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RMT-Unit 3 To Unit5

The document covers various topics in integer programming and classical optimization theory, including definitions, methods, and applications of integer programming, dynamic programming, and project scheduling techniques like CPM and PERT. It discusses the differences between pure and mixed integer programming, the branch and bound method, and the principles of optimality in dynamic programming. Additionally, it outlines project management concepts, time estimates in PERT, and the comparison between PERT and CPM.

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0% found this document useful (0 votes)
5 views

RMT-Unit 3 To Unit5

The document covers various topics in integer programming and classical optimization theory, including definitions, methods, and applications of integer programming, dynamic programming, and project scheduling techniques like CPM and PERT. It discusses the differences between pure and mixed integer programming, the branch and bound method, and the principles of optimality in dynamic programming. Additionally, it outlines project management concepts, time estimates in PERT, and the comparison between PERT and CPM.

Uploaded by

abidivya192003
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
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You are on page 1/ 97

UNIT-III – INTEGER PROGRAMMING

Cutting plan algorithm – Branch and bound methods, Multistage (Dynamic)


programming.

PART A
1. What is integer programming? What are the types?
A linear programming problem in which some or all of the variables in the optimal
solution are restricted to assume non-negative integer values is called an integer
programming problem or integer linear programming.
Types : Mixed IPP,Pure IPP

2. Differentiate between pure and mixed programming problems.

• In a linear programming problem, if all the variables in the optimal solution are
restricted to assume nonnegative integer values,then it is called the pure(all) integer
programming problem.
• In a linear programming problem, if only some of the variables in the optimal
solution are restricted to assume non-negative integer values, while the remaining
variables are free to take any nonnegative values,then it is called mixed
programming problems

3. Give any two applications of integer programming.


• All transportation, assignment and travelling salesman problems are integer
programming problems, since the decision variables are either 0 or 1.
• All sequencing and routing decisions problems are integer programming problems,
as it requires the integer values of the decision variables.
• Integer programming problems occur quite frequently in business and industry.
𝟐
4. Write down the Gomory’s fractional cut corresponding to 𝐱𝟏 + 𝟑 𝐱𝟑 −

the equation
𝟏 x4=−𝟐 That appears in the non-integer optimal simplex table of an integer
𝟑 𝟑

programming
−2 −2
problem. 2
x3 − 3 x4 + s1 = 3
3

5. What is search method?(Branch and Bound Technique)


It is an enumeration method in which all feasible integer points are enumerated. The
widely used search method is the Branch and Bound Technique. It also starts with the
continuous optimum, but systematically partitions the solution space into sub problems that
eliminate parts that contain no feasible integer solution. It was originally developed by
A.H.Land and A.G.Doig.

6. What is dynamic programming?


Dynamic programming is a mathematical technique of optimization using multi-
stage decision process.The dynamic programming technique decomposes the original
problem in n-variables in to n-sub problems(stages) each in one variable.The solution is
obtained in an orderly manner by starting from one stage to the next and is completed after
the final stage is reached.

7. State Bellman’s principle of optimality


An optimal policy(set of decisions) has the property that whatever be the initial
state and initial decisions, the remaining decisions must constitute an optimal policy for
the state resulting from the first decisions.
8. State the application of the principle of optimality in dynamic programming.
• In the population area, this technique has been used for production, scheduling and
employment smoothening problems.
• It is used to determine the optimal combination of advertising media (TV, Radio,
Newspapers) and frequency of advertising.
• It can be used in replacement theory to determine at which age the equipment is to be
replaced for optimal return from the facilities.
• Spare part level determination to guarantee high efficiency utilization of expensive
equipment.

9. State any two merits of dynamic programming techniques.


Dynamic programming enables you to develop sub solutions of a large program. The
sub solutions are easier to maintain,use and debug. And they possess overlapping also that
means we can reuse them, these sub solutions are optimal solutions for the problem.

10. What is Zero-one problem?


If all the variables in the optimum solution are allowed to take values either 0 or 1 as
in „do‟ or „not to do‟ type decisions, then the problem is called Zero-one problem or
standard discrete programming problem.

11. Why not round off the optimum values instead of resorting to IP? (MAY ’08)
There is no guarantee that the integer valued solution (obtained by simplex method)
will satisfy the constraints. i.e. ., it may not satisfy one or more constraints and as such the
new solution may not feasible. So there is a need for developing a systematic and efficient
algorithm for obtaining the exact optimum integer solution to an IPP.

12. What are methods for IPP? (MAY ’08)


Integer programming can be categorized as
(i) Cutting methods
(ii) Search Methods.
13. What is cutting method?
A systematic procedure for solving pure IPP was first developed by R.E.Gomory
in 1958. Later on, he extended the procedure to solve mixed IPP, named as cutting plane
algorithm, the method consists in first solving the IPP as ordinary LPP.By ignoring the
integrity restriction and then introducing additional constraints one after the other to cut
certain part of the solution space until an integral solution is obtained.

14. Give the general format of IPP?


The general IPP is given by Maximize Z = CX
Subject to the constraints AX ≤ b,
X ≥ 0 and some or all variables are integer.

15. Write an algorithm for Gomory’s Fractional Cut algorithm?


1. Convert the minimization IPP into an equivalent maximization IPP and all the
coefficients and constraints should be integers.
2. Find the optimum solution of the resulting maximization LPP by using simplex
method.
3. Test the integrity of the optimum solution.
4. Rewrite each XBi
5. Express each of the negative fractions if any, in the kth row of the optimum
simplex
table as the sum of a negative integer and a non-negative fraction.
6. Find the fractional cut constraint
7. Add the fractional cut constraint at the bottom of optimum simplex table
obtained in
step 2.
8. Go to step 3 and repeat the procedure until an optimum integer solution is
obtained.
16. A manufacturer of baby dolls makes two types of dolls, doll X and doll
Y. Processing of these dolls is done on two machines A and B. Doll X
requires 2 hours on machine A and 6 hours on Machine B. Doll Y requires
5 hours on machine A and 5 hours on Machine B. There are 16 hours of
time per day available on machine A and 30 hours on machine B. The
profit is gained on both the dolls is same. Format this as IPP?
Let the manufacturer decide to manufacture x1 the number of doll X
and x2 number of doll Y so as to maximize the profit. The complete
formulation of the IPP is given by
Maximize Z = x1+x2
Subject to 2 x1 + 5 x2 ≤16
6 x1+ 5 x2 ≤30
and ≥0 and are integers.
PART-B
UNIT-IV – CLASSICAL OPTIMISATION THEORY
Unconstrained external problems, Newton – Ralphson method – Equality constraints –
Jacobean methods – Lagrangian method – Kuhn – Tucker conditions – Simple
problems.

PART-A
1. Write down the sufficient condition for the Extrema?
A sufficient condition for a stationary point 𝑋0 to be extremum is that the Hessian
matrix H evaluated at is
i) Positive definite when 𝑋0 is a minimum point.
ii) Negative definite when 𝑋0 is a maximum point

2. Write the Hessian matrix for f ( 𝒙𝟏, 𝒙𝟐,, 𝒙𝟑)


𝝏𝟐𝒇 𝝏𝟐𝒇 𝝏𝟐𝒇
𝝏𝒙𝟐𝟏 𝝏𝒙𝟏𝝏𝒙𝟐 𝝏𝒙𝟏𝝏𝟑
𝝏𝟐𝒇 𝝏𝟐𝒇 𝝏𝟐𝒇
The Hessian Matrix is
𝝏𝒙𝟐𝝏𝒙𝟏 𝝏𝒙𝟐𝟐 𝝏𝒙𝟐𝝏𝒙𝟑
𝝏𝟐𝒇 𝝏𝟐𝒇 𝝏𝟐𝒇
𝝏𝒙𝟑 𝝏𝒙𝟑𝝏𝒙𝟐 𝝏𝒙𝟐
𝟑
𝝏𝒙𝟏

3. State the order of convergence of Newton’s Raphson Method.


The order of convergence of Newton‟s Raphson Method is of order2.

4. Find an iterative formula of Newton’s Raphson method.


𝒇(𝒙𝒏)
Xn+1=xn-
𝒇′ (𝒙𝒏)
5. State the criterion for the Newton’s Raphson method.
The criterion for convergence of Newton‟s Raphson is 𝒇 𝒙 𝒇′′ 𝒙 < |𝒇′ 𝒙 |𝟐
6. What is the order of Convergence for fixed point iteration?
The Convergence is linear and the convergence is of order 1.

7. Write the two methods of Equality Constraints.


1. Jacobian Method, 2. Lagrangean Method.

8. Write the method of Inequality Constraints.


Kuhn-Tucker Method.

9. Write down the sufficient condition for Kuhn-Tucker Method.


If the objective function and the solution space satisfy certain conditions regarding
convexity and concavity.

10. Write the constraint gradient vector of f with respect to Z.


𝜕𝑐 𝑓 𝑌,𝑍
𝛻𝑓= = 𝛻 𝑓 − 𝛻 𝑓𝐽−1𝐶
𝑐 𝜕𝑐 𝑍 𝑧 𝑌

11. Write the necessary conditions for Kuhn tucker method.


a. ∅𝑖 ≥ 0, 𝑖 = 1,2,3 … 𝑚
b. 𝜕𝐿 = 0 , 𝑖 = 1,2,3 … 𝑛
𝜕𝑋 𝑖

c. ∅𝑖 𝑔𝑖 (X1,X2,…Xn)=0,i=1,2,…m
d. 𝑔𝑖 (X1,X2,…Xn)≤ 0,i=1,2,…m
PART B
191
192
193
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UNIT-V – OBJECT SCHEDULING


Network diagram representation – Critical path method – Time charts and resource
levelling – PERT.

PART-A
1. Define project. What are the three main phases of project
A project is defined as a combination of interrelated activities,all of which must be
executed in a certain order to achieve a set of goal.
Phases of project: Planning, Scheduling and Control

3. What are the two basic planning and controlling techniques in a network
analysis?
Critical Path Method (CPM)
Programme Evaluation and Review Technique (PERT)

4. What are the advantages of CPM and PERT techniques?


It encourages a logical discipline in planning, scheduling and control of projects
It helps to effect considerable reduction of project times and the cost
It helps better utilization of resources like men, machines, materials and money
with reference to time
It measures the effect of delays on the project and procedural changes on the
overall schedule.

5. What is resource leveling?


Resource leveling attempt to reduce peak resource requirements and smooth out
period to period assignments without changing the constraints on project duration.

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6. What is heuristic programming?


Lacking time or inclination to pursue more thorough problem solving procedures, one
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cases rule of thumb is insufficient. It must be combined with other rules to take into
additional factors or exceptional circumstances. A collection of such rules for solving a
particular problem is called a heuristic program,

7. What are the two main costs for a project? Illustrate with examples.

• Direct costs are the costs directly associated with each activity such as machine
costs, labour costs etc for each activity.
• Indirect costs are the costs due to management services ,rentals, insurance
including allocation of fixed expenses, cost of security etc.

8. What are the three time estimates of PERT?


• Optimistic (least) time estimate:(t0 or a) is the duration of any activity when
everything goes on very well during the project ie., labourers are available and come
in time, machines are working properly, money is available whenever needed, there
is no scarcity of raw material needed etc.
• Pessimistic (greatest) time estimate:(tp or b) is the duration of any activity when
almost everything goes against our will and a lot of difficulties is faced while doing
a project.
• Most likely time estimate :(tm or m) is the duration of any activity when sometimes
things go on very well, sometimes things go on very bad while doing the project

9. Difference between PERT and CPM.


PERT CPM
1.PERT was developed in a brand new R 1.CPM was developed for conventional
and D project it had to consider and deal projects like construction project which
with uncertain ties associated with consists of well known routine tasks
such projects whose resource requirements and

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duration were known with certainty.


2.PERT is usually used for projects in 2.CPM is used for projects involving
which time estimates are uncertain. well known activities of repetitive in
Example: R &D activities which are nature.
usually non-repetitive.
3.Emphasis is given to important stages 3.CPM is suited to establish a trade off
of completion of task rather than the for optimum balancing between
activities required to be performed to schedule time and cost of the project.
reach a particular event or task in the
analysis of network ie.,PERT network
is essentially an event-oriented network.
4.PERT is Probabilistic 4.CPM is Deterministic

10. What is the formula to compute the cost slope for each activity?
Cost slope = (Crash cost-Normal cost)/(Normal duration-Crash duration)

11. What is the crash time?


Crash time is the duration upto which the normal time of an activity can be
shortened by adding extra resources.

12. Define free float, independent float and total float.


Total float of an activity(T.F) is defined as the difference between the latest finish and
the earliest finish of the activity or the difference between the latest start and the earliest
start of the activity.
Free float of an activity is that portion of the total float which can be used for
rescheduling that activity without affecting the succeeding activity
Free float of an activity i-j=(total float of i-j )- Slack of the head event j
Independent float of an activity is the amount of time by which the activity can be
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rescheduled without affecting the preceding or succeeding activities of that activity.

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I.F=Free float i - j -slack of the tail event i.

13. What is critical paths?


Path connecting the first initial node to the very last terminal node, of longest
duration in any project network is called critical path. All the activities in the critical path
is called critical activities.

14. What is standard deviation and variance in PERT network? (NOV ’07)
The expected time of an activity in actual execution is not completely reliable and is
likely to vary. If the variability is known we can measure the reliability of the expected
time as determined from three estimates. The measure of the variability of possible activity
time is given by standard deviation, their probability distribution Variance of the activity
is the square of the standard deviation

15. Define float or slack? (MAY ’08)


Slack is with respect to an event and float is with respect to an activity. In other words,
slack is used with PERT and float with CPM. Float or slack means extra time over and
above its duration which a non-critical activity can consume without delaying the project.

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PART-B

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Question Paper Code: 80307

B.E / B.Tech. DEGREE EXAMINATION, NOVEMBER/DECEMBER 2016


Seventh Semester
Computer Science & Engineering
CS 6704 – RESOURCE MANAGEMENT TECHNIQUES
(Regulation 2013)
Time: Three Hours Maximum: 100 Marks
Answer ALL Questions
PART A – (10 * 2 = 20 Marks)

1. Define feasible solution and optimal solution to the linear programming


problem. (Pg. No. 6)
2. What do you mean by shadow pricing? (Pg. No. 58)
3. What are the characteristics of a primal and dual problem?
(Pg. No. 56)
4. State the necessary and sufficient condition for a transportation
problem to have a solution. (Pg. No. 54)
5. Mention some important applications of Integer programming problem.
(Pg. No. 135)
6. Write down the methods for solving integer linear programming
problem. (Pg. No. 135)
7. Write down the Lagrangian function for Khun-tucker method for the
following non linear programming with inequality constraints. (Pg. No.
172)
8. Examine f(x) =6x5 - 4x3 + 10 for extreme points. (Pg. No. 171)
9. If there are five activities P, Q, R, S and T such that P, Q, R have
no immediate predecessors but S and T have immediate
predecessors P, Q and R,R respectively. Represent this
situation by a network.
10. Define critical path. (Pg. No. 199)

PART B – (5 * 16 = 80 Marks )

11. A) Solve the following linear programming problem using


graphical method. (Pg. No. 22) (16)
𝐌𝐚𝐱 𝒁 = 𝟏𝟎𝟎𝒙𝟏 + 𝟖𝟎𝒙𝟐
Subject to
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5𝒙𝟏 + 𝟏𝟎𝒙𝟐 ≤ 𝟓𝟎

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𝟖𝒙𝟏 + 𝟐𝒙𝟐 ≤ 𝟏6
𝟑𝒙𝟏 − 𝟐𝒙𝟐 ≥ 𝟔
and 𝒙𝟏, 𝒙𝟐 ≥ 𝟎

(OR)
B) Solve the following LPP by simplex method. (Pg. No. 42) (16)
𝐌𝐚𝐱 𝒁 = 𝟒𝒙𝟏 + 𝒙𝟐 + 𝟑𝒙𝟑 + 𝟓𝒙𝟒
Subject to 𝟒𝒙𝟏 − 𝟔𝒙𝟐 − 𝟓𝒙𝟑 + 𝟒𝒙𝟒 ≥ −𝟐𝟎
𝟑𝒙𝟏 − 𝟐𝒙𝟐 + 𝟒𝒙𝟑 + 𝒙𝟒 ≤ 𝟏0
8𝒙𝟏 − 𝟑𝒙𝟐 + 𝟑𝒙𝟑 + 𝟐𝒙𝟒 ≤ 𝟐0
𝒙𝟏, 𝒙𝟐,𝒙𝟑,𝒙𝟒, ≥ 𝟎

12. A) Using dual simplex method solves the LPP. (Pg. No. 75) (16)
𝐌𝐚𝐱 𝒁 = − 𝟑𝒙𝟏 − 𝟐𝒙𝟐
Subject to
𝒙𝟏 + 𝒙𝟐 ≥ 𝟏
𝒙𝟏 + 𝒙𝟐 ≤ 7
𝒙𝟏 + 𝟐𝒙𝟐 ≥ 𝟏𝟎
𝒙𝟐 ≤ 3
and 𝒙𝟏, 𝒙𝟐 ≥ 𝟎

(OR)
B) Consider the problem of assigning four sales persons to four
different sales regions as shown in the following table such that the total
sales is maximized. (Pg. No. 129) (16)
Sales Region
1 2 3 4
1 10 22 12 14
Salesman 2 16 18 22 10
3 24 20 12 18
4 16 14 24 20
The cell entries represent annual sales figures in lakhs of rupees. Find
the optimal allocation of the sales persons to different regions.

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13. A) Solve the following LPP. (Pg. No. 160) (16)


Minimize 𝐙 = −𝟐𝒙𝟏 − 𝟑𝒙𝟐
Subject to 𝟐𝒙𝟏 + 𝟐𝒙𝟐 ≤ 𝟕
𝒙𝟏 ≤ 𝟐
𝒙𝟐 ≤ 𝟐 and 𝒙𝟏, 𝒙𝟐 ≥ 𝟎 are Integer

(OR)
B) A student has to take examinations in three courses A, B, and C. He
has three days available for study. He feels it would be best to devote a
whole day to the study of the same course. So that he may study a
course for one day, two days or three days or not at all. His estimation
of grades he may get by study is as follows: (Pg. No. 125)

Course Study days A B C


0 0 1 0
1 1 1 1
2 1 2 3
3 3 4 3

How should he plan to study so that he maximizes the sum of his


grades? (16)

14. A) Using Jacobian method . (Pg. No. 177) (16)


𝐌𝐚𝐱 𝒁 = 𝟐𝒙𝟏 + 𝟑𝒙𝟐
Subject to 𝒙𝟏 + 𝒙𝟐 + 𝒙𝟑 = 𝟓
𝒙𝟏 + 𝒙𝟐 + 𝒙𝟒 = 𝟑
𝒙𝟏, 𝒙𝟐,𝒙𝟑,𝒙𝟒 ≥ 𝟎

(OR)
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B) Solve the non-linear programming problem by Khun-Tucker


conditions. (Pg. No. 194) (16)
Minimize f(x) = 𝒙 + 𝒙 + 𝒙
𝟐 𝟐 𝟐
𝟏 𝟐 𝟑
Subject to 𝒈𝟏 𝒙 = 𝟐𝒙𝟏 + 𝒙𝟐 − 𝟓 ≤ 𝟎
𝒈𝟐 𝒙 = 𝒙𝟏 + 𝒙𝟐 − 𝟐 ≤ 𝟎
𝒈𝟑 𝒙 = 𝟏 − 𝒙𝟏 ≤ 𝟎
𝒈𝟒 𝒙 = 𝟐 − 𝒙𝟐 ≤ 𝟎
𝒈𝟓 𝒙 = −𝒙𝟑 ≤ 𝟎

15. A) A project consists of activities from A to J as shown in the


following table. The immediate predecessors and the duration in
weeks of each of the activities are given in the same table. Draw the
project network and critical path. Also the total float as well as the
free float for each of the non-critical activities. (Pg. No. 200) (16)

Activity Immediate Predecessor(s) Duration (weeks)


A 4
B 3
C A, B 2
D A, B 5
E B 6
F C 4
G D 3
H F, G 7
I F, G 4
J K, H 2

(OR)

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B) Consider the data of a project summarized in the following table:


(Pg. No. 205)

Activity Immediate Predecessor(s) Duration (weeks)


a m b
A 4 -1 10

B 1 2 3
C 2 5 14
D A 1 4 7
E A 1 2 3
F A 1 5 9
G B, C 1 2 9
H C 4 4 4
I D 2 2 5
J K, G 6 7 8

(i) Construct the project network.


(ii) Find the expected duration and the variance of each
activity.
(iii) Find the critical path and the expected project completion
time.
(iv) What is the probability of completing the project on or
before 36 weeks? (16)

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Question Paper Code: 71693

B.E / B.Tech. DEGREE EXAMINATION, APRIL/MAY 2017


Seventh Semester
Computer Science & Engineering
CS 6704 – RESOURCE MANAGEMENT TECHNIQUES
(Regulation 2013)
Time: Three Hours Maximum: 100 Marks
Answer ALL Questions
PART A – ( 10 * 2 = 20 Marks )

1. Explain slack variables of LP problem. (Pg. No. 6)


2. What is sensitivity analysis? (Pg. No. 8)
3. Define primal and dual problem? (Pg. No. 56)
4. Write the difference between the transportation problem and the
assignment problem. (Pg. No. 54)
5. List different types of Integer programming problems. (Pg. No. 135)
6. Write the Gomory’s constraint for all integer programming problem
whose simplex table (with non integer solution) given below:
(Pg. No. 136)
Cj → 2 20 -10 0
Basic
variabl CB XB X1 X2 X3 S1
e
x1 20 5/8 0 1 1/5 3/40
x2 2 5/4 1 0 0 1/4
Z= CB XB = 15 0 0 -14 -1

7. Write down the necessary condition for general non linear programming
problem by Lagrange’s multiplier method for equal constraints. (Pg. No.
181)
8. Define the Jacobian matrix J and the control matrix C. (Pg. No. 177)
9. Draw the network for the project whose activities and their precedence
relationship are as given below: (Pg. No. 203)
Activities: A B C D E F G H I
Precedence: - A A - D B, C, E F E G,H
10. State the rules for network construction. (Pg. No. 213)

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PART B – (5 * 16 = 80 marks )

11. A) Solve the following LP problem using graphical method.


(Pg. No. 28) (16)
𝐌𝐚𝐱 𝒁 = 𝟔𝒙𝟏 + 𝟖𝒙𝟐
Subject to
5𝒙𝟏 + 𝟏𝟎𝒙𝟐 ≤ 𝟔𝟎
𝟒𝒙𝟏 + 𝟒𝒙𝟐 ≤ 𝟔0
and 𝒙𝟏, 𝒙𝟐 ≥ 𝟎

(OR)
B) Solve the LPP by simplex method. (Pg. No. 48) (16)
𝑴𝒊𝒏 𝒁 = 𝒙𝟐 − 𝟑𝒙𝟑 + 𝟐𝒙𝟓
Subject to
𝟑𝒙𝟐 − 𝒙𝟑 + 𝟐𝒙𝟓 ≤ 𝟕
−𝟐𝒙𝟐 + 𝟒𝒙𝟑 ≤ 𝟏𝟐
−𝟒𝒙𝟐 + 𝟑 𝒙𝟑 + 𝟖𝒙𝟓 ≤ 𝟏𝟎
and 𝒙𝟏, 𝒙𝟐,𝒙𝟑 ≥ 𝟎

12. A) Using dual simplex method solves the LPP. (Pg. No. 69) (16)
Minimize Z =2x1+x2
Subject to
3x1+x2 ≥3
4x1+3x2 ≥ 6
x1+2x2 ≥ 3
and x1,x2 ≥ 0

(OR)
B) Solve the transportation problem: (Pg. No. 103) (16)

1 2 3 4 Supply
I 21 16 25 13 11
II 17 18 14 23 13
III 32 27 18 41 19
Demand 6 10 12 15
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13. A) Find the optimum integer solution to the following linear


programming problem: (Pg. No. 144) (16)

Minimize 𝐙 = 𝒙𝟏 + 𝟐𝒙𝟐
Subject to 𝟐𝒙𝟐 ≤ 𝟕
𝒙𝟏 + 𝒙𝟐 ≤ 𝟕
𝟐𝒙𝟏 = 𝟏𝟏
and 𝒙𝟏, 𝒙𝟐 ≥ 𝟎 are Integer

(OR)
B) Use branch and bound method to solve the following: (Pg. No. 165)
(16)
Maximize 𝐙 = 𝟐𝒙𝟏 + 𝟐𝒙𝟐
Subject to 𝟓𝒙𝟏 + 𝟑𝒙𝟐 ≤ 𝟖
𝒙𝟏 + 𝟐𝒙𝟐 ≤ 𝟒.
And𝒙𝟏, 𝒙𝟐 ≥ 𝟎 are Integer

14. A) Minimize f(x) = 𝒙𝟐 + 𝟐𝒙𝟐 + 𝟏𝟎𝒙𝟐 + 𝟓𝒙𝟏𝒙𝟐 (16)


𝟏 𝟐 𝟑
Subject to 𝒈𝟏 𝒙 = 𝒙𝟏 + 𝒙𝟐𝟐 + 𝟑𝒙𝟐𝒙𝟑 − 𝟓 = 𝟎
𝒈𝟐 𝒙 = 𝒙𝟐 + 𝟓𝒙𝟏𝒙𝟐 + 𝒙𝟐 − 𝟕𝟓 = 𝟎
𝟏 𝟑

Apply the Jacobian method to find δf(x) in the feasible neighborhood


of the feasible point (1, 1, 1). Assume that the feasible neighborhood is
specified by δg1 = -0.1, δg2 = 0.02 and δx1 =0.01. (Pg. No. 177)

(OR)
B) Solve the non linear programming problem by Lagrangian
multiplier method. (Pg. No. 183) (16)
Minimize Z = 𝒙 + 𝟑𝒙 + 𝟓𝒙
𝟐 𝟐 𝟐
𝟏 𝟐 𝟑
Subject to 𝒙𝟏 + 𝒙𝟐 + 𝟑𝒙𝟑 = 𝟐
𝟓𝒙𝟏 + 𝟐𝒙𝟐 + 𝒙𝟑 = 𝟓
𝒙𝟏, 𝒙𝟐, 𝒙𝟑 ≥ 𝟎

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15. A) The following indicates the details of a project. The durations


are in days. ‘a’ refers to optimistic time, ‘m’ refers to most likely
time and ‘b’ refers to pessimistic time duration. (Pg. No. 205)

Activity : 1-2 1-3 1-4 2-4 2-5 3-4 4-5


a : 2 3 4 8 6 2 2
m : 4 4 5 9 8 3 5
b : 5 6 6 11 12 4 7

(i) Draw the network


(ii) Find the critical path
(iii) Determine the expected standard deviation of the
completion time.
(16)
(OR)
B) A project schedule has the following characteristics:
(Pg. No. 203)

Activity : 1-2 1-4 1-7 2-3 3-6 4-5 4-8 5-6 6-9
7-8 8-9
Duration : 2 2 1 4 1 5 8 4 3
3 5
(i) Construct a PERT network and find the critical path and
the project duration
(ii) Activities 2-3, 4-5, 6-9 each requires one unit of the same
key equipment to complete it. Do you think availability of
one unit of the equipment in the organization is sufficient
for completing the project without delaying it; if so what
is the schedule of these activities? (16)

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