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02lecture Ch2

This document provides an overview of linear programming concepts including feasible and optimal solutions, corner feasible solutions, slack and excess calculations, and different types of optimal solutions (unique, multiple, infeasible, unbounded). It also includes 5 examples of linear programming problems to illustrate these concepts, such as determining production levels to maximize profit given machine constraints. Sensitivity analysis is discussed to analyze how changes to machine hours impact the optimal solution.

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20 views8 pages

02lecture Ch2

This document provides an overview of linear programming concepts including feasible and optimal solutions, corner feasible solutions, slack and excess calculations, and different types of optimal solutions (unique, multiple, infeasible, unbounded). It also includes 5 examples of linear programming problems to illustrate these concepts, such as determining production levels to maximize profit given machine constraints. Sensitivity analysis is discussed to analyze how changes to machine hours impact the optimal solution.

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1033996544
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© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
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MGOC10 Analysis for Decision Making

Lecture 02

Chapter 2 – Solving LP Graph Method & Sensitivity Analysis of Constraints


LP terminology

Example – Giapetto’s problem

MAX Z = 3X1 + 2X2


S.T. 2X1 + X2  100 (finishing)
X1 + X2  80 (carpentry)
X1  40 (soldier demand)
X1 0 , X2 0

 Any specification of values for variables is called a solution eg. X1 = 60, X2 = 10.

 Feasible solution is a solution that satisfies all constraints and sign restrictions
eg. [X1 = 40, X2 = 20] or [X1 = 30.5, X2 = 20.001] or …

 The feasible region is set of all feasible solutions.

 Given many feasible solutions, goal is to find the best or optimal solution.
 For max problem, optimal (best) solution is one which maximizes value of objective.
 For min problem, it is one which minimizes objective.

 Solutions which are intersection of 2 or more constraints are called corner feasible
solutions (at corner of feasible region). The optimal solution for an LP must be a corner
feasible solution.

 LPs can have one optimal solution, multiple optimal solutions, or problem can be
infeasible (no feasible solution) or unbounded ( Z = ∞ or Z = - ∞)

Slack

Given optimal solution, can compute the slack for any “≤” constraints.
Slack = right hand side – left hand side.

Optimal solution for Giapetto, X1* = 20, X2* = 60

 For X1 + X2  80 hrs, Slack = 80 – (X1* + X2*) = 80 – (20 + 60) = 0.

 For X1  40 units, Slack = 40 – X1* = 40 – 20 = 20.

1
Excess
Given optimal solution can compute excess for any “≥” constraints.

Excess = left hand side – right hand side.

A = gallons of product A produced, B = gallons of product B produced

MIN Z = 2A + 3B
ST. A ≥ 125 (A Req.)
A + B ≥ 350 (A & B Req.)
2A + B ≤ 600 (process time)
A, B ≥ 0

Optimal solution for M & D chemical, A* = 250, B* =100

 For A + B ≥ 350 gallon, excess = A* + B* - 350 = 250 + 100 - 350 = 0

 For A ≥ 125 gallon, excess = A* - 125 = 250 - 125 = 125

 Given the optimal solution, a constraint is said to be binding if the LHS = RHS

 For binding constraints → Excess (or Slack) = 0

Example #1 – two product 3 machine


A company produces two products using three machines. The price of each product, time each
product takes to produce and amount of time available on each machine is given below.
Formulate a LP model to determine the number of products 1 and 2 to produce to maximize total
revenue. Solve the problem using graphical method. Perform some sensitivity analysis on what
happens if you have more mach 1 hour? Machine 2 hour?

Machine Product 1 Product 2 Hours Available


1 1 0 4
2 0 2 12
3 3 2 18
Prices $3 $5

2
3
4
5
Example #2 – problem is infeasible

MAX Z = 3X1 + 5X2


S.T. X1 ≥ 5
2X1 + 2X2 ≤ 8
X1, X2  0

Example #3 – minimization problem

MIN Z = 50X1 + 100X2


S.T. 7X1 + 2X2 ≥ 28
2X1 + 12X2 ≥ 24
X1, X2  0

6
Example #4 - problem is unbounded

MAX Z = 2X1 - X2
S.T. X1 – X2  1
2X1 + X2 ≥ 6
X1, X2  0

7
Example #5 – multiple optimal solutions

MAX Z = 3X1 + 2X2


S.T. X1  4
2X2  12
3X1 + 2X2 ≤ 18
X1, X2 0

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