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Steps in application:
Identify problem as solvable by linear programming.
Formulate a mathematical model of the unstructured
problem.
Solve the model.
Implementation
© 2009 Prentice-Hall, Inc. 7–3
Requirements of LP Problems and
LP Basic Assumptions
Requirements
Decision variables - mathematical symbols representing levels of activity of a
firm.
Objective function - a linear mathematical relationship describing an objective of
the firm, in terms of decision variables - this function is to be maximized or
minimized.
Constraints – requirements or restrictions placed on the firm by the operating
environment, stated in linear relationships of the decision variables.
Parameters - numerical coefficients and constants used in the objective function
and constraints.
Assumptions
Proportionality - The rate of change (slope) of the objective function and
constraint equations is constant.
Additivity - Terms in the objective function and constraint equations must be
additive.
Divisibility -Decision variables can take on any fractional value and are therefore
continuous as opposed to integer in nature.
Certainty - Values of all the model parameters are assumed to be known with
certainty (non-probabilistic).
Non-negativity - all answers or variables are greater than or equal to (≥) zero
© 2009 Prentice-Hall, Inc. 7–4
Pho Hu tieu
(40K VND/bowl) (50K VND/bowl)
Minime Restaurant
Chef Meat
(works 40 min./day) (120 grs meat/day)
=E7-F7
=C6*B10+D6*B11
=C7*B10+D7*B11
Objective function
Decision variables
C6*B10+D6*B11≤40
C7*B10+D7*B11≤120
Click on “Add” to
insert constraints
Nitrogen Phosphate
Brand
(lb/bag) (lb/bag)
Super-gro 2 4
Crop-quick 4 3
© 2009 Prentice-Hall, Inc. 7 – 31
Fertilizing Farmer’s
Field
Decision Variables:
x1 = bags of Super-Gro
x2 = bags of Crop-Quick
Model Constraints:
2x1 + 4x2 16 lb (nitrogen constraint)
4x1 + 3x2 24 lb (phosphate constraint)
x1, x2 0 (non-negativity constraint)
Infeasibility
Unboundedness
Redundancy
Alternate Optimal Solutions
8–
–
6–
–
Region Satisfying
4– Third Constraint
–
2–
–
0– | | | | | | | | | |
2 4 6 8 X1
X1 ≥ 5
15 –
X2 ≤ 10
10 –
Feasible Region
5–
X1 + 2X2 ≥ 15
0 |– | | | |
5 10 15 X1
© 2009 Prentice-Hall, Inc. 7 – 40
Four Special Cases in LP
Redundancy- A problem with a redundant constraint
A redundant constraint is one that does not affect the feasible
solution region
X2
30 –
25 –
2X1 + X2 ≤ 30
20 –
Redundant
Constraint
15 –
X1 ≤ 25
10 –
X1 + X2 ≤ 20
Feasible
5–
Region
0– | | | | | |
5 10 15 20 25 30 X1 © 2009 Prentice-Hall, Inc. 7 – 41
Four Special Cases in LP
Alternate optimal solutions
Occasionally two or more optimal solutions may exist
X2
Graphically this occurs when the objective function’s
isoprofit or isocost line runs perfectly parallel to one of
8– the constraints
7–
6 –A
Optimal Solution Consists of All
5– Combinations of X1 and X2 Along
the AB Segment
4–
2–
B Isoprofit Line for $12
1 – Feasible Overlays Line Segment AB
Region
0– | | | | | | | |
1 2 3 4 5 6 7 8 X1 © 2009 Prentice-Hall, Inc. 7 – 42
Sensitivity Analysis
s.t. x1 < 6
2x1 + 3x2 < 19
x1 + x2 < 8
x 1, x 2 > 0
6
x1 < 6
5
4
Optimal x1 = 5, x2 = 3
z = 46
3
2
2x1 + 3x2 < 19
1
1 2 3 4 5 6 7 8 9 10 x1
© 2009 Prentice-Hall, Inc. 7 – 47
Example: Sensitivity Analysis
Range of Optimality for c1
The slope of the objective function line is -c1/c2.
The slope of the 1st binding constraint, x1 + x2 = 8, is -1,
the slope of the 2nd binding constraint, 2x1 + 3x2 = 19, is -2/3.
Find the range of values for c1 (with c2 staying 7) such
that
the objective function line slope lies between that of the two
binding constraints:
-1 < -c1/7 < -2/3