To accompany
Quantitative Analysis for Management, Eleventh Edition,
by Render, Stair, and Hanna
Power Point slides created by Brian Peterson
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.
Copyright ©2012 Pearson Education, Inc. publishing as Prentice Hall 7-2
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 Furniture’s LP Problem using
QM for Windows and Excel
7.6 Solving Minimization Problems
7.7 Four Special Cases in LP
7.8 Sensitivity Analysis
HOURS REQUIRED TO
PRODUCE 1 UNIT
(T) (C) AVAILABLE HOURS
DEPARTMENT TABLES CHAIRS THIS WEEK
Carpentry 4 3 240
Table 7.2
100 –
– This Axis Represents the Constraint T ≥ 0
80 –
Number of Chairs
–
60 –
–
40 – This Axis Represents the
– Constraint C ≥ 0
20 –
–
|– | | | | | | | | | | |
Figure 7.1 0 20 40 60 80 100 T
Number of Tables
Copyright ©2012 Pearson Education, Inc. publishing as Prentice Hall 7-17
Graphical Representation of a
Constraint
100 –
–
80 –
Number of Chairs
(T = 0, C = 80)
–
60 –
–
40 –
–
(T = 60, C = 0)
20 –
–
Figure 7.2 |– | | | | | | | | | | |
0 20 40 60 80 100 T
Copyright ©2012 Pearson Education, Inc. publishing as Prentice Hall Number of Tables 7-20
Graphical Representation of a
Constraint
Region that Satisfies the Carpentry Constraint
C
Any point on or below
100 – the constraint plot will
– not violate the
80 – restriction.
Number of Chairs
100 – (T = 0, C = 100)
–
80 –
Number of Chairs
–
60 –
–
40 –
–
(T = 50, C = 0)
20 –
–
|– | | | | | | | | | | |
Figure 7.4
0 20 40 60 80 100 T
Copyright ©2012 Pearson Education, Inc. publishing as Prentice Hall Number of Tables 7-23
Graphical Representation of a
Constraint
100 –
–
80 –
Number of Chairs
Painting/Varnishing Constraint
–
60 –
–
40 –
–
Carpentry Constraint
20 – Feasible
– Region
|– | | | | | | | | | | |
Figure 7.5
0 20 40 60 80 100 T
Number of Tables
Copyright ©2012 Pearson Education, Inc. publishing as Prentice Hall 7-25
Graphical Representation of a
Constraint
For the point (30, 20)
100 –
–
80 –
Number of Chairs
–
60 –
– $2,100 = $70T + $50C
(0, 42)
40 –
–
(30, 0)
20 –
–
|– | | | | | | | | | | |
Figure 7.6
0 20 40 60 80 100 T
Copyright ©2012 Pearson Education, Inc. publishing as Prentice Hall
Number of Tables 7-30
Isoprofit Line Solution Method
Four Isoprofit Lines Plotted for the Flair
Furniture Company
C
100 –
–
$3,500 = $70T + $50C
80 –
Number of Chairs
100 –
–
80 –
Number of Chairs
100 –
2 –
80 –
Number of Chairs
–
60 –
–
3
40 –
–
20 –
–
1 |– | | | | | | | | | | |
Figure 7.9 0 20 40 60 80 100
4 T
Number of Tables
Copyright ©2012 Pearson Education, Inc. publishing as Prentice Hall 7-34
Corner Point Solution Method
Table 7.4
Program 7.1A
Program 7.1B
Program 7.1C
Program 7.1D
Program 7.2A
Program 7.2B
Copyright ©2012 Pearson Education, Inc. publishing as Prentice Hall 7-49
Using Solver to Solve the Flair
Furniture Problem
Program 7.2C
Figure 7.2D
Figure 7.2E
Figure 7.2F
Figure 7.2G
Figure 7.2H
Table 7.5
X2
–
20 –
Ingredient C Constraint
Pounds of Brand 2
15 –
Feasible Region
a
10 –
Ingredient B Constraint
5–
b Ingredient A Constraint
Figure 7.10
0 |– | | | c | |
5 10 15 20 25 X1
Copyright ©2012 Pearson Education, Inc. publishing as Prentice Hall
Pounds of Brand 1 7-62
Holiday Meal Turkey Ranch
Solve for the values of the three corner points.
Point a is the intersection of ingredient constraints
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.
20 –
Pounds of Brand 2
15 –
10 –
5–
Program 7.3
Program 7.4A
Program 7.4B
8–
–
6–
–
Region Satisfying
4– Third Constraint
–
2–
–
0– | | | | | | | | | |
Figure 7.12 2 4 6 8 X1
X1 ≥ 5
15 –
X2 ≤ 10
10 –
Feasible Region
5–
X1 + 2X2 ≥ 15
0 |– | | | |
Figure 7.13 5 10 15 X1
25 –
2X1 + X2 ≤ 30
20 –
Redundant
Constraint
15 –
X1 ≤ 25
10 –
X1 + X2 ≤ 20
Feasible
5–
Figure 7.14 Region
0– | | | | | |
5 10 15 20 25 30 X1
Copyright ©2012 Pearson Education, Inc. publishing as Prentice Hall 7-75
Four Special Cases in LP
7–
6 –A
Optimal Solution Consists of All
5– Combinations of X1 and X2 Along
the AB Segment
4–
2–
B Isoprofit Line for $12
1 – Feasible Overlays Line Segment AB
Figure 7.15
Region
0– | | | | | | | |
1 2 3 4 5 6 7 8 X1
Copyright ©2012 Pearson Education, Inc. publishing as Prentice Hall 7-77
Sensitivity Analysis
Optimal solutions to LP problems thus far have
been found under what are called deterministic
assumptions.
This means that we assume complete certainty in
the data and relationships of a problem.
But in the real world, conditions are dynamic and
changing.
We can analyze how sensitive a deterministic
solution is to changes in the assumptions of the
model.
This is called sensitivity analysis, postoptimality
analysis, parametric programming, or optimality
analysis.
0– | | c | | | |
10 20 30 40 50 60 X1
Figure 7.17
Copyright ©2012 Pearson Education, Inc. publishing as Prentice Hall 7-83
QM for Windows and Changes in
Objective Function Coefficients
Input and Sensitivity Analysis for High Note Sound
Data Using QM For Windows
Program 7.5A
Program 7.5B
Copyright ©2012 Pearson Education, Inc. publishing as Prentice Hall 7-84
Excel Solver and Changes in
Objective Function Coefficients
Excel 2010 Spreadsheet for High Note Sound Company
Program 7.6A
Figure 7.6B
Copyright ©2012 Pearson Education, Inc. publishing as Prentice Hall 7-86
Excel Solver and Changes in
Objective Function Coefficients
Excel 2010 Sensitivity Report for High Note Sound
Company
Program 7.6C
X2 (a)
60 –
40 –
Constraint Representing 60 Hours of
Audio Technician’s Time Resource
a
25 –
20 – b Changed Constraint Representing 100 Hours
of Electrician’s Time Resource
– | c | | |
0 20 40 50 60 X1
Figure 7.19
Copyright ©2012 Pearson Education, Inc. publishing as Prentice Hall 7-93
Changes in the Electricians’ Time Resource
for the High Note Sound Company
X2 (b)
60 –
40 –
Constraint Representing 60 Hours of
Audio Technician’s Time Resource
– c | | | |
0 20 30 40 60 X1
Figure 7.19
X2 (c)
60 –
Changed Constraint Representing 240 Hours
of Electrician’s Time Resource
40 –
Constraint
Representing
20 – 60 Hours of Audio
Technician’s
Time Resource
– | | | | | |
0 20 40 60 80 100 120
X1
Figure 7.19
Program 7.5B
Program 7.6C