Chapter 19 LInear Programming PDF
Chapter 19 LInear Programming PDF
CHAPTER 19
LINEAR PROGRAMMING
Teaching Notes
The main goal of this supplement is to provide students with an overview of the types of problems that
have been solved using linear programming (LP). In the process of learning the different types of
problems that can be solved with LP, students also must develop a very basic understanding of the
assumptions and special features of LP problems.
Students also should learn the basics of developing and formulating linear programming models for
simple problems, solve two-variable linear programming problems by the graphical procedure, and
interpret the resulting outcome. In the process of solving these graphical problems, we must stress the
role and importance of extreme points in obtaining an optimal solution.
Improvements in computer hardware and software technology and the popularity of the software
package Microsoft Excel make the use of computers in solving linear programming problems
accessible to many users. Therefore, a main goal of the chapter should be to allow students to solve
linear programming problems using Excel. More importantly, we need to ensure that students are able
to interpret the results obtained from Excel or any another computer software package.
Answers to Discussion and Review Questions
1. Linear programming is well-suited to constrained optimization problems that satisfy the
following assumptions:
a. Linearity: The impact of decision variables is linear in constraints and the objective
function.
b. Divisibility: Noninteger values of decision variables are acceptable.
c. Certainty: Values of parameters are known and constant.
d. Nonnegativity: Negative values of decision variables are unacceptable.
2. The area of feasibility, or feasible solution space is the set of all combinations of values of
the decision variables that satisfy all constraints. Hence, this area is determined by the
constraints.
3. Redundant constraints do not affect the feasible region for a linear programming problem.
Therefore, they can be dropped from a linear programming problem without affecting the
feasible solution space or the optimal solution.
4. An iso-cost line represents the set of all possible combinations of two input decision variables
that result in a given cost. Likewise, an iso-profit line represents all of the possible
combinations of two output variables that results in a given profit.
5. Sliding an objective function line towards the origin represents a decrease in its value (i.e.,
lower cost, profit, etc.). Sliding an objective function line away from the origin represents an
increase in its value.
6. a. Basic variable: In a linear programming solution, it is a variable not equal to zero.
b. Shadow price: It is the change in the value of the objective function for a one-unit change
in the right-hand-side value of a constraint.
c. Range of feasibility: The range of values for the right-hand-side value of a constraint over
which the shadow price remains the same.
d. Range of optimality: The range of values over which the solution quantities of all the
decision variables remain the same.
19-1
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McGraw-Hill Education.
Chapter 19 - Linear Programming
Solution to Problems
1. a. Graph the constraints and the objective function:
Material constraint:
6x1 + 4x2 48
Replace the inequality sign with an equal sign:
6x1 + 4x2 = 48
Set x1 = 0 and solve for x2:
6(0) + 4x2 = 48
4x2 = 48
x2 = 12
One point on the line is (0, 12).
Set x2 = 0 and solve for x1:
6x1 + 4(0) = 48
6x1 = 48
x1 = 8
A second point on the line is (8, 0).
Labor constraint:
4x1 + 8x2 80
Replace the inequality sign with an equal sign:
4x1 + 8x2 = 80
Set x1 = 0 and solve for x2:
4(0) + 8x2 = 80
8x2 = 80
x2 = 10
One point on the line is (0, 10).
Set x2 = 0 and solve for x1:
4x1 + 8(0) = 80
4x1 = 80
x1 = 20
A second point on the line is (20, 0).
Objective function:
Let 4x1 + 3x2 = 24.
Set x1 = 0 and solve for x2:
4(0) + 3x2 = 24
3x2 = 24
x2 = 8
One point on the line is (0, 8).
Set x2 = 0 and solve for x1:
4x1 + 3(0) = 24
4x1 = 24
x1 = 6
A second point on the line is (6, 0).
The graph and the feasible solution space (shaded) are shown below:
19-2
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McGraw-Hill Education.
Chapter 19 - Linear Programming
x2 18
16
14
12
Optimum
10
Profit
4
Material
2 Labor
2 4 6 8 10 12 14 16 18 20 x1
19-3
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Chapter 19 - Linear Programming
(1) As we slide the profit line away from the origin, we reach the optimum point indicated
in the graph above (at the intersection of the two constraints). The optimal values of
the decision variables are x1 = 2, x2 = 9, and the optimal objective function value = Z =
35. The work for these solutions is shown below:
Simultaneous solution:
Material: 6x1 + 4x2 = 48
Labor: 4x1 + 8x2 = 80
Step 1:
Multiply the Material constraint by 2 and subtract the Labor constraint from the result.
12x1 + 8x2 = 96
-(4x1 +8x2 = 80)
8x1 = 16
x1 = 2
Step 2:
Substitute x1 = 2 in either constraint:
6x1 + 4x2 = 48
6(2) + 4x2 = 48
12 + 4x2 = 48
4x2 = 36
x2 = 9
Step 3:
Substitute the values of x1 and x2 in the objective function:
Z = 4x1 + 3x2
Z = 4(2) + 3(9) = 35
19-4
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Chapter 19 - Linear Programming
Durability constraint:
10x1 + 4x2 40
Replace the inequality sign with an equal sign:
10x1 + 4x2 = 40
Set x1 = 0 and solve for x2:
10(0) + 4x2 = 40
4x2 = 40
x2 = 10
One point on the line is (0, 10).
Set x2 = 0 and solve for x1:
10x1 + 4(0) = 40
10x1 = 40
x1 = 4
A second point on the line is (4, 0).
Strength constraint:
1x1 + 6x2 24
Replace the inequality sign with an equal sign:
1x1 + 6x2 = 24
Set x1 = 0 and solve for x2:
1(0) + 6x2 = 24
6x2 = 24
x2 = 4
One point on the line is (0, 4).
Set x2 = 0 and solve for x1:
1x1 + 6(0) = 24
x1 = 24
A second point on the line is (24, 0).
19-5
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Chapter 19 - Linear Programming
Time constraint:
1x1 + 2x2 14
Replace the inequality sign with an equal sign:
1x1 + 2x2 = 14
Set x1 = 0 and solve for x2:
1(0) + 2x2 = 14
2x2 = 14
x2 = 7
One point on the line is (0, 7).
Set x2 = 0 and solve for x1:
1x1 + 2(0) = 14
x1 = 14
A second point on the line is (14, 0).
Objective function:
Let 2x1 + 10x2 = 20.
Set x1 = 0 and solve for x2:
2(0) + 10x2 = 20
10x2 = 20
x2 = 2
One point on the line is (0, 2).
Set x2 = 0 and solve for x1:
2x1 + 10(0) = 20
2x1 = 20
x1 = 10
A second point on the line is (10, 0).
The graph and the feasible solution space (shaded) are shown below:
19-6
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McGraw-Hill Education.
Chapter 19 - Linear Programming
x2
24
22
20
18
16
14
12
10
8
Optimum
4
Durab.
2 Strength
Profit Time
0
0 2 4 6 8 10 12 14 16 18 20 22 24
x1
19-7
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McGraw-Hill Education.
Chapter 19 - Linear Programming
(1) As we slide the profit line away from the origin, we reach the optimum point indicated
in the graph above (at the intersection of the Durability and Time constraints). The
optimal values of the decision variables are x1 = 1.5, x2 = 6.25, and the optimal
objective function value = Z = 65.5. The work for these solutions is shown below:
Simultaneous solution:
Durability: 10x1 + 4x2 = 40
Time: 1x1 + 2x2 = 14
Step 1:
Multiply the Time constraint by 2 and subtract the result from the Durability
constraint.
10x1 + 4x2 = 40
-(2x1 +4x2 = 28)
8x1 = 12
x1 = 1.5
Step 2:
Substitute x1 = 1.5 in either constraint:
10x1 + 4x2 = 40
10(1.5) + 4x2 = 40
15 + 4x2 = 40
4x2 = 25
x2 = 6.25
Step 3:
Substitute the values of x1 and x2 in the objective function:
Z = 2x1 + 10x2
Z = 2(1.5) + 10(6.25) = 65.5
(2) No constraints have slack. Only the Time constraint has a , and this constraint is
binding.
(3) The Durability and Strength constraints have in them. The Durability constraint is
binding and has no surplus. The Strength constraint has surplus of 15 (39 24) as
shown below:
1x1 + 6x2 24
Plug in the values of x1 & x2:
1(1.5) + 6(6.25) 24
39 24
19-8
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Chapter 19 - Linear Programming
Material constraint:
20A + 6B 600
Replace the inequality sign with an equal sign:
20A + 6B = 600
Set A = 0 and solve for B:
20(0) + 6B = 600
6B = 600
B = 100
One point on the line is (0, 100).
Set B = 0 and solve for A:
20A + 6(0) = 600
20A = 600
A = 30
A second point on the line is (30, 0).
Machinery constraint:
25A + 20B 1,000
Replace the inequality sign with an equal sign:
25A + 20B = 1,000
Set A = 0 and solve for B:
25(0) + 20B = 1,000
20B = 1,000
B = 50
One point on the line is (0, 50).
Set B = 0 and solve for A:
25A + 20(0) = 1,000
25A = 1,000
A = 40
A second point on the line is (40, 0).
19-9
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Chapter 19 - Linear Programming
Labor constraint:
20A + 30B 1,200
Replace the inequality sign with an equal sign:
20A + 30B = 1,200
Set A = 0 and solve for B:
20(0) + 30B = 1,200
30B = 1,200
B = 40
One point on the line is (0, 40).
Set B = 0 and solve for A:
20A + 30(0) = 1,200
20A = 1,200
A = 60
A second point on the line is (60, 0).
Objective function:
Let 6A + 3B = 120.
Set A = 0 and solve for B:
6(0) + 3B = 120
3B = 120
B = 40
One point on the line is (0, 40).
Set B = 0 and solve for A:
6A + 3(0) = 120
6A = 120
A = 20
A second point on the line is (20, 0).
The graph and the feasible solution space (shaded) are shown below:
19-10
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Chapter 19 - Linear Programming
B
100
90
80
70 Material
60
50
40 Optimal Solution
30
20
Profit Labor
10
Machinery
10 20 30 40 50 60 70 80 90 100 A
19-11
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Chapter 19 - Linear Programming
(1) As we slide the profit line away from the origin, we reach the optimum point indicated
in the graph above (at the intersection of the Material and Machinery constraints). The
optimal values of the decision variables are A = 24, B = 20, and the optimal objective
function value = Z = 204. The work for these solutions is shown below:
Simultaneous solution:
Material: 20A + 6B = 600
Machinery: 25A + 20B = 1,000
Step 1:
Multiply the Material constraint by 5 and multiply the Machinery constraint by -4.
Add the two results.
100A + 30B = 3,000
-100A - 80B = -4,000
-50B = -1,000
B = 20
Step 2:
Substitute B = 20 in either constraint:
20A + 6B = 600
20A + 6(20) = 600
20A + 120 = 600
20A = 480
A = 24
Step 3:
Substitute the values of A and B in the objective function:
Z = 6A + 3B
Z = 6(24) + 3(20) = 204
(2) All constraints have in them. The Material and Machinery constraints are binding
and have zero slack. The Labor constraint has slack of 120 (1,200 1,080) as shown
below:
19-12
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Chapter 19 - Linear Programming
Potassium constraint:
5S + 8T 200
Replace the inequality sign with an equal sign:
5S + 8T = 200
Set S = 0 and solve for T:
5(0) + 8T = 200
8T = 200
T = 25
One point on the line is (0, 25).
Set T = 0 and solve for S:
5S + 8(0) = 200
5S = 200
S = 40
A second point on the line is (40, 0).
Carbohydrate constraint:
15S + 6T 240
Replace the inequality sign with an equal sign:
15S + 6T = 240
Set S = 0 and solve for T:
15(0) + 6T = 240
6T = 240
T = 40
One point on the line is (0, 40).
Set T = 0 and solve for S:
15S + 6(0) = 240
15S = 240
S = 16
A second point on the line is (16, 0).
19-13
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Chapter 19 - Linear Programming
Protein constraint:
4S + 12T 180
Replace the inequality sign with an equal sign:
4S + 12T = 180
Set S = 0 and solve for T:
4(0) + 12T = 180
12T = 180
T = 15
One point on the line is (0, 15).
Set T = 0 and solve for S:
4S + 12(0) = 180
4S = 180
S = 45
A second point on the line is (45, 0).
T constraint:
T 10
Replace the inequality sign with an equal sign:
T = 10
Objective function:
Let 1.80S + 2.20T = 99.
Set S = 0 and solve for T:
1.80(0) + 2.20T = 99
2.20T = 99
T = 45
One point on the line is (0, 45).
Set T = 0 and solve for S:
1.80S + 2.20(0) = 99
1.80S = 99
S = 55
A second point on the line is (55, 0).
The graph and the feasible solution space (shaded with lines) are shown below:
19-14
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Chapter 19 - Linear Programming
T 50
45
40
35
30
25
20
Opt.
15
T
10
0
0 5 10 15 20 25 30 35 40 45 50
S
19-15
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Chapter 19 - Linear Programming
(1) As we slide the cost line toward the origin, we reach the optimum point indicated in
the graph above (at the intersection of the Potassium and Carbohydrate constraints).
The optimal values of the decision variables are S = 8, T = 20, and the optimal
objective function value = Z = 58.4. The work for these solutions is shown below:
Simultaneous solution:
Potassium: 5S + 8T = 200
Carbohydrate: 15S + 6T = 240
Step 1:
Multiply the Potassium constraint by 3 and subtract the Carbohydrate constraint from
the result:
15S + 24T = 600
-(15S + 6T = 240)
18T = 360
T = 20
Step 2:
Substitute T = 20 in either constraint:
5S + 8T = 200
5S + 8(20) = 200
5S + 160 = 200
5S = 40
S=8
Step 3:
Substitute the values of S and T in the objective function:
Z = 1.80S + 2.20T
Z = 1.80(8) + 2.20(20) = 58.4
19-16
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Chapter 19 - Linear Programming
D constraint:
4x1 + 2x2 20
Replace the inequality sign with an equal sign:
4x1 + 2x2 = 20
Set x1 = 0 and solve for x2:
4(0) + 2x2 = 20
2x2 = 20
x2 = 10
One point on the line is (0, 10).
Set x2 = 0 and solve for x1:
4x1 + 2(0) = 20
4x1 = 20
x1 = 5
A second point on the line is (5, 0).
E constraint:
2x1 + 6x2 18
Replace the inequality sign with an equal sign:
2x1 + 6x2 = 18
Set x1 = 0 and solve for x2:
2(0) + 6x2 = 18
x2 = 3
One point on the line is (0, 3).
Set x2 = 0 and solve for x1:
2x1 + 6(0) = 18
2x1 = 18
x1 = 9
A second point on the line is (9, 0).
19-17
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Chapter 19 - Linear Programming
F constraint:
1x1 + 2x2 12
Replace the inequality sign with an equal sign:
1x1 + 2x2 = 12
Set x1 = 0 and solve for x2:
1(0) + 2x2 = 12
2x2 = 12
x2 = 6
One point on the line is (0, 6).
Set x2 = 0 and solve for x1:
1x1 + 2(0) = 12
x1 = 12
A second point on the line is (12, 0).
Objective function:
Let 2x1 + 3x2 = 24.
Set x1 = 0 and solve for x2:
2(0) + 3x2 = 24
3x2 = 24
x2 = 8
One point on the line is (0, 8).
Set x2 = 0 and solve for x1:
2x1 + 3(0) = 24
2x1 = 24
x1 = 12
A second point on the line is (12, 0).
The graph and the feasible solution space (shaded) are shown below:
19-18
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Chapter 19 - Linear Programming
x2 12
11
10
8 D
5
F
4 Cost
3 E
2
Optimum
1
0
0 1 2 3 4 5 6 7 8 9 10 11 12 x1
19-19
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McGraw-Hill Education.
Chapter 19 - Linear Programming
(1) As we slide the cost line toward the origin, we reach the optimum point indicated in
the graph above (at the intersection of the D & E constraints). The optimal values of
the decision variables are x1 = 4.2, x2 = 1.6, and the optimal objective function value =
Z = 13.2. The work for these solutions is shown below:
Simultaneous solution:
D: 4x1 + 2x2 = 20
E: 2x1 + 6x2 = 18
Step 1:
Multiply the D constraint by 3 and subtract the E constraint from the result:
12x1 + 6x2 = 60
-(2x1 + 6x2 = 18)
10x1 = 42
x1 = 4.2
Step 2:
Substitute x1 = 4.2 in either constraint:
4x1 + 2x2 = 20
4(4.2) + 2x2 = 20
16.8 + 2x2 = 20
2x2 = 3.2
x2 = 1.6
Step 3:
Substitute the values of x1 & x2 in the objective function:
Z = 2x1 + 3x2
Z = 2(4.2) + 3(1.6) = 13.2
(3) No, there is no surplus. The D & E constraints have in them, but both are binding.
19-20
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Chapter 19 - Linear Programming
a. Optimum:
H = 132
W = 36
Z = $6,360
Fabrication constraint:
4H + 2W 600
Replace the inequality sign with an equal sign:
4H + 2W = 600
Set H = 0 and solve for W:
4(0) + 2W = 600
2W = 600
W = 300
One point on the line is (0, 300).
Set W = 0 and solve for H:
4H + 2(0) = 600
4H = 600
H = 150
A second point on the line is (150, 0).
Assembly constraint:
2H + 6W 480
Replace the inequality sign with an equal sign:
2H + 6W = 480
Set H = 0 and solve for W:
2(0) + 6W = 480
6W = 480
W = 80
One point on the line is (0, 80).
Set W = 0 and solve for H:
2H + 6(0) = 480
2H = 480
H = 240
A second point on the line is (240, 0).
19-21
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Chapter 19 - Linear Programming
Objective function:
Let 40H + 30W = 4,800.
Set H = 0 and solve for W:
40(0) + 30W = 4,800
30W = 4,800
W = 160
One point on the line is (0, 160).
Let W = 0 and solve for H:
40H + 30(0) = 4,800
40H = 4,800
H = 120
A second point on the line is (120, 0).
As we slide the profit line away from the origin, we reach the optimum point shown in the
graph below:
300
250
W Fabrication
200
150 Profit
100
Optimum
50
Assembly
0
100 150 200 250
H
19-22
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Chapter 19 - Linear Programming
The optimum occurs at the intersection of the Fabrication and Assembly constraints.
Simultaneous solution:
Fabrication: 4H + 2W = 600
Assembly: 2H + 6W = 480
Step 1:
Multiply the Fabrication constraint by 3 and subtract the Assembly constraint from the
result:
12H + 6W = 1,800
-(2H + 6W = 480)
10H = 1,320
H = 132
Step 2:
Substitute H = 132 in either constraint:
4H + 2W = 600
4(132) + 2W = 600
528 + 2W = 600
2W = 72
W = 36
Step 3:
Substitute the values of H and W in the objective function:
Z = 40H + 30W
Z = 40(132) + 30(36) = 6,360
Optimum:
H = 132
W = 36
Z = $6,360
19-23
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Chapter 19 - Linear Programming
1 1
Peanuts: 3
+ 2 60
Standard: 1D 110
Deluxe: 1S 110
D, S 0
a. Optimum:
D = 90 bags of Deluxe
S = 60 bags of Standard
b. Z = $243
19-24
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McGraw-Hill Education.
Chapter 19 - Linear Programming
Raisins constraint:
2 1
+ 90
3 2
Replace the inequality sign with an equal sign:
2 1
+ = 90
3 2
Set D = 0 and solve for S:
2 1
(0) + = 90
3 2
1
= 90
2
S = 180
One point on the line is (0, 180).
Set S = 0 and solve for D:
2 1
+ (0) = 90
3 2
2
= 90
3
D = 135
A second point on the line is (135, 0).
Peanuts constraint:
1 1
+ 60
3 2
Replace the inequality sign with an equal sign:
1 1
+ = 60
3 2
Set D = 0 and solve for S:
1 1
(0) + = 60
3 2
1
= 60
2
S = 120
One point on the line is (0, 120).
Set S = 0 and solve for D:
1 1
+ (0) = 60
3 2
1
= 60
3
D = 180
A second point on the line is (180, 0).
Standard constraint:
1D 110
Replace the inequality sign with an equal sign:
1D = 110
Deluxe constraint:
1S 110
Replace the inequality sign with an equal sign:
1S = 110
19-25
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Chapter 19 - Linear Programming
Objective function:
Let 1.70D + 1.50S = 127.5.
Set D = 0 and solve for S:
1.70(0) + 1.50S = 127.5
1.50S = 127.5
S = 85
One point on the line is (0, 85).
Set S = 0 and solve for D:
1.70D + 1.50(0) = 127.5
1.70D = 127.5
D = 75
A second point on the line is (75, 0).
As we slide the profit line away from the origin, we reach the optimum point shown in the
graph below:
S
220
D = 110
200
180
160
Raisins
140
120 S = 110
100 Optimum
80
Profit
60
40
Peanuts
20
0
20 40 60 80 100 120 140 160 180 200 220 240
The optimum point occurs at the intersection of the Raisins and Peanuts constraints.
19-26
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Chapter 19 - Linear Programming
Simultaneous solution:
2 1
Raisins: + = 90
3 2
1 1
Peanuts: 3
+ 2 = 60
Step 1:
Subtract the Peanuts constraint from the Raisins constraint:
2 1
+ = 90
3 2
1 1
( + = 60)
3 2
________________
1
= 30
3
D = 90
Step 2:
Substitute D = 90 in either constraint:
2 1
+ = 90
3 2
2 1
(90) + = 90
3 2
1
60 + = 90
2
1
= 30
2
S = 60
Step 3:
Substitute the values of D & S in the objective function:
Z = 1.70D + 1.50S
Z = 1.70(90) + 1.50(60) = $243
19-27
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Chapter 19 - Linear Programming
a. Optimum:
A = 500 apple pies
G = 200 grape pies
Revenue = $990
Sugar constraint:
1.5A + 2.0G 1,200
Replace the inequality sign with an equal sign:
1.5A + 2.0G = 1,200
Set A = 0 and solve for G:
1.5(0) + 2.0G = 1,200
2.0G = 1,200
G = 600
One point on the line is (0, 600).
Set G = 0 and solve for A:
1.5A + 2.0(0) = 1,200
1.5A = 1,200
A = 800
A second point on the line is (800, 0).
Flour constraint:
3.0A + 3.0G 2,100
Replace the inequality sign with an equal sign:
3.0A + 3.0G = 2,100
Set A = 0 and solve for G:
3.0(0) + 3.0G = 2,100
3.0G = 2,100
G = 700
One point on the line is (0, 700).
Set G = 0 and solve for A:
3.0A + 3.0(0) = 2,100
3.0A = 2,100
A = 700
A second point on the line is (700, 0).
19-28
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Chapter 19 - Linear Programming
Time constraint:
6.0A + 3.0G 3,600
Replace the inequality sign with an equal sign:
6.0A + 3.0G = 3,600
Set A = 0 and solve for G:
6.0(0) + 3.0G = 3,600
G = 1,200
One point on the line is (0, 1,200).
Set G = 0 and solve for A:
6.0A + 3.0(0) = 3,600
6.0A = 3,600
A = 600
A second point on the line is (600, 0).
Objective function:
Let 1.50A + 1.20G = 600
Set A = 0 and solve for G:
1.50(0) + 1.20G = 600
1.20G = 600
G = 500
One point on the line is (0, 500).
Set G = 0 and solve for A:
1.50A + 1.20(0) = 600
1.50A = 600
A = 400
A second point on the line is (400, 0).
As we slide the profit line away from the origin, we reach the optimum point shown in the
graph below:
G
1200
1000
Time
800
Flour
600
Optimum
400
Profit
200
Sugar
0 200 400 600 800 1000
19-29
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Chapter 19 - Linear Programming
The optimum point occurs at the intersection of the Flour and Time constraints.
Simultaneous solution:
Step 1:
Subtract the Time constraint from the Flour Constraint:
Step 2:
Substitute A = 500 in either constraint:
3.0A + 3.0G = 2,100
3.0(500) + 3.0G = 2,100
1,500 + 3.0G = 2,100
3.0G = 600
G = 200
Step 3:
Substitute the values of A & G in the objective function:
Z = 1.50A + 1.20G
Z = 1.50(500) + 1.20(200) = 990
The Time and Flour constraints are binding; therefore, there will be no unused time or
flour.
To determine the unused amount of sugar, we must plug in the values of A & G in the
Sugar constraint:
1.5A + 2.0G 1,200
1.5(500) + 2.0(200) 1,200
750 + 400 1,200
1,150 1,200
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Chapter 19 - Linear Programming
6. a. The optimal values of the decision variables are: x1 = 4, x2 = 0, x3 = 18. The optimal value
of the objective function value = Z = 106.
Refer to the Excel Solver solution below:
Formulas used:
Cell Formula
B13 =(B$4*B8)+(C$4*C8)+(D$4*D8)
B14 =(B$4*B9)+(C$4*C9)+(D$4*D9)
B15 =(B$4*B10)+(C$4*C10)+(D$4*D10)
F4 =(B4*B7)+(C4*C7)+(D4*D7)
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Chapter 19 - Linear Programming
Solver Setup
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Chapter 19 - Linear Programming
b. The optimal values of the decision variables are: x1 = 15, x2 = 10, x3 = 0. The optimal
value of the objective function value = Z = 210.
Refer to the Excel Solver solution below:
Formulas used:
Cell Formula
B13 =(B$4*B8)+(C$4*C8)+(D$4*D8)
B14 =(B$4*B9)+(C$4*C9)+(D$4*D9)
B15 =(B$4*B10)+(C$4*C10)+(D$4*D10)
F4 =(B4*B7)+(C4*C7)+(D4*D7)
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Chapter 19 - Linear Programming
Solver Setup
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Chapter 19 - Linear Programming
7. a. For Problem 6 Part a, determine the range of feasibility for the three constraints.
To determine the range of feasibility for each constraint, we must use the following values
listed under Constraints in the Sensitivity Report:
R.H. Side, Allowable Increase, and Allowable Decrease.
b. For Problem 6 Part a, determine the range of optimality for the three coefficients of the
objective function.
To determine the range of optimality for each coefficient, we must use the following
values found under Variable Cells in the Sensitivity Report:
Objective Coefficient, Allowable Increase, and Allowable Decrease.
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Chapter 19 - Linear Programming
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Chapter 19 - Linear Programming
8. a. For Problem 6 Part b, determine the range of feasibility for the three constraints.
To determine the range of feasibility for each constraint, we must use the following values
listed under Constraints in the Sensitivity Report:
R.H. Side, Allowable Increase, and Allowable Decrease.
b. For Problem 6 Part b, determine the range of optimality for the three coefficients of the
objective function.
To determine the range of optimality for each coefficient, we must use the following
values found under Variable Cells in the Sensitivity Report:
Objective Coefficient, Allowable Increase, and Allowable Decrease.
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Chapter 19 - Linear Programming
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Chapter 19 - Linear Programming
The optimal values of the decision variables are: A = 0, B = 80, C = 50. The optimal value of
the objective function is Z = 350.
Refer to the Excel Solver solution below:
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Chapter 19 - Linear Programming
Formulas used:
Cell Formula
B13 =(B$4*B8)+(C$4*C8)+(D$4*D8)
B14 =(B$4*B9)+(C$4*C9)+(D$4*D9)
B15 =(B$4*B10)+(C$4*C10)+(D$4*D10)
F4 =(B4*B7)+(C4*C7)+(D4*D7)
Solver Setup
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Chapter 19 - Linear Programming
Determine the range of optimality for the three coefficients of the objective function.
To determine the range of optimality for each coefficient, we must use the following values
found under Variable Cells in the Sensitivity Report:
Objective Coefficient, Allowable Increase, and Allowable Decrease.
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Chapter 19 - Linear Programming
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Chapter 19 - Linear Programming
C5: The ratio of the number of containers of orange juice (x1) to the number of containers
of pineapple juice (x3) should be at least 7 to 5.
7
1 3
5
5x1 7x3
5x1 - 7x3 0
The optimal values of the decision variables are: x1 = 800, x2 = 400, x3 = 0, x4 = 2402. The
optimal value of the objective function coefficient is Z = 2240.84.
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Chapter 19 - Linear Programming
Formulas used:
Cell Formula
B15 =(B4*B8)+(E4*E8)
B16 =(C4*C9)+(E4*E9)
B17 =(D4*D10)+(E4*E10)
B18 =(B4*B11)+(C4*C11)+(D4*D11)+(E4*E11)
B19 =(B4*B12)+(D4*D12)
G4 =(B4*B7)+(C4*C7)+(D4*D7)+(E4*E7)
Solver Setup
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Chapter 19 - Linear Programming
a. The optimal values of the decision variables are: x1 = 0, x2 = 50. The optimal value of the
objective function coefficient is Z = 300.
b. Cutting slack = 16 minutes (56 40)
Gluing slack = 0 minutes (650 650)
Finishing slack = 210 minutes (360 150)
19-45
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Chapter 19 - Linear Programming
Formulas used:
Cell Formula
B13 =(B$4*B8)+(C$4*C8)
B14 =(B$4*B9)+(C$4*C9)
B15 =(B$4*B10)+(C$4*C10)
E4 =(B4*B7)+(C4*C7)
Solver Setup
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Chapter 19 - Linear Programming
The optimal values of the decision variables are: x1 = 37.14, x2 = 18. The optimal value of
the objective function coefficient is Z = $165.43 (cost).
The Excel Solver solution for the minimization problem is shown below:
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Chapter 19 - Linear Programming
Formulas used:
Cell Formula
B14 =(B$4*B8)+(C$4*C8)
B15 =(B$4*B9)+(C$4*C9)
B16 =(B4*B10)
B17 =(C4*C11)
E4 =(B4*B7)+(C4*C7)
Solver Setup
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Chapter 19 - Linear Programming
The optimal values of the decision variables are: x1 = 20, x2 = 84. The optimal value of the
objective function coefficient is Z = $376 (profit).
The Excel Solver solution for the maximization problem is shown below:
Formulas used:
Cell Formula
B14 =(B$4*B8)+(C$4*C8)
B15 =(B$4*B9)+(C$4*C9)
B16 =(B4*B10)
B17 =(C4*C11)
E4 =(B4*B7)+(C4*C7)
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Solver Setup
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Chapter 19 - Linear Programming
A = Quantity of Product A
B = Quantity of Product B
C = Quantity of Product C
A B C
Revenue $80 $90 $70
Cost
Matl #1 2 x $ 5 = $10 1 x $ 5 = $ 5 6 x $ 5 = $30
Matl #2 3 x $ 4 = $12 5 x $ 4 = $20
Labor 3.2 x $10 = $32 1.5 x $10 = $15 2 x $10 = $20
Total $54 $40 $50
Profit $26 $50 $20
Maximize 26A + 50B + 20C (profit)
Subject to:
C1: Matl 1 2A + 1B + 6C 200 lb.
C2: Matl 2 3A + 5B 300 lb.
C3: Labor 3.2A + 1.5B + 2.0C 150 hr.
C4: A Output % 2/3A 1/3B 1/3C 0
C5: Ratio 2A 3B =0
C6: A Order A 5
A, B, C 0
Notes on constraint development:
C4: Output of A should be less than or equal to 1/3 of the total produced.
A 1/3(A + B + C)
A 1/3A + 1/3B + 1/3C
A - 1/3A - 1/3B - 1/3C 0
2/3A - 1/3B - 1/3C 0
Formulas used:
Cell Formula
B16 =(B4*B8)+(C4*C8)+(D4*D8)
B17 =(B4*B9)+(C4*C9)
B18 =(B4*B10)+(C4*C10)+(D4*D10)
B19 =(B4*B11)+(C4*C11)+(D4*D11)
B20 =(B4*B12)+(C4*C12)
B21 =(B4*B13)
F4 =(B4*B7)+(C4*C7)+(D4*D7)
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Chapter 19 - Linear Programming
Solver Setup
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Chapter 19 - Linear Programming
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Chapter 19 - Linear Programming
Formulas used:
Cell Formula
B15 =(B4*B8)+(C4*C8)+(D4*D8)
B16 =(B4*B9)+(E4*E9)
B17 =(B4*B10)+(F4*F10)
B18 =(B4*B11)+(C4*C11)+(G4*G11)
I4 =(B4*B7)+(C4*C7)+(D4*D7)+(E4*E7)+(F4*F7)+(G4*G7)
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Chapter 19 - Linear Programming
Solver Setup
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Chapter 19 - Linear Programming
15. a. As shown in the Excel Solver solution below, the C1: Machine and C3: Materials
constraints are binding.
b. As shown in the Sensitivity Report below, the range of optimality for the objective
function coefficient of Product 3 is from 15 1.5 to 15 +21 = 13.5 to 36. Therefore, an
increase from 15 to 22 would not change the value of the decision variables. However, the
objective function value would increase from 792 to 792 + 48 ($22 $15) = Z = $1,128.
c. As shown in the Sensitivity Report below, the range of optimality for the objective
function coefficient of Product 1 is from 12 1E+30 to 12 + 10.2 = to 22.2. Because
22 is within the range, the change would not affect the value of decision variables.
However, the objective function value will not be affected (we are not producing any units
of Product 1).
d. As shown in the Excel Solver solution below, we have slack of 56 hours (288 - 232) in the
C2: Labor constraint. The range of feasibility for this constraint is 288 56 to 288
+1E+30 = 232 to +. Therefore, reducing the available labor hours by 10 (288 10 =
278) will not affect the value of the decision variables. The objective function value will
not change either because the shadow price is 0 in the Sensitivity Report. However, there
will be 10 hours less slack. Thus, the new value of slack for C2: Labor would be 46 labor
hours.
e. If the manager decided that as many as 20 units of Product 2 could be produced (instead
of 16), the decision variables and the objective function would not change. The C4:
Product 2 constraint is not binding.
f. To 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.
Using the Sensitivity Report below, we see that the Allowable Increase for Product 1 =
$10.2, for Product 2 = $2, and for Product 3 = $21. The amount of increase for the profit
per unit of each product is $1. The ratios are:
The Excel Solver solution and the Sensitivity Report are shown below:
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Chapter 19 - Linear Programming
Formulas used:
Cell Formula
B14 =(B$4*B8)+(C$4*C8)+(D$4*D8)
B15 =(B$4*B9)+(C$4*C9)+(D$4*D9)
B16 =(B$4*B10)+(C$4*C10)+(D$4*D10)
B17 =C4*C11
F4 =(B4*B7)+(C4*C7)+(D4*D7)
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Chapter 19 - Linear Programming
Solver Setup
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Chapter 19 - Linear Programming
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Chapter 19 - Linear Programming
16. a. The marginal value (shadow price) of a pound of bark is $1.50 (refer to the Sensitivity
Report below for the Shadow Price of C1: Bark). This marginal value is in effect in the
range of feasibility: 600 50 to 600 + 150 = 550 lbs. to 750 lbs.
b. The maximum price the store would be justified in paying for additional bark is the
shadow price of $1.50 per pound.
c. The marginal value (shadow price) of labor is 0 because we currently have 105 excess
labor hours remaining (480 375). This marginal value is in effect in the range of
feasibility: 480 105 to 480 + 1E+30 = 375 hours to +. Refer to the Sensitivity Report
below: C3: Labor.
d. We cannot use any additional machine time because we currently have 75 minutes of
excess machine time (600 525). Refer to the Excel Solver solution below.
e. In the Sensitivity Report below, Allowable Increase for Bark = 150 & Shadow Price =
$1.50. Allowable Increase for Storage = 7.89 & Shadow Price = $1.50.
Expected increase in profit for Bark = 150 x $1.50 = $225.00.
Expected increase in profit for Storage = 7.89 x $1.50 = $11.84.
Therefore, add 150 pounds of bark.
f. The range of optimality for the objective function coefficient of chips (x3) is from 6 0.6
to 6 + 3 = 5.40 to 9. Therefore an increase from $6 to $7 would not change the value of
the decision variables. However, the optimal objective function value (Z) would increase
from $1,125 to $1,125 + (75 x $1) = $1,200.
g. To determine if the changes are within the range for multiple changes, refer to the
Sensitivity Report below and then compute the ratio of the amount of each change to the
end of the range in the same direction.
Chips (x3): Allowable Increase = $3 and proposed increase = $7 - $6 = $1.
Ratio = $1 / $3 = .333
Nuggets (x1): Allowable Decrease = $1 and proposed decrease = $.60.
Ratio = $.60 / $1.00 = .600.
The sum of the ratios = .333+ .600 = .933.
Because .933 1.00, we conclude that these values are within the range. Therefore, the
optimal values of the decision variables will not change (x1 = 75, x2 = 0, x3 = 75).
New Coefficients: x1 = $ 9 - $.60 = $8.40 & x3 = $7.
However, the optimal value of the objective function will change. The new Z = (75 x
$8.40) + (75 x $7) = $1,155.
h. To determine if the changes are within the range for multiple changes, refer to the
Sensitivity Report below and then compute the ratio of the amount of each change to the
end of the range in the same direction.
C1: Bark: Allowable Decrease = 50 and proposed decrease = 15.
Ratio = 15 / 50 = .300
C2: Machine: Allowable Decrease = 75 and proposed decrease = 27.
Ratio = 27 / 75 = .360
C4: Storage: Allowable Increase = 7.89 and proposed increase = 5.
Ratio = 5 / 7.89 = .634
The sum of the ratios = .300 + .360 + .634 = 1.294.
Because the ratio > 1.00, we conclude that these changes do not fall within the range of
feasibility for multiple changes. Therefore, the LP model will need to be re-solved to
determine the impact.
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Chapter 19 - Linear Programming
The Excel Solver solution and the Sensitivity Report are shown below:
Formulas used:
Cell Formula
B14 =(B$4*B8)+(C$4*C8)+(D$4*D8)
B15 =(B$4*B9)+(C$4*C9)+(D$4*D9)
B16 =(B$4*B10)+(C$4*C10)+(D$4*D10)
B17 =(B$4*B11)+(C$4*C11)+(D$4*D11)
F4 =(B4*B7)+(C4*C7)+(D4*D7)
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Chapter 19 - Linear Programming
Solver Setup
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Chapter 19 - Linear Programming
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Chapter 19 - Linear Programming
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Chapter 19 - Linear Programming
Formulas used:
Cell Formula
B15 =(B4*B8)+(C4*C8)+(D4*D8)+(E4*E8)
B16 =(B4*B9)+(C4*C9)+(D4*D9)+(F4*F9)
B17 =(B4*B10)+(D4*D10)+(G4*G10)
B18 =C4*C11
B19 =(E4*E12)+(F4*F12)+(G4*G12)
I4 =(B4*B7)+(C4*C7)+(D4*D7)+(E4*E7)+(F4*F7)+(G4*G7)
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Chapter 19 - Linear Programming
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Chapter 19 - Linear Programming
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Chapter 19 - Linear Programming
Formulas used:
Cell Formula
B15 =(B4*B8)+(C4*C8)
B16 =(B4*B9)+(D4*D9)
B17 =(B4*B10)+(E4*E10)
B18 =B4*B11
B19 =(C4*C12)+(D4*D12)+(E4*E12)
G4 =(B4*B7)+(C4*C7)+(D4*D7)+(E4*E7)
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Chapter 19 - Linear Programming
Solver Setup
3. 5% waste on A:
4.5E .95A 0
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Chapter 19 - Linear Programming
Problem Formulation:
Optimal Values
A = 117
B = 100.93
C = 193.75
D = 150
S10 = 875
S20 = 713
S30 = 535.06
S40 = 412
Z = $723,831.56
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Chapter 19 - Linear Programming
Questions
1. In the given information in the case, we are told that workers could work 10% overtime in
Assembly and 5% overtime in Finishing. However, the C6: Assembly and C7: Finish
constraints both have slack and Shadow Prices equal to 0. Therefore, do not work overtime.
2. The C5: Laminate constraint also has slack and a shadow price of 0; therefore, do not purchase
additional laminate.
3. Wood has a shadow price of $1.30, and an allowable increase of 75,061.376 board feet.
50,000 additional board feet of wood are available. Therefore, purchase 50,000 board feet at
an upcharge of $0.50 per board foot. The net increase in profit will equal $.80 per board foot
purchased ($1.30 - $0.50).
4. The net profit in the initial solution is $723,831.56. The possible net profit when purchasing
the additional 50,000 board feet = $723,831.56 + (50,000 x $.80) = $723,831.56 + $40,000 =
$763,831.56.
The Excel Solver solution and the Sensitivity Report are shown below. The Excel Solver solution is
shown in multiple screenshots.
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Chapter 19 - Linear Programming
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Chapter 19 - Linear Programming
Formulas used:
Cell Formula
B28 =SUMPRODUCT(B$4:I$4,B7:I7)
B29 =SUMPRODUCT(B$4:I$4,B8:I8)
B30 =SUMPRODUCT(B$4:I$4,B9:I9)
B31 =SUMPRODUCT(B$4:I$4,B10:I10)
B32 =SUMPRODUCT(B$4:I$4,B11:I11)
B33 =SUMPRODUCT(B$4:I$4,B12:I12)
B34 =SUMPRODUCT(B$4:I$4,B13:I13)
B35 =SUMPRODUCT(B$4:I$4,B14:I14)
B36 =SUMPRODUCT(B$4:I$4,B15:I15)
B37 =SUMPRODUCT(B$4:I$4,B16:I16)
B38 =SUMPRODUCT(B$4:I$4,B17:I17)
B39 =SUMPRODUCT(B$4:I$4,B18:I18)
B40 =SUMPRODUCT(B$4:I$4,B19:I19)
B41 =SUMPRODUCT(B$4:I$4,B20:I20)
B42 =SUMPRODUCT(B$4:I$4,B21:I21)
B43 =SUMPRODUCT(B$4:I$4,B22:I22)
B44 =SUMPRODUCT(B$4:I$4,B23:I23)
B45 =SUMPRODUCT(B$4:I$4,B24:I24)
B46 =SUMPRODUCT(B$4:I$4,B25:I25)
K4 =SUMPRODUCT(B4:I4,B6:I6)
Note: The SUMPRODUCT formula was used to simplify entering constraints in the Solver model.
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Chapter 19 - Linear Programming
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Chapter 19 - Linear Programming
Sensitivity Report
Microsoft Excel 14.0 Sensitivity Report
Worksheet: [Custom Cabinets Case.xlsx]Sheet1
Report Created: 10/7/2013 11:53:05 AM
Variable Cells
Final Reduced Objective Allowable Allowable
Cell Name Value Cost Coefficient Increase Decrease
$B$4 A 117 0 325 101.800 1E+30
$C$4 B 100.926 0 575 1E+30 141.357
$D$4 C 193.75 0 257 63.571 57.857
$E$4 D 150 0 275 50.625 1E+30
$F$4 S10 875 0 175 1E+30 44.5
$G$4 S20 713 0 210 1E+30 67
$H$4 S30 535.059 0 260 107.143 4.444
$I$4 S40 412 0 230 4 1E+30
Constraints
Final Shadow Constraint Allowable Allowable
Cell Name Value Price R.H. Side Increase Decrease
$B$28 C1: Wood A 400000 1.3 400000 75061.376 5011.852
$B$29 C2: Trim A 104787.102 0 140000 1E+30 35212.898
$B$30 C3: Granite A 45000 1.510 45000 7611.75 2169
$B$31 C4: Solid Surf. A 150000 0.469 150000 5727.831 10200
$B$32 C5: Laminate A 304672.052 0 400000 1E+30 95327.948
$B$33 C6: Assembly A 84520.056 0 100000 1E+30 15479.944
$B$34 C7: Finish A 16044.276 0 25000 1E+30 8955.724
$B$35 C8: A Min. A 117 -101.800 117 12.394 117
$B$36 C9: B Min. A 100.926 0 92 8.926 1E+30
$B$37 C10: C Min. A 193.75 0 130 63.75 1E+30
$B$38 C11: D Min. A 150 -50.625 150 64.669 150
$B$39 C12: S10 Min. A 875 0 475 400 1E+30
$B$40 C13: S10 Max. A 875 44.5 875 91.071 131.891
$B$41 C14: S20 Min. A 713 0 363 350 1E+30
$B$42 C15: S20 Max. A 713 67 713 45.562 350
$B$43 C16: S30 Min. A 535.059 0 510 25.059 1E+30
$B$44 C17: S30 Max. A 535.059 0 960 1E+30 424.941
$B$45 C18: S40 Min. A 412 -4 412 27.8436214 412
$B$46 C19: S40 Max. A 412 0 887 1E+30 475
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Chapter 19 - Linear Programming
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Chapter 19 - Linear Programming
10
8
4X1 + 3X2 = 24
Objective
6
function
4 Optimum
2 X1 + 3X2 = 12
4X1 + 5X2 = 20
0
2 4 6 8 10 12 X1
The simplex technique involves generating a series of solutions in tabular form, called tableaus. By
inspecting the bottom row of each tableau, one can immediately tell if it represents the optimal
solution. Each tableau corresponds to a corner point of the feasible solution space. The first tableau
corresponds to the origin. Subsequent tableaus are developed by shifting to an adjacent corner point in
the direction that yields the highest rate of profit. This process continues as long as a positive rate of
profit exists. Thus, the process involves the following steps:
1. Set up the initial tableau.
2. Develop a revised tableau using the information contained in the first tableau.
3. Inspect to see if it is optimum.
4. Repeat steps 2 and 3 until no further improvement is possible.
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Chapter 19 - Linear Programming
1) x1 + 3x2 + 1s1 = 12
2) 4x1 + 3x2 + 1s2 = 24
It is useful in setting up the table to represent each slack variable in every equation. Hence, we can
write these equations in an equivalent form:
1) x1 + 3x2 + 1s1 + 0s2 = 12
2) 4x1 + 3x2 + 0s1 + 1s2 = 24
C x1 x2 s1 s2 Quantity
0 1(0) 3(0) 1(0) 0(0) 12(0)
0 4(0) 3(0) 0(0) 1(0) 24(0)
Z 0 0 0 0 0
The last value in the Z row indicates the total profit associated with a given solution (tableau). Since
the initial solution always consists of the slack variables, it is not surprising that profit is 0.
Values in the C Z row are computed by subtracting the Z value in each column from the value of the
objective row for that column. Thus,
Variable row x1 x2 s1 s2
Objective row (C) 4 5 0 0
Z 0 0 0 0
CZ 4 5 0 0
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Chapter 19 - Linear Programming
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Chapter 19 - Linear Programming
At this point we can begin to develop the second tableau. The row of the leaving variable will be
transformed into the new pivot row of the second tableau. This will serve as a foundation on which to
develop the other rows. To obtain this new pivot row, we simply divide each element in the s1 row by
the row pivot value (intersection of the entering column and leaving row), which is 3. The resulting
numbers are:
Solution
x1 x2 s1 s2 quantity
Pivot-row value 1/3 1 1/3 0 4
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Chapter 19 - Linear Programming
x1 x2 s1 s2 Quantity
Current value: 4 3 0 1 24
3 x (pivot row) 3(1/3) 3(1) 3(1/3) 3(0) 3(4)
New row value 3 0 1 1 12
The two new rows are shown in Table 4. The new Z row can now be computed. Multiply the row unit
profits and the coefficients in each column for each row. Sum the results within each column. Thus,
Row Profit x1 x2 s1 s2 Quantity
x2 5 5(1/3) 5(1) 5(1/3) 5(0) 5(4)
s1 0 0(3) 0(0) 0(1) 0(1) 0(12)
New Z row 5/3 5 5/3 0 20
Next, we compute the C Z row:
x1 x2 s1 s2
C 4 5 0 0
Z 5/3 5 5/3 0
CZ 7/3 0 5/3 0
Table 4 partially completed second tableau
C 4 5 0 0
Variables Solution
in solution x1 x2 s1 s2 quantity
5 x2 1/3 1 1/3 0 4
0 s2 3 0 1 1 12
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Chapter 19 - Linear Programming
The completed second tableau is shown in Table 5. It tells us that at this point 4 units of variable x2 are
the most we can make (see column Solution quantity, row x2) and that the profit associated with x2 =
4, x1= 0 is $20 (see row Z, column Solution quantity).
The fact that there is a positive value in the C Z row tells us that this is not the optimal solution.
Consequently, we must develop another tableau.
x1 x2 s1 s2 Quantity
Current value 3 0 1 1 12
New pivot-row value 1 0/3 1/3 1/3 12/3 = 4
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Chapter 19 - Linear Programming
4. Compute values for the x2 row: Multiply each new pivot-row value by the x2 row pivot value
(i.e., 1/3) and subtract the product from corresponding current values. Thus,
x1 x2 s1 s2 Quantity
Current value: 1/3 1 1/3 0 4
1/3 x (pivot row) 1/3(1) 1/3(0) 1/3(1/3) 1/3(1/3) 1/3(4)
New row value 0 1 4/9 1/9 8/3
At this point, it will be useful to consider the tableaus in relation to a graph of the feasible solution
space. This is shown in Figure 2.
5. Compute new Z row values. Note that now variable x1 has been added to the solution mix; that
rows unit profit is $4.
x1 x2 s1 s2
C 4 5 0 0
Z 4 5 8/9 7/9
CZ 0 0 8/9 7/9
Figure 2 Graphical Solution and Simplex Tableaus
X2
10
6 3rd tableau
4
2nd tableau
2
0
1st tableau 2 4 6 8 10 12 X1
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Chapter 19 - Linear Programming
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Chapter 19 - Linear Programming
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Chapter 19 - Linear Programming
Minimization Problems
The simplex method handles minimization problems in essentially the same way it handles
maximization problems. However, there are a few differences. One is the need to adjust for
constraints, which requires both artificial variables and surplus variables. This tends to make manual
solution more involved. A second major difference is the test for the optimum: A solution is optimal if
there are no negative values in the C Z row.
Example
Solve the following problem for the quantities of x1 and x2 that will minimize cost.
Minimize Z = 12x1 + 10x2
Subject to x1 + 4x2 8
3x1 + 2x2 6
x1, x2 0
Solution to example
1. Rewrite the constraints so that they are in the proper form:
x1 + 4x2 8 becomes x1 + 4x2 1s1 0s2 + 1a1 + 0a2 = 8
3x1 + 2x2 6 becomes 3x1 + 2x2 0s1 1s2 + 0a1 + 1a2 = 6
2. Rewrite the objective function (coefficients of C row):
12x1 + 10x2 + 0s1 + 0s2 + 999a1 + 999a2
3. Compute values for rows Z and C Z:
C x1 x2 s1 s2 a1 a2 Quantity
999 1(999) 4(999) 1(999) 0(999) 1(999) 0(999) 8(999)
999 3(999) 2(999) 0(999) 1(999) 0(999) 1(999) 6(999)
Z 3,996 5,994 999 999 999 999 13,986
CZ 3,984 5,984 999 999 0 0
4. Set up the initial tableau. (Note that the initial solution has all artificial variables.)
C 12 10 0 0 999 999
Variables Solution
in solution x1 x2 s1 s2 a1 a2 Quantity
999 a1 1 4 1 0 1 0 8
999 a2 3 2 0 1 0 1 6
Z 3,996 5,994 999 999 999 999 13,986
CZ 3,984 5,984 999 999 0 0
5. Find the entering variable (largest negative C Z value: x2 column) and leaving variable
(smaller of 8/4 = 2 and 6/2 =3; hence, row a1).
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Chapter 19 - Linear Programming
6. Divide each number in the leaving row by the pivot value (4, in this case) to obtain values for
the new pivot row of the second tableau:
1/4 4/4 = 1 1/4 0/4 1/4 0/4 8/4 = 2
7. Compute values for other rows; a2 is:
x1 x2 s1 s2 a1 a2 Quantity
Current value 3 2 0 1 0 1 6
2 x (new pivot row) 2/4 2 2/4 0/4 2/4 0/4 4
New row 10/4 0 +2/4 1 2/4 1 2
8. Compute a new Z row:
x1 x2 s1 s2 a1 a2
C 12 10 0 0 999 999
Z 2,500 10 497 999 497 999
CZ 2,488 0 497 999 1,496 0
10. Set up the second tableau:
C 12 10 0 0 999 999
Variables Solution
in solution x1 x2 s1 s2 a1 a2 Quantity
10 x2 1/4 1 1/4 0 1/4 0 2
999 a2 10/4 0 2/4 1 2/4 1 2
Z 2,500 10 497 999 497 999 2,018
CZ 2,488 0 497 999 1,496 0
11. Repeat the process.
a. Check for optimality: It is not optimum because of negatives in C Z row.
b. Determine the entering variable: The largest negative is in column x1.
c. Determine the leaving variable: 2/(1/4) = 8, 2/(10/4) = 0.8. Therefore, it is row a2.
d. Find new pivot-row value using the pivot value of 10/4:
1 0 0.2 0.4 0.2 0.4 0.8
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Chapter 19 - Linear Programming
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Chapter 19 - Linear Programming
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Chapter 19 - Linear Programming
C Var x y z S1 S2 S3 bi ratio
11.45 y 5/12 1 2/3 1/12 0 0 1,400/12 280
0 S2 13/4 0 3 3/4 1 0 200 61.54
0 S3 11/4 0 4 1/4 0 1 370 134.54
Z 4.896 11.75 7.833 0.979 0 0 1,370.83
CZ 5.604 0 2.967 0.979 0 0
C Var x y z S1 S2 S3 bi ratio
11.75 y 0 1 11/39 7/39 5/39 0 91.026 507.1
10.5 x 1 0 12/13 3/13 4/13 0 61.54
0 S3 0 0 19/13 5/13 11/13 1 2610/13 522
Z 10.5 11.75 13.01 0.314 1.724 0 1,715.73
CZ 0 0 2.206 0.314 1.724 0
C Var x y z S1 S2 S3 bi
0 S1 0 39/7 11/7 1 5/7 0 507.14
10.5 x 1 9/7 117/91 0 1/7 0 178.57
0 S3 0 15/7 78/91 0 4/7 1 5.72
Z 10.5 13.5 13.5 0 1.5 0 1,874.99
CZ 0 1.75 2.7 0 1.5 0
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Chapter 19 - Linear Programming
Solutions (continued)
2. a. Minimize Z = 21x1 + 18x2
s.t. 5x1 + 10x2 + A1 S1 = 100
2x1 + 1x2 + A2 S2 = 10
C 21 18 M 0 M 0
I. C Var x1 x2 A1 S1 A2 S2 bi ratio
M A1 5 10 1 1 0 0 100 10
M A2 2 1 0 0 1 1 10 10
Z 7M 11M M M M M 110M
CZ [217M] [1811M] 0 M 0 M M
C 21 18 M 0 M 0
II. C Var x1 x2 A1 S1 A2 S2 bi ratio
18 x2 0.5 1 0.1 0.1 0 0 10 20
M A2 1.5 0 0.1 0.1 1 1 0 0
Z [1.5M+9] 18 [1.80.1M] [0.1M1.8] M M 180
CZ [121.5M] 0 [1.1M1.8] [1.8.1M] 0 M
C 21 18 0 0
III. C Var x1 x2 S1 S2 bi
18 x2 0 1 0.1333 0.333 10
21 x1 1 0 +0.0667 0.667 0
Z 21 18 0.99999 8.000 180
CZ 0 0 0.99999 8.000
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Chapter 19 - Linear Programming
Solutions (continued)
2. b.
I. C 2 5 3 M 0 M 0 M 0
Var x y z A1 S1 A2 S2 A3 S3 bi
M A1 16 10 18 1 1 0 0 0 0 340
M A2 11 12 13 0 0 1 1 0 0 300
M A3 2 6 5 0 0 0 0 +1 1 120
Z 29M 28M 36M M M M M M M 760M
CZ [29M+2] [28M+5] [36M+3] 0 M 0 M 0 M
II. C Var x y z A1 S1 A2 S2 A3 S3 bi
3 Z .8889 .5556 1 .0556 .0556 0 0 0 0 18.89
M A2 .5556 4.778 0 .722 .722 1 1 0 0 54.44
M A3 2.444 3.222* 0 .2778 .2778 0 0 1 1 25.56
Z [3M+2.7] [8M+1.7] 3 [M+.17] [M.17] M M M M 80M+56.7
CZ [+3M+.7] [8M+3.3] 0 [2M47] [M+.17] 0 M 0 M
III. C Var x y z S1 A2 S2 S3 bi
3 z 1.31 0 1 .1034 0 0 .1724 14.48
M A2 3.069* 0 0 .3103 1 1 1.483 16.55
5 Y 0.7586 1 0 0.08621 0 0 0.3103 7.931
Z [3M+.138] 5 3 [.3M+.121] M [1.5M1.03] [16.55M+83.1]
CZ [3.1M+1.86] 0 0 [.3M.121] 0 M [1.5M+1.03]
IV. C Var x y z S1 S2 S3 bi
3 z 0 0 1 0.236 .427 0.4607 7.416
2 x 1 0 0 .1011 .3258 .4831 5.393
5 y 0 1 0 .1629 .2472 .05618 12.02
Z 2 5 3 0.309 0.6067 0.1348 93.15
CZ 0 0 0 0.309 0.6067 0.1348
V. C Var x y z S1 S2 S3 bi
3 z 2.333 0 1 0 0.3333 .6667 20
0 S1 9.889 0 0 1 3.222 4.778 53.33
5 y 1.611 1 0 0 .2778* 0.7222 3.333
Z 1.06 5 3 0 +0.3889 1.6111 76.67
CZ 3.056 0 0 0 0.3889 1.6111
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Chapter 19 - Linear Programming
Solutions (continued)
VI. C Var x y z S1 S2 S3 bi
3 z .4 1.2 1 0 0 0.200 24
0 S1 8.8 11.6 0 1 0 3.6 92
0 S2 5.8 3.6 0 0 1 2.6 23
Z 1.2 3.6 3 0 0 0.6 72
CZ .8 1.4 0 0 0 .6
Optimal solution is: x = 0; y = 0; z = 24 and Z = 72.0
3.
C 3 4 8 0 0 M M
Var x1 x2 x3 S1 S2 A1 A2 bi bi/aij
M A1 2 1 0 1 0 1 0 6 6/2 = 3
M A2 0 1 2 0 1 0 1 4
Zj 2M 2M 2M M M M M 10M
CjZj 32M 42M 82M M M 0 0
C 3 4 8 0 0
Var x1 x2 x3 S1 S2 bi bi/aij
3 x1 1 0 0 3 3=6
M A2 0 1 2 0 1 4 41=4
Zj 3 M3/2 2M 3/2 M 4M+9
CjZj 0 5/2 M 82M 3/2 M
C 3 4 8 0 0
Var x1 x2 x3 S1 S2 bi bi/aij
3 x1 1 0 0 3 3=6
8 x3 0 1 0 2 2=4
Zj 3 11/2 8 3/2 4 25
CjZj 0 3/2 0 3/2 4
C 3 4 8 0 0
Var x1 x2 x3 S1 S2 bi
3 x1 1 0 1 1
4 x2 0 1 2 0 1 4
Zj 3 4 5 3/2 5/2 19
CjZj 0 0 3 3/2 5/2
The optimal solution is: x1 = 1; x2 = 4; x3 = 0 and Z = 19.
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Chapter 19 - Linear Programming
Solutions (continued)
4. Cj 8 2 0 0
Var x1 x2 S1 S2 bi
0 S1 4 5 1 0 20
0 S2 2 6 0 1 18
Zj 0 0 0 0 0
CjZj 8 2 0 0
Cj
Var x1 x2 S1 S2 bi
8 x1 1 5/4 0 5
0 S2 0 7/2 1/2 1 8
Zj 8 10 2 0 40
CjZj 0 8 2 0
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