Lecture 3 QA

Quantitative Analysis lecture 3 Date: 24/1/2017
Exceptions for
Linear
Programming
Audio 122 05:00
In the Linear Programming there are 4 exceptions,
cannot happen in the real life
First : It can be Infeasible .
Second: It can be Unbound
Third: It can be Redundant
Fourth : It can be alternate Solution

In the book: X1 & X2 means : X, Y
X+2Y<6
2X+ Y<8
X >7
1 Prof. Maged Morcos

First : It can be Infeasible .
FIGURE
A Problem with No Feasible Solution
- From the graph there is 2 regions, when
we draw the line of the objective function
curve ,
- we discover that there is a missing
boundary
- We have 2 regions now, this is infeasible
It wont work, there is something wrong in
the information : either of these formulas
is wrong > , < is wrong
- Either the X will be > 7 , or the X will be <
4
- This is infeasible region ,
- This mean that the information is not

correct

Second: It can be Unbound
- In the below graph there is a maximization

region
- You can draw the constraint.
- And the objective function has to move
and find a point
- The point isnt reached , because there is
no boundary to close is
- It is open bound
- X1 here is (infinity)
Example: number of the cars is , a work
can never be like this.
FIGURE 10.13
Solution Region that is Unbounded to the Right

Third: It can be Redundant
- ----
- Redundant mean I can remove one of the

information
- First one is wrong information
- second one is missing information
- The third one is extra information

Fourth : It can be alternate Solution
- This is the solution of Lecture 2

- The Objective function falls exactly on one
of the constraints, on one of the lines
- When it falls on it any point of it , : X & Y =
....
- Will change X &Y , and get the same
profit .

Problem will come as a case study

not in the exam
Maximize the Profit X + 2 Y < 6
2X+ Y<8
X >7
Solved Problem 10 - 3
Solve the following problem, given these
constraints and objective function:
Maximise profit = 30 X + 40 Y
Subject to : 4X+ 2Y
16
2X - Y 2
Y 2
X Y 0
- From where the negative sign ( what was

the given information to put negative
sign )
- This is relationship between 2 products.
+ Y + X -

+ Y + X -

X = 0 Y = -2 ( In the negative
sign area )
We draw the line up to the positive area .

Then the feasible region appears.
We should work in the positive area, either
there is a production or no

Either I get ( 0 , 0 ) OR ( 0 & Some value )

Linear Programming
The Graphical Method
1) Problem Description
RMC, Inc. is a firm that produces chemical-based
products. In a particular process three raw
materials are used to produce two products.
The material requirements per ton are shown
below.
Product Material 1 Material 2 Material 3
Fuel 2 3
5 2/5 0 5 3/5
additive
Solvent 1 1 3
2 1/2 5 1/5 10
base
Example: 1/2 ton material 1 is used in each ton

of solvent base.
For the current production period RMC has
available the following quantities of each raw
material. Because of spoilage, any materials
not used for current production must be
discarded.
Number of Tons
Material Available Material for
Production
Material 1 20
Material 2 5
Material 3 21
If the contribution to profit is $40 for each ton of
fuel additive and $30 for each ton of solvent base,
how many tons of each product should be
produced in order to maximize the total

contribution to profit?
- We have here 3 raw materials producing 2

products not 3 departments, (it is not
essentials that you have departments)
- We have the table ready
Product Material 1 Material 2 Material 3
Fuel
2/5 0 3/5
additive
Solvent
1/2 1/5 3/10
base
- These are the available :

Number of Tons
Material Available Material for
Production
Material 1 20
Material 2 5
Material 3 21
- (When we will prepare the free

format) All of these will be less than <
Profit = 40 X + 30 Y
Subjectif to :
(We should do maximization for linear
programming)
How to draw it:
Let X = 0 Y=
Let Y = 0 X=

The line without X, the Y Value will be parallel to

the X Axis
- This is not the exception, it can come in

the exam, it has different shapes.
- (1, 2, 3, 4, 5) are extreme points (this

is a question in the exam.)
- PS: 0, 0 is included in the extreme
points do not ignore it.
- We have to bring the profit Line (
) , in order to find the solution
- To draw the profit line , we have to
return to:
- Profit = 40 X + 30 Y
- We will chose any number
- Lets choose $ 240

- Any point in this line will bring $ 240 , the
empty space is a constraint I didnt
utilize , which mean I didnt utilize all my
resources .
- I need to move the line parallel
- Why parallel , because it is 40 to 30

- When going parallel , the line will go out of

the region, and will touch a point or a line
-
- This is the point where

Profit = 40 X + 30 Y
X= 25 Y = 20
Profit = 40 (25) + 30 (20) =$ 1600.

The problem was: maximize 40 X + 30 Y (with no

assumption)
Profit Region -

Determining the optimal solution
algebraically
- Is not needed, we need to solve it graphically only.
- Algebra will be done by the computer
later on .
Determining the optimal solution

Graphically
- You draw it graphically.
- You need to satisfy 2 formulas together , in
order to get the best X, and the Best Y.
- The missing part in this problem is the
slack
- The slack is :
Max 40 X + 30 Y+ 0S1+ 0S2 + 0S3
Subject to
2 1
5 X + 2 Y + 1 S1 = 20

1
0X+ 5 Y+ 1 S2 =5
3 3
5 X + 10 Y + 1 S3 = 21
X, Y, S1, S2, S3 0
- How will find the S :
From the graph ( dont interfer in the
QA, take it from the
graph)
X= 25 Y= 20
:
Tons Unus
Material Tons required
Availa ed
s (X = 25 , Y =20)
ble Tons
2
Material 5 1
+ 2 (20) = 20 20 0
1
(25)
Material 0 1
+ 5 (20) = 4 5 1
2 (25)
3
Material 3 10 3/10
5 (25) + = 21 21 0
3
(20)
- Material 1 ( No tons remaining )

- Material 3 ( No tons remaining )
- Material 1 & 3 are binding constraints
- Meaning those are the 2 constraints (S1 &
S3 ) that got me the solution
- S2 has a surplus of 1 ton ( we cant tell the

procurement to buy it again ).
- S2 is stored and there isa a shortage in S1 &
S3
- For the new coming production, we need 20
Ton of S1 & 21 Tons of S3, otherwise you are
not going to produce the X & Y or 25 and 20.
- The 25 & 20 came from these
materials
- These materials made X = 25 & Y = 20.

Sensitivity analysis
Conceptual Part
- I told the Finance manager that the contribution
to profit of Product 1 & Product 2 started to
change
- Meaning you're not going to realize the $ 40 &

$ 30
- The Manager confirm that the material is still

fixed: ( 20 , 5 , 21 )
- Means that : Until where and when the

contribution to profit changes and I have the
same material ( 25 , 20 ) produced and I will get
the same $ 1600
- If there is a combination between 40 & 30 can I

get $ 1600
- 40 & 30 comes from ((= Sales Cost ))

- Estimate that the cost of X rise the 40 will be 38
- Will do a sensitivity analysis ( We have to ask a
question):
40
20 25
1600$
If the 40 diminish (getting less) , with how

much I have to increase the price of the other
product , in order to point (which provide 25
& 20) on the graph remain the same, the

slope will change but still touch the same

point , So the value will remain $ 1600.
Y will not be produced with the same value.
But the profit will be less.
- X = 38 instead of 40
- The formula will be as follow:
- 38 ( 25 ) + C1 ( 20)=$ 1600.
- C1 ( 25 ) + 32 ( 20) = $ 1600
- (this is the if than rule )
- The objective function is swinging between 2

constraints and still getting the same point

- The original line was ( 40 & 30 ) (Audio 40:00 )

- If I will slope it here , or there still the same point , till
it touch the line and be on it , it is bound between the
2 constraints which gives me the solution (between
S1 & S 3 ) .
- Check the equation of the slope of line A, and the
slope of line B, and we play with the slope of the
objective function in between.
- The slope of the objective function is between the 2
lines
- If it gets out, it is a new problem.
- Within this range this is my play with the 40 & 30
- I can make discounts in one of the products, and
increase the other products, before it appears in the
market. (That what Carrefour do)
- Slope of the Line B ( you can name it Third
Constraint )
- Slope of the Line A ( you can name it First
Constraint )
Slope of Line
Slope of Line B Objective Slope of Line A
Function
-2 -C1/C2 -4/5
2 1
X + Y 20 3 3 C 1 + C 2 Y = 1600
5 2 X + Y 21
5 10
1 2 3 3
Y= X +20 Y= X +21 /10Y
2 5 10 5 C2 Y = - C1+ 1600

2 X 2 2 X 20 3 X 10 10 X 21
Y= X+ Y= X+
1 X5 1X 1 3X5 3X1
(2X2) (2X
40 ) ( 3 X 10 ) ( 10
X 21 / 3 )
4 Y=
30
X +70
Y= - C1/C 2
Y= X + 40
5 15 +1600/C2
( 1X5 ) (3X5)
Y - 2 X + 70
Slope of Line B
- ( - ) means it has a slope
- Times X ( this is the tangent , the angel)
( ) X -
- Now we need the Objective function (40 & 30) ,
because they are unknown, we will call them
Parameter (Coefficient
- Coefficient of X + Coefficient of Y = 1600
X Y
- Profit = 40 (25) + 30 (20) =$ 1600.
C1 C2
- C1 X + C2 Y = 1600
- C2 Y = - C1 X + 1600
C 1 1600
Y= X+
- C2 C2

- Usually in the middle - C1 / C 2
- Here are 2 problems ,we have to separate

them :
Slope of Line
Function
-2 -C1/C2 -4/5
C1 C 1 4
2
C2 C2 5
C1 C 1 4
2
30 30 5
C 124
- 60 - C1
C1 60 C1 24
24 C1 60
- When You do sensitivity analysis, You fix
everything and you change only one
- To get the C2
Slope of Line
Function
-2 -C1/C2 -4/5
C1 C 1 4
2
C2 C2 5
40 40 4
2
C2 C2 5
C 250
- 20 - C2
C2 80 C2 50
20 C2 50
- What the benifit of getting these results?
- I have to gain a profit = $ 1600
- I have to make trials till it meet in a range
- If I want to increase my profit in this problem, what are

the components here that change the X, Y, and allow
me to get a higher profit?
- If I want to improve the situation , I have to produce

more,
- The X, Y should change.
- If I will increase the material!

- If I found 3 packs of the material 3, in the store

which increase the production by 3 tons.
- Material 3 will 24 instead 21
- The feasible region will be shifted, and the line of the

objective function ( ) will touch another point.
- When I will use the combination of this point in my

profit, it will give me a higher value.
- If it was 3 tons less, it will make another region.
- It will reach the point earlier.
- The X, Y will be less
- Audio 122 (1: 14 ) ??????

Problem Description
Captain Johns Yachts, Inc., located in Fort Lauderdale,

Florida, and rents three types of ocean going boats:
sailboats, cabin cruisers, and Captain Johns favorite, the
luxury yachts. Captain John advertises his boats with his
famous you rentwe pilot slogan, which means that
the company supplies the captain and crew for each
rented boat. Each rented boat has one captain, of
course, but the crew sizes (deck hands, galley hands,
etc.) differ. The crew requirements, in addition to a
captain, are one for sailboats, two for cabin cruisers,
and three for yachts. Ten employees are captains, and
an additional 18 employees till the various crew
positions. Currently, Captain John has rental requests for
all of his boats: four sailboats, eight cabin cruisers, and
three luxury yachts. If Captain Johns daily profit
contribution is $50 for sailboats, $70 for cruisers, and
$100 for luxury yachts, how many boats of each type
should he rent?

Notes:
- What type of constraints that he has?
- He 10 Captains, 18 crew, He got some orders
Captain Crew Profit
Sailboat $ 50
Cabin Cruiser $ 70
Captain $ 100
Capacity
-
- How he will going to mingle this into one problem
Maximize Profit
Max P = 50 X + 70 Y + 100 Z
- This problem cannot be drawn, (X, Y, Z).
- It will be solved as free format only

1) Free Format
Max P = 50 X + 70 Y + 100 Z
- Subject to the following constraints:
C1 : X + Y + Z 10 Captian
C2 : X + 2Y + 3 Z 18 Crew
C3 : X 4 Sails Boat
C4 : Y 8 Cabin
Cruiser
C5 : Z 3 Luxury
Yacht
C6: X , Y , Z 0
- the computer will tell us, bring ---- X, & ---- Y, --- Z
- We will find slacks, this will be eliminated
- This gives us a view on outsourcing
- if I have to increase the 10 captains, or to increase the

18 crew or to refuse the trips.
- This is happening in the tourism companies, they hire

each other employees casually.
2) Table Format
Variabl Captai
Crew X Y Z Profit
e n

X 1 1 1 0 0 50
Y 1 2 0 1 0 70
Z 1 3 0 0 1 100

Capaci
10 18 4 8 3
ty
X, Y , Z -
Constraint
Constraints Variables -
- Page 89 in the book, solve the same problem in the
book, and find how many : X, Y, Z,
Profit
- Check the sensitivity table
- No : 19 in the book
- Page 89: Solving Linear Programmming using Excel.
- Steps of the solver.

Lecture 3 QA

Загружено:

Сведения о документе

Исходное описание:

Авторское право

Доступные форматы

Поделиться этим документом

Поделиться или встроить документ

Параметры публикации

Этот документ был вам полезен?

Это неприемлемый материал?

Авторское право:

Доступные форматы

Lecture 3 QA

Загружено:

Авторское право:

Доступные форматы

Quantitative Analysis lecture 3 Date: 24/1/2017

First : It can be Infeasible .

Second: It can be Unbound

Third: It can be Redundant

Fourth : It can be alternate Solution

1 Prof. Maged Morcos

First : It can be Infeasible .

- This mean that the information is not

3 Prof. Maged Morcos

Second: It can be Unbound

- In the below graph there is a maximization

4 Prof. Maged Morcos

Third: It can be Redundant

- Redundant mean I can remove one of the

5 Prof. Maged Morcos

Fourth : It can be alternate Solution

- This is the solution of Lecture 2

6 Prof. Maged Morcos

Problem will come as a case study

- From where the negative sign ( what was

7 Prof. Maged Morcos

8 Prof. Maged Morcos

Either I get ( 0 , 0 ) OR ( 0 & Some value )

9 Prof. Maged Morcos

Example: 1/2 ton material 1 is used in each ton

produced in order to maximize the total

- We have here 3 raw materials producing 2

- These are the available :

- (When we will prepare the free

11 Prof. Maged Morcos

The line without X, the Y Value will be parallel to

- This is not the exception, it can come in

- (1, 2, 3, 4, 5) are extreme points (this

- We will chose any number

- Lets choose $ 240

13 Prof. Maged Morcos

- When going parallel , the line will go out of

- This is the point where

14 Prof. Maged Morcos

The problem was: maximize 40 X + 30 Y (with no

Determining the optimal solution

15 Prof. Maged Morcos

- Material 1 ( No tons remaining )

- S2 has a surplus of 1 ton ( we cant tell the

17 Prof. Maged Morcos

- Meaning you're not going to realize the $ 40 &

- The Manager confirm that the material is still

- Means that : Until where and when the

- If there is a combination between 40 & 30 can I

- 40 & 30 comes from ((= Sales Cost ))

If the 40 diminish (getting less) , with how

18 Prof. Maged Morcos

slope will change but still touch the same

- The objective function is swinging between 2

19 Prof. Maged Morcos

- The original line was ( 40 & 30 ) (Audio 40:00 )

20 Prof. Maged Morcos

- Profit = 40 (25) + 30 (20) =$ 1600.

21 Prof. Maged Morcos

- Usually in the middle - C1 / C 2

- Here are 2 problems ,we have to separate

- I have to gain a profit = $ 1600

- I have to make trials till it meet in a range