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Lec 1+ Sec 1-1

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Lec 1+ Sec 1-1

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Operations Research

Prepared By
Dr/Marwa Yahya
Introduction
Operations research, which is concerned
with the efficient allocation of scarce
resources, is both an art and science. The art
lies in the ability to depict the concepts
efficient and scarce in a well-defined
mathematical model of a given situation.
The Origins of operations
Research
The formal activities of Operations Research (OR)
were initiated in England during World War II when a
team of British scientists set out to make decisions
regarding the best utilization of war material.
Following the end of the war, the ideas advanced in
military operations were adapted to improve
efficiency and productivity in the civilian sector.
Today, OR is a dominant decision making tool.
Definition of Operation
Research
Definition
Operations research is concerned
with scientifically deciding how to
best design and operate man-
machine system usually requiring the
allocation of scarce resources.
Linear programming

Sometimes it is desired to maximize


or minimize a function, subject to
certain restrictions or constraints. For
example, a manufacturer may want to
maximize a profit function, subject to
production restrictions imposed by
limitations on the use of machinery
and labor.
Optimization problems
In an optimization problem one seeks to
maximize or minimize a specific quantity,
called the objective which depends on a
finite number of input variables. These
variables may be independent of one
another, or they may be related through
one or more constraints.
A mathematical program is an
optimization problem in which the
objective and constraints are given as
mathematical functions and functional
relationships
Optimize: 𝒁 = 𝒇(𝒙𝟏 , 𝒙𝟐 , … … . , 𝒙𝒏 )

Subject to: 𝒈𝟏 𝒙𝟏 , 𝒙𝟐 , … … . , 𝒙𝒏
𝒈𝟐 (𝒙𝟏 , 𝒙𝟐 , … … . , 𝒙𝒏 )
𝒃𝟏
𝒃𝟐
.
≤ .
………………….. = .
≥ .
.
.
𝒃𝒎
𝒈𝒎 (𝒙𝟏 , 𝒙𝟐 , … … . , 𝒙𝒏 )
𝒙𝟏 , 𝒙𝟐 , … … . , 𝒙𝒏 ≥ 𝟎
Optimization problems most often are stated
verbally. The solution procedure is to model the
problem with a mathematical program and then
solve the program. The following approach is
recommended for transforming a word problem
into a mathematical program.
Step I: Introduce decision variables
Step II: Summarize relevant material in
table form, relating columns to the
decision variables, if possible.
Step III: Determine the objective and
write a linear objective function.
Step IV: Write the constraints and non-
negativity condition.
Example (1)
A company makes two products A and B; both
require processing on 2 machines. Product A takes
10 and 15 minutes on the two machines per unit
and product B takes 22 and 18 minutes per unit on
the two machines. The machines are available for
2640 and 2500 minutes respectively per week. The
products are sold for $200 and $175 respectively
per unit. Formulate the linear programming
problem to maximize sales revenue?
Solution
Let 𝒙𝟏 : the number of units of product A
𝒙𝟐 : the number of units of product B

A B Availability
M1 10 22 2640
M2 15 18 2500
Profits 200 175
𝑴𝒂𝒙 𝒁 = 𝟐𝟎𝟎𝒙𝟏 + 𝟏𝟕𝟓𝒙𝟐
Subject to
𝟏𝟎𝒙𝟏 + 𝟐𝟐𝒙𝟐 ≤ 𝟐𝟔𝟒𝟎
𝟏𝟓𝒙𝟏 + 𝟏𝟖𝒙𝟐 ≤ 𝟐𝟓𝟎𝟎
𝒙𝟏 , 𝒙𝟐 ≥ 𝟎
Example (2)
Jay is trying to expand his pastry business to
include cupcakes and personal cakes. He has 40
hours to decorate the new items and can use no
more than 22 grams of cake mix. Each personal
cake requires 2 grams of cake mix and 2 hours to
decorate. Each cupcake order requires one gram
of cake mix and 4 hours to decorate. If he can
sell each personal cake for $ 20 and each
cupcake order for $ 25. Formulate the linear
programming problem.
Solution
x1:the number of cupcake orders.
x2:the number of personal cakes.

Cupcakes Personal cake Availability


Cake mix 1 2 22
# of hours 4 2 40
Profits $25 $20

𝒎𝒂𝒙𝒁 = 𝟐𝟓𝒙𝟏 + 𝟐𝟎𝒙𝟐


Subject to
𝒙𝟏 + 𝟐𝒙𝟐 ≤ 𝟐𝟐
𝟒𝒙𝟏 + 𝟐𝒙𝟐 ≤ 𝟒𝟎
𝒙𝟏 , 𝒙𝟐 ≥ 𝟎
Example (3)
A paint manufacturer produces two types of paint, one
type of standard quality and the other of top quality. To
make these paints, he needs two ingredients, the P and
the R. Standard quality paint requires 2 units of P and 3
units of R for each unit made, and is sold at a profit of
$1.0 per unit. Top quality paint requires 4 units of P and
2 units of R for each unit made, and is sold at a profit of
$1.5 per unit. He has stocks of 12 units of P, and 10 units
of R. Formulate the above problem as a linear
programming problem.
Solution
x1:the number of units of S-type.
x2:the number of units of T-type.
S-Type T-Type
Availability
Pigment 2 4 12
resin 3 2 10
Profits 1.0 1.5

𝑴𝒂𝒙 𝒁 = 𝟏. 𝟎𝒙𝟏 + 𝟏. 𝟓𝒙𝟐


𝒔𝒖𝒃𝒋𝒆𝒄𝒕 𝒕𝒐 𝟐𝒙𝟏 + 𝟒𝒙𝟐 ≤ 𝟏𝟐
𝟑𝒙𝟏 + 𝟐𝒙𝟐 ≤ 𝟏𝟎
𝒙𝟏 , 𝒙𝟐 ≥ 𝟎.
Example (4)
A produce grower is purchasing fertilizer containing three
nutrients, A, B, and C. the minimum needs are 10 units of
A, 15 units of B, and 30 units of C. there are two popular
brand of fertilizer on the market. Fast Grow, Costing 12$ a
bag, contains 2 units of A, 1 units of B, and 4 unit of C.
Easy Grow, costing $10 a bag, contains 4 units of A, 3 units
of B, and 5 unit of C. Formulate the linear programming
problem.
Solution
𝑴𝒊𝒏 𝒁 = 𝟏𝟐𝒙𝟏 + 𝟏𝟎𝒙𝟐
subject
𝑺. 𝑻 𝟐𝒙𝟏 + 𝟒𝒙𝟐 ≥ 𝟏𝟎
𝒙𝟏 + 𝟑𝒙𝟐 ≥ 𝟏𝟓
𝟒𝒙𝟏 + 𝟓𝒙𝟐 ≥ 𝟑𝟎
𝒙𝟏 , 𝒙𝟐 ≥ 𝟎
Example (5)
A diet is to contain at least 16 units of
carbohydrates and 20 units of protein. Food A
contains 2 units of carbohydrates and 4 of protein;
food B contains 2 units of carbohydrates and 1 of
protein. If food A costs $1.20 per unit and food B
costs $0.80 per unit. Formulate the linear
programming problem
Solution
𝑴𝒊𝒏 𝒁 = 𝟏. 𝟐𝟎𝒙𝟏 + 𝟎. 𝟖𝟎𝒙𝟐
subject
𝟐𝒙𝟏 + 𝟐𝒙𝟐 ≥ 𝟏𝟔
4𝒙𝟏 + 𝒙𝟐 ≥ 𝟐𝟎
𝒙𝟏 , 𝒙𝟐 ≥ 𝟎
Answer the following questions
Q1) A furniture maker has 6 units of wood
and 28 h of free time, in which he will
make decorative screens. Two models
have sold well in the past, so he will
restrict himself to those two. He estimates
that model I
Question (1)requires 2 units of wood and 7
h of time, while model II requires 1 unit of
wood and 8 h of time. The prices of the
models are $120 and $80, respectively.
Formulate the linear programming problem
to maximize sales revenue?
Q(2): Consider a small manufacturer making two
products A and B, two resources R1 and R2 are
required to make these products. Each unit of product
A requires 1 unit of R1 and 3 units of R2, each unit of
product B requires 1 unit of R1 and 2 units of R2. The
manufacturer has 5 units of R1 and 12 units of R2
available. The manufacturer also makes a profit of $6
per unit of product A sold and $5 per unit of product B
sold.
Identify the decision variables. (2 points)
Write the objective function. (2 points)
Determine the constraints and non-negative constrains
(3 points)
THANK You

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