SUPPLEMENT TO CHAPTER FIVE

LINEAR PROGRAMMING

Chapter 5 Supplement

Linear
Programming
Irwin/McGraw-Hill ©The McGraw-Hill Companies, Inc., 1999
5S-1
 SUPPLEMENT TO CHAPTER FIVE
LINEAR PROGRAMMING
Linear Programming Model

• Objective: the goal of an LP model is

maximization or minimization
• Decision variables: amounts of either inputs or
outputs
• Constraints: limitations that restrict the
available alternatives
• Parameters: numerical values

Irwin/McGraw-Hill ©The McGraw-Hill Companies, Inc., 1999

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 SUPPLEMENT TO CHAPTER FIVE
LINEAR PROGRAMMING
Linear Programming Assumptions
• Linearity: the impact of decision variables is linear in
constraints and objective function
• Divisibility: noninteger values of decision variables are
acceptable
• Certainty: values of parameters are known and constant
• Nonnegativity: negative values of decision variables are
unacceptable

Irwin/McGraw-Hill ©The McGraw-Hill Companies, Inc., 1999

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 SUPPLEMENT TO CHAPTER FIVE
LINEAR PROGRAMMING
Graphical Linear Programming
• Set up objective function and constraints in
mathematical format
• Plot the constraints
• Identify the feasible solution space
• Plot the objective function
• Determine the optimum solution

Irwin/McGraw-Hill ©The McGraw-Hill Companies, Inc., 1999

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 SUPPLEMENT TO CHAPTER FIVE
LINEAR PROGRAMMING
Linear Programming Example

12
10
Plot
8
Constraint 1
6 X1 + 3X2 = 12
4
2
0
0 1 2 3 4 5 6 7 8 9 10 11 12 13 14 15

Irwin/McGraw-Hill ©The McGraw-Hill Companies, Inc., 1999

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 SUPPLEMENT TO CHAPTER FIVE
LINEAR PROGRAMMING
Linear Programming Example

12
Add
10 Constraint 2
8
4X1 + 3X2 = 24

6 Constraint 1
X1 + 3X2 = 12
4

2
Solution space
0
0 1 2 3 4 5 6 7 8 9 10 11 12 13 14 15

Irwin/McGraw-Hill ©The McGraw-Hill Companies, Inc., 1999

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 SUPPLEMENT TO CHAPTER FIVE
LINEAR PROGRAMMING
Linear Programming Example
X2
14
12 Z  4x1  5x 2
10 Z = 60 x1  3x 2  12
8 4x1  3x 2  24
6 Z = 40 x1, x 2  0
4
2
Z = 20
0
0 1 2 3 4 5 6 7 8 9 10 11 12 13 14 15
X1

Irwin/McGraw-Hill ©The McGraw-Hill Companies, Inc., 1999

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 SUPPLEMENT TO CHAPTER FIVE
Figure 5S-15 LINEAR PROGRAMMING
MS Excel worksheet for microcomputer problem

Irwin/McGraw-Hill ©The McGraw-Hill Companies, Inc., 1999

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 SUPPLEMENT TO CHAPTER FIVE
Figure 5S-17 LINEAR PROGRAMMING
MS Excel worksheet solution

Irwin/McGraw-Hill ©The McGraw-Hill Companies, Inc., 1999

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 SUPPLEMENT TO CHAPTER FIVE
LINEAR PROGRAMMING
Slack and Surplus
• Binding constraint: a constraint that forms the optimal
corner point of the feasible solution space
• Surplus: when the optimal values of decision variables are
substituted into a greater than or equal to constraint and
the resulting value exceeds the right side value
• Slack: when the optimal values of decision variables are
substituted into a less than or equal to constraint and the
resulting value is less than the right side value

Irwin/McGraw-Hill ©The McGraw-Hill Companies, Inc., 1999

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 SUPPLEMENT TO CHAPTER FIVE
LINEAR PROGRAMMING
Simplex Method
• Simplex: a linear-programming algorithm
that can solve problems having more than
two decision variables
• Tableau: One in a series of solutions in
tabular form, each corresponding to a
corner point of the feasible solution space

Irwin/McGraw-Hill ©The McGraw-Hill Companies, Inc., 1999

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 SUPPLEMENT TO CHAPTER FIVE
LINEAR PROGRAMMING
Sensitivity Analysis
• Range of optimality: the range of values for
which the solution quantities of the decision
variables remains the same
• Range of feasibility: the range of values for
the fight-hand side of a constraint over which
the shadow price remains the same
• Shadow prices: negative values indicating
how much a one-unit decrease in the original
amount of a constraint would decrease the
final value of the objective function
Irwin/McGraw-Hill ©The McGraw-Hill Companies, Inc., 1999
5S-12