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Supplement to Chapter 06 - Linear Programming

SUPPLEMENT TO CHAPTER 6: LINEAR PROGRAMMING


Answers to Discussion and Re iew !uestions
1. Linear programming is well-suited to an environment of certainty. 2. he !area of feasi"ility#$ or feasible solution space is the set of all com"inations of values of the decision varia"les which satisfy the constraints. %ence# this area is determined "y the constraints. &. 'edundant constraints do not affect the feasi"le region for a linear programming pro"lem. herefore# they can "e dropped from a linear programming pro"lem without affecting the optimal solution. (. )n iso-cost line represents the set of all possi"le com"inations of two inputs that will result in a given cost. Li*ewise# an iso-profit line represents all of the possi"le com"inations of two outputs which will yield a given profit. +. Sliding an o",ective function line towards the origin represents a decrease in its value -i.e.# lower cost# profit# etc... Sliding an o",ective function line away from the origin represents an increase in its value. 6. a. /asic varia"le0 1n a linear programming solution# it is a varia"le not re2uired to e2ual 3ero. ". Shadow price0 1t is the change in the value of the o",ective function per unit increase in a constraint right hand side. c. 'ange of feasi"ility0 he range of values over which a constraint4s right hand side value may vary without changing the optimal "asic feasi"le solution. d. 'ange of optimality0 he range of values over which a varia"le4s o",ective function value may vary without changing the current optimal "asic feasi"le solution.

6S-1

Supplement to Chapter 06 - Linear Programming

So"ution to Pro#"e$s
1. a. 1. he optimal values of the decision varia"les are 5 1 6 2# 52 6 7 and the optimal o",ective function value 6 3 6 &+. 2. 8one of the constraints have any slac*. /oth constraints are "inding. &. 8either of the constraints have any surplus -there are no greater than or e2ual to constraints.. (. 8o# there are no redundant constraints. ?2 1;

16

1(

12

=ptimum

10

6 ProfitLine >aterial La"or

10

12

1(

16

1;

20

?1

Simultaneous solution0 92 -651 : ( 52 6 (;. 91 -( 51 : ; 52 6 ;0. -1251 : ;52 6 76. 9 <1 -(51 : ; 52 6 ;0.

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Supplement to Chapter 06 - Linear Programming

Solutions (continued)
<1251 (51 <;51 51 < ;52 : ;52 6 <76 6 ;0 6 <16 6 2 (51 (-2. : ;52 : ;52 ;52 52 6 ;0 6 ;0 6 @2 6 7

3 6 (51 : &52 6 (-2. : &-7. 6 &+ ". 1. he optimal values of the decision varia"les are 5 1 6 1.+# 52 6 6.2+ and the optimal o",ective function value 3 6 6+.+. 2. 8one of the constraints have any slac*. &. he second constraint has a surplus of 1+. - here are 1+ l"s. of e5cess material.. (. 8o# there are no redundant constraints. 9' A -=ptimum. 1051 : (52 51 : 252 1051 : (52 <251 < (52 ;51 6 (0 6 1( 6 (0 6 <2; 6 12 ' A S99 1051 : 51 : 1051 : <1051 < < (52 652 (52 6052 +652 6 (0 6 2( 6 (0 6 <2(0 6 <200 6 2(

51 6 1.+ 1.+ : 252 6 1( 252 6 12.+ 52 6 6.2+ 51 6 -1.+. -2.# 52 6 -6.2+. -10. 51 6 &# 52 6 62.+ 51 : 52 6 6+.+ S A 999 51 : 652 6 2( 51 : 252 6 1( 51 : 652 6 2( <51 < 252 6 <1( (52 6 10 52 6 2.+ 51 : + 6 1( 51 6 7 51 6 -7. -2. 6 52 6 -2.+. -10. 51 6 1; 52 6 2+ 9 ' 6 dura"ility 99 S 6 Strength 999 6 ime

52 6 &.+@ 51 : 21.(2

51 6 2.+; 51 6 -2.+;. -2.# 52 6 -&.+@. -10. 51 6 +.16# 52 6 &+.@ 51 : 52 6 (0.;6

6S-&

Supplement to Chapter 06 - Linear Programming

Solutions (continued)

?2

2( 22 20 1; 16 1( 12 10 ; 6 ( 2 0 0 2 ( 6 ; 10 12 1( 16 1; 20 22 2( ?1 ' S =ptimum

6S-(

Supplement to Chapter 06 - Linear Programming

Solutions (continued) c. 1. he optimal values of the decision varia"les are ) 6 2(# / 6 20 and the optimal o",ective function value 6 3 6 20(. 2. he third constraint has a slac* of 120. 1n other words# there are 120 hours of unutili3ed la"or hours. &. here are no greater than or e2ual to constraints# therefore no surplus is possi"le. (. 8o# there are no redundant constraints. / 100 70 ;0 @0 60 +0 (0 &0 20 10 Profit Line La"or >achinery 10 9+ 20 &0 (0 +0 60 @0 ;0 70 100 =ptimal Solution >aterial

)t the intersection of >achinery and >aterial constraints0 -20) : 6/ 6 600. ->aterial. ->achinery. 9<( -2+) : 20/ 6 1000. 100) <100) : &0/ 6 &000

< ;0/ 6 <(000 <+0/ 6 <1000 / 6 20

6S-+

Supplement to Chapter 06 - Linear Programming

Solutions (continued) Brom the material constraint 20) 20) : 6/ : 6-20. 6 600 6 600 su"stituting / 6 20 20) 6 (;0 ) 6 2(

2. a. 1. he optimal values of the decision varia"les are0 S 6 ; and 6 20. he optimal o",ective function value 6 3 6 +;.(. 2. Since all of the constraints are greater than or e2ual to type# none of the constraints have any slac*. &. he third and fourth constraints have surpluses of 72 grams and 10 grams respectively. (. Ces# the third constraint is redundant. 1t does not affect the feasi"le region. ". 1. he optimal values of the decision varia"les are0 5 1 6 (.2 and 52 6 1.6. he optimal value of the o",ective function 6 3 6 1&.2. 2. Ces# the constraint B has a slac* of (.6. &. 8o# there is no surplus. (. 8o# there are no redundant constraints.
?2

12

11 10 7 ; @ 6 + ( & 2 1 00
1
=ptimum D E

&

10

11

12

?1

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Supplement to Chapter 06 - Linear Programming

Solutions (continued) EAD (51 : 252 251 : 652 (51 : 252 <(51 < 1252 <1052 6 20 6 1; 6 20 6 <&6 6 <16 1.6 EAB (51 : 51 : (51 : <51 < &51 252 6 20 252 6 12 252 6 20 252 6 <12 6 51 6 252 6 52 6 51 6 -2. -2.6@. 6 ; 2.6@ 7.&& (.6@ +.&(

52 6

(51 : &.2 6 20 (51 6 16.; 51 6 51 6 -2. -(.2. 6 52 6 -&. -1.6. 6 (.2 ;.( (.;

2.6@ : 252 6 12

52 6 -&. -(.6@. 6 1(.01 otal 6 17.&+

otal 6 1&.2 &. >a5imi3e0 F(0% : F&0G Su",ect to0 fa"rication (% : 2G 600 hours assem"ly 2% : 6G (;0 hours a. =ptimum0 % 6 1&2 G 6 &6 H 6 F6#&60 ". 0#;00 H6F2#(00 1+0#00 H 6 F6#000 1&2#&60 H 6 F6#&60 -optimum.
G 200

&00

2+0 fa"rication

1+0

100 optimum +0

assem"ly

100

1+0

200 %

2+0

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Supplement to Chapter 06 - Linear Programming

Solutions (continued) (. Peanuts cost F.60Il". Eelu5e revenue is F2.70Il". 'aisins cost F1.+0Il". Standard revenue is F2.++ Il". Eelu5e mi5 has 1I& l". peanuts# 2I& l". raisins. %ence# delu5e mi5 cost is 1 2 -F.60. : -F1.+0. 6 F1.20Il". & & he standard mi5 has J l". peanuts and J l". raisins. %ence# the standard mi5 cost is J -F.60. : J -F1.+0. 6 F1.0+Il". Profits are F2.70 < F1.20 6 F1.@0Il". for delu5e and F2.++ < F1.0+ 6 F1.+0Il". for the standard Standard mi5. hus# the o",ective function is0 220 >a5imi3e0 H 6 F1.@0E : F1.+0S 200 Su",ect to0 1;0 2 1 raisins E : S 70 l". 160 & 2 raisins 1(0 1 1 peanuts E : S 60 l". 120 S 6 110 & 2 E 110 l". 100 S 110 l". ;0
E 6 110

+.

=ptimum0 E 6 70 l". S 6 60 l". Profit 6 F2(& >a5imi3e0 F1.+0) : F1.20K Su",ect to0 sugar0 1.+) : 2.0K 1#200 cups flour0 &.0) : &.0K 2#100 cups time0 6.0) : &.0K &#600 min. =ptimum0 ) 6 +00 pieces K 6 200 pieces 'evenue 6 F770

60 (0 20 0 20 (0 60

peanuts

;0

100

120

1(0

160

1;0 200

220

2(0

Eelu5e Krape 1200 1000 ;00 600 (00 200 0

200 (00

sugar

flour time
;00 1000

600

)pple

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Supplement to Chapter 06 - Linear Programming

Solutions (continued)
Lnused supplies sugar0 1.+-+00. : 2-200. 6 1#1+0 cups used. %ence# 1#200 < 1#1+0 6 +0 cups remaining. flour0 &.0-+00. : &.0-200. 6 2#100 cups used. 8o flour remains. time0 6.0-+00. : &.0-200. 6 &#000 minutes. 8o time remains. 6. a. he optimal value of the decision varia"les are0 5 1 6 (# 52 6 0# 5& 6 1;. he optimal value of the o",ective function value 6 3 6 106. ". he optimal value of the decision varia"les are0 5 1 6 1+# 52 6 10# 5& 6 0. he optimal value of the o",ective function value 6 3 6 210. @. a. follows0 Constraint 10 Constraint 20 Constraint &0 Bor pro"lem 6a# the range of feasi"ility for the three constraints are as 22 to infinity -. 10 to (@.+ 20 to (+

". Bor pro"lem 6a# the range of optimality for the three coefficients of the o",ective function are0 Maria"le 1 -51.0 Maria"le 2 -52.0 Maria"le & -5&.0 ;. a. follows0 Constraint 10 Constraint 20 Constraint &0 2.+ to 1+ < to 10.6 1.&&& to ; Bor pro"lem 6"# the range of feasi"ility for the three constraints are as 20 to 26.666@ &+ to +0 &+ to

". Bor pro"lem 6"# the range of optimality for the three coefficients of the o",ective function are0 Maria"le 1 -?1.0 Maria"le 2 -?2.0 Maria"le & -?&.0 6 to 12 + to 10 < to 20

7. he optimal value of the decision varia"les are0 5 1 6 0# 52 6 ;0# 5& 6 +0. he optimal value of the o",ective function is 3 6 &+0. he range of optimality for the profit coefficient of each varia"le is as follows0

510

< to &.0(2

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Supplement to Chapter 06 - Linear Programming

520 5&0

1.7+ to &.@+ 2 to +

Solutions (continued) 10. 51 6 num"er of containers of orange ,uice 52 6 num"er of containers of grapefruit ,uice 5& 6 num"er of containers of pineapple ,uice 5( 6 num"er of containers of )ll-in-=ne =range Nuice Krapefruit Nuice 'evenue per 2t. F1.00 F.70 Cost per 2t. Profit per 2t. .+0 F.+0 .(0 F.+0

Pineapple Nuice F.;0 .&+ F.(+

)ll-in-=ne F1.10 .(1@ F.6;&

>a5imi3e .+051 : .+052 : .(+5& : .6;&5( s.t. =range ,uice0 Krapefr. ,uice0 Pineapple ,uice0 Krapefr. cont.0 'atio0 151 152 15& :.&&5( 1600 2t. :.&&5( 1200 2t. :.&&5( ;00 2t. 0 cont. 0 0

<.&051 :.@052 <.&05& <.&05( +51 <@5& 51# 52# 5&# 5(

he optimal values of the decision varia"les are0 5 1 6 ;00# 52 6 (00# 5( 6 2#(2(.2(. he optimal value of the o",ective function coefficient0 3 6 2#2++.@;.

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Supplement to Chapter 06 - Linear Programming

Solutions (continued) 11. 51 6 2ty. of chopping "oards 52 6 2ty. of *nife holders ma5imi3e s.t. Cutting Kluing Binishing 1.(51 : .;52 +51 +6 minutes &60 0 : 1&52 6+0 51# 52
52 =pt. is0 51 6 0 120 52 6 +0 3 6 &00 finishing @0 +0 =pt. gluing cutting Slac*0 Cutting 16 minutes Kluing 0 Binishing 210 minutes

251

: 652

1251 : &52

&0

(0

1&0

51

12.

51 6 2ty. ham spread 52 6 2ty. deli spread ma5imi3e s.t. mayo mayo ham deli 1.(51 : 1.052 @0 l". 1.(51 : 1.052 112 l". 51 20 pans 52 1; pans 51# 52 0 a. 51 6 &@.1(# 52 6 1;# Cost 6 F16+.(2 ". 51 6 20# 52 6 ;(# Profit 6 F&@6.
mayo 6 @0 1; 0 51 20 +0 ;0 @0 mayo 6 112 112

251

: (52

-profit. or minimi3e &51 : &52 -cost.


52

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Supplement to Chapter 06 - Linear Programming

Solutions (Continued) 1&. ) 6 2uantity of product ) / 6 2uantity of product / C 6 2uantity of product C ) 'evenue F;0 Cost >at4l O1 >at4l O2 La"or otal Profit 2 & 5 F + 6 F10 1 5 F ( 6 F12 + F+( F26

/ F70

C F@0

5 F + 6 F + 6 5 F + 6 F&0 5 F ( 6 F20 F(0 F+0 F+0 F20

&.2 5 F10 6 F&2 1.+ 5 F10 6 F1+ 2 5 F10 6 F20

>a5imi3e 26) : +0/ : 20C -profit. s.t. >at4l O1 >at4l O2 La"or ) output )I/ ) )# /# C 0 Solution0 =ptimal values of the decision varia"les are0 ) 6 1;.@+ / 6 12.+0 C 6 2+.00 =ptimal value of the o",ective function is0 3 6 F1#612.+0 1(. 51 6 "o5es of regular mi5 52 6 5& 6 5( 6 5+ 6 56 6 !mi5$ delu5e !mi5$ cashews !mi5$ raisins !mi5$ caramels !mi5$ chocolates 2) : 1/ : 6C 200 l". &) : +/ &00 l". &.2) : 1.+/ :2.0C 1+0 hr. 2I&) < 1I& < 0 / 1I&C 2) < ) &/ 60 +

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Supplement to Chapter 06 - Linear Programming

Solutions (continued) ma5imi3e s.t. cashews raisins caramels chocolate "o5es0 regular delu5e cashews raisins caramels chocolates 51# 52# 5&# 5(# 5+# 56 0 Solution0 51 6 &20 52 6 (0 5& 6 20 5( 6 120 5+ 6 20 56 6 60 H 6 (&& 51 52 5& 5( 5+ 20 "o5es 20 "o5es 20 "o5es 20 "o5es 20 "o5es 56 20 "o5es .2+51 : .+052 : .2+51 .2+51 .2+51 : .+052 5& : 5( : 5+ : 120 l".Iday 200 l".Iday 100 l".Iday 56 160 l".Iday .;051 : .7052 : .@05& : .605( : .+05+ : .@+56

1+. a. he first constraint -machine. and the third constraint -material. are "inding "ecause S1 and S& are not in the solution -are not "asic varia"les.. herefore as non"asic varia"les# they each have a value of 3ero. 1n other words# there are no e5cess machine hours or materials. ". he range of optimality for the o",ective function coefficient of product & is from 1&.+ to &6. herefore an increase from 1+ to 22 would not change the value of the decision varia"les. %owever# the o",ective function value would increase from @72 to @72 : (; -22 < 1+.. herefore the new value of 3 6 112;. c. he range of optimality for the o",ective function coefficient of product 1 is from < to 22.2. Since 22 is within the range# the change would not affect the value of decision varia"les. Since 5 1 is not a "asic varia"le# the o",ective function value will not "e affected -we are not producing any units of product 1.. d. Ge have a slac* of +6 hours -S2 6 +6.# and the range of feasi"ility lower limit for the second constraint is 2&2. herefore# reducing the availa"le la"or hours "y 10 -2;; < 10 6 2@;. will not affect the value of the decision varia"les. he o",ective function value will not change either. %owever# there will "e 10 hours less slac*. hus# the new value of S2 6 +6 < 10 6 (6.

6S-1&

Supplement to Chapter 06 - Linear Programming

Solutions (continued) e. 1f no additional machine hours and materials are o"tained# there would not "e any change in the profit -3.. 8o change is allowed in the o",ective function value "ecause all machine hours and all materials are used -constraint 1 and constraint & are "inding.. f. o determine if the changes are within the range for multiple changes# we first compute the ratio of the amount of each change to the end of the range in the same direction. 1 1 Bor product 1# it is 6 6 7.;P 22.2 < 12 10.2 1 1 Bor product 2# it is 6 6 +0P 20 < 1; 2 1 1 Bor product &# it is 6 6 (.@6P &6 < 1+ 21 he sum of the ratios 6 .07; : .+0 : .0(@6 6 .6(6 Since .6(6 < 1.0# we conclude that these values are within the range. herefore# the optimal values of the decision varia"les will not change -5 1 6 0# 52 6 (# 5& 6 (;.. %owever# the o",ective function value will change. he new o",ective function value 6 3 6 -17 5 (. : -16 5 (;. 6 ;(( or @72 : ( : (; 6 ;((. 1nstructor 8ote0 he '%S of the machine constraint should "e 660 minutes. 16. a. he marginal value -shadow price. of a pound of "ar* is F1.+0. his marginal value is in effect from +10 l"s. to @+0 l"s. of "ar* -range of feasi"ility for the first constraint right hand side.. ". 1.+0 per pound. c. he marginal value -shadow price. of 1 la"or hour is 3ero "ecause we currently have 10+ e5cess la"or hours remaining. his marginal value is in effect from &@+ hours to infinity. d. Ge can not use any additional machine hours "ecause we currently have 1&+ minutes of e5cess machine time. e. >a5imum possi"le increase for pine "ar* constraint is 1+0 l"s. -@+0 < 600.. >a5imum possi"le increase for storage constraint is 1(.21 "ags. -1.+0. -1+0. 6 F22+ -e5pected increase in profit for pine "ar*. -1.+0. -1(.21. 6 F21.&2 -e5pected increase in profit for storage. herefore# add 1+0 pounds of pine "ar*. f. he range of optimality for the o",ective function coefficient of chips -5&. is from +.( to 7. herefore an increase from F6 to F@ would not change the value of the decision varia"les. %owever# the optimal o",ective function value -3. would increase from 112+ to 112+ : 1-@+ units. 6 F1200. g. o determine if the changes are within the range for multiple changes# we first compute the ratio of the amount of each change to the end of the range in the same direction. 1 Bor chips -5&.# it is 6 .&&& 7<6

6S-1(

Supplement to Chapter 06 - Linear Programming

6S-1+

Supplement to Chapter 06 - Linear Programming

Solutions (continued) .6 6 .600 7<; he sum of the ratios 6 .&&& : .600 6 .7&& Since .7&& < 1.0# we conclude that these values are within the range. herefore# the optimal values of the decision varia"les will not change -5 1 6 @+# 52 6 0# 5& 6 @+.. %owever# the optimal value of the o",ective function will change. he new 3 6 -;.( 5 @+. : -@ 5 @+. 6 F1#1++. h. o determine if the changes are within the range for multiple changes# we first compute the ratio of the amount of each change to the end of the range in the same direction. 1+ Bor pine "ar*s -first constraint.# it is 6 .10 @+0 < 600 2@ Bor machine time -second constraint.# it is 6 .&6 600 < +2+ + Bor storage capacity -fourth constraint.# it is 6 .&+2 16(.21 < 1+0 he sum of the ratios 6 .10 : .&6 : .&+2 6 1.112 Since 1.112Q 1.0# we conclude that these values are not within the range. herefore# the optimal values of the decision varia"les will not change -5 1 6 @+# 52 6 0# 5& 6 @+.. he optimal value of the o",ective function -3. will change. Bor nuggets -51.# it is

So"ution to Son% Ltd& Case


R 6 2uantity of Product R ' 6 2uantity of Product ' G 6 2uantity of Product G 1. su",ect to La"or L 6 2uantity of la"or ) 6 2uantity of >aterial ) / 6 2uantity of >aterial /

>a5imi3e 122R : 11+' : @6G < ;L < () < (/ +R : (' : 2G < L 0 hr.

>aterial ) 2R >aterial / 1R Product ' /udget ;L

: 2' : 1I2G < ) 0 l". : 2G < / 0 l". ' : () : (/ )ll varia"les ;+ units F11#7;0 0 Contri"ution 6 F22#;@+

=ptimal0

' 6 ;+

La"or 6 >at / 6

1#000 hr. &&+ l". 660 l".

G 6 &&0 >at ) 6

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Supplement to Chapter 06 - Linear Programming

2. D 6 e2ual 2uantities of R# '# and G SD contri"ution is 122 : 11+ : @6 6 &1&T S)n alternate approach would "e 6 total amount# with an average contri"ution of &1&I& 6 10(.&&&T >a5imi3e &1&D < ;L < () < (/ su",ect to La"or >at4l ) >at4l / Product ' /udget 11D (.+D &D D ;L : () : (/ )ll varia"les <L <) </ 0 0 0 ;+ F11#7;0 0

=ptimal0 D 6 101.+& Si.e.# R 6 101.+&# ' 6 101.+&# and G 6 101.+&.T La"or 6 1#116.@; hr. >aterial ) 6 (+6.;6 l". >aterial / 6 &0(.+; l". Contri"ution 6 F17#@7;.;7 he contri"ution is less "y0 F22#;@+ < F17#@7;.;7 6 F&#0@6.11 &. +P waste on )0 (.+D < .7+) 0

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Supplement to Chapter 06 - Linear Programming

Case: Custo$ Ca#inets% Inc&


Problem Formulation: Semi-custom Ca"inets ) 6 2uantity of / 6 2uantity of C 6 2uantity of E 6 2uantity of ype ) ype / ype C ype E Standard Ca"inets S10 6 2uantity of S20 6 2uantity of S&0 6 2uantity of S(0 6 2uantity of ype S10 ype S20 ype S&0 ype S(0

>a5 H 6 &2+) : +@+/ : 2+@C : 2@+E :1@+S10 : 210S20 : 260S&0 : 2&0S(0


s.t.

Good0 12+) : 160/ : 1(0C : 200E : 60S10 : 110S20 : 200S&0 : 1;0S(0 U (00#000 rim0 2@) : (2/ : &+C : +2E : 21S10 : 2;S20 : +0S&0 : (&S(0 U 1(0#000 Kranite0 1@+) : 2(&/ U (+#000 Solid Surface0 160C : 1(0E : 112S10 U 1+0#000 Laminate0 : 1&+S20 : 2+(S&0 : 1@6S(0 U (00#000 )ssem"ly0 &@) : +@/ : &0C : &+E : 21S10 : 2+S20 : &0S&0 : 2@S(0 U 100#000 Binish0 @) : 12/ : +C : @E : &S10 : +S20 : @S&0 : +S(0 U 2+#000 ) Q 11@ / Q 72 C Q 1&0 E Q 1+0 S10 Q (@+ S10 U ;@+ S20 Q &6& S20 U @1& S&0 Q +10 S&0 U 760 S(0 Q (12 S(0 U ;;@ )ll varia"les Q 0 Optimal Values ) 6 11@ / 6 101 C 6 17& E 6 1+0 S10 6 ;@+ S20 6 @1& S&0 6 +&+ S(0 6 (12 H 6 F@2&#;&1.60

6S-1;

Supplement to Chapter 06 - Linear Programming

Sensitivity Analysis /oth )ssem"ly and Binishing have shadow prices e2ual to 0# so don4t wor* overtime. Laminate also has a shadow price of 0# so don4t purchase additional laminate. Good has a shadow price of F1.&0# and an allowa"le increase of (62#1&6.; "oard feet. Purchase that amount -+00#000 "oard feet is availa"le. at a cost per "oard foot of F.+0# for a net increase in profit of F.;0 per "oard foot. Lsing the additional wood# all decision varia"les values remain the same e5cept S&0# which increases "y 2+0 units to ;(7.6;21. he revised profit increases "y F260-2+0. 6 F6+#000 to F@@6#61@.&6

Enric'$ent Modu"e: T'e Si$("e) Met'od


he simple5 method is a general-purpose linear-programming algorithm widely used to solve largescale pro"lems. )lthough it lac*s the intuitive appeal of the graphical approach# its a"ility to handle pro"lems with more than two decision varia"les ma*es it e5tremely valua"le for solving pro"lems often encountered in operations management. Ghen teaching the simple5 method# please consider the following points0 1. ) computer pac*age for simple5 is highly desira"le "ecause it permits assigning a range of pro"lems and concentrating on interpretation of solutions rather than on techni2ue. 2. Students should solve a few pro"lems manually to gain some *nowledge of what is actually ta*ing place during computations# and gain some insight as to why. &. 1nsight receives a "oost when simple5 and graphical solutions are compared for the same pro"lem. (. Computations are "est done without calculatorsV students should *eep num"ers in fractional form. +. >inimi3ation# artificial varia"les and ranging can "e s*ipped without seriously impairing appreciation and understanding of the simple5 method. he simple5 techni2ue involves a series of iterationsV successive improvements are made until an optimal solution is achieved. he techni2ue re2uires simple mathematical operations -addition# su"traction# multiplication# and division.# "ut the computations are lengthy and tedious# and the slightest error can lead to a good deal of frustration. Bor these reasons# most users of the techni2ue rely on computers to handle the computations while they concentrate on the solutions. Still# some familiarity with manual computations is helpful in understanding the simple5 process. Cou will discover that it is "etter not to use your calculator in wor*ing through these pro"lems "ecause rounding can easily distort the results. 1nstead# it is "etter to wor* with num"ers in fractional form. Dven though simple5 can readily handle three or more decision varia"les# you will gain considera"le insight on the techni2ue if we use a two-varia"le pro"lem to illustrate it "ecause you can compare what is happening in the simple5 calculations with a graphical solution to the pro"lem. Let4s consider the simple5 solution to the following pro"lem0

6S-17

Supplement to Chapter 06 - Linear Programming

>a5imi3e Su",ect to

H6

(51 51 (51

: +52 : &52 : &52 51# 52 12 2( 0

he solution is shown graphically in Bigure 1. 8ow let4s see how the simple5 techni2ue can "e used to o"tain the solution. Bigure 1. Kraphical Solution ?2 10 ; 6 ( (?1 : +?2 6 20 2 0 2 ( 6 ; 10 12 (?1 : &?2 6 2( =",ective function =ptimum ?1 : &?2 6 12 ?1

he simple5 techni2ue involves generating a series of solutions in ta"ular form# called ta"leaus. /y inspecting the "ottom row of each ta"leau# one can immediately tell if it represents the optimal solution. Dach ta"leau corresponds to a corner point of the feasi"le solution space. he first ta"leau corresponds to the origin. Su"se2uent ta"leaus are developed "y shifting to an ad,acent corner point in the direction that yields the highest rate of profit. his process continues as long as a positive rate of profit e5ists. hus# the process involves the following steps0 1. Set up the initial ta"leau. 2. Eevelop a revised ta"leau using the information contained in the first ta"leau. &. 1nspect to see if it is optimum. (. 'epeat steps 2 and & until no further improvement is possi"le. Setting Lp the 1nitial a"leau ="taining the initial ta"leau is a two-step process. Birst# we must rewrite the constraints to ma*e them e2ualities and modify the o",ective function slightly. hen we put this information into a ta"le and supply a few computations that are needed to complete the ta"le. 'ewriting the o",ective function and constraints involves the addition of slac* varia"les# one for each constraint. Slac* varia"les represent the amount of each resource that will not "e used if the solution is implemented. 1n the initial solution# with each of the real varia"les e2ual to 3ero# the solution consists solely of slac*. he constraints with slac* added "ecome e2ualities0

6S-20

Supplement to Chapter 06 - Linear Programming

1. 2.

51 : &52 (51 : &52

: 1s1 : 1s2

6 12 6 2(

1t is useful in setting up the ta"le to represent each slac* varia"le in every e2uation. %ence# we can write these e2uations in an e2uivalent form0 1. 2. 51 : &52 (51 : &52 : 1s1 : 0s1 : 0s2 : 1s2 6 12 6 2(

he o",ective function can "e written in similar form0 H 6 (51 : +52 : 0s1 : 0s2 he slac* varia"les are given coefficients of 3ero in the o",ective function "ecause they do not produce any contri"utions to profits. hus# the information a"ove can "e summari3ed as0 >a5imi3e H 6 (51 : +52 : 0s1 : 0s2 Su",ect to 1. 2. 51 : &52 (51 : &52 : 1s1 : 0s1 : 0s2 : 1s2 6 12 6 2(

his forms the "asis of our initial ta"leau# which is shown in a"le +S<1. o complete the first ta"leau# we will need two additional rows# a H row and a C < H row. he H row values indicate the reduction in profit that would occur if one unit of the varia"le in that column were added to the solution. he C < H row shows the potential for increasing profit if one unit of the varia"le in that column were added to the solution. o compute the H values# multiply the coefficients in each column "y their respective row profit per unit amounts# and sum within columns. o "egin with# all values are 3ero0 C 0 0 H 51 -1.0 (-0. 0 52 &-0. &-0. 0 s1 1-0. 0-0. 0 s2 -0.0 -1.0 0 Ruantity -12.0 -2(.0 0

he last value in the H row indicates the total profit associated with a given solution -ta"leau.. Since the initial solution always consists of the slac* varia"les# it is not surprising that profit is 0. Malues in the C < H row are computed "y su"tracting the H value in each column from the value of the o",ective row for that column. hus# Maria"le row 51 52 s1 s2 =",ective row -C. ( + 0 0 H 0 0 0 0 C<H ( + 0 0

6S-21

Supplement to Chapter 06 - Linear Programming

a"le 1 Partial 1nitial a"leau Profit per unit for varia"les in solution C Maria"les in solution 0 0 s1 s2 ( 51 1 ( Eecision Maria"les + 52 & & 0 s1 1 0 0 s2 0 1 =",ective row Solution 2uantity 12 2(

he completed ta"leau is shown in a"le 2. he est for =ptimality 1f all the values in the C < H row of any ta"leau are 3ero or negative# the optimal solution has "een o"tained. 1n this case# the C < H row contains two positive values# ( and +# indicating that improvement is possi"le. Eeveloping the Second a"leau Malues in the C < H row reflect the profit potential for each unit of the varia"le in a given column. Bor instance# the ( indicates that each unit of varia"le 5 1 added to the solution will increase profits "y F(. Similarly# the + indicates that each unit of 52 will contri"ute F+ to profits. Kiven a choice "etween F( per unit and F+ per unit# we select the larger and focus on that column# which means that 5 2 will come into the solution. 8ow we must determine which varia"le will leave the solution. -)t each ta"leau# one varia"le will come into the solution# and one will go out of solution# *eeping the num"er of varia"les in the solution constant. 8ote that the num"er of varia"les in the solution must always e2ual the num"er of constraints. hus# since this pro"lem has two constraints# all solutions will have two varia"les.. o determine which varia"le will leave the solution# we use the num"ers in the "ody of the ta"le in the column of the entering varia"le -i.e.# & and &.. hese are called row pivot values. Eivide each one into the corresponding solution 2uantity amount# as shown in a"le &. he smaller of these two ratios indicates the varia"le that will leave the solution. hus# varia"le s 1 will leave and "e replaced with 52. 1n graphical terms# we have moved up the 52 a5is to the ne5t corner point. /y determining the smallest ratio# we have found which constraint is the most limiting. 1n Bigure 1# note that the two constraints intersect the 52 a5is at ( and ;# the two row ratios we have ,ust computed. he second ta"leau will descri"e the corner point where 52 6 ( and 51 6 0V it will indicate the profits and 2uantities associated with that corner point. 1t will also reveal if the corner point is an optimum# or if we must develop another ta"leau.

6S-22

Supplement to Chapter 06 - Linear Programming

a"le 2 Completed 1nitial a"leau. C 0 0 Maria"les in solution s1 s2 H C<H C Maria"les in solution s1 s2 H C<H ( 51 1 ( 0 ( ( 51 1 ( 0 ( + 52 & & 0 + + 52 & & 0 + Largest positive 0 s1 1 0 0 0 0 s1 1 0 0 0 0 s2 0 1 0 0 0 s2 0 1 0 0 Solution 2uantity 12I& 6 ( 2(I& 6 ; 0 Solution 2uantity 12 2( 0

0 0

Smallest positive ratio

)t this point we can "egin to develop the second ta"leau. he row of the leaving varia"le will "e transformed into the new pivot row of the second ta"leau. his will serve as a foundation on which to develop the other rows. o o"tain this new pivot row# we simply divide each element in the s 1 row "y the row pivot value -intersection of the entering column and leaving row.# which is &. he resulting num"ers are0 51 Pivot-row value 1I& 52 1 s1 1I& s2 0 Solution 2uantity (

hese num"ers "ecome the new 52 row of the second ta"leau. he pivot-row num"ers are used to compute the values for the other constraint rows -in this instance# the only other constraint row is the s2 row.. he procedure is0 1. Bind the value that is at the intersection of the constraint row -i.e.# the s 2 row. and the entering varia"le column. 1t is &. 2. >ultiply each value in the new pivot row "y this value. &. Su"tract the resulting values# column "y column# from the current row values.

6S-2&

Supplement to Chapter 06 - Linear Programming

Current value0 <& 5 -pivot row. 8ew row value

51 ( <&-1I&. &

52 & <&-1. 0

s1 0 <&-1I&. <1

s2 1 <&-0. 1

Ruantity 2( <&-(. 12

he two new rows are shown in a"le (. he new H row can now "e computed. >ultiply the row unit profits and the coefficients in each column for each row. Sum the results within each column. hus# 'ow 52 s1 8ew H row 8e5t# we compute the C < H row0 C H C<H a"le ( partially completed second ta"leau C Maria"les in solution 52 s2 ( 51 1I& & + 52 & 0 0 s1 1I& <1 0 s2 0 1 Solution 2uantity ( 12 51 ( +I& @I& 52 + + 0 s1 0 +I& <+I& s2 0 0 0 Profit + 0 51 +-1I&. 0-&. +I& 52 +-1. 0-0. + s1 +-1I&. 0-<1. +I& s2 +-0. 0-1. 0 Ruantity +-(. 0-12. 20

+ 0

a"le + completed second ta"leau C Maria"les in solution 52 s2 H C<H ( 51 1I& & +I& @I& + 52 1 0 + 0 0 s1 1I& <1 +I& <+I& 0 s2 0 1 0 0 Solution 2uantity ( 12 20

+ 0

6S-2(

Supplement to Chapter 06 - Linear Programming

he completed second ta"leau is shown in a"le +. 1t tells us that at this point ( units of varia"le 5 2 are the most we can ma*e -see column Solution 2uantity# row 5 2. and that the profit associated with 52 6 (# 516 0 is F20 -see row H# column Solution 2uantity.. he fact that there is a positive value in the C < H row tells us that this is not the optimal solution. Conse2uently# we must develop another ta"leau. Eeveloping the hird a"leau he third ta"leau will "e developed in the same manner as the previous one. 1. Eetermine the entering varia"le0 Bind the column with the largest positive value in the C < H row -@I&# in the 51 column.. 2. Eetermine the leaving varia"le0 Eivide the solution 2uantity in each row "y the row pivot. %ence# ( 6 12 12I& 6 ( 1I& he smaller ratio indicates the leaving varia"le# s 2. See a"le +S<6. &. Eivide each value in the row of the leaving varia"le "y the row pivot value -&. to o"tain the new pivot-row values0 51 & 1 52 0 0I& s1 <1 <1I& s2 1 1I& Ruantity 12 12I& 6 (

Current value 8ew pivot-row value a"le 6 LeavingIDntering Maria"les C Maria"les in solution + 0 52 s2 H C<H

( 51 1I& & +I& @I& Dntering varia"le is 51

+ 52 1 0 + 0

0 s1 1I& <1 +I& <+I&

0 s2 0 1 0 0 Solution 2uantity ( 1I& 6 12 Leaving varia"le is s2

12I& 6 ( 20

6S-2+

Supplement to Chapter 06 - Linear Programming

(. Compute values for the 52 row0 >ultiply each new pivot-row value "y the 52 row pivot value -i.e.# 1I&. and su"tract the product from corresponding current values. hus# 51 1I& <1I&-1. 0 52 1 <1I&-0. 1 s1 1I& <1I&-<1I&. (I7 0 <1I&-1I&. <1I7 s2 Ruantity ( <1I&-(. ;I&

Current value0 <1I& 5 -pivot row. 8ew row value

)t this point# it will "e useful to consider the ta"leaus in relation to a graph of the feasi"le solution space. his is shown in Bigure 2. +. Compute new H row values. 8ote that now varia"le 51 has "een added to the solution mi5V that row4s unit profit is F(. 'ow 52 51 8ew H row Profit F+ F( 51 +-0. (-1. ( 52 +-1. (-0. + s1 +-(I7. (-<1I&. ;I7 s2 +-<1I7. (-1I&. @I7 Ruantity +-;I&. (-(. ;;I&

6. Compute the C < H row values0 51 ( ( 0 52 + + 0 s1 0 ;I7 <;I7 s2 0 @I7 <@I7

C H C<H

Bigure 2 Kraphical Solution and Simple5 a"leaus ?2 10 ; 6 ( 2nd ta"leau 2 1st ta"leau 0 2 ( 6 ; 10 12 ?1 &rd ta"leau

6S-26

Supplement to Chapter 06 - Linear Programming

a"le @. =ptimal Solution C Maria"les in solution 52 51 H C<H ( 51 0 1 ( 0 + 52 1 0 + 0 0 0 Solution 2uantity ;I& ( ;;I&

+ (

s1 s2 (I7 <1I7 <1I& 1I& ;I7 @I7 <;I7 <@I7

he resulting values of the third ta"leau are shown in a"le @. 8ote that each of the C < H values is either 0 or negative# indicating that this is the final solution. he optimal values of 51 and 52 are indicated in the 2uantity column0 52 6 ;I&# or 2 2I&# and 51 6 (. - he 52 2uantity is in the 52 row and the 51 2uantity in the 51 row.. otal profit is ;;I&# or 27.&& -2uantity column# H row..
%andling and = Constraints Lp to this point# we have wor*ed with constraints. Constraints that involve e2ualities and constraints are handled in a slightly different way. Ghen an e2uality constraint is present# use of the simple5 method re2uires addition of an artificial variable. he purpose of such varia"les is merely to permit development of an initial solution. Bor e5ample# the e2ualities -1. @51 : (52 6 6+ -2. +51 : &52 6 (0 would "e rewritten in the following manner using artificial varia"les a 1 and a20 -1. @51 : (52 : 1a1 : 0a2 6 6+ -2. +51 : &52 : 0a1 : 1a2 6 (0 Slac* varia"les would not "e added. he o",ective function# say H 6 25 1 : &52# would "e rewritten as0 H 6 251 : &52 : >a1 : >a2 where > 6 ) large num"er -e.g.# 777. Since the artificial varia"les are not desired in the final solution# selecting a large value of > -much larger than the other o",ective coefficients. will insure their deletion during the solution process. Bor constraints# surplus varia"les must "e su"tracted instead of added to each constraint. Bor e5ample# the constraints -1. &51 : 252 : (5& ;0 -2. +51 : (52 : 5& @0 -&. 251 : ;52 : 25& 6;

6S-2@

Supplement to Chapter 06 - Linear Programming

would "e rewritten as e2ualities0 -1. &51 : 252 : (5& < 1s1 < 0s2 < 0s& = ;0 -2. +51 : (52 : 5& < 0s1 < 1s2 < 0s& = @0 -&. 251 : ;52 : 25& < 0s1 < 0s2 < 1s& = 6; )s e2ualities# each constraint must then "e ad,usted "y inclusion of an artificial varia"le. he final result loo*s li*e this0 -1. &51 : 252 : (5& < 1s1 < 0s2 < 0s& : 1a1 : 0a2 : 0a& = ;0 -2. +51 : (52 : 5& < 0s1 < 1s2 < 0s& : 0a1 : 1a2 : 0a& = @0 -&. 251 : ;52 : 25& < 0s1 < 0s2 < 1s& : 0a1 : 0a2 : 1a& = 6; 1f the o",ective function happened to "e +51 : 252 : @5& it would "ecome +51 : 252 : @5& : 0s1 : 0s2 : 0s& : >a1 : >a2 : >a& Summary of >a5imi3ation Procedure he main steps in solving a ma5imi3ation pro"lem with only constraints using the simple5 algorithm are these0 1. Set up the initial ta"leau. a. 'ewrite the constraints so that they "ecome e2ualitiesV add a slac* varia"le to each constraint. ". 'ewrite the o",ective function to include the slac* varia"les. Kive slac* varia"les coefficients of 0. c. Put the o",ective coefficients and constraint coefficients into ta"leau form. d. Compute values for the H rowV multiply the values in each constraint row "y the row4s C value. )dd the results within each column. e. Compute values for the C < H row. 2. Set up su"se2uent ta"leaus. a. Eetermine the entering varia"le -the largest positive value in the C< H row.. 1f a tie e5ists# choose one column ar"itrarily. ". Eetermine the leaving varia"le0 Eivide each constraint row4s solution 2uantity "y the row4s pivot valueV the smallest positive ratio indicates the leaving varia"le. 1f a tie occurs# divide the values in each row "y the row pivot value# "eginning with slac* columns and then other columns# moving from left to right. he leaving varia"le is indicated "y the lowest ratio in the first column with une2ual ratios. c. Borm the new pivot row of the ne5t ta"leau0 Eivide each num"er in the leaving row "y the row4s pivot value. Dnter these values in the ne5t ta"leau in the same row positions. d. Compute new values for remaining constraint rows0 Bor each row# multiply the values in the new pivot row "y the constraint row4s pivot value# and su"tract the resulting values# column "y column# from the original row values. Dnter these in the new ta"leau in the same positions as the original row. e. Compute values for H and C < H rows. f. Chec* to see if any values in the C < H row are positiveV if they are# repeat 2a<2f. =therwise# the optimal solution has "een o"tained.

6S-2;

Supplement to Chapter 06 - Linear Programming

>inimi3ation Pro"lems he simple5 method handles minimi3ation pro"lems in essentially the same way it handles ma5imi3ation pro"lems. %owever# there are a few differences. =ne is the need to ad,ust for constraints# which re2uires "oth artificial varia"les and surplus varia"les. his tends to ma*e manual solution more involved. ) second ma,or difference is the test for the optimum0 ) solution is optimal if there are no negative values in the C < H row. D5ample Solve the following pro"lem for the 2uantities of 51 and 52 that will minimi3e cost.

>inimi3e Su",ect to

6 1251 : 1052 51 : (52 &51 : 252 51# 52 ; 6 0

Solution to e5ample 1. 'ewrite the constraints so that they are in the proper form0 51 : (52 ; "ecomes 51 : (52 < 1s1 < 0s2 : 1a1 : 0a2 6 ; &51 : 252 6 "ecomes &51 : 252 < 0s1 < 1s2 : 0a1 : 1a2 6 6 2. 'ewrite the o",ective function -coefficients of C row.0 1251 : 1052 : 0s1 : 0s2 : 777a1 : 777a2 &. Compute values for rows H and C < H0 C 777 777 H C<H 51 1-777. &-777. &#776 <&#7;( 52 (-777. 2-777. +#77( <+#7;( s1 <1-777. 0-777. <777 777 s2 0-777. <1-777. <777 777 a1 1-777. 0-777. 777 0 a2 0-777. 1-777. 777 0 Ruantity ;-777. 6-777. 1&#7;6

(. Set up the initial ta"leau. -8ote that the initial solution has all artificial varia"les.. C Maria"les in solution a1 a2 H C<H 12 51 1 & &#776 10 52 ( 2 +#77( 0 s1 <1 0 777 0 s2 0 <1 777 777 a1 1 0 777 0 777 a2 0 1 777 0 Solution Ruantity ; 6 1&#7;6

777 777

<777 <777

<&#7;( <+#7;(

+. Bind the entering varia"le -largest negative C < H value0 5 2 column. and leaving varia"le -smaller of ;I( 6 2 and 6I2 6&V hence# row a 1..

6S-27

Supplement to Chapter 06 - Linear Programming

6. Eivide each num"er in the leaving row "y the pivot value -(# in this case. to o"tain values for the new pivot row of the second ta"leau0 1I( (I( 6 1 <1I( 0I( 1I( 0I( ;I( 6 2 @. Compute values for other rowsV a2 is0
Current value <2 5 -new pivot row. 8ew row 51 & <2I( 10I( 52 2 <2 0 s1 0 2I( :2I( s2 <1 <0I( <1 a1 0 <2I( <2I( a2 1 <0I( 1 Ruantity 6 <( 2

;. Compute a new H row0


'ow 52 a2 H Cost 10 777 51 10-1I(. 777-10I(. 2#+00 52 10-1. 777-0. 10 s1 10-<1I(. 777-2I(. (7@ s2 10-0. 777-<1. <777 a1 10-1I(. 777-<2I(. <(7@ a2 10-0. 777-1. 777 Ruantity 10-2. 777-2. 2#01;

7. Compute the C < H row0


51 12 2#+00 <2#(;; 52 10 10 0 s1 0 (7@ <(7@ s2 0 <777 777 a1 777 <(7@ 1#(76 a2 777 777 0

C H C<H

10. C

Set up the second ta"leau0 12 Maria"les in solution a1 a2 H C<H 51 1I( 10I( 2#+00 <2#(;; 10 52 1 0 10 0 0 s1 <1I( 2I( (7@ <(7@ 0 s2 0 <1 777 777 a1 1I( <2I( 1#(76 777 a2 0 1 777 0 Solution Ruantity 2 2 2#01;

10 777

<777 <(7@

a. ". c. d.

11. 'epeat the process. Chec* for optimality0 1t is not optimum "ecause of negatives in C < H row. Eetermine the entering varia"le0 he largest negative is in column 5 1. Eetermine the leaving varia"le0 2I-1I(. 6 ;# 2I-10I(. 6 0.;. herefore# it is row a 2. Bind new pivot-row value using the pivot value of 10I(0 1 0 0.2 <0.( <0.2 0.( 0.;

6S-&0

Supplement to Chapter 06 - Linear Programming

e. Eetermine values for new 52 row0 0 f. 'ow 52 51 H 1 <0.& 0.1 0.& <0.1 1.; Eetermine new values for row H0 Cost 10 12 51 10-0. 12-1. 12 51 12 12 0 52 10-1. 12-0. 10 52 10 10 0 s1 10-<0.&. 12-0.2. <0.6 s1 0 <0.6 0.6 s2 10-0.1. 12-<0.(. <&.; s2 0 <&.; &.; a1 777 0.6 77;.( a1 10-0.&. 12-<0.2. 0.6 a2 777 &.; 77+.2 a2 10-<0.1. 12-0.(. &.; Ruantity 10-1.;. 12-0.;. 2@.6

g. Eetermine values for the C < H row0 C H C<H

h. Set up the ne5t ta"leau. Since no C < H values are negative# the solution is optimal. %ence# 51 6 0.;# 52 6 1.;# and minimum cost is 2@.60. C Maria"les in solution a1 a2 H C<H 12 51 0 1 12 0 10 52 1 0 10 0 0 s1 <0.& 0.2 <0.6 0.6 0 s2 0.1 <0.( <&.; &.; 777 a1 0.& <0.2 0.6 777 a2 <0.1 0.( &.; Ruantity 1.; 0.; 2@.6

10 12

77;.( 77+.2

6S-&1

Supplement to Chapter 06 - Linear Programming

Problems for t e enric ment module (simple!) 1. Kiven this information0 >a5imi3e Su",ect to Cutting Stapling Grapping +5 : 12y : ;3 1#(00 minutes @5 : 7y : 73 1#2+0 minutes (5 : &y : 63 @20 minutes 5# y# 3 0 Solve for the 2uantities of products 5# y# and 3 that will ma5imi3e revenue. 2. a. >inimi3e Su",ect to Lse the simple5 method to solve these pro"lems0 H 6 2151 : 1;52 -1. +51 : 1052 100 -2. 251 : 152 10 51# 52 0 ". >inimi3e Su",ect to H 6 25 : +y : &3 -1. 165 : 10y : 1;3 &(0 -2. 115 : 12y : 1&3 &00 -&. 25 : 6y : +3 120 5# y# 3 0 &. Lse the simple5 method to solve the following pro"lem. >inimi3e H 6 &51 : (52 : ;5& Su",ect to 251 : 52 6 52 : 25& ( 51# 52# 5& 0 Lse the simple5 method to solve the following pro"lem. >a5imi3e H 6 ;51 : 252 Su",ect to (51 : +52 20 251 : 652 1; 51# 52 0 8ote0 'ow operations in pro"lems & and ( are computationally easy. H 6 10.+05 : 11.@+y : 10.;03

(.

6S-&2

Supplement to Chapter 06 - Linear Programming

Solutions"#nric ment $odule (S%$P&#')


1. C Mar 0 0 ( S1 S2 S& H C<H 10.+ ? + @ ( 0 10.+ 11.@+ y 12 7 & 0 11.@+ 10.;0 3 ; 7 6 0 10.;0 0 S1 1 0 0 0 0 0 S2 0 1 0 0 0 0 S& 0 0 1 0 0 "i 1#(00 1#2+0 @20 0 ratio 116.6@ 1&;.;7 2(0

Mar

? +I12 1&I( 11I(

y 1 0 0

3 2I& & (

S1 1I12 <&I( <1I(

S2 0 1 0 0 0

S& 0 0 1 0 0

"i

ratio

11.(+ y 0 S2 0 S& H C<H

1#(00I12 2;0 200 61.+( &@0 1&(.+( 1#&@0.;&

(.;76 11.@+ +.60( 0

@.;&& 0.7@7 2.76@ <0.7@7

Mar

? 0 1 0 10.+ 0 ? 0 1 0 10.+ 0

y 1 0 0 11.@+ 0 y &7I@ 7I@ <1+I@ 1&.+ <1.@+

3 11I&7 12I1& 17I1&

S1 @I&7 <&I1& +I1&

S2 <+I&7 (I1& <11I1&

S& 0 0 1 0 0 S& 0 0 1 0 0

"i 71.026

ratio +0@.1

11.@+ y 10.+ 0 5 S& H C<H C 0 10.+ 0 Mar S1 5 S& H C<H

61.+( 2610I1& +22 1#@1+.@&

1&.01 <0.&1( 1.@2( <2.206 0.&1( <1.@2( 3 11I@ 11@I71 @;I71 1&.+ <2.@ S1 1 0 0 0 0 S2 <+I@ <1I@ <(I@ 1.+ <1.+

"i +0@.1( 1@;.+@ +.@2 1#;@(.77

=ptimal solution is 5 6 1@;.+@# y 6 0# 3 6 0# and optimal solution 6 1;@(.7

6S-&&

Supplement to Chapter 06 - Linear Programming

Solutions (continued)
2. a. >inimi3e H 6 s.t. 2151 : 1;52 +51 : 1052 : )1 < S1 6 100 251 : 152 : )2 < S2 6 10 21 51 + 2 1; 52 10 1 > )1 1 0 > <0 0 S1 <1 0 <> > > )2 0 1 > <0 0 S2 0 <1 <> >

1.

C C Mar > )1 > )2 H C<H

"i 100 10 110>

ratio 10 10

@> 11> S21<@>T S1;<11>T

C 11. C Mar 1; 52 > )2 H C<H

21 51 0.+ 1.+ S1.+>:7T S12<1.+>T

1; 52 1 0 1; 0

> )1 0.1 <0.1

0 S1 <0.1 0.1

> )2 0

0 S2 0 "i 10 0 1;0 ratio 20 0

1 <1 > <> <0 >

S1.;<0.1>T S0.1><1.;T S1.1><1.;T S1.;<.1>T

C 111. C Mar 1; 52 21 51 H C<H

21 51 0 1 21 0

1; 52 1 0 1; 0

0 S1 <0.1&&& :0.066@ <0.77777 0.77777

0 S2 0.&&& <0.66@ <;.000 ;.000 "i 10 0 1;0

he optimal solution0 51 6 0V 52 6 10V H 6 1;0

6S-&(

Supplement to Chapter 06 - Linear Programming

Solutions (continued) 2. ". 1. C 2 Mar ? > > > )1 )2 )& 16 11 2

+ y 10 12 6

& 3 1; 1& +

> )1 1 0 0 > 0

0 S1 <1 0 0 <> > S1 <.0++6 .@22 .2@@;

> )2 0 1 0 > 0 )2 0 1 0 > 0 S&

0 S2 0 <1 0 <> > S2 0 <1 0 <> >

> )& 0 0 :1 > 0 )& 0 0 1 > 0 "i

0 S& 0 0 <1 <> > S& 0 0 <1 <> > "i

"i &(0 &00 120 @60>

H 27> 2;> &6> C<H S<27>:2T S<2;>:+T S<&6>:&T 11. C & > > Mar H )2 )& ? .;;;7 <.+++6 <2.((( y .+++6 (.@@; &.2229 S;>:1.@T S<;>:&.&T y 0 0 1 + 0 3 1 0 0 & 0 y 0 0 1 + 0 3 1 0 0 & 0 3 1 0 0 & 0 S1 <.10&( .&10& 0.0;621 )1

.0++6 <.@22 <.2@@;

1;.;7 +(.(( 2+.+6 ;0>:+6.@

H S<&>:2.@T C<H S:&>:.@T 111. C & > + Mar 3 )2 C ? 1.&1 &.0679 <0.@+;6

S<>:.1@T S><.1@T S2><(@T S<>:.1@T )2 0 1 0 0 S2 .(2@ <.&2+; <.2(@2 <0.606@ 0.606@ S2 <0.&&&& <&.222 .2@@;9 :0.&;;7 <0.&;;7 S2 0 <1 0 <> >

.1@2( 1.(;& <0.&10& S1.+><1.0&T S<1.+>:1.0&T S& <0.(60@ .(;&1 .0+61; <0.1&(; 0.1&(; S& .666@ (.@@; <0.@222 <1.6111 1.6111

1(.(; 16.++ @.7&1 S16.++>:;&.1T

H S&>:.1&;T C<H S<&.1>:1.;6T 1M. C & 2 + Mar 3 5 y H C<H M. C & 0 + Mar 3 S1 y H C<H ? 0 1 0 2 0 ? 2.&&& 7.;;7 <1.611 <1.06 &.0+6 y 0 0 1 + 0

S.&>:.121T S<.&><.121T S1 <0.2&6 .1011 .1627 0.&07 <0.&07 3 1 0 0 & 0 S1 0 1 0 0 0

"i @.(16 +.&7& 12.02 7&.1+

"i 20 +&.&& &.&&& @6.6@

6S-&+

Supplement to Chapter 06 - Linear Programming

Solutions (continued) M1. C & 0 0 Mar 3 S1 S2 H C<H 5 .( <;.; <+.; 1.2 .; y 1.2 11.6 &.6 &.6 1.( 3 1 0 0 & 0 S1 0 1 0 0 0 S2 0 0 1 0 0 S& <0.200 <&.6 <2.6 <0.6 .6 "i 2( 72 2& @2

=ptimal solution is0 5 6 0V y 6 0V 3 6 2( and H 6 @2.0

&.
C Mar > > )1 )2 H, C,<H, C Mar & > 51 )2 H, C,<H, C Mar & ; 51 5& H, C,<H, C Mar & ( 51 52 & 51 2 0 2> &<2> & 51 1 0 & 0 & 51 1 0 & 0 & 51 1 0 ( 52 1 1 2> (<2> ( 52 J 1 ><&I2 +I2 <> ( 52 J J 11I2 <&I2 ( 52 0 1 ; 5& 0 2 2> ;<2> ; 5& 0 2 2> ;<2> ; 5& 0 1 ; 0 ; 5& <1 2 0 S1 <1 0 <> > 0 S1 <J 0 <&I2 &I2 0 S1 <J 0 <&I2 &I2 0 S1 <J 0 0 S2 0 <1 <> > 0 S2 0 <1 <> > 0 S2 0 <J <( ( 0 S2 J <1 > )1 1 0 > 0 > )2 0 1 > 0 "i 6 ( 10> "iIai, 6I2 6 & <

"i & ( (>:7

"iIai, &J66 (16(

"i & 2 2+

"iIai, &J66 2J6(

"i 1 ( 17

H, & ( + <&I2 <+I2 C,<H, 0 0 & &I2 +I2 he optimal solution is0 51 6 1V 52 6 (V 5& 6 0 and H 6 17.

6S-&6

Supplement to Chapter 06 - Linear Programming

Solutions (continued)
(. C, Mar 0 0 S1 S2 H, C,<H, C, Mar ; 0 51 S2 H, C,<H, 51 1 0 ; 0 52 +I( @I2 10 <; S1 W <1I2 2 <2 S2 0 1 0 0 "i + ; (0 ; 51 ( 2 0 ; 2 52 + 6 0 2 0 S1 1 0 0 0 0 S2 0 1 0 0 "i 20 1; 0

=ptimal solution is 51 6 +# 52 6 0# S1 6 0# S2 6 ; and H 6 (0.

6S-&@

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