/2 1 -1 1/2 45/2
3 𝑋 1 0 -1 - 1/2 0 1/2 2 1/2
Zj 3 2 3 1 1/2 0 1/2
Cj-Zj 0 0 -4 -1 1/2 0 - 1/2
Since all of the values of Cj-Zj are equal or less than 0, this is the optimal solution
𝑋 = 2.5
𝑋 =7.5 𝑍 = 3(2.5) + 2(7.5)

= 22.5
Question 2
𝑎 + 4𝑚 + 𝑏
Most Likely Pessimistic Expected 𝑡=
Activity
Predecessor Optimistic (a) (m) (b) Activitiy Time 6

A - 3 4 5 3 + 4(4) + 5 / 6 = 4

B - 6 7 14 6 + 4(7) + 14 / 6 = 8
C A 2 3 10 2 + 4(3) + 10 / 6 = 4
D - 6 9 12 6 + 4(9) + 12 / 6 = 9

E B,D 4 5 12 4 + 4(5) + 12 / 6 = 6
F E 1 3 11 1 + 4(3) + 11 / 6 = 4
G F 1 2 9 1 + 4(2) + 9 / 6 = 3
H C,G 2 5 8 2 + 4(5) + 8 / 6 = 5
I G,H 1 4 7 1 + 4(4) + 7 / 6 = 4

C 4 H 5
4 8 22 27
A 4 18 22 22 27
0 4
14 18

B 8 E 6 G 3
0 8 9 15 19 22
1 9 9 15 19 22

D 9 F 4
0 9 15 19 I 4
0 9 15 19 27 31
27 31
Critical Pathway D,E,F,G,H,I

Probability complete in 31 weeks


Project variance = 1+1
P(Z ≤ )
P(Z ≤ ) = √2
.
P(Z ≤ 0)
=0.5 = 1.41
Question 3
Slack Time
Immediat
e
Activity Time ES EF LS LF LS-ES LF-EF
Predecess
or
A - 4 0 4 6 10 6 6
B - 5 0 5 0 5 0 0
C A 3 4 7 10 13 6 6
D B 8 5 13 5 13 0 0
E B 2 5 7 16 18 11 11
F C,D 3 13 16 15 18 2 2
G C,D 7 13 20 13 20 0 0
H E,F 2 16 18 18 20 2 2

Critical Path = B,D,G


Question 4 𝑎 + 4𝑚 + 𝑏
𝑡=
6
Expected
Immediate Activitiy ES Critical
Predecessor
Activity (a) (m) (b) Time EF LS LF Slack Path Variables

A - 2 5 4 4.33 0 4.33 0 4.33 0 Yes 0.11


B A 3 6 9 6 4.33 10.33 5.33 11.33 1
C A 4 7 10 7 4.33 11.33 4.33 11.33 0 Yes 1
D B 2 5 14 6 10.33 16.33 11.33 17.33 1
E D 3 3 3 3 16.33 19.33 17.33 20.33 1
F C 6 8 10 8 11.33 19.33 12.33 20.33 1
G E,F 1 1 1 1 19.33 20.33 20.33 21.33 1
6 + 4(10)
+ 14 / 6 =
H C 6 10 14 10 11.33 21.33 11.33 21.33 0 Yes 1.78
3 + 4(4)
+5/6=
I G,H 3 4 5 4 21.33 25.33 21.33 25.33 0 Yes 0.11

Critical Path A,C,H,I


a.)Expected completion time = 25.33 weeks
b.)Variance would be used = Project variance = 0.11+0.11+1.78
= √2
=1.41

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