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2-The evolution of managment thinking
3-Histroy of OR

Dec 08, 2013

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1-What's operation Researches
2-The evolution of managment thinking
3-Histroy of OR

Attribution Non-Commercial (BY-NC)

229 visualizações

1-What's operation Researches
2-The evolution of managment thinking
3-Histroy of OR

Attribution Non-Commercial (BY-NC)

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P ro f. M . H a m d y E l wa ny

1 s t Ye a r P r o d u c t i o n E n g i n e e r i n g Department 2011

2

Lecture 1

3

4 2000

The Technology-Driven Workplace The Learning Organization

1990 1980 Total Quality Management 1970 Contingency Views 1950 Systems Theory 1940

2010

2010

2000

2000 2000

Management Science Perspective 1930 Humanistic Perspective 1890 Classical 1940 1870

1990

1990 2010

5

behavior

6

Scientific

Management

Bureaucratic

Organizations

Principles

Administrative

7

each job. Selected workers with appropriate abilities for each job. Trained workers in standard method. Supported workers by planning work and eliminating interruptions. Provided wage incentives to workers for increased output.

Scientific Management

8

Contributions Demonstrated the importance of compensation for performance. Initiated the careful study of tasks and jobs. Demonstrated the importance of personnel and their training. Criticisms Did not appreciate social context of work and higher needs of workers. Did not acknowledge variance among individuals. Tended to regard workers as uninformed and ignored their ideas

Humanistic Perspective

9

Human

Relations Movement

Human

Resources Perspective

Sciences Approach

Behavioral

10

Operations

Research mathematical modeling Operations Management specializes in physical production of goods or services Information Technology reflected in management information systems

11

Systems Theory

Contingency View

12

13

Operations

Research (OR) seeks the determination of the best (optimum) course of action of a decision problem under the restriction of limited resources. The term operations research quite often is associated with the use of mathematical techniques to model and analyze decision problems.

History of OR

14

Research has generally been attributed to the military services early in the World War II. There was an urgent need to allocate scarce resources to the various military operations and to the activities within each operation in an effective manner. Therefore, the British and then the US military management called upon a large number of scientists.

History of OR Cont.

15

Military Operations. These teams of scientists were, thus, the first Operations Research teams. Through their research on how to better manage convoy and antisubmarine operations, they also played a major role in winning of:

Air

battle of Britain The battle of the North Atlantic. Island Campaign in the Pacific.

History of OR Cont.

16

increase attention in the use of OR in industrial and organizational applications. By the early 1950s, OR was used in a variety of organizations in

business, industry,

and government.

The rapid spread of OR soon followed.

History of OR Cont.

17

rapid growth of OR

The

Simplex method

for solving linear programming problems, developed by George Dantzig in 1947 Many of the standard tools of OR, such as linear programming, dynamic programming, queuing theory, and inventory theory, were relatively well developed before the end of the 1950s.

Computer

The

revolution

18

A

science

algorithms for solving appropriate decision problems.

An

art

as

success in all the phases that precede and succeed the solution of a mathematical model depends largely on the creativity and personal abilities of the decision-making analyst.

19

Phase

I: PROBLEM ANALYSIS

Define

the Operations Research Analyze the problem and divide into smaller units Establish research priorities

Phase

Specify

solution objectives Specify decision variables and stipulate constraints on the solution Identify or construct an appropriate model for solution development Determine and obtain required data Develop solutions using analytical mode

20

Phase

Design

field test Implement field test Evaluate the propose solution Modify if necessary Integrate the solution with the larger system

Thus implementing OR approach depends on the ability of the OR team to establish good lines of communication with the sources of information as well as with the individuals responsible for implementing recommended solutions.

21

Lecture 2

22

most effective operations research tools. LP success stems from its flexibility in describing multitudes of real-life situations in the following areas:

military,

industry, agriculture, transportation, behavioral and social sciences, economic sciences, etc.

determine a level of operational activity in order to achieve an objective, subject to restrictions called constraints

Model Formulation

23

building the mathematical model according to the following steps: 1. Determine decision variables:

What does the model seek to determine? (mathematical symbols representing levels of activity of an operation)

2.

A linear relationship reflecting the objective of an operation Most frequent objective of business firms is to maximize profit Most frequent objective of individual operational units (such as a production or packaging department) is to minimize cost

3.

What restrictions must be imposed on the variables to satisfy the limitations of the modeled system? (represented by linear relationship)

Model Formulation

24

be as follows:

Max/min subject to: z = c1x1 + c2x2 + ... + cnxn a11x1 + a12x2 + ... + a1nxn (, =, ) b1 a21x1 + a22x2 + ... + a2nxn (, =, ) b2 : am1x1 + am2x2 + ... + amnxn (, =, ) bm

xj = decision variables bi = constraint levels cj = objective function coefficients aij = constraint coefficients

LP Model: Example 1

25

RESOURCE REQUIREMENTS

PRODUCT Bowl Mug

Labor (hr/unit) 1 2

There are 40 hours of labor and 120 pounds of clay available each day Step 1: Decision variables x1 = number of bowls to produce x2 = number of mugs to produce

LP Model: Example 1

26

RESOURCE REQUIREMENTS

PRODUCT Bowl Mug

Labor (hr/unit) 1 2

There are 40 hours of labor and 120 pounds of clay available each day Step 2: Objective Function Maximize Profit

Maximize Z = $40 x1 + 50 x2

LP Model: Example 1

27

RESOURCE REQUIREMENTS

PRODUCT Bowl Mug

Labor (hr/unit) 1 2

There are 40 hours of labor and 120 pounds of clay available each day Step 3: Constraints x1+ 2x2 < 40 hr (labor constraint) Subject to:

4x1+ 3x2 < 120 lb (clay constraint) x 1 , x2 > 0 (Non-negativity constraint)

LP Model: Example 1

28

block as follows:

Decision variables find the optimum values of: x1 = number of bowls to produce x2 = number of mugs to produce Objective Function Maximize Profit Maximize Z = $40 x1 + 50 x2 Subject to: x1+ 2x2 < 40 hr (labor constraint) 4x1+ 3x2 < 120 lb (clay constraint) x1 , x2 > 0 (Non-negativity constraint)

Solving LP Problems

29

common tools in solving LP models The steps of solving the LP problems using the graphical solution method:

1. 2. 3.

Plot model constraint on a set of coordinates in a plane. Identify the feasible solution space on the graph where all constraints are satisfied simultaneously. Plot objective function to find the point on boundary of this space that maximizes (or minimizes) value of objective function.

30

Decision variables find the optimum values of: x1 = number of bowls to produce x2 = number of mugs to produce Objective Function Maximize Profit Maximize Z = $40 x1 + 50 x2 Subject to: x1+ 2x2 < 40 hr (labor constraint) 4x1+ 3x2 < 120 lb (clay constraint) x1 , x2 > 0 (Non-negativity constraint)

31

x2 50 40 30 20 10 0 | 10 | 20

Optimal point: x1 = 24 bowls, Area common to x2 =8 mugs both constraints (Feasibility Z = Region) $1360

x1 + 2 x2 <40 hr

| 30 | 40 | 50 | 60 x1

32

3 x1 + 2 x2 < 18 x1 < 4 2 x2 < 12 x1 and x2 > 0

33

1.

2.

3.

Represent the given inequalities and find the solution space. Represent the given function, and find its direction of increase and decrease. Find the points that would both belong to the solution space and give the maximum and minimum values of the function.

34

35

36

Decrease

Increase

37

shift the straight line in the direction of increase till it reaches the furthest point that still belongs to solution space

38

shift the straight line in the direction of increase till it reaches the furthest point that still belongs to solution space

39

40

Shirtstop makes t-shirts with logos and sells them in its chain

of retail stores. They contract with two different plantsone in Puerto Rico and one in the Bahamas. The shirts from the plant in Puerto Rice cost $0.46 apiece and 9% of them are defective and can't be sold. The shirts from the Bahamas cost only $0.35 each but they have an 18% defective rate. Shirtstop needs 3,500 shirts. To retain their relationship with the two plants they want to order at least 1,000 shirts from each. They would also like at least 88% of the shirts they receive to be salable. Formulate a linear programming model for this problem.

41

X1: Number of t-shirts bought from the plant in Puerto Rico X2: Number of t-shirts bought from the plant in Bahamas

Objective Function Minimize Cost Minimize Z = 0.46X1 + 0.35X2 Subject to: X1 > 1000, X2 > 1000 0.82X1 + 0.91X2 > 3500 0.82X1 + 0.91X2 > 0.88 (X1 + X2) X1, X2 > 0

42

Lecture 2 (Cont d)

Examples

Example 1

43

Find the maximum values of the function z = 5x + 2y, given the following set of constraints:

2x

+ 3y 6, 3x + 2y 6, x and y 0

Solution

44

3x + 2y 6

(Unbounded Solution)

2

2x + 3y 6

1-

45

Find the minimum values of the function z = 5x + 2y, given the following set of constraints:

3x

+ 3y 9, 4x + 5y 20, x and y 0

Solution

46

(Infeasible Solution)

3x + 3y 9

4-

32

4x + 5y 20

1I I I I I

47

Find the maximum values of the function z = 3x1 + 5x2, given the following set of constraints:

x1

Solution

48

4x + 5y 20

13 12 11 10 9876543 2 1I I I I

4x + 5y 20 4x + 5y 20

4x + 5y 20

I I I I I I I I I I I I I

1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17

49

13 12 11 10 9876543 2 1I I I I I

If z = 3x1 + 2x2

Optimum Solution

Z= 18 X1 =4 X2 = 3

1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17

Example 4

50

Find the minimum value of the given function z = 3 x1 2 x2, and the point at which it occurs, for the given set of constraints:

4 x1

Solution

51

x1 = 1 z = 3 x1 2 x2

4-

3-

4 x1 + 5 x2 < 20

2

x1 + x2

1I I I I

>3

I

Example 5

52

Progress city is studying the feasibility of introducing a mass transit bus system that will reduce the pollution problem by reducing in-city driving. The initial study seeks the determination of the minimum number of buses that can handle transportation needs. After gathering necessary information, the city engineer noticed that the minimum number of buses needed to meet fluctuates with the time of the day. The figure below summarizes the engineers findings. It was decided that to carry out the required daily maintenance, each bus could operate only 8 successive hours a day.

Example 5

53

Solution

54

Solution

55

Decision variables:

X2: Number of buses starting at 04:01 A.M. X3: Number of buses starting at 08:01 A.M. X4: Number of buses starting at 12:01 P.M. X5: Number of buses starting at 04:01 P.M.

Solution

56

Objective function: Minimize z = X1 + X2 + X3 + X4 + X5 + X6 Subject to: X1 + X6 > 4 X1 + X2 >8 X2 + X3 > 10 X3 + X 4 >7 X 4 + X5 > 12 X5 + X 6 > 4 X 1 , X2 , X3 , X4 , X 5 , X6 > 0

Example 6

57

A cargo plane has three compartments for storing cargo: front, center, and back. These compartments have capacity limits on both weight and space, as summarized below:

Compartment Front Center Back Weight capacity (tons) 12 18 10 Space capacity (cube feet) 7000 9000 5000

Example 6

58

Furthermore, the weight of the cargo in the respective compartments must be the same proportion of that compartments weight capacity to maintain the balance of the airplane. The following four cargoes have been offered for shipment on an upcoming flight as space is available:

Cargo 1 2 3 4 Weight (tons) 20 16 25 13 Volume (cubic feet/ton) 500 700 600 400 Profit ($/ton) 320 400 360 290

Example 6

59

Any portion of these cargoes can be accepted. The objective is to determine how much (if any) of each cargo should be accepted and how to distribute each among the compartments to maximize the total profit for the flight. Formulate a linear programming model for this problem.

Solution

60

Decision variables: : Number of tons of cargo type 1 stored in the front compartment : Number of tons of cargo type 1 stored in the center compartment : Number of tons of cargo type 1 stored in the back compartment : Number of tons of cargo type 2 stored in the front compartment : Number of tons of cargo type 2 stored in the center compartment : Number of tons of cargo type 2 stored in the back compartment : Number of tons of cargo type 3 stored in the front compartment : Number of tons of cargo type 3 stored in the center compartment : Number of tons of cargo type 3 stored in the back compartment : Number of tons of cargo type 4 stored in the front compartment : Number of tons of cargo type 4 stored in the center compartment : Number of tons of cargo type 4 stored in the back compartment

Solution

61

Solution

62

Subject to:

Solution

63

Subject to:

Example 7

64

The pacific paper company produces paper rolls with a standard width of 20 feet each. Special customer orders with different widths are produced by slitting the standard rolls. Typical orders (which may vary from day to day) are summarized in the following table:

Order Desired width (ft) Desired number of rolls

1 2 3

5 7 9

Example 7

65

In practice, an order is filled by setting the slitting knives to the desired widths. Usually, there are a number of ways in which a standard roll can be slit to fill a given order. The next figure shows three possible knife settings for the 20-foot roll. Although there are other feasible settings, we limit the discussion for the moment to considering settings A, B, and C. We can combine the given settings in a number of ways to fill orders for widths 5, 7, and 9 feet.

Example 7

66

Example 7

67

Find the optimum combination of settings to fulfill the orders while minimizing the trim loss. The following are two feasible combinations:

1. Slit 300 (standard rolls) using setting A, and 75 rolls using setting B. 2. Slit 200 rolls using setting A, and 100 rolls using setting C.

Solution

68

Knife settings 2 3 4 5 6

5

7 9 Trim loss per foot of length

0

1 1 4

2

1 0 3

2

0 1 1

4

0 0 0

1

2 0 1

0

0 2 2

150

200 300

Solution

69

Decision Variables

Solution

70

Objective Function

Minimize Z = X1 + X2 + X3 + X4 + X5 + X6 Subject to 2X1 + 2X3 + 4X4 + X5 > 150 X 1 + X2 + 2X5 > 200 X 1 + X3 + 2X6 > 300 X1, X2, X3, X4, X5, X6 > 0

71

Lecture 3

Introduction

72

to solving models with a maximum number of two decision variables. When the number of variables exceeds this, which is the case in most practical cases, the graphical method becomes inconvenient. We, thus, seek another method for solving LP models with more than two variables. The most common method is the analytical Simplex method. The Simplex method is an algorithm (a sequence of steps) that solves LP models. There are many common Simplex algorithms: the extended tableau, the condensed tableau, and the 2-phase method.

LP Terminologies

73

programming problem form a convex set for which all included points satisfy all constraints and non-negativity conditions. Infeasible solution: Any point that does not satisfy all the constraints and non-negativity conditions is termed infeasible. Basic solution: A basic solution may be identified as the intersection of two (or more) constraints. Extreme points: The extreme points of the convex set of feasible solutions are equivalent to the set of basic feasible solutions. Optimal solution: The optimal solution to a given linear programming problem, if it exists, will occur at one or more extreme points.

74

1.

2.

solution).

3. 4.

Determine if movement to an adjacent extreme point can improve on the optimization of the objective function. If not, then present solution is optimal. Move to the adjacent extreme point which offers the most improvement in the objective function. Continue steps 2 and 3 until the optimal solution is found or until it can be shown that the problem is either unbounded or infeasible.

Standard LP Form

75

All

the constraints are equations. All the variables are nonnegative. The objective function may be maximization or minimization

We shall call the inequalities with the sign of < Type I inequalities and inequalities of the sign > Type II inequalities.

Standard LP Form

76

In the constraint X1 + 2X2 < 6, Converting it to this equation X1 + 2X2 + S1 = 6 (Adding a Slack Variable) Type II inequalities > In the constraint 3X1 + 2X2 3X3 5 Converting it to this equation 3X1 + 2X2 3X3 S2 = 5 (Adding a Surplus Variable)

Standard LP Form

77

is added to overcome the negative value of the Surplus variable, the artificial variable doesnt have any physical significance; it is truly an artificial device employed to drive an immediate recognizable basic feasible solution.

Example: 3X1 + 2X2 3X3 5 Converting it to this equation 3X1 + 2X2 3X3 S2 + R1 = 5

Standard LP Form

78

For

Simplicity, the objective functions should be considered as the maximization form. Thus, when dealing with a minimization objective, we simply multiply the objective by 1 and maximize it.

Given a maximization objective z, r surplus variables, and t artificial variables, the modified objective is: n r t

Maximize z c j x j c k s k c p R p

j 1 k 1 p 1

Standard LP Form

79

Maximize z c j x j c k s k c p R p

j 1 k 1 p 1

Original Objective Function Impact of the slack and surplus variables Where ck = zero Impact of the artificial variables Where cp = -M

Example on an LP Model

80

Maximize

X1 + X2 + X 3 > 9 3X1 + 2X2 + X3 < 12

81

X1 + X2 + X3 - S1 + R1 =9 3X1 + 2X2 + X3 + S2 = 12 X1, X2, X3, S1, S2, and R1 > 0 The new Objective Function Maximize z= 7X1 3X2 + 5X3 + 0S1 MR1 + 0S2

82

X1 + X2 + X3 -X4 + X5 =9 3X1 + 2X2 + X3 + X6 = 12 X1, X2, X3, X4, X5, and X6 > 0 The new Objective Function Maximize z= 7X1 3X2 + 5X3 + 0X4 MX5 + 0X6

83

After transforming the problem to the standard LP form, we set up the initial extended tableau as follows:

Coefficient Basic of the Variables Basic Labels Variables CB, 1 . . XB, 1 . . Variable Labels X1 y1,1 . . X2 y1,2 . . . . Xn y1,n . . Basic Feasible Solution Values XB,1 . .

.

CB, m

.

XB, m

.

ym,1 z1 c 1

.

ym,2 z2 c 2

.

ym,n zn c n

.

XB,m z

Indicator Row

84

After transforming the problem to the standard LP form, we set up the initial extended tableau as follows: Where, CB,m: The coefficient of the basic variable number m in the objective function. XB,m: The basic variable number m ym,n: The coefficient of the variable number n in the constraint associated with basic variable number m zn cn: The indicator value of variable number n. Youll learn how to calculate it.

Example

85

Given the following problem, setup the initial extended tableau, then find the optimum solution to the problem using the Simplex algorithm.

Maximize

z = 6X1 + 8X2

Subject to,

4X1 + X2 20 X1 + 4X2 40 X1, X2 0

86

Maximize

z = 6X1 + 8X2 + 0X3 + 0X4

Subject to,

4X1 + X2 + X3 = 20 X1 + 4X2 + X4 = 40 X1, X2, X3, X4 0

87

cj

cB 0 0 BV X3 X4

6

X1

8

X2

0

X3

0

X4 XB

88

cj

cB 0 0 BV X3 X4

6

X1 4 1

8

X2 1 4

0

X3 1 0

0

X4 0 1 XB

89

solution

cj

cB 0 0 BV X3 X4

6

X1 4 1

8

X2 1 4

0

X3 1 0

0

X4 0 1 XB 20 40

90

zj cj = cbyj cj

cj

cB 0 0 BV X3 X4

6

X1 4 1

8

X2 1 4

0

X3 1 0

0

X4 0 1 XB 20 40

91

z1 c1 = [(4x0) + (1x0)] 6 = -6

cj

cB 0 0 BV X3 X4

6

X1 4 1 -6

8

X2 1 4

0

X3 1 0

0

X4 0 1 XB 20 40

92

z2 c2 = [(1x0) + (4x0)] 8 = -8

cj

cB 0 0 BV X3 X4

6

X1 4 1 -6

8

X2 1 4 -8

0

X3 1 0

0

X4 0 1 XB 20 40

93

cj

cB 0 0 BV X3 X4

6

X1 4 1 -6

8

X2 1 4 -8

0

X3 1 0 0

0

X4 0 1 0 XB 20 40

94

cj

cB 0 0 BV X3 X4

6

X1 4 1 -6

8

X2 1 4 -8

0

X3 1 0 0

0

X4 0 1 0 XB 20 40 0

95

This is one of the feasible solutions (iteration 0). If there are negative values in the indicator row, you can reach a better solution by continuing with the following steps.

cj

cB 0 0 BV X3 X4

6

X1 4 1 -6

8

X2 1 4 -8

0

X3 1 0 0

0

X4 0 1 0 XB 20 40 0

96

The variable having the most negative zj cj value. The entering variable is X2 (because its zj cj is equal to -8).

cj

cB 0 0 BV X3 X4

6

X1 4 1 -6

8

X2 1 4 -8

0

X3 1 0 0

0

X4 0 1 0 XB 20 40 0

97

Divide the XB column by the yi column of the entering variable, and choosing the least nonnegative value as the departing (leaving) variable.

cj

cB 0 0 BV X3 X4

6

X1 4 1 -6

8

X2 1 4 -8

0

X3 1 0 0

0

X4 0 1 0 XB 20 40 0

98

cj

cB 0 0 BV X3 X4

6

X1 4 1 -6

8

X2 1 4 -8

0

X3 1 0 0

0

X4 0 1 0 XB 20 40 0

99

cj

cB 0 0 BV X3 X4

6

X1 4 1 -6

8

X2 1 4 -8

0

X3 1 0 0

0

X4 0 1 0 XB 20 40 0

100

variable.

cj

cB 0 8 BV X3 X2

6

X1

8

X2

0

X3

0

X4 XB

101

row number i) is obtained by dividing the old row i by the pivot element. cj

cB 0 8 BV X3 X2 1/4 1 0 1/4 10

6

X1

8

X2

0

X3

0

X4 XB

102

tableau is all equal to zero, except to the element in the entering variable row which is equal to one. cj

cB 0 8 BV X3 X2 1/4

6

X1

8

X2 0 1 0

0

X3

0

X4 XB

1/4

10

103

cB 0 8 BV X3 X2 1/4

6

X1

8

X2 0 1 0

0

X3

0

X4 XB

1/4

10

104

cB 0 8 BV X3 X2 1/4

6

X1

8

X2 0 1 0

0

X3

0

X4 XB

1/4

10

105

cB 0 8 BV X3 X2

6

X1 15/4 1/4

8

X2 0 1 0

0

X3

0

X4 XB

1/4

10

106

cB 0 8 BV X3 X2

6

X1 15/4 1/4

8

X2 0 1 0

0

X3

0

X4 -1/4 XB

1/4

10

107

cB 0 8 BV X3 X2

6

X1 15/4 1/4

8

X2 0 1 0

0

X3 1 0

0

X4 -1/4 1/4 10 XB

108

cB 0 8 BV X3 X2

6

X1 15/4 1/4

8

X2 0 1 0

0

X3 1 0

0

X4 -1/4 1/4 XB 10 10

109

cB 0 8 BV X3 X2

6

X1 15/4 1/4 -4

8

X2 0 1 0

0

X3 1 0

0

X4 -1/4 1/4 XB 10 10

110

cB 0 8 BV X3 X2

6

X1 15/4 1/4 -4

8

X2 0 1 0

0

X3 1 0 0

0

X4 -1/4 1/4 2 XB 10 10 80

111

cB 0 8 BV X3 X2

6

X1 15/4 1/4 -4

8

X2 0 1 0

0

X3 1 0 0

0

X4 -1/4 1/4 2 XB 10 10 80

112

cj

cB 6 8 BV X1 X2

6

X1 1 0 0

8

X2 0 1 0

0

X3 4/15 -1/15

0

X4 -1/15 4/15 XB 8/3 28/3

113

cB 6 8 BV X1 X2

6

X1 1 0 0

8

X2 0 1 0

0

X3 4/15 -1/15

0

X4 -1/15 4/15 XB 8/3 28/3

114

X*1 = 8/3

X*2 = 28/3

X*3 = 0 X*4 = 0 z* = 272/3

Summary

115

1. 2.

3.

Find standard LP form Find the starting basic solution by constructing the initial tableau Decide whether the solution is now optimal, infeasible, unbounded, or can be improved according to the following diagram.

Summary

116 Check indicator row (zj - cj)

Summary

117

unbounded, then the problem is completed. If the solution can be improved, then do a new iteration. 5. Go to step III.

118

Lecture 4

Special Features

119

tend to identify or isolate the special problem classes that are presented.

Variables: are usually integers and could also be of binary value. 2. Network Representation: consists of:

1.

Nodes Branches

3.

Computational Complexity

120

Lecture 4 A

121

A transportation problem basically deals with the problem, which aims to find the best way to fulfill the demand of n demand points (sources) using the capacities of m supply points (sinks). While trying to find the best way, generally a variable cost of shipping the product from one supply point to a demand point or a similar constraint should be taken into consideration.

122

I

[10]

[8]

Sources

II

(5) [15]

``

[12]

Sinks

(1) (7)

B

(3) (2)

III

[10]

[15]

IV

[10]

123

Example 1: Powerco has three electric power plants that supply the electric needs of four cities:

The associated supply of each plant and demand of each city is given in the table 1. The cost of sending 1 million kwh of electricity from a plant to a city depends on the distance the electricity must travel.

124

A transportation problem is specified by the supply, the demand, and the shipping costs. So the relevant data can be summarized in a transportation tableau. The transportation table implicitly expresses the supply and demand constraints and the shipping cost between each demand and supply point.

125

From City 1 Plant 1 $8 To City 2 City 3 City 4 $9 Supply (Million kwh) 35

$6

$10

Plant 2 Plant 3

Demand (Million kwh)

$9 $14 45

$12 $9 20

$13 $16 30

$7 $5 30

50 40

Solution

126

determine how much electricity is sent from each plant to each city;

Xij = Amount of electricity produced at plant i and sent to city j X14 = Amount of electricity produced at plant 1 and sent to city 4

Solution (Contd)

127

X11+X12+X13+X14 <=

Solution (Contd)

128

X11+X21+X31 >=

5. Sign Constraints: Since a negative amount of

>= 0 (i= 1,2,3; j= 1,2,3,4)

Xij

129

Min Z = 8X11+6X12+10X13+9X14+9X21+12X22+13X23

+7X24 +14X31+9X32+16X33+5X34

X21+X22+X23+X24 <= 50 X31+X32+X33+X34 <= 40 X11+X21+X31 >= 45 (Demand Constraints) X12+X22+X32 >= 20 X13+X23+X33 >= 30 X14+X24+X34 >= 30 Xij >= 0 (i= 1,2,3; j= 1,2,3,4) (Sign Constraints)

130

A set of m supply points from which a good is shipped. Supply point i can supply at most si units. 2. A set of n demand points to which the good is shipped. Demand point j must receive at least di units of the shipped good. 3. Each unit produced at supply point i and shipped to demand point j incurs a variable cost of cij.

1.

131

min cijXij

i 1 j 1 i m j n

j 1

j n

X

i 1

i m

ij

dj ( j 1,2,...,n)

132

If Total supply equals to total demand, the problem is said to be a balanced transportation problem:

s d

i i 1 j 1

i m

j n

133

demand:

By adding dummy demand point. Since shipments to the dummy demand point are not real, they are assigned a cost of zero.

There is no doubt that in such a case one or more of the demand will be left unmet. Generally in such situations a penalty cost is often associated with unmet demand and as one can guess this time the total penalty cost is desired to be minimum

134

Unlike other Linear Programming problems, a balanced TP with m supply points and n demand points is easier to solve, although it has m + n equality constraints. The reason for that is, if a set of decision variables (xijs) satisfy all but one constraint, the values for xijs will satisfy that remaining constraint automatically.

135

basic feasible solution for a balanced Transportation Problem: 1. Northwest Corner Method 2. Minimum Cost Method 3. Vogels Method

136

Begin in the upper left (northwest) corner of the transportation tableau and set x11 as large as possible (here the limitations for setting x11 to a larger number, will be the demand of demand point 1 and the supply of supply point 1. Your x11 value can not be greater than minimum of this 2 values).

137

According to the explanation in the previous 5 slide we can set x11=3 (meaning demand of 6 demand point 1 is satisfied by supply point 1).

2 3 3 5 2 3 2 6 2 X 5 2 3

138

After we check the east and south cells, we saw 3 X that we can go east 2 (meaning supply point 1 still has capacity to fulfill some demand). 6

2 X

3

3

2 3

3

X 3 2

139

After applying the same procedure, we saw that 3 2 we can go south this time (meaning X demand point 2 needs more 3 supply 2 by supply point 2). 1

2 X 3 X 2 3 2 1 X 3 X X 2 X X X 2

140

Finally, we will have the following BFS, which is: x11=3, x12=2, x22=3, x23=2, x24=1, x34=2

3 2 3 2 1 2 X X X X X X X

141

costs. It can yield an initial bfs easily but the total shipping cost may be very high. The least cost method uses shipping costs in order come up with a bfs that has a lower cost. To begin the least cost method, first we find the decision variable with the smallest shipping cost (Xij). Then assign Xij its largest possible value, which is the minimum of si and dj

142

should cross out row i and column j and reduce the supply or demand of the noncrossed-out row or column by the value of Xij. Then we will choose the cell with the minimum cost of shipping from the cells that do not lie in a crossed-out row or column and we will repeat the procedure.

143

2 3 5 6 5 2 1 3 5 10 3 8 4 6

15

12

144

2 3 5 6 5 2 8 3 8 4 6 15 1 3 5 2

12

145

Step 3: Find the new cell with minimum shipping cost and cross-out row 2

2 3 5 6 5 2 2 3 8 8 4 6 15 1 3 5 X

10

146

Step 4: Find the new cell with minimum shipping cost and cross-out row 1

2 5 2 2 3 8 8 4 6 15 1 3 5 X 3 5 6 X

147

Step 5: Find the new cell with minimum shipping cost and cross-out column 1

2 5 2 2 3 5 X X 4 6 8 8 4 6 10 1 3 5 X 3 5 6 X

148

Step 6: Find the new cell with minimum shipping cost and cross-out column 3

2 5 2 2 3 5 X X 8 8 4 X 6 4 6 6 1 3 5 X 3 5 6 X

149

Step 7: Finally assign 6 to last cell. The BFS is found as: X11=5, X21=2, X22=8, X31=5, X33=4 and X34=6

2 5 2 2 3 5 X X 8 8 4 X 4 6 X 6 X 1 3 5 X 3 5 6 X

3. Vogels Method

150

The penalty will be equal to the difference between the two smallest shipping costs in the row or column. Identify the row or column with the largest penalty. Find the first basic variable which has the smallest shipping cost in that row or column. Then assign the highest possible value to that variable, and cross-out the row or column as in the previous methods. Compute new penalties and use the same procedure.

151

Supply 6 7 8 10 15 80 78 7-6=1 Row Penalty

15

78-15=63

15 15-6=9

5 80-7=73

5 78-8=70

152

Supply 6 5 15 80 78 15 78-15=63 7 8 5 8-6=2 Row Penalty

15 15-6=9

X _

5 78-8=70

153

Step 3: Identify the largest penalty and assign the highest possible value to the variable.

Supply 6 5 15 80 7 5 78 15 _ 8 0 _ Row Penalty

15 15-6=9

X _

X _

154

Step 4: Identify the largest penalty and assign the highest possible value to the variable.

Supply 6 0 15 5 80 7 5 78 15 _ 8 X _ Row Penalty

15 _

X _

X _

155

Step 5: Finally the BFS is found as X11=0, X12=5, X13=5, and X21=15

Supply 6 0 15 15 Demand Column Penalty X _ X _ X _ 5 80 7 5 78 X _ 8 X _ Row Penalty

156

1. Determine the entering variable: Using the method of multipliers. Calculate the multipliers u & v, where:

Values

of the multipliers can be determined from this relation by assuming an arbitrary value for any one of them. For each non-basic variable , calculating

The entering variable is then selected as the one with the most positive

157

1 1 5

2 10

4 15 25

variable:

For

5 15 5 the opposite table, the 2 3 5 equations associated with 5 15 15 10 the basic variables are given as: x : u + v = c = 10 x : u + v = c = 9 11 1 1 11 23 2 3 23

By

letting u1 = 0, the values of the multipliers are successively determined as v1 = 10, v2 = 0, u2 = 7, v3 = 2, v4 = 13, and u3 = 5.

158

X31

159

2. Determine

the

leaving

variable

(Loop

construction):

A closed loop for the current entering variable is constructed. The loop starts and ends at the designated nonbasic variable. It consists of successive horizontal and vertical (connected) segments whose end points must be basic variables, except for the end points that are associated with the entering variable.

160

2. Determine

the

leaving

variable

(Loop

construction):

This means that every corner element of the loop must be a cell containing a basic variable. It is immaterial whether the loop is traced in a clockwise or counterclockwise direction.

In the example:

This loop may be defined in terms of the basic variables as X31 X11 X12 X22 X24 X34 X31

161

1

10 1 5

2

0 10

3

20

4

11 15

12 2 5

+

7 15 9 5 20 25

0

3

+

16

5

14

18

5

x31

+

5 15 15 10

162

2. Determine

the

leaving

variable

(Loop

construction):

The leaving variable is selected from among the corner variables of the loop that will decrease when the entering variable X31 increases above the zero level. These are indicated by the by the variables in the squares labeled with minus signs. In our particular problem, these variables are X11, X22, and X34.

163

2. Determine

the

leaving

variable

(Loop

construction):

The leaving variable is selected as the one having the smallest value, since it will be the first to reach zero value and any further decrease will cause it to be negative. Since the three variables have the same value (=5), we arbitrarily select any of them as the leaving variable. Suppose that X34 is taken as the leaving variable, then the value of X31 is increased to 5, and the values of the corner basic variables are adjusted accordingly

164

1 10

2 0 15 12 7 0 15

3 20

4 11

1

0 2 10 9 20

15

25

0

3

14

16

18

5

5

5 15 15 10

165

Is Reached:

The new basic solution should be checked for optimality by computing the new multipliers. The previous steps should be repeated for each iteration. The optimum solution is obtained when all the are non-positive.

166

Lecture 4 B

167

problem. Not only is movement allowed from sources to sinks, but also:

From

Costs are usually decreased, but problem size

increases significantly.

168

Transportation

C A D B E

Transshipment

C A D B E

169 To From 1 . . Source i . . m 1 . . Sink j . . n Demand

Source

Sink

Availability a1 + U . . ai + U . . am + U U . . U . . U

1im

1jn

UUU

b1 + U bj + U bn + U

170

1.

2. 3. 4.

All

the maximum amount that could be transshipped

Transshipment Example

171

Transshipment Network

[9]

I

[20] [9]

I

[20]

A

(3)

II

(6) (10) (5) (6)

[9] (3)

(6) (10) [7]

II B

(5)

[9]

[7]

III

[9]

III

[9]

172

I A 12 9 6 9 10 II 10 2 5 III 14 Available 20

B Demand 9

7

9 9

173

To From Source A B A 0 3 12 10 14 27 27 Source B 3 0 6 10 5 Sink

I

12 6 0 2 3 9 + 27

II

10 10 2 0 6 9 + 27

III

14 5 3 6 0 9 + 27

Available 20 + 27 7 + 27 27 27 27

I

Sink

II III

Demand

174

Since

Could be achieved by VAM. Solution of the embedded transportation problem will be used instead. Start by filling in the source-to-sink portion of the sub-matrix (which is the embedded transportation matrix). Next, we allocate, to each main diagonal cell, the amount U, which, for this problem, is 27 units.

175

To

From A A B 27 0 3 12 10 14 27 27 B 3 0 6 10 5 36 9

Source

Sink

I

12 6 0 2 3 9

II

10 10 2 0 6 36 2 7

III

14 5 3 6 0 36

Available

Source

47 34 27 27 27

27

I

Sink

27

II III

27

27

Demand

176

Next,

solving the resultant matrix using the normal transportation technique. Final transshipment solution:

To From Source Sink

A

A B 27 0 3 12 10 14 27 11 16

B

3 0 6 10 5 27

I

12 6 0 2 3 36 9

II

10 10 2 0 6 36

III

14 5 3 6 0 36

Available 47 34 27 27 27

Source

9 27

I

Sink

II III

27

27

Demand

177

I

[20] [9]

A

11

9 [7]

II

9

[9]

B III

[9]

178

Lecture 4 C

179

transportation problem. The assignment problem gets its name from a particular application in which we wish to assign "individuals" to "tasks (or tasks to machines, etc.). It is assumed that each individual can be assigned to only one task, and each task is assigned to only one individual.

180

Decision Variables:

Objective Function:

= Number of source nodes (jobs, employees, etc.) n = Number of sink nodes (machines, offices, etc.) cij = Cost of assigning source i to sink j

181

Subject to:

182

Machineco has four jobs to be completed. Each machine must be assigned to complete one job. The time required to setup each machine for completing each job is shown in the table below. Machinco wants to minimize the total setup time needed to complete the four jobs.

183

Time (Hours)

Job1 Job2 Job3 Job4 Machine 1 Machine 2 Machine 3 14 2 7 5 12 8 8 6 3 7 5 9

Machine 4

10

The Model

184

min Z 14 X 11 5 X 12 8 X 13 7 X 14 2 X 21 12 X 22 6 X 23 5 X 24 7 X 31 8 X 32 3 X 33 9 X 34 2 X 41 X 42 6 X 43 10 X 44 s.t. X 11 X 12 X 13 X 14 1 X 21 X 22 X 23 X 24 1 X 31 X 32 X 33 X 34 1 X 41 X 42 X 43 X 44 1 X 11 X 21 X 31 X 41 1 X 12 X 22 X 32 X 42 1 X 13 X 23 X 33 X 43 1 X 14 X 24 X 34 X 44 1 Xij 0 or Xij 1

The Model

185

Xij=1

job j Xij=0 if machine i is assigned to meet the demands of job j In general an assignment problem is a balanced transportation problem in which all supplies and demands are equal to 1.

186

be very efficient, there is a certain class of transportation problems, called assignment problems, for which the transportation simplex is often very inefficient. For that reason there is an other method called The Hungarian Method. Some basic ideas:

1.

187

2.

3.

4.

The ranking does not change if one subtracts the same amount, say, D, from all costs in the same row, since all assignment costs are reduced by D. The ranking does not change if one subtracts the same amount, say, D, from all costs in the same column, since all assignment costs are reduced by D. An assignment selects one entry in each row and one in each column.

188

5.

6.

As long as all costs are kept nonnegative, if the reduced cost matrix allows a zero cost assignment, that assignment is optimal. If there is a zero cost in each row and a zero cost in each column of the reduced cost matrix, this assignment is optimal.

189

Step1: Find the minimum element in each row of the mxm cost matrix. Construct a new matrix by subtracting from each cost the minimum cost in its row. For this new matrix, find the minimum cost in each column. Construct a new matrix (reduced cost matrix) by subtracting from each cost the minimum cost in its column. Step 2: Draw the minimum number of lines (horizontal and/or vertical) that are needed to cover all zeros in the reduced cost matrix. If m lines are required , an optimal solution is available among the covered zeros in the matrix. If fewer than m lines are required, proceed to step 3.

190

listed below:

Step 3: Find the smallest nonzero element (call its value k) in the reduced cost matrix that is uncovered by the lines drawn in step 2. Now subtract k from each uncovered element of the reduced cost matrix and add k to each element that is covered by two lines. Return to step 2.

191

Row reduction:

Time (Hours) Job 1 Machine 1 Machine 2 Machine 3 Machine 4 14-5 2-2 7-3 2-2 Job 2 5-5 12-2 8-3 4-2 Job 3 8-5 6-2 3-3 6-2 Job 4 7-5 5-2 9-3 10-2

192

Column reduction:

Time (Hours) Job1

Machine 1 Machine 2 Machine 3 Machine 4 9 0 4 0

Job2

0 10 5 2

Job3

3 4 0 4

Job4

2-2 3-2 6-2 8-2

193

Time (Hours) Job1 Machine 1 Machine 2 Machine 3 Machine 4 9 0 4 0 Job2 0 10 5 2 Job3 3 4 0 4 Job4 0 1 4 6

194

Time (Hours) Job1 Machine 1 Machine 2 Machine 3 Machine 4 9+1 0 4 0 Job2 0 10-1 5-1 2-1 Job3 3+1 4 0 4 Job4 0 1-1 4-1 6-1

195

Time (Hours) Job1 Machine 1 Machine 2 Machine 3 Machine 4 10 0 4 0 Job2 0 9 4 1 Job3 4 4 0 4 Job4 0 0 3 5

196

Time (Hours) Job1 Job2 Job3 Job4 Machine 1 Machine 2 Machine 3 Machine 4 10 0 4 0 0 9 4 1 4 4 0 4 0 0 3 5

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