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Chapter 5 Supplement: Linear Programming

The document provides supplemental information on linear programming including defining the linear programming model, assumptions, using graphical linear programming to find an optimal solution, an example problem, and concepts like slack, surplus, the simplex method and sensitivity analysis.

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R.Arumugam
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© © All Rights Reserved
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10 views

Chapter 5 Supplement: Linear Programming

The document provides supplemental information on linear programming including defining the linear programming model, assumptions, using graphical linear programming to find an optimal solution, an example problem, and concepts like slack, surplus, the simplex method and sensitivity analysis.

Uploaded by

R.Arumugam
Copyright
© © All Rights Reserved
Available Formats
Download as PPT, PDF, TXT or read online on Scribd
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SUPPLEMENT TO CHAPTER FIVE

LINEAR PROGRAMMING

Chapter 5 Supplement

Linear
Programming
Irwin/McGraw-Hill ©The McGraw-Hill Companies, Inc., 1999
5S-1
SUPPLEMENT TO CHAPTER FIVE
LINEAR PROGRAMMING
Linear Programming Model

• Objective: the goal of an LP model is


maximization or minimization
• Decision variables: amounts of either inputs or
outputs
• Constraints: limitations that restrict the
available alternatives
• Parameters: numerical values

Irwin/McGraw-Hill ©The McGraw-Hill Companies, Inc., 1999


5S-2
SUPPLEMENT TO CHAPTER FIVE
LINEAR PROGRAMMING
Linear Programming Assumptions
• Linearity: the impact of decision variables is linear in
constraints and objective function
• Divisibility: noninteger values of decision variables are
acceptable
• Certainty: values of parameters are known and constant
• Nonnegativity: negative values of decision variables are
unacceptable

Irwin/McGraw-Hill ©The McGraw-Hill Companies, Inc., 1999


5S-3
SUPPLEMENT TO CHAPTER FIVE
LINEAR PROGRAMMING
Graphical Linear Programming
• Set up objective function and constraints in
mathematical format
• Plot the constraints
• Identify the feasible solution space
• Plot the objective function
• Determine the optimum solution

Irwin/McGraw-Hill ©The McGraw-Hill Companies, Inc., 1999


5S-4
SUPPLEMENT TO CHAPTER FIVE
LINEAR PROGRAMMING
Linear Programming Example

12
10
Plot
8
Constraint 1
6 X1 + 3X2 = 12
4
2
0
0 1 2 3 4 5 6 7 8 9 10 11 12 13 14 15

Irwin/McGraw-Hill ©The McGraw-Hill Companies, Inc., 1999


5S-5
SUPPLEMENT TO CHAPTER FIVE
LINEAR PROGRAMMING
Linear Programming Example

12
Add
10 Constraint 2
8
4X1 + 3X2 = 24

6 Constraint 1
X1 + 3X2 = 12
4

2
Solution space
0
0 1 2 3 4 5 6 7 8 9 10 11 12 13 14 15

Irwin/McGraw-Hill ©The McGraw-Hill Companies, Inc., 1999


5S-6
SUPPLEMENT TO CHAPTER FIVE
LINEAR PROGRAMMING
Linear Programming Example
X2
14
12 Z  4x1  5x 2
10 Z = 60 x1  3x 2  12
8 4x1  3x 2  24
6 Z = 40 x1, x 2  0
4
2
Z = 20
0
0 1 2 3 4 5 6 7 8 9 10 11 12 13 14 15
X1

Irwin/McGraw-Hill ©The McGraw-Hill Companies, Inc., 1999


5S-7
SUPPLEMENT TO CHAPTER FIVE
Figure 5S-15 LINEAR PROGRAMMING
MS Excel worksheet for microcomputer problem

Irwin/McGraw-Hill ©The McGraw-Hill Companies, Inc., 1999


5S-8
SUPPLEMENT TO CHAPTER FIVE
Figure 5S-17 LINEAR PROGRAMMING
MS Excel worksheet solution

Irwin/McGraw-Hill ©The McGraw-Hill Companies, Inc., 1999


5S-9
SUPPLEMENT TO CHAPTER FIVE
LINEAR PROGRAMMING
Slack and Surplus
• Binding constraint: a constraint that forms the optimal
corner point of the feasible solution space
• Surplus: when the optimal values of decision variables are
substituted into a greater than or equal to constraint and
the resulting value exceeds the right side value
• Slack: when the optimal values of decision variables are
substituted into a less than or equal to constraint and the
resulting value is less than the right side value

Irwin/McGraw-Hill ©The McGraw-Hill Companies, Inc., 1999


5S-10
SUPPLEMENT TO CHAPTER FIVE
LINEAR PROGRAMMING
Simplex Method
• Simplex: a linear-programming algorithm
that can solve problems having more than
two decision variables
• Tableau: One in a series of solutions in
tabular form, each corresponding to a
corner point of the feasible solution space

Irwin/McGraw-Hill ©The McGraw-Hill Companies, Inc., 1999


5S-11
SUPPLEMENT TO CHAPTER FIVE
LINEAR PROGRAMMING
Sensitivity Analysis
• Range of optimality: the range of values for
which the solution quantities of the decision
variables remains the same
• Range of feasibility: the range of values for
the fight-hand side of a constraint over which
the shadow price remains the same
• Shadow prices: negative values indicating
how much a one-unit decrease in the original
amount of a constraint would decrease the
final value of the objective function
Irwin/McGraw-Hill ©The McGraw-Hill Companies, Inc., 1999
5S-12

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