Instructions for Linear Programming Models

Instructions
•
•
•
Sect.
2
LP1
3
LP2
4
LP2_Tab
5
LP3
6
LP3_Tab
7
Bland
Unbound
8
TwoPhase
9
Dual_Simplex
10
Matrix
11
Matrix1
TeachLP1
TeachLP2
Page 1
Instructions
TeachLP3
Page 2
Instructions
Chapter 3 Examples
Operations Research Models and Methods
Paul A. Jensen and Jonathan F. Bard
http://www.me.utexas.edu/~jensen/ORMM/computation/unit/mp_add/index.html
http://www.me.utexas.edu/~jensen/ORMM/methods/unit/linear/subunits/teach/index.html
Instructions
To use this workbook, you must first load the Math Programming add-in. See the Excel help file
topic "About add-ins" before continuing.
Some problems use the Teach LP add-in. See the Excel help file topic "About add-ins" before
continuing.
For cases using the LP/IP Solver you must first load the Jensen LP/IP Solver.
This workbook comes without control buttons. To make the buttons choose Add Buttons from
the Math Programming menu. This adds buttons to all the worksheets.
When you are moving a workbook to another computer, use the Remove Buttons command.
This simplifies opening the workbook on the other computer. Buttons are removed from all
worksheets.
This workbook comes without control buttons. To make the buttons choose Relink Buttons from
the Teach LP menu. This adds buttons to all Teach LP worksheets.
Linear Programming Methods

Preparing the Model
Example for the section
Geometric Properties of a Linear Program
Simplex Tableau
Simplex Tableau for LP2
Information from the Simplex Form
Simplex Method Using Tableaus
Simplex Tableau for LP3
Special Events
Example with cycling
Unbounded Solution
The Initial Basic Feasible Solution
The Expanded Model (with artificials)
Dual Simplex Algorithm
Simplex Method Using Matrix Notation
Matrix example with (1, 3, 5) basic
Revised Simplex Method
Matrix example solved with the revised simplex method
Examples solved with the Teach LP add-in
The text example solved with the tableau simplex method
The text example solved with the revised simplex method
Page 3
Instructions
The text example solved with the interior point method
Page 4
Instructions
Add-ins Used
Math Programming-Linear-LP/IP Solver
Teach LP-Tableau
Teach LP-Tableau
Teach LP-Tableau
Teach LP-Tableau
Teach LP-Tableau
Teach LP-Tableau - Dual Simplex option
Teach LP-Revised Simplex
Teach LP-Revised Simplex
Teach LP-Tableau
Teach LP-Revised
Page 5
Instructions
Teach LP-Interior
Page 6
Linear Model Name: LP1 Solver: Jensen LP/IP Ph. 1 Iter.
1 Type: LP1 Type: Linear Total Iter.
0 Change Goal: Max Sens.: No Comp. Time
1 Objective: 20 Side: No
1 Solve
0 Variables 1 2 3
100 Vary Name: x+ y+ x-
100 Values: 0 0 10
0 Lower Bounds:
Change Relation 0 0 0
60 Upper Bounds: 1E+10 1E+10 1E+10
Linear Obj. Coef.: -1 -1 2

Constraints
Num. Name Value Rel. RHS Linear Constraint Coefficients
1 Con 1 -20 <= 20 1 1 -2
2 Con 2 20 <= 20 -1 -1 2
3 Con 3 0 <= 20 1 -1 0
4 Con 4 0 <= 20 -1 1 0
Ph. 1 Iter. 0
Total Iter. 1
Comp. Time 00:01
Status Optimal
Algorithmic Details for problem LP1.
Jensen LP Solution Algorithm
Start Solution
Add Artificial and Slack Variables
Slack Variable: 4 added for constraint 1.
Start Phase 2
Iterations Iter. Enters Leaves Red. Cost Var. Chg
1 3 5 -2 10
Finish Optimal: z = 20
1 Solve
0 Variables 1 2
100 Vary Name: X1 X2
100 Values: 20 5
0 Lower Bounds:
Change Relation 0 0
60 Upper Bounds: 1E+10 1E+10
Linear Obj. Coef.: 2 3

Constraints
1 Con 1 -15 <= 5 -1 1
2 Con 2 35 <= 35 1 3
3 Con 3 20 <= 20 1 0
Ph. 1 Iter. 0
Total Iter. 3
Comp. Time 00:00
Status Optimal
Start Solution
Start Phase 2
1 2 3 -3 5
2 1 4 -5 5
3 3 5 -0.75 20
Teach Linear Programming
Name:LP2_Tab Enter LP data in the equality form and press the button
Type: Tableau_Primal
Variables: 5
Constraints: 3 Z
Artificials: 0 LP 1 2 3 4 5
Option: Demo Data X1 X2 X3 X4 X5
x 20 5 20 0 0
c 2 3 0 0 0 RHS
1 C1 -1 1 1 0 0 5
2 C2 1 3 0 1 0 35
3 C3 1 0 0 0 1 20
Phase: 2 Iter.: 4 Press to restart

Status: Optimal Solution
Enter: 3 Leave: 5
Name X3 Name X5
Row Basic Basic 1 2 3 4 5 Right Primal

Number Index Variables z X1 X2 X3 X4 X5 Side Ratio
0 0 z 1 0 0 0 1 1 55 ---
1 2 X2 0 0 1 0 0.333 -0.333 5 ---
2 1 X1 0 1 0 0 0 1 20 ---
3 3 X3 0 0 0 1 -0.333 1.333 20 20
he button
1 Solve
0 Variables 1 2
100 Vary Name: X1 X2
100 Values: 10 20
0 Lower Bounds:
Change Relation 0 0
60 Upper Bounds: 1E+10 1E+10
Linear Obj. Coef.: 3 2

Constraints
1 Con 1 30 <= 30 -1 2
2 Con 2 40 <= 40 2 1
3 Con 3 50 >= 10 1 2
Ph. 1 Iter. 1
Total Iter. 4
Comp. Time 00:01
Status Optimal
Start Solution
Surplus Variable: 5 added for constraint 3.
Artifical Variable: 6 added for constraint 3.
Start Phase 1
1 2 6 -2 5
Start Phase2
2 1 2 -2 10
3 5 4 -3 10
4 2 3 -0.5 20
Name:LP3_Tab1 Enter LP data in the equality form and press the button
Variables: 6 c1 0 0 0 0 0 -1
Constraints: 3 Z
Artificials: 1 LP 1 2 3 4 5 6
Option: Demo Data X1 X2 X3 X4 X5 art1
x 10 20 0 0 40 0
c 3 2 0 0 0 -9999 RHS
1 C1 -1 2 1 0 0 0 30
2 C2 2 1 0 1 0 0 40
3 C3 1 2 0 0 -1 1 10

Enter: 2 Leave: 3
Name X2 Name X3
Row Basic Basic 1 2 3 4 5 6 Right

Number Index Variables z X1 X2 X3 X4 X5 art1 Side
0 0 z 1 0 0 0.2 1.6 0 9999 70
1 2 X2 0 0 1 0.4 0.2 0 0 20
2 5 X5 0 0 0 0.6 0.8 1 -1 40
3 1 X1 0 1 0 -0.2 0.4 0 0 10
he button
Primal
Ratio
---
20
---
---
Name: Bland Enter LP data in the equality form and press the button
Variables: 7
Constraints: 3 Z
Artificials: 0 LP 1 2 3 4 5 6 7
Option: Self Data X1 X2 X3 X4 X5 X6 X7
x 0 0 0 0 0 0 1
c 10 -57 -9 -24 0 0 0 RHS
1 C1 0.5 -5.5 -2.5 9 1 0 0 0
2 C2 0.5 -1.5 -0.5 1 0 1 0 0
3 C3 1 0 0 0 0 0 1 1
Phase: 2 Iter.: 17 Press to iterate

Status: Not Optimal
Enter: 4 Leave: 2
Name X4 Name X2
Row Basic Basic 1 2 3 4 5 6 7

Number Index Variables z X1 X2 X3 X4 X5 X6 X7
0 0 z 1 20 9 0 0 -10.5 70.5 0
1 3 X3 0 -2 4 1 0 0.5 -4.5 0
2 4 X4 0 -0.5 0.5 0 1 0.25 -1.25 0
3 7 X7 0 1 0 0 0 0 0 1
he button
Right Primal
Side Ratio
0 ---
0 ---
0 0
1 ---
Name:Unbound Enter LP data in the equality form and press the button
Variables: 6 c1 0 0 0 0 0 -1
Constraints: 3 Z
Option: Demo Data X1 X2 X3 X4 X5 art1
x 8.5 5 0 34 0 0
c 6 3 0 0 0 -9999 RHS
1 C1 0 1 1 0 0 0 5
2 C2 -4 3 0 1 0 0 15
3 C3 2 -3 0 0 -1 1 2

Status: Unbounded
Enter: 5 Leave: ---
Name X5 Name ###
Row Basic Basic 1 2 3 4 5 6 Right

Number Index Variables z X1 X2 X3 X4 X5 art1 Side
0 0 z 1 0 0 12 0 -3 10002 66
1 2 X2 0 0 1 1 0 0 0 5
2 4 X4 0 0 0 3 1 -2 2 34
3 1 X1 0 1 0 1.5 0 -0.5 0.5 8.5
he button
Primal
Ratio
---
---
---
---
Name:TwoPhase Enter LP data in the equality form and press the button
Variables: 5 c1 0 0 0 -1 -1
Constraints: 2 Z
Option: Demo Data X1 X2 X3 art1 art2
x 0 3.75 0.75 0 0
c -7 3 0 -9999 -9999 RHS
1 C1 4 8 0 1 0 30
2 C2 -2 1 -1 0 1 3

Enter: 3 Leave: 1
Name X3 Name X1

Number Index Variables z X1 X2 X3 art1 art2 Side Ratio
0 0 z 1 8.5 0 4E-08 9999 9999 11.25 ---
1 3 X3 0 2.5 0 1 0.125 -1 0.75 0.75
2 2 X2 0 0.5 1 0 0.125 0 3.75 ---
he button
Name:Dual_Simplex Enter LP data in the equality form and press the button
Type: Tableau_Dual
Variables: 5
Constraints: 2 Z
Option: Self Data X1 X2 X3 X4 X5
x 0 1 1 0 0
c -5 -35 -20 0 0 RHS
1 C1 1 -1 -1 1 0 -2
2 C2 -1 -3 0 0 1 -3
Phase: 2 Iter.: 4 Press to itera Press tPress to pivot

Status: Not Optimum
Free Iterations Enter: 3 Leave: 1
Name X3 Name X1

Number Index Variables z X1 X2 X3 X4 X5 Side Ratio
0 0 z 1 20 0 0 20 5 -55 ---
1 2 X2 0 0.333 1 0 0 -0.333 1 ---
2 3 X3 0 -1.333 0 1 -1 0.333 1 1
Dual Ratio --- 15 --- --- 20 ---
he button
Name: Matrix Enter LP data in the equality form and press the button
Type: Revised
Variables: 6
Constraints: 3 Z
Option: Self Data X1 X2 X3 X4 X5 X6 Basic Variables
x 0 6 0.5 0 0 0
c 2 1.25 3 0 0 0 RHS Basis
1 C1 2 1 2 1 0 0 7
2 C2 3 1 0 0 1 0 6
3 C3 0 1 6 0 0 1 9
Phase: 2 Iter.: 3 Press to iterate

Status: Not Optimal
Basic Variable Indices 1 3 5 Enter: 2 Leave: 1

Basic Variables X1 X3 X5 Name X2 Name X1
1 2 3 4 5 6
X1 X2 X3 X4 X5 X6
Red. Cost 0 -0.083 0 1 0 0.167
inimum Reduced Cost -0.083
Column 2
Variable at Minimum X2
Basic Solution Entering Variable X 2

Objective Value Z 8.5 Red. Cost -0.083 Basis Ratio
1 X1 2 Entering C 1 0.333 1 X1 6
3 X3 1.5 Column C 2 0.167 3 X3 9
5 X5 0 C3 0 5 X5 ---
he button
1 3 5
Basic Variables X1 X3 X5 C1 C2 C3
cB 2 3 0 π 1 0 0.167
C1 2 2 0 Basis X1 0.5 0 -0.167
C2 3 0 1 Inverse X3 0 0 0.167
C3 0 6 0 X5 -1.5 1 0.5
Minimum Ratio 6
Row 1
Basic Variable 1
Name X1
Name:Matrix1 Enter LP data in the equality form and press the button
Type: Revised
Variables: 6
Constraints: 3 Z
Option: Demo Data X1 X2 X3 X4 X5 X6 Basic Variables
x 0 6 0.5 0 0 0
c 2 1.25 3 0 0 0 RHS Basis
1 C1 2 1 2 1 0 0 7
2 C2 3 1 0 0 1 0 6
3 C3 0 1 6 0 0 1 9


1 2 3 4 5 6
X1 X2 X3 X4 X5 X6
Red. Cost 0.25 0 0 1.125 0 0.125
inimum Reduced Cost 0
Column 2
Basic Solution Entering Variable X2

Objective Value Z 9 Red. Cost 0 Basis Ratio
2 X2 6 Entering C 1 1 2 X2 6
5 X5 0 Column C 2 0 5 X5 ---
3 X3 0.5 C3 0 3 X3 ---
he button
2 5 3
cB 1.25 0 3 π 1.125 0 0.125
C1 1 0 2 Basis X2 1.5 0 -0.5
C2 1 1 0 Inverse X5 -1.5 1 0.5
C3 1 0 6 X3 -0.25 0 0.25
Minimum Ratio 6
Row 1
Basic Variable 2
Name X2
Name:TeachLP1 Enter LP data in the equality form and press the button
Variables: 9 c1 0 0 0 0 0 0 0 0 -1
Constraints: 3 Z
Artificials: 1 LP 1 2 3 4 5 6 7 8 9
Option: Demo Data X1 X2 X3 X4 X5 X6 X7 X8 art1
x 0 1.185 0 0 2.765 0 0 8.824 0
c 14 3 7 16 19 1 0 0 -9999
1 C1 15 0 18 16 17 2 0 0 1
2 C2 14 14 15 10 11 3 1 0 0
3 C3 18 0 6 16 12 4 0 1 0

Enter: 2 Leave: 7
Name X2 Name X7
Row Basic Basic 1 2 3 4 5 6 7

Number Index Variables z X1 X2 X3 X4 X5 X6 X7
0 0 z 1 3.685 0 13.84 1.807 8E-07 1.601 0.214
1 5 X5 0 0.882 0 1.059 0.941 1 0.118 0
2 2 X2 0 0.307 1 0.239 -0.025 1E-08 0.122 0.071
3 8 X8 0 7.412 0 -6.706 4.706 -3E-07 2.588 0
he button
RHS
47
47
42
8 9 Right Primal
X8 art1 Side Ratio
0 10000 56.08 ---
0 0.059 2.765 ---
0 -0.046 1.185 1.185
1 -0.706 8.824 ---
Name: TeachLP2 Enter LP data in the equality form and press the button
Type: Revised
Variables: 9 c1 0 0 0 0 0 0 0 0 -1
Constraints: 3 Z
Artificials: 1 LP 1 2 3 4 5 6 7 8 9
Option: Demo Data X1 X2 X3 X4 X5 X6 X7 X8 art1
x 0 1.185 0 0 2.765 0 0 8.824 0
c 14 3 7 16 19 1 0 0 -9999
1 C1 15 0 18 16 17 2 0 0 1
2 C2 14 14 15 10 11 3 1 0 0
3 C3 18 0 6 16 12 4 0 1 0


1 2 3 4 5 6 7 8 9
X1 X2 X3 X4 X5 X6 X7 X8 art1
Red. Cost 3.685 0 13.84 1.807 0 1.601 0.214 0 10000
inimum Reduced Cost 0
Column 2
Basic Solution Entering Variable X2

Objective Value Z 56.08 Red. Cost 0 Basis Ratio
5 X5 2.765 Entering C 1 0 5 X5 ---
2 X2 1.185 Column C 2 1 2 X2 1.185
8 X8 8.824 C3 0 8 X8 ---
he button
5 2 8
cB 19 3 0 π 0.979 0.214 0
RHS Basis C1 17 0 0 Basis X5 0.059 0 0
47 C2 11 14 0 Inverse X2 -0.05 0.071 0
47 C3 12 0 1 X8 -0.71 0 1
42
Minimum Ratio 1.185

Row 2
Basic Variable 2
Name X 2
Name:TeachLP3 Enter LP data in the equality form and press the button
Type: Interior
iables: 8
raints: 3 ZP ZD 56.08
ificials: 0 LP 1 2 3 4 5 6 7 8
Option: Demo Data X1 X2 X3 X4 X5 X6 X7 X8
x 6E-06 1.185 2E-06 1E-05 2.765 1E-05 0 8.823
c 14 3 7 16 19 1 0 0 RHS
1 C1 15 0 18 16 17 2 0 0 47
2 C2 14 14 15 10 11 3 1 0 47
3 C3 18 0 6 16 12 4 0 1 42
Step Factor: 0.8Stopping Gap: 0.001
Initial Solution Pi
X Z 1 2 3
1 1 33 1 1 1
2 1 11
3 1 32
4 1 26
5 1 21
6 1 8
7 1 1
8 1 1
Current Solution Pi
X Z 1 2 3
1 6E-06 3.685 0.979 0.214 5E-06
2 1.185 4E-05
3 2E-06 13.84 Iter.: 11
4 1E-05 1.807 Gap 0 Press to iterate
5 2.765 2E-05 Mu 4E-06
6 1E-05 1.601 Press to restart
7 0 0.214
8 8.823 5E-06
Feasibility Vectors
Primal Dual Comp. Slack.
1 3E-09 1 0 1 -2E-05
2 3E-09 2 -6E-17 2 -5E-05
3 2E-09 3 0 3 -2E-05
4 0 4 -2E-05
5 2E-16 5 -5E-05
6 0 6 -2E-05
7 0 7 -2E-05
8 0 8 -4E-05
Direction Vectors Ratio Vectors

d(Pi) d(Z) d(X) Ratio(Z) Ratio(X)
1 4E-06 1 -6E-05 1 -5E-06 1 59208 1 1.214
2 -3E-06 2 -4E-05 2 1E-05 2 1.087 2 - --
3 -5E-06 3 4E-06 3 -1E-06 3 - -- 3 1.215
4 -4E-05 4 -1E-05 4 48671 4 1.214
5 -2E-05 5 2E-05 5 1.089 5 - --
6 -2E-05 6 -1E-05 6 83804 6 1.215
7 -3E-06 7 -9E-05 7 74643 7 1.214
8 -5E-06 8 0 8 1.1 8 - --
Min 1.087 Min 1.214
Z Step 0.87 X Step 0.971
Next Solution Pi
X Z 1 2 3
1 1E-06 3.685 0.979 0.214 1E-06
2 1.185 9E-06
3 3E-07 13.84
4 3E-06 1.807 Gap 5E-05
5 2.765 4E-06
6 3E-06 1.601
7 2E-05 0.214
8 8.824 1E-06
Solution History Primal Solution

Iter. Obj. 1 2 3 4 5 6 7 8 Obj.
1 60 1 1 1 1 1 1 1 1 136
2 30.85 0.356 0.339 0.2 0.533 0.759 0.486 3.474 3.624 79.71
3 81.99 0.417 1.209 0.04 0.832 3.082 0.374 6.724 1.34 64.3
4 51.42 0.306 0.888 0.008 0.665 1.761 0.31 2.152 2.664 59.97
5 55.82 0.061 1.141 0.008 0.204 2.534 0.065 0.473 7.299 57.64
6 55.8 0.015 1.162 0.003 0.041 2.706 0.026 0.214 8.474 56.44
7 56.02 0.004 1.179 0.001 0.008 2.752 0.007 0.059 8.746 56.16
8 56.07 0.001 1.183 0 0.002 2.762 0.002 0.013 8.807 56.1
9 56.08 0 1.185 4E-05 0 2.764 0 0.003 8.82 56.09
10 56.08 3E-05 1.185 8E-06 7E-05 2.765 7E-05 0.001 8.823 56.08
11 56.08 6E-06 1.185 2E-06 1E-05 2.765 1E-05 0 8.823 56.08
he button
X_Diag X 1 X2 X3 X4 X5 X6 X7 X8 Z_Inv Z 1
X1 6E-06 0 0 0 0 0 0 0 Z1 0.271
X2 0 1.185 0 0 0 0 0 0 Z2 0
X3 0 0 2E-06 0 0 0 0 0 Z3 0
X4 0 0 0 1E-05 0 0 0 0 Z4 0
X5 0 0 0 0 2.765 0 0 0 Z5 0
X6 0 0 0 0 0 1E-05 0 0 Z6 0
X7 0 0 0 0 0 0 0 0 Z7 0
X8 0 0 0 0 0 0 0 8.823 Z8 0
Inv(MMULT(A,MMULT(MMULT(Z_Inv,Xdiag),TRANSPOSE(A)) MMULT(Z_Inv,Xdiag),dD
1 2 3
1 4E-07 ### ### 0
2 -1E-07 2E-07 ### ###
3 -4E-07 ### 6E-07 0
0
3E-11
0
0
0
Dual Solution
1 2 3
1 1 1
0.557 0.644 0.554
0.644 0.343 0.427
0.9 0.3 0.085
0.956 0.255 0.017
0.972 0.224 0.006
0.977 0.216 0.002
0.979 0.215 0
0.979 0.214 0
0.979 0.214 2E-05
0.979 0.214 5E-06
Z2 Z3 Z4 Z5 Z6 Z7 Z8 XZe Z_Inv*e e
0 0 0 0 0 0 0 2E-05 0.271 1
### 0 0 0 0 0 0 5E-05 ### 1
0 0.072 0 0 0 0 0 2E-05 0.072 1
0 0 0.553 0 0 0 0 2E-05 0.553 1
0 0 0 ### 0 0 0 5E-05 ### 1
0 0 0 0 0.625 0 0 2E-05 0.625 1
0 0 0 0 0 4.667 0 2E-05 4.667 1
0 0 0 0 0 0 ### 5E-05 ### 1
MULT(Z_Inv,Xdiag),dD) -b+Mu*A*Zinv*e + A*Zinv*X*DeltaD
-43
-43
-38

Instructions for Linear Programming Models

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Instructions

Linear Programming Methods

The text example solved with the interior point method

Math Programming-Linear-LP/IP Solver

Math Programming-Linear-LP/IP Solver

Teach LP-Tableau - Dual Simplex option

Teach LP-Revised Simplex

Teach LP-Revised Simplex

Linear Obj. Coef.: -1 -1 2

Linear Obj. Coef.: 2 3

Phase: 2 Iter.: 4 Press to restart

Row Basic Basic 1 2 3 4 5 Right Primal

Linear Obj. Coef.: 3 2

Phase: 2 Iter.: 5 Press to restart

Row Basic Basic 1 2 3 4 5 6 Right

Phase: 2 Iter.: 17 Press to iterate

Row Basic Basic 1 2 3 4 5 6 7

Phase: 2 Iter.: 3 Press to restart

Row Basic Basic 1 2 3 4 5 6 Right

Phase: 2 Iter.: 4 Press to restart

Row Basic Basic 1 2 3 4 5 Right Primal

Phase: 2 Iter.: 4 Press to itera Press tPress to pivot

Row Basic Basic 1 2 3 4 5 Right Primal

Phase: 2 Iter.: 3 Press to iterate

Basic Variable Indices 1 3 5 Enter: 2 Leave: 1

Basic Solution Entering Variable X 2

Phase: 2 Iter.: 4 Press to restart

Basic Variable Indices 2 5 3 Enter: 2 Leave: 1

Basic Solution Entering Variable X2

Phase: 2 Iter.: 4 Press to restart

Row Basic Basic 1 2 3 4 5 6 7

Phase: 2 Iter.: 4 Press to restart

Basic Variable Indices 5 2 8 Enter: 2 Leave: 7

Basic Solution Entering Variable X2

Minimum Ratio 1.185

Step Factor: 0.8Stopping Gap: 0.001

Direction Vectors Ratio Vectors

Solution History Primal Solution

MULT(Z_Inv,Xdiag),dD) -b+Mu*A*Zinv*e + A*Zinv*X*DeltaD

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MULT(Z_Inv,Xdiag),dD) -b+MuAZinve + AZinvXDeltaD