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Chapter Two - PPTX Final
Chapter Two - PPTX Final
Definition
use of resources (machinery, labor, money, time, warehouse space, and raw
resource constraints.
Structure of LP
These are:
iii.The constraints
i. Decision variables (Activities): The activities are usually denoted by decision
variables .
The values of these activities represent the extent to which each of these is
performed.
The values of certain variables may or may not be under the decision –maker’s
control.
function and amount of each resource used must be proportional to the value of
ii. Additivity: It states that the sum of resources used by different activities must be
equal to the total quantity of resources used by each activity for all resources
iii. Divisibility: This assumption implies that solutions need not be in whole numbers
(integers). Instead, they are divisible and may take any fractional value. For example
an optimal solution to a decision variable can take values like 3.5, 1.2, 2.5 etc.
iv. Certainty: the coefficients in the objective function and constrains are
completely known (deterministic) and do not change during the period being
studied.
Certainty has two aspects in LP models. The first relates to the parameters in the
model. It means that we know for certain these parameters (numerical values).
o If for example we do have an objective function: Maximize profit Z = 2x1 +3x2, the
o The other aspect is the assumption that all relevant constraints have been identified
minimum cost solution always occur at the corner point of the set of feasible
solutions.
This constraint is about the exclusion of negative values from our solution
𝑥1 ≥ 0, 𝑥2 ≥ 0, …,𝑥𝑛 ≥0
OR
𝑛
Z= 𝑗=1 𝑐𝑗 𝑥𝑗
𝑛
𝑗=1 𝑎𝑖𝑗 𝑥𝑗 (≤ 𝑜𝑟 ≥) 𝑏𝑖 for i=1,2,…,m
𝑥𝑗 ≥ 0 for j=1,2,…n
Where
𝑐𝑗 = increase in z that would result from each unit increase in level of activity n
𝑏𝑖 = amount of resource i that is available for allocation to activities for (i= 1,2,…,m).
of the same type. Every week, the firm has an availability of 60 kg of raw
materials and 96 labour hours. One unit of product A sold yields Birr 40 and
identify the goal in terms of objective function. For this problem, the goal of a firm is
maximization of profit, which would be obtained producing and selling products A and B.
would be equal to 40𝑥1 + 35𝑥2 is then objective function, relating the profit and the out put
level of each of the two items. Further, since the problem calls for a decision about the
A requires 2 kg of raw material while each unit of product B needs 3 kg. The total
consumption would be 2𝑥1 + 3𝑥2 ≤ 60. Similarily, it is given that a unit of A requires 4
labour hours for its production and one unit of B requires 3 hours. With an availability of 96
can not have negative values. Thus, both of them can assume values only
symbolically as 𝑥1 ≥ 0 𝑎𝑛𝑑 𝑥2 ≥ 0
𝑥1 , 𝑥2 ≥ 0 ………………..Non Negativity
Example 2.2: Minimization
least 4800kg of a special phosphate fertilizer and not less than 7200 kg of a
are two sources for obtaining these mixtures A and B. Both of these are
available in bags weighing 100kg each and they cost Birr 40 and Birr 24
equivalent of 50 kg each.
known that each bag of mixture A contains s 2020 kg and each bag of mixture B
50𝑥2 ≥ 4800 . Similarily, with the gievn information on the contents, the
𝑥1 , 𝑥2 ≥ 0 ……………….…..Non Negativity
Exercise 2.1: An animal feed company must produce at least 200 kgs of a mixture
consisting of ingredients 𝑥1 and 𝑥2 daily. 1 costs Birr 3 per kg and 𝑥2 Birr 8 per kg.
Exercise 2.2
Suppose that a machine shop has two different types of machines; machine 1 and
machine 2, which can be used to make a single product. These machine vary in the
amount of product produced per hr., in the amount of labor used and in the cost of
operation. Assume that at least a certain amount of product must be produced and
2.2.1. Graphic method – is method to solve linear programming problems by graph and it can be used only when
Step I: Defining the problem-The decision variables, the objective functions, and the constraint restrictions.
Step II: Draw a graph that includes all the constraints/restrictions and identify the feasible region.
Step III: Obtain the point on the feasible region that optimizes the objective function-the optimal solutions
• Suppose we are given a linear programming problem with a feasible set S and an
objective function P = ax + by.
a. If S is bounded, then P has both a maximum and a minimum value on S.
b. If S is unbounded and both a and b are nonnegative, then P has a minimum
value on S provided that the constraints defining S include the inequalities x
0 and y 0.
c. If S is the empty set, then the linear programming problem has no solution:
that is, P has neither a maximum nor a minimum value.
The Method of Corners
2. Find the coordinates of all corner points (vertices) of the feasible set.
minimum.
problem.
– If there are two such adjacent vertices, there are infinitely many optimal
vertices.
1. Maximization
Consider Example 2.1. For this problem, the decision variables are , the
𝑥1 , 𝑥2 ≥ 0 ………………..Non Negativity
Step 2:Plot constraints
o The constraints of raw materials, 2𝑥1 + 3𝑥2 ≤ 60, states that any
similarly, the constraints of raw materials, 4𝑥1 + 3𝑥2 ≤ 96, states that
Steps to draw
o replace the inequality with an equality, 4𝑥1 +
3𝑥2 = 96,
o Find intercepts
𝑥1 𝑥𝟐
0 32
24 0
o
o draw the graph
Constraint #2: 4𝑥1 + 3𝑥2 ≤ 96
Steps to draw
o replace the inequality with an equality, 4𝑥1 +
3𝑥2 = 96,
o Find intercepts
𝑥1 𝑥𝟐
0 32
24 0
o
o draw the graph
#Mark feasible region
Each point in S is a candidate for the solution of the linear programming problem
and is referred to as a feasible solution.
The feasible region in our example is given by OPQR, so we need to obtain the
ordinates of each of these points (given values of 𝑥1 and 𝑥2 ) and calculate the values
of objective function by substituting them in objective function.
In our example the ordinate point Q can be obtained by solving the two equations
simultaneously.
2𝑥1 + 3𝑥2 = 60
4𝑥1 + 3𝑥2 = 96
This gives 𝑥 = 18 and 𝑥 = 8
# Combined-Constraint Graph
#Get optimal solution
The Z- values corresponding to the various points in respect of the given problem
are shown here
Among all the points in the set S, the point(s) that optimizes the objective function
of product A and 8 units of product B every week, to get the profit Birr 1000. No
other product mix under the given conditions could yield more profit than this.
II. Minimization
𝑥1 , 𝑥2 ≥ 0 ……………….…Non Negativity
Steps to draw
o Find intercepts
𝑥1 𝑥𝟐
0 144
90 0
The feasible region in our example here represents a convex set, however, it is
not bounded from all the sides, as was incase of maximization problem.
The region is unbounded on the upper side because none of the restrictions in the
problem places an upper limit on the value of either of the decision variables.
Obviously, if such limits are placed, the feasible region would be a bounded one.
So we need to obtain the ordinates of each of these points (given
values of 𝑥1 and 𝑥2 ) and calculate the values of objective function
by substituting them in objective function.
• Once Optimal solution to an LPP is obtained, we may classify the constraints as binding
• Binding-A constraint is termed binding if the left hand side and right hand side if it are
equal when optimal decision variables are substituted into the constraint.
• Consider example 2.1, the optimal values of decision variables are 𝑥1 = 18 and 𝑥2 = 8.
equality between left and right sides of the constraints, it is said to be non
• Accordingly, the first of the constraints is non binding and the second one
is a binding one.
Some special cases
optimal solutions.
o Multiple Optimal Solution –In some cases in a given problem there may be
more than one optimal solution. Each of multiple optima would naturally
yield the same objective function value. To fully understand, let us consider
Subject to 2𝑥1 + 𝑥2 ≤ 40
4𝑥1 − 𝑥2 ≤ 20
𝑥1 ≥ 30
𝑥1 , 𝑥2 ≥ 0
the areas. Therefore, all the constraints can not be satisfied and such, there
constraint on the solution so that one or more of the decision variables can be increases
• Thus, an unbounded LPP occurs if it is possible to find points in the feasible region with
• This suggests that practically if we find the solution to be unbounded for a profit maximizing LP
problem, it may be concluded that the problem has not been correctly formulated.
Example 2.4.
B1, and 1500 mg of vitamin B2 over a period of time. Two vitamin pills are
suitable, brand-A and brand-B. Each brand-A pill costs 6 cents and contains
and B2.
What combination of pills should the individual purchase in order to meet the
minimum iron and vitamin requirements at the lowest cost? Use graph
method.
Exercise 2.6. Solve graphically for the optimal solution:
• This algorithm is one of the most popular ones used in finding solutions to business
problems.
• Simplex algorithm can deal with maximization and minimization problems under
discussed in section 2.2.1 hold good for developing an optimal solution using
simplex method.
2.2.2. Algebraic method or simplex Method
discussed in section 2.2.1 hold good for developing an optimal solution using
simplex method.
under constraints.
i. Maximization Problems all constraints of ≤ type)
o Determine whether the optimal solution has been reached by examining all
o If all the entries are nonnegative, the optimal solution has been reached.
x1+1.2.x 2 = z
6
x1+ x2 = z
5
2x1+x2+≤ 180
x1+3x2+≤ 300
2x1+x2+s1+ 0S2=180
x1+3x2 +0s1+s2=300
6
Z= x1 + x2 +0S1 + 0S2
5
Step 2- obtaining the initial simplex tableau
x1 x2 s1 s2 z Constant
2 1 1 0 0 180
1 3 0 1 0 300
–1 – 6/5 0 0 1 0
x1 x2 s1 s2 z Constant
2 1 1 0 0 180
1 3 0 1 0 300
–1 – 6/5 0 0 1 0
Step 4. Perform the pivot operation.
Since the entry – 6/5 is the most negative entry to the left of the vertical line
in the last row of the tableau, the second column in the tableau is the pivot
column.
Divide each positive number of the pivot column into the corresponding entry
in the column of constants and compare the ratios thus obtained.
– We see that the ratio 300/3 = 100 is less than the ratio 180/1 = 180, so
row 2 is the pivot row.
x1 x2 s1 s2 z Constant
2 1 1 0 0 180
180= =180
1
1 3 0 1 0 300
300= =100
3
–1 – 6/5 0 0 1 0
The entry 3 lying in the pivot column and the pivot row is the pivot element.
Perform the pivot operation.
x1 x2 s1 s2 z Constant
2 1 1 0 0 180
1 3 0 1 0 300
–1 – 6/5 0 0 1 0
x1 x2 s1 s2 z Constant
2 1 1 0 0 180
𝟏
New 𝑹𝟐 = 𝑹
𝟑 𝟐 1 3 0 1 0 300
–1 – 6/5 0 0 1 0
x1 x2 s1 s2 z Constant
2 1 1 0 0 180
1/3 1 0 1/3 0 100
–1 – 6/5 0 0 1 0
Use elementary row operations to convert the pivot column into a unit
column. For each row other than key the values of row shall
New row element= old row element-( row element in the key column*
corresponding replacement value)
x1 x2 s1 s2 z Constant
New 𝑹𝟏 = 𝑶𝒍𝒅 𝑹𝟏 − 𝑹𝟐 2 1 1 0 0 180
1/3 1 0 1/3 0 100
𝟔
New𝑹𝟑 = 𝑶𝒍𝒅 𝑹𝟑 + 𝑹 –1 – 6/5
𝟓 𝟐 0 0 1 0
x1 x2 s1 s2 z Constant
5/3 0 1 –1/3 0 80
1/3 1 0 1/3 0 100
–3/5 0 0 2/5 1 120
This completes an iteration.
Step 5-Obtain a revised solution and go back to step 3
Since the entry – 3/5 is the most negative entry to the left of the
vertical line in the last row of the tableau, the first column in the
x1 x2 s1 s2 z Constant
5/3 0 1 –1/3 0 80
1/3 1 0 1/3 0 100
–3/5 0 0 2/5 1 120
Divide each positive number of the pivot column into the corresponding
entry in the column of constants and compare the ratios thus obtained.
We see that the ratio 80/(5/3) = 48 is less than the ratio 100/(1/3) = 300, so
row 1 is the pivot row now
x1 x2 s1 s2 z Constant
5/3 0 1 –1/3 0 80 80
=48
5/3
1/3 1 0 1/3 0 100 100
=300
1/3
–3/5 0 0 2/5 1 120
x1 x2 s1 s2 z Constant
5/3 0 1 –1/3 0 80
1/3 1 0 1/3 0 100
–3/5 0 0 2/5 1 120
The entry 5/3 lying in the pivot column and the pivot row is the pivot element.
Convert the pivot element into a 1.
x1 x2 s1 s2 z Constant
𝟑 5/3 0 1 –1/3 0 180
New 𝑹𝟏 = 𝟓 𝑹𝟏
1/3 1 0 1/3 0 100
–3/5 0 0 2/5 1 120
Use elementary row operations to convert the pivot column into a unit column.
x1 x2 s1 s2 z Constant
5/3 0 1 –1/3 0 180
𝟏 1/3 1 0 1/3 0 100
New 𝑹𝟐 = 𝑶𝒍𝒅 𝑹𝟐 − 𝟑 𝑹𝟏
𝟑 –3/5 0 0 2/5 1 120
New𝑹𝟑 = 𝑶𝒍𝒅 𝑹𝟑 + 𝟓 𝑹𝟏
x1 x2 s1 s2 z Constant
1 0 3/5 –1/5 0 48
0 1 –1/5 2/5 0 84
0 0 9/25 7/25 1 148.8
The last row of the tableau contains no negative numbers, so an optimal solution
has been reached.
Step 4.in revised . Determine the optimal solution.