SWARUP, KANTI, GUPTA, PK

INTRODUCTION TO MANAGEMENT SCIENCE OPERATIONS RESEARCH - SULTAN CHAND & SONS

978-8180549090


PREREQUISITE Matrices Operations on Matrices Matrix Multiplication Partitioned Matrices Determinant of a Square Matrix Inverse of a Square Matrix Rank of a Matrix Solution of Linear Equations Vectors Vector Inequalities Linear Combination of Vectors Hyperplanes and Hyperspheres Convex Sets and their Properties Supporting and Separating Hyperplanes Convex Functions Local and Global Extrema Quadratic Forms Multiple Choice Questions Review Questions OPERATIONS RESEARCH — AN OVERVIEW Introduction Origin and Development of O.R. Nature and Features of O.R. Scientific Method in O.R. Modelling in Operations Research Advantages and Limitations of Models General Solution Methods for O.R. Models Methodology of Operations Research Operations Research and Decision-making Applications of Operations Research Opportunities and Shortcomings of Operations Research Multiple Choice Questions Review Questions LINEAR PROGRAMMING PROBLEM — Mathematical Formulation Introduction Linear Programming Problem Mathematical Formulation of the Problem Illustration on Mathematical Formulation of LPPs Multiple Choice Questions Review Questions LINEAR PROGRAMMING PROBLEM — Graphical Solution and Extension Introduction Graphical Solution Method Some Exceptional Cases General Linear Programming Problem Canonical and Standard Forms of LPP Insights into the Simplex Method Multiple Choice Questions Review Questions LINEAR PROGRAMMING PROBLEM — SIMPLEX METHOD Introduction Fundamental Properties of Solutions The Computational Procedure Use of Artificial Variables Degeneracy in Linear Programming Solution of Simultaneous Linear Equations Inverting a Matrix Using Simplex Method Applications of Simplex Method Multiple Choice Questions Review Questions . DUALITY IN LINEAR PROGRAMMING Introduction General Primal-Dual Pair Formulating a Dual Problem Primal-Dual Pair in Matrix Form Duality Theorems Complementary Slackness Theorem Duality and Simplex Method Economic Interpretation of Duality Dual Simplex Method Multiple Choice Questions Review Questions POST-OPTIMAL ANALYSIS Introduction Changes in Objective Function Coefficients, cis Changes in the bi Values • Changes in the Coefficients ails Structural Changes Applications of Post-Optimal Analysis Multiple Choice Question. Review Questions INTEGER PROGRAMMING Introduction Pure and Mixed Integer Programming Problems Gomory's All-I.P.P. Method Construction of Gomory's Constraints Fractional Cut Method—All Integer LPP Fractional Cut Method—Mixed Integer LPP Branch and Bound Method Applications of Integer Programming Multiple Choice Questions Review Questions . GOAL PROGRAMMING Introduction Categorisation of Goal Programming Formulation of Linear Goal Programming Problem Graphical Goal Attainment Method Simplex Method for Goal Programming Problem Multiple Choice Questions Review Questions .. LINEAR PROGRAMMING PROBLEM — ADVANCED TECHNIQUES Introduction Revised Simplex Method Simplex Method Versus Revised Simplex Method Bounded Variables Parametric Linear Programming Linear Fractional Programming Application of Linear Fractional Programming Karmarkar Algorithm Multiple Choice Questions Review Questions .TRANSPORTATION PROBLEM Introduction LP Formulation of the Transportation Problem Existence of Solution in T.P. Duality in Transportation Problem The Transportation Table Loops in Transportation Tables Triangular Basis in a T.P. Solution of a Transportation Problem Finding an Initial Basic Feasible Solution Test for Optimality Economic Interpretation of uls and vis Degeneracy in Transportation Problem Transportation Algorithm (MODI Method) Stepping Stone Solution Method. Some Exceptional Cases Time-minimization Transportation Problem Transhipment Problems Multiple Choice Questions Review Questions `. . ASSIGNMENT PROBLEM Introduction Mathematical Formulation of the Problem Solution Methods of Assignment Problem Special Cases in Assignment Problems A Typical Assignment Problem Dual of the Assignment Method The Travelling Salesman Problem Multiple Choice Questions Review Questions . SEQUENCING PROBLEM Introduction Problem of Sequencing Basic Terms Used in Sequencing Processing n Jobs through Two Machines Processing n Jobs through k Machines Processing . Jobs through k Machines Maintenance Crew Scheduling Problems of Complex Scheduling Multiple Choice Questions Review Questions . DYNAMIC PROGRAMMING Introduction The Recursive Equation Approach Characteristics of Dynamic Programming Dynamic Programming Algorithm Solution of Discrete D.P.P. Some Applications Solution of L.P.P. by Dynamic Programming Multiple Choice Questions Review Questions . PROBABILITY Introduction Uncertainty and Probability Sample Space and Probability Algebra of Events Conditional Probability Random Variables Expectation of a Random Variable Central Tendency and Dispersion Some Probability Distributions Multiple Choice Questions Review Questions . MARKOV ANALYSIS • Introduction Markov Processes State and Transition Probabilities Characteristics of a Markov Process State Transition Matrix Transition Diagram Construction of a State-transition Matrix n-Step Transition Probabilities Steady State (Equilibrium) Conditions Markov Analysis Algorithm Special Cases in Markov Analysis Multiple Choice Questions Review Questions . DECISION ANALYSIS Introduction Decision-making Problem Decision-making Process Decision-making Environment Decisions Under Uncertainty Decisions Under Risk Decision-Tree Analysis Decision-making With Utilities Multiple Choice Questions Review Questions . GAMES AND STRATEGIES Introduction Two-Person Zero-Suns Games Some Basic Terms The Maximin-Minimax Principle Games Without Saddle Points — Mixed Strategies Graphic Solution of 2 x n and m x 2 Games Dominance Property Arithmetic Method for n x n Games General Solution of in x n Rectangular Games Game against Passivity Limitations and Extensions Multiple Choice Questions Review Questions . REPLACEMENT PROBLEM AND SYSTEM RELIABILITY Introduction Replacement of Equipment/Asset that Deteriorates Gradually Replacement of Equipment that Fails Suddenly Recruitment and Promotion Problem Equipment Renewal Problem Reliability and System Failure Rates Multiple Choice Questions Review Questions . INVENTORY CONTROL — I Introduction Types of Inventories Reasons for Carrying Inventories The Inventory Decisions Objectives of Scientific Inventory Control Costs Associated with Inventories Factors Affecting Inventory Control An Inventory Control Problem The Concept of EOQ Deterministic Inventory Problems with No Shortages Deterministic Inventory Problem with Shortages Problems of EOQ with Price Breaks Multi-Item Deterministic Problems Dynamic Order Quantity Selective Inventory Control Techniques Multiple Choice Questions Review Questions . INVENTORY CONTROL — II Introduction Inventory Problems with Uncertain Demand Systems of Inventory Control One Period Problem One Period Problem without Set-up Cost One Period Problem with Set-up Cost Dynamic Programming and Inventory Control Multiple Choice Questions Review Questions 2i. QUEUEING THEORY Introduction Queueing System Elements of a Queuing System Operating Characteristics of a Queuing System Deterministic Queueing System Probability Distributions in Queuing Systems Classification of Queueing Models Definition of Transient and Steady States Poisson Queueing Systems Non-Poisson Queueing Systems Cost Models in Queueing Other 9ueueing Models Queueing Control Queueing Theory and inventory Control Multiple Choice Questions Review Questions . SIMULATION Introduction Why Simulation? Process of Simulation Simulation Models Event-Type Simulation Generation of Random Numbers Monte-Carlo Simulation Simulation of Inventory Problems Simulation of a Queueing System Simulation of Maintenance Problems Simulation in Investment and Budgeting Simulation of Job Sequencing Simulation of Networks Advantages and Limitations of Simulation Multiple Choice Questions Review Questions . INVESTMENT ANALYSIS AND BREAK-EVEN ANALYSIS Introduction Time Value of Money Annuities and Sinking Fund Methods of Investment Analysis Investment under Uncertainty (Risky Investments) Decision Trees and Investment Analysis Simulation Approach to Risky Investments Break-even Analysis Multiple Choice Questions Review Questions . NETWORK ROUTING PROBLEMS Introduction Network Flow Problems Minimal Spanning Tree Problem Shortest Route Problems More Applications of Shortest Route Problem Maximal Flow Problems Minimum Cost Flow Problems More Network Flow Problems Insights into Big Networks Concluding Remarks Multiple Choice Questions Review Questions NETWORK SCHEDULING BY PERT/CPM Introduction Network : Basic Components Logical Sequencing Rules of Network Construction Concurrent Activities Critical Path Analysis Probability Considerations in PERT Distinction between PERT and CPM Applications of Network Techniques Advantages of Network Techniques Limitations and Difficulties in Using Network Multiple Choice Questions Review Questions . RESOURCE ANALYSIS IN NETWORK SCHEDULING Introduction Project Cost Time-Cost Optimization Algorithm Linear Programming Formulation Updating Resource Allocation and Scheduling MOST GERT Precedence Planning LOB Multiple Choice Questions Review Questions . NON-LINEAR PROGRAMMING Introduction Formulating a Non-Linear Programming Problem (NLPP) General Non-Linear Programming Problem Constrained Optimization with Equality Constraints Constrained Optimization with Inequality Constraints Saddle Point Problems Saddle Points and NLPP Multiple Choice Questions Review Questions !. NON-LINEAR PROGRAMMING — METHODS Introduction Graphical Solution Kuhn-Tucker Conditions with Non-Negative Constraints ... Quadratic Programming Wolfe's Modified Simplex Method Beale's Method Separable Convex Programming Separable Programming Algorithm Multiple Choice Questions Review Questions . GEOMETRIC PROGRAMMING Introduction Geometric-Arithmetic Mean Inequality Unconstrained Geome