1/a/ LPP- Linear Programming Problem

A LPP is basically that of optimizing (maximizing or minimizing) a linear function of variables

called the ‘Objective Function’, subject to a set of linear equations and/or inequalities called the
‘Constraints’ on the decision variables. In practical problems an additional restriction of non-
negativity of the variables is also imposed.

b/ Feasible Region

A region in which all the constraints are satisfied simultaneously is called a feasible region.

c/ Forms of LPP

There are two forms dealt with LPP. They are ; Canonical form & Standard form

d/ 4 Applications of operation research

-It provides a logical and systemetic approach to the problem.

-It allows modification of mathematical solutions before they are put to use.

-It suggests all the alternatives course of action for the same management.

-It facilitates improve quality of decisions.

-It leads to ptimum use of managers production factor.

-It aids inpreparation of future managers improving their knowledge and skills.

e/ Canonical Form:

The canonical form of LPP is

Maximize z = c1x1+c2x2+….+ cnxn

Subject to

ai1x1+ai2x2+….+ ainxn ≤ bi , i= 1,2,….n

x1,x2, … , xn ≥0

f/ Optimal Solution:
Any feasible solution which optimizes (minimizes or maximizes) the objective function is
called its optimal solution.

2/a/ Slack Variable:

The non-negative variable which is added to the left hand side of a ‘≤’ or ‘=’ constraint
to convert the constraint into an equality is called a ‘slack variable’. The value of this
non-negative variable can be usually be interpreted as the amount of unused
resources.

Surplus Variable:
The positive variable which is subtracted from the left-hand side of the ‘≥’ constraint,
to convert the constraint into equality is called a ‘surplus variable’. The value of this
 variable can usually be interpreted as the amount over and above the required
minimum level.

b/Dual of LPP:
In operations research, the dual of a Linear Programming Problem (LPP) is another LPP derived
from the original (primal) problem. The dual interchanges the roles of the objective function
coefficients and the right-hand side constants of the constraints, with the constraints of the
primal becoming the variables of the dual, and vice versa. The primal maximization problem
corresponds to a dual minimization problem, and the optimal values of their objective
functions are equal under certain conditions.
c/Key column & how its selected:
The column with the largest negative Zj – Cj values the maximization problem. It
indicates which variable will enter the solution next.

d/ Artificial Variable:
A variable that has no meaning in a physical sense, but acts as a tool to help generate
an initial linear program solution.

Two methods are generally employed for the solution of LPP having artificial
variables:

1. Two Phase Method; and

2. Big-M-Method ( Charne’s Penalty Method )
e/How can we resolve degeneracy in an LPP?
To resolve degeneracy in a Linear Programming Problem (LPP), you can use
techniques such as:

1. Perturbation Method: Slightly adjust the right-hand side values of the

constraints to remove degeneracy.
2. Lexicographic Method: Use a lexicographic ordering to select the entering
and leaving variables uniquely, avoiding cycling and ensuring progress
towards the optimal solution.

These methods help in overcoming issues where multiple optimal solutions or

cycling can occur due to degenerate vertices.

f/ fundamental theorem of duality

The Fundamental Theorem of Duality in operations research states that if a linear
programming problem (primal) has an optimal solution, then its corresponding dual
problem also has an optimal solution, and the optimal values of their objective
functions are equal. In other words, the maximum value of the primal objective
function equals the minimum value of the dual objective function when both
solutions are feasible.

3/a/ How do you convert the unbalanced T.P. into a balanced one?
 The unbalanced TP can be converted into a balanced one by adding a dummy row
(source) with cost zero and the excess demand is entered as a rim requirement if total
supply < total demand. On the other hand if the total supply > total demand, we
introduce a dummy column (destination) with cost 0 and the excess supply is entered
as a rim requirement for the dummy destination.

b/ Assignment Problem:
It is a special type of linear programming problem where the objective is to minimize
the cost or time of completing a number of jobs(activities) by a number of persons
(resources) in such a way that only one resource is assigned to one activity.

2 applications;

Job Assignment: Allocating a set of tasks to a set of workers in such a way that the
total cost or time is minimized, ensuring that each task is assigned to one worker and
each worker is assigned exactly one task.

Resource Allocation: Assigning resources like machines or vehicles to specific tasks

or routes to optimize operational efficiency, such as minimizing the total travel
distance or time.

c/ Degeneracy in a T.P.

A condition that occurs when the number of allocations in basic feasible solution are
less than m+n – 1, it is called degenerate BFS( otherwise, non-degenerate BFS).

This degeneracy in a T.P. can be resolved by adding one (more) empty cell having the least
cost and is of independent position with a non-negative allocation.

d/ List the approaches used with T.P. for determining the starting solution:
i. North west corner rule
ii. Least cost method (Matrix Minima)
iii. Row or Column minima method.
iv. Vogel’s approximation method
e/Optimal sol in T.P
A feasible solution is said to be optimal if it minimizes the total transportation cost.

An optimal solution to a Transportation Problem (T.P.) in Operations Research refers to

the best possible allocation of goods from multiple sources to multiple destinations,
minimizing transportation costs while satisfying supply and demand constraints. It's
achieved when total transportation costs cannot be further reduced without violating
these constraints.

f/ How do you convert the maximization assignment problem into a minimization one?
 The maximization AP can be converted into minimization assignment problem by
subtracting all the elements in the given profit matrix from the highest element in that
matrix.

4/a/ Saddle Point:

It is the position in the payoff matrix, where maximum of row minima (maximin)
coincides with minimum of column maxima (minimax). It is the point of intersection
of pure strategies.

The saddle point is the solution or value of the game. Once saddle point exists for a
game, the optimal strategy for two players can be identified. Solution of games with
no saddle point is possible only through the use of mixed strategies. Saddle point is
the equilibrium point of a payoff matrix.

b/Two person zero sum game

We can sometimes reduce the size of a game’s pay-off matrix by eliminating a course
of action which is so inferior to another as never to be used. Such a course of action is
said to be dominated by the other. The concept of dominance is especially useful for
the evaluation of two person zero-sum games where a saddle point does not exist.

Rules:

1. If all elements in a row are less than or equal to the corresponding elements in
another row, then that row is dominated and be deleted from the matrix.
2. If all elements in a column are greater than or equal to the corresponding elements
in another column, then that column is dominated and can be deleted from the
matrix.
3. A pure strategy may be dominated if it is inferior to average of two or more other
pure strategies.
c/ Distinguish between Pure and Mixed strategies.
1. A strategy is called pure, if one knows in advance of the play that it is certain
to be adopted irrespective of the strategy the other may choose. The optimal
strategy mixture for each player may be determined by assigning to each
strategy its probability of being chosen. These strategies are called mixed
strategy.
2. A pure strategy is a special case of mixed strategy. A player may be able to
choose only n pure strategies, whereas he had infinite number of mixed
strategies.
d/ Pay off:
It is the outcome of playing the game or the net gain the strategy brings to the firm for any
given counter strategy of the competitor. It is measured in terms of the objectives of the firm
like increase in profits, expansion in actual market share etc.

e/ Game:
A competitive situation is called a game if it has the following properties:
 a) There are finite number of participants called players.
b) Each participant has finite number of possible courses of action
c) All the courses of action must be known to each participant but must not know
which of these will be chosen.
d) A play is said to be played when each of the players chooses a single course of
action from the list of courses of action available to him. Here it is assumed that
the choices are simultaneous so that no player knows his opponent’s choice
until he has decided his own course of action
e) After all participants have chosen a course of action, their respective gains are
finite.
f) The gains of the participants depend on their own actions and those of others.
g) Every game results in an outcome.
f/ When do you say a game is stable?
A game is stable when there is a saddle point.

5/a/What is a dummy activity and when is it needed?

A dummy activity in operations research is a fictitious task inserted into a project network to
maintain the correct precedence relationships between other tasks. It has zero duration and is
used solely to represent the dependency between two real activities. Dummy activities are
needed in situations where the precedence relationships between tasks cannot be adequately
represented using only real activities. They ensure that the network diagram accurately reflects
the logical flow of the project activities.
b/ Express the expected duration and variance of an activity of a project in terms of t o, tm and
tp .

The expected duration (𝜇μ) and variance (𝜎2σ2) of an activity in a project can be
expressed in terms of three time estimates: optimistic time (𝑡𝑜to), most likely time
(𝑡𝑚tm), and pessimistic time (𝑡𝑝tp).

For a given activity:

1. Expected Duration (𝜇μ): It is calculated as the weighted average of the

optimistic, most likely, and pessimistic time estimates: 𝜇=𝑡𝑜+4𝑡𝑚+𝑡𝑝6μ=6to
+4tm+tp

2. Variance (𝜎2σ2): It is calculated using the formula: 𝜎2=(𝑡𝑝−𝑡𝑜)236σ2=36(tp

−to)2

These formulas provide estimates of the expected time and variability of an activity,
which are crucial for project scheduling and risk analysis in operations research.

c/ Distinguish between float and slack.

 • Float:

• Refers to the amount of time an activity can be delayed without

delaying the project completion.
• Calculated as the maximum amount of time an activity can be delayed
beyond its earliest start time without affecting the project duration.
• There are two types: total float (for non-critical activities) and free float
(for activities with multiple successors).

• Slack:

• Represents the amount of time an activity can be delayed without

delaying the start of any subsequent activity.
• Calculated as the difference between the latest start time and the
earliest start time of an activity.
• Only applies to activities that are not on the critical path.

d/ three common errors in the construction of network

• Missing Activities:

• Failure to include all necessary tasks or activities in the network

diagram, leading to incomplete project planning.

• Incorrect Precedence Relationships:

• Misidentification or misunderstanding of the logical sequence in which

activities must be performed, resulting in incorrect dependencies.

• Circular Dependencies:

• Creating loops or cycles in the network diagram where an activity

depends on itself or creates a dependency loop, making the project
logically infeasible.

e/ Distinguish between PERT and CPM

• PERT (Program Evaluation and Review Technique):

• Focuses on probabilistic time estimates for activities.

• Utilizes three time estimates (optimistic, most likely, pessimistic) to
calculate expected duration and variance.
 • Emphasizes uncertainty and risk management in project scheduling.
• Suitable for projects with high uncertainty and variability in activity
durations.

• CPM (Critical Path Method):

• Relies on deterministic time estimates for activities.

• Calculates the critical path, which represents the longest path through
the project network and determines the minimum project duration.
• Does not consider variability or uncertainty in activity durations.
• Ideal for projects with well-defined and predictable activity durations.

f/ three common errors in the construction of network

• Missing Activities:

• Failure to include all necessary tasks or activities in the network

diagram, leading to incomplete project planning.

• Incorrect Precedence Relationships:

• Misidentification or misunderstanding of the logical sequence in which

activities must be performed, resulting in incorrect dependencies.

• Circular Dependencies:

• Creating loops or cycles in the network diagram where an activity

depends on itself or creates a dependency loop, making the project
logically infeasible.