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REVISED

M09_REND6289_10_IM_C09.QXD 5/12/08 12:01 PM Page 115

C H A P T E R

Linear Programming: The Simplex Method

9
0 0 9 0

TEACHING SUGGESTIONS
Teaching Suggestion 9.1: Meaning of Slack Variables. Slack variables have an important physical interpretation and represent a valuable commodity, such as unused labor, machine time, money, space, and so forth. Teaching Suggestion 9.2: Initial Solutions to LP Problems. Explain that all initial solutions begin with X1 ϭ 0, X2 ϭ 0 (that is, the real variables set to zero), and the slacks are the variables with nonzero values. Variables with values of zero are called nonbasic and those with nonzero values are said to be basic. Teaching Suggestion 9.3: Substitution Rates in a Simplex Tableau. Perhaps the most confusing pieces of information to interpret in a simplex tableau are “substitution rates.” These numbers should be explained very clearly for the first tableau because they will have a clear physical meaning. Warn the students that in subsequent tableaus the interpretation is the same but will not be as clear because we are dealing with marginal rates of substitution. Teaching Suggestion 9.4: Hand Calculations in a Simplex Tableau. It is almost impossible to walk through even a small simplex problem (two variables, two constraints) without making at least one arithmetic error. This can be maddening for students who know what the correct solution should be but can’t reach it. We suggest two tips: 1. Encourage students to also solve the assigned problem by computer and to request the detailed simplex output. They can now check their work at each iteration. 2. Stress the importance of interpreting the numbers in the tableau at each iteration. The 0s and 1s in the columns of the variables in the solutions are arithmetic checks and balances at each step. Teaching Suggestion 9.5: Infeasibility Is a Major Problem in Large LP Problems. As we noted in Teaching Suggestion 7.6, students should be aware that infeasibility commonly arises in large, real-world-sized problems. This chapter deals with how to spot the problem (and is very straightforward), but the real issue is how to correct the improper formulation. This is often a management issue.

1st Iteration
Cj l b Solution Mix S1 S2 Zj Cj Ϫ Zj 3 X1 1 1 0 3 9 X2 4 2 0 9 0 S1 1 0 0 0 0 S2 0 1 0 0 Quantity 24 16 0

2nd Iteration
Cj l b Solution Mix X2 S2 Zj Cj Ϫ Zj 3 X1 ⁄4 1 ⁄2
1 9 3

9 X2 1 0 9 0

0 S1 ⁄4 Ϫ1⁄2
1 9 ⁄4 Ϫ9⁄4

0 S2 0 1 0 0

Quantity 6 4 54

⁄4 ⁄4

This is not an optimum solution since the X1 column contains a positive value. More profit remains ($C\v per #1). 3rd/Final Iteration
Cj l Solution b Mix 9 3 X2 X1 Zj Cj Ϫ Zj 3 X1 0 1 3 0 9 X2 1 0 9 0 0 S1 ⁄2 Ϫ13⁄2
1

0 S2 Ϫ ⁄2 23⁄2
1

Quantity 4 8 60

⁄2 Ϫ ⁄2
3 3

⁄2 Ϫ3⁄2
3

This is an optimum solution since there are no positive values in the Cj Ϫ Zj row. This says to make 4 of item #2 and 8 of item #1 to get a profit of $60. Alternative Example 9.2: Set up an initial simplex tableau, given the following two constraints and objective function: Minimize Z ϭ 8X1 ϩ 6X2 Subject to: 2X1 ϩ 4X2 ജ 8 3X1 ϩ 2X2 ജ 6 The constraints and objective function may be rewritten as: Minimize ϭ 8X1 ϩ 6X2 ϩ 0S1 ϩ 0S2 ϩ MA1 ϩ MA2 2X1 ϩ 4X2 Ϫ 1S1 ϩ 0S2 ϩ 1A1 ϩ 0A2 ϭ 8 3X1 ϩ 2X2 ϩ 0S1 Ϫ 1S2 ϩ 0A1 ϩ 1A2 ϭ 6

ALTERNATIVE EXAMPLES
Alternative Example 9.1: Simplex Solution to Alternative Example 7.1 (see Chapter 7 of Solutions Manual for formulation and graphical solution).

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000 Variable x1 x2 Constraint C1 C2 Value 8.000 0.000 0.000 0.3: Referring back to Hal.000 0.4: Levine Micros assembles both laptop and desktop personal computers. in Alternative Example 7. desktops assembled daily Right-Hand-Side Ranges Lower Constraints C1 C2 Limit 16. Each laptop yields $160 in profit.500 A minimal.000 Current Values 3.000 Upper Limit 32.000 Objective Coefficient Ranges Lower Variables x1 x2 Limit 2.000 x2 1.000 0.000 24. optimum cost of 17 can be achieved by using 1 of a type #1 and C\x of a type #2.000 Slack/Surplus 0.500 Ϫ1.REVISED M09_REND6289_10_IM_C09.000 Allowable Decrease 0.500 3.000 4. we can perform a variety of sensitivity analyses on this solution.000 Basis x2 x1 Zj Cj Ϫ Zj Final Optimal Solution Z ϭ 60.000 3.250 6.000 8. each desktop $200. laptops assembled daily X2 ϭ no.000 Shadow Price 1.000 8.000 4.000 Current Values 24. X2 ϭ 4.500 Ϫ1.500 1. Alternative Example 9.000 3.000 Allowable Decrease 8.500 Ϫ1. The firm’s LP primal is: Maximize profit ϭ $160X1 ϩ $200X2 subject to: 1X1 ϩ 2X2 р 20 labor hours Upper Limit 4.000 .000 9X1 ϩ 9X2 р 108 RAM chips 12X1 ϩ 6X2 р $120 royalty fees where X1 ϭ no.500 12.000 1.000 s2 Ϫ0.000 9.000 Reduced Cost 0. Alternative Example 9.000 60.000 x1 0.000 1.000 12.750 3.000 Allowable Increase 1.000 Allowable Increase 8.000 9.1. Using software (see the printout to the left).500 0.500 Bi 4.000 1.500 2.000 3.QXD 5/12/08 12:01 PM Page 116 116 CHAPTER 9 LINEAR PROGRAMMING: THE SIMPLEX METHOD The first tableau would be: Cj l b M M Solution Mix A1 A2 Zj Cj Ϫ Zj 8 X1 2 3 5M 8 Ϫ 5M 6 X2 4 2 6M 6 Ϫ 6M 0 S1 Ϫ1 0 ϪM M 0 S2 0 Ϫ1 ϪM M M A1 1 0 M 0 M A2 0 1 M 0 Quantity 8 6 14M The second tableau: Cj l b 6 M Solution Mix X2 A2 Zj Cj Ϫ Zj 8 X1 1 6 X2 1 0 6 0 0 S1 Ϫ1⁄4 1 ⁄2 Ϫ3⁄2 ϩ 1⁄2M 3 0 S2 0 Ϫ1 ϪM M 3 M A1 ⁄4 Ϫ1⁄2 1 M A2 0 1 M 0 Quantity 2 2 12 ϩ 2M ⁄2 2 3 ϩ 2M 5 Ϫ 2M ⁄2 Ϫ 1⁄2M 3 3 ⁄2 Ϫ ⁄2M 1 Ϫ ⁄2 ϩ ⁄2M The third and final tableau: Cj l Solution b Mix 6 8 X2 X1 Zj Cj Ϫ Zj 8 X1 0 1 8 0 6 X2 1 0 6 0 0 S1 Ϫ3⁄8 1 ⁄4 Ϫ1⁄4 1 0 S2 ⁄4 Ϫ1⁄2 1 M A1 ⁄8 Ϫ1⁄4 3 1 M A2 Ϫ1⁄4 1 ⁄2 5 Quantity 3 ⁄2 1 Ϫ5⁄2 5 ⁄4 1 ⁄2 5 17 ⁄4 ⁄2 M Ϫ ⁄4 M Ϫ ⁄2 Printout for Alternate Example 9-3 Simplex Tableau : 2 \Cj Cb\ 9. Profit ϭ $60.000 16. we had a formulation of: Maximize Profit ϭ $3X1 ϩ $9X2 Subject to: 1X1 ϩ 4X2 р 24 clay 1X1 ϩ 2X2 р 16 glaze where X1 ϭ small vases made X2 ϭ large vases made The optimal solution was X1 ϭ 8.000 s1 0.000 9.000 0.

The purpose of the simplex method is to find the optimal solution to LP problems in a systematic and efficient manner. The procedures are described in detail in Section 9. respectively. A shadow price is the value of one additional unit of a scarce resource. with a $2. It should be noted that while there will be eight basic variables. In the primal. 9-6. have a zero coefficient in the objective function. in minimization problems. The variable with the largest objective function coefficient should enter as the first decision variable into the second tableau for a maximization problem. Similarities: (1) Both methods find the optimal solution at a corner point.. variables in the solution) is always equal to the number of constraints. Cjl b 200 160 0 Solution Mix X2 X1 S3 Zj Cj Ϫ Zj $160 X1 0 1 0 160 0 $200 X2 1 0 0 200 0 0 S1 1 Ϫ1 6 40 Ϫ40 0 S2 Ϫ1⁄9 2 ⁄9 Ϫ2 131⁄3 Ϫ131⁄3 0 S3 Quantity 0 0 1 0 0 8 4 24 $2. X2 ϭ 8. that is. an infeasible solution may occur. so they are quickly removed from the initial solution. simplex checks a lesser number of corners. 9-3. A nonbasic variable is one that is not currently in the solution. The right-hand-side values in the primal become the dual’s objective function coefficients. The Zj entry in the “quantity” column stands for profit contribution or cost. . objective function and constraints. but it may take more iterations before the optimum is reached. 9-9. 9-7. (2) Both methods require a feasible region and the same problem structure. They. The graphical method is preferable when the problem has two variables and only two or three constraints (and when no computer is available). The person formulating the problem should look for the cause. in maximization and minimization problems. simplex can handle any dimensions. not listed in the solution mix column of the tableau. S3 ϭ $24 in slack royalty fees paid Profit ϭ $2. Pivot number: Defined to be at the intersection of the pivot column and pivot row.240/day Here is the dual formulation: Minimize Z ϭ 20y1 ϩ 108y2 ϩ 120y3 subject to: 1y1 ϩ 9y2 ϩ 12y3 ജ 160 2y1 ϩ 9y2 ϩ 6y3 ജ 200 Here is the dual optimal solution and final tableau. the negatives of the Cj Ϫ Zj values in the slack variable columns are the shadow prices. In the minimization problem. 9-14.5 objective coefficient. that is. (3) Simplex method can be automated and computerized. the Cj Ϫ Zj row is the main difference. They represent a quantity of unused resource and have a zero coefficient in the objective function. Without the rule. 9-15. Pivot row: Select the row with the smallest quantity-tocolumn ratio that is a nonnegative number. The solutions to the Ui dual variables are the primal’s shadow prices. 9-5. Cj l b 108 20 Solution Mix y2 y1 Zj Cj Ϫ Zj 20 y1 0 1 20 0 108 y2 1 0 108 0 120 y3 2 Ϫ6 96 ϩ24 0 S1 Ϫ2⁄9 12⁄9 Ϫ42⁄9 ϩ42⁄9 0 S2 ⁄9 Ϫ1 Ϫ8 ϩ8 1 Quantity 131⁄3 40 $2. 9-11.33 y3 ϭ marginal value of one more $1 in royalty fees ϭ $0 SOLUTIONS TO DISCUSSION QUESTIONS AND PROBLEMS 9-1. it’s the smallest negative Cj Ϫ Zj. They carry a high coefficient. Pivot column: Select the variable column with the largest positive Cj Ϫ Zj value (in a maximization problem) or smallest negative Cj Ϫ Zj value (in a minimization problem). the greatest positive Cj Ϫ Zj indicates the new pivot column. (4) Simplex method involves use of surplus. 9-12.QXD 5/12/08 12:01 PM Page 117 CHAPTER 9 LINEAR PROGRAMMING: THE SIMPLEX METHOD 117 Here is the primal optimal solution and final simplex tableau. and artificial variables but provides useful economic data as a by-product. or X1 ϭ 4. The Cj Ϫ Zj value is the net change in the value of the objective function that would result from bringing one unit of the corresponding variable into the solution. we ensure feasibility at the next iteration. So in this case there will be eight basic variables. Hence X3 (with a value of $12) will enter first. 9-13. An optimal solution will still be reached if any positive Cj Ϫ Zj value is chosen. usually conflicting constraints. Differences between graphical and simplex methods: (1) Graphical method can be used only when two variables are in model. By choosing the minimum ratio. The number of basic variables (i.240 This means y1 ϭ marginal value of one more labor hour ϭ $40 y2 ϭ marginal value of one more RAM chip ϭ $13. The minimum ratio criterion used to select the pivot row at each iteration is important because it gives the maximum number of units of the new variable that can enter the solution. slack. the problem is infeasible. This procedure will result in a better (more profitable) solution at each iteration. The Zj values indicate the opportunity cost of bringing one unit of a variable into the solution mix. Maximization and minimization problems are quite similar in the application of the simplex method. If an artificial variable is in the final solution. 9-2. Minimization problems usually include constraints necessitating artificial and surplus variables. (2) Graphical method must evaluate all corner points (if the corner point method is used).240 Artificial variables have no physical meaning but are used with the constraints that are ϭ or у. 9-8.e. X1 will enter first. In terms of technique. 9-4. the values of some of them may be zero. The dual will have 8 constraints and 12 variables. too. In maximization problems. Surplus variables convert у constraints into equalities and represent a resource usage above the minimum required. Slack variables convert р constraints into equalities for the simplex table.REVISED M09_REND6289_10_IM_C09. 9-10.6. the least-cost coefficient is X1.

QXD 5/12/08 12:01 PM Page 118 118 CHAPTER 9 LINEAR PROGRAMMING: THE SIMPLEX METHOD The primal objective function coefficients become the righthand-side values of dual constraints.4 X2 2 1 7 Ϫ8M 0. Once the right-hand side went beyond 240. g. e.600 X1. Maximize earnings ϭ 0. S2 ϭ 9.REVISED M09_REND6289_10_IM_C09. S2 will leave next.000 Table for Problem 9-18 Cjl b 0 0 Solution Mix S1 S2 Zj Cj Ϫ Zj $900 X1 14 10 0 900 $1.60) and the profit is 7.200.2 Ϫ 2M 9-19. S1 ϭ 150. See the table below.500 X2 4 12 0 1.1 X4 Ϫ5 Ϫ8 Ϫ1 Ϫ7M Ϫ0. and there is now slack for the first constraint.600 0 20 X1 120 b. X2 у 0 c.1X4 ϩ 0S1 ϩ 0S2 Ϫ MA1 Ϫ MA2 subject to X1 ϩ 2X2 ϩ X3 ϩ 5X4 ϩ S1 ϭ 150 X2 Ϫ 4X3 ϩ 8X4 ϩ A1 ϭ 70 6X1 ϩ 7X2 ϩ 2X3 Ϫ X4 Ϫ S2 ϩ A2 ϭ 120 c.400)/(240 Ϫ 80) ϭ 4. h. First tableau: $3 X1 0 3 $0 $3 $5 X2 1 2 $0 $5 $0 S1 1 0 $0 $0 $0 S2 0 1 $0 $0 Quantity 6 18 $0 Cj l Solution b Mix $0 $0 S1 S2 Zj Cj Ϫ Zj . with constraint inequality signs reversed.360.500)(800) ϭ 1.800/160 ϭ 30 Table for Problem 9-19b Cj l b 0 ϪM ϪM Solution Mix S1 A1 A2 Zj Cj Ϫ Zj 0. another constraint prevented any additional profit.8X1 ϩ 0. Profit will increase by (Cj Ϫ Zj)(units of variable entering the solution) ϭ (1. With the additional change.1 ϩ 7M 0 S1 1 0 0 0 0 0 S2 Ϫ0 Ϫ0 Ϫ1 ϪM ϪM ϪM A1 Ϫ0 Ϫ1 Ϫ0 ϪM Ϫ0 ϪM A2 Ϫ0 Ϫ0 Ϫ1 ϪM Ϫ0 Quantity 150 70 120 Ϫ190M 9-20. 800 units of X2 will be in the solution at the second tableau. a.4 ϩ 8M 1. The shadow price ϭ (increase in profit)/(increase in right-hand side value) ϭ (7.2 X3 Ϫ1 Ϫ4 Ϫ2 2M 1.600. 9-18. Maximize profit ϭ 900X1 ϩ 1. X2 60 d. A2 ϭ 120. The transpose of the primal constraint coefficients become the dual constraint coefficients.200. a.500 $0 S1 1 0 0 0 $0 S2 0 1 0 0 Quantity 3. 9-16. the optimal corner point in part B is still the optimal corner point. all other variables ϭ 0 Ϫ0.500X2 d.8 ϩ 6M 0. a. The student is to write his or her own LP primal problem of the form: maximize profit ϭ C1X1 ϩ C2X2 subject to A11X1 ϩ A12X2 р B1 A21X1 ϩ A22X2 р B2 and for a dual of the nature: minimize cost ϭ B1U1 ϩ B2U2 subject to A11U1 ϩ A21U2 у C1 A12U1 ϩ A22U2 у C2 9-17. b.200 Ϫ 2. A1 ϭ 70.360 9. Basis is S1 ϭ 3. Profit doesn’t change.2X3 Ϫ 0.360 10X1 ϩ 12X2 р 9.8 X1 1 0 6 Ϫ6M 0.4X2 ϩ 1. The new optimal corner point is (0. c. f. 14X1 ϩ 4X2 р 3. X2 should enter basis next.

0) on the graph. The entering variable is X1. X2 ϭ 6. Ratios: Row 1: 80/4 ϭ 20 Row 2: 50/1 ϭ 50 These represent the points (20. ⁄3 $1 Ϫ$1 X1 ϭ 2. e.5 0 S1 0.3333 Ϫ0. If the largest ratio had been selected. so 20 units of the entering variable (X1) will be brought into the solution. Isoprofit line 20 X1 50 (X2 ϭ 0. Second iteration Cj l Solution b Mix 10 X1 S2 Zj Cj Ϫ Zj 10 X1 1 0 10 0 8 X2 0. The leaving variable is the solution mix variable in row with the smallest ratio.0). S2 ϭ 0) Second tableau: A1 ϭ 55 X1 ϭ 25 10. X2 = 6.25 0 S2 0 1 0 0 Quantity 20 30 200 X2 0 1. The smallest ratio is 20.REVISED M09_REND6289_10_IM_C09.0). the next tableau would represent an infeasible solution since the point (50. S1 ϭ 0.1667 2 Ϫ2 0 S2 Ϫ0. Profit = $36) 6 b c g. 20. S2 ϭ 0.0) is outside the feasible region. X2 40 a.25 5 3 2. Constraints 25 h. The pivot column is the X1 column.6667 2 Ϫ2 Quantity 10 20 260 9-21. The value of this will be 0 in the next tableau. The third (and final) iteration represents the point (10. Thus. X2 ϭ 0. S2 ϭ 0. f. c. Quantity 6 2 $36 d. S1 ϭ 0.20). Cj l Solution b Mix 0 0 S1 S2 Zj Cj Ϫ Zj 10 X1 4 1 0 10 8 X2 2 2 0 8 0 S1 1 0 0 0 0 S2 0 1 0 0 Quantity 80 50 0 Quantity 6 6 $30 Third and optimal tableau: Cj l Solution b Mix $5 $3 X2 X1 Zj Cj Ϫ Zj $3 X1 0 1 $3 $0 $5 X2 1 0 $5 $0 $0 S1 1 Ϫ2⁄3 $3 Ϫ$3 $0 S2 0 1 This represents the corner point (0. Basis for first tableau: A1 ϭ 80 A2 ϭ 75 (X1 ϭ 0.5 3 First Corner Point of Simplex 0 a 0 3 X1 6 9 Third iteration Cj l Solution b Mix 10 8 X1 X2 Zj Cj Ϫ Zj 10 X1 1 0 10 0 8 X2 0 1 8 0 0 S1 0.5 Ϫ2.3333 0. 9-22. S1 is the leaving variable.QXD 5/12/08 12:01 PM Page 119 CHAPTER 9 LINEAR PROGRAMMING: THE SIMPLEX METHOD 119 Second tableau: Cj l Solution b Mix $5 $0 X2 S2 Zj Cj Ϫ Zj $3 X1 0 3 $0 $3 $5 X2 1 0 $5 $0 $0 S1 1 Ϫ2 $5 Ϫ$5 $0 S2 0 1 $0 $0 b. A2 ϭ 0) . S1 ϭ 0. The second iteration represents the corner point (20.5 Ϫ0.0) and (50. and profit ϭ $36 Graphical solution to Problem 9-20: 9 Second Corner Point of Simplex (Optimal Corner Point of Simplex) (X1 = 2.

Variable X2 should enter the solution next. 9-24. X2 ϭ 0. S2 ϭ 0. Since there is no nonnegative ratio. But the ratios are as follows: At this point. A2 ϭ 0) Cost ϭ 221 at optimal solution 9-23. X2 = 75) 60 b.REVISED M09_REND6289_10_IM_C09. A1 ϭ 0. The optimal solution using simplex is X1 ϭ 3. a. the following simplex tableau is found: Cj l Solution b Mix 6 0 X1 S2 Zj Cj Ϫ Zj 6 X1 1 0 6 0 3 X2 Ϫ1 0 Ϫ6 9 0 S1 1 (X 1 = 3/7. indicating an alternative optimal solution exists by inserting X2 into the basis. 9-25. X2 = 12/7 ) (X1 = 3. X2 should enter the basis next. This problem is infeasible. 9-26. Z ϭ $6. At the second iteration. X2 = 0) 0 S2 0 1 0 0 (X1 = 1. ROI ϭ $6. But the two ratios are 1/Ϫ1 ϭ negative and 2/0 ϭ undefined. X2 = 0) 0 0 c 1 X1 2 b 3 ⁄2 ⁄2 1 3 Ϫ3 Alternative optimum at a and b. but an artificial variable remains in the basis. 0 3 0 20 40 X1 60 80 9X1 + 3X2 ≥ 9 Third tableau: X1 ϭ 14 X2 ϭ 33 2 a X2 6X1 + 9X2 ≤ 18 1 Feasible Region Quantity 1 2 6 (S1 ϭ 0.42. the problem is unbounded.7. X2 = 0) 2 X1 0 1 2 0 3 X2 1 0 3 0 0 S1 1 0 S2 2 ϪM A1 Ϫ2⁄7 3 Quantity 12 X2 40 (X1 = 14. X2 = 33) (Optimal Solution) 3 2 ⁄7 ⁄21 ⁄7 Ϫ ⁄21 1 1 Ϫ ⁄7 1 ⁄7 3 ⁄7 ⁄3 0 0 0 ϪM $6 20 Ϫ1⁄3 d. ROI ϭ $6. This is illustrated in the problem’s final simplex tableau: Tableau for Problem 9-25a 5 X 3 row ϭ 5 1 X 1 row 12 ϭ unacceptable Ϫ3 S2 row Cj l Solution b Mix 0 2 S1 X1 Zj Cj Ϫ Zj 2 X1 0 1 2 0 3 X2 7 0 S1 3 0 S2 1 0 0 0 ϪM A1 Ϫ1 0 0 ϪM 10 ϭ5 2 Quantity 6 3 $6 ⁄2 ⁄2 ⁄2 ⁄2 3 1 3 0 13⁄2 Ϫ13⁄2 . All Cj Ϫ Zj are zero or negative. Tableau for Problem 9-25c Cjl b Solution Mix X2 X1 Zj Cj Ϫ Zj (X1 = 80.QXD 5/12/08 12:01 PM Page 120 120 CHAPTER 9 LINEAR PROGRAMMING: THE SIMPLEX METHOD Graphical solution to Problem 9-22: 80 (X1 = 0. The graphical solution is shown below. This problem is degenerate. c. The variable X2 has a Cj Ϫ Zj value of $0. X2 ϭ ZX\m ϭ 1. The alternative optimal solution is found in the tableau in the next column to be X1 ϭ C\m ϭ 0.

000 0X1 ϩ 2X2 ϩ 2X3 ϩ 0S1 ϩ 0A1 ϩ 1A2 ϭ 2. It is X1 ϭ 27. The optimal solution is shown below.000M ϩ 75.500 1.QXD 5/12/08 12:01 PM Page 121 CHAPTER 9 LINEAR PROGRAMMING: THE SIMPLEX METHOD 121 Since X3 and S2 are tied. X2 ϭ 5.000 1X1 ϩ 0X2 ϩ 0X3 ϩ 1S1 ϩ 0A1 ϩ 0A2 ϭ 1. profit ϭ $177.000 1.500 3. X3 ϭ 0.REVISED M09_REND6289_10_IM_C09.000 2.000 500 $125. MA2 Minimum cost ϭ 50X1 ϩ 10X2 ϩ 75X3 ϩ 0S1 ϩ MA1 ϩ subject to 1X1 Ϫ 1X2 ϩ 0X3 ϩ 0S1 ϩ 1A1 ϩ 0A2 ϭ 1. Cj l Solution b Mix $5 $6 $3 X3 X1 X2 Zj Cj Ϫ Zj 6 X1 0 1 0 6 0 3 X2 0 0 1 3 0 5 X3 1 0 0 5 0 0 S1 1 0 S2 Ϫ ⁄2 1 3 0 S3 7 Quantity 0 27 5 3 ⁄2 ⁄2 ⁄2 3 ⁄2 3 ⁄2 ⁄2 3 Ϫ ⁄2 1 1 1 Ϫ1⁄2 13 ⁄2 3 13 ⁄2 3 8 ⁄2 3 $177 Ϫ13 ⁄2 Ϫ8 ⁄2 Ϫ13 ⁄2 9-27. we can select one at random.000 ⁄2 1. in this case S2.000M Second iteration: Cj l b M 75 0 Solution Mix A1 X3 S1 Zj Cj Ϫ Zj 50 X1 1 0 1 M ϪM ϩ 50 10 X2 Ϫ1 1 0 ϪM ϩ 75 M Ϫ 65 75 X3 0 1 0 75 0 0 S1 0 0 1 0 0 M A1 1 0 0 M 0 M A2 0 1 Quantity 1.500 First iteration: Cj l b M M 0 Solution Mix A1 A2 S1 Zj Cj Ϫ Zj 50 X1 1 0 1 M ϪM ϩ 50 10 X2 Ϫ1 2 0 M ϪM ϩ 10 75 X3 0 2 0 2M Ϫ2M ϩ 75 0 S1 0 0 1 0 0 M A1 1 0 0 M 0 M A2 0 1 0 M 0 Quantity 1.000 ⁄2 1.000 0 37 ⁄2 1 M Ϫ 371⁄2 Third iteration: Cj l b 50 75 0 Solution Mix X1 X3 S1 Zj Cj Ϫ Zj 50 X1 1 0 0 50 0 10 X2 Ϫ1 Ϫ1 Ϫ1 Ϫ25 Ϫ15 75 X3 0 1 0 75 0 0 S1 0 0 1 0 0 M A1 1 0 Ϫ1 50 M Ϫ 50 M A2 0 1 Quantity 1.000 1.000 0 37 ⁄2 1 M Ϫ 371⁄2 .

500.500 9-28.QXD 5/12/08 12:01 PM Page 122 122 CHAPTER 9 LINEAR PROGRAMMING: THE SIMPLEX METHOD Fourth and final iteration: Cj l b 50 75 10 Solution Mix X1 X3 X2 Zj Cj Ϫ Zj 50 X1 1 0 0 50 0 10 X2 0 0 1 10 0 75 X3 0 1 0 75 0 0 S1 1 Ϫ1 1 Ϫ15 15 M A1 Ϫ0 Ϫ1 Ϫ1 65 M Ϫ 65 M A2 0 1 Quantity 1. X2 Ն 0 . Z ϭ $117. cost ϭ $300 9-29. X3 ϭ 500. X1 ϭ number of mattresses X2 ϭ number of box springs Minimize cost ϭ 20X1 ϩ 24X2 subject to X1 ϩ X2 у 30 X1 ϩ 2X3 у 40 X1.500 ⁄2 500 500 $117. X2 ϭ 20 kg. X1 ϭ number of kilograms of brand A added to each batch X2 ϭ number of kilograms of brand B added to each batch Minimize costs ϭ 9X1 ϩ 15X2 ϩ 0S1 ϩ 0S2 ϩ MA1 ϩ MA2 subject to X1 ϩ 2X2 Ϫ S1 ϩ A1 ϭ 30 X1 ϩ 4X2 Ϫ S2 ϩ A2 ϭ 80 Cj l b M M Solution Mix A1 A2 Zj Cj Ϫ Zj $9 X1 1 1 2M Ϫ2M ϩ 9 $15 X2 2 4 6M Ϫ6M ϩ 15 $0 S1 Ϫ1 0 ϪM M $0 S2 0 Ϫ1 ϪM M M A1 1 0 M 0 M A2 0 1 M 0 Quantity 30 80 110M First iteration: Cj l b 15 M Solution Mix X2 A2 Zj Cj Ϫ Zj 15 $9 X1 1 $15 X2 1 0 15 0 15 $0 S1 Ϫ ⁄2 1 $0 S2 0 Ϫ1 ϪM M 15 M A1 1 M A2 0 1 M 0 Quantity 15 20 225 ϩ 20M ⁄2 ⁄2 Ϫ1 ⁄2 Ϫ M ⁄2 ϩ M 2 Ϫ ⁄2 ϩ 2M 15 Ϫ2 ⁄2 Ϫ 2M 15 3 ⁄2 Ϫ 2M 3M Ϫ ⁄2 Second iteration: Cj l b 15 0 Solution Mix X2 S1 Zj Cj Ϫ Zj $9 X1 Ϫ ⁄4 1 $15 X2 1 0 15 0 $0 S1 0 1 4 0 $0 S2 Ϫ ⁄4 1 M A1 Ϫ0 Ϫ1 Ϫ0 M M A2 1 Quantity 20 10 $300 15 ⁄4 ⁄2 ⁄4 Ϫ1⁄2 Ϫ ⁄4 15 Ϫ1⁄2 Ϫ ⁄4 15 1 15 Ϫ ⁄4 21 Ϫ ⁄4 15 M Ϫ ⁄4 Third and final iteration: X1 ϭ 0 kg. X2 ϭ 500.REVISED M09_REND6289_10_IM_C09.500 1 0 37 ⁄2 1 M Ϫ 37 ⁄2 X1 ϭ 1.

X2 Ն 0 1 6 3 .QXD 5/12/08 12:01 PM Page 123 CHAPTER 9 LINEAR PROGRAMMING: THE SIMPLEX METHOD 123 Initial tableau: Cj l b M M Solution Mix A1 A2 Zj Cj Ϫ Zj $20 X1 1 1 2M Ϫ2M ϩ 20 $24 X2 1 2 3M Ϫ3M ϩ 24 $0 S1 Ϫ1 Ϫ0 ϪM M $0 S2 0 Ϫ1 ϪM M M A1 1 0 M 0 M A2 0 1 M 0 Quantity 30 40 70M Second tableau: Cj l b M $24 Solution Mix A1 X2 Zj Cj Ϫ Zj 1 $20 X1 1 $24 X2 0 1 24 0 $0 S1 Ϫ1 Ϫ0 ϪM ϪM 1 $0 S2 1 M A1 1 0 0 0 1 M A2 Ϫ ⁄2 1 1 Quantity 10 20 10M ϩ 480 ⁄2 ⁄2 ⁄2 1 Ϫ1⁄2 ⁄2M Ϫ 12 Ϫ1⁄2M ϩ 12 ⁄2 ⁄2M ϩ 12 Ϫ ⁄2M ϩ 12 3 Ϫ1⁄2M ϩ 12 ⁄2M Ϫ 12 Final tableau: Cj l b $20 $24 Solution Mix X1 X2 Zj Cj Ϫ Zj $20 X1 1 0 20 0 $24 X2 0 1 24 0 $0 S1 Ϫ2 Ϫ 1 Ϫ16 Ϫ16 $0 S2 Ϫ1 Ϫ1 Ϫ4 Ϫ4 M A1 Ϫ2 Ϫ1 Ϫ16 M Ϫ 16 M A2 Ϫ1 Ϫ1 4 MϪ4 Quantity 20 10 $640 X1 ϭ 20. profit ϭ $96 9-31. Maximize profit ϭ 8X1 ϩ 6X2 ϩ 14X3 subject to 2X1 ϩ X2 ϩ 3X3 р 120 2X1 ϩ 6X2 ϩ 4X3 ϭ 240 X1. X2 ϭ 10. cost ϭ $640 9-30.REVISED M09_REND6289_10_IM_C09. X2 ϭ 2. X2 Ն 0 Initial tableau: Cj l Solution b Mix $0 $0 S1 S2 Zj Cj Ϫ Zj $9 X1 1 1 0 9 $12 X2 1 2 0 12 $0 S1 1 0 0 0 $0 S2 0 1 0 0 Quantity 10 12 $0 Final tableau: Cj l Solution b Mix $4 $12 X1 X2 Zj Cj Ϫ Zj $9 X1 1 0 9 0 $12 X2 0 1 12 0 $0 S1 2 Ϫ1 6 Ϫ6 $0 S2 Ϫ1 1 3 Ϫ3 Quantity 8 2 $96 Second tableau: Cj l Solution b Mix $0 $12 S1 X2 Zj Cj Ϫ Zj $9 X1 1 $12 X2 0 1 12 0 $0 S1 1 0 0 0 $0 S2 Ϫ1⁄2 Ϫ1⁄2 Ϫ6 Ϫ6 Quantity 4 6 $72 ⁄2 ⁄2 X1 ϭ 8. Maximize profit ϭ 9X1 ϩ 12X2 subject to X1 ϩ X2 р 10 X1 ϩ 2X2 р 12 X1.

500X4 ϩ 0S1 ϩ 0S2 ϩ 0S3 ϩ 0S4 ϩ 0S5 ϩ 0S6 ϩ 0S7 ϩ 0S8 Ϫ MA1 Ϫ MA2 subject to 1.000X2 ϩ 5.3X2 Ϫ 0. a.29. Maximize profit ϭ 8.1 Ϫ ⁄7 30 ϪM Ϫ ⁄ 7 X 1 ϭ 0.000X2 ϩ 600X30. X3ϭ . ϩ 200X4 ϩ S4 X1 ϩ X2 X1 ϩ X2 ϩ X3 ϩ X3 ϩ X4 ϩ X4 ϩ S5 ϭ 35. a.7X4 Ϲ 0 a .000 1. Variable X5 will enter the basis next. ϩ 400X30.QXD 5/12/08 12:01 PM Page 124 124 CHAPTER 9 LINEAR PROGRAMMING: THE SIMPLEX METHOD Initial tableau: Cj l b 0 ϪM Solution Mix S1 A2 Zj Cj Ϫ Zj $8 X1 2 2 Ϫ2M 8 ϩ 2M $6 X2 1 6 Ϫ6M 6 ϩ 6M $14 X3 3 4 Ϫ4M 14 ϩ 4M 0 S1 1 0 0 0 ϪM A1 Ϫ0 Ϫ1 ϪM Ϫ0 Quantity 120 240 Ϫ240M Second tableau: Cj l b $0 $6 Solution Mix S1 X2 Zj Cj Ϫ Zj $8 X1 5 $6 X2 0 1 6 0 $14 X3 7 0 S1 1 0 0 0 ϪM A1 Ϫ1⁄6 Ϫ ⁄6 1 Quantity 80 40 $240 ⁄3 ⁄3 ⁄3 ⁄3 1 2 2 6 4 10 Ϫ1 ϪM Ϫ 1 Final tableau: Cj l b $14 $6 Solution Mix X3 X2 Zj Cj Ϫ Zj $8 X1 Ϫ ⁄7 5 $6 X2 0 1 6 0 $14 X3 1 0 14 0 0 S1 Ϫ ⁄7 3 ϪM A1 Ϫ ⁄14 1 Quantity 240 ⁄7 ⁄7 Ϫ1⁄ 7 Ϫ ⁄7 64 Ϫ2⁄ 7 Ϫ ⁄7 30 Ϫ3⁄14 ϩ ⁄7 2 120 $582 ⁄ 7 6 2 Ϫ1.000X2 ϩ 600X30.600X2 ϩ 1.7X3 Ϫ 0.200X3 ϩ 900X4 ϩ S3 1.6X1 ϩ 0. (Its Cj Ϫ Zj value is the smallest negative number.4X4 м 0 0.7X4 ϩ S8 ϩ A2 9-33.600X2 ϩ 1.000 2.4X4 Ϫ S7 ϩ A2 0.000 700X10. X1 ϭ number of deluxe one-bedroom units converted X2 ϭ number of regular one-bedroom units converted X3 ϭ number of deluxe studios converted X4 ϭ number of efficiencies converted Objective: maximum profit ϭ 8.4X3 Ϫ 0.200X3 ϩ 900X4 р $45. The initial formulation is minimize cost ϭ $12X1 ϩ 18X2 ϩ 10X3 ϩ 20X4 ϩ 7X5 ϩ 8X6 subject to X1 2X1 ϩ X2 Ϫ 3X3 25X2 ϩ X3 ϩ 2X4 ϩ 8X5 ϩ 4X4 ϩ 18X1 Ϫ 15X2 Ϫ 2X3 Ϫ X4 ϩ 15X5 2X4 ϩ 6X5 ϭ 100 р 900 X6 у 250 у 150 25X6 р 300 у 70 b.000 X1 ϩ X2 X1 ϩ X2 ϩ X3 ϩ X3 ϩ X4 ϩ X4 р 50 у 25 Ϫ S6 ϩ A1 ϭ 25 0.000 ϭ 28.000X1 ϩ 400X20.) Variable A3 will leave the basis because its ratio (150/15) is the smallest of the three positive ratios.000X1 ϩ 1. X1 ϩ X2 у 0.000 ϭ 19. that is.6X2 Ϫ 0. ϩ 400X30. ϩ 900X30.3X1 ϩ 0.REVISED M09_REND6289_10_IM_C09. ϩ 600X20. ϩ 600X20.3X2 Ϫ 0. X3 ϭ 34. ϩ 300X4 р $28.000X3 ϩ 3. ϩ 300X4 ϩ S2 2.000X3 ϩ 3.000 ϭ 45.000X1 ϩ 6. Ϫ21M ϩ 7.000X1 ϩ 6. ϩ 200X4 р $19.000 ϭ 50 ϭ0 ϭ0 (which is X1 ϭ 0. ϩ 500X4 р $35.6X1 ϩ 0.86) 9-32. profit ϭ $582.40(X1 ϩ X2 ϩ X3 ϩ X4) X1 ϩ X2 р 0.70(X1 ϩ X2 ϩ X3 ϩ X4) The above constraints can be rewritten as: 0. X 2 ϭ 120 240 . profit = $582 N\m 7 7 b.000X1 ϩ 400X20.7X3 Ϫ 0.000X2 ϩ 5.3X1 ϩ 0. ϩ 500X4 ϩ S1 700X10. ϩ 900X30.500X4 subject to 1. X2 ϭ 17.100X1 ϩ 1.6X2 Ϫ 0.100X1 ϩ 1.14.4X3 Ϫ 0.000X1 ϩ 1.

The profit would increase by 160(2) ϭ 320. Simplex table for Problem 9-34 Cj l b $10 ϩ ⌬ $0 Solution Mix X1 S2 Zj Cj Ϫ Zj $10 ϩ ⌬ X1 1 0 10 ϩ ⌬ 0 $30 X2 4 6 Ϫ40 ϩ 4⌬ Ϫ10 Ϫ 4⌬ $0 S1 Ϫ2 Ϫ7 Ϫ20 ϩ 2⌬ Ϫ20 Ϫ 2⌬ $0 S2 0 1 0 0 Quantity 160 200 $1. 9-36. and 12.00. Clapper will net $1.333 from S1 column ⌬ р 30 from S2 column Hence the Cj for X1 must decrease by at least $3. See Table 9-37d. so the optimal solution would not change. The range of optimality for X2. . The second shadow price (in the S2 column) is $15. It must increase by $30 to alter the basis. the range of optimality is $71⁄2 р Cj (for X1) Ϲ ȍ b.50 for every additional hour he rents. Another unit of the second resource is worth $0 because there are still 200 unused units (S2 ϭ 200). a. The range of optimality is $66.5 from S1 column ⌬ у Ϫ5 from S2 column The range of optimality for profit coefficient on chairs is from $35 (ϭ 50 Ϫ 15) to $52. 9-35. we require for optimality that Ϫ10 Ϫ 4⌬ р 0 Ϫ20 Ϫ 2⌬ р 0 1 or or ⌬ у Ϫ21⁄2 ⌬ у Ϫ10 From the S1 column.00 for X1. 9-37. the Cj Ϫ Zj would still be positive.125 ϭ 300 so we can reduce the right-hand-side by 300 units. e.50 (ϭ 50 ϩ 2. g. No—the profit added for each additional hour of inspection time made available is only $1. S1 represents slack time on the soldering machine. One more unit of the first scarce resource is worth $20. the right-hand-side can be decreased by this amount without changing the solution mix. a.REVISED M09_REND6289_10_IM_C09.125) ϭ Ϫ100.600 ϩ 320 ϭ 1. Ranging for first resource—painting department Quantity 30 40 S1 3 Ratio Ϫ20 Ϫ20 ⁄2 Ϫ2 Thus the first resource can be reduced by 20 hours or increased by 20 hours without affecting the solution. and the current solution would still be optimal. The right-hand side could be decreased by 200 (the amount of the slack) and the profit would not change. S2 represents available time in the inspection department. we have 37. This means there are units of this resource that are available but are not being utilized.QXD 5/12/08 12:01 PM Page 125 CHAPTER 9 LINEAR PROGRAMMING: THE SIMPLEX METHOD 125 9-34. Thus. f. f.75 for constraint 1.600 ϩ 160⌬ From the X2 column. The right-hand-side of this constraint could be decreased by 10 units. The solution mix variable in this row is slack variable S3. b. Ϫ5 Ϫ 15⌬ р 0 Ϫ15 ϩ 5⌬ р 0 or or ⌬ у Ϫ3. The range is from 80 to 120 hours. The range of insignificance is Ϫȍ р Cj (for X2) Ϲ $40 c.5/0. Quantity 30 40 S2 Ϫ ⁄2 1 Ratio Ϫ60 Ϫ40 1 Range is thus from 200 hours to 300 hours (or 240 Ϫ 40 to 240 ϩ 60). c. Dividing the RHS values by the coefficients in the S1 column.00. and 0 for constraint 3. so the new maximum profit would be 1. The second represents the value of one additional hour in the carpentry department. b. 22. d. Since this shadow price is less than the $1. Clapper will lower his profit by hiring the part-timer. If the 30 in the Cj row were changed to 35.5 for constraint 2. Produce 18 of model 102 and four of model H23.67 р Cj р $100. The solution mix variables and their values would not change. c.5/(Ϫ0. a. Therefore. e. d. The range of optimality for tables (X1) is established from Table 9-37c on the next page. d. The shadow prices are: 3. Yes—the shadow price of the soldering machine time is $4. so we can increase the right-hand-side by 100 units and the same variables will remain in the solution mix.75 per hour cost. Ϫ5 ϩ 2⌬ р 0 Ϫ15 Ϫ ⌬ р 0 or or ⌬ р 2. b. because $12 is within the range of optimality found in part a. The first shadow price (in the S1 column) is $5. Ranging for second resource—carpentry time. The shadow price is 0 for constraint 3 because there is slack for this constraint.5). we require that Since the ⌬ у Ϫ2 ⁄2 is more binding.33 to change the optimal solution. additional units of this could not increase profits. c. which is the shadow price in the S1 column. This change is within the range of insignificance. We change $10 (the Cj coefficient for X1) to $10 ϩ ⌬ and note the effect on the Cj Ϫ Zj row in the table below. a.920. The first shadow price represents the value of one more hour in the painting department.

Quantity 550 300 700 S2 Ϫ1 1 Ϫ1 Ratio Ϫ550 300 Ϫ700 This indicates that the limit may be reduced by 300 pounds (down to zero pounds) without changing the solution.100 ϩ 30⌬ ⁄2 Ϫ2 5 ϩ ⁄2⌬ 3 Ϫ5 Ϫ 3⁄2⌬ Ϫ15 ϩ 1⁄2⌬ Table for Problem 9-37d Cj l b 70 50 ϩ ⌬ Solution Mix X1 X2 Zj Cj Ϫ Zj 70 X1 1 0 70 0 50 ϩ ⌬ X2 0 1 50 ϩ ⌬ 0 0 S1 3 0 S2 Ϫ ⁄2 1 Quantity 30 40 $4.REVISED M09_REND6289_10_IM_C09. This involves right-hand-side ranging on the slack variables S1 (which represents number of pounds of phosphate under the 300-pound limit). The question asks if the resources can be increased to 400 pounds without affecting the basis. This is best seen graphically in Figure 9. X1 would now be 400. Note that artificial variables may be omitted from the sensitivity analysis since they have no physical meaning.700 ϩ 700⌬ 1ϩ⌬у0 or ⌬ у Ϫ1 If the Cj value for X2 decreases by $1. X2 would be 600.700 ϩ 300⌬ 1Ϫ⌬у0 or ⌬р1 If the Cj value for X1 increases by $1. and S2 would change. a. the basis will change. However. Hence Ϫȍ р Cj (for X1) р $6.100 ϩ 40⌬ ⁄2 Ϫ2 5 Ϫ 2⌬ Ϫ5 ϩ 2⌬ 1 15 ϩ ⌬ Ϫ15 Ϫ ⌬ 9-38. b. the basis will change. the values of X1. Range of optimality for X1 (phosphate): Cj l b $0 $5 ϩ ⌬ $6 Solution Mix S2 X1 X2 Zj Cj Ϫ Zj $5 ϩ ⌬ X1 0 1 0 5ϩ⌬ 0 $6 X2 0 0 1 6 0 $0 S1 Ϫ1 Ϫ1 Ϫ1 Ϫ1 ϩ ⌬ Ϫ1 Ϫ ⌬ $0 S2 1 0 0 0 0 Quantity 550 300 700 $5. and S2 would be 450. The smallest negative ratio (Ϫ550) tells us that the limit can be raised to 850 pounds without changing the solution mix. X2. Range of optimality for X2 (potassium): Cj l b 0 5 6ϩ⌬ Solution Mix S2 X1 X2 Zj Cj Ϫ Zj 5 X1 0 1 0 5 0 6ϩ⌬ X2 0 0 1 6ϩ⌬ 0 0 S1 Ϫ1 Ϫ1 Ϫ1 Ϫ1 Ϫ ⌬ Ϫ1 ϩ ⌬ 0 S2 1 0 0 0 0 Quantity 550 300 700 $5.QXD 5/12/08 12:01 PM Page 126 126 CHAPTER 9 LINEAR PROGRAMMING: THE SIMPLEX METHOD Table for Problem 9-37c Cj l b 70 ϩ ⌬ 50 Solution Mix X1 X2 Zj Cj Ϫ Zj 70 ϩ ⌬ X1 1 0 70 ϩ ⌬ 0 50 X2 0 1 50 0 0 S1 3 0 S2 Ϫ1⁄2 1 15 Ϫ ⁄2⌬ 1 Quantity 30 40 $4.3. The range is thus $5 р Cj (for X2) р ȍ. .

e. Printout 3 (also on the next page) illustrates that profit declines to $8.18 chairs daily.63) ϩ 116(0) ϭ $248. X2. The first. Table profit range: $41. Printout 1 on the right illustrates the model formulation (see the next page). performed per hour by a biophysicist. c.07) ϩ 115(1.4X2 primal constraints: 2X1 ϩ 1X2 р 120 2X1 ϩ 3X2 р 240 X1. respectively. 3 surplus variables. 2.000 Primal objective function: maximize profit ϭ 0. performed per hour by a biochemist. and 4 of tests 1. The shadow price of the third machine is the value of the dual variable in column 6. only A158 was not produced. b.866 with the change to $8. a.85 . Not all resources are used. Carpentry hours range: 221 to infinity.REVISED M09_REND6289_10_IM_C09. for example. 9-45. Maximize profit ϭ 10X1 ϩ 5X2 ϩ 31X3 ϩ 28X4 ϩ 17X5 subject to X1 ϩ X2 2X2 Ϫ 2X3 X2 X1 ϩ 5X3 ϩ 5X4 ϩ 2X5 Ϫ X5 ϩ 12X5 р 28 р 53 р 70 р 18 Thus $435. The dual would have 2 constraints and 5 variables (3 decision variables and 2 slack variables). a. c. U2. profit ϭ $3775. There are 8 variables (2 decision variables.00. There is no unused time when the optimal solution is reached. X1 ϭ 27.20 shadow price. the 40-table maximum is not reached.87 to $84. and none of the products remain.QXD 5/12/08 12:01 PM Page 127 CHAPTER 9 LINEAR PROGRAMMING: THE SIMPLEX METHOD 127 9-39. a. X2 у 0 primal solution: X1 ϭ 30.67 to $160 Chair profit range: $21. g. Also. Two tons of steel at a total cost of $8. It can spare this amount. The dual is maximize Z ϭ 120U1 ϩ 115U2 ϩ 116U3 subject to 8U1 ϩ 4U1 ϩ 4U2 ϩ 9U3 р 23 6U2 ϩ 4U3 р 18 U1. and 3. X1. Inspection/rework hours range: 19Z\x to 41. c. U2. and 9 of tests 1. 9-47.000 implies a cost per pound of $2. since all 1.45 ϩ $0 ϭ $435. X3. and U3 need to be such that the total value does not exceed the cost per hour for the lab to use one of its own biophysicists.056 hours available daily in the painting department.000 hours are not yet consumed. respectively.265. 9-46. 2.71.4 ϩ $187. a. $1. 4.683. Only the first product (A158) is not produced.786. d.38 is the value of additional inspection/rework hours. This means that the prices U1. b. The value of one more pound is $2. and U3 need to be such that their total value does not exceed the cost per hour to the lab for using one of its own biochemists.85 is the maximum the laboratory should be willing to pay an outside resource to conduct the 120 test 1’s. 9-42. 115 test 2’s. as represented by slack variable S3. Printout 2 provides the optimal solution of $9. Maximize profit ϭ 50U1 ϩ 4U2 subject to 12U1 ϩ 1U2 р 120 20U1 ϩ 3U2 р 250 U1. X2 ϭ 60. All three slack variables have been removed from the basis and have zero values. Previously.07 is the price of each test 1 U2 ϭ $1. Printout 4 (on page 129) shows the new constraints. X2 ϭ 37. U1 ϭ $80.38 tables. 6. Again. $63. Profit drops to $9.20 is the value of each additional foot of lumber made available. e. Shadow prices indicate that carpentry hours and painting hours are not fully used. X5 у 0 9-44. d. Hence an extra hour of time on machine 3 is worth $0.78. The shadow prices relate to the five constraints: $0 value to making more carpentry and painting time available. and 116 test 3’s per day.380.88. Similarly. the prices U1. and 3. U3 у 0 U1 ϭ $2.63 is the price of each test 2 U3 ϭ $0 is the price of each test 3 Using the dual objective function: Z ϭ 120U1 ϩ 115U2 ϩ 116U3 ϭ 120(2. Printout 2 also lists the shadow prices.5X1 ϩ 0. deals with steel alloy. d.86. profit ϭ $39 9-43.71. More lumber should be purchased if it costs less than the $1. 8U1 ϩ 4U2 ϩ 9U3 is the value of 8. It should be purchased since the shadow price is $2. 9-40. 4U1 ϩ 6U2 ϩ 4U3 is the value of 4. f. Painting hours range: 92 to infinity. Minimize cost ϭ 4U1 ϩ 8U2 subject to 1U1 ϩ 2U2 у 80 3U1 ϩ 5U2 у 75 U1. U2 у 0 9-41. U2. Thus 10 hours of time will be worth $7. X4. f. Flair has a slack (X4) of 8. Machine 3. still has 62 hours of unused time. More carpenters are not needed at any price. b. U2 у 0 The dual of the dual is the original primal. and 3 artificial variables) and 3 constraints. There is no value to adding more workers. 9-48. The dual problem would be smaller and easier to solve. b. cost ϭ $1. U2 ϭ $40. c. For each extra hour of time made available at no cost on machine 2. profit will increase by $0.

000 0.000 10.2X11 ϩ 1.000 50.1X12 ϩ 3.91X11 ϩ 49.000 20.000 0.535 0.5X3 ϩ 2.000 12.0X8 ϩ 1.8X12 ϩ 2.4X4 ϩ 1.4X9 ϩ .202 10.712 0.000 0.000 0.88X10 ϩ 17.88X4 ϩ 63.79X1 ϩ 6.000 11.000 0.3X2 ϩ 1.000 0.000 0.000 0.370 Ϫ34.000 0.000 Reduced Cost 0.1X5 ϩ 7.00/lb for more steel.183 0.000 11.9X9 ϩ 1.2X15 Ͻϭ 600 C4 5.1X12 ϩ 15X15 Ͻϭ 2500 C5 10.000 20.000 0.866 0.8X6 ϩ 9.000 10.000 0.7X13 ϩ 1.000 10.000 0.530 0.0X7 ϩ 5.000 0.000 0. Cj l Solution b Mix 0 0 S1 S2 Zj Cj Ϫ Zj SOLUTIONS TO INTERNET HOMEWORK PROBLEMS 9-49.946 20.000 0.1X13 ϩ 7.000 113.946 0.1X6 ϩ 6.870 (d) Cost is $2.4X1 ϩ .374 0.000 0.000 0.000 Ϫ29.01X15 Subject to C1 4X2 ϩ 6X3 ϩ 10X4 ϩ 12X5 ϩ 10X7 ϩ 5X8 ϩ 1X9 ϩ 1X10 ϩ 2X12 ϩ 10X14 ϩ 10X15 Ͻϭ 980 C2 .1X7 ϩ 4.243 0.7X1 ϩ 1.3X3 ϩ 4.324 Ϫ46.5X2 ϩ .041 Ϫ32.2X7 ϩ 7.000 54.00X5 ϩ 4.000 20.000 10.676 Ϫ11.000 0.6X15 Ͻϭ 1000 C7 1X1 Ͼ ϭ 0 C8 1X2 Ͼ ϭ 20 C9 1X3 Ͼ ϭ 10 C10 1X4 Ͼ ϭ 10 C11 1X5 Ͼ ϭ 0 C12 1X6 Ͼ ϭ 20 C13 1X7 Ͼ ϭ 10 C14 1X8 Ͼ ϭ 20 C15 1X9 Ͼ ϭ 50 C16 1X10 Ͼϭ 20 C17 1X11 Ͼ ϭ 20 C18 1X12 Ͼϭ 10 C19 1X13 Ͼϭ 20 C20 1X14 Ͼϭ 10 C21 1X15 Ͼϭ 10 Printout 2 for Problem 9-48 ***** Program Output ***** Final Optimal Solution at Simplex Tableau : 18 Z ϭ $9.10X6 ϩ 81.19X3 ϩ 45. Z ϭ 18.202 0.8X4 ϩ 5.1X14 Ͻϭ 400 C3 .8X8 ϩ 1.5X12 ϩ 5.000 0.2X9 ϩ 6.3X10 ϩ .000 Ϫ1.000 Ϫ48.1X3 ϩ 8.000 Slack/Surplus 0.0X4 ϩ 1.507 0.9X5 ϩ 10X6 ϩ 11.QXD 5/12/08 12:01 PM Page 128 128 CHAPTER 9 LINEAR PROGRAMMING: THE SIMPLEX METHOD Printout 1 for Problem 9-48 Problem Title: DATASET PROBLEM 9-48 ***** Input Data ***** Max.1X1 ϩ 1X2 ϩ 1.2X5 ϩ 1.000 0.000 Ϫ27.00X13 ϩ 88.79X9 ϩ 15.885 8.9X1 ϩ 2X2 ϩ 2.7X11 ϩ 5X12 ϩ 2.000 2.842 Ϫ9.455 Ϫ2.000 0.000 44.683. Maximize 20X1 ϩ 10X2 ϩ 0S1ϩ 0S2 Subject to: 5X1 ϩ 4X2 ϩ S1 ϭ 250 2X1 ϩ 5X2 ϩ S2 ϭ 150 X1.1X7 ϩ 12.4X8 ϩ 5.31X2 ϩ 8.000 0.15X7 ϩ 50.000 0.507 20.8X2 ϩ 1.4X7 ϩ 1. X2 у 0 20 X1 5 2 0 20 10 X2 4 5 0 10 0 S1 1 0 0 0 0 S2 0 1 0 0 Quantity 250 150 0 .000 0.4X10 ϩ 1X11 ϩ 5.06X8 ϩ 12.5X11 ϩ 13.8X14 ϩ 6.1X10 ϩ 7.8X1 ϩ 10.99X12 ϩ 24.4X6 ϩ 1.5X5 ϩ .88X14 ϩ 77.2X5 ϩ 1.7X14 ϩ 6.1X13 ϩ 1X15 Ͻϭ 1800 C6 3.2X3 ϩ 4.000 Shadow Price 2.5X6 ϩ 7.649 2.REVISED M09_REND6289_10_IM_C09.3X8 ϩ 10X9 ϩ 11X10 ϩ 12.000 258.187 Ϫ26. we should do it.0X8 ϩ .749 Ϫ10.000 20.0X13 ϩ 5.228 Variable X1 X2 X3 X4 X5 X6 X7 X8 X9 X10 X11 X12 X13 X14 X15 Constraint C1 C2 C3 C4 C5 C6 C7 C8 C9 C10 C11 C12 C13 C14 C15 C16 C17 C18 C19 C20 C21 Value 0.

X1 ϭ 4. This occurs because there is slack available. X1 ϭ 0. X1.000 10.50 for department C. Profit will increase $10 for each unit of this that is brought into the solution. X2 ϭ 16.15X7 ϩ 50. The dual prices are 0 for constraint 1 (department A).QXD 5/12/08 12:01 PM Page 129 CHAPTER 9 LINEAR PROGRAMMING: THE SIMPLEX METHOD 129 Printout 3 for Problem 9-48 Problem Title: DATASET PROBLEM 9-48 ***** Input Data ***** Max.000 10. ratio for row 2 ϭ 36/2 ϭ 18. $3 for department B. Maximize profit ϭ 20X1 ϩ 30X2 ϩ 15X3 ϩ 0S1 ϩ 0S2 Ϫ MA2 Ϫ MA3 Subject to: 3X1 ϩ 5X2 Ϫ 2X3 ϩ S1 ϭ 120 2X1 ϩ X2 ϩ 2X3 Ϫ S2 ϩ A2 ϭ 250 X1 ϩ X2 ϩ X3 ϩ A3 ϭ 180 X1. a. S1 ϭ 120.000 37.000 10. The total profit will increase by ($10 per unit) (12 units) ϭ $120. and 4. The ratio for the pivot row is 12. d. all others ϭ 0. Cj l Solution b Mix 0 0 S1 S2 Zj Cj Ϫ Zj 10 X1 2 2 0 10 8 X2 1 4 0 8 0 S1 1 0 0 0 0 S2 0 1 0 0 Quantity 24 36 0 The pivot column is the X1 column. c. c. Profit ϭ Ϫ430M. a.941 37. A2 ϭ 250. and $4.000 10. and 3 for constraint 3. The shadow prices are 3/10 for constraint 1. The profit on product #3 would have to increase by $1 (the negative of the Cj Ϫ Zj value). 9-51. 3 for constraint 2 (department B).380.993 7.99X12 ϩ 24. X3 у 0 A3 ϭ 180. X2 у 0 S1 ϭ 24. 9-53.31X2 ϩ 8.000 20.000 20.000 28.00X13 ϩ 8.000 20. 9-52.517 50. .19X3 ϩ 45.5 for constraint 3 (department C).88X10 ϩ 17.000 57.056 20. X2 ϭ 0. 0 for constraint 2. The pivot row is row 1 (it has the smallest ratio). h.000 20. g. Maximize 10X1 ϩ 8X2 Subject to: 2X1 ϩ 1X2 р 24 2X1 ϩ 4X2 р 36 b. e.000 0.000 33.000 16.REVISED M09_REND6289_10_IM_C09.000 10.000 0.000 10.00X5 ϩ 4. others ϭ 0.79X1 ϩ 6. Z ϭ 18.277 b. This is $0 for department A. ratio for row 1 ϭ 24/2 ϭ 12. so additional units of this resource would simply increase the slack.79X9 ϩ 15. all Printout 4 for Problem 9-48 Final Optimal Solution at Simplex Tableau : 21 Z ϭ $9. constraint 2 has 425 units of slack (S2 ϭ 425). a. b. A zero shadow price means that additional units of that resource will not affect profit. S1 ϭ 12.88X14 ϩ 77.485 20.01X15 ***** Program Output ***** Final Optimal Solution At Simplex Tableau Z ϭ $8865.000 20.723 20. so 12 units of X1 will be in the next solution.000 10.91X11 ϩ 49.88X4 ϩ 63.000 0. S2 ϭ 26. Profit ϭ 0.000 50. In this problem. Variable X1 will enter the solution mix. This is S1.06X8 ϩ 12.10X6 ϩ 81. d. X2.000 9-50. f. The company would be willing to pay up to the dual price for additional hours.234 Variable X1 X2 X3 X4 X5 X6 X7 X8 X9 X10 X11 X12 X13 X14 X15 Value 0.500 Variable X1 X2 X3 X4 X5 X6 X7 X8 X9 X10 X11 X12 X13 X14 X15 Value 0.698 20. The variable in the pivot row will leave the solution mix.