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Chapter 7
Linear Programming
Chapter Objectives
• To represent geometrically a linear inequality in two
variables.
• To state a linear programming problem and solve it
geometrically.
• To consider situations in which a linear programming
problem exists.
• To introduce the simplex method.
• To solve problems using the simplex method.
• To introduce use of artificial variables.
• To learn alteration of objective function.
• To define the dual of a linear programming problem.
2011 Pearson Education, Inc.
Chapter 7: Linear Programming
Chapter Outline
7.1) Linear Inequalities in Two Variables
7.2) Linear Programming
7.3) Multiple Optimum Solutions
7.4) The Simplex Method
7.5) Degeneracy, Unbounded Solutions, and
Multiple Solutions
7.6) Artificial Variables
7.7) Minimization
7.8) The Dual
Solution:
The region consists of the line y = 5
and with the half-plane below it.
Example 3 – Solving a System of Linear Inequalities
Solve the system y 2 x 10
y x 2
Solution:
The solution is the unshaded region.
2011 Pearson Education, Inc.
Chapter 7: Linear Programming
Solution:
The feasible region is nonempty and bounded.
Evaluating Z at these points, we obtain
Z A 30 0 0
Z B 34 0 12
Z C 33 2 11
Z D 30 4 4
Solution:
Let x = number of bags of Fast Grow bought
y = number of bags of Easy Grow bought
Solution:
B x1 x2 s1 s2 s3 Z R B x1 x2 s1 s2 s3 Z R
s1 1 1 1 0 0 0 20 x2 0 1 2 1 0 0 5
s2 2 1 0 1 0 0 35 x1 1 0 1 1 0 0 15
s3 3 1 0 0 0 0 12 s3 0 0 5 4 1 0 52
Z 5 4 0 0 0 1 0 Z 0 0 3 1 0 1 95
Degeneracy
• A basic feasible solution (BFS) is degenerate if one
of the basic variables is 0.
Unbounded Solutions
• An unbounded solution occurs when the objective
function has no maximum value.
Multiple Optimum Solutions
• Multiple (optimum) solutions occur when there are
different BFS.
Solution:
B x1 x2 s1 s2 s3 Z R B x1 x2 s1 s2 s3 Z R
s1 - 5 6 - 2 1 0 0 30 s1 - 3 0 - 14 1 - 2 0 6
1
s2 - 1 3 6 0 1 0 12 x2 -
3 1 2 0 1
3 0 4
Z - 1 - 4 - 1 0 0 1 0 Z - 73 0 9 0 43 1 16
x1 x2 1
x ,x 0
1 2
Solution:
Construct a Simplex Table,
B x1 x2 s1 s2 t1 W R B x1 x2 s1 s2 t1 W R
t1 1 1 1 0 1 0 2 t1 2 0 1 1 1 0 1
s2 1 1 0 1 0 0 1 s2 1 1 0 1 0 0 1
W 2 M 1 M M 0 0 1 2M W 1 2M 0 M 1 M 0 1 1 M
7.7 Minimization
• To minimize a function is to maximize the negative
of the function.
Example 1 – Minimization 2 x1 x 2 1
Minimize Z x1 2x2 subject to x1 x 2 2
x ,x 0
Solution: 1 2
Solution:
The dual is minimize W 10 y 1 10 y 2 subject to
3 x1 x 2 2
x1 x 2 1 where y 1, y 2 0
4 x x 3
1 2
Solution: 3y1 y 2 4
y y 1
The dual is minimize W 4 y1 2 y 2 subject to 1 2
y 1 y 2 1
B y 1 y 2 s1 s2 s3 W R
y2 0 1 41 0 34 0 1
4
s2 0 0 21 1 21 0 5
2
The final Simplex Table is y1 1
0 41 0 41 0 5
4
W 0 0 32 0 21 1 11
2