Sub: Operations Research

Sub Code: 18ME703

Prepared by: Dr. EVS, Professor, Dept. of Mech. Engineering. MCE, Hassan.

Module-1
Linear Programming Problem I & II

I. Definition of Operations Research

Definition: OR is the application of scientific methods, techniques and tools to problems

involving the operations of a system so as to provide those in control of the system with
optimum solutions to the problems.

 Operations Research is the art of winning wars without actually fighting. – Aurther
Clarke. This definition does not throw any light on the subject matter, but it is oriented
towards warfare. It means to say that the directions for fighting are planned and guidance
is given from remote area, according to which the war is fought and won. Perhaps you
might have read in Mahabharatha or you might have seen some old pictures, where two
armies are fighting, for whom the guidance is given by the chief minister and the king
with a chessboard in front of them. Accordingly war is fought in the warfront. Actually
the chessboard is a model of war field.

 Operations Research is the art of giving bad answers to problems where otherwise
worse answers are given. - T.L. Satty. This definition covers one aspect of decision-
making, i.e., choosing the best alternative among the list of available alternatives. It says
that if the decisions are made on guesswork, we may face the worse situation. But if the
decisions are made on scientific basis, it will help us to make better decisions. Hence this
definition deals with one aspect of decision-making and not clearly tells what is
operations research.

 Operations Research is Research into Operations. - J. Steinhardt. This definition

does not give anything in clear about the subject of Operations Research and simply says
that it is research in to operations. Operations may here be referred as military activities
or simply the operations that an executive performs in his organisations while taking
decisions. Research in the word means that finding a new approach. That is when an
executive is involved in performing his operations for taking decisions he has to go for
newer ways so that he can make a better decision for the benefit of his organisation.

 Operations Research is defined as Scientific method for providing executive

departments a quantitative basis for decisions regarding the operations under their
control. - P.M. Morse and G.E. Kimball. This definition suggests that the Operations
Research provides scientific methods for an executive to make optimal decisions. But

Prepared by: Dr. EVS, Professor, Dept. of Mech. Engineering, MCE, Hassan
Sub: Operations Research
Sub Code: 18ME703
Prepared by: Dr. EVS, Professor, Dept. of Mech. Engineering. MCE, Hassan.

does not give any information about various models or methods. But this suggests that
executives can use scientific methods for decision-making.

II. Characteristics of Operations Research

1. Operations Research is an interdisciplinary team approach.

The problems an operations research analyst face is heterogeneous in nature, involving
the number of variables and constraints, which are beyond the analytical ability of one
person. Hence people from various disciplines are required to understand the operations
research problem, who applies their special knowledge acquired through experience to
get a better view of cause and effects of the events in the problem and to get a better
solution to the problem on hand. This type of team approach will reduce the risk of
making wrong decisions.
2. Operations Research increases the creative ability of the decision maker.
Operations Research provides manager mathematical tools, techniques and various
models to analyse the problem on hand and to evaluate the outcomes of various
alternatives and make an optimal choice. This will definitely helps him in making better
and quick decisions. A manager, without the knowledge of these techniques has to make
decisions by thumb rules or by guess work, which may click some times and many a time
put him in trouble. Hence, a manager who uses Operations Research techniques will have
a better creative ability than a manager who does not use the techniques.
3. Operations Research is a systems approach.
A business or a Government organization or a defence organization may be considered as
a system having various sub-systems. The decision made by any sub-system will have its
effect on other sub-systems. Say for example, a decision taken by marketing department
will have its effect on production department. When dealing with Operations Research
problems, one has to consider the entire system, and characteristics or sub- systems, the
inter-relationship between sub-systems and then analyse the problem, search for a
suitable model and get the solution for the problem. Hence we say Operations Research is
a Systems Approach.

III. Characteristics of OR
1. Its system orientation
2. The use of interdisciplinary teams
3. Application of scientific method
4. Uncovering of new problems
5. Improvement in the quality of decisions
6. Use of computer

Prepared by: Dr. EVS, Professor, Dept. of Mech. Engineering, MCE, Hassan
Sub: Operations Research
Sub Code: 18ME703
Prepared by: Dr. EVS, Professor, Dept. of Mech. Engineering. MCE, Hassan.

7. Quantitative solutions
8. Human factors

1. System (or executive) orientation of OR

 Production dept.: Uninterrupted production runs, minimize set-up and clean-up
costs.
 Marketing dept.: to meet special demands at short notice.
 Finance dept.: minimize inventories should rise and fall with rise and fall in
company’s sales.
 Personnel dept.: maintaining a constant production level during slack period.

2. The use of interdisciplinary teams.

 Psychologist: want better worker or best products.
 Mechanical Engg.: will try to improve the machine.
 Software Engg.: updated software to solve problems. That is, no single person
can collect all the useful scientific information from all disciplines.

3. Application of scientific method

 Most scientific research, such as chemistry and physics can be carried out in Lab
under controlled condition without much interference from the outside world. But
this is not true in the case of OR study.
 An operations research worker is the same position as the astronomer since the
latter can be observe the system but cannot manipulate.

4. Uncovering of new problems

In order to derive full benefits, continuity research must be maintained. Of course, the
results of OR study pertaining a particular problem need not wait until all the connected
problems are solve.

5. Improvement in the Quality of decision

OR gives bad answer to problems, otherwise, worst answer are given. That is, it can only
improve the quality of solution but it may not be able to give perfect solution.

6. Use of computer
7. Quantitative solutions: for example, it will give answer like, “the cost of the company,
if decision A is taken is X, if decision B is take is Y”.

Prepared by: Dr. EVS, Professor, Dept. of Mech. Engineering, MCE, Hassan
Sub: Operations Research
Sub Code: 18ME703
Prepared by: Dr. EVS, Professor, Dept. of Mech. Engineering. MCE, Hassan.

IV. Classification of Models

The models we use in operations research may broadly classify as:
(i) Mathematical and Descriptive models, and
(ii) Static and Dynamic Models.

Mathematical and Descriptive Models

(i) Descriptive Model: A descriptive model explains or gives a description of the system giving
various variables, constraints and objective of the system or problem. In article 1.8.1 gives the
statement of the problem, which is exactly a descriptive model. The drawback of this model is as
we go on reading and proceed; it is very difficult to remember about the variables and
constraints, in case the problem or description of the system is lengthy one. It is practically
impossible to keep on reading, as the manager has to decide the course of action to be taken
timely. Hence these models, though necessary to understand the system, have limited use as far
as operations research is concerned.

(ii) Mathematical Model: The variables and constraints and objective in the problem statement
and given them mathematical symbols x and y and a model is built in the form of an inequality of
≤ type. Objective function is also given. This is exactly a mathematical model, which explains
the entire system in mathematical language, and enables the operations research person to
proceed towards solution.

V. Phases of OR

1. Formulating the problem: In formulating a problem for OR study, we must be made of

the four major components.
 The environment
 The decision maker
 The objectives
 Alternative course of action and constraints
2. Construction a Model: After formulating the problem, the next step is to construct
mode. The mathematical model consists of equation which describes the problem. The
equation represent
i. Effectiveness function or objective functions
ii. Constraints or restrictions

 The objective function and constraints are functions of two types of variable,
controllable variable and uncontrollable variable.
 A medium-size linear programming model with 50 decision variable and 25
constraints will have over 1300 data elements which must be defined.

Prepared by: Dr. EVS, Professor, Dept. of Mech. Engineering, MCE, Hassan
Sub: Operations Research
Sub Code: 18ME703
Prepared by: Dr. EVS, Professor, Dept. of Mech. Engineering. MCE, Hassan.

3. Deriving solution from the model: An optimum solution from a model consists of two
types of procedure: analytic and numerical. Analytic procedures make use of two types
the various branches of mathematics such as calculus or matrix algebra. Numerical
procedure consists of trying various values of controllable variable in the mode,
comparing the results obtained and selecting that set of values of these variables which
gives the best solution.

4. Testing the model: A model is never a perfect representation of reality. But if properly
formulated and correctly manipulated, it may be useful predicting the effect of changes in
control variable on the overall system.

5. Establishing controls over solution: A solution derived from a model remains a solution
only so long as the uncontrolled variables retain their values and the relationship between
the variable does not change.

6. Implementation: OR is not merely to produce report to improve the system

performance, the result of the research must implement. Additional changes or
modification to be made on the part of OR group because many time solutions which
look feasible on paper may conflict with the capabilities and ideas of persons.

VI. SCOPE OF OPERATIONS RESEARCH

1. Agriculture: Due to high increase in population size there is a need to increase the
output and agriculture. Optimum allocation of land to different crops based on the
climatic conditions and optimum distribution of water from various resources used
scientific evaluation. This kind of problem can be easily solved using operation research
technique.
2. In Organisation/Industry: Based on the latest concept “systems approach” in the
Industries, Management functions are divided based on the department wise and given
individual responsibilities. For example the production manager minimizes the cost of
production and first to maximize the profit or tries to minimize the wastages of the raw
material used for production and maximizes the output. O.R. techniques help the
executives to take the best decision regarding the allocation of various resources like
men, machines, material, money, time, etc.
3. In Military Operations: In modern warfare the military operations are carried out by a
number of independent groups. The application of modern warfare requires expertiseness.
In this O.R helps to coordinate all groups in order to attain the optimum benefit.

Prepared by: Dr. EVS, Professor, Dept. of Mech. Engineering, MCE, Hassan
 Sub: Operations Research
Sub Code: 18ME703
Prepared by: Dr. EVS, Professor, Dept. of Mech. Engineering. MCE, Hassan.

4. Planning: Planning is a must for any type of organisation either government or non-
government. To take proper decision regarding the planning aspect O.R helps a lot. For
example O.R techniques can be applied to maximise the per capita income with minimum
sacrifice of time.
5. In Transport: Monte Carlo Method O.R technique can be applied to regulate aircraft
arrivals and service times. Likewise to arrive at a suitable transportation policy Linear
Programming Method can be applied.
6. In Hospitals: Queuing theory can be applied to reduce the service time for the patients. It
can take care of administrative problem of hospitals as well.
7. In Production Management: O.R Models can be used in the production management in
many ways. For example,
 To decide the optimum product mix.
 To decide the assignment of persons to various jobs to be done.
 To evaluate the project completion time for the analysis purpose.
8. In Marketing: O.R Methods can be very well applied in the Advertising Media selection
problem, in deciding the level of finished goods inventory, etc.
9. In Finance: In the case of project selection based on Investment and its reform O.R
Models are very well applied
10. L.I.C.: O.R. approach can be used to find the premium rates for various policies and in
what way the profits can be distributed among the policy holders. On the whole we find
that Operations Research has a wide scope and can be applied in all areas.
11. In Traffic control: Due to population explosion, the increase in the number and verities
of vehicles, road density is continuously increasing. Especially in peak hours, it will be a
headache to control the traffic. Hence proper timing of traffic signalling is necessary.
Depending on the flow of commuters, proper signalling time is to be worked out. This
can be easily done by the application of queuing theory.

VII. Limitations of OR
1. Mathematical models with are essence of OR do not take into account qualitative factors
or emotional factors.
2. Mathematical models are applicable to only specific categories of problems
3. Being a new field, there is a resistance from the employees the new proposals.
4. Management may offer a lot of resistance due to conventional thinking.
5. OR is meant for men not that man is meant for it.

VIII. Difficulties of OR
1. The problem formulation phase
2. Data collection
3. Operations analyst is based on his observation in the past

Prepared by: Dr. EVS, Professor, Dept. of Mech. Engineering, MCE, Hassan
Sub: Operations Research
Sub Code: 18ME703
Prepared by: Dr. EVS, Professor, Dept. of Mech. Engineering. MCE, Hassan.

4. Observations can never be more than a sample of the whole

5. Good solution to the problem at right time may be much more useful than perfect
solutions.

Prepared by: Dr. EVS, Professor, Dept. of Mech. Engineering, MCE, Hassan
Sub: Operations Research
Sub Code: 18ME703
Prepared by: Dr. EVS, Professor, Dept. of Mech. Engineering. MCE, Hassan.

Module-2

Transportation problem, Assignment Problem & Travelling Salesman

Problem

1. Comparison between transportation problem and assignment Problem

Similarities
1. Both are special types of linear programming problems.
2. Both have objective function, structural constraints, and non-negativity constraints. And
the relationship between variables and constraints are linear.
3. The coefficients of variables in the solution will be either 1 or zero in both cases.
4. Both are basically minimization problems. For converting them into maximization
problem same procedure is used.

2. Differences between transportation problem and assignment Problem

Transportation Problem Assignment Problem
1. The problem may have rectangular 1. The matrix of the problem must be a
matrix or square matrix. square matrix.
2. The rows and columns may have any 2. The rows and columns must have one
number of allocations depending on the to one allocation. Because of this
rim conditions. property, the matrix must be a square
3. The basic feasible solution is obtained matrix.
by northwest corner method or matrix 3. The basic feasible solution is obtained
minimum method or VAM by Hungarian method or Flood's
4. The optimality test is given by stepping technique or by Assignment algorithm.
stone method or by MODI method. 4. Optimality test is given by drawing
5. The basic feasible solution must have minimum number of horizontal and
m + n – 1 allocation. vertical lines to cover all the zeros in
6. The rim requirement may have any the matrix.
numbers (positive numbers). 5. Every column and row must have at
7. In transportation problem, the problem least one zero. And one machine is
deals with one commodity being moved assigned to one job and vice versa.
from various origins to various 6. The rim requirements are always 1 each
destinations. for every row and one each for every
column.
7. Here row represents jobs or machines
and columns represent machines or
jobs.

Prepared by: Dr. EVS, Professor, Dept. of Mech. Engineering, MCE, Hassan
Sub: Operations Research
Sub Code: 18ME703
Prepared by: Dr. EVS, Professor, Dept. of Mech. Engineering. MCE, Hassan.

3. Differences between Assignment problem and Travelling Salesman Problem

Assignment Problem Travelling Salesman Problem
1. It is a problem of allocating resources 1. It is problem of developing a cycle of
to jobs. assignments in form of routes.
2. In an assignment problem, the cost 2. In a travelling salesman problem the
matrix is a square matrix. cost matrix is a diagonal matrix or at
3. In an assignment problem, assignment least a matrix in which diagonal
can be made anywhere. elements are taken as ∞.
3. In a travelling salesman problem,
assignment along the diagonals is
prohibited.

Prepared by: Dr. EVS, Professor, Dept. of Mech. Engineering, MCE, Hassan
Sub: Operations Research
Sub Code: 18ME703
Prepared by: Dr. EVS, Professor, Dept. of Mech. Engineering. MCE, Hassan.

Module-3

PERT - CPM

INTRODUCTION

A project comprises of interrelated activities, each contributing concurrently and or sequentially

to the achievement of certain specific objectives. During the late 1950’s, PERT (MALCOLM,
ROSEBOOM, CLARK, and FRAZER 1959) and CPM (KELLY and WALKER 1959) were
developed to provide a tool to enhance the effectiveness of the three phases planning, scheduling
and controlling of a project management. Basically, PERT and CPM represent one and the same
technique. PERT assumes that for each activity the duration (activity time) as a random variable,
whereas CPM uses known fixed activity timings. The planning phase leads to the construction of
a network that represents the activities of the project in the predetermined sequence and
interdependencies in time for this end.

1. Activity: Each case of the project that has a definite beginning and end point in time is
called an activity. Each activity on the project is represented by an arrow with its head
indicating the direction in the project.
2. Activity Duration/Activity Time: The time required to perform an activity is called the
activity duration time.
3. Event: The starting and end point of an activity in time is called event. An event has no
time duration. A project can have one starting and one ending event. Normally, the events
will be represented by small circles called nodes of a project network.
4. Network/Arrow Diagram of a Project: A graphical representation of the activities of a
project in their proper sequence and interdependencies in time are called project network.
5. Critical activity: If for an activity the total slack is zero, then it is called critical activity.
6. Critical Path: It is the longest time taking path in a network. Otherwise activities with
zero total slack would constitute a path in a network called critical path. Normally in a
network the critical path will be denoted by a thick line or double line. There is a chance
for a given network to have more than one critical path with the same length.
7. Total float: The difference between the maximum time available to perform the activity
and activity duration time.
8. Free float: The difference between the earliest start time for the successor activity and
earliest completion time for activity under consideration.
9. Independent float: The difference between the predecessor event occurring at its latest
possible time and the successor event at its earliest possible time.

Prepared by: Dr. EVS, Professor, Dept. of Mech. Engineering, MCE, Hassan
Sub: Operations Research
Sub Code: 18ME703
Prepared by: Dr. EVS, Professor, Dept. of Mech. Engineering. MCE, Hassan.

10. ES and EC Time of an Activity: ES time indicates the earliest possible time that a
specific activity can begin, assuming that all of the preceding activities are also started at
their ES timings. So, for any activity the EC is defined as EC = ES + activity time
• For the first activity, usually the earliest start time is “0”; then EC = 0 + activity time =
activity time.
• Apart from the first activity, for others ES = max {EC time of the immediate
predecessors (including the dummy)}
• To evaluate this we make use of a method called forward pass, i.e. move from the start
node to the end node.
11. Latest Start (LS) and Latest Completion (LC) Time of an Activity: LS time for an
activity is the time at which the activity should start in order not to delay the completion
of the project beyond its LC time. So in general for any activity the LS is defined as LS =
LC – Activity time.
• For the final activity, LC = EC
• For other activities, LC = Min {LS time of immediate successors (including the
dummies)}
• To evaluate this we make use of a method called backward pass, i.e., move from the end
node to the start node assuming the arrows are in the opposite direction.

12. Time duration in PERT: There are three time estimates in PERT, they are:
(a) OPTIMISTIC TIME: Optimistic time is represented by tO. Here the estimator
thinks that everything goes on well and he will not come across any sort of uncertainties
and estimates lowest time as far as possible. He is optimistic in his thinking.
(b) PESSIMISTIC TIME: This is represented by tP. Here estimator thinks that
everything goes wrong and expects all sorts of uncertainties and estimates highest
possible time. He is pessimistic in his thinking Programme
©LIKELY TIME: This is represented by tL. This time is in between optimistic and
pessimistic times. Here the estimator expects he may come across some sort of
uncertainties and many a time the things will go right.
13. Fulkerson’s rule of Numbering: Numbering of events: Once the network is drawn the
events are to be numbered. In PERT network, as the activities are given in terms of
events, we may not experience difficulty. Best in case of CPM network, as the activities
are specified by their name, is we have to number the events. For numbering of events,
we use D.R. Fulkerson’s rule.
As per this rule:
i. An initial event is an event, which has only outgoing arrows from it and no arrow
enters it.
ii. Number that event as 1.
iii. Delete all arrows coming from event 1.

Prepared by: Dr. EVS, Professor, Dept. of Mech. Engineering, MCE, Hassan
Sub: Operations Research
Sub Code: 18ME703
Prepared by: Dr. EVS, Professor, Dept. of Mech. Engineering. MCE, Hassan.

iv. This will create at least one more initial event.

v. Number these initial events as 2, 3 etc.
vi. Delete all the outgoing arrows from the numbered element and which will create
some more initial events.
vii. Number these events as discussed above.
viii. Continue this until you reach the last event, which has only incoming arrows and
no outgoing arrows.

14. Differences CPM and PERT

CPM PERT
1. Network is constructed on 1. Network is constructed basing on
the basis of jobs or activities the events (event oriented)
(activity oriented). 2. PERT network deals with
2. CPM does not take uncertainties and hence three time
uncertainties involved in the estimations are considered
estimation of times. The (Optimistic Time, Most Likely
time required is Time and Pessimistic Time)
deterministic and hence 3. As there is no certainty of time,
only one time is considered. activity duration cannot be reduced.
3. CPM times are related to Hence cost cannot be expressed
cost. That is can be by correctly. We can say expected cost
decreasing the activity of completion of activity (crashing
duration direct costs of activity duration is not possible)
increased (crashing of
activity duration is possible)

15. BASIC DIFFERENCE BETWEEN PERT AND CPM

Both PERT and CPM share in common the determination of a critical path and are based
on the network representation of activities and their scheduling that determines the most
critical activities to be controlled so as to meet the completion date of a project. However,
the following are some of their major differences

PERT
1. In PERT analysis, a weighted average of the expected completion time of each activity is
calculated given three time estimates of its completion. These time estimates are derived
from probability distribution of completion times of an activity.
2. In PERT analysis emphasis is given on the completion of a task rather than the activities
required to be performed to complete a task. Thus, PERT is also called an event-oriented
technique.

Prepared by: Dr. EVS, Professor, Dept. of Mech. Engineering, MCE, Hassan
Sub: Operations Research
Sub Code: 18ME703
Prepared by: Dr. EVS, Professor, Dept. of Mech. Engineering. MCE, Hassan.

3. PERT is used for one time projects that involve activities of non-repetitive nature (i.e.
activities that may never have been performed before), where completion times are
uncertain.
4. PERT helps in identifying critical areas in a project so that necessary adjustments can be
made to meet the scheduled completion date of the project.

CPM
1. In CPM, the completion time of each activity is known with certainty that too unique.
2. CPM analysis explicitly estimates the cost of the project in addition to the completion
time. Thus, this technique is suitable for establishing a trade-off for optimum balancing
between schedule time and cost of the project.
3. CPM is used for completing of projects that involve activities of repetitive nature.

Significance of Using PERT/CPM

1. A network diagram helps to translate complex project into a set of simple and logical
arranged activities and therefore,
 Helps in the clarity of thoughts and actions.
 Helps in clear and unambiguous communication developing from top to bottom
and vice versa among the people responsible for executing the project.
2. Detailed analysis of a network helps project in charge to peep into the future because
 Difficulties and problems that can be reasonably expected to crop up during the
course of execution can be foreseen well ahead of its actual execution.
 Delays and holdups during course of execution are minimized. Corrective action
can also be taken well in time.
3. Isolates activities that control the project completion and therefore, results in expeditious
completion of the project.
4. Helps in the division of responsibilities and therefore, enhance effective coordination
among different departments/agencies involved.
5. Helps in timely allocation of resources to various activities in order to achieve optimal
utilization of resources.

Prepared by: Dr. EVS, Professor, Dept. of Mech. Engineering, MCE, Hassan
Sub: Operations Research
Sub Code: 18ME703
Prepared by: Dr. EVS, Professor, Dept. of Mech. Engineering. MCE, Hassan.

Module-3

GAME THEORY

CHARACTERISTICS OR PROPERTIES OF A GAME

1. To classify the games, we must know the properties of the game. They are:
2. Number of persons or groups who are involved in playing the game
3. Number of strategies or courses of action each player or group have (they may be finite
or infinite).
4. Type of course of action or strategy.
5. How much information about the past activities of other player is available to the
players? It may be complete or partly or may be no information available.
6. The pay-off may be such that the gains of some players may or may not be the direct
losses of other players.
7. The players are independent in decision-making and they make the decision rationally.

ASSUMPTIONS OF THE GAME

1. Each player has available to him a finite number of possible strategies (courses of action)
2. The list may not be the same for each player.
3. Players act rationally and intelligently.
4. List of strategies of each player and the amount of gain or loss on an individual’s choice
of strategy is known to each player in advance.
5. One player attempts to maximize gains and the other attempts to minimize losses.
6. Both players make their decisions individually, prior to the play, without direct
communication between them.
7. Both players select and announce their strategies simultaneously so that neither player
has an advantage resulting from direct knowledge of the other player’s decision.
The payoff is fixed and determined in advance

BASIC DEFINITIONS IN GAME THEORY

1. Number of players: If a game involves only two players (competitors), then it is called a
two-person game. However, if the number of players is more, the game is referred to as
n-person game.
2. Sum of gains and losses: If, in a game, the sum of the gains to one player is exactly
equal to the sum of losses to another player, so that, the sum of the gains and losses
equals zero, then the game is said to be a zero-sum game. Otherwise it is said to be non-
zero sum game.
3. Strategy: The strategy for a player is the list of all possible actions (moves, decision
alternatives or courses of action) that are likely to be adopted by him for every payoff

Prepared by: Dr. EVS, Professor, Dept. of Mech. Engineering, MCE, Hassan
Sub: Operations Research
Sub Code: 18ME703
Prepared by: Dr. EVS, Professor, Dept. of Mech. Engineering. MCE, Hassan.

(outcome). It is assumed that the players are aware of the rules of the game governing
their decision alternatives (or strategies). The outcome resulting from a particular strategy
is also known to the players in advance and is expressed in terms of numerical values
(e.g. money, per cent of market share or utility).
4. Optimal strategy: The particular strategy that optimizes a player’s gains or losses,
without knowing the competitor’s strategies, is called optimal strategy.
5. Value of game: The expected outcome, when players use their optimal strategy, is called
value of the game.
6. Fair game: If the value of game is zero then the game is said be fair.
7. Pure Strategy: A particular strategy that a player chooses to play again and again
regardless of other player’s strategy is referred as pure strategy. The objective of the
players is to maximize their gains or minimize their losses.
8. Mixed strategy: A set of strategies that a player chooses on a particular move of the
game with some fixed probability are called mixed strategies. Thus, there is a
probabilistic situation and objective of the each player is to maximize expected gain or to
minimize expected loss by making the choice among pure strategies with fixed
probabilities.
9. Two-person zero-sum game: A game with only two players, say A and B, is called a
two-person zero-sum game, only if one player’s gain is equal to the loss of other player,
so that total sum is zero.
10. Payoff matrix: The payoffs (a quantitative measure of satisfaction that a player gets at
the end of the play) in terms of gains or losses, when players select their particular
strategies (courses of action), can be represented in the form of a matrix, called the payoff
matrix. Since the game is zero-sum, the gain of one player is equal to the loss of other
and vice versa. In other words, one player’s payoff table would contain the same amounts
in payoff table of other player, with the sign changed. Thus, it is sufficient to construct a
payoff table only for one of the players.
11. Maxi-min principle: For player A the minimum value in each row represents the least
gain (payoff) to him, if he chooses his particular strategy. These are written in the matrix
by row minima. He will then select the strategy that gives the largest gain among the row
minimum values. This choice of player A is called the maxi-min principle, and the
corresponding gain is called the maxi-min value of the game.
12. Mini-max principle: For player B, who is assumed to be the looser, the maximum value
in each column represents the maximum loss to him, if he chooses his particular strategy.
These are written in the payoff matrix by column maxima. He will then select the strategy
that gives the minimum loss among the column maximum values. This choice of player B
is called the mini-max principle, and the corresponding loss is the mini-max value of the
game.

Prepared by: Dr. EVS, Professor, Dept. of Mech. Engineering, MCE, Hassan
Sub: Operations Research
Sub Code: 18ME703
Prepared by: Dr. EVS, Professor, Dept. of Mech. Engineering. MCE, Hassan.

13. Optimal strategy: A course of action that puts any player in the most preferred position,
irrespective of the course of action his competitor(s) adopt, is called as optimal strategy.
In other words, if the maxi-min value equals the mini-max value, then the game is said to
have a saddle (equilibrium) point and the corresponding strategies are called optimal
strategies.
14. Value of the game: This is the expected payoff at the end of the game, when each player
uses his optimal strategy, i.e. the amount of payoff, V, at an equilibrium point. A game
may have more than one saddle points. A game with no saddle point is solved by
choosing strategies with fixed probabilities.

Note:
1. The value of the game, in general, satisfies the equation: maxi-min value ≤ V ≤ mini-max
value.
2. A game is said to be a fair game if the lower (maxi-min) and upper (mini-max) values of the
game are equal and both equals zero.
3. A game is said to be strictly determinable if the lower (maxi-min) and upper (mini-max)
values of the game are equal and both equal the value of the game.

Prepared by: Dr. EVS, Professor, Dept. of Mech. Engineering, MCE, Hassan
Sub: Operations Research
Sub Code: 18ME703
Prepared by: Dr. EVS, Professor, Dept. of Mech. Engineering. MCE, Hassan.

Module-4

QUEING THEORY

Before going to waiting line theory or queuing theory, one has to understand two things in clear.
They are service and customer or element. Here customer or element represents a person or
machine or any other thing, which is in need of some service from servicing point. Service
represents any type of attention to the customer to satisfy his need. For example,
1. Person going to hospital to get medical advice from the doctor is an element or a
customer,
2. A person going to railway station or a bus station to purchase a ticket for the journey is a
customer or an element,
3. A person at ticket counter of a cinema hall is an element or a customer,
4. A person at a grocery shop to purchase consumables is an element or a customer,
5. A bank pass book tendered to a bank clerk for withdrawal of money is an element or a
customer,
6. A machine breaks down and waiting for the attention of a maintenance crew is an
element or a customer.
7. Vehicles waiting at traffic signal are elements or customers
8. A train waiting at outer signal for green signal is an element or a customer

In the above cases, the service means,

1. Doctor is a service facility and medical care is a service,
2. Ticket counter is a service facility and issue of ticket is service.
3. Ticket counter is a service facility and issue of ticket is service.
4. Shop owner is a service facility and issue of items is service.
5. Bank clerk is a service facility and passing the cheque is service.
6. Maintenance crew is service facility and repairing the machine is service.
7. Traffic signals are service facility and control of traffic is service.
8. Signal post is a service facility and green signalling is service.

Characteristics of Queuing System

In designing a good queuing system, it is necessary to have good information about the model.
The characteristics listed below would provide sufficient information.
1. The arrival pattern.
2. The service mechanism.
3. The queue discipline.
4. The number of customers allowed in the system.
5. Customer behavior

Prepared by: Dr. EVS, Professor, Dept. of Mech. Engineering, MCE, Hassan
Sub: Operations Research
Sub Code: 18ME703
Prepared by: Dr. EVS, Professor, Dept. of Mech. Engineering. MCE, Hassan.

6. The number of service channels.

1. The Arrival Pattern: The arrival pattern describes how a customer may become a part
of Notes the queuing system. The arrival time for any customer is unpredictable.
Therefore, the arrival time and the number of customers arriving at any specified time
intervals are usually random variables. A Poisson distribution of arrivals corresponds to
arrivals at random. In Poisson distribution, successive customers arrive after intervals
which independently are and exponentially distributed. The Poisson distribution is
important, as it is a suitable mathematical model of many practical queuing systems as
described by the parameter “the average arrival rate”.
2. The Service Mechanism: The service mechanism is a description of resources required
for service. If there are infinite numbers of servers, then there will be no queue. If the
number of servers is finite, then the customers are served according to a specific order.
The time taken to serve a particular customer is called the service time. The service time
is a statistical variable and can be studied either as the number of services completed in a
given period of time or the completion period of a service.
3. The Queue Discipline: The most common queue discipline is the “First Come First
Served” (FCFS) or “First-in, First-out” (FIFO). Situations like waiting for a haircut,
ticket-booking counters follow FCFS discipline. Other disciplines include “Last In First
Out” (LIFO) where last customer is serviced first, “Service In Random Order” (SIRO) in
which the customers are serviced randomly irrespective of their arrivals. “Priority
service” is when the customers are grouped in priority classes based on urgency.
“Preemptive Priority” is the highest priority given to the customer who enters into the
service, immediately, even if a customer with lower priority is in service. “Non-
preemptive priority” is where the customer goes ahead in the queue, but will be served
only after the completion of the current service.
4. The Number of Customers Allowed in the System: Some of the queuing processes
allow the limitation to the capacity or size of the waiting room, so that the waiting line
reaches a certain length, no additional customers is allowed to enter until space becomes
available by a service completion. This type of situation means that there is a finite limit
to the maximum queue size.
5. Customer behavior: Customer behaviour: The length of the queue or the waiting time
of a customer or the idle time of the service facility mostly depends on the behaviour of
the customer. Here the behaviour refers to the impatience of a customer during the stay in
the line. Customer behaviour can be classified as:
i. Balking: This behaviour signifies that the customer does not like to join the
queue seeing the long length of it. This behaviour may effect in losing a customer
by the organization. Always a lengthy queue indicates insufficient service facility
and customer may not turn out next time. For example, a customer who wants to
go by train to his destination goes to railway station and after seeing the long

Prepared by: Dr. EVS, Professor, Dept. of Mech. Engineering, MCE, Hassan
Sub: Operations Research
Sub Code: 18ME703
Prepared by: Dr. EVS, Professor, Dept. of Mech. Engineering. MCE, Hassan.

queue in front of the ticket counter, may not like to join the queue and seek other
type of transport to reach his destination.
ii. Reneging: In this case the customer joins the queue and after waiting for certain
time loses his patience and leaves the queue. This behaviour of the customer may
also cause loss of customer to the organization.
iii. Collusion: In this case several customers may collaborate and only one of them
may stand in the queue. One customer represents a group of customer. Here the
queue length may be small but service time for an individual will be more. This
may break the patience of the other customers in the waiting line and situation
may lead to any type of worst episode.
iv. Jockeying: If there are number of waiting lines depending on the number of
service stations, for example Petrol bunks, Cinema theaters, etc. A customer in
one of the queue after seeing the other queue length, which is shorter, with a hope
of getting the service, may leave the present queue and join the shorter queue.
Perhaps the situation may be that other queue which is shorter may be having
more number of Collaborated customers. In such case the probability of getting
service to the customer who has changed the queue may be very less. Because of
this character of the customer, the queue lengths may goes on changing from time
to time.
6. The Number of Service Channels: The more the number of service channels in the
service facility, the greater the overall service rate of the facility. The combination of
arrival rate and service rate is critical for determining the number of service channels.
When there are a number of service channels available for service, then the arrangement
of service depends upon the design of the system’s service mechanism.

Prepared by: Dr. EVS, Professor, Dept. of Mech. Engineering, MCE, Hassan
Sub: Operations Research
Sub Code: 18ME703
Prepared by: Dr. EVS, Professor, Dept. of Mech. Engineering. MCE, Hassan.

Module-4

Sequencing Problems

Introduction: Sequencing deals with the selection of an optimum order for the number of jobs
to be performed with a finite number of facilities. The objective of sequencing is to determine
the sequence of performing jobs such that the total cost/time is minimized. Sequencing problems
arise in situation like a manufacturing plant for performing orders, in a hospital where the
patients wait for different type of tests and in a bank where customers wait for different types of
transactions, etc.

Terminology:

1. Processing Time (tij):It is the time required by a job i on each machine j

2. Total Elapsed Time (T): It is the time interval between starting the first job and
completing Notes the last job including the idle time (if any) in a particular order by the
given set of machines.
3. Idle Time (Iij): It is the time for which a machine j does not have a job to process, i.e.,
idle time from the end of job (i-1) to the start of job i.
4. Processing Order: It refers to the order or sequence in which machines are required for
completing the job.
5. Number of Machines: It refers to the service facilities available through which a job
must pass before it is assumed to be completed.
6. No Passing Rule: It refers to the condition to be satisfied in which the orders of jobs are
to be processed on given machines.

Assumptions:
There are some assumptions made while solving sequencing problems.
1. The processing times on different machines are exactly known and are independent of the
order of the jobs in which they are to be processed.
2. The time taken by the jobs in moving from one machine to another is negligible.
3. Once a job has begun in a machine, it must be completed before another job can begin on
the same machine.
4. A job starts on a machine as soon as the previous job is over, and the machine is free to
work.
5. No machine can process more than one job simultaneously.
6. Machines to be used are of different types.
7. The order of completion of jobs are independent, i.e., no job is given priority

Prepared by: Dr. EVS, Professor, Dept. of Mech. Engineering, MCE, Hassan
Sub: Operations Research
Sub Code: 18ME703
Prepared by: Dr. EVS, Professor, Dept. of Mech. Engineering. MCE, Hassan.

Algorithm for Sequencing Problems:

Type I: Processing n Jobs through Two Machines

Considering n jobs (say 1,2, …n) to be processed on two machines A and B, in the order AB.
The processing time is t11, t12 ,….. tln and t12, t22 ……. t2n
Step 1: Check the processing order, i.e., in the order AB or BA. If it is in the order AB, then the
first job would be performed on machine A and then on machine B. If the order is of BA,
interchange the rows with machine B in row l and machine A in row 2.
Step 2: From the given processing time, select the least processing time available on both
machines A and B. If the least processing time exists in row l, place that job at the beginning of
the sequence table (i.e., the sequence is from left to right of the sequence table). If the least
processing time is on row 2, place the job at the end of sequence table (i.e., the sequence is from
right to left of the sequence table). Note: If there are two least processing times for machine A
and machine B, priority is given for the processing time which has lowest time of the adjacent
machine.
Step 3: Delete the job which has been sequenced and repeat step 2 until all the jobs are
sequenced. Notes Step 4: Establish a tabular column to determine the total elapsed time and also
the idle time for both the machines A and B.
1. Total Elapsed Time: Time when the last job in the sequence has finished on Machine B.
2. Idle Time for Machine A: (Total Elapsed Time) – (Total processing time on machine A)
3. Idle Time for Machine B: (Total Elapsed Time) – (Total processing time on machine B)

Type II: Processing n Jobs through Three Machines

In this type, we have three machines instead of two with n jobs. All the jobs are to be processed
through three machines, say M1, M2 and M3.
Algorithm
Step 1: Check whether the given processing time for all the three machines satisfy either one or
both the conditions. If the condition is satisfied, go to Step 2, else the model fails.
The optimal solution can be obtained if either one of the following conditions is satisfied:
Condition 1: Minimum time on row 1 should be greater than or equal to maximum time on row
2 i.e., Min tlj > Max t2j, j = 1,2,….n (or)
Condition 2: Minimum time on row 3 should be greater than or equal to maximum time on row
2 i.e., Min t3j > Max t2j, j = 1,2,….n
Step 2: Convert the three machine types into two machines by introducing two imaginary
machines Mx and My. Where, Mx= M1 + M2 and My =M2 + M3
Step 3: For the imaginary machines Mx and My, determine the optimal sequence using the
algorithm for Type 1 (i.e., n job and two machines).
Step 4: Find the total elapsed time and the idle time for all the three machines.

Prepared by: Dr. EVS, Professor, Dept. of Mech. Engineering, MCE, Hassan