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Chapter 07 - Linear Programming - The Graphical Method PDF
Chapter 07 - Linear Programming - The Graphical Method PDF
TEACHING SUGGESTIONS model). Here, the issue is the source of data. When accountants tell
you a profit contribution is $8.50 per unit, is that figure accurate
Teaching Suggestion 7.1: Draw Constraints for a
within 10% or within 10? The solution to an LP problem can
Graphical LP Solution.
change dramatically if the input parameters are not exact. Mention
Explain constraints of the three types (, , ) carefully the first
that sensitivity analysis also has other names, such as right-hand-
time you present an example. Show how to find the X1, X2 inter-
side ranging, post-optimality analysis, and parametric programming.
cepts so a straight line can be drawn. Then provide some practice
in determining which way the constraints point. This can be done
by picking a few X1, X2 coordinates at random and indicating ALTERNATIVE EXAMPLES
which direction fulfills the constraints. Alternative Example 7.1: Hal has enough clay to make 24
Teaching Suggestion 7.2: Feasible Region Is a Convex Polygon. small vases or 6 large vases. He only has enough of a special glaz-
Explain Dantzings discovery that all feasible regions are convex ing compound to glaze 16 of the small vases or 8 of the large
(bulge outward) polygons (many-sided figures) and that the opti- vases. Let X1 the number of small vases and X2 the number of
mal solution must lie at one of the corner points. Draw both con- large vases. The smaller vases sell for $3 each, while the larger
vex and concave figures to show the difference. vases would bring $9 each.
Teaching Suggestion 7.3: Using the Iso-Profit Line Method. (a) Formulate the problem.
This method can be much more confusing than the corner point ap- (b) Solve graphically.
proach, but it is faster once students feel comfortable drawing the SOLUTION:
profit line. Start your first line at a profit figure you know is lower (a) Formulation
than optimal. Then draw a series of parallel lines, or run a ruler paral-
OBJECTIVE FUNCTION:
lel, until the furthest corner point is reached. See Figures 7.6 and 7.7.
Teaching Suggestion 7.4: QA in Action Boxes in the LP Chapters. Maximize $3X1 $9X2
There are a wealth of motivating tales of real-world LP applica- Subject to : Clay constraint: 1X1 4X2 24
tions in Chapters 79. The airline industry in particular is a major Glaze constraint: 1X1 2X2 16
LP user. (b) Graphical solution
Teaching Suggestion 7.5: Feasible Region for the
Minimization Problem. 15
Students often question the open area to the right of the constraints
in a minimization problem such as that in Figure 7.10. You need
to explain that the solution is not unbounded in a minimization
problem as it is in a maximization problem.
X2 = Number of Large Vases
88
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fifth constraints are nonlinear because they contain terms to the 7-14.
second degree and one-half degree, respectively.
140
7-9. For a discussion of the role and importance of sensitivity
analysis in linear programming, refer to Section 7.8. It is needed
especially when values of the technological coefficients and con- b
120
tribution rates are estimateda common situation. When all
model values are deterministic, that is, known with certainty, sen- Drilling Constraint
sitivity analysis from the perspective of evaluating parameter ac- 100
curacy may not be needed. This may be the case in a portfolio se-
Number of Fans, X2
lection model in which we select from among a series of bonds
whose returns and cash-in values are set for long periods. 80 Optimal Solution
7-10. If the profit on X is increased from $12 to $15 (which is
(X1 = 40, X2 = 60)
less than the upper bound), the same corner point will remain opti- c
mal. This means that the values for all variables will not change 60
from their original values. However, total profit will increase by
$3 per unit for every unit of X in the original solution. If the profit
40
is increased to $25 (which is above the upper bound), a new corner Wiring
point will be optimal. Thus, the values for X and Y may change, Feasible Region Constraint
and the total profit will increase by at least $13 (the amount of the
20
increase) times the number of units of X in the original solution.
The increase should normally be even more than this because the
original optimal corner point is no longer optimal. Another corner a d
0
point is optimal and will result in an even greater profit. 0 20 40 60 80 100 120
7-11. If the right-hand side of the constraint is increased from 80 Number of Air Conditioners, X1
to 81, the maximum total profit will increase by $3, the amount of
the dual price. If the right-hand side is increased by 10 units (to Let: X1 number of air conditioners to be produced
90), the maximum possible profit will increase by 10(3) $30
X2 number of fans to be produced
and will be $600 $30 $630. This $3 increase in profit will re-
sult for each unit we increase the righthand side of the constraint Maximize profit 25X1 15X2
until we reach 100, the upper bound. The dual price is not relevant subject to 3X1 2X2 240 (wiring)
beyond 100. Similarly, the maximum possible total profit will de- 2X1 1X2 140 (drilling)
crease by $3 per unit that the right-hand side is decreased until this X1, X2 0
value goes below 75.
Profit at point a (X1 0, X2 0) $0
7-12. The student is to create his or her own data and LP formula-
tion. (a) The meaning of the right-hand-side numbers (resources) is Profit at point b (X1 0, X2 120)
to be explained. (b) The meaning of the constraint coefficient (in 25(0) (15)(120) $1,800
terms of how many units of each resource that each product re- Profit at point c (X1 40, X2 60)
quires) is also to be explained. (c) The problem is to be solved
25(40) (15)(60) $1,900
graphically. (d) A simple sensitivity analysis is to be conducted by
changing the contribution rate (Cj value) of the X1 variable. For ex- Profit at point d (X1 70, X2 0)
ample, if C1 was $10 as the problem was originally formulated, the 25(70) (15)(0) $1,750
student should resolve with a $15 value and compare solutions. The optimal solution is to produce 40 air conditioners and 60 fans
7-13. A change in a technological coefficient changes the feasi- during each production period. Profit will be $1,900.
ble solution region. An increase means that each unit produced re-
quires more of a scarce resource (and may lower the optimal
profit). A decrease means that because of a technological advance-
ment or other reason, less of a resource is needed to produce 1
unit. Changes in resource availability also change the feasible re-
gion shape and can increase or decrease profit.
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7-15.
140
T
80
120
Constraints
(57.14, 57.14)
100
(26.67, 80)
b
80 Isoprofit Line
e
X2
c Optimal Solution
60 175.,10
10
40 10 200
R
Feasible
20 Region Optimal corner point R 175, T 10,
Audience 3,000(175) 7,000(10) 595,000 people
a d 7-17. X1 number of benches produced
0
0 20 40 60 80 100 120 X2 number of tables produced
X1 Maximize profit $9X1 $20X2
subject to 4X1 6X2 1,200 hours
Maximize profit 25X1 15X2
10X1 35X2 3,500 pounds
subject to 3X1 2X2 240
X1, X2 0
2X1 1X2 140
Profit at point a (X1 0, X2 100) $2,000
X1 20
Profit at point b (X1 262.5, X2 25) $2,862.50
X2 80
Profit at point c (X1 300, X2 0) $2,700
X1, X2 0
Profit at point a (X1 20, X2 0)
300
25(20) (15)(0) $500
Profit at point b (X1 20, X2 80)
25(20) (15)(80) $1,700 250
Profit at point c (X1 40, X2 60)
25(40) (15)(60) $1,900
200
Profit at point d (X1 70, X2 0)
25(70) (15)(0) $1,750
Profit at point e (X1 26.67, X2 80) X2 150
25(26.67) (15)(80) $1,867
Hence, even though the shape of the feasible region changed from
Problem 7-14, the optimal solution remains the same. a
100
7-16. Let R number of radio ads; T number of TV ads. Optimal Solution,
$2862.50 Profit
Maximize exposure 3,000R 7,000T
Subject to: 200R 500T 40,000 (budget) 50
R 10 Feasible Region b
T 10
c
RT 0
0 50 100 150 200 250 300 350 400
R, T 0
X1
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Isoprofit line
0
0 10 20 30 40
50000,0
X1
33,333.34 50,000
P
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0.12P 0.06U 0.08(50,000) return must be at least 8% Note that this problem has one constraint with a negative sign.
P, U 0 This may cause the beginning student some confusion in plotting
Corner points the line.
RISK 7-23. Point a lies at intersection of constraints (see figure below):
P U 9P 4U 3X 2Y 120
50,000 0 450,000 X 3Y 90
16,666.67 33,333.33 283,333.3
Multiply the second equation by 3 and add it to the first (the
The minimum risk is 283,333.33 on $50,000 so the average risk is method of simultaneous equations):
283,333.33/50,000 5.67. The return would be 3X 2Y 120
0.12(16,666.67) 0.06(33,333.33) $4,000 (or 8% of $50,000) 3X 9Y 270
7-22. 7Y 150 Y 21.43 and X 25.71
50
Cost $1X $2Y $1(25.71) ($2)(21.43)
5X + 3Y 150 $68.57
7-24. X1 $ invested in Louisiana Gas and Power
40
Isoprofit Line Indicates X2 $ invested in Trimex Insulation Co.
that Optimal Solution Minimize total investment X1 X2
Lies at Point a
30 subject to $0.36X1 $0.24X2 $720
(X = 18 43 , Y = 18 3
Profit = $150 ) $1.67X1 $1.50X2 $5,000
Y 4,
0.04X1 0.08X2 $200
20 X 2Y 10 Investment at a is $3,333.
a
Investment at b is $3,179. k optimal solution
Feasible Investment at c is $5,000.
Region 3X + 5Y 150 Short-term growth is $926.09.
10
Intermediate-term growth is $5,000.
Dividends are $200.
0 See graph.
0 10 20 30 40 50
X
60
Feasible Region
Y 40
Iso
cost
Lin
e=
$10
0=
1X
+2
20 a Y
X + 3Y 90
3X + 2Y 120
0
0 20 40 60 80 100
X Isoprofit Line Indicates
That Optimal Solution
Lies At Point a
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a(X1 = 0, X2 = 3,333)
X2 2,000
b(X1 = 1358.7 X2 = 1820.6)
1,000
c(X1 = 5,000, X2 = 0)
0
0 1,000 2,000 3,000 4,000 5,000
X1
7-25. Let B pounds of beef in each pound of dog food 1X1 2X2 150 (acres)
G pounds of grain in each pound of dog food
X1 40 (barrels)
Minimize cost 0.90B 0.60G
Subject to: X1, X2 0
BG1 the total weight should be 1 pound a. Corner point a (X1 0, X2 0), profit 0
10B 6G 9 at least 9 units of Vitamin 1 Corner point b (X1 0, X2 75), profit $2,250
12B 9G 10 at least 10 units of Vitamin 2
Corner point c (X1 25, X2 62Z\x), profit
B, G 0
$2,375 k optimal profit
G Corner point d (X1 40, X2 25), profit $1,550
1.5 Constraints
Corner point e (X1 40, X2 0), profit $800
b. Produce 25 barrels of pruned olives and 62Z\x barrels
1.1111 of regular olives.
1 Isoprofit line c. Devote 25 acres to pruning process and 125 acres to
regular process.
125
0.75, 0.25
100
0.8330.9
B
b
The feasible corner points are (0.75, 0.25) and (1,0). The mini- 75
X2 c
mum cost solution Optimal Solution
B 0.75 pounds of beef, G 0.25 pounds of grain, cost
50
$0.825,
Vitamin 1 content 10(0.75) 6(0.25) 9
Vitamin 2 content 12(0.75) 9(0.25) 11.25 Feasible d
25 Region
7-26. Let X1 number of barrels of pruned olives
X2 number of barrels of regular olives a e
0
Maximize profit $20X1 $30X2 0 25 50 75 100 125 150
subject to 5X1 2X2 250 (labor hours) X1
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7-27. Formulation 4:
Formulation 1: 8
6
Infeasible
Solution X2 4
Region
X2 4 Feasible Region
2
2 1
0
0 1 2 3 4 6 8 10 12
0 X1
0 2 4 6 8 10 12
X1
Formulation 4 appears to be proper as is. Note that the constraint
Formulation 2: 4X1 6X2 48 is redundant.
7-28. Using the isoprofit line or corner point method, we see that
2
point b (where X 37.5 and Y 75) is optimal if the profit
$3X $2Y. If the profit changes to $4.50 per unit of X, the opti-
mal solution shifts to point c. If the objective function becomes P
$3X $3Y, the corner point b remains optimal.
X2 1 150
Profit Line for 3X1 + 3X2
Line For X1 + 2X2
Feasible
Region
a Profit Line for 4.50X1 + 2X2
0 100
0 1 2 3
X1
X2
While formulation 2 is correct, it is a special case. X1 2X2 2 b
linethis is also the same slope as the isoprofit line X1 2X2 and
hence there will be more than one optimal solution. As a matter of 50 Profit Line for
fact, every point along the heavy line will provide an alternate 3X1 + 2X2
optimum.
Formulation 3:
5 c
0
0 50 100 150
Unbounded Region
X1
4
X2
0
0 1 2 3 4 5 6
X1
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7-29. The optimal solution of $26 profit lies at the point X 2, 7-30.
Y 3.
12
8
10
6
8 6X + 4Y = 36
Y 6
Y 4
( X = 5, Y = 11/2 ; Profit = $29 )
Profit = 4X + 6Y = $26 4
2 2 1X + 2Y = 8
0
0 2 4 6 8 10 12
0
0 2 4 6 8 X
X
Using the corner point method, we determine that the optimal so-
lution mix under the new constraint yields a $29 profit, or an in-
If the first constraint is altered to 1X 3Y 8, the feasible region crease of $3 over the $26 profit calculated. Thus, the firm should
and optimal solution shift considerably, as shown in the next not add the hours because the cost is more than $3.
column.
7-31. a. The corner points and profits are
8
X 0, Y 0, profit 0
X 60, Y 0, profit 300
X 30, Y 60, profit 510 k Optimal solution
6 X 0, Y 80, profit 480
b. If profit 8X 6Y, the optimal solution is at the
Profit = 4X + 6Y = $21.71
same corner point but profit increases.
X 0, Y 0, profit 0
Y 4
X 60, Y 0, profit 480
Optimal solution at X 30, Y 60, profit 600 k Optimal solution
X = 26/7, Y = 1 5/7 X 0, Y 80, profit 480
2
1X + 3Y = 8
Y
120
0
0 2 4 6 8
X
80
60
30 60 120
X
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c. If profit 3X 6Y, a new corner point is optimal. a. The feasible corner points and their profits are:
X 0, Y 0, profit 0 Feasible corner points Profit 8X1 5X2
6,4
Isoprofit line
6 10
X1
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7-36. Let: X1 number of coconuts carried 7-39. a. Let: X1 number of pounds of stock X purchased per
X2 number of skins carried cow each month
Maximize profit 60X1 300X2 (in rupees) X2 number of pounds of stock Y purchased per
cow each month
subject to 5X1 15X2 300 pounds
X3 number of pounds of stock Z purchased per
1
X1 1X2 15 cubic feet
8
cow each month
X1, X2 0
Four pounds of ingredient Z per cow can be transformed to:
At point a: (X1 0, X2 15), P 4,500 rupees
4 pounds (16 oz/lb) 64 oz per cow
At point b: (X1 24, X2 12), P 1,440 3,600
5 pounds 80 oz
5,040 rupees
1 pound 16 oz
At point c: (X1 60, X2 0), P 3,600 rupees
8 pounds 128 oz
The three princes should carry 24 coconuts and 12 lions skins.
3X1 2X2 4X3 64 (ingredient A requirement)
This will produce a wealth of 5,040 rupees.
2X1 3X2 1X3 80 (ingredient B requirement)
20 1X1 0X2 2X3 16 (ingredient C requirement)
6X1 8X2 4X3 128 (ingredient D requirement)
X3 5 (stock Z limitation)
a Minimize cost $2X1 $4X2 $2.50X3
15
Number of Lion Skins, X2
300
X2 b Feasible
Region
Optimal
250 Solution
20
a
200
X2 150 b 0 c
0 20 40 60
X1
100
7-47.
Feasible
50 Region 250,000
X1 + X2 = 100,000
c
0 200,000
0 50 100 150 200 250 300 350 X1 = 125,000
X1
X1 number of model A tubs produced 150,000
X2 number of model B tubs produced X2 X2 = 100,000
Maximize profit 90X1 70X2 a
100,000
subject to 125X1 100X2 25,000 (steel) Feasible
Region
20X1 30X2 6,000 (zinc)
is this Line
X1, X2 0 50,000
Profit at point a (X1 0, X2 200) $14,000
Profit at point b (X1 85.71, X2 142.86) $17,714.10
b
0
Profit at point c (X1 200, X2 0) $18,000
a
a
X1 0, X2 390, profit $21,450
optimal solution
X1 240, X2 150, profit $21,930
Point b (X1 250,000, X2 0), ROI $20,000
Students should point out that those three options are so close in
7-48.
profit that production desires and sensitivity of the RHS and cost
3,000X1 + 1,250X2 100,000 coefficient are important issues. This is a good lead-in to the dis-
80 cussion of sensitivity analysis. As a matter of reference, the
X1 5 X1 25 right-hand side ranging for the first constraint is a production
b limit from 384 to 400 units. For the second constraint, the hours
Optimal Exposure may range only from 936 to 975 without affecting the solution.
60 Rating The objective function coefficients, similarly, are very sensi-
tive. The $57 for X1 may increase by 29 cents or decrease by $2.
The $55 for X2 may increase by $2 or decrease by 28 cents.
X2 40
SOLUTION TO MEXICANA WIRE WORKS CASE
1. Maximize P 34 W75C 30 W33C 60 W5X 25 W7X
Feasible Region X2 10 subject to:
20 c
1 W75C 1,400
a d
1 W33C 250
1 W5XC 1,510
0
0 5 10 15 20 25 30 35 1 W7XC 1,116
X1 1 W75C 2 W33C 0 W5X 1 W7X 4,000
Let: X1 number of TV spots 1 W75C 1 W33C 4 W5X 1 W7X 4,200
X2 number of newspaper ads 1 W75C 3 W33C 0 W5X 0 W7X 2,000
Maximize exposures 35,000X1 20,000X2 1 W75C 0 W33C 3 W5X 2 W7X 2,300
subject to 3000X1 1,250X2 $100,000 1 W75C 150
X1 5 1 W7X 600
X1 25 Solution: Produce:
X2 10 1,100 units of W75Cbackorder 300 units
Point a (X1 5, X2 10), exposure 375,000 250 units of W33Cbackorder 0 units
Point b (X1 5, X2 68), exposure 175,000 0 units of W5Xbackorder 1,510 units
1,360,000 600 units of W7Xbackorder 516 units
1,535,000 Maximized profit will be $59,900. By addressing quality problems
(optimal) listed earlier, we could increase our capacity by up to 3% reducing
Point c (X1 25, X2 20), exposure 875,000 our backorder level.
400,000 2. Bringing in temporary workers in the Drawing Department
1,275,000 would not help. Drawing is not a binding constraint. However, if
these former employees could do rework, we could reduce our re-
Point d (X1 25, X2 10), exposure 875,000
work inventory and fill some of our backorders thereby increasing
200,000 profits. We have about a third of a months output in rework inven-
1,075,000 tory. Expediting the rework process would also free up valuable cash.
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3. The plant layout is not optimum. When we install the new equip- X3 490 X7 1,280
ment, an opportunity for improving the layout could arise. Exchang-
X4 160 X8 840
ing the locations for packaging and extrusion would create a better
flow of our main product. Also, as we improve our quality and re- Current natural gas usage 85,680 cu. ft. 103/day
duce our rework inventory, we could capture some of the space now 20 percent curtailment 68,554 cu. ft. 103/day
used for rework storage and processing and put it to productive use. Hence, the ninth constraint is:
Our machine utilization of 63% is quite low. Most manufac- 8X1 10X2 12X3 12X4 7X5 18X6 20X7 14X8
turers strive for at least an 85% machine utilization. If we could 68,544
determine the cause(s) of this poor utilization, we might find a key
to a dramatic increase in capacity. The following is the production schedule (tons/day);
X1 1,200 X5 560
INTERNET CASE STUDY: X2 540 X6 1,200
AGRI-CHEM CORPORATION X3 490 X7 423.2
This case demonstrates an interesting use of linear programming X4 160 X8 840
in a production setting. Objective function value $487,192
Let X1 ammonia Because of the natural gas curtailment, the caustic soda pro-
X2 ammonium phosphate duction is reduced from 1280 tons/day to 425 tons/day.
X3 ammonium nitrate For a 40 percent natural gas curtailment, the ninth constraint is:
X4 urea 8X1 10X2 12X3 12X4 7X5 18X6 20X7 14X8
X5 hydrofluoric acid 51,408
X6 chlorine The optimal solution results in the following production
schedule:
X7 caustic soda
X1 1200 X5 560
X8 vinyl chloride monomer
X2 540 X6 718,2
Objective function:
X3 490 X7 0
Maximize Profit 80X1 120X2 140X3 140X4 90X5
70X6 60X7 90X8 X4 160 X8 840
Subject to the following constraints: Objective function value: $428,075.6
X1 1,200 X5 560 The caustic soda production is eliminated completely and the
chlorine production is reduced from 1,200 to 720 tons/day.
X2 540 X6 1,200