To accompany
Quantitative Analysis for Management, Tenth Edition,
by Render, Stair, and Hanna
Power Point slides created by Jeff Heyl
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
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Examples of Successful
LP Applications
Development of a production schedule that will
satisfy future demands for a firms production
while minimizing total production and inventory costs
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Basic Assumptions of LP
We assume conditions of certainty exist and numbers
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Formulating LP Problems
Formulating a linear program involves
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Formulating LP Problems
One of the most common LP applications is the
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DEPARTMENT
(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
We know that
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(carpentry 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
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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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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Let
X1 = number of pounds of brand 1 feed purchased
X2 = number of pounds of brand 2 feed purchased
Minimize cost (in cents) = 2X1 + 3X2
subject to:
5X1 + 10X2 90 ounces (ingredient constraint A)
4X1 + 3X2 48 ounces (ingredient constraint B)
0.5X1
1.5 ounces (ingredient constraint C)
X1
0
(nonnegativity constraint)
X2 0
(nonnegativity constraint)
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INGREDIENT
BRAND 1 FEED
BRAND 2 FEED
MINIMUM MONTHLY
REQUIREMENT PER
TURKEY (OZ.)
10
90
48
0.5
2 cents
1.5
3 cents
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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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Feasible Region
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Ingredient B Constraint
0
|
Figure 7.10
Ingredient C Constraint
Ingredient A Constraint
b
|
10
15
20
Pounds of Brand 1
25 X
1
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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
54
=2
Di
X
re
1 +
cti
3X
on
2 Is
of
oc
D
3
5 1.
os
e
cr
2
tL
ea
=2
ine
sin
X
gC
1 +
0
os
3X
t
2
10
Figure 7.11
10
15
20
Pounds of Brand 1
25 X
1
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Program 7.3
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young attorneys
Ivan wants to make lawyer-to-client assignments
in the most effective manner
He identifies four lawyers who could possibly be
assigned new cases
Each lawyer can handle one new client
The lawyers have different skills and special
interests
The following table summarizes the lawyers
estimated effectiveness on new cases
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DIVORCE
CORPORATE
MERGER
EMBEZZLEMENT
EXHIBITIONISM
Adams
Brooks
Carter
Darwin
Let
where
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6X=
Maximize effectiveness
11 + 2X12 + 8X13 + 5X14 + 9X21 + 3X22
+ 5X23 + 8X24 + 4X31 + 8X32 + 3X33 + 4X34
+ 6X41 + 7X42 + 6X43 + 4X44
subject to X11 + X21 + X31 + X41 = 1
(divorce case)
X12 + X22 + X32 + X42 = 1
(merger)
X13 + X23 + X33 + X43 = 1
(embezzlement)
X14 + X24 + X34 + X44 = 1
X11 + X12 + X13 + X14 = 1
X21 + X22 + X23 + X24 = 1
(exhibitionism)
(Adams)
(Brook)
(Carter)
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Program 8.4
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solution
2X1+X2 <=8
X2
X1 >=7
8
0
Figure 7.12
Region Satisfying
Third Constraint
X1
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X1 5
15
X2 10
10
5
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
15
Redundant
Constraint
10
X1 25
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
2
B
Figure 7.15
Feasible
0 Region
|
|
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
Sensitivity Analysis
Sensitivity analysis can be used to deal not
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$50X1
$120X2
2X1 + 4X2
+
80
(hours of
electricians time
available)
3X1 + 1X2
60
(hours of audio
technicians
time
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40
X1 = 0 CD Players
X2 = 20 Receivers
Profits = $2,400
a = (0, 20)
20
b = (16, 12)
10
Figure 7.16
10
20
30
40
50
c = (20, 0)
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
30
20
a
10
0
|
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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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
X2
60
60
40
3X1 + 1X2 60
b
c
20
|
20
a
2X1 + 4X2 80
|
40
2 X1 + 1X2 60
e |
|
20 30 40
X1
Optimal
Solution
20
2X1 + 4X2 80
|
3X1 + 1X2 60
40
Still
Optimal
X2
60
40
Optimal
Solution
20
a
16
c
20
X1
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 constraints
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Changes in Resources or
Right-Hand-Side Values
If the right-hand side of a constraint is
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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
20
40
50
60
X1
Figure 7.19
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(b)
60
40
a
b
c
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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RHS change
Solution change
240241
30/40: 410
29.5/41: 411.5
Painting/.5
100101
30/40: 410
31.5/38: 410.5
Solution
Range
Table
6.67 10
Chair
3.5 5.25
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advertising?
For the optimal solution, how much square footage
will be used?
Would the solution change if the advertising budget
were only $300 instead of $400? Why?
What would the optimal solution be if the profit on
the large spaces were reduced from $50 to $45?
How much would earnings increase if the square
footage requirement were increased from 8,000 to
9,000?
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