Escolar Documentos
Profissional Documentos
Cultura Documentos
Linear Programming
Decision Analysis
Tools and Techniques
Lecture Outline
Model Formulation
Graphical Solution Method
Linear Programming Model Solution
Solving Linear Programming Problems with
Excel
Sensitivity Analysis
Supplement 14-2
Supplement 14-3
Types of LP
Supplement 14-4
Types of LP
Supplement 14-5
Types of LP
Supplement 14-6
LP Model Formulation
Decision variables
symbols representing levels of activity of an operation
Objective function
linear relationship for the objective of an operation
most frequent business objective is to maximize profit
most frequent objective of individual operational units
(such as a production or packaging department) is to
minimize cost
Constraint
linear relationship representing a restriction on
decision making
Copyright 2011 John Wiley & Sons, Inc.
Supplement 14-7
LP Model Formulation
Max/min
subject to:
a11x1 + a12x2 + ... + a1nxn (, =, ) b1
a21x1 + a22x2 + ... + a2nxn (, =, ) b2
Constraints
:
an1x1 + an2x2 + ... + annxn (, =, ) bn
xj = decision variables
bi = constraint levels
cj = objective function coefficients
aij = constraint coefficients
Copyright 2011 John Wiley & Sons, Inc.
Supplement 14-8
Labor
(hr/unit)
1
2
Product
Bowl
Mug
Clay
(lb/unit)
4
3
Revenue
($/unit)
40
50
Supplement 14-9
(labor constraint)
x2 = 8 mugs
Revenue = $1,360
Supplement 14-10
Supplement 14-11
4 x1 + 3 x2 120 lb
30
Objective function
20
Area common to
both constraints
10
0
x1 + 2 x2 40 hr
|
10
|
20
|
30
|
40
|
50
|
60
x1
Supplement 14-12
x2
40
40
4 x1 + 3 x2 120 lb
30
x1 + 2 x2 40 hr
20
10
0 8
|
10
| 24 |
20
30
| x1
40
40
x2 =
x1 + 2(8) =
40
x1
= 24
Z = $40(24) + $50(8) = $1,360
Supplement 14-13
x2 =20 mugs
40
Z = $1,000
x2 =8 mugs
Z = $1,360
30
20
x1 = 224 bowls
x1 = 30 bowls
x2 =0 mugs
Z = $1,200
10
0
B
|
10
|
20
| C|
30 40
x1
Supplement 14-14
Objective Function
x2
40
30
20 A
Optimal point:
x1 = 30 bowls
10
x2 =0 mugs
Z = $2,100
B
0
|
10
Copyright 2011 John Wiley & Sons, Inc.
|
20
| C
30
x1 + 2x2 40 hr
|
40
x1
Supplement 14-15
Minimization Problem
CHEMICAL CONTRIBUTION
Brand
Nitrogen (lb/bag)
Phosphate (lb/bag)
2
4
4
3
Gro-plus
Crop-fast
Supplement 14-16
Graphical Solution
x2
14
x1 = 0 bags of Gro-plus
x2 = 8 bags of Crop-fast
Z = $24
12
10
8A
Z = 6x1 + 3x2
6
4
B
2
0
|
2
|
4
|
6
|
8
|
10
|
12
|
14
x1
Supplement 14-17
Simplex Method
Mathematical procedure for solving LP problems
Follow a set of steps to reach optimal solution
Slack variables added to constraints to represent
unused resources
x1 + 2x2 + s1 = 40 hours of labor
4x1 + 3x2 + s2 = 120 lb of clay
Surplus variables subtracted from constraints to
represent excess above resource requirement.
2x1 + 4x2 16 is transformed into
2x1 + 4x2 - s1 = 16
Slack/surplus variables have a 0 coefficient in the
objective function
Z = $40x1 + $50x2 + 0s1 + 0s2
Copyright 2011 John Wiley & Sons, Inc.
Supplement 14-18
Supplement 14-19
Supplement 14-20
Objective function
=C6*B10+D6*B11
=E6-F6
=E7-F7
Decision variables
bowls (X1) = B10
mugs (x2) = B11
=C7*B10+D7*B11
Supplement 14-21
Decision variables
C6*B10+D6*B1140
and
C7*B10+D7*B11120
Click on Add to
insert constraints
Click on Options to add
non-negativity and linear
conditions
Supplement 14-22
LP Solution
Supplement 14-23
Sensitivity Analysis
Supplement 14-24
Supplement 14-25
Supplement 14-26
Supplement 14-27