| Year — May 2016 _ Time: Three Hours : Note: Attempt all the This solution is Drovidea sy gat iS BCA-404 Per instruction Reenu Yada, (Maximum Marks: 75} Yadav Secti | (ve ion-A attempt all five questions. Each ry Short Answer Q 7 gcoeding 75 words, question carries 3 juestions) marks, Very short . 1. Define a general and standard li fort answer is required not General Li lard line Bis oy xy.nm; bor decrees fear programming problem, 19% +» Ny be n decision variab " ors0 called general linear oiranmning fe Then the mathematical frm of Be soe te atts of 45 «x: which opt ner programming problem = imi: ZL= Cx, + Cgxy toe + Cay rr Subject to the constraints “@) ayiX +a12X2 +. Xq (S520) g1X1, +. 822%2 + Xq(S=,2)b2 -Q) Agi X1 FAm2%2 Fee Anka »2)>m and non-negative restrictions X2 3) where all c's, b's, a's are constant. ‘The equation (1) is the objective function, the equation (2) are constraints and equation (3) is non negative conditions (<,=,2) means that any one of the three sign’s may be there. The constraints which do not affect the possible solutions are known as redundant constraints. Standard form of a Linear Programming Problem : ‘A linear programming problem is said to be in standard form if 1, Allthe constraints are in the form of ‘equations except for non-negativity restrictions which remain as inequalities [2 »0]- 2. The right hand side constant of ‘each constraint equation is non-negative. 3. All the decision variables have non-negative values 4. The objective function isin maximization form (or minimization form).: x 1325 BCA IVth Semester / Optimization Techniques / 2016 / Maximize : z= 2x, +x, Subject to : 3x, os S6 ive the following LPP by graphical mers arrive at a booking off, 1 3 custotpeing manned by a Single V individual at a rate of 25 per hour. Time required to serve a customer hag exponential distribution with a mean of 120 seconds. Find the mean waiting time the queue. a custome! a 19x, 20. ofa Itis (W/M/1):(coFCFS)problem queuing mode, Ans, 25 _ 5 0.41 perminute Step 1. Firstly we change the above inequalities Arrivalrateh == =75 = 0-41 into equalities, 3x, +4x9 = servicernteM = 90 = =0.5 per minute Say tg = ‘dnp ti is given bj Step 2. Draw lines corresponding to each equation... Mean waiting time ofa etn gi ry For 3x, + 4x, =6 For 6x, +x, =3 J a Wg = E(W)= when x, =0> x)=32 4 M(M -A) X27 0 => x) =2 ___ 041 Step 3. The shaded region is the feasiblé region of 0.5(0.5 = 0.4) the problem, \ 041 _ 041 4, Step 4. By Corner-point Method : ~0.5x.09 0.045 Solving simultaneously the equations of the corresponding intersecting lines, the coordinate of the vertices of the convex polygon are A(1/2,0) ' BQ,0) — €(9/7, 2/7) s Now the values of the objective function Z at these vertices are given in the table below : Point | Value of the objective function (14x) Z=2x, +x) A(I2,0) [Z=2* 1240-1 B(2, 0) Z=2x2+0=4 C27, 9/7) | Z=2 «274.977 = 13/7 Obviously Z is maximum at B2, 0) Hence, the optimal solution of the given LPP is X)=2 x )=0 and Maximum Z=4 which is the required. Ans. The effic W, = 9.11 minute per customer Q4. Draw economic order quantity graph showing the relationship of inventory costs with order level overtime. Ans, The relationship of inventory costs with order quantity and inventory level over ti is showing in the figure, quantity and inventory ime EOQ graph Q5. Explain bri for items who: with time, lefly replacement policies Se efficiency deteriorates iency of all j 3 industrial iit deteriorates with time; ny sometimes the equipmentother different types of |, Replacement of maj. (equipment) that deteri with time e.g., machin the replacement Problems; Or or capital item ‘rates (become worse) es, trucks, buses etc, lace! em (equipment) in anticipation of complete failure, the Probability of which increases with time. .3, Problems in morality and staffing, 4, Replacement of an equipment (or item) may be necessary due to new tesearches, otherwise the system may become out. of date, Section - B (Short Answer Questions) Attempt any two questions out of the following three questions. Each question carries 7,8 marks, Short answer is required not exceeding 200 words, Q6. Find the sequence that minimizes ‘total elapsed time ‘to compiete the following six jobs and also find the minimum tim Jobs: 1 2 3 4 5 6 MachineI; 3 12 15 6 10 9 Machine fl: 8 10 10 6 12 3 Ans. Here the ordering of the job on Machine is I, Il. The minimum time in the given table is 3. o 6]. After assigning 1", 6" job. We are right with sth Jobs with their processing times as follows : Jobs: 2 3 4 5 MachineI: 12 15 6 10 Machine Il: 10 10 6 12 Now again there are equal minimum value, Processing time of 6 hours for job 4 on machine A 4s well as on machine B. We may choose arbitrarily ‘0 process job 4 next to job 1. (RIE [6] ‘The reduced set of processing times becomes Jobs; 2 3 5 Mechinel: 12 15 10 Machine 11: 10 10 12 There ate three equal minimal values, Processing. time of 10 hours for Job 5 on machine Aand for lob 2 and 3 on machine B. Then Job 5 is scheduled next tojob 4 and job 2nextto job 6, The optimal sequence is shown below U_]4 Ts 7373 Te} For minimum elapsed time, we have Jol Machine A Machine B Time in Time out| Time in Time out| 1 0 3 NW 4 3 9 7 s| 9 19 31 3] 19 34 44 2 34 A 56 6| 46 [59] From above information we get minimum, elapsed time T= 59 hr. Ideal time for machine A = 59 — 55 = 4 hr. Q7. Solve the following assignment problem represented by the matrix : Iu mW ivyv Al6 5 8 11 16 B)1 13 16 1 10 clié i1 8 8 8 DI9 14 12 10 16 El10 13 11 8 16 Ans. We shall solve this problem step by step, Step 1: Subtracting the minimum element ofeach tow from every element of the Corresponding row, the matrix reduces to Now subtracting the minimum element of each column from every element of the Correspondingoe wquwo ys £U10/ 158 cotumn, the matrix reduce as well as Step 2: Starting with row 1 of a; p2 of this reduced mati sere n Only one 2270 element is found. We mene zorg, MRE A assignment and mark across erate mii’, ila at this zero. mom Zeros lying inthe column containing assignimene we examine the rows one by one uy “@ To vO Step 3: Since number of ‘assignment is less than ‘5’ thus we follow step 4. Step 4: Now 1. Mark tick ( the row ‘2° which have no assignment. 2. Mark tick () the column which have cross zero assignment in mark row. i. column @ and ~ column @. 3. Mark tick the row’s which have assignment in mark columns. 4. Draw lines through unmarked row and marked column. s Result of Step 4 : Now we obtain a matrix in whi the drawn lines. ch all zeros (cross and assigned) have been through Step 5: We choose the smallest element ‘3’ which is uncrossed and not lying on any of the straight lines, @ Subtract this smallest element from every uncrossed element. : !) Add this smallest element to every element lying at intersection of any two lines, | i) and remaining element left as such | Thus the complete optimal plan is given by A SI Bol C3V Doll EsIV From the original matrix, the minimum cost . =(5+14+8+12+8) , =34 Ans. v Q8. Obtain the steady state e find the formula for mean an Ams. Model {(M/M /1): (co/ FCFS) servicing channel, arrival rate of uni quations for the model {(M 1M/1):(0/FCFS)} and also id the variance of the queue length, )} is the queuing model, with Poisson arriv: with infinite capacity. The s its and = mean service ra al, Poisson service, single service discipline is First Come First Serve. Here A = meant With proba ; M this case . Nuits in the is Pact Hi No arrival ‘ oo at time t, with wna nat) Me At, wit Probabili ility P(t) No service in tim, tage ity Po (At) =1~ nat ~ hat Te At, with ss The Probability in this E See = . q (1 ~Adt) (1 — par) 2 “ase is B w a — i = 2. & *with probability bar) =pat Since all the above dees caseis P,,) (O.0- Aat) wat f 7 Cases are mutually exclusive, therefore, P,, (t+ At), the probability of n units E . Snemaitine (e+ at is obtained by adding the independent probabilities in the above three cases. ie. Py(t+At) =Pha(QAdt-(1 ~ HAL) +P, (t)-(-2and pat) + Pasi(t)-(1—2at) pat or Py(t+ At) = [AP n-1(t) ~ (+ WP (8) + HP p44 (Q)]At + Py (1) + OA) Pa(t+ At)— P(t) At ~APr 1 C+ 1)P (+H (+ OAL ol) Similarly there is no unit in the system at time (t+ At) in the following two ways : 1, No unit in the system at time t, with probability Pat) No arrival in time At, with probability Py (At) =1—AAt The probability in this case is Po At) -(1— Rat) 2, and one units in the system at time t, with probability P(t) No arrival in time At, with probability Py (At) =1—2At One service in time At, with probability 4, (1) = (At) +. Adding the independent probabilities in the above two cases, we get Po(t + At), the probability of ni unit in the system at time (t+ At) ie, Py(t + At)=Po(t)-(I-AAL) + Py(t)-(I-AAt)- pat or Po (t + At) = Po(t) +[-APo(t) + MP; (t)]At + O(At) = (At; Po(t+ t)= Pol) _ ap, (typ, + (2) At Taking limit as At > 0 from (1) and (2), we have Sp (t)=APp_1()- (+ W)Pp (t) + HP has (t) wu(3) dt and

0) AP) + UP, = 6 These equati = uations (5) i 2 equations of the oat (©) are the steady state Now differentiating both sides Witt, "p’ We hayg Formula for Mean ; se Pa oe . d-e) 7e. Wehave E(L4) = Z(-pp, ‘ 1tP. a 7 : i (Since there are (n— 1) unit in the queue excluding nP one in service) te} pt ». ‘ Var(n) = p(1-p)- 1p)? (=p? = 2 oP, - DP, ewe nel n=l 7 _ 2 Var(n) = =EL, [5 | EL, -1-Po (1=p)? Section - C (Long Answer Questions) Attempt any three questions out of the following five questions. Each question carries . quarks. Answer is required in detailed, Formula for the variance of oe length : (@betemin an optimum basic feasible We have Var(n)=E(n) ~[E(n)} ition to the transportation Problem given below: Demand where 0, and pb denote ith origi e destination respectively, Snot ands co « D nP, =E(L,) n=l Ans, Zz 252 . =p(I—p).[1+2*p+3°p* + Step 1; Identify the small ated est and next to smallest.costs Now let S=1+2*p+3*p+..... for each row of the tran i i f difference bet 'sportation table. Find the ‘een them for each Tow. Write theseinst the co Tespective rows! 1D, Db. the comesponding eek srcoeing am persia 3 Dy Cay lurrin. These are called ‘Penalties. 2 3 mest Py Now ec ae If. atmos aes the cell with lowest cost in the, Step 3: low we cot Eye continue the proce cots penalties for the reduced transportation table and repeat the step Thus the required optimum basic cantons are satisfied. O,\7D3 6 18 0,7>D3 2 03;>D2 6 03;7D,; 4 0,7>D4 © Basic feasible solution is 3x 6F2X2+6XOFOX4+2x6= 34 Ans. colum : mn penalties select the row or column for which the penalty s the arbitrary tie bre aki Particular row or eceolee Allocate the maximum possible amount to Reto. Use simplex method to solve the following LPP : \Maximize: — Z = 4x1 +10x2 Subjectto: = 2x1 +%2 <50 2x + 5x2 $100 Ixy + 3x2 $90 X19%2 20 ion of maximization 5250 Ans, The given con diti then we use the slack variables 2x, + 5x2 + Ox3 +*4 2x, +3x2 + 0X3 40K, Slack variables Thus the new objective function is , Za 4x, +10x2 + 9X3 +0x4 +05 4t%5 =)BCA'IVIn Soreaver 7 wpnmcnn or O8 2046 jy 2 For Basic feasible solution i xp =x27=0 : then x,=50 x47 100 x5=90. 410 00 0a B ily, Yer Y, Cost ve Yow | at Ys 2 1 1.0 O} sy y. 2.[5] 0° 1 ofa, Y, 2,3 0 0 1]| % = 4 1t 0 0 0 Ys ws 0 | -I5 O Ya 252 6 ° ‘Considering (3) as primal its dual is given by YY2sY3,y4>0 “Min Zp, =-Cyvy —Cov2 -- Cn¥n N ‘éyth ~ a ayyyy — avg — nina =P low we verify that the dual of ° anys = nn a9pVq 2-b2 primal, isthe primal itself, the dual ofa given a21Y) —822V2 2nVn Proof : Consider the LP problem Primal : Max Zp =C}xX] +C2x9 + VisVaee Vin 20 ayxy + ‘ UAL Pana PH F8inkn Sby or the dual (4) of the dual (2) can be written as a2ixX, +a 21K $AI9K2 te HAI Xy Sy Max Zp) =Civ1 + CaV2 tot CaVn Oo ayy¥y +8122 ity AinYn 0 and Yij £0, (i = 1, 2, ... m) then the problem has an unbounded solution if the objective function is to be maximized. Q}. Define inventory problem. List the various costs associated with an inventory problem. Ans. Inventory Problem : The inventory control problem isthe problem faced by a firm that must decide how much to order in each time period to meet demand to its products, The problem can be modeled using mathematical techniques of optimal control, dynamic programming and network optimization, Costs Associated with Inventory Problem : 1. Purchase costs 2. Ordering costs 3. Canrying cost (a) Direct cost (Capital cost (ii) Storage space cost ili) Service costs (iv) Risk cost (b) Indirect cost @ Business risk Gi). Opportunity risk td) Incremental increases in infrastructure costs, Optimization Te echniques Note: Attempt questions from all Sections as per instructions. This solution is provided by Mr, Mukesh Gupta BCA-494 (Maximum np, 27g) 4; Stock out cost 5, Warehousing cost 6. Exchange rate differentials Q3. Define money value, and discount rate. Ans. Money Value : The time value of money . ‘i idea that money available at the presenttime igye® more than the same amount in the future due to its potential earning capacity. ‘ Present Value : Present value is the curen worth ofa future sum of money or stream of, cash flows given a specified rate of return, The formula for present value is Present Value CF PV (+n)? where CF = Cash flow in Future Period Rate of interest Number of period Discount Rate : The discount rate is the interest tate charged to commercial banks and other depository institutions for loan Teceived from the Federal Reserve's discount window. In other words, to the interest rate used in discounted cash flow analysis to determine the Present value of future cash flows, : Q4. Define queue | ing tii Becpefine a length, waiting time and Ans. aon Length : Queue length is defined by the mber of persons (custo, iting i i r mers) waiting in the line at any time, » e Waiting Time : wait in the queue Busy Period : Itis time upto which a unit has to before it taken into service. Busy period of a server is the4s. explain Sequencing eine Problem : itisthe selection of an appropes |joumber of jobs (©verationsy ca in which te number of servi assigned toa iquipments). So as to opti les (machines or ftime, cost or profit, lem, fas Section - ort Answer Q uesti aitempt ANY two questions from ths i ach question carries 74 marks. M4 x2 = Q6. Solve the following aie? "4 Problem: : Step-3 : Now we make assignment mattix : 1 2 3 4 1 |foJ wo 9 3 NU} 9 2 ([o} 2 m|23 [0] 3 # wlio 2 4 Since in Step-3, every row and every column have One assignment, so we have to complete optimal zero assignment, Job: Man : T 1 I 3 it 2 Iv 4 Man> Job+ 1 2 3 4 I i Il IV 12 18 44 23 30 33 25 30 21 9 24 28 15 31 21 14 Ans. Step-1 : Subtracting the smallest element of each row from every element of the corresponding row, we get 1203 4 Ifo w 9 3 mi} 9 24 0° 22 m{/23 4 3 0 Wi 9 16 14 0 Step-2 : Subtracting smallest element of each column from every element of the corresponding column, we get 1 2 3 4 I 0 14 9 3 n| 9 2.0 2 m}/2 oo 3 0 wl|9 12 14 0 Q7. Solve by graphical method the linear Programming problem. min z= 20x, +10x2 such that xy + 2x2 $40 3x; + x2 230 4x, + 3x2 260 and Xs x220 Ans. Step-1 : First we consider the constraints as equalities. . x1 +2xy =40 3xy +x =30 4x, +3x2 =60 Step-2 : Here we draw lines in 2-D plane.SCA Mth Semester / Optimization Techniques /2017/™ 144 Step-3: The shaded Tegion in the figure is the Permissible region for the values of x and y, Step-4: The extrem © Points of the permissible region A(15,0), B(6,12), C(4,18) and D40,0), S.N.[ Point [z= 20x) + 10x. _| ' | A(15,0) [z=300 7 2 | BG, 12) | z= 240 (minimum) 3 | C(4,18) | z= 260 4 | D(40,0) | z= 800 Since zis minimum atthe point B(6,12) Hence the Tequired solution is = 240 at x, = 6 and x, = 12. Q8. We have five jobs, each of which have to go through the machines A, Band ¢ in the order ABC, Processing time in hours Jobs 1 MachineA(A) 5 7 6 9 5 MachineB(B) 2 1 4 5S 3 MachineC(GQ) 3 7 5 6 7 Determine a sequence for the jobs that will minimize the total elapsed time, Ans. Here min. Aj=5 , max. Bj= 5, min. C,=3 Since min. Aj 2 max.B; Therefore, we may consider two fictitious machine G and H. The processing times on these fictitious machines are given in table, Job Processing Times i | Ge A+B; Hi=Bi+C; . 1 7 3 2 8 8 3 10 9 4} ou n Ls_| 8 10 The minimum time inthis table is 5 which i H (Senet) i be done last. Proceeding in usual manner we ge i folowing si H). Therefore the job 1 will uencing, 215/4)3 1 S]4]3 5 iB. CEEET“gd minimum elapsed time ; {I calculate mini est inimum elapsed ti time forthe fit qhus the minimum elapsed time is 40 hours. F Machine A a irst optimal sequence in the following table. job Time Time Prim ee Machine CT Tate Time | Téle Time ut | ime | Time| of of a oy 7 )-4 pot In| Out | Machine B Machine C 4 | 12 i | 4as | ts 7 b Z 3. | 21 | a7 | 3! | 26 [26 | 32 6 4 {27 | ao t 22] 3 | au} 37 1 32_| 34 | 34] 40. 146 ime for th i ide time for the machines A, B and C are 8,25 and 12 hour respecdvely acerpt any three questions out of the following five questions. Ea ‘ge golve the following LPP Max z= 40x, 1+ 35x2 subject to 2x, +3x2 <60 4xy +3x2 <96 x »X220 Section - C (Detailed Answer Questions) Ans. After adding slack variable, the LPP is max. z= 40x, + 35x, + 0,8, +08, subjectto 2x + 3xq + $= 60 where X1,X2,51,S2 20 Now, Incoming, 4x, +3x, +S) = 16 First Simplex Tableau cj | 40358 | Min Cp | By. | Xw| M & | o} s/o} 2 3 3 Of 2 0 f] 3. 0 1\ %4 0 Outgoing ch question carries 15 marks. “15 x 3 = 45]i BCA [Vth Semester / Optimization Techniques /2017/m 146 Second Simplex Tableau Gg | 40 35 0 0 | Min Co | By. | Xp] x2 SS, | Ratio o}s, | iz] o {2 eee 8 ie 2\-. 2 3 1 les 40 x 24 1 = z * 32 1 7 9 Gq Zj-Cj/ 0 5 0 10 7 ¥ ‘ Incoming Outgoing Third Simplex Tableau cG[40 35 0 0 | Min. Cn By. [Xp[ xy x2 S1__S2_| Balle 2 l 35 slo 1 = -> bs 3 a} ay 1 ac 40] x fis}r o ad 3 20°) 25 z,-cj|o0 0 f2)2 . 2 3/3 Here all zj-c;20. : Yo)3 So, x, = 18 and x, =8. . 2. max. z= 40 x 18 +35 x 8 = 720 +280= 1000 Ans, (G)po1ve the following transportation problem Di Dz D3. Available Oo; 27 4 5 ® 3 3 1 8 O3 5 4.7 a 0, 1 6 2 14 Required 7 9 18 Ans. Dy Dy D3 Available a Oy 8 is Ya 0 \! : : yo m " z. — aK 2 Required’ 7 9 4g 4 z ?irst we calor Required 7 Penalties 1 | step-2 : Now, Remove O,-Row, D, Dy Bca . th ‘Semester / Optimization Techniques / 2017 /™ 147 ulate penalties of all rows and columns, D3 Ayailable Penalties 5 2 x 2D 7 1 14 1 ‘then we calculate Penalties. D, Dz D3 Available Penalties O;2])7] 4). 5 2 O03} 5[4]7] 7 1 04] 1 [6 fe | 4, Required 7 9 Penalties 1 2 we 2 t @ Step-3 : Now, Remove D;-Column, then we calculate Penalties. Dy D>__ Available Penalties 01) 2 Q3]| .5 Ou 1 Required | 73 Penalties 1 1 5 5 4|) 77 1 6 * 5<@ 5 z 2 Step-4 : Now, Remove O,-Row, then we calculate Penalties. Di _ Of? 03) 5 Dy Available Penaltics 1| S, 5<¢@ 4 x 1 Required ¥-° Hz Penalties 3 agazed BCA Mth Semester/ Optimization Techniques /2017/m 148 ; Thus We get the required inthe following table : Di bd, feasible solution asshown Fraction of the time during which there are if ng I D3 Available patients = | -e =3 t mere 1 4] os Average size of the queue = E(L) oO. 2 2 2 RNG 8 03 7 7 ‘ 0, > a my? 14 Required 7 9 1g The Total ‘Transportation cost to this Feasible solution S2x3+T KIEL XB+AK THING +2% 10 =6+14+8+284+4+20 =80 Ans. uv Q11.0n average 96 patients per 24 hour 2 day require the service of anemergency => = Patients/minute Also on average a patient requires 15 utes of a i that the facility can handle only one : emergency at a time. Suppose that it ~~ Average tate of treatment requirement Costs the clinic Rs. 100 Per patient treated to obtain an average serving time of 10 15 patients and that each minute of 55 decrease in the average time would cost . by Rs. 10 per patient treated. How much So the decreases in the average rate of. ‘treatment would to be budgeted by the clinic to i... =7 minutes, 2 decrease the average size of the queue 210-749! ninites from one and one third patients to half a 22 patient ? ~, Budget per patient = Rs. 100 + (5/2) x 100 Ans. It isa (M/M/1):(co/ FCFS) problem. = Rs, 125 * In order to get the required size of the queue the 96 budget should be increased from Rs. 100 per Here, ae 24x60 patient to Rs. 125 per patients, 1 => Patients/minut 15 Ments/minute Q12. The cost of new machine is Rs. 5000. he mai tenance cost of n‘" yearis given 1 i uw Jo Patients/tninute byc, = 500(n-1),n= 1, 2 -----, Suppose wk 2 that the discount rate per year is 0. = After how many years it will be economical to replace the machine by new one? Ans, Here y = 0.5, A= Rs, 5000 nS Ex xe tients i ne 4 Cverage) number of patients in the waiting . and Cy =500(n—1),n= 1,2, 00 poy =0.5BCA Vth Semester, Optimization ayears is the opti : Stee Sptimum replacement age 4 Tan pment Cy ~ Pin leye I Ty En PD << CoG da where Pn) = A : *OL+ Cave Cy? e eyytl find the value of a, satisty; e satisfying (1), we compute the following table : =T eat] Cy JY n | Rs. =(.5)"1 vlc, (-v"ho, P(n) Cast Pn) De Re OSE ONO ROE @_=0-0_| 2 | 500] oso 00.00 00.00 5000.00 <0 3 {1000 ony 250.00 250.00 “|5250.00 <0 4 11500] 0, 500 250.00 750.00 5500.00 <0 5 |2000 one 187.50 1312.50 5687.50 <0 $: {2500 .0625 125.00 1875.00 5812.50 <0 0.0312 78.00 2422.00 5906.40 | 5890.50 >0 7 13000] 0.0156 46.80 2953.20 = = Itis clear from the table that for n=6. Co — P(S) = Rs.4844,00 - Rs.5812.50 6 =-Rs.968.50<0< C7 -P6) = Rs.5906.40 — Rs.5890.50 =Rs.15.90 Hence it will be economical to replace the machine by a new one after even six year. Ans. 13, Use graphical method to minimize the time needed to process the following jobs on machines shown below i.e. for each machine find the job which should be Jone first. Also calculate the total time needed to complete both jobs. Job 1 Job 2 | Sequence of | Time | Sequence of Tine | Machines Machines A 2 € 4 B 3 A 5 Cc 4 D 3 D 6 E 2 E 2 B 6ae BCA IVth Semester / Optimization Techniques /2017 / 150 Ans, - 3 We draw the graph of the problem. 1. We draw lines OX and OY representing the processing time of Job 1 and Job 2 respectively. 2, Then we mark the processing time of the jobs on the machines in the given order as shown figure. Then we draw shaded rectangular bl Now starting from the starting point O, we move on doing jobs avoiding the shaded rectangul block until the finish point isreached. = Processing time of job | + Idle time of job 1 =17+5+6+5=33 hour locks corresponding to each machine as shown in figure ‘The Total Elapsed Timek | Year — May 2018 Section - q (Very Short An: Attempt all the five ‘Questions. Each questi " % estion carries 3 marks. Very short answer is rented, Qi. Definea Linear p, Ans. Linear Program: Linear programming deals with the optimization ofa function of vari u »f variables known as ‘Objective Function’, subject to a set of a linea and or inequalities known as ‘Constraints’. The objective function may be ‘Profit’, ‘Cost’, ‘Production’, ‘Capacity’ or any other measure of effectiveness, which is to be obtained in the best possible or optimal manner, The constraints may be imposed by different resources such as ‘Market demand’, ‘Production Process and Equipment’, ‘Storage capacity’, ‘Raw material availability’ etc. rogramming problem, ming : equations By linearity is meant a mathematical expression in which the expressions among the variables are linear ie, ayx4 + agx_ + + a,X, is linear. Q2. Define Money Value and Present Value, Ans. Money Value : The value of money is determined by the demand forit, just like the value of goods and services, It is the value in currency that a person, business, or the Tnatket places on a resource, product or service. In fact, most goods: and services in our modern fconomy are priced based on money value, Present Value Present value is the current value of a future sum ofmoney or stream of cash flows given a specified ate of return. Future cash flows are discounted at discount rate, and the higher the discount rate, Optimization Techniques BCA-404 (Time: Three Hours) {Maximum Marks : 751 Note : Attempt questi; . This solution ig Provided fee Sections as per instructions. Urvashi Chaudhary and the higher the discount rate, the ead present value of the future cash flows. Deter palit the appropriate discount rate is the key 2 oe fae valuing future cash flows, whether they be orobligations. Q3. Define busy period, idle period and mean arrival rate. sy Pel : . sy Pert is the relative frequency for whlek service system remain-busy i.e. server is busy with customers until no customer left unserved. It will happens in that case when service rate is less than arrival rate. Idle Period : . | It is the relative frequency for which service system remain idle i.e. there is no customer is present in the system. Mean Arrival Rat The rate at which customers arrive to be served is called Mean Arrival Rate. i.e. number of customers, arriving per unit of time is called mean arrival rate. Mean arrival rate is represented by 2. Q4. Explain travelling salesman problem. Ans. Travelling Salesman Problem : There are a number of cities a salesman must Visit. The distance (or time or cost) between evel Pair of cities is known. He starts city, passes through each city once and only once and returns to his home city. The problem is to find the routes shortest in distance (or time or Cost). If the distance (or time or cost) between Pait of cities is independent of the diree the problem said to be sy More pairs of cities the di Varies with the directi asymmetrical. If the s, from his home every tion of travel, Mmetrical. If for one or stance e (or time or cost) ion, the problem is called alesman is to visit two cities. SCA Mth Semester / Optimization Techniques /2018 / m 152 there is, of course no holce. Uf there are four cites, there are 6 posible Fouts “ ASB>C5D, As BDC, AC 7B ID ASC5D5B, A+D5B-46, A>D CB: ’ Q5. Describe hold ing cost- Ans, Holding Cost — cost, shortage cost and ordering Cost cons; ; . sitht ; Sts Of rent for space is called the Holding Cost. Beside space expenses this cost Will agg include heating lightening and othe, atmospheric control expenses. Holding cost is represented by c, Set up Cost : u yy It is the cost include the fixed cost associated with placing of a” Oe Nan GUISE t before starting production. They include cost of purchase requisitions. f0! ‘ tor; mailing, accounting and auditing etc. Set up cost is represented by.Cs- Ordering Cost : sess an order to « supplier. These Ordering costs are the expenses incurred to create and process inyentory items, Costs are included in the determination of the economic order quantity for an i 3 Section - B ; ions: (Short Answer Question: sion eartieg ais Attempt any vo questions out of the following three questions. Each. question carries 7% marks, Axd= Short answer is required. (74 x2=18) Q6. Solve the following assignment problem : Subordinates wom tv 2617 1 2 4 26 19 18 15 26 24 10 Ans. Hungarian Method : Step 1 : Subtract minimum element of each row from the corresponding row. Subordinates . I iv 0 Is} 9 3 9 A B 2fo}n cla ,alato pl 9 Tie fiat column from the Tasks Step 2 : Subtract minimum element of each Corresponding column, Subordinates 1 tn sw O}] 14] 9 3 Tasks gaw>BCA j E (Vth Semester/ Optimization Techriques /2018/ w 153 ger 3 4 eee sine 52270 row and select the zero and mark [1 on that and cancel other 72r05 in the gexsponding row or column, Assignment will continue to last column ot Fow. All assignment = Nu i mber of rows = Number of columns. yow assigned tasks to subordinates are : I-A 8 H-c 19 I-B 4 IV-D = 10 Total 41 * y7-The cost of an item is 3,000, The salvage value and running cost are given below. find the most economical replacement age of the item : Year | Running cost | Salvage cost 1 2 3 4 5 6 L711 Ans. Replacement Table : @ ® ] @ @ ® |. a | Years of | Salvage | Running| Summation of | Purchase Cost | Total Cost | Average Cost Services | Value | Cost | Running Cost |-Salvage value! =m | 4 8 (a) ) fe) 2 a c-s C-S+ BRO tle-se E40] t=0 I 2000 | 600 600 1000 1600 1600 | 2 1333 | 700 1300 1667 2967 1483.5 3 1000 | 00 2100 2000 4100 1366.67 4 750 | 900 3000 2250 5250 1312.5, 5 500 | 1000 4000 2300 6500 1300 6 300 1200 5200 2700 7900 1316.67 © 1 300__| 1500 6700. 2700 9400 134285 Table shows that the average annual cost is minimum (Rs.1300) during 5"" year and then rises at 6!" year onward, Hence the machine should be replaced after 5!" years of its use. Q8. Find the sequence that mi izes the total elapsed time required to the following tasks on two machine : 9 complert A\BIC]DIE|FIGTH|1 Machine-1_|2|5|4|9[6}8|715| 4 Machine-] 61817 /4{3 [9/3 [8 (a1 Ans, Jub sequencing : AL TC TBTHTFIDTSTE] or Alc|i|u]TBTF[DTE G|[BCA IVth Somester/ Optinlzation Techniques 2914, _ 7 now we ean calculate the elapsed time corresponding {0 optimal sequenegs Machine I Machine ft i Job /Fime in | Time out | Time in | Time out Al] 90 2 2 8 c 2 6 8 15 I 6 10 Is 26 H 10 15 26 34 B] IS 20 44 2 F 20 28 42 SI D 28 37 31 55 EB] 37 43 55 58 c| 4% 50 58 6 ‘Thus the minimum elapsed time is 61. Ideal time for machine B is zero, Section - C le eat (Detailed Answer Questions) any three questions out of the following five questions. Kal : ~~ Meee required in detail. on * ancstion “mre Sm Q9. Solve the following L.P.P. : V3 =45) Maximize z= 5x1 + 3x2 ° Subjectto 3x; +5xz $15 Sx +2xy $10 xy X20 Ans. Convert inequalities into equalities using slack variables 3x] +5xp +5, =15 5x) +2x2 +8 =10 Gj 5 3.0 0 . i Min Ratio Basis | C x, x i B B 1 X21 Si | 82 XpXp 3 | 0 15 3 s]1jo Bes Leaving 5 ld able] 82 | 0 I 2 sya variable] 82 9 Key element | 2 | ° | | | s-°™ ‘Aj =2CpXp =C; 5 3] 0 [0 tr Entering variableBCA Ith s. ‘emester / Optimization Techniques / 201 Basis | Ch [Xp Ta . Pope Min Ratio 1 | ol] 9 . 1 | -3 | 2 245<2.368 min 5 | ios 19 MI g @. ! o | t | esmin + 3__| 275 : ‘i | 0 oj} 1 nm | 3 {8 i) 9)! 20 x | 5 | 22 5 wi! ° 4) | o]-0 16/19 | All Aj 2 0; So optimal solution aR get 235 Qi0. Solve ‘the following transportation problem + To 12 3 Supply 1/27 4 5 From 2|3 3 1 8 3|5 4 7 7 4|[1 6 2 14 Demand 7 9 18 34 ‘Ans, Use Vogel's approximation method for finding feasible solution : To Penalties 1 2 3 Supply, p, Py Ps Pa 5 2250 2h 8 O-.= = From 7 sl, Hl’ rau 10 + a], b 4 11 @- Demand 7 9B ght 4 2p | 2 @ BR 1 2 = 2@p3 3° Step 1 : Check Demand = Supply Step 2 : Calculate the penalties and allocation made on the hit i ep 2: ighest penalty’s lowest 5 i ofhighest penalties, select the row or column having minimum cost. Hae eee Step 3 : Repeat above steps until all assignment have been made.BCA IVth Semester / Optimization Techniques / 2018 / @ 156 Optimality Test : Number of Allocation 2m +n where m = number of rows n= number of column 6=4+3-—1=6 Optimal test satisfied Use MODI method to get the optimal solution : Calculate u; & v, using C,, = u + v; for allocated cells. a v 0 -3 ol, @=Min[8- 0, 4-0, 2-0]=> 0=2 All dij 20, so make a closed loop and rearrange the allocation. sedi = Cy - (Uj +4) 2 on non - allocated cell Ui v 2 2 3 3 0 4 i 1 i 1 v2 0 In the above table all dij 2 0, so the solution is optimal. Total Cost=2* 54+3xX2+1K64+4x741*%242x 12 =10+64+6+28+2+24=768CA Win F ‘The cost 1ester / Optimization Techniques / 2018/1 157 given as follow” for two ma . : chines A and B when money value is not. considered pe cee Year |Cost at the beginning of year in Rs. 7 Machine A | Machine B 900 1400 600 100 700 700 the cost pattern fo, “etal|___ 2200 2200 ence fndwhich machinelsiessconiy worth is 10% per year andi +> Xn 20 Q2. Describe classi ication of inventory models. Ans. Classification of 1, Direct Inventories * (a) Production inventory (b) Work in process inventory (c) Finished good inventory (a) MRO inventory Inventory Model : 2, Indirect Inventories + (@) Transit or pipeline inventory (b) Buffer inventory (6) Decoupling inventory (a) Seasonal inventory (¢) Lotsize inventory (8) Anticipation inventory Q3. Describe present value and discount rate. ‘Ans. Present Value ‘As the money value changes with time, present value is the current value ofa future sum of money or stream of cash flow given a specified rate of return, if i is rate of interest then Present value of money spent n years Discount Rate = ‘A discount rate is the rate of return used to discount future cash flow back to their present value. If i is interest rate then =(1+iy* Discount Rate = —- iti Q4. Explain sequential problem. Ans. Sequencing Problem : Sequencing problem involves the determination of a optimal order or sequence of performirig a series of jobs by a number of facilities so as to optimize the total time or cost. Sequencing problem have been most commonly encountered in ‘production shops’ where different products are to be processed over various combination of machines.BCA [th ser nd traffic intensity. ‘iy i th, waiting time . : ain queue tera! iting to get service. This exclude | FE Qeene Leet + - customers in the aueue waiting to gets cludes the customer | ‘The average num | being served j.— arrival rate 7 3) ee p-service rate a=aln-a Waiting Time? ich arcustomer has to wait in the queue to get service. "The average time fo | wiles HbA The ratio 2d is called the traffie intensity or utilisation factor and it determines the degree to which the ‘Traffic Intensity tye ‘ + tn capacity of the service station is utilised (expected fraction of time the service facility is busy), : Section - B (Short Answer Questions) Attempt any two questions out of thé following three questions. Each question carries 7% marks, Short answer is required. 17h x2=15| Q6. Solve the following assignment problem : Person A Bc : ' 1} 120 100 80 Job 2) 70 90 110 3] 110 140 120 Ans. Step 1 : Subtract minimum number of every row from its corresponding row element. Person A B c 1} 40 20 o> Job 2 0 20 40 3 0 30 10 Step 2 : Subtract minimum number of every column from its corresponding column elements. Person A BCBea ven . 5 Someste, ge 9: Mark singe 2270 row by Optimization Techniques /2019//w 161 “Ol an 1d cancel other zero in the corresponding row or columh Job Person toc 80 Z B 90 3 A 110 th i f 200 g7. The Cost Of a machine is Ree azn. 2 maintenance costs one is Rs.6,100 and its resale value is only RS- 100. The und from experience to be as under = : Year Maintenance il2p37aTs,e [718 ; Cost in Rs, | 100 | 250 | 400 [fs] 8 } 0 6 YW Yu 1 Er ~6| 4 77/8 243 9 vj>3 2 4 5 Alll Aj £0, so, we allocate 0 to the cell whose Aj is negative Min,[9 - 0,13 - 6] uw Pp gs 3 6 Us i +13 U3 y, 6 31 2-115 oi WY, . 77s _5]3 9 vj> 3 1 -l 5 j All Aj 2 0, so the total cost is optimal. Optimal Total Cost =3 x 15 +5* 15+ 1% 19+5%9+3x 13+9%x4=209 Q11. Let the value of money be assumed to be 10% per year and suppose that machine A is replaced after every 3 years whereas machine B is replaced after every six years. The yearly costs of the machines are given as under : Year 1 2 3 4 5 6 Machine A | 1000 | 200 | 400 | 1000 | 200 | 400 Machine B | 1700 | 100 | 200 | 300 | 400 | 500 Determine which machine should be purchased. Ans. Since the value of money is 10% per year, the discount rate, z 100! _10 100+10 11CA Ivth Semester / optimization Techniques /2019/1 165 , Total discount cost of machine A for3 years is 2 Pen am(!2)s ao("4) =1512 approx. : : "1 iH agatotal dISCOUNt Cost Of machine B for ; 6 years is, 5 =1700+100{ 19 lo? 3 10) 10)" _ 3765 approx. of 18 +200 ¥) +300( 12) 4 400 ) +300 1 ii ni , Average yearly cost of Machine A = !5!2 _ soars, 7 : 3 average yearly cost of Machine B = 2765 - 460.83: ‘ . 6 Machine B looks less costly but it’s not true because time period considered are not same: Now Total discount cost of machine A for six years is ‘ . 2 a 5 : = 10004 200{12) + 400(*2) + 00{!2) +0) + 400(2) = 2647 Rs. approx. mn "1 ul The present value ofthe total expenditure i 6 years on machine ‘As less than that for machine “B’- Thus, machine ‘A’ is less costly and hence machine ‘A’ should be purchased. 12. We have five jobs each of which must go through the machines A, B and Cin order ABC. Processing times are: J w H/F Cras) = Determine a sequence for the fine. jobs that will minimize the elapsed time. Ans. Job 11/213)415 H=A+B{-9 | 15] 10) 9 | 9 G=B+C | 13] 16] 8 | 10) 15 Sequence — 114151312 4[ 11513 2] sy4[i1 i312Machine A[ Machine B] Ideal | Machine ©] —Tazqy JJob|Time|Time|Time|Time] Time for |Time|Time| ‘Time for In_| Out | tn_| Out |Machine B| In | Out |Machine'c 0) 47,4] 9 4 9 Ta BCA Wth Semester / Optimization Techniques /2019/w 199 0 4 {10 |] 10 | 13 1 17 | 24 to} 15 | 15 | 19 2 24 | 35 15 | 23 | 23 | 25 4 35 | 41, 23} 33 | 32 | 38 7 41 51 oun e loscoe Total Elapsed Time = 51 hours Ideal Time of Machine 8 Ideal Time of Machine C = 09 913. A TV repairman finds that the time spent on his jobs has an exponent, distribution with mean 30 minutes. If he repairs sets in the order in which thet! in and if the arrival of sets is approximately Poisson with an average rate of 190" hour day. What is repairman’s expected idle time each day? How many job? ahead of the average set just brought ? are! ~ Ams. Given, A= ay per minute 1 = sc unit/min, punitimin Number of jobs ahead of the set brought in = Average number of job in the system - a Ha 1/48 te 30 48 Number of hours for which the repairman busy in an 8 hour day a =8x4 LH 1/48 _ 8x30 =8x——= 1/30 48. ~. Time for which repairman remains idle in 8 hours, =8-5=3hours =Shours