Simplex Method

Linear Programming : Problem

 How much
of each type
do I make?

Type
Type 2
1
 Linear Programming
Step 1–Define the decision variables

x1 = amount of type 1 pipe produced

and sold next week, 100-foot
increments
x2 = amount of type 2 pipe produced
and sold next week, 100-foot
increments

Example F.1
 Linear Programming
Step 2—Define the objective function

Example F.1
 Linear Programming
Step 2—Define the objective function

Max Z =

tiv e
b je c
O

Example F.1
 Linear Programming
Step 2—Define the objective function

Max Z =

Example F.1
 Linear Programming
Step 2—Define the objective function

Max Z = x1 + x2
Decis
ion va
riable
s
Example F.1
 Linear Programming
Step 2—Define the objective function

Max Z = x1 + x2

Example F.1
 Linear Programming
Step 2—Define the objective function

Max Z = $34 x1 + $40 x2

Coeffic
ients

Example F.1
 Linear Programming
Step 2—Define the objective function

Max Z = $34 x1 + $40 x2

Example F.1
 What
limits us?
 Linear Programming
Step 3—Formulate the constraints

Max Z = $34 x1 + $40 x2

Example F.1
 Linear Programming
Step 3—Formulate the constraints

Max Z = $34 x1 + $40 x2

48 (extrusion)
Ri g h t -
hand
side value
Example F.1
 Linear Programming
Step 3—Formulate the constraints

Max Z = $34 x1 + $40 x2

48 (extrusion)
R HS v
alue
Example F.1
 Linear Programming
Step 3—Formulate the constraints

Max Z = $34 x1 + $40 x2

48 (extrusion)

Example F.1
 Linear Programming
Step 3—Formulate the constraints

Max Z = $34 x1 + $40 x2

 48 (extrusion)
l i mi t
pe o f
Ty
Example F.1
 Linear Programming
Step 3—Formulate the constraints

Max = $34
UpperZlimit  x1 + $40 x2
Lower limit 
Equality = 48 (extrusion)
l i mi t
pe o f
Ty
Example F.1
 Linear Programming
Step 3—Formulate the constraints

Max Z = $34 x1 + $40 x2

 48 (extrusion)

Example F.1
 Linear Programming
Step 3—Formulate the constraints

Max Z = $34 x1 + $40 x2

x1 x2  48 (extrusion)
i abl es
n va r
c is io
De
Example F.1
 Linear Programming
Step 3—Formulate the constraints

Max Z = $34 x1 + $40 x2

x1 x2  48 (extrusion)

Example F.1
 Linear Programming
Step 3—Formulate the constraints

Max Z = $34 x1 + $40 x2

4 x1 + 6 x2  48 (extrusion)

c ie n ts
ffi
Co e
Example F.1
 Linear Programming
Step 3—Formulate the constraints

Max Z = $34 x1 + $40 x2

4 x1 + 6 x2  48 (extrusion)

Example F.1
 Linear Programming
Step 3—Formulate the constraints

Max Z = $34 x1 + $40 x2

4 x1 + 6 x2  48 (extrusion)
2 x1 + 2 x2  18 (packaging)
2 x1 + x2  16 (additive mix)
Example F.1
Linear Programming
x2
18 —
Graphical
16 — solution
14 —

12 —

10 —

8—

6—
| | | | | | | | | x1
4— 2 4 6 8 10 12 14 16 18
Linear Programming
x2
18 —
Graphical
16 — solution
14 —

12 —

10 —

8— 4x1 + 6x2  48 (extrusion)

6—
| | | | | | | | | x1
Figure F.1
4— 2 4 6 8 10 12 14 16 18
Linear Programming
x2
18 —
Graphical
16 — solution
14 —

12 —(0, 8)

10 —

8— 4x1 + 6x2  48 (extrusion)

(12, 0)
6—
| | | | | | | | | x1
Figure F.1
4— 2 4 6 8 10 12 14 16 18
Linear Programming
x2
18 —
Graphical
16 — solution
14 —

12 —(0, 8)

10 —

8— 4x1 + 6x2  48 (extrusion)

(12, 0)
6—
| | | | | | | | | x1
Figure F.1
4— 2 4 6 8 10 12 14 16 18
Linear Programming
x2
18 —
Graphical
16 — solution
14 —
(0, 9)
12 — 2x1 + 2x2  18 (packaging)

10 —

8— 4x1 + 6x2  48 (extrusion)

(9, 0)
6—
| | | | | | | | | x1
Example F.2
4— 2 4 6 8 10 12 14 16 18
Linear Programming
x2
18 —
Graphical
16 — solution
14 —
(0, 9)
12 — 2x1 + 2x2  18 (packaging)

10 —

8— 4x1 + 6x2  48 (extrusion)

(9, 0)
6—
| | | | | | | | | x1
Example F.2
4— 2 4 6 8 10 12 14 16 18
Linear Programming
x2
18 —(0, 16)
Graphical
16 — solution
14 — 2x1 + x2  16 (additive mix)

12 — 2x1 + 2x2  18 (packaging)

10 —

8— 4x1 + 6x2  48 (extrusion)

(8, 0)
6—
| | | | | | | | | x1
Example F.2
4— 2 4 6 8 10 12 14 16 18
Linear Programming
x2
18 —(0, 16)
Graphical
16 — solution
14 — 2x1 + x2  16 (additive mix)

12 — 2x1 + 2x2  18 (packaging)

10 —

8— 4x1 + 6x2  48 (extrusion)

(8, 0)
6—
| | | | | | | | | x1
Example F.2
4— 2 4 6 8 10 12 14 16 18
Linear Programming
x2
18 —
Graphical
16 — solution
14 — 2x1 + x2  16 (additive mix)

12 — 2x1 + 2x2  18 (packaging)

10 —

8— 4x1 + 6x2  48 (extrusion)

6—
| | | | | | | | | x1
Figure F.2
4— 2 4 6 8 10 12 14 16 18
 Linear Programming
x2
12 — Feasible
11 —
region
10 —
9—
8—
7—
6—
5—
4—
| | | | | | | | | | | | x1
3—
Figure F.3 1 2 3 4 5 6 7 8 9 10 11 12
2—
 Linear Programming
x2
12 — Feasible
11 — 2x1 + x2  10 region
10 —
9—
8—
7—
6—
5—
4—
| | | | | | | | | | | | x1
3—
Figure F.3 1 2 3 4 5 6 7 8 9 10 11 12
2—
 Linear Programming
x2
12 — Feasible
11 — 2x1 + x2  10 region
10 —
9—
8—
7—
6—
5— 2x1 + 3x2  18
4—
| | | | | | | | | | | | x1
3—
Figure F.3 1 2 3 4 5 6 7 8 9 10 11 12
2—
 Linear Programming
x2
12 — Feasible
11 — 2x1 + x2  10 region
10 —
9—
8— x1  7
7—
6—
5— 2x1 + 3x2  18
4—
| | | | | | | | | | | | x1
3—
Figure F.3 1 2 3 4 5 6 7 8 9 10 11 12
2—
 Linear Programming
x2
12 — Feasible
11 — 2x1 + x2  10 region
10 —
9—
8— x1  7
x2  5
7—
6—
5— 2x1 + 3x2  18
4—
| | | | | | | | | | | | x1
3—
Figure F.3 1 2 3 4 5 6 7 8 9 10 11 12
2—
 Linear Programming
x2
12 — Feasible
11 — 2x1 + x2  10 region
10 —
- 6x1 + 5x2  5
9—
8— x1  7
x2  5
7—
6—
5— 2x1 + 3x2  18
4—
| | | | | | | | | | | | x1
3—
Figure F.3 1 2 3 4 5 6 7 8 9 10 11 12
2—
 Linear Programming
x2
12 — Feasible
11 — 2x1 + x2  10 region
10 —
– 6x1 + 5x2  5
9—
8— x1  7
x2  5
7—
Feasib
6—
le
5— region 2x1 + 3x2  18
4—
| | | | | | | | | | | | x1
3—
Figure F.3 1 2 3 4 5 6 7 8 9 10 11 12
2—
 Linear Programming
x2
12 — Feasible
11 — 2x1 + x2  10 region
10 —
– 6x1 + 5x2  5
9—
8— x1  7
x2  5
7—
Feasib
6—
le
5— Test region 2x1 + 3x2  18
4— point
| | | | | | | | | | | | x1
3—
Figure F.3 1 2 3 4 5 6 7 8 9 10 11 12
2—
Linear Programming
x2
18 —
Graphical
16 — solution
14 — 2x1 + x2  16 (additive mix)
B 2x1 + 2x2  18 (packaging)
12 —

10 — C

8— 4x1 + 6x2  48 (extrusion)

Feasible
D
6 —region
| | |E | | | | | | x1
4A— 2 4 6 8 10 12 14 16 18
Figure F.4
Linear Programming
x2
18 —
Graphical
16 — solution
14 — 2x1 + x2  16 (additive mix)
B 2x1 + 2x2  18 (packaging)
12 —
(0,6.8)
10 — C 34x1 + 40x2 = $272
8— 4x1 + 6x2  48 (extrusion)
D
6—
| | | | | | | | | x1
4A— 2 4 E6(8,0)8 10 12 14 16 18 Figure F.5
Linear Programming
x2
18 —
Graphical
16 — solution
14 — 2x1 + x2  16 (additive mix)
B 2x1 + 2x2  18 (packaging)
12 —
(0,6.8)
10 — C

8— 4x1 + 6x2  48 (extrusion)

D
6—
| | | | | | | | | x1
4A— 2 4 E6(8,0)8 10 12 14 16 18
Linear Programming
x2
18 —
Graphical
16 — solution
14 — 2x1 + x2  16 (additive mix)
B 2x1 + 2x2  18 (packaging)
12 —
(0,6.8)
10 — C

8— 4x1 + 6x2  48 (extrusion)

D
6—
| | | | | | | | | x1
4A— 2 4 E6(8,0)8 10 12 14 16 18
Linear Programming
x2
18 —
Graphical
16 — solution
14 — 2x1 + x2  16 (additive mix)
B 2x1 + 2x2  18 (packaging)
12 —
(0,6.8)
10 — C Optimal solution (3,6)
8— 4x1 + 6x2  48 (extrusion)
D
6—
| | | | | | | | | x1
4A— 2 4 E6(8,0)8 10 12 14 16 18 Figure F.6
Linear Programming
x2
18 —
Graphical
16 — solution
14 — 2x1 + x2  16 (additive mix)
B 2x1 + 2x2  18 (packaging)
12 —
(0,6.8)
10 — C Optimal solution (3,6)
8— 4x1 + 6x2  48 (extrusion)
D
6—
| | | | | | | | | x1
4A— 2 4 E6(8,0)8 10 12 14 16 18 Example F.4
Linear Programming
Optimal corner point
4xx1 2+ 6x2 = 48
2x1—
18 + 2x2 = 18
Graphical
16 — solution
14 — 2x1 + x2  16 (additive mix)
B 2x1 + 2x2  18 (packaging)
12 —
(0,6.8)
10 — C Optimal solution (3,6)
8— 4x1 + 6x2  48 (extrusion)
D
6—
| | | | | | | | | x1
4A— 2 4 E6(8,0)8 10 12 14 16 18 Example F.4
Linear Programming
Optimal corner point
4xx1 2+ 6x2 = 48
– (4x
181— + 4x2 = 36)
Graphical
16 — solution
14 — 2x1 + x2  16 (additive mix)
B 2x1 + 2x2  18 (packaging)
12 —
(0,6.8)
10 — C Optimal solution (3,6)
8— 4x1 + 6x2  48 (extrusion)
D
6—
| | | | | | | | | x1
4A— 2 4 E6(8,0)8 10 12 14 16 18 Example F.4
Linear Programming
Optimal corner point
4xx1 2+ 6x2 = 48
– (4x
181— + 4x2 = 36)
Graphical
2x2 = 12
16 — solution
14 — 2x1 + x2  16 (additive mix)
B 2x1 + 2x2  18 (packaging)
12 —
(0,6.8)
10 — C Optimal solution (3,6)
8— 4x1 + 6x2  48 (extrusion)
D
6—
| | | | | | | | | x1
4A— 2 4 E6(8,0)8 10 12 14 16 18 Example F.4
Linear Programming
Optimal corner point
4xx1 2+ 6x2 = 48
– (4x
181— + 4x2 = 36)
Graphical
2x2 = 12
16 — x = 6
2
solution
14 — 2x1 + x2  16 (additive mix)
B 2x1 + 2x2  18 (packaging)
12 —
(0,6.8)
10 — C Optimal solution (3,6)
8— 4x1 + 6x2  48 (extrusion)
D
6—
| | | | | | | | | x1
4A— 2 4 E6(8,0)8 10 12 14 16 18 Example F.4
Linear Programming
Optimal corner point
4xx1 2+ 6(6) = 48
– (4x
181— + 4x2 = 36)
Graphical
2x2 = 12
16 — x = 6
2
solution
14 — 2x1 + x2  16 (additive mix)
B 2x1 + 2x2  18 (packaging)
12 —
(0,6.8)
10 — C Optimal solution (3,6)
8— 4x1 + 6x2  48 (extrusion)
D
6—
| | | | | | | | | x1
4A— 2 4 E6(8,0)8 10 12 14 16 18 Example F.4
Linear Programming
Optimal corner point
4xx1 2+ 6(6) = 48
18 — 4x1 = 12
x1 = 3 Graphical
16 — solution
14 — 2x1 + x2  16 (additive mix)
B 2x1 + 2x2  18 (packaging)
12 —
(0,6.8)
10 — C Optimal solution (3,6)
8— 4x1 + 6x2  48 (extrusion)
D
6—
| | | | | | | | | x1
4A— 2 4 E6(8,0)8 10 12 14 16 18 Example F.4
Linear Programming
Slack variables
x2
18 —
Slack and Surplus
16 — Variables
14 — 2x1 + x2  16 (additive mix)
B 2x1 + 2x2  18 (packaging)
12 —
(0,6.8)
10 — C Optimal solution (3,6)
8— 4x1 + 6x2  48 (extrusion)
D
6—
| | | | | | | | | x1
4A— 2 4 E6(8,0)8 10 12 14 16 18 Example F.4
Linear Programming
Slack variables
2x1 + xx2 2 = 16
18 —
Slack and Surplus
16 — Variables
14 — 2x1 + x2  16 (additive mix)
B 2x1 + 2x2  18 (packaging)
12 —
(0,6.8)
10 — C Optimal solution (3,6)
8— 4x1 + 6x2  48 (extrusion)
D
6—
| | | | | | | | | x1
4A— 2 4 E6(8,0)8 10 12 14 16 18 Example F.4
Linear Programming
Slack variables
2x1 + xx2 2 = 16
2x1 18
+ —
x2 + s1 = 16
Slack and Surplus
16 — Variables
14 — 2x1 + x2  16 (additive mix)
B 2x1 + 2x2  18 (packaging)
12 —
(0,6.8)
10 — C Optimal solution (3,6)
8— 4x1 + 6x2  48 (extrusion)
D
6—
| | | | | | | | | x1
4A— 2 4 E6(8,0)8 10 12 14 16 18 Example F.4
Linear Programming
Slack variables
2x1 + xx2 2 = 16
2(3) 18
+ — 6 + s1 = 16
Slack and Surplus
16 — Variables
14 — 2x1 + x2  16 (additive mix)
B 2x1 + 2x2  18 (packaging)
12 —
(0,6.8)
10 — C Optimal solution (3,6)
8— 4x1 + 6x2  48 (extrusion)
D
6—
| | | | | | | | | x1
4A— 2 4 E6(8,0)8 10 12 14 16 18 Example F.4
Linear Programming
Slack variables
2x1 + xx2 2 = 16
18 — s1 = 4
Slack and Surplus
16 — Variables
14 — 2x1 + x2  16 (additive mix)
B 2x1 + 2x2  18 (packaging)
12 —
(0,6.8)
10 — C Optimal solution (3,6)
8— 4x1 + 6x2  48 (extrusion)
D
6—
| | | | | | | | | x1
4A— 2 4 E6(8,0)8 10 12 14 16 18 Example F.4
 Linear Programming
Objective function coefficients

18 —
Sensitivity
16 — analysis
14 — 2x1 + x2  16 (additive mix)
B 2x1 + 2x2  18 (packaging)
12 —

10 — C
D
8— 4x1 + 6x2  48 (extrusion)

6—
| | | | | | | | | x1
4A— 2 4 6 E 8 10 12 14 16 18
 Linear Programming
Objective function coefficients

34x1 + 40x2 = Z
18 —
Sensitivity
16 — analysis
14 — 2x1 + x2  16 (additive mix)
B 2x1 + 2x2  18 (packaging)
12 —

10 — C
D
8— 4x1 + 6x2  48 (extrusion)

6—
| | | | | | | | | x1
4A— 2 4 6 E 8 10 12 14 16 18
 Linear Programming
Objective function coefficients

34x1 + 40x2 = Z
18 40x
— 2 = – 34x1 + Z
Sensitivity
16 — analysis
14 — 2x1 + x2  16 (additive mix)
B 2x1 + 2x2  18 (packaging)
12 —

10 — C
D
8— 4x1 + 6x2  48 (extrusion)

6—
| | | | | | | | | x1
4A— 2 4 6 E 8 10 12 14 16 18
 Linear Programming
Objective function coefficients

34x1 + 40x2 = Z
18 40x
— 2 = – 34x1 + Z
34x1 Z
Sensitivity
16 —x2 = – 40 + 40 analysis
14 — 2x1 + x2  16 (additive mix)
B 2x1 + 2x2  18 (packaging)
12 —

10 — C
D
8— 4x1 + 6x2  48 (extrusion)

6—
| | | | | | | | | x1
4A— 2 4 6 E 8 10 12 14 16 18
 Linear Programming
Objective function coefficients

34x1 + 40x2 = Z
18 40x
— 2 = – 34x1 + Z
c1 x 1 Z
Sensitivity
16 —x2 = – c2 + c2 analysis
14 — 2x1 + x2  16 (additive mix)
B 2x1 + 2x2  18 (packaging)
12 —

10 — C
D
8— 4x1 + 6x2  48 (extrusion)

6—
| | | | | | | | | x1
4A— 2 4 6 E 8 10 12 14 16 18
 Linear Programming
Objective function coefficients

34x1 + 40x2 = Z
18 40x
— 2 = – 34x1 + Z
c1 x 1 Z
Sensitivity
16 —x2 = – c2 + c2
If c1 increases
analysis
14 — 2x1 + x2  16 (additive mix)
B 2x1 + 2x2  18 (packaging)
12 —

10 — C
D
8— 4x1 + 6x2  48 (extrusion)

6—
| | | | | | | | | x1
4A— 2 4 6 E 8 10 12 14 16 18
 Linear Programming
Objective function coefficients

34x1 + 40x2 = Z
18 40x
— 2 = – 34x1 + Z
c1 x 1 Z
Sensitivity
16 —x2 = – c2 + c2
If c1 increases
analysis
14 — 2x1 + x2  16 (additive mix)
B 2x1 + 2x2  18 (packaging)
12 —

10 — C
D
8— 4x1 + 6x2  48 (extrusion)

6—
| | | | | | | | | x1
4A— 2 4 6 E 8 10 12 14 16 18
 Linear Programming
Objective function coefficients

34x1 + 40x2 = Z
18 40x
— 2 = – 34x1 + Z
c1 x 1 Z
Sensitivity
16 —x2 = – c2 + c2
If c1 decreases
analysis
14 — 2x1 + x2  16 (additive mix)
B 2x1 + 2x2  18 (packaging)
12 —

10 — C
D
8— 4x1 + 6x2  48 (extrusion)

6—
| | | | | | | | | x1
4A— 2 4 6 E 8 10 12 14 16 18
 Linear Programming
Objective function coefficients

34x1 + 40x2 = Z
18 40x
— 2 = – 34x1 + Z
c1 x 1 Z
Sensitivity
16 —x2 = – c2 + c2
If c1 decreases
analysis
14 — 2x1 + x2  16 (additive mix)
B 2x1 + 2x2  18 (packaging)
12 —

10 — C New Optimal Point

D
8— 4x1 + 6x2  48 (extrusion)

6—
| | | | | | | | | x1
4A— 2 4 6 E 8 10 12 14 16 18
Linear Programming
Range of optimality

18 —
Sensitivity
16 — analysis
14 — 2x1 + x2  16 (additive mix)
B 2x1 + 2x2  18 (packaging)
12 —
(Slope = – 1)
10 — C
D
8— 4x1 + 6x2  48 (extrusion)
(Slope = – 2/3)
6—
| | | | | | | | | x1
4A— 2 4
Figure F.7
6 E 8 10 12 14 16 18
Linear Programming
Range of optimality

–1  – 34 
2
18 — c
2 Sensitivity
3
16 — analysis
14 — 2x1 + x2  16 (additive mix)
B 2x1 + 2x2  18 (packaging)
12 —
(Slope = – 1)
10 — C
D
8— 4x1 + 6x2  48 (extrusion)
(Slope = – 2/3)
6—
| | | | | | | | | x1
4A— 2 4
Example F.5
6 E 8 10 12 14 16 18
Linear Programming
Range of optimality

34  – 2
–1 –
c2 3
18 —
–1  – 34 Sensitivity
c2
16 — analysis
14 — 2x1 + x2  16 (additive mix)
B 2x1 + 2x2  18 (packaging)
12 —
(Slope = – 1)
10 — C
D
8— 4x1 + 6x2  48 (extrusion)
(Slope = – 2/3)
6—
| | | | | | | | | x1
4A— 2 4
Example F.5
6 E 8 10 12 14 16 18
Linear Programming
Range of optimality

–1  – 34  – 2
c2 3
18 —
c2  34 Sensitivity
16 — analysis
14 — 2x1 + x2  16 (additive mix)
B 2x1 + 2x2  18 (packaging)
12 —
(Slope = – 1)
10 — C
D
8— 4x1 + 6x2  48 (extrusion)
(Slope = – 2/3)
6—
| | | | | | | | | x1
4A— 2 4
Example F.5
6 E 8 10 12 14 16 18
Linear Programming
Range of optimality

–1  – 34  – 2
c2 3
18 —
– 34  – 2 Sensitivity
3
16 — c2 analysis
14 — 2x1 + x2  16 (additive mix)
B 2x1 + 2x2  18 (packaging)
12 —
(Slope = – 1)
10 — C
D
8— 4x1 + 6x2  48 (extrusion)
(Slope = – 2/3)
6—
| | | | | | | | | x1
4A— 2 4
Example F.5
6 E 8 10 12 14 16 18
Linear Programming
Range of optimality

–1  – 34  – 2
c2 3
18 —
34 
2c2 Sensitivity
3
16 — analysis
14 — 2x1 + x2  16 (additive mix)
B 2x1 + 2x2  18 (packaging)
12 —
(Slope = – 1)
10 — C
D
8— 4x1 + 6x2  48 (extrusion)
(Slope = – 2/3)
6—
| | | | | | | | | x1
4A— 2 4
Example F.5
6 E 8 10 12 14 16 18
Linear Programming
Range of optimality
34 2
–1  –c – 3
2
18 —
51  c2 Sensitivity
16 — analysis
14 — 2x1 + x2  16 (additive mix)
B 2x1 + 2x2  18 (packaging)
12 —
(Slope = – 1)
10 — C
D
8— 4x1 + 6x2  48 (extrusion)
(Slope = – 2/3)
6—
| | | | | | | | | x1
4A— 2 4
Example F.5
6 E 8 10 12 14 16 18
Linear Programming
Range of optimality
34 2
–1  –c – 3
2
18 —
34  c2  51 Sensitivity
16 — analysis
14 — 2x1 + x2  16 (additive mix)
B 2x1 + 2x2  18 (packaging)
12 —
(Slope = – 1)
10 — C
D
8— 4x1 + 6x2  48 (extrusion)
(Slope = – 2/3)
6—
| | | | | | | | | x1
4A— 2 4
Example F.5
6 E 8 10 12 14 16 18
Linear Programming
x2
18 —
Sensitivity
16 — analysis
14 — 2x1 + x2  16 (additive mix)
B 2x1 + 2x2  18 (packaging)
12 —

10 — C
D
8— 4x1 + 6x2  48 (extrusion)

6—
| | | | | | | | | x1
4A— 2 4 6 E 8 10 12 14 16 18
Linear Programming
x2
18 —
Sensitivity
16 — Optimal solution before rotation analysis

14 — 2x1 + x2  16 (additive mix)

B 2x1 + 2x2  18 (packaging)
12 —
(Slope = – 1)
10 — C Optimal solution after rotation
D
8— 4x1 + 6x2  48 (extrusion)
(Slope = – 2/3)
6—
| | | | | | | | | x1
4A— 2 4
Figure F.8
6 E 8 10 12 14 16 18
 Coefficient sensitivity

Linear Programming
18 —
Sensitivity
16 — Optimal solution before rotation analysis

14 — 2x1 + x2  16 (additive mix)

B 2x1 + 2x2  18 (packaging)
12 —
(Slope = – 1)
10 — C Optimal solution after rotation
D
8— 4x1 + 6x2  48 (extrusion)
(Slope = – 2/3)
6—
| | | | | | | | | x1
4A— 2 4
Example F.6
6 E 8 10 12 14 16 18
 Coefficient sensitivity

Linear

c1
 Programming
2
40 3
18 —
Sensitivity
16 — Optimal solution before rotation analysis

14 — 2x1 + x2  16 (additive mix)

B 2x1 + 2x2  18 (packaging)
12 —
(Slope = – 1)
10 — C Optimal solution after rotation
D
8— 4x1 + 6x2  48 (extrusion)
(Slope = – 2/3)
6—
| | | | | | | | | x1
4A— 2 4
Example F.6
6 E 8 10 12 14 16 18
 Coefficient Sensitivity

Linear

c 1

2Programming
40 3
1  26.67
18c—
Sensitivity
16 — Optimal solution before rotation analysis

14 — 2x1 + x2  16 (additive mix)

B 2x1 + 2x2  18 (packaging)
12 —
(Slope = –1)
10 — C Optimal solution after rotation
D
8— 4x1 + 6x2  48 (extrusion)
(Slope = – 2/3)
6—
| | | | | | | | | x1
4A— 2 4
Example F.6
6 E 8 10 12 14 16 18
 Coefficient Sensitivity

Linear Programming
c
 1 
40
2
3
c1  26.67
1867—
$26.  $20  $6.67 Sensitivity
16 — Optimal solution before rotation analysis

14 — 2x1 + x2  16 (additive mix)

B 2x1 + 2x2  18 (packaging)
12 —
(Slope = – 1)
10 — C Optimal solution after rotation
D
8— 4x1 + 6x2  48 (extrusion)
(Slope = – 2/3)
6—
| | | | | | | | | x1
4A— 2 4
Example F.6
6 E 8 10 12 14 16 18
Linear Programming
x2
18 —
Sensitivity
16 — analysis
14 — 2x1 + x2  16 (additive mix)
B 2x1 + 2x2  18
12 —
(original packaging constraint)
10 —
C
8—
4x1 + 6x2  48 (extrusion)
6— D
| | | | | | | | | x1
4A— 2 4 6 E 8 10 12 14 16 18
Linear Programming
18 —
Sensitivity
16 — analysis
14 — 2x1 + x2  16 (additive mix)
B 2x1 + 2x2  18
12 —
(original packaging constraint)
2x1 + 2x2  19
10 —
(relaxed packaging constraint)
C Increase in feasible region
8—
C 4x1 + 6x2  48 (extrusion)
6— D
| | | | | | | | | x1
4A— 2 4 6 E 8 10 12 14 16 18
Figure F.9
Linear Programming
Optimal corner point

18 —
Sensitivity
16 — analysis
14 — 2x1 + x2  16 (additive mix)
B 2x1 + 2x2  18
12 —
(original packaging constraint)
2x1 + 2x2  19
10 —
(relaxed packaging constraint)
C Increase in feasible region
8—
C 4x1 + 6x2  48 (extrusion)
6— D
| | | | | | | | | x1
4A— 2 4 6 E 8 10 12 14 16 18
Figure F.9
Linear Programming
Optimal corner point
4x1x2+ 6x2 = 48
2x
181 —+ 2x2 = 19
Sensitivity
16 — analysis
14 — 2x1 + x2  16 (additive mix)
B 2x1 + 2x2  18
12 —
(original packaging constraint)
2x1 + 2x2  19
10 —
(relaxed packaging constraint)
C Increase in feasible region
8—
C 4x1 + 6x2  48 (extrusion)
6— D
| | | | | | | | | x1
4A— 2 4 6 E 8 10 12 14 16 18
Figure F.9
Linear Programming
Optimal corner point
4x1x2+ 6x2 = 48
2x
181 —+ 2x2 = 19
x1 = 4.5 Sensitivity
16 — x2 = 5 analysis
14 — 2x1 + x2  16 (additive mix)
B 2x1 + 2x2  18
12 —
(original packaging constraint)
2x1 + 2x2  19
10 —
(relaxed packaging constraint)
C Increase in feasible region
8—
C 4x1 + 6x2  48 (extrusion)
6— D
| | | | | | | | | x1
4A— 2 4 6 E 8 10 12 14 16 18
Figure F.9
Linear Programming
Optimal corner point
4x1x2+ 6x2 = 48
2x + 2x2 = 19
181 —
x1 = 4.5 Sensitivity
16 — x2 = 5 analysis
Z = $34(4.5) + $40(5) = $353
14 — 2x1 + x2  16 (additive mix)
B 2x1 + 2x2  18
12 —
(original packaging constraint)
2x1 + 2x2  19
10 —
(relaxed packaging constraint)
C Increase in feasible region
8—
C 4x1 + 6x2  48 (extrusion)
6— D
| | | | | | | | | x1
4A— 2 4 6 E 8 10 12 14 16 18
Figure F.9
Linear Programming
Optimal corner point
4x1x2+ 6x2 = 48
2x + 2x2 = 19
181 —
x1 = 4.5 Sensitivity
16 — x2 = 5 analysis
Z = $34(4.5) + $40(5) = $353
14 —
$353
2x + x2  16 (additive mix)
- $342 = $111
B 2x1 + 2x2  18
12 —
(original packaging constraint)
2x1 + 2x2  19
10 —
(relaxed packaging constraint)
C Increase in feasible region
8—
C 4x1 + 6x2  48 (extrusion)
6— D
| | | | | | | | | x1
4A— 2 4 6 E 8 10 12 14 16 18
Figure F.9
Linear Programming
Optimal corner point
4x1x2+ 6x2 = 48
2x + 2x2 = 19
181 — Shadow price
x1 = 4.5
for packaging
Sensitivity
16 — x2 = 5 constraint analysis
Z = $34(4.5) + $40(5) = $353
14 —
$353
2x + x2  16 (additive mix)
- $342 = $111
B 2x1 + 2x2  18
12 —
(original packaging constraint)
2x1 + 2x2  19
10 —
(relaxed packaging constraint)
C Increase in feasible region
8—
C 4x1 + 6x2  48 (extrusion)
6— D
| | | | | | | | | x1
4A— 2 4 6 E 8 10 12 14 16 18
Figure F.9
Linear Programming
x2
18 —
Sensitivity
16 — analysis
14 — 2x1 + x2  16 (additive mix)
B 2x1 + 2x2  18 (packaging)
12 —

10 —
C 4x1 + 6x2  48 (extrusion)
8—

6—
| | D| | | | | | | x1
4A— 2 4 6 E 8 10 12 14 16 18
Linear Programming
x2
18 —
Sensitivity
16 — analysis
14 — 2x1 + x2  16 (additive mix)
B 2x1 + 2x2  18 (packaging)
12 —
Packaging constraint for upper bound
10 —
Packaging constraint for lower bound
C 4x1 + 6x2  48 (extrusion)
8—

6 — C˝ D
| | | | | | | | | x1
4A— 2 4 6 E 8 10 12 14 16 18
Figure F.10
Linear Programming
Lower limit of shadow price

18 —
Sensitivity
16 — analysis
14 — 2x1 + x2  16 (additive mix)
B 2x1 + 2x2  18 (packaging)
12 —
Packaging constraint for upper bound
10 —
Packaging constraint for lower bound
C 4x1 + 6x2  48 (extrusion)
8—

6 — C D
| | | | | | | | | x1
4A— 2 4 6 E 8 10 12 14 16 18
Example F.7
Linear Programming
Lower limit of shadow price

B is the lowest feasible limit

18 —
Sensitivity
16 — analysis
14 — 2x1 + x2  16 (additive mix)
B 2x1 + 2x2  18 (packaging)
12 —
Packaging constraint for upper bound
10 —
Packaging constraint for lower bound
C 4x1 + 6x2  48 (extrusion)
8—

6 — C D
| | | | | | | | | x1
4A— 2 4 6 E 8 10 12 14 16 18
Example F.7
Linear Programming
Lower limit of shadow price

B is the lowest feasible limit

18 packaging,
For —
B, x1 = 0 and x2 = 8 Sensitivity
2(0)16 — = 16 hours
+ 2(8) analysis
14 — 2x1 + x2  16 (additive mix)
B 2x1 + 2x2  18 (packaging)
12 —
Packaging constraint for upper bound
10 —
Packaging constraint for lower bound
C 4x1 + 6x2  48 (extrusion)
8—

6 — C D
| | | | | | | | | x1
4A— 2 4 6 E 8 10 12 14 16 18
Example F.7
Linear Programming
Lower limit of shadow price

B is the lowest feasible limit

18 packaging,
For — Lower limit on Sensitivity
B, x1 = 0 and x2 = 8 $11 shadow price
2(0)16 — = 16 hours
+ 2(8) for packaging analysis
14 — 2x1 + x2  16 (additive mix)
B 2x1 + 2x2  18 (packaging)
12 —
Packaging constraint for upper bound
10 —
Packaging constraint for lower bound
C 4x1 + 6x2  48 (extrusion)
8—

6 — C D
| | | | | | | | | x1
4A— 2 4 6 E 8 10 12 14 16 18
Example F.7
Linear Programming

Figure F.11
Linear Programming

Figure F.12
Linear Programming

Figure F.12
Linear Programming

Example F.8
Linear Programming
Should Stratton increase the capacity of
extrusion or packaging or buy more
additive?
Cost of
Area increase
Extrusion $8
Packaging $6

Example F.8
Linear Programming
Should Stratton increase the capacity of
extrusion or packaging or buy more
additive?
Cost of
Area increase
Extrusion $8
Packaging $6

Example F.8
Linear Programming
Should Stratton increase the capacity of
extrusion or packaging or buy more
No, too expensive.
additive?
$8 > $3 Cost of
Area increase
Extrusion $8
Packaging $6

Example F.8
Linear Programming
Should Stratton increase the capacity of
extrusion or packaging or buy more
additive?
Cost of
Area increase
Extrusion $8
Packaging $6

Example F.8
Linear Programming
Should Stratton increase the capacity of
extrusion or packaging or buy more
Yes, increasedadditive?
revenue.
$6 < $11 Cost of
Area increase
Extrusion $8
Packaging $6

Example F.8
Linear Programming
Should Stratton increase the capacity of
extrusion or packaging or buy more
additive?

More additive will not

help, already more
than required.

Example F.8
Linear Programming
Applications

Aggregate planning
Production, Staffing, Blends
Distribution
Shipping
Inventory
Stock control, Supplier selection
Location
Plants or warehouses
Process management
Stock cutting
Scheduling
Shifts, Vehicles, Routing
Solved Problem 1
x2

15 — 15 x1 + 10 x2 ≤ 150 (labor)

E
2,500 x1 +2,000 x2 = $20,000
(isoprofit line)

10 —
x1 ≤ 9 (market)
D

5—

x1 + x2 ≤ 12 (gate)
C
| B | | x1
0 —A 5 10 15
Figure F.13
Solved Problem 1
x2

15 — 15 x1 + 10 x2 ≤ 150 (labor)

E´

10 —
x1 ≤ 9 (market)

D´
5—

x1 + x2 ≤ 12 (gate)
C
| B | | x1
0 —A 5 10 15
Figure F.14
Solved Problem 1
x2

15 — 15 x1 + 10 x2 ≤ 165 (labor)

E
2,500 x1 +2,000 x2 = $20,000
(isoprofit line)

10 —
x1 ≤ 9 (market)

5—
F
x1 + x2 ≤ 12 (gate)

| B | | x1
0 —A 5 10 15
Figure F.15
Solved Problem 2
x2

A
Feasible region has no upper bound.
750 —
x1 + x2 ≥ 750 (minimum number)

$0.30 x1 + $0.20 x2 = $150.00

(isocost line)
500 —
0.02 x1 + 0.04 x2 ≥ 20
(minimum order)

250 — B

C
| | | x1
0— 5 10 15
Figure F.16
• Our objective is to maximized the profit.
• By production of optimal quantity of X1
and X2
• Zmax. = 34X1 +40 X2 ( Objective function
equation)
• Subjected to resources constraint,
4x1+ 6x2 ≤ 48 extrusion
2x1+ 2x2 ≤ 18 packing
2x1+ x2 ≤ 16 additive
x1, x2 ≥ 0
 What next?
1.Convert each inequality constraint in an
LP formulation into an equation.
• Less-than-or-equal-to constraints (≤)
can be converted to equations by
adding slack variables, which represent
the amount of an unused resource.
 Convert into equality form
• Zmax = 34X1 + 40X2 + 0S1 + 0 S2+0S3
and
4x1+6x2+ s1 = 48
2x1+2x2 + s2 =18
2x1+ X2 + s3 = 16
 Convert into equality form
Objective function equation,
Zmax = 34X1 + 40X2 + 0S1 + 0 S2+0S3
and,
Constraints Equations;
4x1+6x2+ 1s1 +0s2+0s3 = 48
2x1+2x2 + 0s1 +1s2+0s3 =18
2x1+1x2 + 0s1 +0s2+1s3 = 16
 T1 Simplex method- table
Column Column Column Column Column Column Column
1 2 3 4 5 6

CJ

Row Operations BV X1 X2 S1 S2 S3 RHS MR

R11 S1

R12 S2

R13 S2

Zj
Cj - Zj

RHS= Right hand side (Quantity)

MR= Minimum Ratio
R11 means first row from first table, BV= Basic Variables
 T1 Simplex method- table
Column 1 Column 2 Column 3 Column 4 Column 5
Column

CJ
Put the value from Objective function

Row Operations BV X1 X2 S1 S2 S3 RHS MR

Valu
R11 S1 Fill with corresponding es

values x1,x2,x3 and s1,s2,

R12 S2
and s3 from constraints
R13 S2 equations.

Pls construct the table as shown

RHS= Right hand side (Quantity)
MR= Minimum Ratio
T1
the vales of CJ from objective function
Column 1 Col umn2 Column3 Column 4 Column 5
Column

CJ 34 40 0 0 0

Row Operations BV X1 X2 S1 S2 S3 RHS MR

R11 0 S1

R12 0 S2

R13 0 S2
 Adding values from constraints equation
T1 into table (T1)
Column 1 Col umn2 Column3 Column 4 Column 5
Column
CJ 34 40 0 0 0

Row Operations BV X1 X2 S1 S2 S3 RHS MR

R11 0 S1 4 6 1 0 0 48

R12 0 S2 2 2 0 1 0 18

R13 0 S2 2 1 0 0 1 16

Upto here , we just put the values given in the question

Next, step is to Calculate the Zj

T1 Calculating the Value of Zj
Column 1 Col umn2 Column3 Column 4 Column 5
Column

CJ

Row Operations BV X1 X2 S1 S2 S3 RHS MR

R11 0 S1 4 6 1 0 0 48

R12 0 S2 2 2 0 1 0 18

R13 0 S2 2 1 0 1 0 16

Zj Z1=? Z2 Z3 Z4 Z5
Calculate the ZJ = Cj from R11 X
corresponding X1 from Column1 + Cj from
R12 X corresponding X1 from Col 1 + Cj
from R13 X corresponding X1 from Col 1
For Column1, Zj= 0 x 4 + 0 x 2 + 0 x 1 = 0
Similarly Calculate all the vales of Zj
 For column 2, value of Z2 = 0 x 6 + 0 x 2 + 0 x 1 = 0
 For column 3, value of Z3 = 0 x 1 + 0 x 0 + 0 x 0 = 0
 For column 4, value of Zj = 0 x 0 + 0 x 1 + 0 x 0 = 0
 For column 5, value of Zj = 0 x 0 + 0 x 0 + 0 x 1 = 0
 For column 6, Value of Z6 = 0x 48 +0 x 18 + 0 x 16= 0
 For the first table (T1), the values of Cj is 0 show that all the values
becomes 0.
T1 Calculating the Value of Zj
Column 1 Col umn2 Column3 Column 4 Column 5 Column 6
Column

CJ 34 40 0 0 0

Row Operations BV X1 X2 S1 S2 S3 RHS MR

R11 0 S1 4 6 1 0 0 48

R12 0 S2 2 2 0 1 0 18

R13 0 S2 2 1 0 1 0 16

Zj Z =0x
T1 Calculating the Value of Zj
Column 1 Col umn2 Column3 Column 4 Column 5 Column6
Column

CJ 34 40 0 0 0

Row Operations BV X1 X2 S1 S2 S3 RHS MR

R11 0 S1 4 6 1 0 0 48

R12 0 S2 2 2 0 1 0 18

R13 0 S2 2 1 0 1 0 16

Zj Z =0X4+
T1 Calculating the Value of Zj
Column 1 Col umn2 Column3 Column 4 Column 5
Column

CJ 34 40 0 0 0

Row Operations BV X1 X2 S1 S2 S3 RHS MR

R11 0 S1 4 6 1 0 0 48

R12 0 S2 2 2 0 1 0 18

R13 0 S2 2 1 0 1 0 16

Zj Z =0X4+0X ? +
T1 Calculating the Value of Zj
Column 1 Col umn2 Column3 Column 4 Column 5
Column

CJ 34 40 0 0 0

Row Operations BV X1 X2 S1 S2 S3 RHS MR

R11 0 S1 4 6 1 0 0 48

R12 0 S2 2 2 0 1 0 18

R13 0 S2 2 1 0 1 0 16

Zj Z

= 0 X 4 + 0 X 2+ ? X ?
T1 Calculating the Value of Zj
Column 1 Col umn2 Column3 Column 4 Column 5
Column

CJ

Row Operations BV X1 X2 S1 S2 S3 RHS MR

R11 0 S1 4 6 1 0 0 48

R12 0 S2 2 2 0 1 0 18

R13 0 S2 2 1 0 1 0 16

Zj Z

= 0 X 4 + 0 X 2+ 0 X ?
T1 Calculating the Value of Zj
Column 1 Col umn2 Column3 Column 4 Column 5
Column

CJ

Row Operations BV X1 X2 S1 S2 S3 RHS MR

R11 0 S1 4 6 1 0 0 48

R12 0 S2 2 2 0 1 0 18

R13 0 S2 2 1 0 1 0 16

Zj Z

= 0 X 4 + 0 X 2+ 0 X 2
T1 Calculating the Value of Zj
Column 1 Col umn2 Column3 Column 4 Column 5
Column

CJ 34 40 0 0 0

Row Operations BV X1 X2 S1 S2 S3 RHS MR

R11 0 S1 4 6 1 0 0 48

R12 0 S2 2 2 0 1 0 18

R13 0 S2 2 1 0 1 0 16

Zj Z = 0 X 4 + 0X 2+ 0 X 1 =0
 T1 Calculated the Value of Zj
Column 1 Col umn2 Column3 Column 4 Column 5
Column

CJ 34 40 0 0 0

Row Operations BV X1 X2 S1 S2 S3 RHS MR

R11 0 S1 4 6 1 0 0 48

R12 0 S2 2 2 0 1 0 18

R13 0 S2 2 1 0 1 0 16

Zj 0 0 0 0 0 0

What to do Next?

Calculate the Cj- Zj

T1 Calculated the Value of Zj
Column 1 Col umn2 Column3 Column 4 Column 5
Column

CJ 34 40 0 0 0

Row Operations BV X1 X2 S1 S2 S3 RHS MR

R11 0 S1 4 6 1 0 0 48

R12 0 S2 2 2 0 1 0 18

R13 0 S2 2 1 0 1 0 16

Zj 0 0 0 0 0 0
Cj-Zj = 34 - 0 = 34
T1 the Value of Cj-Zj
Column 1 Col umn2 Column3 Column 4 Column 5
Column
CJ 34 40 0 0 0

Row Operations BV X1 X2 S1 S2 S3 RHS MR

R11 0 S1 4 6 1 0 0 48

R12 0 S2 2 2 0 1 0 18
R13 0 S2 2 1 0 1 0 16
Zj 0 0 0 0 0 0
34 40 0 0 0
Cj-Zj
T1 Choose the column with Highest Positive Value
Column 1 Col umn2 Column3 Column 4 Column 5 Column6
Column
CJ 34 40 0 0 0

Row Operations BV X1 X2 S1 S2 S3 RHS MR

R11 0 S1 4 6 1 0 0 48

R12 0 S2 2 2 0 1 0 18
R13 0 S2 2 1 0 1 0 16
Zj 0 0 0 0 0 0
34 40 0 0 0
Cj-Zj
T1 Choose the column with Highest Positive Value
Column 1 Col umn2 Column3 Column 4 Column 5 Column 6
Column
CJ 34 40 0 0 0

Row Operations BV X1 X2 S1 S2 S3 RHS MR

R11 0 S1 4 6 1 0 0 48

R12 0 S2 2 2 0 1 0 18
R13 0 S2 2 1 0 1 0 16
Zj 0 0 0 0 0 0
34 40 0 0 0
Cj-Zj

Column 2 is called Pivot column

T1 Calculate the Minimum Ratio = column6/column 2
Column 1 Col umn2 Column3 Column 4 Column 5 Column 6
Column
CJ 34 40 0 0 0

Row Operations BV X1 X2 S1 S2 S3 RHS MR

R11 0 S1 4 6 1 0 0 48

R12 0 S2 2 2 0 1 0 18
R13 0 S2 2 1 0 1 0 16
Zj 0 0 0 0 0 0
34 40 0 0 0
Cj-Zj
T1 Calculate the Minimum Ratio = column6/column 2
Column 1 Col umn2 Column3 Column 4 Column 5 Column 6
Column
CJ 34 40 0 0 0

Row Operations BV X1 X2 S1 S2 S3 RHS MR

R11 0 S1 4 6 1 0 0 48 =48/6

R12 0 S2 2 2 0 1 0 18
R13 0 S2 2 1 0 1 0 16
Zj 0 0 0 0 0 0
34 40 0 0 0
Cj-Zj
T1 Choose the Minimum Ratio
Column 1 Col umn2 Column3 Column 4 Column 5 Column 6
Column
CJ 34 40 0 0 0

Row Operations BV X1 X2 S1 S2 S3 RHS MR

R11 0 S1 4 6 1 0 0 48 8

R12 0 S2 2 2 0 1 0 18 9
R13 0 S2 2 1 0 1 0 16 16
Zj 0 0 0 0 0 0
34 40 0 0 0
Cj-Zj

Row R 11 is called Pivot Row

T1 Calculate the Minimum Ratio = column6/column 2
Column 1 Col umn2 Column3 Column 4 Column 5 Column 6
Column
CJ 34 40 0 0 0

Row Operations BV X1 X2 S1 S2 S3 RHS MR

R11 0 S1 4 1 0 0 48 8
6
R12 0 S2 2 2 0 1 0 18 9
R13 0 S2 2 1 0 1 0 16 16
Zj 0 0 0 0 0 0
34 40 0 0 0
Cj-Zj

Intersection of pivot column and pivot row is called pivot

number, here it is 6
 What to do next ?
• Make pivot number 1
• How to do it?
– Divide all numbers of R11 by 6 or multiply
by 1/6
• make other numbers in pivot column 0.
• How to do it?
– Subtract Table 2 reference row R 21 value
(multiply with appropriate coefficient) from
Table 1 corresponding row value
R21= 1/6 R11
= 1/6 x 4 =
=1/6 x 6 = 1
=1/6 x 1
= 1/6 x 0
=1/6 x 0
=1/6 X 48
R21= 1/6 R11
= 1/6 x 4 = 2/3
=1/6 x 6 = 1
=1/6 x 1 =1/6
= 1/6 x 0 =0
=1/6 x 0 =0
=1/6 X 48 = 8
Column Column 1 Column2 Column3 Column 4 Column 5 Column 6

T1 CJ 34 40 0 0 0

Row Operations BV X1 X2 S1 S2 S3 RHS MR

R11 0 S1 4 6 1 0 0 48 8

R12 0 S2 2 2 0 1 0 18 9
R13 0 S2 2 1 0 1 0 16 16
Zj 0 0 0 0 0 0

34 40 0 0 0
Cj-Zj

T2 (Table 2)
R21 =R11/6 2/3
R22
R23 Zj
Cj-Zj
Column Column Col Column3 Column Column Column
1 umn2 4 5 6

T1 CJ 34 40 0 0 0

Row Operations BV X1 X2 S1 S2 S3 RHS MR

R11 0 S1 4 6 1 0 0 48 8

R12 0 S2 2 2 0 1 0 18 9
R13 0 S2 2 1 0 1 0 16 16
Zj 0 0 0 0 0 0
34 40 0 0 0
Cj-Zj

T2
R21 =R11/6 ? 2/3 1 1/6 0 0 8
?

R22
R23 Zj
Cj-Zj
Column Column 1 Col .2 Column3 Column 4 Column 5 Column
6

T1 CJ 34 40 0 0 0

Row Operations BV X1 X2 S1 S2 S3 RHS MR

R11 0 S1 4 6 1 0 0 48 8

R12 0 S2 2 2 0 1 0 18 9
R13 0 S2 2 1 0 1 0 16 16
Zj 0 0 0 0 0 0

34 40 0 0 0
Cj-Zj

T2
R21 =R11/6 40 X2 2/3 1 1/6 0 0 8
R22
R23
Zj
Cj-Zj

Make other numbers (i.e. 2 and 1) in col. 2 to 0. Now, let say, R21 is reference row
How to make other numbers in
R 22 and R23 to 0 of column 2
• Always subtract the new table T2
[Reference row (R21) value multiplied
with appropriate coefficient] from the
corresponding old table, T1,value.
• R22 = R12 – App. Coefficient X R21
• R23 =R13- App. Coefficient X R21
Column Column Col mn2 Column3 Column Column Column
1 4 5 6

T1 CJ 34 40 0 0 0

Row Operations BV X1 X2 S1 S2 S3 RHS MR

R11 0 S1 4 6 1 0 0 48 8

R12 0 S2 2 2 0 1 0 18 9
R13 0 S2 2 1 0 1 0 16 16
Zj 0 0 0 0 0 0

34 40 0 0 0
Cj-Zj

T2
R21 =R11/6 40 2/3 1 1/6 0 0 8
X2

R22
R23 Zj
Cj-Zj
R22 = R12- Appr. Coff. X R21
2 - x 2/3 =
2 - x 1 =
0 - x 1/6 =
1 - x 0 =
0 - x0 =
18 - x 8 =
As we know, the column 2 value has to
make 0 (red) then appro.coefficent =?
R22 = R12- Appr. Coff. X R21
2 - x 2/3 =
2 - 2 x 1 =0
0 - x 1/6 =
1 - x 0 =
0 - x0 =
18 - x 8 =
As we know, the colume 2 value has to
make 0 (red) then appro.coefficent =2
R22 = R12 - 2 x R21
2 - 2 x 2/3 = 2/3
2- 2x 1 =0
0- 2 x 1/6 = -1/3
1- 2x 0 =1
0- 2x0 =0
18- 2 x 8 = 2
Column Column Col Column3 Column Column Column
1 umn2 4 5 6

T1 CJ 34 40 0 0 0

Row Operations BV X1 X2 S1 S2 S3 RHS MR

R11 0 S1 4 6 1 0 0 48 8

R12 0 S2 2 2 0 1 0 18 9
R13 0 S2 2 1 0 1 0 16 16
Zj 0 0 0 0 0 0

34 40 0 0 0
Cj-Zj

T2
R21 =R11/6 40 2/3 1 1/6 0 0 8
X2

R22 =R11-2 xR21 0 2/3 0 -1/3 1 0 2

S2

R23
Zj
Cj-Zj
Making 0 of T2 others row from table 1 row with respective to R21 of table 2
R23= R13- ? R21
=2 - 2/3 =
=1 - 1 =0
=0 - 1/6 =
=0 - 0 =
=1 - 0 =
=16 - 8 =
R23=R13- R21
=2 - 2/3 = 4/3
=1 - 1 =0
=0 - 1/6 = -1/6
=0 - 0 =0
=1 - 0 =1
=16 - 8 = 8
Column Column Column2 Column3 Column Column Column
1 4 5 6

T1 CJ 34 40 0 0 0

Row Operations BV X1 X2 S1 S2 S3 RHS MR

R11 0 S1 4 6 1 0 0 48 8

R12 0 S2 2 2 0 1 0 18 9
R13 0 S2 2 1 0 1 0 16 16
Zj 0 0 0 0 0 0

34 40 0 0 0
Cj-Zj

T2
R21 =R11/6 40 2/3 1 1/6 0 0 8
X2

R22 =R11-2 xR21 0 2/3 0 -1/3 1 0 2

S2

R23 =R13-R21 0 S3 4/3 0 -1/6 0 1 8

Zj
Cj-Zj
Making 0 of T2 others row from table 1 row with respective to R21 of table 2
Column Column Col Column3 Column Column Column
1 umn2 4 5 6

T1 CJ 34 40 0 0 0

Row Operations BV X1 X2 S1 S2 S3 RHS MR

R11 0 S1 4 6 1 0 0 48 8

R12 0 S2 2 2 0 1 0 18 9
R13 0 S2 2 1 0 1 0 16 16
Zj 0 0 0 0 0 0

34 40 0 0 0
Cj-Zj

T2
R21 =R11/6 40 2/3 1 1/6 0 0 8
X2

R22 =R11-2 xR21 0 2/3 0 -1/3 1 0 2

S2

R23 =R13-R21 0 S3 4/3 0 -1/6 0 1 8

Zj Z1=? Z2 Z3 Z4 Z5 Z6
Cj-Zj
As before calcute Zj
Column Column Col Column3 Column Column Column
1 umn2 4 5 6

T1 CJ 34 40 0 0 0

Row Operations BV X1 X2 S1 S2 S3 RHS MR

R11 0 S1 4 6 1 0 0 48 8

R12 0 S2 2 2 0 1 0 18 9
R13 0 S2 2 1 0 1 0 16 16
Zj 0 0 0 0 0 0

34 40 0 0 0
Cj-Zj

T2
R21 =R11/6 40 2/3 1 1/6 0 0 8
X2

R22 =R11-2 xR21 0 2/3 0 -1/3 1 0 2

S2

R23 =R13-R21 0 S3 4/3 0 -1/6 0 1 8

Zj Z1=? Z2 Z3 Z4 Z5 Z6
Cj-Zj
As before calcute Zj = Cj * Xj
 Zj = ∑Cj*Xj

Z1= 40 x 2/3 + 0 x 2/3 + 0 x 4/3 = 80/3

Z2 = 40 X 1 + 0x0 =0x0 = 40
Z3 = 40 x 1/6 + 0x -1/3 + 0x -1/6 = 40/6
Z4= 40 x0 + 0x 1+ 0x0 = 0
Z5 = 40 x0 + 0x 0+ 0x1 =0
Z6 = 40 x 8 + 0 x 2 + 0 x 8 = 320
Column Column Col Column3 Column Column Column
1 umn2 4 5 6

T1 CJ 34 40 0 0 0

Row Operations BV X1 X2 S1 S2 S3 RHS MR

R11 0 S1 4 6 1 0 0 48 8

R12 0 S2 2 2 0 1 0 18 9
R13 0 S2 2 1 0 1 0 16 16
Zj 0 0 0 0 0 0

34 40 0 0 0
Cj-Zj

T2
R21 =R11/6 40 2/3 1 1/6 0 0 8
X2

R22 =R11-2 xR21 0 2/3 0 -1/3 1 0 2

S2

R23 =R13-R21 0 S3 4/3 0 -1/6 0 1 8

Zj 80/3 40 40/6 0 0 320
Cj-Zj 34-80/3 40- 40 0-40/6 0-0 0- 0

Calcute Cj- Zj
Column Column Col Column3 Column Column Column
1 umn2 4 5 6

T1 CJ 34 40 0 0 0

Row Operations BV X1 X2 S1 S2 S3 RHS MR

R11 0 S1 4 6 1 0 0 48 8

R12 0 S2 2 2 0 1 0 18 9
R13 0 S2 2 1 0 1 0 16 16
Zj 0 0 0 0 0 0

34 40 0 0 0
Cj-Zj

T2
R21 =R11/6 40 2/3 1 1/6 0 0 8
X2

R22 =R11-2 xR21 0 2/3 0 -1/3 1 0 2

S2

R23 =R13-R21 0 S3 4/3 0 -1/6 0 1 8

Zj 80/3 40 40/6 0 0 320
Cj-Zj 22/3 0 -40/6 0 0
Identify the highest positive number in Cj-Zj row
Column Column Col Column3 Column Column Column
1 umn2 4 5 6

T1 CJ 34 40 0 0 0

Row Operations BV X1 X2 S1 S2 S3 RHS MR

R11 0 S1 4 6 1 0 0 48 8

R12 0 S2 2 2 0 1 0 18 9
R13 0 S2 2 1 0 1 0 16 16
Zj 0 0 0 0 0 0

34 40 0 0 0
Cj-Zj

T2
R21 =R11/6 40 2/3 1 1/6 0 0 8
X2

R22 =R11-2 xR21 0 2/3 0 -1/3 1 0 2

S2

R23 =R13-R21 0 S3 4/3 0 -1/6 0 1 8

Zj 80/3 40 40/6 0 0 320
Cj-Zj 22/3 0 -40/6 0 0
Identify the highest positive number in Cj-Zj = 22/3 so column 1 is pivot column.
Column Column 1 Col umn2 Column3 Column 4 Column 5 Colum
n6

T1 CJ 34 40 0 0 0

Row Operations BV X1 X2 S1 S2 S3 RHS MR

R11 0 S1 4 6 1 0 0 48 8

R12 0 S2 2 2 0 1 0 18 9
R13 0 S2 2 1 0 1 0 16 16
Zj 0 0 0 0 0 0

34 40 0 0 0
Cj-Zj

T2
R21 =R11/6 40 2/3 1 1/6 0 0 8 =8*3/2
X2

R22 =R11-2 xR21 0 2/3 0 -1/3 1 0 2 =2*3/2

S2

R23 =R13-R21 0 S3 4/3 0 -1/6 0 1 8 =8*3/4

Zj 80/3 40 40/6 0 0 320
Cj-Zj 22/3 0 -40/6 0 0
Calculate the Minimum Ratio = RHS /Column1
Column Column Col Column3 Column Column Column
1 umn2 4 5 6

T1 CJ 34 40 0 0 0

Row Operations BV X1 X2 S1 S2 S3 RHS MR

R11 0 S1 4 6 1 0 0 48 8

R12 0 S2 2 2 0 1 0 18 9
R13 0 S2 2 1 0 1 0 16 16
Zj 0 0 0 0 0 0

34 40 0 0 0
Cj-Zj

T2
R21 =R11/6 40 2/3 1 1/6 0 0 8 12
X2
2/3
R22 =R11-2 xR21 0 3 0 -1/3 1 0 2 3
S2

R23 =R13-R21 0 S3 4/3 0 -1/6 0 1 8 6

Zj 80/3 40 40/6 0 0 320
Cj-Zj 22/3 0 -40/6 0 0
Calculate the Minimum Ratio = RHS /Column1
T1 CJ 34 40 0 0 0

Row Operations BV X1 X2 S1 S2 S3 RHS MR

R11 0 S1 4 6 1 0 0 48 8

R12 0 S2 2 2 0 1 0 18 9
R13 0 S2 2 1 0 1 0 16 16
Zj 0 0 0 0 0 0

34 40 0 0 0
Cj-Zj

T2
R21 =R11/6 40 X2 2/3 1 1/6 0 0 8 12
R22 =R11-2 xR21 0 2/3 0 -1/3 1 0 2 3
S2

R23 =R13-R21 0 S3 4/3 0 -1/6 0 1 8 6

Zj 80/3 40 40/6 0 0 320
Cj-Zj 22/3 0 -40/6 0 0
T3
R31
R32 = R22/2/3
R33
R32= R22/2/3
=3/2 x R22
═ 3/2 x 2/3= 1
═ 3/2 x 0 = 0
═ 3/2 x(-1/3)= -1/2
═ 3/2 x 1 = 3/2
═ 3/2 x 0=0
═ 3/2 x 2= 3
T1 CJ 34 40 0 0 0

Row Operations BV X1 X2 S1 S2 S3 RHS MR

R11 0 S1 4 6 1 0 0 48 8

R12 0 S2 2 2 0 1 0 18 9
R13 0 S2 2 1 0 1 0 16 16
Zj 0 0 0 0 0 0

34 40 0 0 0
Cj-Zj

T2
R21 =R11/6 40 X2 2/3 1 1/6 0 0 8 12
R22 =R11-2 xR21 0 2/3 0 -1/3 1 0 2 3
S2

R23 =R13-R21 0 S3 4/3 0 -1/6 0 1 8 6

Zj 80/3 40 40/6 0 0 320
Cj-Zj 22/3 0 -40/6 0 0
T3
R31 40 X2
R32 = R22/2/3 34 X1 1 0 -1/2 3/2 0 3
R33 = R23-4/3 R32 0 S3
R31=R21- ? R32
═ 2/3- ? X 1=0
═1 - x 0 =
═ 1/6- x (-1/2)=
═ 0- x 3/2 =
═ 0- x 0 =0
? = 2/3
═ 8- x 3 =6
R31=R21- 2/3 R32
═ 2/3- 2/3 X 1=0
═ 1 - 2/3 x 0=1
═ 1/6- 2/3 x (-1/2)=1/2
═ 0- 2/3 x 3/2= -1
═ 0- 2/3 x 0=0
═ 8- 2/3 x3 =6
T1 CJ 34 40 0 0 0

Row Operations BV X1 X2 S1 S2 S3 RHS MR

R11 0 S1 4 6 1 0 0 48 8

R12 0 S2 2 2 0 1 0 18 9
R13 0 S2 2 1 0 1 0 16 16
Zj 0 0 0 0 0 0

34 40 0 0 0
Cj-Zj

T2
R21 =R11/6 40 X2 2/3 1 1/6 0 0 8 12
R22 =R11-2 xR21 0 2/3 0 -1/3 1 0 2 3
S2

R23 =R13-R21 0 S3 4/3 0 -1/6 0 1 8 6

Zj 80/3 40 40/6 0 0 320
Cj-Zj 22/3 0 -40/6 0 0
T3
R31 =R21- 2/3 R32 40 X2 0 1 1/2 -1 0 6
R32 = R22/2/3 34 X1 1 0 -1/2 3/2 0 3
R33 = R23-4/3 R32 0 S3
R33= R23 - ? X R32
4/3 - x 1 = 0
0 - x0=
-1/6- x(-1/2)=
0 - x 3/2 =
1- x0=
8- x3=
R33= R23 - ? X R32

4/3 – 4/3 x 1 = 0
0 - 4/3 x 0 = 0
-1/6- 4/3 x(-1/2)= 1/2
0 - 4/3 x 3/2 = -2
1 - 4/3 x 0 = 1
8- 4/3 x 3 = 4
R33= R23 - ? X R32

4/3 – 4/3 x 1 = 0
0 - 4/3 x 0 = 0
-1/6- 4/3 x(-1/2)= 1/2
0 - 4/3 x 3/2 = -2
1 - 4/3 x 0 = 1
8- 4/3 x 3 = 4
T1 CJ 34 40 0 0 0

Row Operations BV X1 X2 S1 S2 S3 RHS MR

R11 0 S1 4 6 1 0 0 48 8

R12 0 S2 2 2 0 1 0 18 9
R13 0 S2 2 1 0 1 0 16 16
Zj 0 0 0 0 0 0

34 40 0 0 0
Cj-Zj

T2
R21 =R11/6 40 X2 2/3 1 1/6 0 0 8 12
R22 =R11-2 xR21 0 2/3 0 -1/3 1 0 2 3
S2

R23 =R13-R21 0 S3 4/3 0 -1/6 0 1 8 6

Zj 80/3 40 40/6 0 0 320
Cj-Zj 22/3 0 -40/6 0 0
T3
R31 =R21- 2/3 R32 40 X2 0 1 1/2 -1 0 6
R32 = R22/2/3 34 X1 1 0 -1/2 3/2 0 3
R33 = R23-4/3 R32 0 S3 0 0 1/2 -2 1 4
Zj ?
Cj-Zj
T1 CJ 34 40 0 0 0

Row Operations BV X1 X2 S1 S2 S3 RHS MR

R11 0 S1 4 6 1 0 0 48 8

R12 0 S2 2 2 0 1 0 18 9
R13 0 S2 2 1 0 1 0 16 16
Zj 0 0 0 0 0 0

34 40 0 0 0
Cj-Zj

T2
R21 =R11/6 40 X2 2/3 1 1/6 0 0 8 12
R22 =R11-2 xR21 0 2/3 0 -1/3 1 0 2 3
S2

R23 =R13-R21 0 S3 4/3 0 -1/6 0 1 8 6

Zj 80/3 40 40/6 0 0 320
Cj-Zj 22/3 0 -40/6 0 0
T3
R31 =R21- 2/3 R32 40 X2 0 1 1/2 -1 0 6
R32 = R22/2/3 34 X1 1 0 -1/2 3/2 0 3
R33 = R23-4/3 R32 0 S3 0 0 1/2 -2 1 4
Zj 34 40 3 11 0 342
Cj-Zj 0 0 -3 -11 0 (0 or negative in this row
means optimum value)
• X1 = 3,X2 = 6, S3= 4 (unused amount),ZMax= 342
• Shadow Price for resources(extrusion,packaging
and additive mix): it is the measures the marginal
value of this resources.
• i.e the rate at which Z could be increased by
(slightly) increasing the amount of this resources
being made available.
• Shadow price for resources(extrusion,
packaging and additive mix 3,11,0)
• Increasing extrusion hours 1 (from 48 to 49)
may gives
• By contrast, the constraints on resources 2 and 3, 2x2 12 and 3x1 2x2
18, are binding constraints (constraints that hold with equality at the
optimal solution).
• Because the limited supply of these resources (b2 12, b3 18) binds Z
from being increased further, they have positive shadow prices.
• Economists refer to such resources as scarce goods, whereas
resources available in surplus (such as resource 1) are free goods
(resources with a zero shadow price).
• For any bi, its allowable range is the range of values for this right-hand
side over which the current optimal BF solution (with adjusted values21
for the basic variables) remains feasible, assuming no change in the
other right-hand sides.
• A key property of this range of values is that the current shadow price
for bi remains valid for evaluating the effect on Z of changing bi only as
long as bi remains within this allowable range