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Learning Objectives

Understand basic assumptions and properties of linear programming (LP). Use graphical solution procedures for LP problems with only two variables to understand how LP problems are solved. Understand special situations such as redundancy, infeasibility, unboundedness, and alternate optimal solutions in LP problems. Understand how to set up LP problems on a spreadsheet and solve them using Excels solver.

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LP applied extensively to problems areas medical, transportation, operations, financial, marketing, accounting, human resources, and agriculture.

(1) formulation.

(2) solution.

(3) interpretation.

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One of the most common LP application is product mix problem.

Two or more products are usually produced using limited resources - such as personnel, machines, raw materials, and so on.

Profit firm seeks to maximize is based on profit contribution per unit of each product.

Firm would like to determine How many units of each product it should produce Maximize overall profit given its limited resources.

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Company Data and Constraints Flair Furniture Company produces tables and chairs.

Each chair requires: 3 hours of carpentry and 1 hour of painting. Available production capacity: 240 hours of carpentry time and 100 hours of painting time.

Due to existing inventory of chairs, Flair is to make no more than 60 new chairs.

Each table sold results in $7 profit, while each chair produced yields $5 profit.

Determine best possible combination of tables and chairs to manufacture in order to attain maximum profit. 5

Decision Variables

Problem facing Flair is to determine how many chairs and tables to produce to yield maximum profit?

T - number of tables to be produced. C - number of chairs to be produced.

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Objective Function

Objective function states goal of problem.

What major objective is to be solved?

Maximize profit!

An LP model must have a single objective function. In Flairs problem, total profit may be expressed as: Using decision variables T and C Maximize $7 T + $5 C

($7 profit per table) x (number of tables produced) + ($5 profit per chair) x (number of chairs produced)

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Constraints

Denote conditions that prevent one from selecting any specific subjective value for decision variables. In Flair Furnitures problem, there are three restrictions on solution.

Restrictions 1 and 2 have to do with available carpentry and painting times, respectively. Restriction 3 is concerned with upper limit on number of chairs.

Constraints

There are 240 carpentry hours available. 4T + 3C < 240 There are 100 painting hours available. 2T + 1C 100 The marketing specified chairs limit constraint. C 60

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Complete LP model for flairs case: Maximize profit = $7T + $5C Subject to constraints (objective function)

4T + 3C 240

2T + 1C 100 C 60 T 0 C 0

(carpentry constraint)

(painting constraint) (chairs limit constraint)

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Write objective function: $7 T + $5 C = Z Select any arbitrary value for Z.

For example, one may choose a profit ( Z ) of $210. Z is written as: $7 T + $5 C = $210.

Set T = 0 and solve objective function for C.

Let T = 0, then $7(0) + $5C = $210, or C = 42.

Let C = 0, then $7T + $5(0) = $210, or T = 30.

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Optimal Solution

Optimal Solution: Corner Point 4: T=30 (tables) and C=40 (chairs) with $410 profit

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Point 1 (T = 0, C = 0) profit = $7(0) + $5(0) = $0 Point 2 (T = 0, C = 60) profit = $7(0) + $5(60) = $300

Point 4 (T = 30, C = 40) profit = $7(30) + $5(40) = $410 Point 5 (T = 50, C = 0) profit = $7(50) + $5(0) = $350 .

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Many LP problems involve minimizing objective such as cost instead of maximizing profit function.

Examples:

Restaurant may wish to develop work schedule to meet staffing needs while minimizing total number of employees.

Manufacturer may seek to distribute its products from several factories to its many regional warehouses in such a way as to minimize total shipping costs. Hospital may want to provide its patients with a daily meal plan that meets certain nutritional standards while minimizing food purchase costs.

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Holiday Meal Turkey Ranch

Buy two brands of feed for good, low-cost diet for turkeys. Each feed may contain three nutritional ingredients (protein, vitamin, and iron). One pound of Brand A contains: 5 units of protein, 4 units of vitamin, and 0.5 units of iron. One pound of Brand B contains: 10 units of protein, 3 units of vitamins, and 0 units of iron.

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Example of Two Variable Minimization Linear Programming Problem Holiday Meal Turkey Ranch

Brand A feed costs ranch $0.02 per pound, while Brand B feed costs $0.03 per pound. Ranch owner would like lowest-cost diet that meets

nutritional ingredient.

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Composition of Each Pound of Feed (Oz) Ingredient Brand A Brand B Protein 5 10 Minimum Monthly Requirement Per Turkey (Oz) 90

Vitamin

Iron

3

0

48

1

2 cents

3 cents

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Formulation of LP Problem:

Minimize cost (in cents) Subject to: 5A + 10B 90 4A + 3B 48 A 1 A 0, B 0 = 2A + 3B (protein constraint) (vitamin constraint) (iron constraint) (nonnegativity constraint)

Where: A denotes number of pounds of Brand A feed, and B denote number of pounds of Brand B feed.

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Point 1 - coordinates (A = 3, B = 12)

cost of 2(3) + 3(12) = 42 cents.

cost of 2(8.4) + 3(4.8) = 31.2 cents

cost of (2)(18) + (3)(0) = 36 cents.

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2.6

1. Graph each constraint equation. 2. Identify feasible solution region, that is, area that satisfies all constraints simultaneously. 3. Select one of two following graphical solution techniques and proceed to solve problem.

2. Isoprofit or Isocost Method.

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Determine coordinates of each of corner points of feasible region by visual inspection or solving equations. Compute profit or cost at each point by substitution of values of coordinates into objective function and solving for result. Identify an optimal solution as a corner point with highest profit (maximization problem), or lowest cost (minimization).

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Select value for profit or cost, and draw isoprofit / isocost line to reveal its slope. With a maximization problem, maintain same slope and move line up and right until it touches feasible region at one point. With minimization, move down and left until it touches only one point in feasible region. Identify optimal solution as coordinates of point touched by highest possible isoprofit line or lowest possible isocost line. Read optimal coordinates and compute optimal 23 profit or cost.

2.7 Special Situations in Solving LP Problems Redundancy: A redundant constraint is constraint that

does not affect feasible region in any way.

Maximize Profit = 2X + 3Y subject to: X + Y 20 2X + Y 30 X 25 X, Y 0

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2.7 Special Situations in Solving LP Problems Infeasibility: A condition that arises when an LP problem

has no solution that satisfies all of its constraints.

X + 2Y 6 2X + Y 8 X 7

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not have a finite solution

Maximize profit = $3X + $5Y subject to:

X 5

Y 10 X + 2Y 10

X, Y 0

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An LP problem may have more than one

optimal solution.

Graphically, when the isoprofit (or isocost)

which lies in direction in which isoprofit (or

In other words, when they have same slope.

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At profit level of $12, isoprofit line will rest directly on top of first constraint line. This means that any point along line between corner points 1 and 2 provides an optimal X and Y combination. 28

Procedure of Using Solver 1. Set up LP mathematic model

RHS of constraints are numbers.

3. Entering information in Solver

The CD-ROM that accompanies this textbook contains excel file for each example problem discussed here.

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1.

Entering Data

Labels and Titles Parameters and Coefficients Objective Function

Use fixed cell address Use =sumproduct(range1, range2) function

2.

Specifying Objective Function Choosing Max or Min Identifying Decision Variables Adding Constraints Options: Linear and Non-negative Answer Report

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Using solver to solve Flair Furnitures problem Recall decision variables T ( Tables ) and C ( Chairs ) in Flair Furniture problem:

Maximize profit = $7T + $5C Subject to constraints 4T + 3C 240 (carpentry constraint) 2T + 1C 100 (painting constraint) C 60 (chairs limit constraint) T, C 0 (non-negativity)

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Data File: 611_render_2-1.xls Entering Data: Program 2.1A, page 48

Coefficients Excel Functions

In Solver:

LP model: Program 2.1 B, page 51. LP options: Program 2.1 C, page 52. Results options: Program 2.1 D, page 53.

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1. Entering Data:

T C

Tables

Number of Units

Chairs

Profit

Constraints Carpentry Hours Painting Hours Chairs Limit

Objective

4 2

3 1 1 LHS

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In Solver (Click Tools, Solver) LP model: Program 2.1 B, page 51

Specifying Objective Function Choosing Max or Min Identifying Decision Variables Adding Constraints

Options: Linear and Non-negative

Answer Report

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Summary

Introduced a mathematical modeling technique called linear programming (LP). LP models used to find an optimal solution to problems that have a series of constraints binding objective value. Showed how models with only two decision variables can be solved graphically. To solve LP models with numerous decision variables and constraints, one need a solution procedure such as simplex algorithm. Described how LP models can be set up on Excel and solved using Solver.

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