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Metode Kuantitatif Bisnis: Week 3 Linear Programming Simplex Method - Maximize

This document discusses linear programming and the simplex method. It provides examples of solving linear programming problems graphically and using the simplex method. The simplex method is demonstrated through multiple iterations to arrive at an optimal solution. The document also discusses alternative optimal solutions, sensitivity analysis, and cases where no feasible or unbounded solutions exist.

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98 views22 pages

Metode Kuantitatif Bisnis: Week 3 Linear Programming Simplex Method - Maximize

This document discusses linear programming and the simplex method. It provides examples of solving linear programming problems graphically and using the simplex method. The simplex method is demonstrated through multiple iterations to arrive at an optimal solution. The document also discusses alternative optimal solutions, sensitivity analysis, and cases where no feasible or unbounded solutions exist.

Uploaded by

stefhaniekania
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
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Download as PDF, TXT or read online on Scribd
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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

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