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Session 03: - Special Conditions in LP Models - Spreadsheet Solvers - Guidelines For Spreadsheet Design

The document discusses special conditions that can occur in linear programming models such as alternate optimal solutions, redundant constraints, and infeasibility. It provides examples of each. It also discusses using spreadsheet software like Excel to model and solve LP problems and reviews best practices for designing spreadsheets, including organizing data clearly and using formatting to enhance communication and auditability.

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Udhav Joshi
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22 views17 pages

Session 03: - Special Conditions in LP Models - Spreadsheet Solvers - Guidelines For Spreadsheet Design

The document discusses special conditions that can occur in linear programming models such as alternate optimal solutions, redundant constraints, and infeasibility. It provides examples of each. It also discusses using spreadsheet software like Excel to model and solve LP problems and reviews best practices for designing spreadsheets, including organizing data clearly and using formatting to enhance communication and auditability.

Uploaded by

Udhav Joshi
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as PPTX, PDF, TXT or read online on Scribd
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Session 03

• Special conditions in LP models

• Spreadsheet solvers

• Guidelines for spreadsheet design


Understanding
How Things
Change
See file Fig2-8.xlsm
Special Conditions
in
LP Models

• Several anomalies can occur in LP


problems:
• Alternate Optimal Solutions
• Redundant Constraints
• Unbounded Solutions
• Infeasibility
Example of Alternate Optimal Solutions
X2 Max. 450X1 + 300X2

250 Subject to:


objective function level curve 1X1 + 1X2 ≤ 200;
200 450X1 + 300X2 = 78300 9X1 + 6X2 ≤ 1566;
12X1 + 16X2 ≤ 2880;
1X1 ≥ 0
150
1 X2 ≥ 0

100

alternate optimal solutions


50

0
0 50 100 150 200 250 X1
Example of a Redundant Constraint Max. 350X1 + 300X2

X2 Subject to:
1X1 + 1X2 ≤ 225;
250 9X1 + 6X2 ≤ 1566;
boundary line of tubing constraint 12X1 + 16X2 ≤ 2880;
1X1 ≥ 0
200 1X2 ≥ 0
boundary line of pump constraint

150 X1+X2<= 225

100 boundary line of labor constraint

Feasible Region
50

0
0 50 100 150 200 250 X1
Example of an Unbounded Solution Max. X1 + X2

X2 Subject to:
X1 + X2 ≥ 400;
1000 objective function -X1 + 2X2 ≤ 400;
X1 + X2 = 600 -X1 + 2X2 = 400
X1 ≥ 0
800 X2 ≥ 0
objective function
X1 + X2 = 800

600

400

200

X1 + X2 = 400
0
-400 0 200 400 600 800 1000 X1
Example of Infeasibility
X2 Max. X1 + X2
250
Subject to:
X1 + X2 ≤ 150;
200 X1 + X2 >= 200 X1 + X2 ≥ 200;
feasible region for
X1 ≥ 0
150 second constraint X2 ≥ 0

100

feasible region
50 for first constraint

X1 + X2 <= 150
0
0 50 100 150 200 250 X1
Modeling and Solving LP
Problems in a Spreadsheet
Solving LP problems graphically is only
possible when there are two decision
variables

Few real-world LP have only two decision


variables
Introduction

Fortunately, we can now use spreadsheets to


solve LP problems
The company that makes the Solver in Excel, Google
Sheets, Quattro Pro is Frontline Systems, Inc.
Check out their web
http://www.solver.com
site:

Spreadsheet
Solvers
Other packages for solving MP problems:

AMPL LINDO CPLEX LPSolve


The Steps in Implementing an LP
Model in a Spreadsheet
Organize
• the data for the model on the spreadsheet.

Reserve
• separate cells in the spreadsheet for each decision variable in the
model.

Create a formula in a cell


• in the spreadsheet that corresponds to the objective function.

For each constraint


• create a formula in a separate cell in the spreadsheet that corresponds
to the left-hand side (LHS) of the constraint.
Let’s Implement a Model for the Blue Ridge Hot
Tubs Example...

MAX: 350X1 + 300X2 } profit

S.T.: 1X1 + 1X2 <= 200 } pumps

9X1 + 6X2 <= 1566 } labor

12X1 + 16X2 <= 2880 } tubing


See file Fig3-1.xlsm
X1, X2 >= 0 } nonnegativity
Objective cell

• the cell in the spreadsheet that


represents the objective function

How Solver Variable cells

Views the • the cells in the spreadsheet


representing the decision variables
Model
Constraint cells

• the cells in the spreadsheet


representing the LHS formulas on
the constraints
Let’s go back to Excel and
see how “Solver” works...
See file Fig3-1.xlsm
Goals For Spreadsheet Design

• Communication - A spreadsheet's primary business purpose is


communicating information to managers.

• Reliability - The output a spreadsheet generates should be


correct and consistent.

• Auditability - A manager should be able to retrace the steps


followed to generate the different outputs from the model in
order to understand and verify results.

• Modifiability - A well-designed spreadsheet should be easy to


change or enhance in order to meet dynamic user requirements.
Spreadsheet Design Guidelines -
I

• Organize the data, then build the model around the data.

• Do not embed numeric constants in formulas.

• Things which are logically related should be physically


related.

• Use formulas that can be copied.

• Column/rows totals should be close to the columns/rows


being totaled.
Spreadsheet Design Guidelines -
II

• The English-reading eye scans left to right, top to


bottom.

• Use color, shading, borders and protection to


distinguish changeable parameters from other
model elements.

• Use text boxes and cell notes to document


various elements of the model.

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