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**Kazim Shaheen BBA-I
**

Nabeel Saleh BBA-I

Naeem Bhatti BBA-I

Umair BBA-I

Shabir Jan BBA-II

Saqib BBA-III

Usman Saeed BBA-III

Linear Programming

• LP Models – Linear OF and Constraints

• Programming refers to modeling and solving a

problem mathematically.

• Helps management to decide how to make the

most effective use of an organization’s resources.

• Resources - machinery, labor, money, time,

warehouse space, raw material and energy .

In LP

The term linear describes the

proportionate relationship

of two or more variables. Thus, a

given change in one variable will

always cause a resulting

proportional change in another

variable.

LP

• LP - step-by-step iterative process.

• Each step – improve the solution

until the "best answer“ or

• No feasible answer exists.

Mathematical Modeling

OR

Formulation

Components of Model

**• Three Basic Components
**

– Decision Variables

– Objective Function

– Constraints

Objectives

**• Maximize – Profit, Return Rate and
**

Reliability.

• Minimize – Cost, Loss, energy

Consumption

Format of Model

• Maximize/Minimize

(Objective Function )

Subject to

Constraints

(equalities,inequalities)

Constraints

1. Limitations of Funds

2. quantity of raw materials

available,

3. the level of demand for the

products,

4. the equipment productive

Capacity

Time Period

A further element is the time period being

used. The duration may be either long

term or short term. Although time is an

important element, it is one that has

flexibility so that the time horizon may

be changed as long as the restrictions

are compatible with the periods under

consideration.

Non Negative Constraints

• Some elements which will remain non

negative. e.g

– Cricket Stadium

– Buses in transport

– Furniture ( Like Chairs) etc.

Feasible Solution

• Any solution that satisfy all the

constraints of the model constitute

a feasible solution.

Example 1

• The Decent China Company produces

two products daily; plates and mugs.

The company has limited amounts of

two resources used in the production of

these products. i.e. clay and labor. Given

these limited resources, the company

desires to know how many plates and

mugs are required to produce each day,

in order to Maximize the profit

Cont…

Products Labor Clay Profit

Hrs/unit lbs/unit Rs / unit

Plates 1 4 4

Mugs 2 3 5

**Maximum 40 hours of labor and 120
**

pounds of clay available each day for

production

Decision Variables

Let

**X1 = the number of plates to produce
**

X2 = the number of mugs to produce

Objective Function

Total profit, Z, can be expressed as

** Maximize Z = 4X1 + 5X2
**

Model Constraints

**• 1X1 + 2X2 < 40 hours
**

• 4X1 + 3X2 < 120 pounds

Non Negative Constraints

A final restriction is that the number of

plates and mugs produced be either

zero or a positive value, since it would

be impossible to produce negative

items. These restrictions are referred to

as nonnegative constraints and are

expressed mathematically as

X1 > 0, X2 > 0

Final Model

The complete LP model for this

problem will be

**Maximize Z = 4X1 + 5X2
**

subject to

1X1 + 2X2 < 40

4X1 + 3X2 < 120

X1, X2 > 0

Solution

X1 = 24 plates

X2 = 8 mugs

and

profit Z = Rs. 136.

Example 2

• The Reddy Mikks Company produces both

interior and exterior paints from two raw

materials, M1and M2. The following table

provides the basic data of the problem:

Tons of raw mat./ ton of

**Exterior paint Interior paint Max. daliy
**

avalblty(tons)

R.Mat. M1 6 4 24

R. Mat. M2 1 2 6

Prft/ton 5 4

($1000)

Example2 Cont…

A market survey indicates that the daily

demand for interior paint cannot exceed

that of exterior paint by more than one 1

ton. Also the maximum daily demand of

interior paint is 2 tons.

Reddy Mikks wants to determine the

optimum product mix of interior and

exterior paints that maximizes the total

daily profit.

Example2 Cont…

Construction of model

1. Decision Variables

Let

• X1 =Tons produced daily of Exterior paint

**• X2 = Tons produced daily of Interior paint
**

Example2 Cont…

1. Objective Function

Maximize the profit

Z = 5 x1 + 4 x2

Where

5 x1 = profit produced by exterior paint.

**4 x2 = profit produced by interior paint.
**

Example2 Cont…

1. Constraints

Usage of raw material by both paints

<=

Maximum raw material availibility

**Usage of R.mat. M1 = 6 x1 + 4 x2 tons
**

Usage of R.mat. M2 = 1 x1 + 2 x2 tons

Example2 Cont…

6 x1 + 4 x2 <= 24

x1 + 2 x2 <= 6

- x1 + x2 <= 1

x2 <= 2

X1, X2 >= 0

Example2 Cont…

• The Final Model is:

Maximize the profit

Z = 5 x1 + 4 x2

Subject to

6 x1 + 4 x2 <= 24

x1 + 2 x2 <= 6

- x1 + x2 <= 1

x2 <= 2

X1, X2 >= 0

Example 3 - Ingredients Mixing

• ALICO produces a cereal SUNFLOWER which they

advertise as meeting the minimum daily

requirements for vitamins A and D. The mixing

department of the company uses three main

ingredients in making the cereal-wheat,

oats(cholestrol-fighting soluble fibre) , and rice.

All three of which contain amounts of vitamin A

and D. Given that each box of cereal must contain

minimum amounts of vitamin A and D, the

company has instructed the mixing department

determine how many ounces of each ingredient

should go into each box of cereal in order to

minimize total cost.

Ingredients Mixing Cont…

• Each ingredient has the following vitamin

contribution and requirement per box.

• Also each ingredient contributes a number

of milligrams of the vitamin to the cereal.

• The cost of one ounce of wheat is Rs 0.4, oats

is Rs 0.6, rice is Rs 0.2

**Vitamin Wheat Oats Rice Mgs
**

Mg/oz Mg/oz Mg/oz Reqd/box

A 10 20 08 100

D 07 14 12 70

Ingredients Mixing Cont…

• Decision variables

– Let

X1 = ounces of wheat

X2 = ounces of oats

X3 = ounces of rice

• Objective Function

Min Cost

Z = Rs. 0.4X1 + 0.6X2 + 0.2X3

Ingredients Mixing Cont…

• Constraints

The constraint for vitamin A is

10 X1 + 20 X2 + 8 X3 > 100 milligrams

10 X1 = vitamin A contribution (in mg.)

for wheat

20 X2 = vitamin A contribution (in mg.)

for oats

8X3 = vitamin A contribution (in mg.)

for rice

Ingredients Mixing Cont…

The constraint for vitamin D is

**7X1 + 14 X2 + 12X3 > 70 milligrams
**

7X1 = vitamin D contribution (in mg.)

for wheat

14 X2 = vitamin D contribution (in mg.)

for oats

12X3 = vitamin D contribution (in mg.)

for rice

Ingredients Mixing Cont…

• Non Negativity Constraints

As the negative amounts of each

ingredient cannot be in the

cereal, therefore

X1, X2, X3 > 0

Ingredients Mixing Cont…

Final Model

Minimize Z = Rs 0.4 X1 + 0.6 X2 + 0.2 X3

subject to 10X1 + 20 X2 + 8X3 > 100

7X1 + 14 X2 + 12 X3 > 70

X1, X2, X3 > 0

Example 4

• A woodwork company produces three

different kinds of furniture items: Dressing

Tables, chairs and bookracks. The required

wooden materials have to be cut according

to various sizes by machines. In total, 120

machine-hours are available for cutting.

Each unit of dressing table, chairs and

bookracks require 0.8, 0.4 and 0.5 machine-

hours respectively. The company also has

600 man-hours available for painting and

polishing. Each unit of dressing table, chairs

and bookracks require 6, 5 and 4 man-hours

respectively.

Example 4 Cont…

• These products are to be stored in a

warehouse which has a total capacity of

1500 sq. ft. The floor space required by

these three products are 8 sq. ft, 5 sq. ft, and

8 sq. ft, respectively, per unit of each

product. In the market, each item is sold at a

profit of Rs. 550, Rs. 400 and Rs. 350,

respectively. How many units of each

product should be made to obtained the

maximum profit?

Example 4 Cont…

• Decision variables

Let

**X1 = No. of dressing tables produced.
**

X2 = No. of chairs produced.

X3 = No. of bookracks produced.

Example 4 Cont…

• Objective Function

**Maximize the profit function.
**

Z = 550 X1 + 400 X2 + 350 X3

Example 4 Cont…

• Resource Constraints

• For cutting:

0.8 X1 + 0.4 X2 + 0.5 X3 =< 120

• For Painting:

6 X1 + 5X2 + 4 X3 =< 600

• For Storing:

8 X1 + 5X2 + 8 X3 =< 1500

• Non-Negative Constraints X1 , X2 , X3 >= 0

Example 5

• Power Plus-electrical manufac. Comp. producing three

kinds of electrical appliances, which require four

different processes. The man-hour requirements are:

Product Man-hour spent on

Metal Fitting Electric Finishin

Work al g

Refrigerator 0.2 0.5 0.3 0.3

Washing 0.4 0.6 0.6 0.1

Machine

Air 0.2 0.5 0.5 0.2

Conditioner

Example 5 Cont…

• In any one-day, there are 60 man-hours

available in the metal work station, 125

man-hours in the fitting section, 132 man-

hours available in the electrical section and

30 man-hours in the finishing section. Power

Plus gets Rs 700 profit on each refrigerator,

Rs 800 on each washing machine and Rs.

400 on each air conditioner. Read the

problem carefully and formulate it as an LP

model for maximizing profit.

Giapetto’s Woodcarving

• GWC Inc. manufactures two types of

wooden toys: soldiers and trains. A soldier

sells for 27$ and uses 10$ worth of raw

materials. Each soldier that is manufactured

increases Giapetto’s variable labor and

overhead costs by 14$. A train sells for 21$

and uses 9$ worth of raw materials. Each

train built increases Giapetto’s variable

labor and overhead costs by 10$. GWC

requires two types of skilled labor:

Carpentry and Finishing.

Giapetto’s Woodcarving Cont…

• A soldiers requires two hours of finishing

labor and 1 hour of carpentry labor. A train

requires 1 hour of finishing and 1 hour of

carpentry labor. Each week, Giapetto can

obtain all the needed raw materials but only

100 finishing hour and 80 carpentry hours.

Demand for trains is unlimited, but atmost

40 soldiers are bought each week. Giapetto

wants to maximize weekly profit. Formulate

a model of Giapetto’s situation that can be

used to max. Giapetto’s weekly profit.

Giapetto’s Woodcarving Cont…

• Since, Profit = revenue – cost

• Profit of One soldier:

– Soldier’s revenue/unit = 27$

– Spldier’s worth R. mat/unit= 10$

– Labor & overhead cost/unit= 14$

• Total cost/unit = 10 + 14 = 24 $

• Profit of soldier/unit = 27 – 24 = 3 $

• Profit of train/unit =21 – (9 + 10) = 2 $

Giapetto’s Woodcarving Cont…

• Decision Variable

X1 = No. of soldiers produced/week

X2 = No. of trains produced/week

• Objective Function

Z = 3X1 + 2X2

Giapetto’s Woodcarving Cont…

• Constraints

2 X1 + X2 <= 100 (Finishing contrain)

X1 + X2 <= 80 (carpentry)

X1 <= 40

X1, X2 >= 0

Giapetto’s Woodcarving Cont…

• Final Mathematical Model:

• Maximize Objective Function

Z = 3X1 + 2X2

Subject to constraints

2 X1 + X2 <= 100 (Finishing contrain)

X1 + X2 <= 80 (carpentry)

X1 <= 40

X1, X2 >= 0

Giapetto’s Woodcarving Cont…

Labor hour/ unit

**Carpentry Finishing Profit/unit
**

( $)

Soldiers 1 2 3

Trains 1 1 2

Graphical Solution to LP Models

For two variables only:

2) Finding feasible Solution Space

• Convert all inequalities into equations

• Name the axes in coord. Plane as decision

variables

• Draw these equations one by one in 2D plane.

• Each equation will divide the coord. Plane in

two halves.

• Select reference point in 2D plane, moslty

origin (0, 0).

Graphical Solution to LP Models Cont…

• Test the reference point into inequality, if

satisfied, then the half containing ref. Point will

be the feasible side, otherwise opposite side will

be feasible space.

• If line passes through origin, select any other

point as reference.

1) Compute corner points of solution space

• As every point is an intersection of two

equations.

Graphical Solution to LP Models Cont…

1) Finding Optimum Solution

• Draw isoprofit/isocost line by choosing

atleast two points in feasible region and

compute its Z-value.

• It will indicate the direction of Z, either

increasing or decreasing

• Draw all isoprofit lines by moving parallel to

it in the increasing/decreasing direction of Z.

• Keep moving isoprofit line untill we reach at

corner point, beyond which any further

increase in Z will put us outside the optimum

solution space

Graphical Solution to LP Models Cont…

**• The Optimum Solution exist at any one of
**

the corner points of the fesible solution

space, always.

Graphical Solution Cont…

• Maximize Z = 5x1 + 4x2

Subject to

6x1 + 4x2 <= 24

x1 + 2x2 <= 6

-x1 + x2 <= 1

x2 <= 2

x1>= 0

x2>= 0

Graphical Solution Cont…

Classification of Constraints

• Binding

– If LHS = RHS(When decision variables are

substituted into the constraints)

**• Non Binding constraints
**

– If LHS = RHS(When decision variables are

substituted into the constraints)

• Convex Sets

– If the line segment joining any pair of points in

a set S is wholly contained in S.

• Extreme Points/Corner Points

– If each line segment that lies completely in S

and contains the point P as an end point of the

line segment.

Dorian Auto manufactures

• Dorino Auto manufactures luxury cars and trucks.

The company believes that its most likely customers

are high income women HIW and men HIM. To

reach these groups, Dorian Auto has embarked on an

ambitious TV advertising and has decided to

purchase 1-minute of commercial spots on two types

of programs: Comedy show and football games.

Each comedy commercial is seen by 7 million HIW

and 2 million HIM. Each football commercial is seen

by 2 million HIW and 12 million HIM. A 1-min.

comedy ad costs $50,000 and a 1-min football ad

costs 100,000. Dorian would like the commercials to

be seen by at least 28 million HIW and 24 million

HIM. Objective = Min. cost of ad requirments.

Auto manufactures Cont…

• X1 = no. of 1-minute comedy ads purchased

• X2 = no. of 1-minute football ads purchased

Total Ad Cost =

(cost/comedy ad) (total comedy ads)

+

(cost/football ad) (total football ads)

Auto manufactures Cont…

• HIW =

(HIW/comedy ad) (total comedy ads)

+

(HIW/football ad) (total football ads)

• HIM =

(HIM/comedy ad) (total comedy ads)

+

(HIM/football ad) (total football ads)

Auto manufactures Cont…

Minimize Z = 50 x1 + 100 x2

subject to

7 x1 + 2 x2 >= 28 (HIW)

2 x1 + 12 x2 >= 24 (HIM)

x1>= 0

x2>= 0

Auto manufactures Cont…

Special Cases

• Alternative or Multiple Optimal Solutions.

– Range of Optimality (e.g Reddy Mikks)

• Some LPs have no feasible solutions

**• Some LPs are unbounded: There are points
**

in the feasible region with arbitrarily large

(in a max problem) z-values.

1. Alternative optimal Solution

• An auto company manufactures cars and trucks.

Each vehicle must be processed in the paint shop

and body assembly shop. If the paint shop were

only painting trucks, then 40 per day could be

painted. If the paint shop were only painting cars,

then 60 per day could be painted. If the body shop

were only producing cars, if the body shop were

only producing cars, then it could process 50 per

day. If the body shop were only producing trucks,

then it could process 50 per day. Each truck

contributes $300 to profit, and each car contributes

$200 to profit. Use linear programming to

determine a daily production schedule that will

maximize the profit.

Alter. optimal Solution cont…

• X1 = no. of trucks produced daily.

• X2 = no. of cars produced daily

**Paint shop assembly Profit per
**

produces shop prod. unit($)

per day Per day

Cars 60 50 200

Trucks 40 50 300

Alter. optimal Solution cont…

• Max Z = 300 X1 + 200 X2

(for paint shop)

Since, 60 cars produced = 1 day

1 car produced = 1 / 60 days

(fraction of day)

similarly,

40 trucks produced = 1 day

1 truck produced = 1 / 40 days

(fraction of day)

Alter. optimal Solution cont…

(for body assembly shop)

Since, 50 cars produced = 1 day

1 car produced = 1 / 50 days

(fraction of day)

similarly,

50 trucks produced = 1 day

1 truck produced = 1 / 50 days

(fraction of day)

Alter. optimal Solution cont…

• Constraints

1 / 40 X1 + 1 / 60 X2 <= 1

(Paint shop constraint)

1 / 50 X1 + 1 / 50 X2 <= 1

(Body assembly shop constraint)

Alter. optimal Solution cont…

• Final Model is:

Max Z = 300 X1 + 200 X2

Subject to

3 X1 + 2 X2 <=120

(Paint shop constraint)

1 X1 + 1X2 <= 50

(Body assembly shop constraint)

X1 >= 0

X2 >= 0

Alter. optimal Solution cont…

2. Infeasible LP

**• Suppose that auto dealers require that the
**

auto company in the previous example

produce at least 30 trucks and 20 cars. Find

the optimal solution to the new LP.

2. Infeasible LP Cont…

The New Mathematical Model is:

Max Z = 300 X1 + 200 X2

Subject to

3 X1 + 2 X2 <=120

1 X1 + 1X2 <= 50

X1 >= 30

X2 >= 20

X1 >= 0

X2 >= 0

2. Infeasible LP Cont…

3. Unbounded LP

• For Max. Problem:

– An unbdd. LP occurs if it is possible to find

points in the feasible region with arbitrarily

large z-values, which corresponds to a decision

maker earning arbitrarily large revenues or

profits.

– A max. problem is unbdd. If, when we move

parallel to our original isoprofit line in the

direction of increasing Z.

– It indicates the probability of incorrect

formulated problem

– Wrong input values are entered.

3. Unbounded LP Cont…

**• For Min. Problem:
**

– An LP is unbdd. If there are points in the

feasible region with arbitrarily small z-values.

– A minimization problem is unbdd. If isocost

line never leave the feasible region, while

moving in the direction of decreasing Z.

3. Unbounded LP Cont…

• Graphically solve the following LP:

max Z = 2 X1 – X2

subject to

X1 – X2 <= 1

2 X1 + X2 >= 6

X1, X2 >= 0

3. Unbounded LP Cont…

Exp: Momiss River

• There are 3 factories on the Momiss River (1, 2, 3).Each

emits two types of pollutants (1 and 2)into the river. If the

waste from each factory is processed, the pollution in the

river can be reduced. It costs $15 to process a ton of factory

1 waste and each ton processed reduces the amount of

pollutant 1 by 0.10 ton and the amount of pollutant 2 by

0.45 ton. It costs $10 to process a ton of factory 2 waste,

and each ton processed will reduce the amount of pollutant

1 by 0.20 ton and the amount of pollutant 2 by o.25 ton. It

costs $20 to process a ton of factory 3 waste, and each ton

processed will reduce the amount of pollutant 1 by 0.40 ton

and the amount of pollutant 2 by o.30 ton. The states wants

to reduce the amount of pollutant 1in the river by at least 30

tons and the amount of pollutant 2 in the river by at least 40

tons. Formulate an LP to min. cost of reducing pollution by

the desired amounts.

The Simplex Algorithm

• Used to solve LPs with thousands of

variables and constraints.

• An iterative method.

• Each iteration improves the value of

objective function.

• It requires a standard form of LP.

Two Conditions

• All the constraints (with the exception of

non-negative restrictions) are equations

with a non-negative RHS.

• All the variables are non-negative.

Conversion of LP to standard form

• Slack variables

– Used in constraints involving <= sign, to

convert into equation.

e.g. X1 + X2 <= 40 and 2 X1 + X2 <= 60

– After adding slack variables:

X1 + X2 + S1 = 40 and 2 X1 + X2 + S2 = 60

– Where S1 and S2 are slacks and non-negative

i.e S1, S2 >= 0

Conversion of LP to standard form

• Excess/Surplus variables

– Used in constraints involving >= sign, to

convert into equation.

e.g. X1 + X2 >= 40 and 2 X1 + X2 >= 60

– After adding excess variables:

X1 + X2 - e1 = 40 and 2 X1 + X2 - e2 = 60

– Where e1 and e2 are excess variables and non-

negative.

i.e e1, e2 >= 0

An example of standard form

• Max z = 20 x1 +15 x2 • Max z = 20 x1 +15 x2

s.t. X1 <= 100 s.t. x1 + s1 = 100

x2 <= 100 x2 + s2 = 100

50 x1 + 35 x2 <= 6000 50 x1 + 35 x2+s3= 6000

20 x1 + 15 x2 >= 2000 20 x1 + 15 x2–e4 = 2000

x1, x2 >= 0 x1, x2,s1,s2,s3,e4 >= 0

Which is a standard form.

Basic Solution to Linear System Cont…

• Non basic variables : NBV

n – m variables, which are arbitrarily chosen as

zero, called NBV

• Basic variables : BV

Remaining m variables( which are determined by

solving simultaneous equations) are called BV.

Optimality and Feasibility Conditions Cont…

• Feasibility Condition

– For both the max. and min. problems, the

leaving variable is the basic variable associated

with the smallest non-negative ratio (with

strictly positive denominator)

– Ties are broken arbitrarily.

The Simplex Algorithm

1) Convert the LP to standard form and then into

tableau form.

2) Find the starting basic feasible solution.

3) Determine whether the current bfs is

optimal(using optimality condition select an

entering variable). Stop, if there is no entering

variable; last solution is optimal.

4) Select a leaving variable using the feasibility

condition.

5) Determine the new basic solution by using

appropriate Gauss-Jordan computations.

6) Go To step 3.

Example: Simplex Algorithm

• Reddy Mikks Paints: Interior and Exterior

• Maximize Z = 5x1 + 4x2

Subject to

6x1 + 4x2 <= 24

x1 + 2x2 <= 6

-x1 + x2 <= 1

x2 <= 2

x1 >= 0

x2 >= 0

Example: Simplex Algorithm Cont…

• Standard form of Reddy Mikks model is:

• Maximize Z=5x1+4x2+0s1+0s2+0s3+0s4

Subject to

6x1 + 4x2 + s1 = 24

x1 + 2x2 + s2 = 6

-x1 + x2 + s3 = 1

x2 + s4 = 2

x1, x2,s1,s2,s3,s4 >= 0

NBV(zero):{x1,x2} ; BV:{s1,s2,s3,s4}

Example: Simplex Algorithm Cont…

• Tableau form:

Basi Z X1 X2 S1 S2 S3 S4 Solu Ratio

c .

Z 1 -5 -4 0 0 0 0 0

S1 0 6 4 1 0 0 0 24 4

S2 0 1 2 0 1 0 0 6 6

S3 0 -1 1 0 0 1 0 1 -1

S4 0 0 1 0 0 0 1 2 infinit

Example: Simplex Algorithm Cont…

• NBV ={s1,x2} ; BV={x1,s1,s2,s3}

basic Z X1 X2 S1 S2 S3 S4 Sol. ratio

Z 1 0 -2/3 5/6 0 0 0 20

X1 0 1 2/3 1/6 0 0 0 4 4

S2 0 0 4/3 -1/6 1 0 0 2 6

S3 0 0 5/3 1/6 0 1 0 5 -1

S4 0 0 1 0 0 0 1 2 Inf.

Example: Simplex Algorithm Cont…

basi Z X1 X2 S1 S2 S3 S4 Sol. ratio

c

Z 1 0 -2/3 5/6 0 0 0 20

X1 0 1 2/3 1/6 0 0 0 4 6

S2 0 0 4/3 -1/6 1 0 0 2 1.5

S3 0 0 5/3 1/6 0 1 0 5 3

S4 0 0 1 0 0 0 1 2 2

Example: Simplex Algorithm Cont…

basic Z X1 X2 S1 S2 S3 S4 Sol. ratio

Z 1 0 0 3/4 ½ 0 0 21

X1 0 1 0 ¼ -1/2 0 0 3

X2 0 0 1 -1/8 ¾ 0 0 3/2

S3 0 0 0 3/8 -5/4 1 0 5/2

S4 0 0 0 1/8 -3/4 0 1 ½

Alternative Optimal Solutions in Simplex Algorithm

**• Maximize Z = 60x1+35x2+20x3
**

Subject to

8x1+6x2+x3 <= 48

4x1+2x2+1.5x3 <= 20

2x1+1.5x2+0.5x3 <= 8

x2 <= 5

x1,x2,x3 >= 0

Basic and Non Basic Variables

• After the Gauss Jordan method has been

applied to any linear system, a variable that

appears with a coefficient of 1 in a single

equation and a coefficient of 0 in all other

equations is called a basic variable.

• Any variable that is not basic is called Non-

basic variable.

Alternative Optimal Solutions in Simplex Algorithm

**• Maximize Z = 60x1+35x2+20x3
**

Subject to

8x1+6x2+x3+S1 = 48

4x1+2x2+1.5x3+S2 = 20

2x1+1.5x2+0.5x3+S3 = 8

x2 +S4= 5

x1,x2,x3,S1,S2,S3,S4 >= 0

Alternative Optimal Solutions in Simplex Algorithm

• BV={S1,S2,S3,S4} NBV={X1,X2,X3}

**Bas Z X1 X2 X3 S1 S2 S3 S4 Sol Rat
**

Z 1 -60 -35 -20 0 0 0 0 0

S1 0 8 6 1 1 0 0 0 48 6

S2 0 4 2 1.5 0 1 0 0 20 5

S3 0 2 1.5 0.5 0 0 1 0 8 4

S4 0 0 1 0 0 0 0 1 5 Inf.

Alternative Optimal Solutions in Simplex Algorithm

**BV={S1,S2,X1,S4} NBV={S3,X2,X3}
**

Bas Z X1 X2 X3 S1 S2 S3 S4 Sol Rat

Z 1 0 10 -5 0 0 30 0 240

S1 0 0 0 -1 1 0 -4 0 16

S2 0 0 -1 .5 0 1 -2 0 4

X1 0 1 .75 .25 0 0 .5 0 4

S4 0 0 1 0 0 0 0 1 5

Alternative Optimal Solutions in Simplex Algorithm

BV={S1,S2,X1,S4} NBV={S3,X2,X3}

Bas Z X1 X2 X3 S1 S2 S3 S4 Sol Rat

Z 1 0 10 -5 0 0 30 0 24

0

S1 0 0 0 -1 1 0 -4 0 16 -16

S2 0 0 -1 .5 0 1 -2 0 4 8

X1 0 1 .75 .25 0 0 .5 0 4 16

S4 0 0 1 0 0 0 0 1 5 Inf.

Alternative Optimal Solutions in Simplex Algorithm

BV={S1,X3,X1,S4} NBV={S3,X2,S2}

Bas Z X1 X2 X3 S1 S2 S3 S4 Sol Rat

Z 1 0 0 0 0 10 10 0 280

S1 0 0 -2 0 1 2 -8 0 24

X3 0 0 -2 1 0 2 -4 0 8

X1 0 1 1.25 0 0 -0.5 1.5 0 2

S4 0 0 1 0 0 0 0 1 5

Alternative Optimal Solutions in Simplex Algorithm

Question

• How to determine, there exist a unique solution?

Answer

• If there is no non-basic variable with a zero

coefficient in row 0 of the optimal tableau then

the LP has a unique optimal solution.

– Even if there is non-basic variable with zero

coefficient in row 0 of the optimal tableau, it is

possible that the LP may not have alternative optimal

solutions.

Alternative Optimal Solutions in Simplex Algorithm

BV={S1,X3,X1,S4} NBV={S3,X2,S2}

Bas Z X1 X2 X3 S1 S2 S3 S4 Sol Rat

Z 1 0 0 0 0 10 10 0 280

S1 0 0 -2 0 1 2 -8 0 24

X3 0 0 -2 1 0 2 -4 0 8

X1 0 1 1.25 0 0 -0.5 1.5 0 2 1.6

S4 0 0 1 0 0 0 0 1 5 5

Alternative Optimal Solutions in Simplex Algorithm

BV={S1,X3,X2,S4} NBV={S3,X1,S2}

Bas Z X1 X2 X3 S1 S2 S3 S4 Sol Rat

Z 1 0 0 0 0 10 10 0 280

S1 0 1.6 0 0 1 1.2 -5.6 0 27.2

X3 0 1.6 0 1 0 1.2 -1.6 0 11.2

X2 0 0.8 1 0 0 -0.4 1.2 0 1.6

S4 0 -0.8 0 0 0 0.4 -1.2 1 3.4

Exercise 1

• Check whether the solution is unique or

alternative solution?

Max z = x1 + x2

s.t. x1 + x2 + x3 <= 1

x1 + 2x3<= 1

x1,x2,x3 >= 0

Exercise 2

Ghostbusters, Inc., exorcised (gets rid of) ghosts.

During each of the next three months, the company

will receive the following number of calls from

people who want their ghosts exorcised: Jan 100

calls, Feb 300, Mar 200. Ghostbusters is paid 800$

for each ghost exorcised during the month in which

the customer calls. Calls need not be responded to

during the month they are made, but if a call is

responded to one month after it is made, then

Ghostbusters looses 100$ in future goodwill, and is

a call is responded to two months after it is made,

Ghostbusters looses 200$ in future goodwill.

Exercise 2 Cont…

Each employee of Ghostbusters can exorcise 10

ghosts during a month. Each employee is paid a

salary of 4000$ per month. At the beginning of

January, the company has 8 workers. Workers can

be hired and trained (in 0 time) at a cost of 5000$

per worker. Workers can be fired at a cost of

4000$ per worker. Formulate an LP to maximize

Ghostbusters profit(revenue less costs)over the

next months. Assume that all calls must be

handled by the end of March.

Unbounded LPs with Simplex

• Breadco Bakeries bakes two kinds of bread: French

and sourdough. Each loaf of French bread can be

sold for 36c and each loaf of sourdough bread for

30c. A loaf of French bread requires 1 yeast packet

and 6 oz of flour; sourdough requires 1 yeast packet

and 5 oz of flour. At present, Breadco has 5 packets

and 10 oz of flour. Additionally yeast packets can be

purchased at 3c each and additional flour at 4c/oz.

Formulate and solve an LP that can be used to

maximize Breadco’s profit.

Unbounded LPs with Simplex Cont…

• X1 = # of loaves of French bread

baked

• X2 = # of loaves of sourdough bread

baked

• X3 = # of yeast packets purchased

• X4 = # of ounces of flour purchased

Unbounded LPs with Simplex Cont…

Maximize Profit = Revenues – Costs

Since, 1 French bread sold for = 36c

And 1 sourdough bread sold for = 36c

Therefore, Revenue = 36 X1+ 30 X2

Also, 1 Yeast packet costs = 3c

1 oz flour costs = 4c

Therefore, Cost = 3X3 + 4X4

So Max Z = 36 X1+ 30 X2 - 3X3 - 4X4

Unbounded LPs with Simplex Cont…

• Constraints

Consumed Yeast < = Available Yeast

1X1 + 1X2 <= 5 + X3

OR 1X1 + 1X2 – X3 <= 5

And

Consumed Flour < = Available Flour

6 X1 + 5X2 <= 10 + X4

Or 6 X1 + 5X2 – X4 <= 10

Unbounded LPs with Simplex Cont…

• Hence Final Model is:

**Max Z = 36 X1+ 30 X2 - 3X3 - 4X4
**

Subject to

1X1 + 1X2 – X3 <= 5

6 X1 + 5X2 – X4 <= 10

X1, X2, X3, X4 >= 0

Unbounded LPs with Simplex Cont…

• BV={S1, S2} NBV = {X1, X2, X3, X4 }

Basi Z X1 X2 X3 X4 S1 S2 Sol rati

Z 1 -36 -30 3 4 0 0 0

S1 0 1 1 -1 0 1 0 5 5

S2 0 6 5 0 -1 0 1 10 5/3

Unbounded LPs with Simplex Cont…

• BV={S1, X1} NBV = {S2, X2, X3, X4 }

Basi Z X1 X2 X3 X4 S1 S2 Sol Rati

Z 1 0 0 3 -2 0 6 60

S1 0 0 1/6 -1 1/6 1 -1/6 10/3

X1 0 1 5/6 0 -1/6 0 1/6 5/3

Unbounded LPs with Simplex Cont…

• BV={S1, X1} NBV = {S2, X2, X3, X4 }

Basi Z X1 X2 X3 X4 S1 S2 Sol Rati

Z 1 0 0 3 -2 0 6 60

S1 0 0 1/6 -1 1/6 1 -1/6 10/3 20

X1 0 1 5/6 0 -1/6 0 1/6 5/3 Neg

Unbounded LPs with Simplex Cont…

• BV={X4, X1} NBV = {S2, X2, X3, S1 }

Basi Z X1 X2 X3 X4 S1 S2 Sol Rati

Z 1 0 2 -9 0 12 4 100

X4 0 0 1 -6 1 6 -1 20 Neg

X1 0 1 1 -1 0 1 0 5 Neg

Unbounded LPs with Simplex Cont…

**• An unbounded LP problem occurs
**

when a variable with negative

coefficient in row 0 has a non-

positive coefficient in each

constraint.

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