Advanced Operation Research Paper

LOYOLA COLLEGE (AUTONOMOUS), CHENNAI – 600 034
M.Sc. DEGREE EXAMINATION – STATISTICS

THIRD SEMESTER – NOVEMBER 2017
16PST3ES01 - ADVANCED OPERATIONS RESEARCH
Date: 10-11-2017 Dept. No. Max. : 100 Marks

Time: 09:00-12:00
SECTION A
Answer ALL questions. Each carries two marks. (2 X 10 = 20)
1. Define optimum solution in a Linear Programming Problem.
2. Show that dual of dual is primal by an example
3. What is the purpose of dynamic programming?
4. State the principal of optimality in dynamic programming.
5. Distinguish between Pure and Mixed Integer Programming Problems.
6. Define a Non Linear Programming Problem.
7. What is meant by quadratic programming problem?
8. What are the costs associated with inventory?
9. What is a deterministic queuing system?
10. What do you understand by queue discipline?
SECTION B
Answer any FIVE questions. Each carries eight marks. (8 X 5 = 40)
11. Solve the following LPP; Minimize Z = 5 X1 + 3 X2 , subject to the constraints,
X1 + X2 ≤ 2; 5 X1 + 2 X2 ≤ 10; 3 X1 + 8 X2 ≤ 12 and X1 , X2 ≥ 0.
12. Derive Gomory’s constraint for solving a Pure Integer Programming Problem.
13. Solve the following non linear programming Problem; Max Z = X12 + X22 + X32
subject to the constraints, X1 + X2 + X3 = 1; and X1 , X2 , X3 ≥ 0.
14. Using Dynamic Programming Problem to maximize z = y1.y2.y3 subject to the constraints,
y1 + y2 + y3 = 15, and yj ≥ 0.
15. An electronic device consists of 4 components, each of which must function for the system to function.
The system reliability can be improved by installing parallel units in one or more of the components. The
reliability R of a component with 1, 2 or 3 parallel units and the corresponding cost C (in ‘000s) are given in
the following table. The maximum amount available for this device is
1
Rs. 1,00,000. Determine the number of Parallel units in each component.
j=1 j=2 j=3 j=4
No. of units R1 C1 R1 C1 R1 C1 R1 C1
1 .7 10 .5 20 .7 10 .6 20
2 .8 20 .7 40 .9 30 .7 30
3 .9 30 .8 50 .95 40 .9 40
16. A corporation is entertaining proposals from its 3 plants for possible expansion of its facilities. The
corporation’s budget is £ 5 millions for allocation to all 3 plants. Each plant is requested to submit its
proposals giving total cost C and total revenue R for each proposal. The following table summarizes the cost
and revenue in millions of pounds. The zero cost proposals are introduced to allow for the probability of not
allocating funds to individual plants. The goal of the corporation is to maximize the total revenue resulting
from the allocation of £ 5 millions to the three plants.
Plant 1 Plant 2 Plant 3
Proposal C1 R1 C2 R2 C3 R3
1 0 0 0 0 0 0
2 1 5 2 8 1 3
3 2 6 3 9 - -
4 - - 4 12 - -
Use Dynamic Programming Problem to obtain the optimal policy for the above problem.
17. Explain the classical static Economic Order Quantity model and derive the expressions for Total Cost
per Unit, order quantity, ordering cycle and effective lead time.
18. Explain the characteristics of a queuing system.
SECTION C
Answer any TWO questions. Each carried twenty marks. (20 X 2 = 40)
19. Find an optimum integer solution to the following LPP: Mazimize Z = 3 X1 + 10 X2, subject to the
constraints, X1 + 5 X2 ≤ 12, X1 ≤ 3 and X1 , X2 are non-negative integers.
20. Solve the following Non Linear Programming Problem using Khun-Tucker conditions:
Max Z = 2 X1 − X12+ X2 subject to the constraints, 2 X1 + 3 X2 ≤ 6; 2 X1 + X2 ≤ 4;
and X1 , X2 ≥ 0,
21. Solve the following Quadratic programming Problem, by Wolfe’s algorithm.
Max Z = 4 X1 + 6 X2 - 2 X1 X2 – 2 X12 – 2 X22
subject to the constraints, X1 + 2 X2 ≤ 2; X1 , X2 ≥ 0.
22. (i) Consider the economic order quantity with shortage and derive expressions for optimum order
quantity.
(ii) For a (M/M/1) : (∞/FIFO) queuing model in the steady-state case, derive the steady state difference
equations and obtain expressions for the mean and variance of queue length in terms of the parameters λ and
μ. (10 + 10)
2
3

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LOYOLA COLLEGE (AUTONOMOUS), CHENNAI – 600 034

M.Sc. DEGREE EXAMINATION – STATISTICS

Date: 10-11-2017 Dept. No. Max. : 100 Marks

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