OPERATION RESEARCH 15ME81

Operation Research

Module 1

1.1 Origin of Operations Research

The term Operations Research (OR) was first coined by MC Closky and Trefthen in 1940 in a
small town, Bowdsey of UK. The main origin of OR was during the second world war – The
military commands of UK and USA engaged several inter-disciplinary teams of scientists to
undertake scientific research into strategic and tactical military operations.

Their mission was to formulate specific proposals and to arrive at the decision on optimal
utilization of scarce military resources and also to implement the decisions effectively. In simple
words, it was to uncover the methods that can yield greatest results with little efforts. Thus it had
gained popularity and was called “An art of winning the war without actually fighting it”

The name Operations Research (OR) was invented because the team was dealing with research
on military operations. The encouraging results obtained by British OR teams motivated US
military management to start with similar activities. The work of OR team was given various
names in US: Operational Analysis, Operations Evaluation, Operations Research, System
Analysis, System Research, Systems Evaluation and so on.

The first method in this direction was simplex method of linear programming developed in 1947
by G.B Dantzig, USA. Since then, new techniques and applications have been developed to yield
high profit from least costs.

Now OR activities has become universally applicable to any area such as transportation, hospital
management, agriculture, libraries, city planning, financial institutions, construction management
and so forth. In India many of the industries like Delhi cloth mills, Indian Airlines, Indian Railway,
etc are making use of OR activity.

1.2 Concept and Definition of OR

Operations research signifies research on operations. It is the organized application of modern
science, mathematics and computer techniques to complex military, government, business or
industrial problems arising in the direction and management of large systems of men, material,
money and machines. The purpose is to provide the management with explicit quantitative
understanding and assessment of complex situations to have sound basics for arriving at best
decisions.
Operations research seeks the optimum state in all conditions and thus provides optimum
solution to organizational problems.

Definition: OR is a scientific methodology – analytical, experimental and quantitative – which

by assessing the overall implications of various alternative courses of action in a management
system provides an improved basis for management decisions.
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1.3 Characteristics of OR (Features)

The essential characteristics of OR are
1. Inter-disciplinary team approach – The optimum solution is found by a team of
scientists selected from various disciplines.
2. Wholistic approach to the system – OR takes into account all significant factors and
finds the best optimum solution to the total organization.
3. Imperfectness of solutions – Improves the quality of solution.
4. Use of scientific research – Uses scientific research to reach optimum solution.
5. To optimize the total output – It tries to optimize by maximizing the profit and
minimizing the loss.

1.4 Applications of OR
Some areas of applications are
Finance, Budgeting and Investment
 Cash flow analysis , investment portfolios
 Credit polices, account procedures
Purchasing, Procurement and Exploration
 Rules for buying, supplies
 Quantities and timing of purchase
 Replacement policies
Production management
 Physical distribution
 Facilities planning
 Manufacturing
 Maintenance and project scheduling
Marketing
 Product selection, timing
 Number of salesman, advertising
Personnel management
 Selection of suitable personnel on minimum salary
 Mixes of age and skills
Research and development
 Project selection
 Determination of area of research and development
 Reliability and alternative design

1.5 Phases of OR
OR study generally involves the following major phases
1. Defining the problem and gathering data
2. Formulating a mathematical model
3. Deriving solutions from the model
4. Testing the model and its solutions

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5. Preparing to apply the model

6. Implementation

Defining the problem and gathering data

The first task is to study the relevant system and develop a well-defined statement of the
problem. This includes determining appropriate objectives, constraints, interrelationships
and alternative course of action.
The OR team normally works in an advisory capacity. The team performs a detailed
technical analysis of the problem and then presents recommendations to the management.
Ascertaining the appropriate objectives is very important aspect of problem
definition.
Some of the objectives include maintaining stable price, profits, increasing the share in
market, improving work morale etc.
OR team typically spends huge amount of time in gathering relevant data.
o To gain accurate understanding of problem
o To provide input for next phase.
OR teams uses Data mining methods to search large databases for interesting patterns
that may lead to useful decisions.

Formulating a mathematical model

This phase is to reformulate the problem in terms of mathematical symbols and expressions. The
mathematical model of a business problem is described as the system of equations and related
mathematical expressions. Thus

1. Decision variables (x1, x2 … xn) – ‘n’ related quantifiable decisions to be made.

2. Objective function – measure of performance (profit) expressed as mathematical
function of decision variables. For example P=3x1 +5x2 + … + 4xn
3. Constraints – any restriction on values that can be assigned to decision variables in
terms of inequalities or equations. For example x1 +2x2 ≥ 20
4. Parameters – the constant in the constraints (right hand side values)

The advantages of using mathematical models are

Describe the problem more concisely
Makes overall structure of problem comprehensible
Helps to reveal important cause-and-effect relationships
Indicates clearly what additional data are relevant for analysis
Forms a bridge to use mathematical technique in computers to analyze

Deriving solutions from the model

This phase is to develop a procedure for deriving solutions to the problem. A common theme is
to search for an optimal or best solution. The main goal of OR team is to obtain an optimal
solution which minimizes the cost and time and maximizes the profit.

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Herbert Simon says that “Satisficing is more prevalent than optimizing in actual practice”.
Where satisficing = satisfactory + optimizing

Samuel Eilon says that “Optimizing is the science of the ultimate; Satisficing is the art of the
feasible”.

To obtain the solution, the OR team uses

Heuristic procedure (designed procedure that does not guarantee an optimal solution) is
used to find a good suboptimal solution.
Metaheuristics provides both general structure and strategy guidelines for designing a
specific heuristic procedure to fit a particular kind of problem.
Post-Optimality analysis is the analysis done after finding an optimal solution. It is also
referred as what-if analysis. It involves conducting sensitivity analysis to determine
which parameters of the model are most critical in determining the solution.

Testing the model

After deriving the solution, it is tested as a whole for errors if any. The process of testing and
improving a model to increase its validity is commonly referred as Model validation. The OR
group doing this review should preferably include at least one individual who did not participate
in the formulation of model to reveal mistakes.

A systematic approach to test the model is to use Retrospective test. This test uses historical
data to reconstruct the past and then determine the model and the resulting solution. Comparing
the effectiveness of this hypothetical performance with what actually happened, indicates
whether the model tends to yield a significant improvement over current practice.

Preparing to apply the model

After the completion of testing phase, the next step is to install a well-documented system for
applying the model. This system will include the model, solution procedure and operating
procedures for implementation.

The system usually is computer-based. Databases and Management Information System may
provide up-to-date input for the model. An interactive computer based system called Decision
Support System is installed to help the manager to use data and models to support their decision
making as needed. A managerial report interprets output of the model and its implications for
applications.

Implementation

The last phase of an OR study is to implement the system as prescribed by the management. The
success of this phase depends on the support of both top management and operating
management.

The implementation phase involves several steps

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1. OR team provides a detailed explanation to the operating management

2. If the solution is satisfied, then operating management will provide the explanation to the
personnel, the new course of action.
3. The OR team monitors the functioning of the new system
4. Feedback is obtained
5. Documentation

2.1 Introduction to Linear Programming

A linear form is meant a mathematical expression of the type a1x1 + a2x2 + …. + anxn, where a1,
a2, …, an are constants and x1, x2 … xn are variables. The term Programming refers to the process
of determining a particular program or plan of action. So Linear Programming (LP) is one of the
most important optimization (maximization / minimization) techniques developed in the field of
Operations Research (OR).

The methods applied for solving a linear programming problem are basically simple problems; a
solution can be obtained by a set of simultaneous equations. However a unique solution for a set
of simultaneous equations in n-variables (x1, x2 … xn), at least one of them is non-zero, can be
obtained if there are exactly n relations. When the number of relations is greater than or less than
n, a unique solution does not exist but a number of trial solutions can be found.

In various practical situations, the problems are seen in which the number of relations is not
equal to the number of the number of variables and many of the relations are in the form of
inequalities (≤ or ≥) to maximize or minimize a linear function of the variables subject to such
conditions. Such problems are known as Linear Programming Problem (LPP).

Definition – The general LPP calls for optimizing (maximizing / minimizing) a linear function
of variables called the ‘Objective function’ subject to a set of linear equations and / or
inequalities called the ‘Constraints’ or ‘Restrictions’.

2.2 General form of LPP

We formulate a mathematical model for general problem of allocating resources to activities. In

particular, this model is to select the values for x1, x2 … xn so as to maximize or minimize
Z = c1x1 + c2x2 +………….+cnxn
subject to restrictions
a11x1 + a12x2 + …..........+a1nxn (≤ or ≥) b1
a21x1 + a22x2 + ………..+a2nxn (≤ or ≥) b2
.
.
.
am1x1 + am2x2 + ……….+amnxn (≤ or ≥) bm
and
x1 ≥ 0, x2 ≥ 0,…, xn ≥

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Where
Z = value of overall measure of performance xj =
level of activity (for j = 1, 2, ..., n)
cj = increase in Z that would result from each unit increase in level of activity j
bi = amount of resource i that is available for allocation to activities (for i = 1,2, …, m)
aij = amount of resource i consumed by each unit of activity j
Resource usage per unit of activity
Resource Amount of resource
Activity
available
1 2 …………………….. n
1 a11 a12 …………………….a1n b1
2 a21 a22 …………………….a2n b2
. . .
. . .
. . .
m am1 am2 …………………….amn bm
Contribution to
Z per unit of c1 c2 ………………………..cn
activity

Data needed for LP model

The level of activities x1, x2………xn are called decision variables.

The values of the cj, bi, aij (for i=1, 2 … m and j=1, 2 … n) are the input constants for the
model. They are called as parameters of the model.
The function being maximized or minimized Z = c1 x1 + c2 x2 +…. +cnxn is
called
objective function.
The restrictions are normally called as constraints. The constraint ai1x1 + ai2x2 … ainxn
are sometimes called as functional constraint (L.H.S constraint). xj ≥ 0 restrictions are
called non-negativity constraint.

2.3 Assumptions in LPP

a) Proportionality
b) Additivity
c) Multiplicativity
d) Divisibility
e) Deterministic

2.4 Applications of Linear Programming

1. Personnel Assignment Problem

2. Transportation Problem
3. Efficiency on Operation of system of Dams
4. Optimum Estimation of Executive Compensation
5. Agriculture Applications
6. Military Applications

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7. Production Management
8. Marketing Management
9. Manpower Management10. Physical distribution

2.5 Advantages of Linear Programming Techniques

1. It helps us in making the optimum utilization of productive resources.

2. The quality of decisions may also be improved by linear programming techniques.
3. Provides practically solutions.
4. In production processes, high lighting of bottlenecks is the most significant advantage of
this technique.

2.6 Formulation of LP Problems

Example 1
A firm manufactures two types of products A and B and sells them at a profit of Rs. 2 on type A
and Rs. 3 on type B. Each product is processed on two machines G and H. Type A requires 1
minute of processing time on G and 2 minutes on H; type B requires 1 minute on G and 1 minute
on H. The machine G is available for not more than 6 hours 40 minutes while machine H is
available for 10 hours during any working day. Formulate the problem as a linear programming
problem.

Solution
Let
x1 be the number of products of type A
x2 be the number of products of type B

After understanding the problem, the given information can be systematically arranged in the
form of the following table.

Type of products (minutes)

Available
Machine Type A (x1 units) Type B (x2 units)
time (mins)
G 1 1 400
H 2 1 600
Profit per unit Rs. 2 Rs. 3

Since the profit on type A is Rs. 2 per product, 2 x1 will be the profit on selling x1 units of type A.
similarly, 3x2 will be the profit on selling x2 units of type B. Therefore, total profit on selling x1
units of A and x2 units of type B is given by
Maximize Z = 2 x1+3 x2 (objective function)

Since machine G takes 1 minute time on type A and 1 minute time on type B, the total number of
minutes required on machine G is given by x1+ x2 .

Similarly, the total number of minutes required on machine H is given by 2x1 + 3x2.

But, machine G is not available for more than 6 hours 40 minutes (400 minutes). Therefore,
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x1+ x2 ≤ 400 (first constraint)

Also, the machine H is available for 10 hours (600 minutes) only, therefore,
2 x1 + 3x2 ≤ 600 (second constraint)

Since it is not possible to produce negative quantities

x1 ≥ 0 and x2 ≥ 0 (non-negative restrictions)
Hence
Maximize Z = 2 x1 + 3 x2
Subject to restrictions
x1 + x2 ≤ 400
2x1 + 3x2 ≤ 600
and non-negativity constraints
x1 ≥ 0 , x2 ≥ 0

Example 2
A company produces two products A and B which possess raw materials 400 quintals and 450
labour hours. It is known that 1 unit of product A requires 5 quintals of raw materials and 10 man
hours and yields a profit of Rs 45. Product B requires 20 quintals of raw materials, 15 man hours
and yields a profit of Rs 80. Formulate the LPP.

Solution
Let
x1 be the number of units of product A
x2 be the number of units of product B

Product A Product B Availability

Raw materials 5 20 400
Man hours 10 15 450
Profit Rs 45 Rs 80

Hence
Maximize Z = 45x1 + 80x2
Subject to
5x1+ 20 x2 ≤ 400
10x1 + 15x2 ≤ 450
x1 ≥ 0 , x2 ≥ 0

Example 3
A firm manufactures 3 products A, B and C. The profits are Rs. 3, Rs. 2 and Rs. 4 respectively.
The firm has 2 machines and below is given the required processing time in minutes for each
machine on each product.

Products
Machine A B C

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X 4 3 5
Y 2 2 4
Machine X and Y have 2000 and 2500 machine minutes. The firm must manufacture 100 A’s,
200 B’s and 50 C’s type, but not more than 150 A’s.

Solution
Let
x1 be the number of units of product A
x2 be the number of units of product B
x3 be the number of units of product C

Products
Machine A B C Availability
X 4 3 5 2000
Y 2 2 4 2500
Profit 3 2 4

Max Z = 3x1 + 2x2 + 4x3

Subject to
4x1 + 3x2 + 5x3 ≤ 2000
2x1 + 2x2 + 4x3 ≤ 2500
100 ≤ x1 ≤ 150
x2 ≥ 200
x3 ≥ 50

Example 4
A company owns 2 oil mills A and B which have different production capacities for low, high
and medium grade oil. The company enters into a contract to supply oil to a firm every week
with 12, 8, 24 barrels of each grade respectively. It costs the company Rs 1000 and Rs 800 per
day to run the mills A and B. On a day A produces 6, 2, 4 barrels of each grade and B produces
2, 2, 12 barrels of each grade. Formulate an LPP to determine number of days per week each mill
will be operated in order to meet the contract economically.

Solution
Let
x1 be the no. of days a week the mill A has to work
x2 be the no. of days per week the mill B has to work

Grade A B Minimum requirement

Low 6 2 12
High 2 2 8
Medium 4 12 24
Cost per day Rs 1000 Rs 800

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Minimize Z = 1000x1 + 800 x2

Subject to
6x1 + 2x2 ≥ 12
2x1 + 2x2 ≥ 8
4x1 +12x2 ≥ 24
x1 ≥ 0 , x2 ≥ 0

Example 5
A company has 3 operational departments weaving, processing and packing with the capacity to
produce 3 different types of clothes that are suiting, shirting and woolen yielding with the profit
of Rs. 2, Rs. 4 and Rs. 3 per meters respectively. 1m suiting requires 3mins in weaving 2 mins in
processing and 1 min in packing. Similarly 1m of shirting requires 4 mins in weaving 1 min in
processing and 3 mins in packing while 1m of woolen requires 3 mins in each department. In a
week total run time of each department is 60, 40 and 80 hours for weaving, processing and
packing department respectively. Formulate a LPP to find the product to maximize the profit.
Solution
Let
x1 be the number of units of suiting
x2 be the number of units of shirting
x3 be the number of units of woolen

Suiting Shirting Woolen Available time

Weaving 3 4 3 60
Processing 2 1 3 40
Packing 1 3 3 80
Profit 2 4 3

Maximize Z = 2x1 + 4x2 + 3x3

Subject to
3x1 + 4x2 + 3x3 ≤ 60
2x1 + 1x2 + 3x3 ≤ 40
x1 + 3x2 + 3x3 ≤ 80
x1≥0, x2 ≥0, x3≥0

Example 6
ABC Company produces both interior and exterior paints from 2 raw materials m1 and m2. The
following table produces basic data of problem.

Exterior paint Interior paint Availability

M1 6 4 24
M2 1 2 6
Profit per ton 5 4
A market survey indicates that daily demand for interior paint cannot exceed that for exterior
paint by more than 1 ton. Also maximum daily demand for interior paint is 2 tons. Formulate

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LPP to determine the best product mix of interior and exterior paints that maximizes the daily
total profit.

Solution
Let
x1 be the number of units of exterior paint
x2 be the number of units of interior paint

Maximize Z = 5x1 + 4x2

Subject to
6x1 + 4x2 ≤ 24
x1 + 2x2 ≤ 6
x2 – x1≤ 1
x2≤ 2
x1≥0, x2 ≥0

b) The maximum daily demand for exterior paint is atmost 2.5 tons
x1≤ 2.5
c) Daily demand for interior paint is atleast 2 tons
x2 ≥ 2
d) Daily demand for interior paint is exactly 1 ton higher than that for exterior paint.
x2 > x1 + 1

Example 7
A company produces 2 types of hats. Each hat of the I type requires twice as much as labour time
as the II type. The company can produce a total of 500 hats a day. The market limits daily sales
of I and II types to 150 and 250 hats. Assuming that the profit per hat are Rs.8 for type A and Rs.
5 for type B. Formulate a LPP models in order to determine the number of hats to be produced of
each type so as to maximize the profit.

Solution
Let x1 be the number of hats produced by type A
Let x2 be the number of hats produced by type B

Maximize Z = 8x1 + 5x2

Subject to
2x1 + x2 ≤ 500 (labour time)
x1 ≤ 150
x2 ≤ 250
x1≥0, x2 ≥0
Example 8

A manufacturer produces 3 models (I, II and III) of a certain product. He uses 2 raw materials A
and B of which 4000 and 6000 units respectively are available. The raw materials per unit of 3
models are given below.
Raw materials I II III
A 2 3 5

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B 4 2 7
The labour time for each unit of model I is twice that of model II and thrice that of model III.
The entire labour force of factory can produce an equivalent of 2500 units of model I. A model
survey indicates that the minimum demand of 3 models is 500, 500 and 375 units respectively.
However the ratio of number of units produced must be equal to 3:2:5. Assume that profits per
unit of model are 60, 40 and 100 respectively. Formulate a LPP.

Solution
Let
x1 be the number of units of model I
x2 be the number of units of model II
x3 be the number of units of model III

Raw materials I II III Availability

A 2 3 5 4000
B 4 2 7 6000
Profit 60 40 100

x1 + 1/2x2 + 1/3x3 ≤ 2500 [ Labour time ]

x1 ≥ 500, x2 ≥ 500, x3 ≥ 375 [ Minimum demand ]

The given ratio is x1: x2: x3 = 3: 2: 5

x1 / 3 = x2 / 2 = x3 / 5 = k
x1 = 3k; x2 = 2k; x3 = 5k
x2 = 2k → k = x2 / 2
Therefore x1 = 3 x2 / 2 → 2 x1 = 3 x2
Similarly 2 x3 = 5 x2

Maximize Z= 60x1 + 40x2 + 100x3

Subject to 2x1 + 3x2 + 5x3 ≤ 4000
4x1 + 2x2 + 7x3 ≤ 6000
x1 + 1/2x2 + 1/3x3 ≤ 2500
2 x1 = 3 x2
2 x3 = 5 x2
and x1 ≥ 500, x2 ≥ 500, x3 ≥ 375

3.1 Graphical Solution Procedure

The graphical solution procedure
1. Consider each inequality constraint as equation.
2. Plot each equation on the graph as each one will geometrically represent a straight line.
3. Shade the feasible region. Every point on the line will satisfy the equation of the line. If
the inequality constraint corresponding to that line is ‘≤’ then the region below the line
lying in the first quadrant is shaded. Similarly for ‘≥’ the region above the line is shaded.
The points lying in the common region will satisfy the constraints. This common region
is called feasible region.
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4. Choose the convenient value of Z and plot the objective function line.
5. Pull the objective function line until the extreme points of feasible region.
a. In the maximization case this line will stop far from the origin and passing
through at least one corner of the feasible region.
b. In the minimization case, this line will stop near to the origin and passing through
at least one corner of the feasible region.
6. Read the co-ordinates of the extreme points selected in step 5 and find the maximum or
minimum value of Z.

3.2 Definitions
1. Solution – Any specification of the values for decision variable among (x1, x2… xn) is
called a solution.
2. Feasible solution is a solution for which all constraints are satisfied.
3. Infeasible solution is a solution for which atleast one constraint is not satisfied.
4. Feasible region is a collection of all feasible solutions.
5. Optimal solution is a feasible solution that has the most favorable value of the objective
function.
6. Most favorable value is the largest value if the objective function is to be maximized,
whereas it is the smallest value if the objective function is to be minimized.
7. Multiple optimal solution – More than one solution with the same optimal value of the
objective function.
8. Unbounded solution – If the value of the objective function can be increased or
decreased indefinitely such solutions are called unbounded solution.
9. Feasible region – The region containing all the solutions of an inequality
10. Corner point feasible solution is a solution that lies at the corner of the feasible region.
3.3 Example problems
Example 1
Solve 3x + 5y < 15 graphically

Solution
Write the given constraint in the form of equation i.e. 3x + 5y = 15
Put x=0 then the value y=3
Put y=0 then the value x=5
Therefore the coordinates are (0, 3) and (5, 0). Thus these points are joined to form a straight line
as shown in the graph.
Put x=0, y=0 in the given constraint then
0<15, the condition is true. (0, 0) is solution nearer to origin. So shade the region below the line,
which is the feasible region.

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Example 2
Solve 3x + 5y >15

Solution
Write the given constraint in the form of equation i.e. 3x + 5y = 15
Put x=0, then y=3
Put y=0, then x=5
So the coordinates are (0, 3) and (5, 0)
Put x =0, y =0 in the given constraint, the condition turns out to be false i.e. 0 > 15 is false.
So the region does not contain (0, 0) as solution. The feasible region lies on the outer part of the
line as shown in the graph.

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Example 3

Max Z = 80x1 + 55x2

Subject to
4x1+ 2x2 ≤ 40
2x1 + 4x2 ≤ 32
x1 ≥ 0 , x2 ≥ 0

Solution

The first constraint 4x1+ 2 x2 ≤ 40, written in a form of equation

4x1+ 2 x2 = 40

Put x1 =0, then x2 = 20

Put x2 =0, then x1 = 10

The coordinates are (0, 20) and (10, 0)

The second constraint 2x1 + 4x2 ≤ 32, written in a form of equation

2x1 + 4x2 =32

Put x1 =0, then x2 = 8

Put x2 =0, then x1 = 16

The coordinates are (0, 8) and (16, 0)

The graphical representation is

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The corner points of feasible region are A, B and C. So the coordinates for the corner points are
A (0, 8)
B (8, 4) (Solve the two equations 4x1+ 2 x2 = 40 and 2x1 + 4x2 =32 to get the coordinates)
C (10, 0)

We know that Max Z = 80x1 + 55x2

At A (0, 8)
Z = 80(0) + 55(8) = 440

At B (8, 4)
Z = 80(8) + 55(4) = 860

At C (10, 0)
Z = 80(10) + 55(0) = 800

The maximum value is obtained at the point B. Therefore Max Z = 860 and x1 = 8, x2 = 4

Example 4

Minimize Z = 10x1 + 4x2

Subject to
3x1 + 2x2 ≥ 60
7x1 + 2x2 ≥ 84
3x1 +6x2 ≥ 72
x1 ≥ 0 , x2 ≥ 0

Solution

The first constraint 3x1 + 2x2 ≥ 60, written in a form of equation

3x1 + 2x2 = 60
Put x1 =0, then x2 = 30
Put x2 =0, then x1 = 20
The coordinates are (0, 30) and (20, 0)

The second constraint 7x1 + 2x2 ≥ 84, written in a form of equation

7x1 + 2x2 = 84
Put x1 =0, then x2 = 42
Put x2 =0, then x1 = 12
The coordinates are (0, 42) and (12, 0)

The third constraint 3x1 +6x2 ≥ 72, written in a form of equation

3x1 +6x2 = 72
Put x1 =0, then x2 = 12
Put x2 =0, then x1 = 24
The coordinates are (0, 12) and (24, 0)

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The graphical representation is

The corner points of feasible region are A, B, C and D. So the coordinates for the corner points
are
A (0, 42)
B (6, 21) (Solve the two equations 7x1 + 2x2 = 84 and 3x1 + 2x2 = 60 to get the coordinates)
C (18, 3) Solve the two equations 3x1 +6x2 = 72 and 3x1 + 2x2 = 60 to get the coordinates)
D (24, 0)

We know that Min Z = 10x1 + 4x2

At A (0, 42)
Z = 10(0) + 4(42) = 168

At B (6, 21)
Z = 10(6) + 4(21) = 144

At C (18, 3)
Z = 10(18) + 4(3) = 192

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At D (24, 0)
Z = 10(24) + 4(0) = 240

The minimum value is obtained at the point B. Therefore Min Z = 144 and x1 = 6, x2 = 21

Example 5

A manufacturer of furniture makes two products – chairs and tables. Processing of this product is
done on two machines A and B. A chair requires 2 hours on machine A and 6 hours on machine
B. A table requires 5 hours on machine A and no time on machine B. There are 16 hours of time
per day available on machine A and 30 hours on machine B. Profit gained by the manufacturer
from a chair and a table is Rs 2 and Rs 10 respectively. What should be the daily production of
each of two products?

Solution

Let x1 denotes the number of chairs

Let x2 denotes the number of tables

Chairs Tables Availability

Machine A 2 5 16
Machine B 6 0 30
Profit Rs 2 Rs 10

LPP
Max Z = 2x1 + 10x2
Subject to
2x1+ 5x2 ≤ 16
6x1 + 0x2 ≤ 30
x1 ≥ 0 , x2 ≥ 0

Solving graphically
The first constraint 2x1+ 5x2 ≤ 16, written in a form of equation
2x1+ 5x2 = 16
Put x1 = 0, then x2 = 16/5 = 3.2
Put x2 = 0, then x1 = 8
The coordinates are (0, 3.2) and (8, 0)

The second constraint 6x1 + 0x2 ≤ 30, written in a form of equation

6x1 = 30 → x1 =5

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Department Of Mechanical Engineering, GMIT, Bharathinagara
OPERATION RESEARCH 15ME81

The corner points of feasible region are A, B and C. So the coordinates for the corner points are
A (0, 3.2)
B (5, 1.2) (Solve the two equations 2x1+ 5x2 = 16 and x1 =5 to get the coordinates)
C (5, 0)

We know that Max Z = 2x1 + 10x2

At A (0, 3.2)
Z = 2(0) + 10(3.2) = 32

At B (5, 1.2)
Z = 2(5) + 10(1.2) = 22

At C (5, 0)
Z = 2(5) + 10(0) = 10

Max Z = 32 and x1 = 0, x2 = 3.2

The manufacturer should produce approximately 3 tables and no chairs to get the max profit.
3.4 Special Cases in Graphical Method
3.4.1 Multiple Optimal Solution

Example 1
Solve by using graphical method

Max Z = 4x1 + 3x2

Subject to
4x1+ 3x2 ≤ 24
x1 ≤ 4.5
x2 ≤ 6
x1 ≥ 0 , x2 ≥ 0

Solution

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Department Of Mechanical Engineering, GMIT, Bharathinagara
OPERATION RESEARCH 15ME81

The first constraint 4x1+ 3x2 ≤ 24, written in a form of equation

4x1+ 3x2 = 24
Put x1 =0, then x2 = 8
Put x2 =0, then x1 = 6
The coordinates are (0, 8) and (6, 0)

The second constraint x1 ≤ 4.5, written in a form of equation

x1 = 4.5

The third constraint x2 ≤ 6, written in a form of equation

x2 = 6

The corner points of feasible region are A, B, C and D. So the coordinates for the corner points
are
A (0, 6)
B (1.5, 6) (Solve the two equations 4x1+ 3x2 = 24 and x2 = 6 to get the coordinates)
C (4.5, 2) (Solve the two equations 4x1+ 3x2 = 24 and x1 = 4.5 to get the coordinates)
D (4.5, 0)

We know that Max Z = 4x1 + 3x2

At A (0, 6)
Z = 4(0) + 3(6) = 18

At B (1.5, 6)
Z = 4(1.5) + 3(6) = 24

At C (4.5, 2)
Z = 4(4.5) + 3(2) = 24

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Department Of Mechanical Engineering, GMIT, Bharathinagara
OPERATION RESEARCH 15ME81

At D (4.5, 0)
Z = 4(4.5) + 3(0) = 18

Max Z = 24, which is achieved at both B and C corner points. It can be achieved not only at B
and C but every point between B and C. Hence the given problem has multiple optimal solutions.

3.4.2 No Optimal Solution

Example 1

Solve graphically

Max Z = 3x1 + 2x2

Subject to
x1+ x2 ≤ 1
x1+ x2 ≥ 3
x1 ≥ 0 , x2 ≥ 0

Solution

The first constraint x1+ x2 ≤ 1, written in a form of equation

x1+ x2 = 1
Put x1 =0, then x2 = 1
Put x2 =0, then x1 = 1
The coordinates are (0, 1) and (1, 0)

The first constraint x1+ x2 ≥ 3, written in a form of equation

x1+ x2 = 3
Put x1 =0, then x2 = 3
Put x2 =0, then x1 = 3
The coordinates are (0, 3) and (3, 0)

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Department Of Mechanical Engineering, GMIT, Bharathinagara
OPERATION RESEARCH 15ME81

There is no common feasible region generated by two constraints together i.e. we cannot identify
even a single point satisfying the constraints. Hence there is no optimal solution.

3.4.3 Unbounded Solution

Example
Solve by graphical method

Max Z = 3x1 + 5x2

Subject to
2x1+ x2 ≥ 7
x1+ x2 ≥ 6
x1+ 3x2 ≥ 9
x1 ≥ 0 , x2 ≥ 0

Solution

The first constraint 2x1+ x2 ≥ 7, written in a form of equation

2x1+ x2 = 7
Put x1 =0, then x2 = 7
Put x2 =0, then x1 = 3.5
The coordinates are (0, 7) and (3.5, 0)

The second constraint x1+ x2 ≥ 6, written in a form of equation

x1+ x2 = 6
Put x1 =0, then x2 = 6
Put x2 =0, then x1 = 6
The coordinates are (0, 6) and (6, 0)

The third constraint x1+ 3x2 ≥ 9, written in a form of equation

x1+ 3x2 = 9
Put x1 =0, then x2 = 3
Put x2 =0, then x1 = 9
The coordinates are (0, 3) and (9, 0)

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Department Of Mechanical Engineering, GMIT, Bharathinagara
OPERATION RESEARCH 15ME81

The corner points of feasible region are A, B, C and D. So the coordinates for the corner points
ar
e
A (0,
7)
B (1, 5) (Solve the two equations 2x1+ x2 = 7 and x1+ x2 = 6 to get the coordinates)
C (4.5, 1.5) (Solve the two equations x1+ x2 = 6 and x1+ 3x2 = 9 to get the coordinates)
D (9, 0)

We know that Max Z = 3x1 + 5x2

At A (0, 7)
Z = 3(0) + 5(7) = 35

At B (1, 5)
Z = 3(1) + 5(5) = 28

At C (4.5, 1.5)
Z = 3(4.5) + 5(1.5) = 21

At D (9, 0)
Z = 3(9) + 5(0) = 27
The values of objective function at corner points are 35, 28, 21 and 27. But there exists infinite
number of points in the feasible region which is unbounded. The value of objective function will
be more than the value of these four corner points i.e. the maximum value of the objective
function occurs at a point at ∞. Hence the given problem has unbounded solution.

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Department Of Mechanical Engineering, GMIT, Bharathinagara