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ChapterTwo:LinearProgramming:ModelFormulationandGraphicalSolution

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PROBLEM SUMMARY
1. Maximization(128continuation),graphical
solution
2. Maximization,graphicalsolution
3. Minimization,graphicalsolution
4. Sensitivityanalysis(23)
5. Minimization,graphicalsolution
6. Maximization,graphicalsolution
7. Slackanalysis(26)
8. Sensitivityanalysis(26)
9. Maximization,graphicalsolution
10. Slackanalysis(29)
11. Maximization,graphicalsolution
12. Minimization,graphicalsolution
13. Maximization,graphicalsolution
14. Sensitivityanalysis(213)
15. Sensitivityanalysis(213)
16. Maximization,graphicalsolution
17. Sensitivityanalysis(216)
18. Maximization,graphicalsolution
19. Sensitivityanalysis(218)
20. Maximization,graphicalsolution
21. Standardform(220)
22. Maximization,graphicalsolution
23. Standardform(222)
24. Maximization,graphicalsolution
25. Constraintanalysis(224)
26. Minimization,graphicalsolution
27. Sensitivityanalysis(226)
28. Sensitivityanalysis(226)
29. Sensitivityanalysis(222)
30. Minimization,graphicalsolution
31. Minimization,graphicalsolution
32. Sensitivityanalysis(231)
33. Minimization,graphicalsolution
34. Maximization,graphicalsolution
35. Minimization,graphicalsolution
36. Maximization,graphicalsolution
37. Sensitivityanalysis(234)
38. Minimization,graphicalsolution
39. Maximization,graphicalsolution
40. Maximization,graphicalsolution

41.
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43.
44.
45.
46.
47.
48.
49.
50.
51.
52.
53.
54.
55.
56.
57.
58.
59.
60.
61.
62.
63.
64.

Sensitivityanalysis(238)
Maximization,graphicalsolution
Sensitivityanalysis(240)
Maximization,graphicalsolution
Sensitivityanalysis(242)
Minimization,graphicalsolution
Sensitivityanalysis(244)
Maximization,graphicalsolution
Sensitivityanalysis(246)
Maximization,graphicalsolution
Sensitivityanalysis(248)
Maximization,graphicalsolution
Minimization,graphicalsolution
Sensitivityanalysis(253)
Minimization,graphicalsolution
Sensitivityanalysis(255)
Maximization,graphicalsolution
Minimization,graphicalsolution
Sensitivityanalysis(252)
Maximization,graphicalsolution
Sensitivityanalysis(254)
Multipleoptimalsolutions
Infeasibleproblem
Unboundedproblem

PROBLEM SOLUTIONS
1. a) x1=#cakes
x2=#loavesofbread
maximizeZ=$10x1+6x2
subjectto
3x1+8x2 20cupsofflour
45x1+30x2 180minutes
x1,x2 0

b)

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b)

2.

a) MaximizeZ=6x1+4x2(profit,$)
subjectto
10x1+10x2100(line1,hr)

4.

Theoptimalsolutionpointwouldchange
frompointAtopointB,thusresultinginthe
optimalsolution

7x1+3x242(line2,hr)
x1,x2 0
b)

x1=12/5x2=24/5Z=.408
5.

a) MinimizeZ=3x1+5x2(cost,$)
subjectto
10x1+2x220(nitrogen,oz)
6x1+6x236(phosphate,oz)
x22(potassium,oz)
x1,x20
b)

3.

a) MinimizeZ=.05x1+.03x2(cost,$)
subjectto
8x1+6x248(vitaminA,mg)
x1+2x212(vitaminB,mg)
x1,x20

6.

a) MaximizeZ=400x1+100x2(profit,$)
subjectto
8x1+10x280(labor,hr)
2x1+6x236(wood)
x16(demand,chairs)

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x1,x20

500x2,isparalleltotheconstraintforlabor,
whichresultsinmultipleoptimalsolutions.
PointsB(x1=30/7,x2=32/7)andC(x1=6,
x2=3.2)arethealternateoptimalsolutions,
eachwithaprofitof$4,000.
9. a) MaximizeZ=x1+5x2(profit,$)
subjectto

b)

5x1+5x225(flour,lb)
2x1+4x216(sugar,lb)
x15(demandforcakes)
x1,x20

b)

7.

Inordertosolvethisproblem,youmust
substitutetheoptimalsolutionintothe
resourceconstraintforwoodandthe
resourceconstraintforlaboranddetermine
howmuchofeachresource
isleftover.
Labor
8x1+10x280hr
8(6)+10(3.2)80
48+3280

10.

8080
Thereisnolaborleftunused.
Wood

Flour
5x1+5x225lb

2x1+6x236
2(6)+6(3.2)36

5(0)+5(4)25

12+19.236

2025

31.236

2520=5

3631.2=4.8

Thereare5lbofflourleftunused.

Thereis4.8lbofwoodleftunused.
8.

Inordertosolvethisproblem,youmust
substitutetheoptimalsolutionintothe
resourceconstraintsforflourandsugarand
determinehowmuchofeachresourceisleft
over.

Sugar
2x1+4x216

Thenewobjectivefunction,Z=400x1+

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2(0)+4(4)16
1616
Thereisnosugarleftunused.
11.

14.

12. a) MinimizeZ=80x1+50x2(cost,$)
subjectto

Thenewobjectivefunction,Z=300x1+
600x2,isparalleltotheconstraintlinefor
platinum,whichresultsinmultipleoptimal
solutions.PointsB(x1=2,x2=4)andC(x1
=4,x2=3)arethealternateoptimal
solutions,eachwithaprofitof$3,000.
Thefeasiblesolutionspacewillchange.The
newconstraintline,3x1+4x2=20,is
paralleltotheexistingobjectivefunction.
Thus,multipleoptimalsolutionswillalsobe
presentinthisscenario.Thealternate
optimalsolutionsareatx1=1.33,x2=4and
x1=2.4,x2=3.2,eachwithaprofitof
$2,000.

3x1+x26(antibiotic1,units)
x1+x24(antibiotic2,units)
2x1+6x212(antibiotic3,units)
x1,x20
b)

15. a) Optimalsolution:x1=4necklaces,x2=3
bracelets.Themaximumdemandisnot
achievedbytheamountofonebracelet.

13. a)

b) Thesolutionpointonthegraphwhich
correspondstonobraceletsbeingproduced
mustbeonthex1axiswherex2=0.Thisis
pointDonthegraph.InorderforpointDto
beoptimal,theobjectivefunctionslope
mustchangesuchthatitisequaltoorgreater
thantheslopeoftheconstraintline,3x1+2x2
=18.Transformingthisconstraintintothe
formy=a+bxenablesustocomputethe
slope:

MaximizeZ=300x1+400x2(profit,$)
subjectto
3x1+2x218(gold,oz)

2x2=183x1

2x1+4x220(platinum,oz)

x2=93/2x1

x24(demand,bracelets)

Fromthisequationtheslopeis3/2.Thus,
theslopeoftheobjectivefunctionmustbe

x1,x20
b)

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atleast3/2.Presently,theslopeofthe
objectivefunctionis3/4:
400x2=Z300x1
x2=Z/4003/4x1
Theprofitforanecklacewouldhaveto
increaseto$600toresultinaslopeof3/2:
400x2=Z600x1
x2=Z/4003/2x1
However,thiscreatesasituationwhereboth
pointsCandDareoptimal,ie.,multiple
optimalsolutions,asareall
pointsonthelinesegmentbetween
CandD.

TheextremepointstoevaluatearenowA,
B',andC'.
A:

x1=0
x2=30
Z=1,200

16. a) MaximizeZ=50x1+40x2(profit,$)subject
to

*B':

x1=15.8
x2=20.5

3x1+5x2150(wool,yd2)

Z=1,610

10x1+4x2200(labor,hr)

C':

x1,x20

x1=24
x2=0

b)

Z=1,200
PointB'isoptimal
18. a) MaximizeZ=23x1+73x2
subjectto
x140
x225
x1+4x2120
x1,x20
b)

17.

Thefeasiblesolutionspacechangesfromthe
area0ABCto0AB'C',asshownonthe
followinggraph.

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21.

x1+s1=4

19. a) No,notthiswinter,buttheymightafterthey
recoverequipmentcosts,whichshouldbe
afterthe2ndwinter.

x2+s2=6
x1+x2+s3=5
x1,x20
A:s1=4,s2=1,s3=0

b) x1=55
x2=16.25

B:s1=0,s2=5,s3=0

Z=1,851

C:s1=0,s2=6,s3=1

No,profitwillgodown
c)

MaximizeZ=1.5x1+x2+0s1+0s2+0s3
subjectto

22.

x1=40

x2=25
Z=2,435
Profitwillincreaseslightly
d) x1=55
x2=27.72
Z=$2,073
Profitwillgodownfrom(c)

23.

20.

MaximizeZ=5x1+8x2+0s1+0s3+0s4
subjectto
3x1+5x2+s1=50
2x1+4x2+s2=40
x1+s3=8
x2+s4=10
x1,x20
A:s1=0,s2=0,s3=8,s4=0
B:s1=0,s2=3.2,s3=0,s4=4.8
C:s1=26,s2=24,s3=0,s4=10

24.

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25.

ItchangestheoptimalsolutiontopointA
(x1=8,x2=6,Z=112),andtheconstraint,
x1+x215,isnolongerpartofthesolution
spaceboundary.

26. a) MinimizeZ=64x1+42x2(laborcost,$)
subjectto
16x1+12x2450(claims)
x1+x240(workstations)
0.5x1+1.4x225(defectiveclaims)
x1,x20

27.

Changingthepayforafulltimeclaims
processorfrom$64to$54willchangethe
solutiontopointAinthegraphicalsolution
wherex1=28.125andx2=0,i.e.,therewill
benoparttimeoperators.Changingthepay
foraparttimeoperatorfrom$42to$36has
noeffectonthenumberoffulltimeandpart
timeoperatorshired,althoughthetotalcost
willbereducedto$1,671.95.

28.

Eliminatingtheconstraintfordefective
claimswouldresultinanewsolution,
x1=0andx2=37.5,whereonlyparttime
operatorswouldbehired.

29.

Thesolutionbecomesinfeasible;thereare
notenoughworkstationstohandlethe
increaseinthevolumeofclaims.

30.

b)

31.

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32.

Theproblembecomesinfeasible.

33.

36. a) MaximizeZ=$4.15x1+3.60x2(profit,$)
subjectto

x1 x2 115(freezerspace,gals.)
0.93 x1 0.75 x2 90(budget,$)
x1 2
orx1 2 x2 0(demand)
x2 1

34.

x1 ,x2 0

35.
b)
37.

Noadditionalprofit,freezerspaceisnota

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bindingconstraint.
38. a) MinimizeZ=200x1+160x2(cost,$)
subjectto

40. a) MaximizeZ=30x1+70x2(profit,$)subject
to
4x1+10x280(assembly,hr)
14x1+8x2112(finishing,hr)

6x1+2x212(highgradeore,tons)

x1+x210(inventory,units)

2x1+2x28(mediumgradeore,tons)

x1,x20

4x1+12x224(lowgradeore,tons)

b)

x1,x20
b)

41.

Theslopeoftheoriginalobjectivefunction
iscomputedasfollows:
Z=30x1+70x2

39. a) MaximizeZ=800x1+900x2(profit,$)
subjectto
2x1+4x230(stamping,days)
4x1+2x230(coating,days)

70x2=Z30x1
x2=Z/703/7x1
slope=3/7

x1+x29(lots)
x1,x20
b)

Theslopeofthenewobjectivefunctionis
computedasfollows:
Z=90x1+70x2
70x2=Z90x1
x2=Z/709/7x1
slope=9/7
Thechangeintheobjectivefunctionnot
onlychangestheZvaluesbutalsoresultsin
anewsolutionpoint,C.Theslopeofthe
newobjectivefunctionissteeperandthus
changesthesolutionpoint.
A: x1=0

C:x1=5.3

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x2=8

x2=4.7

Z=560
B:

Z=806

x1=3.3

D:x1=8

x2=6.7

x2=0

Z=766

Z=720

42. a) MaximizeZ=9x1+12x2(profit,$1,000s)
subjectto
4x1+8x264(grapes,tons)
5x1+5x250(storagespace,yd3)
15x1+8x2120(processingtime,hr)
x17(demand,Nectar)
x27(demand,Red)
x1,x20
b)

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43. a) 15(4)+8(6)120hr

.91x1+.82x2=3,500

60+48120

x11,000

108120

x21,000
.03x1.06x20

120108=12hrleftunused

x1,x20

b) PointsCandDwouldbeeliminatedanda
newoptimalsolutionpointatx1=5.09,
x2=5.45,andZ=111.27wouldresult.
44. a) MaximizeZ=.28x1+.19x2
x1 x2 96 cans

b)

x2
2
x1
x1 ,x2 0

b)

47. a) MinimizeZ=.09x1+.18x2
subjectto
.46x1+.35x22,000
x11,000
x21,000
45.

Themodelformulationwouldbecome,
maximizeZ=$0.23x1+0.19x2
subjectto

.91x1.82x2=3,500
x1,x20

x1+x296
1.5x1+x20
x1,x20
Thesolutionisx1=38.4,x2=57.6,and
Z=$19.78
Thediscountwouldreduceprofit.
46. a) MinimizeZ=$0.46x1+0.35x2
subjectto

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x1
1.5
x2
Thesolutionisx1=160,x2=106.67,
Z=$568

b) 477445=32fewerdefectiveitems
48. a) MaximizeZ=$2.25x1+1.95x2
subjectto
8x1+6x21,920
3x1+6x21,440

50. a) MaximizeZ=400x1+300x2(profit,$)
subjectto

3x1+2x2720

x1+x250(availableland,acres)

x1+x2288

10x1+3x2300(labor,hr)

x1,x20

8x1+20x2800(fertilizer,tons)
b)

x126(shippingspace,acres)
x237(shippingspace,acres)
x1,x20

b)

49.

Anewconstraintisaddedtothemodelin

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b)

51.

Thefeasiblesolutionspacechangesifthe
fertilizerconstraintchangesto20x1+20x2
800tons.Thenewsolutionspaceis
A'B'C'D'.Twooftheconstraintsnowhave
noeffect.

53. a) MinimizeZ=$(.05)(8)x1+(.10)(.75)x2
subjectto
5x1+x2800
5 x1
1.5
x2

8x1+.75x21,200
ThenewoptimalsolutionispointC':
A': x1=0

x1,x20
x1=96

*C': x1=25.71

x2=37

x2=14.29

Z=11,100

Z=14,571

B': x1=3

D':

x2=320
Z=$62.40
b)

x1=26

x2=37

x2=0

Z=12,300

Z=10,400

52. a) MaximizeZ=$7,600x1+22,500x2
subjectto
x1+x23,500
x2/(x1+x2).40
.12x1+.24x2600
x1,x20

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x1+x2=45
(32x1+14x2)/(x1+x2)21
.10x1+.04x26

x1
.25
( x1 x2 )

2
x2
.25
x 1+ x
( x1 x2 )

x1

x1,x20
b)

54.

Thenewsolutionis
x1=106.67
x2=266.67
Z=$62.67
Iftwiceasmanyguestspreferwinetobeer,
thentheRobinsonswouldbeapproximately
10bottlesofwineshortandtheywould
haveapproximately53morebottlesofbeer
thantheyneed.Thewasteismoredifficult
tocompute.Themodelinproblem53
assumesthattheRobinsonsareordering
morewineandbeerthantheyneed,i.e.,a
buffer,andthustherelogicallywouldbe
somewaste,i.e.,5%ofthewineand10%of
thebeer.However,iftwiceasmanyguests
preferwine,thentherewouldlogicallybe
nowasteforwinebutonlyforbeer.This
amountlogicallywouldbethewastefrom
266.67bottles,or$20,andtheamountfrom
theadditional53bottles,$3.98,foratotalof
$23.98.

56. a) No,thesolutionwouldnotchange
b) No,thesolutionwouldnotchange
c)

Yes,thesolutionwouldchangetoChina(x1)
=22.5,Brazil(x2)=22.5,and
Z=$198,000.

57. a) x1=$investedinstocks

55. a) MinimizeZ=3700x1+5100x2
subjectto

x2=$investedinbonds
maximizeZ=$0.18x1+0.06x2(average
annualreturn)

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subjectto
x1+x2$720,000(availablefunds)
x1/(x1+x2).65(%ofstocks)
.22x1+.05x2100,000(totalpossibleloss)
x1,x20
b)

59.

58.

x1=examsassignedtoBrad
x2=examsassignedtoSarah
minimizeZ=.10x1+.06x2
subjectto

IftheconstraintforSarahstimebecamex2
55withanadditionalhourthenthe
solutionpointatAwouldmoveto
x1=65,x2=55andZ=9.8.Iftheconstraint
forBradstimebecamex1108.33withan
additionalhourthenthesolutionpoint(A)
wouldnotchange.AllofBradstimeisnot
beingusedanywaysoassigninghimmore
timewouldnothaveaneffect.
OnemorehourofSarahstimewould
reducethenumberofregradedexamsfrom
10to9.8,whereasincreasingBradbyone
hourwouldhavenoeffectonthesolution.
Thisisactuallythemarginal(ordual)value
ofoneadditionalhouroflabor,forSarah,
whichis0.20fewerregradedexams,
whereasthemarginalvalueofBradsis
zero.

x1+x2=120
x1(720/7.2)or100
x250(600/12)
x1,x20

60. a) x1=#cupsofPomona
x2=#cupsofCoastal
MaximizeZ=$2.05x1+1.85x2
subjectto
16x1+16x23,840ozor(30gal.
128oz)
(.20)(.0625)x1+(.60)(.0625)x26lbs.
Colombian
(.35)(.0625)x1+(.10)(.0625)x26lbs.
Kenyan

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(.45)(.0625)x1+(.30)(.0625)x26lbs.
Indonesian
x2/x1=3/2
x1,x20

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b) Solution:

62.

x1=87.3cups
x2=130.9cups
Z=$421.09

Multipleoptimalsolutions;AandB
alternateoptimal
63.
61. a) Theonlybindingconstraintisfor
Colombian;theconstraintsforKenyanand
Indonesianarenonbindingandthereare
alreadyextra,orslack,poundsofthese
coffeesavailable.Thus,onlygettingmore
Colombianwouldaffectthesolution.
OnemorepoundofColombianwould
increasesalesfrom$421.09to$463.20.
Increasingthebrewingcapacityto40
gallonswouldhavenoeffectsincethereis
alreadyunusedbrewingcapacitywiththe
optimalsolution.
b) Iftheshopincreasedthedemandratioof
PomonatoCoastalfrom1.5to1to2to1it
wouldincreasedailysalesto$460.00,sothe
shopshouldspendextraonadvertisingto
achievethisresult.

64.

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CASE SOLUTION: METROPOLITAN


POLICE PATROL
Thelinearprogrammingmodelforthiscase
problemis
MinimizeZ=x/60+y/45
subjectto
2x+2y5
2x+2y12
y1.5x
x,y0
Theobjectivefunctioncoefficientsare
determinedbydividingthedistancetraveled,
i.e.,x/3,bythetravelspeed,i.e.,20mph.
Thus,thexcoefficientisx/320,orx/60.In
thefirsttwoconstraints,
2x+2yrepresentstheformulaforthe
perimeterofarectangle.
Thegraphicalsolutionisdisplayedas
follows.

Theoptimalsolutionisx=1,y=1.5,andZ
=0.05.Thismeansthatapatrolsectoris1.5
milesby1mileandtheresponsetimeis
0.05hr,or3min.

CASE SOLUTION: THE


POSSIBILITY RESTAURANT

Thelinearprogrammingmodelformulation
is

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Maximize=Z=$12x1+16x2
subjectto

Thegraphicalsolutionisshownasfollows.

x1+x260
.25x1+.50x220
x1/x23/2or2x13x20
x2/(x1+x2).10or.90x2.10x10
x1x20

Changingtheobjectivefunctionto
Z=$16x1+16x2wouldresultinmultiple
optimalsolutions,theendpointsbeingBandC.
Theprofitineachcasewouldbe$960.
Changingtheconstraintfrom
.90x2.10x10to.80x2.20x10
hasnoeffectonthesolution.

CASE SOLUTION: ANNABELLE


INVESTS IN THE MARKET
x1=no.ofsharesofindexfund
x2=no.ofsharesofinternetstockfund
MaximizeZ=(.17)(175)x1+(.28)(208)x2
=29.75x1+58.24x2
subjectto
175x1 208x2 $120,000
x1
.33
x2
x2
2
x1
x1 , x2 0

x1=203
x2=406
Z=$29,691.37
Eliminatingtheconstraint

x2
.33
x1

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willhavenoeffectonthesolution.
Eliminatingtheconstraint

Increasingtheamountavailabletoinvest
(i.e.,$120,000to$120,001)willincrease
profitfromZ=$29,691.37to
Z=$29,691.62orapproximately$0.25.
Increasingbyanotherdollarwillincrease
profitbyanother$0.25,andincreasingthe
amountavailablebyonemoredollar

x1
2
x2

willchangethesolutiontox1=149,
x2=451.55,Z=$30,731.52.

willagainincreaseprofitby$0.25.This

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indicatesthatforeachextradollarinvesteda
returnof$0.25mightbeexpectedwiththis
investmentstrategy.

toinvestis$0.25,whichisalsoreferredto
astheshadowordualpriceasdescribed
inChapter3.

Thus,themarginalvalueofanextradollar

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