Metode Kuantitatif Bisnis
Week 3
Linear Programming
Simplex Method - Maximize
Outlines
Solve Linear Programming Model
Using Graphic Solution
Solve Linear Programming Model
Using Simplex Method (Maximize)
Solve Linear Programming Model
Using Simplex Method (Minimize)
Developing Linear Programming
Model
Decision Variables
Objective
Objective Function
Constraints
• Nonnegative constraints
Four Special Cases in LP
No Feasible Solution
Unboundedness
Redundancy
Alternate Optimal Solutions
No Feasible Solution
Unboundedness
Redundancy
Alternate Optimal Solutions
Sensitivity Analysis
How sensitive an optimal solution is to changes
• Trial-and-error approach
• Analytic post-optimality method
STANDARD MAXIMIZATION
PROBLEM
Flair Furniture Company
• Objective function:
Maximize profit (P) = $70T + $50C
• Constraints:
4T + 3C ≤ 240
2T + 1C ≤ 100 Introduce slack
T≥0 variables into
C≥0 constraints to obtain
equality (equations)
Slack Variables
All the inequality transformed into equality by
adding slack variables to each of the inequality.
4T + 3C ≤ 240 4T + 3C + S1 = 240
2T + 1C ≤ 100 2T + 1C + S2 = 100
Move the objective function to the left hand
side of the equation
P = $70T + $50C - 70T - 50C + P = 0
First Simplex Tableu
4T + 3C + S1 = 240 row 1
Basic Variable T C S1 S2 P RHS
S1 4 3 1 0 0 240
S2 2 1 0 1 0 100
P -70 -50 0 0 1 0
2T + 1C + S2 = 100 row 2
- 70T - 50C + P = 0 row 3
Simplex Tableu
Change the pivot number to 1 and
Pivot Number other number in the same column to 0
Basic Variable T C S1 S2 P RHS
S1 4 3 1 0 0 240 = 240/4 = 60
S2 2 1 0 1 0 100 = 100/2 = 50
P -70 -50 0 0 1 0
Smallest result of the ratio,
Most negative, therefore therefore variable S2 leave
variable T enter the solution mix
the solution mix
Second Simplex Tableu
Basic Var. T C S1 S2 P RHS
S1 4 3 1 0 0 240 = Row 2 * (-4) + Row 1
S2 2 1 0 1 0 100 = Row 2 / 2
P -70 -50 0 0 1 0 = Row 2 * 70 + Row 3
Basic Variable T C S1 S2 P RHS
S1 0 1 1 -2 0 40
T 1 1/2 0 1/2 0 50
P 0 -15 0 35 1 3500
Row P still contain negative value
Second Simplex Tableu
Change the pivot number to 1 and
Pivot Number other number in the same column to 0
Basic Variable T C S1 S2 P RHS
S1 0 1 1 -2 0 40 40/1 = 40
T 1 1/2 0 1/2 0 50 50/(1/2) = 100
P 0 -15 0 35 1 3500
Smallest result of the ratio,
Most negative, therefore therefore variable S1 leave
variable C enter the solution mix
the solution mix
Third Simplex Tableu
Basic Var. T C S1 S2 P RHS
S1 0 1 1 -2 0 40 = Row 1
T 1 1/2 0 1/2 0 50 = Row 1 * (-1/2) + Row 2
P 0 -15 0 35 1 3500 = Row 1 * 15 + Row 3
Basic Variable T C S1 S2 P RHS
C 0 1 1 -2 0 40
T 1 0 -1/2 3/2 0 30
P 0 0 15 5 1 4100
OPTIMAL!!
Optimal Solution
C = 40
T = 30
Basic Variable T C S1 S2 P RHS
C 0 1 1 -2 0 40
T 1 0 -1/2 3/2 0 30
P 0 0 15 5 1 4100
Profit = 4100
EXERCISE
M7-20
Solve the following LP problem graphically. Then
set up a simplex tableu and solve the problem
using the simplex method. Indicate the corner
points generated each iteration by the simplex
method on your graph.
Maximize profit = $3X1 + $5X2
Subject to X2 ≤ 6
3X1 + 2X2 ≤ 18
X1, X2 ≥ 0
M7-24
Solve the following problem by the simplex
method. What condition exists that prevents
you from reaching an optimal solution?
Maximize profit = 6X1 + 3X2
Subject to 2X1 – 2X2 ≤ 2
-X1 + X2 ≤ 1
X1, X2 ≥ 0
THANK YOU
