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Two-Phase Method In the M-method, M must be assigned some specificnumerical value which
creates trouble of roundofferrors especially in computer calculations. Similarly 4x2 units of input A
isrequired to produce x2 deluxe clocks. The Linear Program, demo-example Questions: How many
computers need to buy to get the maximum profit. Such a solution is known as pseudo
optimalsolution since it satisfies the constraints but doesnot optimize the objective function. It is one
of the earliestand most useful application of linear programmingproblem. Cross off both therow and
column in which this zero cell occurs. (c) Repeat (a) for the remaining rows and columnsand make
an assignment until a complete assign-ment is achieved. 2. Maximization case: The maximization
problem can be converted to aminimization problem by subtracting all the entriesof the original cost
matrix from the largest entry (ofthe original cost matrix). Starting at an initial extreme point, it
movesin a finite number of steps, between m and 2m, fromone extreme point to the optimal extreme
point. Some real world examples of LP Military patient evacuation problem The US Air Force
Military Airlift Command (MAC) has a patient evacuation problem that can be modeled as an LP.
Find the optimal solution(c) Is it economical to replace one of the existingmachines by the new (5th)
machine(d) In such case which machine is to be replaced(unused). (A dash indicates that assignment
is notpossible because of the restrictions imposed) Solution: (a) Since first person can not be
assignedto machine 3 a prohibitive (penalty) cost is imposed,denoted by. Solution: Let x1 be the
number of business cal-culators (BC) produced while x2 be the number ofscientific calculators (SC)
produced. Linear Algebra. Chapter 1. Linear Equations in Linear Algebra. Here s1-row is the pivot
row;x2 column is the pivot column and the intersectionof pivot column and pivot row is the pivot
element4 which is circled in the tableau. Consider the first quadrant of the x1x2 plane since the two
variables x1 and x2 should sat-isfy the nonnegativity restrictions x1 ? 0 and x2 ? 0.Now the basic
feasible solution space is obtained inthe first quadrant by plotting all the given constraintsas follows.
The tranship-mentmodel gets converted to a regular transportationproblemwith 5 sources P1, P2, T3,
T4, D5 and 4 des-tinations T3, T4, D5 and D6. A Linear Programming model seeks to maximize or
minimize a linear function, subject to a set of linear constraints. Fromamong the remaining non-
crossed out rows andcolumns, choose a row or columnwith only one zero.Thus assign B to 2 and D
to 1. The amount of time taken by the fourth man istaken as zero for each job. Machine 1 2 3 4 5 1 5
11 10 12 4 2 2 4 6 3 5 3 3 12 5 14 6 4 6 14 4 11 7 5 7 9 8 12 5 Job Ans. Business decisions are often
subject to constraints or business rules to solve business problems. Until now, we have dealt with the
standard form of the Simplex method What if the model has a non-standard form. Determine the
mosteconomical plane for the distribution and purchaseof additional energy.Determine the cost of
additionalpower purchased by each of the three cities. Example 2 Suppose there are three foods:
corn, milk, and bread, and there are restrictions: on the number of calories (between 2000 and 2250)
and the amount of Vitamin A (between 5000 and 50,000). Find the optimal assignment which
maximizesthe total cost in the above problem 2. Ans. O3 to D1, O2 to D2, O1 to D3, maximum cost:
62Solve the following assignment problem for minimum cost 4. Note: Since artificial variables which
is forced outof the basis, is never considered for reentry, the col-umn corresponding to the artificial
variable may beomitted from the next simplex tableau. We publish nearly 1600 books as well as 50
journals a year. Formulate the problem above and determine the optimal solution. Our books span a
wide range of subjects, including but not limited to sports and sports management, political science
and economics, education and psychology, women’s health issues, sexual and reproductive health,
and aging and age-related diseases. A potter produces two products, a pitcher and a bowl.
Destinations Sourc es Note: Zero values for nonbasic variables are notfilled while zero values for
basic variables are shownin the tableau. Artworks, brands, logos, and contents are the property of
their respective owners.
The contribution of each variable to the left-hand side of each constraint is proportional to the value
of the variable. 2. The contribution of a variable to the left-hand side of each constraint is
independent of the values of the variable. LP is simpler than NLP, hence, good for a foundation
Linearity has some unique features for optimization A lot of problems are or can be converted to a
LP formulation Some NLP algorithms are based upon LP simplex method. The problem is to
determine if different materials (called movement requirements) can be transported overseas within
strict time windows. Model Parameterization in tomography problems. Lecture 4. The element aij at
the intersection of the pivotal column and pivotalrow is known as the pivotal element, which is encir-
cled in the table step III. Feasibility condition In both the maximization and minimization prob-lems,
the basic variable associated with the smallestnonnegative ratio (with strictly positive denomina-tor)
will be the leaving variable. Page 10. From among the infinite number of feasible solu-tions to an
LPP, we should find the optimal feasiblesolution in which the maximum (or minimum) valueof z is
finite. Chapter 4 Computing with Strings. Objectives. To understand the string data type and how
strings are represented in the computer. Thus the assignment problem is an inte-ger linear
programming problem. For our American Airlines problem the company has a database with 12
millionpotential crew schedules. Such carrying of crew as passengers (on their own airline or on
another airline) is called deadheading. These vari-ables, should also satisfy the nonnegativity restric-
tions since these physical quantities can not be neg-ative. A crew schedule such as 2 above (A-B and
B-C) typically includes as part of its associated cost the cost of returning the crew (as passengers) to
their base. Since (dummyman) M5 is assigned to job A, the job A shouldbe declined. A potential
crew schedule is a series of flight legs that satisfies these restrictions. Thus x21 will be the entering
variable.Outgoing: The leaving (basic) variable is deter-mined by constructing a closed ? -loop which
startsand ends at the entering variable x21. Solution: Fortunately the problem contains alreadya
starting basic feasible solution with x1, x2, x3 as the basic variables. And only once all items have
arrived will our staff check the returned product for testing. Some real world examples of LP
Military patient evacuation problem The US Air Force Military Airlift Command (MAC) has a
patient evacuation problem that can be modeled as an LP. OR was developed and used during world
war II While the technology was advancing fast, the problems that analysts were facing were getting
bigger and more complex. Demand for deluxe paint can not exceedthat of standard paint by more
than 1 ton. WORKED OUT EXAMPLES Enumeration Example 1: Solve the following LPP by
enumerat-ing all basic feasible solutions. The correct side ofthe inequality is indicated by an arrow.
Once your refund is processed, PayPal will return the money to the card used. Chapter 3: Hillier and
Lieberman Dr. Hurley’s AGB 328 Course. Each brand has a specific amount of nitrogen and
phosphate. Types: All-integer LP or a pure ILP Mixed-Integer LP 0-1 integer LP. Agenda Modeling
problems Examples of models and some classical problems Graphical interpretation of LP Solving LP
by Simplex using MS Excel Some theoretical ideas behind LP and Simplex. In the objective function
the cost coeffi-cients for these undesirable artificial variablesR1 andR2 are taken as a very large
penalty value M. The first row is satisfied so cross out the firstrow and move to x21 of second row.
Linear Programming Graphical analysis Computational analysis (Simplex Method). The cost of
transportationfrom any source to this dummy destination is takenas zero. When all the artificial
variables have left the basisand optimality condition is satisfied, then the cur-rent solution is optimal.
2. When one or more artificial variables are presentin the basis at zero level and the optimality condi-
tion is satisfied, then the solution is optimal withsome redundant constraints 3. This resulted in an LP
with 20,500 constraints and 520,000 variables. A) Alternative Optimal Solutions Consider the
following LP problem. Apply simplex method to obtainthe optimal solution. Two-Phase Method In
the M-method, M must be assigned some specificnumerical value which creates trouble of
roundofferrors especially in computer calculations. Men M M M 1 2 3 J1 7 5 8 J2 5 6 7 J3 8 7 9 J4 4
4 8 Jobs Solution: Add a fictitious (dummy) fourth man, toconvert the unbalanced to balanced
assignment prob-lem. For our American Airlines problem the company has a database with 12
millionpotential crew schedules. If there is an optimalsolution, it exists at one of these corner points.
CONTENTS Introduction to Linear Programming Applications of Linear Programming Reference:
Chapter 1 in BJS book. One of the tools in Excel that can be used for optimization problems is the
Solver. For crew scheduling, aircraft types have been pre-assigned (not all crews can fly all types).
Determine the location ofwork centres that minimizes total handling cost. Include in your package a
signed letter stating the reason for your return, the original receipt, proof of defect, images, a video,
etc. OO Programming (procedural V.S. OO) Basic concepts of OO. Now using v4, u3 is
obtainedfrom the basic variable x34. Since (dummyman) M5 is assigned to job A, the job A shouldbe
declined. Here s1-row is the pivot row;x2 column is the pivot column and the intersectionof pivot
column and pivot row is the pivot element4 which is circled in the tableau. The “last point touched”
as the iso-profit line leaves the feasible region region is optimal. However, the delivery may take
about 7 to 10 business days, depending on the shipping destination, logistics, weather conditions,
product weight, size, or shipping company distribution structures. Any problem whose model fits the
format for the linear programming model is a linear programming problem. Questions: How many
computers need to buy to get the maximum profit. Definition of the problem (alternatives, feasible
variables, constrains, goal,.) 2. Construction of the model. 3. Solution of the task. 4. Validation of the
model. 5. Implementation of the solution in practice. The first row is satisfied so cross out the
firstrow and move to x21 of second row. The contribution of each variable to the left-hand side of
each constraint is proportional to the value of the variable. 2. The contribution of a variable to the
left-hand side of each constraint is independent of the values of the variable. Such a trivial solu-tion
is of no interest since this can be neither max-imized nor minimized. (c) A feasible region satisfying
all the constraints isnot possible since the constraints are inconsistent. (d) LPP is ill-posed if the non-
negativity restrictionare not satisfied although all the remaining con-straints are satisfied. If we know
that x 2 and x 3 are non-zero, how can we find the optimal solution directly. Assign one task to one
manso as to minimize the total time spent on accom-plishing the four tasks. Machine 1 2 3 4 5 1 5 11
10 12 4 2 2 4 6 3 5 3 3 12 5 14 6 4 6 14 4 11 7 5 7 9 8 12 5 Job Ans.
Lecture 7: Feb 1. Overview. Mathematical programming Linear and integer programming Examples
Geometric interpretation Agenda. There are restrictions on how many hours the crews (pilots and
others) can work. Questions: How many computers need to buy to get the maximum profit. Linear
Programming Problem Problem Formulation A Simple Maximization Problem Graphical Solution
Procedure Extreme Points and the Optimal Solution Computer Solutions A Simple Minimization
Problem Special Cases. Lecture 09 Dr. Arshad Zaheer. Minimization. Illustration. Solving
Minimization Problems. Formulated and solved in much the same way as maximization problems In
the graphical approach an iso-cost line is used. It takes about 1 hour to produce a bowl and requires 4
pounds of clay. The objective function that can be increased without bound (i.e., unbounded solution)
for maximization problem. Similarly, for a minimization problem, an optimal solution is a point in the
feasible region with the smallest objective function value. Physical Networks Road Networks
Railway Networks Airline traffic Networks Electrical networks, e.g., the power grid Abstract
networks organizational charts precedence relationships in projects Others. This resource hasn't been
reviewed yet To ensure quality for our reviews, only customers who have downloaded this resource
can review it Report this resource to let us know if it violates our terms and conditions. Each week
the company can obtain: All needed raw material. A typical example would be taking the limitations
of materials and labor, then determining the. They use this model to determine the flow of patients
moved by air from an area of conflict to army bases and hospitals. How many bags of each type
should the farmer use to adequately fertilize his field. Employee Scheduling A restaurant must create
a wait staff schedule each week. LP Formulation: XYZ, Inc. XYZ, Inc. manufactures two products,
namely Product 1 and Product 2. A) Alternative Optimal Solutions Consider the following LP
problem. Types: All-integer LP or a pure ILP Mixed-Integer LP 0-1 integer LP. If the Required Parts
are not sent back, they will be billed for or expected to be shipped later. Such a trivial solu-tion is of
no interest since this can be neither max-imized nor minimized. (c) A feasible region satisfying all
the constraints isnot possible since the constraints are inconsistent. (d) LPP is ill-posed if the non-
negativity restrictionare not satisfied although all the remaining con-straints are satisfied. To get rid
of degeneracy, introduce any onenon-basic variable say in cell (3, 2) at ’?’ level where. The LP
includes capacities at embarkation and debarkation ports, capacities of the various aircraft and ships
that carry the movement requirements and penalties for missing delivery dates. Remember our initial
transportation problem with the associated cost to send a unit from the factory to each of the four
warehouses. The variables may be products, man-hours, money or even machine hours. A key point
is that these flight legs may be flown by different crews. Thej th column is known as the pivotal
column.Step II. Leaving variable: Divide the solution col-umn with the corresponding elements of
the pivotalcolumn, with strictly positive denominator. Click the Microsoft Office Button, and then
click Excel Options. Types of Integer Linear Programming Models Graphical Solution for an All-
Integer LP Spreadsheet Solution for an All-Integer LP Application Involving 0-l Variables Special 0-
1 Constraints. Find the optimal assign-ment schedule subject to the restriction that firstperson M1 can
not be assigned job 3 and thirdperson M3 can not be assigned to job 4. From the opti-mality
condition, the entering variable is one withthe most negative coefficient in the z-row.
Professor Ahmadi. Chapter 11 Integer Linear Programming. Note: Since artificial variables which is
forced outof the basis, is never considered for reentry, the col-umn corresponding to the artificial
variable may beomitted from the next simplex tableau. Artificial Variable Technique For a LPP in
which all the constraints are less than orequal to type with bi ? 0, an all-slack, initial basicfeasible
solution readily exists. The correct side ofthe inequality is indicated by an arrow. Linear
Programming provides methods for allocating limited resources among competing activities in an
optimal way. Although computationallynorth west corner rule is simple, the basic feasiblesolution
obtained by this method may be far fromoptimal since the costs are completely ignored. (a) North-
west corner rule (due to Dantzig): Step I:Allocate asmuch as possible to the northwestcorner cell (1,
1). After 5 hours, your item(s) have either been shipped, prepared to ship, or are custom-made. For
each variable xi, the sign restriction specifies either that xi must be nonnegative (xi? 0) or that xi may
be unrestricted in sign. However, the delivery may take about 7 to 10 business days, depending on
the shipping destination, logistics, weather conditions, product weight, size, or shipping company
distribution structures. Once your return is received and inspected, and if you agree to a refund,
refunds will be credited to the original credit card used for payment in 24-48 hours. An important
topic of Deterministic Operations Research. Concepts and geometric interpretations Basic
assumptions and limitations Post-optimal, results analysis. A farmer is preparing to plant a crop in the
spring and needs to fertilize a field. Unbalanced Transportation Problem Example 1: Three electric
power plants P1, P2, P3 with capacities of 25, 40 and 30 kWh supply electric-ity to three cites C1,
C2, C3. And only once all items have arrived will our staff check the returned product for testing.
Solve the following TP. 9 7 6 12 3 5 9 9 7 5 9 3 6 10 7 5 11 11 4 4 6 2 4 2 5 6 2 96 8 11 22 10 Ans.
The shadedregion is the required feasible solution space satisfy-ing all the five constraints. The
objective function that can be increased without bound (i.e., unbounded solution) for maximization
problem. Karmarkar’s method developedin 1984 has been found to be upto 50 times as fast asthe
simplex algorithm. Identify the direction inwhich z increaseswithout leaving the region. It is proved
thatthe set of feasible solutions to a LPP form a convexset (the line joining any two points of the set
lies inthe set) and the corner (extreme) points of the convexset are basic feasible solutions. Chapter
3: Hillier and Lieberman Dr. Hurley’s AGB 328 Course. Identify basic, feasible, nonfeasible, degen-
erate, non degenerate solutions and optimal solu-tion. A high penalty cost M is associatedwith cell
cij when there is no route from ith origin tothe j th destination. Linear Algebra. Chapter 1. Linear
Equations in Linear Algebra. Then 1 2 3 230 400 350 0 230 400 280 195 310 A B C Page 34.
Alternative or Multiple Solutions Any point (solution) falling on line segment AE will yield an
optimal solution with the same objective value no feasible solution Some LPs have no solution.
Introduction to Sensitivity Analysis Graphical Sensitivity Analysis Sensitivity Analysis: Computer
Solution Simultaneous Changes. When all the inequalities are plotted like this,in general, we get a
bounded (or unbounded in caseof greater than inequalities) polygon which enclosethe feasible
solution space, any point of which is afeasible solution. Linear Regression. Linear Regression with
Gradient Descent.