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To accompany
Quantitative Analysis for Management, Eleventh Edition,
by Render, Stair, and Hanna
Power Point slides created by Brian Peterson
Learning Objectives
After completing this chapter, students will be able to:
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Chapter Outline
7.1 Introduction
7.2 Requirements of a Linear Programming
Problem
7.3 Formulating LP Problems
7.4 Graphical Solution to an LP Problem
7.5 Solving Flair Furnitures LP Problem using
QM for Windows and Excel
7.6 Solving Minimization Problems
7.7 Four Special Cases in LP
7.8 Sensitivity Analysis
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Introduction
Many management decisions involve
mathematical programming.
In this sense, programming refers to modeling
and solving a problem mathematically.
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Requirements of a Linear
Programming Problem
All LP problems have 4 properties in common:
1. All problems seek to maximize or minimize some
quantity (the objective function).
2. Restrictions or constraints that limit the degree to
which we can pursue our objective are present.
3. There must be alternative courses of action from which
to choose.
4. The objective and constraints in problems must be
expressed in terms of linear equations or inequalities.
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Basic Assumptions of LP
We assume conditions of certainty exist and
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Formulating LP Problems
Formulating a linear program involves developing
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Formulating LP Problems
One of the most common LP applications is the
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HOURS REQUIRED TO
PRODUCE 1 UNIT
DEPARTMENT
(T)
TABLES
(C)
CHAIRS
AVAILABLE HOURS
THIS WEEK
Carpentry
240
100
$70
$50
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Maximize profit
The constraints are:
1. The hours of carpentry time used cannot
exceed 240 hours per week.
2. The hours of painting and varnishing time
used cannot exceed 100 hours per week.
The decision variables representing the actual
decisions we will make are:
T = number of tables to be produced per week.
C = number of chairs to be produced per week.
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and C:
Maximize profit = $70T + $50C
Develop mathematical relationships for the two
constraints:
For carpentry, total time used is:
(4 hours per table)(Number of tables produced)
+ (3 hours per chair)(Number of chairs produced).
We know that:
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subject to
4T + 3C 240 (carpentry constraint)
2T + 1C 100 (painting and varnishing constraint)
T, C 0
(nonnegativity constraint)
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problems is graphically.
The graphical method only works when
there are just two decision variables.
When there are more than two variables, a
more complex approach is needed as it is
not possible to plot the solution on a twodimensional graph.
The graphical method provides valuable
insight into how other approaches work.
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Graphical Representation of a
Constraint
Quadrant Containing All Positive Values
C
100
Number of Chairs
80
60
40
20
Figure 7.1
20
40
60
80
100
Number of Tables
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Graphical Representation of a
Constraint
The first step in solving the problem is to
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Graphical Representation of a
Constraint
When Flair produces no tables, the
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Graphical Representation of a
Constraint
Graph of carpentry constraint equation
C
100
Number of Chairs
80
(T = 0, C = 80)
60
40
(T = 60, C = 0)
20
Figure 7.2
20
40
60
80
Number of Tables
100
T
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Graphical Representation of a
Constraint
Region that Satisfies the Carpentry Constraint
C
100
Number of Chairs
80
60
(30, 40)
40
(70, 40)
20
(30, 20)
Figure 7.3
20
40
60
80
100
Number of Tables
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Graphical Representation of a
Constraint
The point (30, 40) lies on the plot and
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Graphical Representation of a
Constraint
Region that Satisfies the Painting and
Varnishing Constraint
C
100
(T = 0, C = 100)
Number of Chairs
80
60
40
(T = 50, C = 0)
20
Figure 7.4
20
40
60
80
Number of Tables
100
T
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Graphical Representation of a
Constraint
To produce tables and chairs, both
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Graphical Representation of a
Constraint
Feasible Solution Region for the Flair
Furniture Company Problem
C
100
Number of Chairs
80
Painting/Varnishing Constraint
60
40
Carpentry Constraint
20 Feasible
Region
Figure 7.5
20
40
60
80
Number of Tables
100
T
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Graphical Representation of a
Constraint
For the point (30, 20)
Carpentry
constraint
Painting
constraint
Painting
constraint
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Graphical Representation of a
Constraint
For the point (50, 5)
Carpentry
constraint
Painting
constraint
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Number of Chairs
80
60
(0, 42)
40
(30, 0)
20
Figure 7.6
20
40
60
80
Number of Tables
100
T
7-30
100
Number of Chairs
80
60
40
20
Figure 7.7
20
40
60
80
Number of Tables
100
T
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Number of Chairs
80
60
40
20
Figure 7.8
20
40
60
80
Number of Tables
100
T
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Number of Chairs
2
80
60
40
20
Figure 7.9
1 |
0
20
40
60
80
100
Number of Tables
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4T + 3C = 240
4T 2C = 200
C = 40
(carpentry line)
(painting line)
4T + (3)(40) = 240
4T + 120 = 240
T = 30
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(carpentry line)
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Point 2 : (T = 0, C = 80)
Point 4 : (T = 50, C = 0)
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amount.
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4. Select the corner point with the best value of the objective function found in
Step 3. This is the optimal solution.
Table 7.4
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Program 7.1A
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Program 7.1B
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Program 7.1C
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Program 7.1D
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solutions to:
LP problems.
Integer programming problems.
Noninteger programming problems.
Solver is limited to 200 variables and 100
constraints.
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Maximize profit =
Subject to
$70T + $50C
4T + 3C 240
2T + 1C 100
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Program 7.2A
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Program 7.2B
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Program 7.2C
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Figure 7.2D
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Figure 7.2E
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Figure 7.2F
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Figure 7.2G
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Figure 7.2H
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BRAND 1 FEED
BRAND 2 FEED
MINIMUM MONTHLY
REQUIREMENT PER
TURKEY (OZ.)
10
90
48
0.5
2 cents
1.5
3 cents
Table 7.5
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Pounds of Brand 2
20
Ingredient C Constraint
15
10
Feasible Region
a
Ingredient B Constraint
Ingredient A Constraint
Figure 7.10
0 |
5
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10
15
20
Pounds of Brand 1
25 X1
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C and B.
4X1 + 3X2 = 48
X1 = 3
Substituting 3 in the first equation, we find X2 = 12.
Solving for point b with basic algebra we find X1 =
8.4 and X2 = 4.8.
Solving for point c we find X1 = 18 and X2 = 0.
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Feasible Region
Pounds of Brand 2
20
15
10
5
Figure 7.11
0 |
10
15
20
Copyright 2012 Pearson Education, Inc. publishing as Prentice HallPounds of Brand 1
25 X1
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Program 7.3
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Program 7.4A
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Program 7.4B
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Figure 7.12
Region Satisfying
Third Constraint
X1
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finite solution.
In a maximization problem, one or more
solution variables, and the profit, can be made
infinitely large without violating any
constraints.
In a graphical solution, the feasible region will
be open ended.
This usually means the problem has been
formulated improperly.
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X1 5
15
X2 10
10
Feasible Region
X1 + 2X2 15
Figure 7.13
0 |
10
15
X1
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30
25
2X1 + X2 30
20
Redundant
Constraint
15
X1 25
10
Figure 7.14
5
0
X1 + X2 20
Feasible
Region
|
10
15
20
25
30
X1
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may exist.
Graphically this occurs when the objective
functions isoprofit or isocost line runs
perfectly parallel to one of the constraints.
This actually allows management great
flexibility in deciding which combination to
select as the profit is the same at each
alternate solution.
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8
7
6 A
5
4
3
2
Isoprofit Line for $12
Overlays Line Segment AB
B
Figure 7.15
1 Feasible
Region
|
|
0
1
2
8 X1
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Sensitivity Analysis
Optimal solutions to LP problems thus far have
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Sensitivity Analysis
Sensitivity analysis often involves a series of
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3X1
+ 1X2 60
(hours of electricians
time available)
(hours of audio
technicians time
available)
X1, X2 0
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60
X1 = 0 CD Players
X2 = 20 Receivers
Profits = $2,400
40
a = (0, 20)
b = (16, 12)
20
10
Figure 7.16
10
20
30
40
c = (20, 0)
50
60
X1
(CD players)
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Changes in the
Objective Function Coefficient
In real-life problems, contribution rates in the
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Changes in the
Objective Function Coefficient
Changes in the Receiver Contribution Coefficients
X2
40
Profit Line for 50X1 + 80X2
(Passes through Point b)
30
Old Profit Line for 50X1 + 120X2
(Passes through Point a)
20
10
10
| c
20
30
40
50
60
X1
Figure 7.17
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Program 7.5A
Program 7.5B
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Program 7.6A
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Figure 7.6B
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Program 7.6C
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Changes in the
Technological Coefficients
Changes in the technological coefficients often
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Changes in the
Technological Coefficients
Change in the Technological Coefficients for the
High Note Sound Company
(b) Change in Circled
Coefficient
Stereo Receivers
X2
60
60
40
3X1 + 1X2 60
20 a
c
20
|
20 a
2X1 + 4X2 80
|
40
X1
X2
60
2 X1 + 1X2 60
40
Optimal
Solution
40
Still
Optimal
2X1 + 4X2 80
e |
|
20 30 40
|
X1
20
16 f
3X1 + 1X2 60
Optimal
Solution
g
c
20
|
2X1 + 5 X2 80
|
40
X1
CD Players
Figure 7.18
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Changes in Resources or
Right-Hand-Side Values
The right-hand-side values of the
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Changes in Resources or
Right-Hand-Side Values
If the right-hand side of a constraint is changed,
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Changes in Resources or
Right-Hand-Side Values
However, the amount of possible increase in the
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(a)
60
40
25
20
20
40
50
60
X1
Figure 7.19
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(b)
60
40
20
15
a
b
20
30
40
60
X1
Figure 7.19
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(c)
60
Changed Constraint Representing 240 Hours
of Electricians Time Resource
40
Constraint
Representing
60 Hours of Audio
Technicians
Time Resource
20
20
40
60
80
100
120
X1
Figure 7.19
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Program 7.5B
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Program 7.6C
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