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SOM WS23 W02 Exercise LinearProgramming Nosol

This document discusses how to solve linear optimization problems. It explains that linear programming can be used to solve optimization problems with an objective function and constraints that are linear equations or inequalities. The document then provides an example of formulating a linear program to minimize the cost of cat food production while meeting nutritional requirements. It shows solving the cat food problem visually and with the Simplex method. Finally, it works through another example of using the Simplex method to solve a linear optimization problem.

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CKA CYKA
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Download as PDF, TXT or read online on Scribd
16 views

SOM WS23 W02 Exercise LinearProgramming Nosol

This document discusses how to solve linear optimization problems. It explains that linear programming can be used to solve optimization problems with an objective function and constraints that are linear equations or inequalities. The document then provides an example of formulating a linear program to minimize the cost of cat food production while meeting nutritional requirements. It shows solving the cat food problem visually and with the Simplex method. Finally, it works through another example of using the Simplex method to solve a linear optimization problem.

Uploaded by

CKA CYKA
Copyright
© © All Rights Reserved
Available Formats
Download as PDF, TXT or read online on Scribd
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Service Operations Management

How can solve optimization problems?


Exercise 02, 10.11.2023
Lena Hörsting
How can we solve (linear)
optimization problems?

1. Formulating a linear program


2. Solving a linear program visually
3. Solving a linear program with the Simplex method

Lena Hörsting Service Operations Management Winter 2023-24 1


How optimization works:
Formulating a Linear Program

• Optimization problems maximise or minimise an indicator under certain constraints


(rules, limiting factors)
– if the aim is to maximise several indicators, we talk about “multi-criteria”
optimisation

• Linear programming can solve optimization problems characterised by an objective


function and constraints that are linear equalities or inequalities.
– max y = p1 * x1 + p2 * x2
– subject to • x1 and x2 are decision variables
• a11 x1 + a12 x2 = b1 • y is the objective value
• a21 x1 + a22 x2 <= b2 • p..., a..., and b... are given parameters
• a31 + a32 x2 <= b3 describing the problem

Lena Hörsting Service Operations Management Winter 2023-24 2


Exercise 1:
Cat Food Production
This Photo by Unknown Author is licensed under CC BY-SA-NC

• We aim to produce cat food as cheaply as possible while ensuring it meets the stated
nutritional analysis requirements shown on the 100g cans.
• Thus we want to vary the ratio of the main ingredients chicken and meat while still
meeting their nutritional standards of at least 8% protein and maximal 0.4% salt.
• Each ingredient contributes to the total weight of protein and fat in the final product
stated in the table below.
Ingredients Protein Salt
Chicken 0.10g 0.002g
Beef 0.20g 0.005g

• The weight of the two main ingredients chicken and meat should sum up to 100g.
• The costs of chicken and beef are 0.013€/g and 0.008€/g respectively.

a. Formulate the a linear program for the cat food problem described above!
b. Solve the cat food problem visually!

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Solution 1a (1/3):
Cat Food Production

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Solution 1a (2/3):
Cat Food Production

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Solution 1a (3/3):
Cat Food Production

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Geometric view of the
problem
Simplex logic: the
x2 optimum has to be at one
of the corners of the
polyhedron!
So we need an algorithm
to check each corner.

x1

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Exercise 1b.
Cat Food Production
b. Solve the cat food production problem visually!

100

100 200

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Exercise 2

• Solve the following linear problem with the Simplex method:

max 80 𝑥1 − 400𝑥2 + 100𝑥3


𝑠. 𝑡 2𝑥1 − 5𝑥2 + 𝑥3 ≤ 8
𝑥1 −2𝑥2 + 𝑥3 ≤ 13
𝑥1 , 𝑥2 , 𝑥3 ≥ 0

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Solution 2: Simplex (1/1)

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Solution 2: Simplex (2/3)

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Solution 2: Simplex (3/3)

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Thank you for your attention!

• Any questions?

• Next week, we will consider service strategy planning.

Lena Hörsting Service Operations Management Winter 2023-24 13

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