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for Management, 8e
by Render/Stair/Hanna
91
© 2003 by Prentice Hall, Inc.
Upper Saddle River, NJ 07458
Linear
Linear
Programming:
Programming:
The Simplex
The Simplex
Method
Method
To accompany Quantitative Analysis
for Management, 8e
by Render/Stair/Hanna
92
© 2003 by Prentice Hall, Inc.
Upper Saddle River, NJ 07458
Flair Furniture
Flair Furniture
Company
Company
Maximize:
Objective:
2 1
5 7
X X
+
Hours Required to Produce One Unit
Department
X
1
Tables
X
2
Chairs
Available
Hours This
Week
Carpentry
Painting/Varnishing
4
2
3
1
240
100
Profit/unit
Constraints:
$7 $5
) varnishing & (painting
100 1 2
2 1
≤ +
X X
) (carpentry
240 3 4
2 1
≤ +
X X
To accompany Quantitative Analysis
for Management, 8e
by Render/Stair/Hanna
93
© 2003 by Prentice Hall, Inc.
Upper Saddle River, NJ 07458
Flair Furniture Company's
Flair Furniture Company's
Feasible Region & Corner
Feasible Region & Corner
Points
Points
N
u
m
b
e
r
o
f
C
h
a
i
r
s
100
80
60
40
20
0 20 40 60 80 100 X
X
2
Number of Tables
B = (0,80)
C = (30,40)
D = (50,0)
Feasible
Region
240 3 4
2 1
≤ +
X X
100 1 2
1 1
≤ +
X X
To accompany Quantitative Analysis
for Management, 8e
by Render/Stair/Hanna
94
© 2003 by Prentice Hall, Inc.
Upper Saddle River, NJ 07458
Flair Furniture 
Flair Furniture 
Adding Slack
Adding Slack
Variables
Variables
) varnishing & (painting
100 1 2
2 1
≤ +
X X
) (carpentry
240 3 4
2 1
≤ +
X X
Constraints:
Constraints with Slack Variables
)
varnishing
& (painting
) (carpentry
100 1 2
240 3 4
2 2 1
1 2 1
· + +
· + +
S X X
S X X
2 1
5 7
X X
+
Objective Function
Objective Function with Slack
Variables
2 1 2 1
0 0 5 7
S S X X
+ + +
To accompany Quantitative Analysis
for Management, 8e
by Render/Stair/Hanna
95
© 2003 by Prentice Hall, Inc.
Upper Saddle River, NJ 07458
Flair Furniture’s Initial
Flair Furniture’s Initial
Simplex Tableau
Simplex Tableau
Profit
per
Unit
Column
Prod.
Mix
Column
Real
Variables
Columns
Slack
Variables
Columns
Constant
Column
C
j
Solution
Mix
X
1
X
2
S
1
S
2
Quantity
$7 $5 $0 $0
Profit
per
unit row
4 3 1 0
2 1 0 1
$0 $0 $0 $0
$7 $5 $0 $0
$0
$0
S
1
S
2
Z
j
C
j

Z
j
240
100
$0
$0
Constraint
equation
rows
Gross
Profit
row
Net
Profit
row
To accompany Quantitative Analysis
for Management, 8e
by Render/Stair/Hanna
96
© 2003 by Prentice Hall, Inc.
Upper Saddle River, NJ 07458
Pivotal row, column, pivot
Pivotal row, column, pivot
no., identified in the Initial
no., identified in the Initial
Simplex Tableau
Simplex Tableau
C
j
Solution
Mix
X
1
X
2
S
1
S
2
Quantity
$7 $5 $0 $0
4 3 1 0
2 1 0 1
$0 $0 $0 $0
$7 $5 $0 $0
$0
$0
S
1
S
2
Z
j
C
j
 Z
j
240
100
$0
Pivotal row
(smallest ratio)
Pivotal number
Pivotal column (largest CjZj)
ratio
60
50
To accompany Quantitative Analysis
for Management, 8e
by Render/Stair/Hanna
97
© 2003 by Prentice Hall, Inc.
Upper Saddle River, NJ 07458
Second Simplex Tableau
Second Simplex Tableau
C
j
Solution
Mix
X
1
X
2
S
1
S
2
Quantity
$7 $5 $0 $0
0 1 1 2
1 1/2 0 1/2
$7 $7/2 $0 $7/2
$0 $3/2 $0 $7/2
$0
$7
S
1
X
1
Z
j
C
j
 Z
j
40
50
$350
Pivotal row
(smallest ratio)
Pivotal number
Pivotal column (largest CjZj)
ratio
40
100
To accompany Quantitative Analysis
for Management, 8e
by Render/Stair/Hanna
98
© 2003 by Prentice Hall, Inc.
Upper Saddle River, NJ 07458
Third Simplex Tableau
Third Simplex Tableau
C
j
Solution
Mix
X
1
X
2
S
1
S
2
Quantity
$7 $5 $0 $0
0 1 1 2
1 0 1/2 3/2
$7 $5 $3/2 $1/2
$0 $0 $3/2 $1/2
$5
$7
X
2
X
1
Z
j
C
j
 Z
j
40
30
$410
Final Tableau since CjZj has no positive values
To accompany Quantitative Analysis
for Management, 8e
by Render/Stair/Hanna
99
© 2003 by Prentice Hall, Inc.
Upper Saddle River, NJ 07458
Calculating the New
Calculating the New
X
X
1
1
Row for Flair’s Third
Row for Flair’s Third
Tableau
Tableau
=  x
1
0
3/2
1/2
30
1
1/2
1/2
0
50
(1/2)
(1/2)
(1/2)
(1/2)
(1/2)
(0)
(1)
(2)
(1)
(40)
=  x
=  x
=  x
=  x
1
1
1
1
1
]
1
¸
,
_
¸
¸
×
,
_
¸
¸
−
,
_
¸
¸
·
,
_
¸
¸
row X
new in
number
ing Correspond
number
pivot
above
Number
row X
old in
Number
Row X
New in
Number
i i
To accompany Quantitative Analysis
for Management, 8e
by Render/Stair/Hanna
910
© 2003 by Prentice Hall, Inc.
Upper Saddle River, NJ 07458
Simplex Steps for
Simplex Steps for
Maximization
Maximization
1. Choose the variable with the greatest
positive C
j
 Z
j
to enter the
solution.
2. Determine the row to be replaced by
selecting that one with the smallest
(nonnegative) quantitytopivot
column ratio.
3. Calculate the new values for the
pivot row.
4. Calculate the new values for the
other row(s).
5. Calculate the C
j
and C
j
 Z
j
values for
this tableau. If there are any C
j
 Z
j
values greater than zero, return to
Step 1.
To accompany Quantitative Analysis
for Management, 8e
by Render/Stair/Hanna
911
© 2003 by Prentice Hall, Inc.
Upper Saddle River, NJ 07458
Surplus & Artificial
Surplus & Artificial
Variables
Variables
Constraints
ConstraintsSurplus & Artificial
Variables
900 30 25
210 8 10 5
2 1
3 2 1
· +
≥ + +
X X
X X X
900 30 25
210 8 10 5
2 2 1
1 1 3 2 1
· + +
· + − + +
A X X
A S X X X
Objective Function
3 2 1
7 9 5
X X X
+ +
: Min
2 1 1 3 2 1
0 7 9 5
MA MA S X X X
+ + + + +
: Min
Objective FunctionSurplus & Artificial
Variables
To accompany Quantitative Analysis
for Management, 8e
by Render/Stair/Hanna
912
© 2003 by Prentice Hall, Inc.
Upper Saddle River, NJ 07458
Simplex Steps for
Simplex Steps for
Minimization
Minimization
1. Choose the variable with the greatest
negative C
j
 Z
j
to enter the solution.
2. Determine the row to be replaced by
selecting that one with the smallest
(nonnegative) quantitytopivot
column ratio.
3. Calculate the new values for the pivot
row.
4. Calculate the new values for the other
row(s).
5. Calculate the C
j
and C
j
 Z
j
values for
this tableau. If there are any C
j
 Z
j
values less than zero, return to Step 1.
To accompany Quantitative Analysis
for Management, 8e
by Render/Stair/Hanna
913
© 2003 by Prentice Hall, Inc.
Upper Saddle River, NJ 07458
Special Cases
Special Cases
Infeasibility
Infeasibility
0 2M
+21
M

31
2 0 0 C
j

Z
j
180
0+2
M
0 
21
M
31

M
2 8 5 Z
j
20 1 1 1 0 0 0 A
2
M
100 0 1 2 1 1 0 X
2
8
200 0 1 3 2 0 1 X
1
5
Qty A
2
A
1
S
2
S
1
X
2
X
1
Sol
Mix
M M 0 0 8 5 C
j
Artf v remains in sol mix, CjZj optimal
To accompany Quantitative Analysis
for Management, 8e
by Render/Stair/Hanna
914
© 2003 by Prentice Hall, Inc.
Upper Saddle River, NJ 07458
Special Cases
Special Cases
Unboundedness
Unboundedness
Pivot
Column
C
j
6 9 0 0
Sol
Mix
X
1
X
2
S
1
S
2
Qty
X
1
1 1 2 0 30
S
1
2 0 1 1 10
Z
j
9 9 18 0 270
C
j
 Z
j
15 0 18 0
all ratios ve
To accompany Quantitative Analysis
for Management, 8e
by Render/Stair/Hanna
915
© 2003 by Prentice Hall, Inc.
Upper Saddle River, NJ 07458
Special Cases
Special Cases
Degeneracy (redundancy)
Degeneracy (redundancy)
Pivot Column
C
j
5 8 2 0 0 0
Solution
Mix
X
1
X
2
X
3
S
1
S
2
S
3
Qty
8 X
2
1/4 1 1 2 0 0 10
0 S
2
4 0 1/3 1 1 0 20
0 S
3
2 0 2 2/5 0 1 10
Z
j
2 8 8 16 0 0 80
C
j
Z
j
3 0 6 16 0 0
Tied ratios
To accompany Quantitative Analysis
for Management, 8e
by Render/Stair/Hanna
916
© 2003 by Prentice Hall, Inc.
Upper Saddle River, NJ 07458
Special Cases
Special Cases
Multiple Optimal
Multiple Optimal
C
j
3 2 0 0
Sol
Mix
X
1
X
2
S
1
S
2
Qty
2 X
1
3/2 1 1 0 6
0 S
2
1 0 1/2 1 3
Z
j
3 2 2 0 12
C
j
 Z
j
0 0 2 0
CjZj=0, real v not in sol mix, optimal
To accompany Quantitative Analysis
for Management, 8e
by Render/Stair/Hanna
917
© 2003 by Prentice Hall, Inc.
Upper Saddle River, NJ 07458
Sensitivity Analysis
Sensitivity Analysis
High Note Sound Company
High Note Sound Company
60 1 3
80 4 2
120 50
2 1
2 1
2 1
≤ +
≤ +
+
X X
X X
X X
: to Subject
: Max
Elect time (hrs)
Audiotech time (hrs)
To accompany Quantitative Analysis
for Management, 8e
by Render/Stair/Hanna
918
© 2003 by Prentice Hall, Inc.
Upper Saddle River, NJ 07458
Sensitivity Analysis
Sensitivity Analysis
High Note Sound Company
High Note Sound Company
To accompany Quantitative Analysis
for Management, 8e
by Render/Stair/Hanna
919
© 2003 by Prentice Hall, Inc.
Upper Saddle River, NJ 07458
Simplex Solution
Simplex Solution
High Note Sound Company
High Note Sound Company
C
j
50 120 0 0
Sol
Mix
X
1
X
2
S
1
S
2
Qty
120 X
2
1/2 1 1/4 0 20
0 S
2
5/2 0 1/4 1 40
Z
j
60 120 30 0 2400
C
j

Z
j
10 0 30 0
To accompany Quantitative Analysis
for Management, 8e
by Render/Stair/Hanna
920
© 2003 by Prentice Hall, Inc.
Upper Saddle River, NJ 07458
Nonbasic Objective
Nonbasic Objective
Function Coefficients
Function Coefficients
C
j
50 120 0 0
Sol
Mix
X
1
X
2
S
1
S
2
Qty
120 X
2
1/2 1 1/4 0 20
0 S
2
5/2 0 1/4 1 40
Z
j
60 120 30 0 2400
C
j
– Z
j
10 0 30 0
To accompany Quantitative Analysis
for Management, 8e
by Render/Stair/Hanna
921
© 2003 by Prentice Hall, Inc.
Upper Saddle River, NJ 07458
Basic Objective Function
Basic Objective Function
Coefficients
Coefficients
C
j
50 120 0 0
Sol
Mix
X
1
X
2
S
1
S
2
Qty
120
+ ∆
X
1
1/2 1 1/4 0 20
0 S
2
5/2 0 1/4 1 40
Z
j
60+
∆/2
120
+ ∆
30+
∆/4
0 2400
+20 ∆
C
j
 Z
j
10
∆/2
0 30
∆/4
0
To accompany Quantitative Analysis
for Management, 8e
by Render/Stair/Hanna
922
© 2003 by Prentice Hall, Inc.
Upper Saddle River, NJ 07458
Simplex Solution
Simplex Solution
High Note Sound Company
High Note Sound Company
Objective increases by 30 if 1
additional hour of electricians time
is available.
C
j
50 120 0 0
Sol
Mix
X
1
X
2
S
1
S
2
Qty
X
1
½ 1 1/4 0 20
S
2
5/2 0 
1/4
1 40
Z
j
60 120 30 0 40
C
j

Z
j
0 0 30 0 2400
Optimal tableau, CjZj<=0
To accompany Quantitative Analysis
for Management, 8e
by Render/Stair/Hanna
923
© 2003 by Prentice Hall, Inc.
Upper Saddle River, NJ 07458
Shadow Prices
Shadow Prices
•
Shadow Price: Value of One
Additional Unit of a Scarce
Resource
•
Found in Final Simplex Tableau
in CZ Row
•
Negatives of Numbers in Slack
Variable Column
To accompany Quantitative Analysis
for Management, 8e
by Render/Stair/Hanna
924
© 2003 by Prentice Hall, Inc.
Upper Saddle River, NJ 07458
Steps to Form the Dual
Steps to Form the Dual
To form the Dual:
•
If the primal is max., the dual is min.,
and vice versa.
•
The righthandside values of the primal
constraints become the objective
coefficients of the dual.
•
The primal objective function
coefficients become the righthandside
of the dual constraints.
•
The transpose of the primal constraint
coefficients become the dual constraint
coefficients.
•
Constraint inequality signs are reversed.
To accompany Quantitative Analysis
for Management, 8e
by Render/Stair/Hanna
925
© 2003 by Prentice Hall, Inc.
Upper Saddle River, NJ 07458
Primal & Dual
Primal & Dual
Primal: Dual
60 1 3
80 4 2
2 1
2 1
≤ +
≤ +
X X
X X
Subject to:
120 1 4
50 3 2
2 1
2 1
≥ +
≥ +
U U
U U
Subject to:
120 50
2 1
+
X X
: Max
60 80
2 1
+
U U : Min
To accompany Quantitative Analysis
for Management, 8e
by Render/Stair/Hanna
926
© 2003 by Prentice Hall, Inc.
Upper Saddle River, NJ 07458
Comparison of the Primal
Comparison of the Primal
and Dual Optimal Tableaus
and Dual Optimal Tableaus
P
r
i
m
a
l
’
s
O
p
t
i
m
a
l
S
o
l
u
t
i
o
n
D
u
a
l
’
s
O
p
t
i
m
a
l
S
o
l
u
t
i
o
n
C
j
Solution
Mix
Quantity
$7
$5
X
2
S
2
Z
j
C
j
 Z
j
20
40
$2,400
X
1
X
2
S
1
S
2
$50 $120 $0 $0
1/2 1 1/4 0
5/2 0 1/4 1
60 120 30 0
10 0 30 0
C
j
Solution
Mix
Quantity
$7
$5
U
1
S
1
Z
j
C
j
 Z
j
30
10
$2,400
X
1
X
2
S
1
S
2
80 60 $0 $0
1 1/4 0 1/4
0 5/2 1 1/2
80 20 0 20
$0 40 0 20
A
1
A
2
M M
0 1/2
1 1/2
0 40
M M40
To accompany Quantitative Analysis
for Management, 8e
by Render/Stair/Hanna
927
© 2003 by Prentice Hall, Inc.
Upper Saddle River, NJ 07458
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