Fayoum University Faculty of Engineering Industrial Engineering Dept. d Year 2008-2009 Operations Research 1" Term Final Exam Time allowed: 3 Hrs. Jan. 2009 Attempt All the Questions Question 1 (15 pts. A company produces (wo products, A and B. The sales volume for A is at least 80% of the total sales of both A and B. However, the company cannot sell more than 100 units of A per day. Both produets use one raw material, of which the maximum daily availability is 240 Ib. ‘The usage rates of the raw material are 2 Ib per unit of A and 4,Jb per unit of B. The profit units for A and B are $20 and $50, respectively. Determine the optimal product mix for the compar Question 2 (25 pts.) Maximize: Z=5X,+2X, _ interpret the soluti Subjectto: 6X + X26 4X,+3X,212 X/+2Xr24 xy m20 If there is no clear solution, suggest a modification in the problem to get a clear solution, and solve the problem again graphical n 3.20 A private carrier must deliver wheat in sacks from the warehouses having the weekly supplies as listed in table 1. Delivery must be made to mills-which require the quantities sacks per week as given table 2. jon and“1andling costs (cents per sack) from each warehouse to each mill are given in table 3. Use Vogel's approximation method to determine how many sacks should be delivered from each warehouse to each mill in order to ieve the least cost. (Tablet — Table 2 - “Warehouse | __ Supply/Week Mill Demand/Week 1 10,000 A 8,000 2 12,000 B 9,000 _ 3 15,000 ic 10,000 Total 37,000 D 8,000 Table 3 Mill Warehouse A B c D 1 13 14 13 20 2 16 13 20 12 3 19 12 17 15 Question 4 (20 pts.) A fast-food restaurant has one drive-in window. Cars arrive according to a Poisson distribution at the rate of 2 cars every 5 minutes. The space in front of the window can accommodate at most 10 cars, including the one being served. Other cars can wait outside space if necessary. The service time per cuoniay exponential, with a mean of 1.5 minutes. Determine the following: rs(a) The probability that the facility is idle. (5 pts.) (b) The expected number of customers waiting to be served. (©) The expected waiting time until a customer reaches the window to place an order. (5 pts.) (@) The probability that the wa 1¢ will exceed the to-space capacity. (5 pts.) Question 5 (20 pts.) A. Find the minim im of the following function by using the dichotomous search thethod. Assume that A=0.05, the convergence criterion is based o |r, x) |so 2. (10 pts.) Fa Xx3. ax2+2 B. Carry out at least five iterations using the method of steepest descent to min following objective function, Assume that Xo = (1,1). (10 pts.) F=(X - 3)2+ 9X 5)2 Hint: compute the step size inthe search direction in the first iteration only and then use it forall the following iterations Good luck Dr. Mohammad Abdel-karim -* —]}§ $2.08 $cOperations Research Final Exam Solution January 2009 | Question 1 (15 pt A company produces two products, A and B. The sales volume for A is at least 80% of the total sales of both A and B. However, the company cannot sell thore than 100 units of A per day. Both products use one raw material, of which the maxknum daily availability is 240 Ib. The usage rates of the raw material are 2 Ib per unit of A find 4 Ib per unit of B. The profit units for A and B are $20 and $50, respectively. Determine the optimal product mix for the company. I+ Mathematical model formulation * The decision variables are X1= number of units of product A X2=number of units of product B The problem constraints are J- Market constraints X 1}, 0.8(X 1+X 2)(1) X 1£100(2) 2- Material constraint 2N 1+ 4X 26.2403) Objective function Maximize Profit(Z)= 20X 1+ 50X 2 4 X1 = 80.0 units ' X2= 20.0 units Profit(Z)=2600 $“aait130 | Maximize: Z=SX,-+2X; interpret the solution results Subject to: 6X; +Xz2 6 AX +3%212 X)+2Xi24 uy m20 If there is no clear solution, suggest a modification in the problem (o get a clear solution, and solve the problem again graphically.Question 3 (20 pts.) A private carrier must deliver wheat in sacks from e warehouses having the weekly supplies as listed in table 1, Delivery must be made to mills which require the quantities in sacks per week as given table 2. The transportation and handling costs (cents per sack) from each warehouse to each mill are given in table 3. Use Vogel's approximation method to determine how many sacks should be delivered from each warehouse (o each-mill in order to achieve the least cost. Table 1 Table? Warehouse | Supply/Week Mill__+ | Demand/Week 1 | 10,000 A 8,000 2 12,000 B 9,000 3 15,000 c 10,000 Total 37,000 D 8,000 Table 3 a Mill Warehouse A B G D 1 13 4 13 20 2 16 13 20 12 3 19 2 17 i Solution: Table} | Mill Supply Warehouse A B Cc D 1 1B 14 13 20 10,000 2 16 13 20 12 12,000 3 19 12 17 15 15,000 l Demand 8,000 9,000 10,000 8,000 ¥ supply = 37,000 demand=35,000 _E supply # E demand To balance the problem a dummy demand column must be added to the above transportation table Required amount = 37,000-35,000=2,000 ‘The balanced transportation table is as following Mil A 8 1c. D Dummy [supply 1000 Warehouse | 13 14 13 20 0 0 1 Warehouse 16 43, L_20 42 0 12 2 Warehouse 19 2 7 15 0 3 - Demand/1000) 8 9 10 8 2 aVogel's Approximation Method. Penalies = A B c D Dummy |supply/ 1000] 1 2 Wi ; arouse 3 my, Ls myLot ie. daly Waonose ys | La! la], 12 ole lls y house || F ° Warehouse 19 | yl 7) 5 Lis Oo! 4s Jala ae Demand/1000 8 9 10, 8 2y 7 ! 7 3 9 2 8 ° 2 8 ° 2 2 ° 3 0 0 0 oO 1 3 1 4 ° 2 4 3 : J ‘ i 4 Total transportation cost = 494,000 Final Transportation table A B = c D Warehouse L_13 14 8 2B 20 1 Warehouse 16 13 2 2 4 8 2 2 | Warehouse 19 12 17 15. 3 9 : 6 Question 4 (20 pts.) A fast-food restaurant has one drive-in window. Cars arrive according to a Poisson distribution at the rate of 2 cars every 5 minutes. ‘Phe space in front of the window can accommodate at most 10 cars, including the one being served. Other cars can wait outside this space if necessary. The service time per customer is exponential, with a mean of 1.5 utes. Determine the following: (a) The probability that the facility is idle. (5 pts.) (b) The expected number of customers waiting to be served. (5 pts.) (c) The expected waiting time until a customer reaches the window to place an order. (5 pts.) (d) The probability that the waiting line will exceed the to-space capacity. (5 pts.)1- Solve the problem by using simplex method at) Maximizes £= 5.x) 4 2x Subject to: 20 . Standard Form OF Z-8x1 = 2x2=0 SI. 6x1 +x2-st +1 =6 a Axt + 3x2-524 x1 +2x2-53413=4 min NewOF =r #12413 1O0-r1-2-13=0 Initial Phase BV 0 xi 2 st sz_|[ 3 | nf [2 | 3 [RNS|Ratiol (min) 1 0 0 o [0 o | 4 [al+ {io fa 0 6 1 + 0 o [1 folote 2 0 4 3 0 4 o |-o [10 [2 2 o 4 2 oO o [1 [0 Pots [a4 + iter — BV. 0 xt x2 a 2 | 3 | 4 [2] |RHS|Ratio (min) 1 44 6 A a [41 [0 [olo| 2 ial a | 1 4 0 0 4 (Cos Fos etl 2 0 4 3 0 a [oo | o [1foln2is3 2 0 1 2 0 o [ao fol1[4a 2" iter _ BV 0 xi x2 st sz_[ ss [nt [2] 3 [RHS]Rato rO(min) 1 0 416 56 | + | 41 |-156| 0] 0 | 11 0 if 46 =16_| 0 o |“ lolol |e 0 oO 2173 23 | 4 o | -28 [1 [0 [8 [337 0 0 6 0 16 To a3 12s 10 xt x2 at 32 [3 [ 1 [2] [RHS|Ratio r0(min) 4 0 0 aig | -1 [iar [112] 0 [zara te fa 0 1 0 =15_| 0 o | ws lolol s7|s 2 0 0 0 419 a pay =419 | 4/124 16 |3 27, 2 0 0 4 0 ¥ 0 [0 | 59 [123] «3 # iter {av 10 xt x2 st 52. 33 [ [x2 | 3 [RHS|Ratio |_10(min) 4 0 o o 0 0 0 xt 0 1 0 =15 | 0 0 3 83 0 0 0 13 | -79 [1 327 2 o 0 4 an_| -37 | 0 337 1020 this mean that the problem has an optimal solution second (pv Zax) 3 Zz 1 xt 0 0 x2 oO xi x2 6 2 st 0 = 15 43 2iT 0 ~719 = 37 RUS) 0 37 3277 33/7 RatioBefore modification After modification4° iter By RH.S|Ratio 9 xt a | 2 83 32719115) x2 3a7| 12 2 iter By RH.S|Ratio Zimax 13.35) xt 2.215 | -6 st 91/5 |-4 1/6] x2 45 [4 3° iter BV R.H.S|Ratio| |_Z(max) 5 20 xt 4 [4 st mn 1g | -3 s2 5 A Solution Results interpretation All the ratios are negative in $3 Column, this mean that the solution region is un bounded 2- Problem modification The problem has no feasible region because the constraints does not make a closed bounded area, so if we changed the constraints signs to make the constraints intersects and form a close area, a clear solution can be obtained. ‘The new modified problem is Manimize: Z~ 5.x) + 2x. Subject: xy 4x32 6 4xpt3x212 xp + lar XieX2 >a - Solution by graphical method See the bounded region after modifying the problem by changing the third constraint greater than or equal (>=) to smaller than or equal (<=). The solution is Z=200 XI X2=0.0Solution I 2 60)= 24cars hour me ( (0)= AQcustomer / hour (@ The probability that the facility is idle. (5 pts.) L m * 24 07 0% The probability that the facility is idle=100-60=40% () The expected number of customers wai ig to be served(Lq) .9 car Nearly one car is expected to wait in the waiting line for the service © The expected waiting time until a customer reaches the window to place an order. (5 pts.) Average waiting time(W, rage waiting time(Wq) in) We-0.0375 hr or Wq=2.25 min (h) The probability that the waiting line will exceed the to-space capacity. (5 pts.) Py = (le rye” ‘The waiting line will exceed the space capcity when the there are fSix cars in the system one in the server and the other five cars waiting outside in the space P= (le 0.6)0.66 0.0186624 ‘The probability that the waiting line will exceed the to-space capacity:Question 5 (20 pts.) A. Find the minimum of the following function by using the dichotomous search method. <0.2. (10 pts.) Assume that A=0.05, the convergence criterion is based on|X F=X3- 4x24+2 : min fo) = 13-4242 XL=0 X1=XL4(XR-XL}/2-(delta/2) XR=10 X2=XL+(KR-XL)/2+(deltal2) delta= 0.05 iter # xt XR xt x2 FON), F(K2)_—if 1 0 10 4.975 6.025 —_26.131859 27.8a1091 2 0 5.025 2.4875 2.6375 7.350030 -7.416900 5.025 3 2.4875 5.025 3.73125 3.78125 741590 1.127655 2.5375 4 2.4875 3.78125 3.109375 3.159375 i076 6.390825 1.20375 5 2.4875 3.159975 2.798438 2.848438 -za0u7a9 7243313 0.671875 6 2.4875 2.848438 2.642969 2.692969 7.470248 7.478698 0.360938 7 2.4875 2.692969 2.565234 2.615234 -74a1371 -7471035 0.205469 8 2.565234 2.692969 2.604102 2.654102 7.466069 7.400852 0.127734 x 2.629102 X= 2.629102 Optimum value B, Carry out at least five iterations using the method of steepest descent to minimize the following objective function. Assume that Xo = (1,1). (10 pts.) Feu 3P+ 9X - 52 b) F (41-3)92+9"(x2-5)92 Fut= 21-6 Fx2=18"x2-90 gradient =[ 2°x1-6;18°x2-90] target gradient = [0:0] X0=(1,1) X(k+1)=X(k)-Fgradient(X(k)) x1 1*n=| tear | wren 1s teat x2= 1972" h(n) = (-244*r)s249"(-4472"1)92 hr= -5200+93344"r - r= 3925/5834 (1-3)9249%(x2-5)92 r= 0.0557 Gradient iter #4 x¢k) X{keHt) FUN Value Value 1 xt 2 4 1 42228 5.0104 3.15941 355 02 3 1.2228 6.0104 1.42078 4.990073, 2.49394 316 0 4 142078 4.900073 1.596705 5 1.96924 281 0 5 1.596705 517880828 1.55493 249-0 : 422779 2.220 ESRB 47 SEL ORION xt= 2.0154 x25 5.0 |