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Assignment 2 (2500)

The document describes solving a linear programming problem to minimize the total cost of production across 4 quarters (Q1-Q4) given demand, production capacity, inventory levels, and costs of regular and overtime production. The problem is converted to canonical form by introducing slack variables. The simplex method is applied through 3 iterations to arrive at an optimal solution with objective function value of 368,750. Key steps include identifying entering/leaving variables based on minimum ratios and pivot elements.

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haseeb ahmed
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55 views6 pages

Assignment 2 (2500)

The document describes solving a linear programming problem to minimize the total cost of production across 4 quarters (Q1-Q4) given demand, production capacity, inventory levels, and costs of regular and overtime production. The problem is converted to canonical form by introducing slack variables. The simplex method is applied through 3 iterations to arrive at an optimal solution with objective function value of 368,750. Key steps include identifying entering/leaving variables based on minimum ratios and pivot elements.

Uploaded by

haseeb ahmed
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 DOCX, PDF, TXT or read online on Scribd
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Task 1

Solution

Max Z = 100 x1 + 150 x2

subject to

x1 + 2 x2 ≤ 160

x1 ≤ 100

x2 ≤ 120

and x1,x2≥0;

The problem is converted to canonical form by adding slack, surplus and artificial variables as
appropriate

1. As the constraint-1 is of type '≤' we should add slack variable S1

2. As the constraint-2 is of type '≤' we should add slack variable S2

3. As the constraint-3 is of type '≤' we should add slack variable S3

After introducing slack variables

Max Z = 100 x1 + 150 x2 + 0 S1 + 0 S2 + 0 S3

subject to

x1 + 2 x2 + S1 = 160

x1 + S2 = 100

x2 + S3 = 120

and x1,x2,S1,S2,S3≥0

Iteration-1 Cj 100 150 0 0 0

B CB XB x1 x2 S1 S2 S3 MinRatio
XBx2

S1 0 160 1 (2) 1 0 0 1602=80→

S2 0 100 1 0 0 1 0 ---

S3 0 120 0 1 0 0 1 1201=120

Z=0 Zj 0 0 0 0 0

Zj-Cj -100 -150↑ 0 0 0

Negative minimum Zj-Cj is -150 and its column index is 2. So, the entering variable is x2.

Minimum ratio is 80 and its row index is 1. So, the leaving basis variable is S1.

∴ The pivot element is 2.

Entering =x2, Departing =S1, Key Element =2

R1(new)=R1(old)÷2
R1(old) = 160 1 2 1 0 0

R1(new)=R1(old)÷2 80 0.5 1 0.5 0 0

R2(new)=R2(old)
R2(old) = 100 1 0 0 1 0

R2(new)=R2(old) 100 1 0 0 1 0

R3(new)=R3(old) - R1(new)
R3(old) = 120 0 1 0 0 1

R1(new) = 80 0.5 1 0.5 0 0

R3(new)=R3(old) - R1(new) 40 -0.5 0 -0.5 0 1

Iteration-2 Cj 100 150 0 0 0

B CB XB x1 x2 S1 S2 S3 MinRatio
XBx1

x2 150 80 0.5 1 0.5 0 0 800.5=160

S2 0 100 (1) 0 0 1 0 1001=100→

S3 0 40 -0.5 0 -0.5 0 1 ---

Z=12000 Zj 75 150 75 0 0

Zj-Cj -25↑ 0 75 0 0

Negative minimum Zj-Cj is -25 and its column index is 1. So, the entering variable is x1.

Minimum ratio is 100 and its row index is 2. So, the leaving basis variable is S2.

∴ The pivot element is 1.

Entering =x1, Departing =S2, Key Element =1

R2(new)=R2(old)
R2(old) = 100 1 0 0 1 0

R2(new)=R2(old) 100 1 0 0 1 0

R1(new)=R1(old) - 0.5R2(new)
R1(old) = 80 0.5 1 0.5 0 0

R2(new) = 100 1 0 0 1 0

0.5×R2(new) = 50 0.5 0 0 0.5 0

R1(new)=R1(old) - 0.5R2(new) 30 0 1 0.5 -0.5 0

R3(new)=R3(old) + 0.5R2(new)
R3(old) = 40 -0.5 0 -0.5 0 1

R2(new) = 100 1 0 0 1 0

0.5×R2(new) = 50 0.5 0 0 0.5 0

R3(new)=R3(old) + 0.5R2(new) 90 0 0 -0.5 0.5 1


Iteration-3 Cj 100 150 0 0 0

B CB XB x1 x2 S1 S2 S3 MinRatio

x2 150 30 0 1 0.5 -0.5 0

x1 100 100 1 0 0 1 0

S3 0 90 0 0 -0.5 0.5 1

Z=14500 Zj 100 150 75 25 0

Zj-Cj 0 0 75 25 0

Since all Zj-Cj≥0

Hence, optimal solution is arrived with value of variables as:


x1=100, x2=30

Max Z=1450

Solving by LP:

The boxes in green, are decision variables


The boxes in blue are constrains
The boxes in orange is the objective function

The formulae used:

Q1 Q2 Q3 Q4

Dem
and 65 95 140 70

Begi
n Inv 30 =C10 =D10 =E10

D
ec
V Reg
ar Prod 50 50 50 50

<= <= <= <=

Reg
Capa
city 50 50 50 50
Cost
regul
ar 1000 1000 1000 1000

D
ec
V OT
ar Prod 0 30 90 20

Cost
OT 1200 1200 1200 1200

Closi
5 ng
0 Inv =C4+C8+C3-C2 =D4+D8+D3-D2 =E4+E8+E3-E2 =F4+F8+F3-F2

>= >= >= >=

0 0 0 0

=C4*C7+C8*C9+ =D4*D7+D8*D9+ =E4*E7+E8*E9+ =F4*F7+F8*F9+


Cost C10*$A$10 D10*$A$10 E10*$A$10 F10*$A$10

Total
cost =SUM(C13:F13)

Obj
Func Minimize
The solution using solver:

Q1 Q2 Q3 Q4

Demand 65 95 140 70

Begin Inv 30 15 0 0

Dec
Var Reg Prod 50 50 50 50

<= <= <= <=

Reg
Capacity 50 50 50 50

Cost
regular 1000 1000 1000 1000
Dec
Var OT Prod 0 30 90 20

1200.0
Cost OT 1200.00 1200.00 0 1200.00

Closing
50 Inv 15 0 0 0

>= >= >= >=

0 0 0 0

Cost 50750 86000 158000 74000

Total cost 368750

Obj Func Minimize

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