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To accompany
Quantitative Analysis for Management, Tenth Edition,
by Render, Stair, and Hanna
Power Point slides created by Jeff Heyl
Learning Objectives
After completing this chapter, students will be able to:
1. Understand the basic assumptions and
properties of linear programming (LP)
2. Graphically solve any LP problem that has
only two variables by both the corner point
and isoprofit line methods
3. Understand special issues in LP such as
infeasibility, unboundedness, redundancy,
and alternative optimal solutions
4. Understand the role of sensitivity analysis
5. Use Excel spreadsheets to solve LP
problems
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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 trying to
materials
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Requirements of a Linear
Programming Problem
LP has been applied in many areas over the past
50 years
All LP problems have 4 properties in common
1. All problems seek to maximize or minimize some
quantity (the objective function)
2. The presence of restrictions or constraints that limit the
degree to which we can pursue our objective
3. There must be alternative courses of action to choose
from
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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(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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Graphical Representation of a
Constraint
C
100
Number of Chairs
80
60
40
20
0
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
carpentry constraint is
4(0) + 3C = 240
3C = 240
C = 80
Similarly for no chairs
4T + 3(0) = 240
4T = 240
T = 60
This line is shown on the following graph
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Graphical Representation of a
Constraint
C
100
Number of Chairs
80
(T = 0, C = 80)
60
40
(T = 60, C = 0)
20
0
Figure 7.2
20
40
60
80
100
Number of Tables
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Graphical Representation of a
Constraint
Any point on or below the constraint
100
Number of Chairs
80
60
(30, 40)
40
(70, 40)
20
(30, 20)
0
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
C
100
(T = 0, C = 100)
Number of Chairs
80
60
40
(T = 50, C = 0)
20
0
Figure 7.4
20
40
60
80
100
Number of Tables
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Graphical Representation of a
Constraint
To produce tables and chairs, both
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Graphical Representation of a
Constraint
C
100
Number of Chairs
80
Painting/Varnishing Constraint
60
40
Carpentry Constraint
20 Feasible
Region
|
0
Figure 7.5
20
40
60
80
100
Number of Tables
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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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100
Number of Chairs
80
60
(0, 42)
40
(30, 0)
20
0
Figure 7.6
20
40
60
80
100
Number of Tables
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100
Number of Chairs
80
60
40
20
0
Figure 7.7
20
40
60
80
100
Number of Tables
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100
Number of Chairs
80
60
40
20
0
Figure 7.8
20
40
60
80
100
Number of Tables
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100
Number of Chairs
2
80
60
40
20
1 |
0
Figure 7.9
20
40
60
80
100
Number of Tables
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Point 2 : (T = 0, C = 80)
Point 4 : (T = 50, C = 0)
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(carpentry line)
(painting line)
(carpentry line)
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4. Find the values of the decision variables at this last point and compute the
profit (or cost).
CORNER POINT METHOD
1. Graph all constraints and find the feasible region.
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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 may be sensitive to the initial values it uses
Solver is limited to 200 variables and 100
constraints
It can be used for small real world problems
Add-ins like WhatsBest! Can be used to expand
Solvers capabilities
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Maximize profit =
Subject to
$70T + $50C
4T + 3C 240
2T + 1C 100
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Program 7.2B
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Program 7.2C
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Program 7.2D
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Program 7.2E
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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 7.4
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20
Pounds of Brand 2
point method
First we construct
the feasible
solution region
The optimal
solution will lie at
on of the corners
as it would in a
maximization
problem
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10
Feasible Region
a
Ingredient B Constraint
5
Ingredient A Constraint
b
0 |
Figure 7.10
Ingredient C Constraint
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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function we find
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Feasible Region
20
Pounds of Brand 2
approach
Choosing an
initial cost of 54
cents, it is clear
improvement is
possible
15
10
5
(X1 = 8.4, X2 = 4.8)
0 |
Figure 7.11
10
15
20
Pounds of Brand 1
25 X1
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Program 7.3
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Ranch problem
Program 7.4A
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Program 7.4B
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Region Satisfying
Third Constraint
2
Figure 7.12
X1
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X1 5
15
X2 10
10
Feasible Region
X1 + 2X2 15
0 |
10
15
X1
Figure 7.13
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a redundant
constraint
X2
30
25
2X1 + X2 30
20
Redundant
Constraint
15
X1 25
10
5
0
Figure 7.14
X1 + X2 20
Feasible
Region
|
10
15
20
25
30
X1
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alternate
optimal
solutions
X2
8
7
6 A
5
4
3
2
Isoprofit Line for $12
Overlays Line Segment AB
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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+ 1X2 60
(hours of electricians
time available)
(hours of audio
technicians time
available)
X1, X2 0
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X1 = 0 CD Players
X2 = 20 Receivers
Profits = $2,400
40
a = (0, 20)
b = (16, 12)
20
10
0
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
Profit Line for 50X1 + 120X2
(Passes through Point a)
20
10
10
Figure 7.17
| c
20
30
40
50
60
X1
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data
Program 7.5A
Program 7.5B
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Program 7.6A
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Program 7.6B
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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
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
d
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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data
Program 7.5A
Program 7.5B
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Program 7.6B
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