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Linear Programming
B M O D U L E
DISCUSSION QUESTIONS point in the feasible region that the line touches is the optimal
corner point.
1. Students may select from eight LP applications given in the
introduction. These include school bus scheduling, police patrol 11. The corner point method examines the profit at every corner
allocation, scheduling bank tellers, selecting product mix, picking point, whereas the isoprofit line method draws a series of parallel
blends to minimize cost, minimizing shipping cost, developing profit lines until one line finally touches the last tip (corner point)
production schedules, and allocating space. of the feasible region. That last point touched is the optimal
solution, so other corner points need not be tested.
2. LP theory states that the optimum lies on a corner. All three
solution techniques make use of the “corner point” feature. 12. When two constraints do not cross at an axis, we use
simultaneous equations—there is only one point where two linear
3. The feasible region is the area bounded by the set of problem
equations (constraints) cross.
constraints. A feasible solution is any combination of x, y
coordinates (or x1, x2 coordinates) that is in or on the feasible 13. (a) Adding a new constraint will reduce the size of the
region. feasible region unless it is a redundant constraint. It can
never make the feasible region any larger.
4. Each LP problem that has been formulated correctly does
(b) A new constraint can only reduce the size of the feasible
have an infinite number of possible solutions. Any point within
region; therefore the value of the objective function will
the feasible region is a solution that satisfies all constraints
either decrease or remain the same. If the original
(although it is not necessarily optimal). In addition, for any
solution is still feasible, it will remain the optimal
problem in which the optimal solution lies on a constraint that is
solution.
parallel to the objective function, all points along that constraint
are also both feasible and optimal.
5. The objective function contains the profit or cost information ACTIVE MODEL EXERCISE
that enables us to determine whether one solution is better than an-
other solution. Our choice of best depends only on the objective. ACTIVE MODEL B.1: LP Graph
6. Before activity values can be placed into the objective, they 1. By how much does the profit on x-pods need to rise to make
must meet the constraints. Notice that the objective function has no it the only product manufactured?
minimum-required profit level unless it is included as a constraint. If the profit per x-pod is more than $10 per unit, then
7. As long as the costs do not change, the diet problem always it is the only product that should be manufactured.
provides the same answer. In other words, the diet is the same 2. By how much does the profit on x-pods need to fall to stop
every day. Unlike animals, people enjoy variety, and variety manufacturing it?
cannot be included as a linear constraint. At $6.66 and below, we should not manufacture any
8. The number of feasible solutions is infinite. We only need to x-pods.
consider extreme points—corner points—to find the optimal 3. What happens to the profit as the number of assembly hours
solution. If we use isoprofit lines, we only need to examine one increases by 1 hour at a time? For how many hours does this
corner point to determine the optimal solution. hold true?
9. Shadow price or dual: the value of one additional unit of a The profit rises by $.50 per hour until we reach 120 hours,
resource, such as one more hour of a scarce labor resource or one at which point the rise stops.
more dollar to invest. 4. What happens if we can reduce the electronics time for Blue-
10. The isocost line is moved down in a minimization problem berrys to 2.5 hours?
until it no longer intersects with any constraint equation. The last The profit rises by $70.
228
229 QUANTITATIVE MODULE B L I N E A R P R O G R A M M I N G
END-OF-MODULE PROBLEMS B.3 We solve this problem by the isocost line method:
B.1
X Y Z = 4X + 6Y
0 0 0
4 0 16 Unique optimal solution is (0, 4) with z = 4.
0 4 24
1.33 3.33 25.33 (optimal)
B.4 (a) Corner points (0,50), (50,50), (0,200), (75,75), (50,150).
(b) Optimal solutions: (75,75) and (50,150). Both yield
profit of $3,000.
B.2
B.5
X Y Z = 24X + 15Y
Maximize 25x1 + 15x2
0 20 300
11 0 264 Subject to 3x1 + 2x2 ≤ 240 (wiring)
3.86 4.54 160.86 (optimal) 2x1 + 1x2 ≤ 140 (drilling)
x1, x2 ≥ 0 (nonnegativity)
B.6 (a) Let x1 = number of liver-flavored biscuits in a package Profit:
x2 = number of chicken-flavored biscuits in a @a: (x1 = 0, x2 = 0) ∴Obj = $0
package @b: (x1 = 0, x2 = 120) ∴ Obj = 25 × 0 + 15 × 120 =
Minimize x1 + 2x2 $1,800
Subject to x1 + x2 ≥ 40 @c: (x1 = 40, x2 = 60) ∴ Obj = 25 × 40 + 15 × 60 =
2x1 + 4x2 ≥ 60 $1,900*
x1 ≤ 15 @d: (x1 = 70, x2 = 0) ∴ Obj = 25 × 70 + 15 × 0 =
x1, x2 ≥ 0 $1,750
(b) Corner points are (0,40) and (15,25). Optimal solution is * The optimal solution is to produce 40 air conditioners and
(15,25) with cost of 65 cents. 60 fans each period. Profit will be $1,900.
(c) Minimum cost = 65 cents. B.8
B.7
x1, x2 ≥ 0 (nonnegativity)
Profit:
@a: (x1 = 0, x2 = 200) ∴ Obj = 90 × 0 + 70 × 200
= $14,000.00
@b: (x1 = 85.71, x2 = 142.86) ∴ Obj = 90 × 85.71 + 70 ×
142.86
= $17,714.10
@c: (x1 = 200, x2 = 0) ∴ Obj = 90 × 200 + 70 × 0
= $18,000.00*
* The optimal solution is to produce 200 Model A tubs, and 0
Model B tubs. Profit will be $18,000.
B.9 (a) Let T = number of trucks to produce per day
C = number of cars to produce per day
Maximize z = 300T + 220C
1 1 Let x1 = number of Alpha-4 computers
such that: T + C ≤1
40 60 x2 = number of Beta-5 computers
Maximize 1200x1 + 1800x2
1 1
T+ C ≤1 Subject to 20x1 + 25x2 = 800 (total hours)
50 50 x1 ≥ 10 (Alpha-4s)
T, C ≥ 0 x2 ≥ 15 (Beta-5s)
(b) Graph feasible region: x1, x2 ≥ 0 (nonnegativity)
Profit:
@ a: (x1 = 10, x2 = 24) ∴ Obj = 1200 × 10 + 1800 × 24
= $55,200*
@ b: (x1 = 21.25, x2 = 15) ∴ Obj = 1200 × 21.25 + 1800 ×
15
= $52,500
* The optimal solution is to produce 10 Alpha-4 and 24 Beta-5
computers per period. Profit is $55,200.
B.11 Let: X1 = number of pounds of compost in each bag
X2 = number of pounds of sewage waste in each bag
Minimize cost = 5X1 + 4X2 (in cents)
Subject to X1 + X2 ≥ 60 (pounds per bag)
X1 ≥ 30 (pounds compost per bag)
(c)
X2 ≤ 40 (pounds sewage per bag)
Point Coordinates z Value Corner point a:
O (0, 0) 0
(X1 = 30, X2 = 40) ⇒ cost = 5(30) + (4)(40) = $3.10
Corner point b (which is optimal):
A (0, 50) 11,000
(X1 = 30, X2 = 30) ⇒ cost = 5(30) + (4)(30) = $2.70
C (40 ,0) 12,000 Corner point c:
B Solve 2 equations in 2 unknowns 12,600 (X1 = 60, X2 = 0) ⇒ cost = 5(60) + (4)(0) = $3.00
←
derived from constraints (1) and
(2) to obtain (20, 30)
(d) Produce 20 trucks and 30 cars daily for a profit of
$12,600 per day.
B.10
QUANTITATIVE MODULE B L I N E A R P R O G R A M M I N G 232
B.12
B.15 (a)
(b)
Corner Points
X1 X2 Profit
0 0 0
X1 = $ invested in Treasury notes
15 0 90
X2 = $ invested in bonds
0 10 150
Maximize ROI = 0.08X1 + 0.09X2
12 6 162 (Optimal)
X1 ≥ $125,000
X2 ≤ $100,000
X1 + X2 = $250,000 The maximum value of the objective is $162, obtained by
X1 , X2 ≥ 0 producing 12 wren houses and 6 bluebird houses.
Point a (X1 = 150,000, X2 = 100,000),
ROI = $21,000 (optimal solution)
Point b (X1 = 250,000, X2 = 0), ROI = $20,000
B.22
QUANTITATIVE MODULE B L I N E A R P R O G R A M M I N G 236
B.26 (a) x ≤ 4 (line 1)
Minimize: –x ≤ 2 (line 2)
x +2y ≤ 6 (line 3)
–x +2y ≤ 8 (line 4)
y ≥ 0 (line 5)
There are 5 corner (extreme) points. 6 x1a + 5x1b + 3x1c + 8 x2 a + 10 x2b + 8x2 c + 11x3a + 14 x3b + 18x3c
(g) If we could ship 10 tons less to Customer A, we might Hours on test device 2:
be able to save: $65 (shadow price = $6.5/ton). Cust B 2 X1 + 5 X2 + 3X3 + 2 X4 + 15 X5 + 17 X6
Shadow price is higher for filling Customer B’s demand =
60
$7.25 > $6.5 and we are trying to minimize costs.
Hours on test device 3:
B.28 Let x1 = number of medical patients
5 X1 + 1X2 + 3X3 + 2 X4 + 9 X5 + 2 X6
x2 = number of surgical patients =
The appropriate equations are: 60
Maximize 2280x1 + 1515x2 Thus, the objective function is
Subject to: 8 x1 + 5 x2 ≤ 32,850 (patient days available) Maximize contribution per unit = Revenue – Material
3.1x1 + 2.6 x2 ≤ 15,000 (lab tests) cost – Test cost
1x1 + 2 x2 ≤ 7,000 (X rays) = 200 X1 + 120 X2 + 180 X3 + 130 X4 + 430 X5 + 260 X6
x2 ≤ 2,800 (operations) − 35 X1 − 25 X 2 − 40 X3 − 45 X4 − 170 X5 − 60 X6
x1 , x2 ≥ 0 (nonnegativity) 7 X1 + 3 X2 + 12 X3 + 6 X4 + 18 X5 + 17 X6
− 15
60
Optimal: x1 = 2790, x2 = 2104, Profit = $9,551,659 2 X1 + 5 X 2 + 3 X3 + 2 X4 + 15 X5 + 17 X6
or 2,790 medical patients, 2,104 surgical patients, − 12
60
Profit = $9,551,659 (all numbers rounded) 5 X1 + 1X2 + 3 X3 + 2 X4 + 9 X5 + 2 X6
Beds required: − 18
60
Use: Medical: 8 × 2790 = 22,320
This can be rewritten as
Surgical: 5 × 2104 = 10,520 M aximize contribution
32,840 per unit: = $161.35X1 + 92.95X2 + 135.50X3
+ 82.50X 4 + 249.80X 5 + 191.75X6
22,320
Medical uses: = 68% → 61 beds
32,840 Subject to:
10,520
Surgical uses: = 32% → 29 beds 7 X1 + 3X2 + 12 X3 + 6 X4 + 18 X5 + 17 X6
32,840 ≤ 120 hours
60
Here is an alternative approach that solves directly for the
2 X1 + 5 X2 + 3X3 + 2 X4 + 15 X5 + 17 X6
number of beds: ≤ 120 hours
60
Maximize revenues = 104,025x1 + 110,595x2 5 X1 + 1X2 + 3X3 + 2 X4 + 9 X5 + 2 X6
≤ 100 hours
Subject to: x1 + x2 ≤ 90 beds 60
8x1 + 5 x2 ≤ 32,850 (patients/yr)
(b) The solution is
141.44x1 + 189.8 x2 ≤ 15,000 (lab tests)
X1 = 496.55 internal modems
45.63x1 + 146 x2 ≤ 7,000 (x-rays)
X2 = 1,241.38 external modems
73x2 ≤ 2,800 (operations)
X3 through X6 = 0
where x1 = no. of medical beds = 61.17 Profit = $195,504.80
x2 = no. of surgical beds = 28.83 (c) The shadow prices, as explained in Module B, for addi-
Revenue is $9,551,659, as before. tional time on the three test devices are $21.41, $5.75,
B.29 (a) Let X1 = no. of units of internal modems produced and $0, respectively, per minute.
per week
X2 = no. of units of external modems produced per
week
X3 = no. of units of circuit boards produced per week
X4 = no. of units of jump drives produced per week
X5 = no. of units of hard drives produced per week
X6 = no. of units of memory boards produced per week
Objective function analysis: First find the time used on
each test device:
Hours on test device 1:
7 X1 + 3X2 + 12 X3 + 6 X4 + 18 X5 + 17 X6
=
60
QUANTITATIVE MODULE B L I N E A R P R O G R A M M I N G 238
B.30
Cost/ Calories/ Percent Pro- Percent Percent Fruit/
Foods Serving Serving tein Carbs Fat Vegetable
Apple sauce(AS) $0.30 100 0% 100% 0% 1
Canned corn
$0.40 150 20% 80% 0% 1
(CC)
Fried chicken
$0.90 250 55% 5% 40% 0
(FC)
French fries (FF) $0.20 400 5% 35% 60% 0
Mac & cheese
$0.50 430 20% 30% 50% 0
(MC)
Turkey breast
$1.50 300 67% 0% 33% 0
(TB)
Garden salad
$0.90 100 15% 40% 45% 1
(GS)
AS CC FC FF MC TB GS
Cost 0.3 0.4 0.9 0.2 0.5 1.5 0.9
Servings 0 1.333 0.457 0 1.130 0 0 $1.51