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Linear Programming: Chapter 6 Supplement

BA187

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rogean gullem
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410 views

Linear Programming: Chapter 6 Supplement

BA187

Uploaded by

rogean gullem
Copyright
© Attribution Non-Commercial (BY-NC)
Available Formats
Download as PPT, PDF, TXT or read online on Scribd
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6s-1 Linear Programming

Chapter 6 Supplement

Linear
Programming

Operations Management, Seventh Edition, by William J. Stevenson


McGraw-Hill/Irwin Copyright © 2002 by The McGraw-Hill Companies, Inc. All rights reserved.
6s-2 Linear Programming

Linear Programming

• Linear programming (LP) techniques


consist of a sequence of steps that will
lead to an optimal solution to problems,
in cases where an optimum exists

Operations Management, Seventh Edition, by William J. Stevenson


McGraw-Hill/Irwin Copyright © 2002 by The McGraw-Hill Companies, Inc. All rights reserved.
6s-3 Linear Programming

Linear Programming Model


• Objective: the goal of an LP model is maximization or
minimization
• Decision variables: amounts of either inputs or outputs
• Feasible solution space: the set of all feasible
combinations of decision variables as defined by the constraints
• Constraints: limitations that restrict the available alternatives
• Parameters: numerical values

Operations Management, Seventh Edition, by William J. Stevenson


McGraw-Hill/Irwin Copyright © 2002 by The McGraw-Hill Companies, Inc. All rights reserved.
6s-4 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

Operations Management, Seventh Edition, by William J. Stevenson


McGraw-Hill/Irwin Copyright © 2002 by The McGraw-Hill Companies, Inc. All rights reserved.
6s-5 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

Operations Management, Seventh Edition, by William J. Stevenson


McGraw-Hill/Irwin Copyright © 2002 by The McGraw-Hill Companies, Inc. All rights reserved.
6s-6 Linear Programming

Linear Programming Example

1212
1010
Plot
88
Constraint 1
66 X1 + 3X2 = 12
44
22
00
00 11 22 33 44 55 66 77 88 99 1010 1111 1212 1313 1414 1515

Operations Management, Seventh Edition, by William J. Stevenson


McGraw-Hill/Irwin Copyright © 2002 by The McGraw-Hill Companies, Inc. All rights reserved.
6s-7 Linear Programming

Linear Programming Example

1212
Add
1010 Constraint 2
88
4X1 + 3X2 = 24

66 Constraint 1
X1 + 3X2 = 12
44

22
Solution space
00
00 11 22 33 44 55 66 77 88 99 1010 1111 1212 1313 1414 1515

Operations Management, Seventh Edition, by William J. Stevenson


McGraw-Hill/Irwin Copyright © 2002 by The McGraw-Hill Companies, Inc. All rights reserved.
6s-8 Linear Programming

Linear Programming Example

X2 1414
1212
Z  4x1  5x 2
1010
Z = 60 x1  3x 2  12
88
66
4x1  3x 2  24
44
Z = 40 x1, x 2  0
22
00 Z = 20
00 11 22 33 44 55 66 77 88 99 1010 1111 1212 1313 1414 1515

X1

Operations Management, Seventh Edition, by William J. Stevenson


McGraw-Hill/Irwin Copyright © 2002 by The McGraw-Hill Companies, Inc. All rights reserved.
6s-9 Linear Programming

MS Excel worksheet for microcomputer problem

Operations Management, Seventh Edition, by William J. Stevenson


McGraw-Hill/Irwin Copyright © 2002 by The McGraw-Hill Companies, Inc. All rights reserved.
6s-10 Linear Programming

MS Excel worksheet solution

Operations Management, Seventh Edition, by William J. Stevenson


McGraw-Hill/Irwin Copyright © 2002 by The McGraw-Hill Companies, Inc. All rights reserved.
6s-11 Linear Programming

Constraints
• Redundant constraint: a constraint that
does not form a unique boundary of the
feasible solution space
• Binding constraint: a constraint that forms
the optimal corner point of the feasible
solution space

Operations Management, Seventh Edition, by William J. Stevenson


McGraw-Hill/Irwin Copyright © 2002 by The McGraw-Hill Companies, Inc. All rights reserved.
6s-12 Linear Programming

Slack and Surplus

• 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

Operations Management, Seventh Edition, by William J. Stevenson


McGraw-Hill/Irwin Copyright © 2002 by The McGraw-Hill Companies, Inc. All rights reserved.
6s-13 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

Operations Management, Seventh Edition, by William J. Stevenson


McGraw-Hill/Irwin Copyright © 2002 by The McGraw-Hill Companies, Inc. All rights reserved.
6s-14 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

Operations Management, Seventh Edition, by William J. Stevenson


McGraw-Hill/Irwin Copyright © 2002 by The McGraw-Hill Companies, Inc. All rights reserved.

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