BAYAN UNIVERSITY

Computer science department

Operation Research
Lecture 5: Introduction to Operation
Research
Stage 3
By: Dr.Dunya abd alhameed
 Quiz:
• Let X be a continuous r.v with p.d.f
𝑓 𝑥 = 𝑒 −2𝑥 , 𝑥 ∈
0, ∞ , 𝑎𝑛𝑑 𝑧𝑒𝑟𝑜 𝑜𝑡ℎ𝑒𝑟𝑤𝑖𝑠𝑒

Compute 𝑃 𝑋 > 1
 What is OR?
• Optimization : The action or process of making the
best of something; (also) the action or process of
rendering optimal; the state or condition of being
optimal.
• Operations research: Operations research, also
known as operational research, is a branch of applied
mathematics and formal science that uses advanced
analytical methods such as mathematical modeling ,
statistical analysis, and mathematical optimization to
arrive at optimal or near-optimal solutions to complex
decision-making problems.
 Mathematical modeling by example
• A toy company makes two types of toys: toy soldiers and trains.
Each toy is produced in two stages, first it is constructed in a
carpentry shop, and then it is sent to a finishing shop, where it is
varnished, vaxed, and polished. To make one toy soldier costs $10
for raw materials and $14 for labor; it takes 1 hour in the carpentry
shop, and 2 hours for finishing. To make one train costs $9 for raw
materials and $10 for labor; it takes 1 hour in the carpentry shop,
and 1 hour for finishing. There are 80 hours available each week in
the carpentry shop, and 100 hours for finishing. Each toy soldier is
sold for $27 while each train for $21. Due to decreased demand for
toy soldiers, the company plans to make and sell at most 40 toy
soldiers; the number of trains is not restriced in any way. What is the
optimum (best) product mix (i.e., what quantities of which products
to make) that maximizes the profit (assuming all toys produced will
be sold)?
 Terminology
• decision variables: 𝑥1 , 𝑥2 , . . . , 𝑥𝑖 , . . .
• variable domains: values that variables can take
𝑥1 , 𝑥2 ≥ 0
• goal/objective: maximize/minimize
• objective function: function to minimize/maximize
3𝑥1 + 2𝑥2
• constraints: equations/inequalities 3𝑥1 + 2𝑥2 ≤ 10
• Example :
• Decision variables:
• x1= # of toy soldiers
• x2= # of toy trains
• Objective: maximize profit • $27 − $10 − $14 = $3 profit for
selling one toy soldier ⇒ 3x1 profit (in $) for selling x1 toy
soldier
• • $21 − $9 − $10 = $2
• profit for selling one toy train ⇒ 2x2
• profit (in $) for selling x2 toy train ⇒ z = 3𝑥1 + 2𝑥2 | {z }
objective function profit for selling 𝑥1 toy soldiers and 𝑥2 toy
trains
Constraints:
• producing 𝑥1 toy soldiers and 𝑥2 toy trains requires
• (a) 1𝑥1 + 1𝑥2 hours in the carpentry shop; there are 80 hours
available
• (b) 2𝑥1 + 1𝑥2 hours in the finishing shop; there are 100 hours
available
• the number 𝑥1 of toy soldiers produced should be at most 40
Variable domains: the numbers 𝑥1 , 𝑥2 of toy soldiers and trains
must be non-negative (sign restriction)
• Max 3𝑥1 + 2𝑥2
• 𝑥1 + 𝑥2 ≤ 80
• 2 𝑥1 + 𝑥2 ≤ 100
• 𝑥1 ≤ 40
• 𝑥1 , 𝑥2 ≥ 0
• We call this a program. It is a linear program, because the objective
is a linear function of the decision variables, and the constraints are
linear inequalities (in the decision variables).
 Think of an optimisation problem
• What is it that you ideally wish to achieve?
• e.g., maximise profit
• e.g., minimise risk This is the Objective
• What is it that you have control over?
• e.g., who should do W?
• e.g., how many X should I make?
• e.g., where should I make Y?
• e.g., when should I do Z?
• e.g., what model of V should I choose? These are the Variables
Are there any restrictions?
• e.g., we can’t make negative numbers of items
• e.g., we have a limited resources or time These are the
Constraints
 example
• A manufacturing company makes three types of items: desks,
chairs, and bed-frames, using metal and wood.
• A single desk requires 2 hours of labour,
• 1 unit of metal and 3 units of wood.
• One chair requires 1 hour of labour, 1 unit of metal and 3 units
of wood.
• Making one bed frame requires 2 hours of labour, 1 unit of
metal and 4 units of wood.
• In a given time period, there are 225 hours of labour available,
117 units of metal, and 420 units of wood.
• The profit on one desk is $13,
• one chair is $12,
• and one bed frame is $17.
• The company wants a manufacturing schedule designed,
which maximises profits without violating any constraint on
resource availability during that time period.
• So what are the steps in Formulation?
• 1) Read the question right through.
• 2) Tabulate any data
• 3) Identify the variables
• 4) Identify the objective
• 5) Formulate the constraints, i.e., define the feasible region
• 6) Write down the LP (Linear Program)
Tabulate the data:
*Define the decision variables:
• 𝑥1 to be the number of desks;
• 𝑥2 to be the number of chairs;
• and, 𝑥3 to be the number of bedframes, made per
time period.
*Dentify (formulate) the objective function: Here
we wish to maximise the profit, z, (in dollars), so we
have:
max z = 13 𝑥1 + 12 𝑥2 + 17 𝑥3 .
which means find the argument x that maximises z.
• Formulate the constraints, including any non-
negativity constraints
• 2 𝑥1 + 𝑥2 + 2 𝑥3 ≤ 225 (labour)
• 𝑥1 + 𝑥2 + 𝑥3 ≤ 117 (metal)
• 3 𝑥1 + 3 𝑥2 + 4 𝑥3 ≤ 420 (wood)
• 𝑥1 ≥ 0, 𝑥2 ≥ 0, 𝑥3 ≥ 0 (non-negativity)
 LP
• Write down the linear program (LP) Our LP:
(objective function)
• max z = 13𝑥1 + 12𝑥2 + 17𝑥3
• subject to
• 2𝑥1 + 𝑥2 + 2𝑥3 ≤ 225
• 𝑥1 + 𝑥2 + 𝑥3 ≤ 117
• 3𝑥1 + 3𝑥2 + 4𝑥3 ≤ 420
• (non-negativity) 𝑥1 ≥ 0, 𝑥2 ≥ 0, 𝑥3 ≥ 0