6s-1 Linear Programming
Chapter 6 Supplement
Linear
Programming
Operations Management, Seventh Edition, by William J. Stevenson
McGraw-Hill/Irwin Copyright © 2002 by The McGraw-Hill Companies, Inc. All rights reserved.
6s-2 Linear Programming
Linear Programming
• Linear programming (LP) techniques
consist of a sequence of steps that will
lead to an optimal solution to problems,
in cases where an optimum exists
Operations Management, Seventh Edition, by William J. Stevenson
McGraw-Hill/Irwin Copyright © 2002 by The McGraw-Hill Companies, Inc. All rights reserved.
6s-3 Linear Programming
Linear Programming Model
• Objective: the goal of an LP model is maximization or
minimization
• Decision variables: amounts of either inputs or outputs
• Feasible solution space: the set of all feasible
combinations of decision variables as defined by the constraints
• Constraints: limitations that restrict the available alternatives
• Parameters: numerical values
Operations Management, Seventh Edition, by William J. Stevenson
McGraw-Hill/Irwin Copyright © 2002 by The McGraw-Hill Companies, Inc. All rights reserved.
6s-4 Linear Programming
Linear Programming Assumptions
• Linearity: the impact of decision variables is linear in
constraints and objective function
• Divisibility: noninteger values of decision variables are
acceptable
• Certainty: values of parameters are known and constant
• Nonnegativity: negative values of decision variables are
unacceptable
Operations Management, Seventh Edition, by William J. Stevenson
McGraw-Hill/Irwin Copyright © 2002 by The McGraw-Hill Companies, Inc. All rights reserved.
6s-5 Linear Programming
Graphical Linear Programming
• Set up objective function and constraints in
mathematical format
• Plot the constraints
• Identify the feasible solution space
• Plot the objective function
• Determine the optimum solution
Operations Management, Seventh Edition, by William J. Stevenson
McGraw-Hill/Irwin Copyright © 2002 by The McGraw-Hill Companies, Inc. All rights reserved.
6s-6 Linear Programming
Linear Programming Example
1212
1010
Plot
88
Constraint 1
66 X1 + 3X2 = 12
44
22
00
00 11 22 33 44 55 66 77 88 99 1010 1111 1212 1313 1414 1515
Operations Management, Seventh Edition, by William J. Stevenson
McGraw-Hill/Irwin Copyright © 2002 by The McGraw-Hill Companies, Inc. All rights reserved.
6s-7 Linear Programming
Linear Programming Example
1212
Add
1010 Constraint 2
88
4X1 + 3X2 = 24
66 Constraint 1
X1 + 3X2 = 12
44
22
Solution space
00
00 11 22 33 44 55 66 77 88 99 1010 1111 1212 1313 1414 1515
Operations Management, Seventh Edition, by William J. Stevenson
McGraw-Hill/Irwin Copyright © 2002 by The McGraw-Hill Companies, Inc. All rights reserved.
6s-8 Linear Programming
Linear Programming Example
X2 1414
1212
Z 4x1 5x 2
1010
Z = 60 x1 3x 2 12
88
66
4x1 3x 2 24
44
Z = 40 x1, x 2 0
22
00 Z = 20
00 11 22 33 44 55 66 77 88 99 1010 1111 1212 1313 1414 1515
X1
Operations Management, Seventh Edition, by William J. Stevenson
McGraw-Hill/Irwin Copyright © 2002 by The McGraw-Hill Companies, Inc. All rights reserved.
6s-9 Linear Programming
MS Excel worksheet for microcomputer problem
Operations Management, Seventh Edition, by William J. Stevenson
McGraw-Hill/Irwin Copyright © 2002 by The McGraw-Hill Companies, Inc. All rights reserved.
6s-10 Linear Programming
MS Excel worksheet solution
Operations Management, Seventh Edition, by William J. Stevenson
McGraw-Hill/Irwin Copyright © 2002 by The McGraw-Hill Companies, Inc. All rights reserved.
6s-11 Linear Programming
Constraints
• Redundant constraint: a constraint that
does not form a unique boundary of the
feasible solution space
• Binding constraint: a constraint that forms
the optimal corner point of the feasible
solution space
Operations Management, Seventh Edition, by William J. Stevenson
McGraw-Hill/Irwin Copyright © 2002 by The McGraw-Hill Companies, Inc. All rights reserved.
6s-12 Linear Programming
Slack and Surplus
• Surplus: when the optimal values of decision
variables are substituted into a greater than or equal to
constraint and the resulting value exceeds the right
side value
• Slack: when the optimal values of decision variables
are substituted into a less than or equal to constraint
and the resulting value is less than the right side value
Operations Management, Seventh Edition, by William J. Stevenson
McGraw-Hill/Irwin Copyright © 2002 by The McGraw-Hill Companies, Inc. All rights reserved.
6s-13 Linear Programming
Simplex Method
• Simplex: a linear-programming algorithm
that can solve problems having more than
two decision variables
• Tableau: One in a series of solutions in
tabular form, each corresponding to a
corner point of the feasible solution space
Operations Management, Seventh Edition, by William J. Stevenson
McGraw-Hill/Irwin Copyright © 2002 by The McGraw-Hill Companies, Inc. All rights reserved.
6s-14 Linear Programming
Sensitivity Analysis
• Range of optimality: the range of values for which
the solution quantities of the decision variables
remains the same
• Range of feasibility: the range of values for the
fight-hand side of a constraint over which the
shadow price remains the same
• Shadow prices: negative values indicating how
much a one-unit decrease in the original amount of
a constraint would decrease the final value of the
objective function
Operations Management, Seventh Edition, by William J. Stevenson
McGraw-Hill/Irwin Copyright © 2002 by The McGraw-Hill Companies, Inc. All rights reserved.
