Você está na página 1de 14

INTRODUCTION

Operations Research
An operation research is a discipline explicitly devoted to aiding decision makers. A
number of closely related fields are management science, decision science, operations
management, and systems engineering
OR Professionals aim to provide rational bases for decision making by seeking to understand
and structure complex situations and to use this understanding to predict system behavior and
improve system performance. Much of this work is done using analytical and numerical
techniques to develop and manipulate mathematical and computer models of organizational
systems composed of people, machines, and procedures.
OR is the representation of real-world systems by mathematical models together with the use of
quantitative methods (algorithms) for solving such models, with a view to optimizing.
OR as being the application of scientific methods/thinking to decision making, Underlying OR is
the philosophy that:
decisions have to be made; and
Using a quantitative (explicit, articulated) approach will lead (on average) to better
decisions than using non-quantitative (implicit, unarticulated) approaches (such as those
used (?) by human decision makers).
Indeed it can be argued that although OR is imperfect it offers the best available approach to
making a particular decision in many instances (which is not to say that using OR will produce
the right decision).
Often the human approach to decision making can be characterised (conceptually) as the "ask
Fred" approach, simply give Fred ('the expert') the problem and relevant data, shut him in a room
for a while and wait for an answer to appear.
The difficulties with this approach are:
Speed (cost) involved in arriving at a solution
Quality of solution - does Fred produce a good quality solution in any particular case
Consistency of solution - does Fred always produce solutions of the same quality (this is
especially important when comparing different options).
You can form your own judgment as to whether OR is better than this approach or not
OR Models
No matter how OR is defined, the construction and use of models is at its core. Models
are representations of real systems. They can be iconic (made to look like the real system),
abstract, or somewhere in between. Iconic models can be full-scale, scaled-down, or scaled-up in
size. Sawmill headrig control simulators are full-scale models. A model of the solar system is a
scaled-down model, and a teaching model of a wood cell or a water molecule is a scaled-up
model. Models can be made of the same material as the system they represent, such as the
headrig control simulator, or they can be made of different materials, such as a plastic model of
the solar system. On the other end of the model spectrum are abstract mathematical models. OR
professionals often use mathematical models to make simplified representations of complex
systems.
Regardless of the type of model used, modeling includes the following steps:
Defining the problem and gathering data
Constructing a model of the system
Deriving a solution
Testing the model and solution (Is the model valid; that is, does it do what it is designed
to do?)
Implementing the solution








Types of models
Physical Analog Management Games Computer Simulation Mathematical

Exactness Abstraction
Use models
Real systems may be too complex.
Models may be less expensive.
Models can test options without disrupting the real system.
Modeling provides new insights into the real system
If the actual system is simple enough to manipulate safely, then OR techniques often are
not necessary. For example, managers of a sawmill might wish to extend the hours for
loading trucks from 5:00 p.m. until midnight. Since the shipping shed is adjacent to the
planer mill, they decide to use the planer mill employees and possibly one or two overtime
employees from shipping to extend the loading hours for a trial period of 2 to 3 weeks. At the
end of this time, theyll have a good idea of how the extended shipping hours affected the
rest of the sawmill operations.
An OR professional also could model this problem, perhaps using a scheduling linear
program or a simulation model to examine the effect of extending the shipping hours.
However, if the real system can be manipulated without causing too much disruption, it
would be preferable to do so rather than to have an OR professional model it. Often, it can
take weeks or months just to collect enough data to realistically model a system. In this case,
it probably would be less expensive to manipulate the real system. In other cases,
manipulating the real system is neither simpler nor less expensive than building a model. For
example, very long time periods may be involved, or management may wish to examine
substitutes for the real system. Also, real systems often are too complex to experiment with
directly. The actual experimentation may be infeasible, disruptive, or too expensive. There
are several ways to study a system without experimenting with the real system
MATHEMATICAL MODEL
A mathematical model as consisting of:
Decision variables, which are the unknowns to be determined by the solution to the
model.
Constraints to represent the physical limitations of the system.
An objective function.
A solution (or optimal solution) to the model is the identification of a set of variable
values which are feasible (i.e. satisfy all the constraints) and which lead to the optimal
value of the objective function.
The mathematical models of the field of operations research can be dichotomized as
deterministic and probabilistic. Often the deterministic models reflect complex systems
involving large numbers of decision variables and constraints and are broadly labeled
mathematical programming models. Some of the most complex constrained optimization models
involve tens of thousands of constraints and hundreds of thousands of decision variables.
Operation researchers not only model these complex systems but also have developed algorithms
that can efficiently search for optimal or near optimal solutions. Another class of deterministic
models involves networks: routing through the network or optimal location on a network.
Decisions involving multiple objectives can be addressed with a general class of models called
Multi-Criteria Decision Analysis (MCDA).
Decision trees are a basic tool for structuring decisions in the presence of uncertainty. A
tree is used to lay out the sequence of decisions and random events. The optimal solution
maximizes an expected value function. Generally, models of complex probabilistic systems tend
to be descriptive. Optimal or near optimal solutions are found by manipulating important
parameters or a limited number of decision variables. The most flexible of all probabilistic
system modeling techniques is computer simulation. Queueing theory is amongst the oldest and
most widely known probabilistic modeling tools of operations research. Its beginning actually
pre-dates the start of WWII operations research.
OR models can be used to model and optimize routine decisions and operations.
Typically, this class of models will have nicely designed user interfaces and computerized data
collection procedures. Often these models become automated and require limited or no
managerial insight to tweak the results. Examples of these types of models are routinely used in
gasoline blending, airline crew scheduling, or routing calls through telecommunications
networks. Strategic models are designed to address a unique situation that may or may not ever
occur again. Data is often subjective and based on expert opinion. Senior executives and their
staff use strategic models to gain insight. They rarely simply implement the model's solution
without an in-depth analysis and understanding of the ramifications of the recommended
solution.
As the array of OR techniques and application areas developed, numerous sub-specialties
evolved. Some of the specializations focused on specific modeling techniques as mentioned
above. Others spawned broad application areas under the titles of: transportation science,
marketing science, inventory and production management, and operations management. Recent
additions to this array of application areas include: supply chain management, knowledge
management, and customer relationship management.
Operations research has overlapping interests with a variety of other disciplines. Research
into algorithms often parallels the work of computer scientists. Those operations researchers
working in the area of quality and reliability interact with a number of engineering disciplines.
Forecasting models, an area of interest to statisticians and economists, are often an important
element of operations research-based decision support systems. Lastly, OR specialists in applied
mathematical programming or game theory may work with colleagues in economics. Not
surprisingly, several Nobel Prize winners in economics had strong links with the operations
research community.
DETERMINISTIC AND PROBABILISTIC MODELS
A deterministic situation is one in which the system parameters can be determined
exactly. This is also called a situation of certainty because it is understood that whatever are
determined, things are certain to happen the same way. It also means that the knowledge about
the system under consideration is complete then only the parameters can be determined with
certainty. At the same time you also know that in reality such system rarely exists. There is
always some uncertainty associated.

Probabilistic situation is also called a situation of uncertainty. Though this exists
everywhere, the uncertainty always makes us uncomfortable. So people keep trying to minimize
uncertainty. Automation, mechanization, computerization etc. are all steps towards reducing the
uncertainty. We want to reach to a situation of certainty.

Deterministic optimization models assume the situation to be deterministic and
accordingly provide the mathematical model to optimize on system parameters. Since it
considers the system to be deterministic, it automatically means that one has complete
knowledge about the system. Relate it with your experience of describing various situations. You
might have noticed that as you move towards certainty and clarity you are able to explain the
situation with lesser words. Similarly, in mathematical models too you will find that volume of
data in deterministic models appears to be lesser compared to probabilistic models. We now try
to understand this using few examples.

Take an example of inventory control. Here there are few items that are consumed/ used
and so they are replenished too either by purchasing or by manufacturing. Give a thought on
what do you want to achieve by doing inventory control. You may want that whenever an item is
needed that should be available in required quantity so that there is no shortage. You can achieve
it in an unintelligent way by keeping a huge inventory. An intelligent way will be to achieve it by
keeping minimum inventory. And hence, this situation requires optimization. You do this by
making decisions about how much to order and when to order for different items. These
decisions are mainly influenced by system parameters like the demand/ consumption pattern of
different items, the time taken by supplier in supplying these items, quantity or off-season
discount if any etc. Let us take only two parameters -- demand and time taken by supplier to
supply, and assume that rest of the parameters can be ignored.

If the demand is deterministic, it means that it is well known and there is no possibility of
any variation in that. If you know that demand will be 50 units, 70 units and 30 units in 1st, 2nd
and 3rd months respectively it has to be that only. But in a probabilistic situation you only know
various possibilities and their associated probabilities. May be that in the first month the
probability of demand being 50 units is 0.7 and that of it being 40 units is 0.3. The demand will
be following some probability distribution. And you can see that the visible volume of data will
be higher in case of probabilistic situation.

You have different mathematical models to suit various situations. Linear Programming
is a deterministic model because here the data used for cost/ profit/ usage/ availability etc. are
taken as certain. In reality these may not be certain but still these models are very useful in
decision making because

It provides an analytical base to the decision making

The sensitivity of performance variables to system parameters is low near optimum.

Assuming a situation to be deterministic makes the mathematical model simple and easy
to handle.

But if the uncertainty level is high and assuming the situation to be deterministic will make the
model invalid then it is better to use probabilistic models. Popular queuing models are
probabilistic models as it is the uncertainty related to arrival and service that form a queue

Introduction to Linear Programming
Linear Programming is a special and versatile technique which can be applied to a variety
of management problems viz. Advertising, Distribution, Investment, Production, Refinery
Operations, and Transportation analysis. The linear programming is useful not only in industry
and business but also in non-profit sectors such as Education, Government, Hospital, and
Libraries. The linear programming method is applicable in problems characterized by the
presence of decision variables. The objective function and the constraints can be expressed as
linear functions of the decision variables. The decision variables represent quantities that are,
in some sense, controllable inputs to the system being modeled. An objective function represents
some principal objective criterion or goal that measures the effectiveness of the system such as
maximizing profits or productivity, or minimizing cost or consumption.
There is always some practical limitation on the availability of resources viz. man,
material, machine, or time for the system. These constraints are expressed as linear equations
involving the decision variables. Solving a linear programming problem means determining
actual values of the decision variables that optimize the objective function subject to the
limitation imposed by the constraints.
The main important feature of linear programming model is the presence of linearity in
the problem. The use of linear programming model arises in a wide variety of applications. Some
model may not be strictly linear, but can be made linear by applying appropriate mathematical
transformations. Still some applications are not at all linear, but can be effectively approximated
by linear models. The ease with which linear programming models can usually be solved makes
an attractive means of dealing with otherwise intractable nonlinear models.
Linear Programming Problem Formulation
The linear programming problem formulation is illustrated through a product mix
problem. The product mix problem occurs in an industry where it is possible to manufacture a
variety of products. A product has a certain margin of profit per unit, and uses a common pool of
limited resources. In this case the linear programming technique identifies the products
combination which will maximize the profit subject to the availability of limited resource
constraints.

Example 2.1:
Suppose an industry is manufacturing tow types of products P1 and P2. The profits per
Kg of the two products are Rs.30 and Rs.40 respectively. These two products require processing
in three types of machines. The following table shows the available machine hours per day and
the time required on each machine to produce one Kg of P1 and P2. Formulate the problem in
the form of linear programming model.

Profit/Kg P1
Rs.30

P2
Rs.40

Total available
Machine
hours/day
Machine 1 3 2 600
Machine 2 3 5 800
Machine 3 5 6 1100

Solution:
The procedure for linear programming problem formulation is as follows:
Introduce the decision variable as follows:
Let x1 = amount of P1
X2 = amount of P2
In order to maximize profits, we establish the objective function as
30x1 + 40x2
Since one Kg of P1 requires 3 hours of processing time in machine 1 while the corresponding
requirement of P2 is 2 hours. So, the first constraint can be expressed as
3x1 + 2x2 600
Similarly, corresponding to machine 2 and 3 the constraints are
3x1 + 5x2 800
5x1 + 6x2 1100
In addition to the above there is no negative production, which may be represented algebraically
as
X1 0; x2 0
Thus, the product mix problem in the linear programming model is as follows:
Maximize
30x1 + 40x2
Subject to:
3x1 + 2x2 600
3x1 + 5x2 800
5x1 + 6x2 1100
x1 0, x2 0



Example 2.2:
A company owns two flour mills viz. A and B, which have different production
capacities for high, medium and low quality flour The company has entered a contract to supply
flour to a firm every month with at least 8, 12 and 24 quintals of high, medium and low quality
respectively. It costs the company Rs.2000 and Rs.1500 per day to run mill A and B respectively.
On a day, Mill A produces 6, 2 and 4 quintals of high, medium and low quality flour, Mill B
produces 2, 4 and 12 quintals of high, medium and low quality flour respectively. How many
days per month should each mill be operated in order to meet the contract order most
economically.
Solution:
Let us define x1 and x2 are the mills A and B. Here the objective is to minimize the cost
of the machine runs and to satisfy the contract order. The linear programming problem is given
by Minimize
2000x1 + 1500x2
Subject to:
6x1 + 2x2 8
2x1 + 4x2 12
4x1 + 12x2 24
x1 0, x2 0
Graphical Analysis of Linear Programming
This section shows how a two-variable linear programming problem is solved graphically, which
is illustrated as follows:
Example 2.3:
Consider the product mix problem discussed in section 2.2

Maximize
30x1 + 40x2
Subject to:
3x1 + 2x2 600
3x1 + 5x2 800
5x1 + 6x2 1100
x1 0, x2 0
From the first constraints 3x1 + 2x2 600, draw the line 3x1 + 2x2 = 600 which passes through
the point (200, 0) and (0, 300). This is shown in the following graph as line 1.





300

3x1 + 2x2 = 600(line 1)
200B
X2 3x1 + 5x2 = 800(line 2)

C
100

5x1 + 6x2 = 1100(line 3)
A D X1
0 50 100 150 200

Half Plane - A linear inequality in two variables is called as a half plane.
Boundary - The corresponding equality (line) is called as the boundary of the half plane.
Close Half Plane Half plane with its boundary is called as a closed half plane.
In this case we must decide in which side of the line 3x1 + 2x2 = 600 the half plane is located.
The easiest way to solve the inequality for x2 is
3x1 600 2x2
And for the fixed x1, the coordinates satisfy these inequalities are smaller than the corresponding
ordinate on the line and thus the inequality is satisfied for all the points below the line 1.
Similarly, we have to determine the closed half planes for the inequalities 3x1 + 5x2 800 and
5x1 + 6x2 1100 (line 2 and line 3 in the graph). Since all the three constraints must be satisfied
simultaneously we have consider the intersection of these three closed half planes. The complete
intersection of these three closed half planes is shown in the above graph as ABCD. The region
ABCD is called the feasible region, which is shaded in the graph.
Feasible Solution:
Any non-negative value of x1, x2 that is x1 0 and x2 0 is known as feasible solution of the
linear programming problem if it satisfies all the existing constraints.
Feasible Region:
The collection of all the feasible solution is called as the feasible region.

Dual Linear programming
For every linear programming problem there is a corresponding linear programming
problem called the dual. If the original problem is a maximization problem then the dual
problem is minimization problem and if the original problem is a minimization problem then the
dual problem is maximization problem. In either case the final table of the dual problem will
contain both the solution to the dual problem and the solution to the original problem.
The solution of the dual problem is readily obtained from the original problem solution if
the simplex method is used. The formulation of the dual problem also sometimes referred as the
concept of duality is helpful for the understanding of the linear programming. The variable of the
dual problem is known as the dual variables or shadow price of the various resources. The dual
problem is easier to solve than the original problem. The dual problem solution leads to the
solution of the original problem and thus efficient computational techniques can be developed
through the concept of duality. Finally, in the competitive strategy problem solution of both the
original and dual problem is necessary to understand the complete problem.

Dual Problem Formulation

If the original problem is in the standard form then the dual problem can be formulated
using the following rules:
The number of constraints in the original problem is equal to the number of dual
variables. The number of constraints in the dual problem is equal to the number of
variables in the original problem.
The original problem profit coefficients appear on the right hand side of the dual problem
constraints.
If the original problem is a maximization problem then the dual problem is a
minimization problem. Similarly, if the original problem is a minimization problem then
the dual problem is a maximization problem.
The original problem has less than or equal to () type of constraints while the dual
problem has greater than or equal to () type constraints.
The coefficients of the constraints of the original problem which appear from left to right
are placed from top to bottom in the constraints of the dual problem and vice versa.
Linear programming Simplex Method
The Linear Programming with two variables can be solved graphically. The graphical method of
solving linear programming problem is of limited application in the business problems as the
number of variables is substantially large. If the linear programming problem has larger number
of variables, the suitable method for solving is Simplex Method. The simplex method is an
iterative process, through which it reaches ultimately to the minimum or maximum value of the
objective function.
The simplex method also helps the decision maker/manager to identify the following:
Redundant Constraints
Multiple Solutions
Unbounded Solution
Infeasible Problem
Basics of Simplex Method
The basic of simplex method is explained with the following linear programming problem.
Example 3.1:
Maximize
60x1 + 70x2
Subject to:
2x1 + x2 300
3x1 + 4x2 509
4x1 + 7x2 812
x1, x2 0
Solution
First we introduce the variables
s3, s4, s5 0
So that the constraints becomes equations, thus
2x1 + x2 + s3 = 300
3x1 + 4x2 + s4 = 509
4x1 + 7x2 + s5 = 812
Corresponding to the three constraints, the variables s3, s4, s5 are called as slack variables. Now,
the system of equation has three equations and five variables.
There are two types of solutions they are basic and basic feasible, which are discussed as
follows:
Basic Solution
We may equate any two variables to zero in the above system of equations, and then the system
will have three variables. Thus, if this system of three equations with three variables is solvable
such a solution is called as basic solution.

Você também pode gostar