Optimization Lecture
Optimization Lecture
1
20 Apr 2020
Pmax=8
2
20 Apr 2020
3
20 Apr 2020
A firm manufactures two types of couplings, A and B, the number of each type to be produced to
each of which requires processing time on lathes,
grinders, and polishers. The machine times needed maximize the profit.
for each type of coupling are given in the table.
Coupling Time Required (hours) The maximum profit
Type Lathe Grinder Polisher
A 2 8 5
B 5 5 2
4
20 Apr 2020
Maximize 𝑃 = 𝑥 + 4𝑦
Subject to −𝑥 + 2𝑦 ≤ 6
5𝑥 + 4𝑦 ≤ 40
5
20 Apr 2020
−𝑥 + 2𝑦 + 𝑤1 =6
Basis x y 𝒘𝟏 𝒘𝟐 b check
5𝑥 + 4𝑦 + + 𝑤1 = 40
𝑃 − 𝑥 − 4𝑦 =0
-1 2 1 0 6 -1 2 1 0 6
5 4 0 1 40
Problem
Basis x y 𝒘𝟏 𝒘𝟐 b check Basis x y Slack
𝒘𝟏 Variables
𝒘𝟐 b check
Variables
-1 2 1 0 6 𝒘𝟏 -1 2 1 0 6
5 4 0 1 40 𝒘𝟐 5 4 0 1 40
P -1 -4 0 0 0 P -1 -4 0 0 0
6
20 Apr 2020
𝒘𝟏 -1 2 1 0 6 𝒘𝟏 -1 2 1 0 6 8
𝒘𝟐 5 4 0 1 40 𝒘𝟐 5 4 0 1 40
P -1 -4 0 0 0 P -1 -4 0 0 0
𝒘𝟏 -1 2 1 0 6 8 𝒘𝟏 -1 2 1 0 6 8
𝒘𝟐 5 4 0 1 40 50 𝒘𝟐 5 4 0 1 40 50
P -1 -4 0 0 0 -5 P -1 -4 0 0 0 -5
Key column
𝒘𝟏 -1 2 1 0 6 8 𝒘𝟏 -1 2 1 0 6 8
𝒘𝟐 5 4 0 1 40 50 𝒘𝟐 5 4 0 1 40 50
P -1 -4 0 0 0 -5 P -1 -4 0 0 0 -5
6
Row 1 : =3
Key column 2
40
Row 1 : = 10
4
7
20 Apr 2020
𝒘𝟏 -1 2 Key
1 row
0 6 8 𝒘𝟏 -1 22 Key
1 row
0 6 8
𝒘𝟐 5 4 0 1 40 50 𝒘𝟐 5 4 0 1 40 50
P -1 -4 0 0 0 -5 P -1 -4 0 0 0 -5
6
Row 1 : =3
2
40
Row 1 : = 10
4
𝒘𝟏 -1 2 1 0 6 8 𝒘𝟏 -1 2 1 0 6 8
𝒘𝟐 5 4 0 1 40 50 𝒘𝟐 5 4 0 1 40 50
P -1 -4 0 0 0 -5 P -1 -4 0 0 0 -5
1 1
𝒘𝟏 − 2 0 3 4
2 2
𝒘𝟐
𝒘𝟏 -1 2 1 0 6 8 𝒘𝟐 5 4 0 1 40 50
P -1 -4 0 0 0 -5
5 4 0 1 40 50 1 1
𝒘𝟐 𝒘𝟏 − 1 0 3 4
2 2
P -1 -4 0 0 0 -5 𝒘𝟐 5 4 0 1 40 50
P -1 -4 0 0 0 -5
𝒘𝟏 −
1
1 Main
1
row
0 3 4
2 2 𝒘𝟏
1
1
1
0 3 4
−
𝒘𝟐 5 4 0 1 40 50 2 2
𝒘2
P -1 -4 Index
0 row
0 0 -5 P
8
20 Apr 2020
𝒘𝟏 -1 2 1 0 6 8 𝒘𝟏 -1 2 1 0 6 8
𝒘𝟐 5 4 0 1 40 50 𝒘𝟐 5 4 0 1 40 50
P -1 -4 0 0 0 -5 P -1 -4 0 0 0 -5
1 1 1 1
𝒘𝟏 − 1 0 3 4 𝒘𝟏 − 1 0 3 4
2 2 2 2
𝒘𝟐 5 4 0 1 40 50 𝒘𝟐 5 4 0 1 40 50
P -1 -4 0 0 0 -5 P -1 -4 0 0 0 -5
1 1 1 1
𝒘𝟏 − 1 0 3 4 𝒘𝟏 − 1 0 3 4
2 2 2 2
7
𝒘2 5 − −1 2 4 = 7 𝒘2 4− 1 4 =0
P P
1 1 1 1
𝒘𝟏 − 1 0 3 4 𝒘𝟏 − 1 0 3 4
2 2 2 2
𝒘𝟐 5 4 0 1 40 50 𝒘𝟐 5 4 0 1 40 50
P -1 -4 0 0 0 -5 P -1 -4 0 0 0 -5
1 1 1 1
𝒘𝟏 − 1 0 3 4 𝒘𝟏 − 1 0 3 4
2 2 2 2
𝒘 2 7 0 𝒘2 7 0 -2
0 − P1 2 4 = −2 1− 0 4 =1
P
1 1 1 1
𝒘𝟏 − 1 0 3 4 𝒘𝟏 − 1 0 3 4
2 2 2 2
𝒘𝟐 5 4 0 1 40 50 𝒘𝟐 5 4 0 1 40 50
P -1 -4 0 0 0 -5 P -1 -4 0 0 0 -5
1 1 1 1
𝒘𝟏 − 1 0 3 4 𝒘𝟏 − 1 0 3 4
2 2 2 2
𝒘2 7 0 -2 1 𝒘2 7 0 -2 1 28
40 − 3 4 = 28 50 − 4 4 = 34
P P
9
20 Apr 2020
𝒘𝟏 -1 2 1 0 6 8 𝒘𝟏 -1 2 1 0 6 8
𝒘𝟐 5 4 0 1 40 50 𝒘𝟐 5 4 0 1 40 50
P -1 -4 0 0 0 -5 P -1 -4 0 0 0 -5
1 1 1 1
𝒘𝟏 − 1 0 3 4 𝒘𝟏 − 1 0 3 4
2 2 2 2
𝒘𝟐 5 4 0 1 40 50 𝒘𝟐 5 4 0 1 40 50
P -1 -4 0 0 0 -5 P -1 -4 0 0 0 -5
1 1 1 1
𝒘𝟏 − 1 0 3 4 𝒘𝟏 − 1 0 3 4
2 2 2 2
𝒘2 7 0 -2 1 28 34 𝒘2 7 0 -2 1 28 34
P P -3 0 2 0 12 11
1 1 y
𝒘𝟏 − 1 0 3 4
2 2 𝒘2 1 0 −2 7 −1 7 4 34
7
𝒘2 7 0 -2 1 28 34 P
P -3 0 2 0 12 11
1 1 1 1
y − 1 0 3 4 y − 1 0 3 4
2 2 2 2
𝒘2 7 0 -2 1 28 34 𝒘2 1 0 −2 −1 4 34
7 7 7
P -3 0 2 0 12 11 P -3 0 2 0 12 11
y
1
1
1
0 3 4 y 0 1 5 1 5 45
− 14 14 7
2 2
𝒘2 1 0 −2 7 −1 7 4 34
𝒘2 1 0 −2 7 −1 7 4 34 7
7
P 0 0 8 3 24 179
P -3 0 2 0 12 11 7 7 7
10
20 Apr 2020
Basis x y 𝒘𝟏 𝒘𝟐 b check
1 1
y − 1 0 3 4
2 2
𝒘2 1 0 −2 7 −1 7 4 34
7
P -3 0 2 0 12 11
y 0 1 5 1 5 45
14 14 7
𝑥 1 0 −2 7 −1 7 4 34
7
P 0 0 8 3 24 179
7 7 7
11
20 Apr 2020
12
20 Apr 2020
13