GEM 805-1: OPTIMIZATION TECHNIQUES

TRI-2, 2018-2019
Graduate School of Engineering
Pamantasan ng Lungsod ng Maynila
By: Prof. Edgardo S. Dajao

Course Study Outline

A. Individual Learning

1. Linear Programming (LP)

a. What is LP?
b. Field of applications of LP
c. Formulating a Linear Programming Model – the Wyndor Glass Company
Case
d. Mastering the formulation of LP Models (Maximization & Minimization) -
Additional Examples and practice solving problems from the book.
e. Solving problems LP Problems (Maximization) – The Simplex Method
(Review how to solve matrix problems)
f. Developing the skills of the Simplex Method - Practice solving problems at the
end of the chapters
g. Understanding the different cases of LP Models and their respective variation
of the Simplex Method.
h. Solving Minimization Problems

2. Special Type of LP – the Assignment Problem (AP)

a. Field of applications of AP
b. Solving problems using the Hungarian Method

3. Special Type of LP – the Transportation Problem (TP)

a. Field of applications of TP
b. Vogel’s Approximation Method (VAM)
c. Modified Distribution Method (MoDi) or the Indexing Method

4. Dynamic Programming (DP)

a. Field of applications of DP
b. Understanding terminologies: State vs. Stages
c. Understanding Recursive Relationship and how its formulation
d. Deterministic (Discrete) DP
e. Probabilistic (Stochastic) DP

B. Group and Individual Reporting -Topics per Group

The class must divide into 5 groups. If the total class population is not divisible by 5, then there
will be group(s) that may be more than the others, to handle the remainder(s).
It is important that you form a group as early as possible. Choosing a group topic will be on a
First-Come First-Serve basis. You will have to inform me by email, the members of your group
and which of the topics below you have chosen. Cc: everyone in your email so the rest would
know who got which topic.

Group 1. Solving Maximization Problem using the Simplex Method or Gauss-Jordan Method:

a. Case 2. When the Maximization LP Model has one “ > ” inequality sign in the constraint
equations and the rest are “ < “

b. Case 3. When the Maximaization LP Model has one “ = ” equality sign in the constraint
equations and the rest are “ < “

c. Case 4. When the Maximization LP Model has unrestricted (e.g. no condition)

inequality/equality signs in the constraint equations.

d. How to solve Minimization LP Model

(NOTE: In all of the above, creating the Matrix Table is very important, before you
proceed with Simplex/Gauss-Jordan Method)

Group 2. LP Model Variations. How to solve the LP Model when:

a. There is a tie in Entering Variable

b. There is a tie in Leaving Variable
c. The solution is Unbounded
d. When the solution is Infeasible
e. There is more than one answer (Multiple Solution)

Group 3. Special Type of the LP Model: The Assignment Method using the Hungarian
Technique

a. In what kind of problems do you apply the Assignment Method

b. How to solve an Assignment Problem when condition is “Supply is equal to Demand”.
c. Show sample problems with Solutions using the technique
d. How to solve an Assignment Problem when condition is “Supply is not equal to Demand”
e. Show sample problems with Solutions using the technique
f. How do you know that you have attained the optimal solution for both conditions?

Group 4. Special Conditions of the LP Model: The Transportation Method

a. In what kind of problems do you apply the Transportation Method

b. Part 1 of 2 of the Solution Process - Solving for the Initial Solution. Using the same
problem, solve it using
1. The North West Corner Rule (NWCR), and
2. Vogel’s Approximation Method (VAM)
3. Which of the above techniques is better?.

c. Part 2 of 2 of the Solution Process - Solving for the Optimal Solution. The Modified
Distribution (MoDi) Method or Indexing Method.
1. Using the same problem in item a above, solve for the optimal answer.
 2. How do you know that you have attained the optimal solution?

d. Show sample problems with Solutions using the entire technique, Part 1 & 2.

Group 5. Dynamic Problem (DP)

a. What is DP? In what kind of problems do you apply DP?

b. Recursive Relationship
c. How to solve Discrete DP
d. Show sample problems with Solutions using this technique
e. How to solve Probabilistic DP
f. Show sample problems with Solutions using this technique

C. Individual Assignments

Assignment No. 1:
a. The history of Operations Research (OR)
b. In what field of disciplines can OR be applied
c. The steps that you take in conducting an OR study.

Assignment No.2: Model Formulation.

a. Make two (2) cases of your own near-to-real problems. Formulate the LP models of each
case. One (1) case should be a minimization problem.

Assignment No.3. Solving LP Problems

a. Solve one Maximization LP model under Case1
b. Solve one Maximization LP model under Case2
c. Solve one Maximization LP model under Case3
d. Solve one Maximization LP model under Case4
e. Solve one Minimization LP model.
(Note: The objective is to be adept in the use of the technique; hence be veryfast in doing it)

Assignment No.4:
Make an average case that can be solved using the Assignment Method. Solve it.

Assignment No.5:
Make an average case that can be solved using the Transportation Method. Solve it.

Assignment No.6:
a. Have 1 DP problem under deterministic condition. Solve it.
b. Have 1 DP problem under the probabilistic condition. Solve it.