Anda di halaman 1dari 45

# Linear Programming

Rini Novrianti Sutardjo Tui

# The Optimal Decision Problem

Decision which incurs the least cost among
the set of permissible decisions
The set of all
The cost of
permissible
each
decisions is
The decisions can be
decision is
known
ranked according to
known
whether they incur
greater or lesser cost

Linear
Discrete-time
Optimal Control
Programming
Programming
Dynamic
Non-linear

# Linear Programming in Vector Form

a11
...
a1n 
a12
 a
...
a2n
Amxn =
21
a22
...
 ...
...
Maximize/minimize :Z=cx
...
amn
Constraints
:Ax=b
am1
am2
x1
b1 
x≥0
 x
xn1  
2
 b
bm1  
2
b≥0
 ...
xn
c2
...
cn
bm
c1n c1

# Prerequisites of LP Model

Function of objective is
maximize or minimize
All variables are non-

B
C
x2 = 10
x1
A (8, 5/3)
5
9
5
x1 = 8
x2
15
10

Simplex

Constant in
right side of
constraint
equations has
to be non-
negative, if not

# Simplex Model

Row table of Cj - Zj
Column table of
basic variables
Table of Matrix

Simplex Table
Basic
Z
X1
X2
S1
S2
RhV
Variables
Z
S1
S2

Basic

Variables

15
S1
X1
X2
RhV
Index
Keynumber
24
48
1
0
2 4
S2
60
0
1
4 2
-
0
0
0
-6
-8

Basic

Variables

# Step 4 – 9

Iteration-2: Changes of row value
Z
X1
X2
S1
S2
RhV
Index
Basic
Variables
Z
X1
X2
0
0
1
-1/6
1/3
6
-

Basic

Variables

Solution
X1 = 12
Zmax =
X2 = 6
IDR
132,000

# Step 7 – Change value of key row

New value : previous key row value/pivot point
15/3
0/3
3/3
0/3
1/3
0/3
5
0
1
0
1/3
0
New value for row S2:

Y=5
X = 5/6
Z = (3 x
5/6) + (5 x
5) = 27.5
M
i n
i n
g
M
a
n a g
e m
e
n t