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OPERATIONS RESEARCH

1
Principles of Collective learning

• 1 . Learning “ Not by rote “ but by Logic (by first principles)


– based on 1st principles
– 5 W 1 H framework
• What, Why, Where, When, Who and How, till we reach first principles

• 2. Participation by all. Learning by all (Prof. included)

• 3. Preference to Depth over width. Substance over form.

• 4. Timely Approximation is better than belated precision

• 5. Students’ seating arrangement inside the class - Apt


INTRODUCTION
Origin Approach

Definition Methods

Applications Model

Similarities Terminology

3
Origin
• World war-II – Limited Resources

• Analytical methods - Flying time of aircrafts

• Deploying radar equipments

• Post WW-II - Industrial Revolution

• Need of OR by Industrial Managers

• OR society formed – US(1953)

• Intl Fed of OR societies – (1957)


4
Definition
Operations Research is a scientific approach to problem solving for
executive decision making.

OR requires :

(a) The formulation of (i) Mathematical (ii) Statistical (iii) stochastic or


(iv) other – incl heuristics- models
(b) In all areas of Mgt (Like Mktg, Ops, Economics, Finance, HR etc.)
(c )To deal with situations arising out of either certainty and uncertainty
(d) To optimize Outcomes (either maximise a Fav outcome or minimise
an un-favourable outcome
(e) Or for Control

5
Typical Areas of OR Application

• Inventory Control
• Production Scheduling
• Manpower Planning
• Sales
• Distribution
• Maintenance
• Project Network

6
Similarities b/w Operations in Business & War

• Sales coverage • Radar Coverage


• Advertising • Bombardment
• Search of potential • Submarine warship
Target
• Loading and • Scheduling of aircraft
transportation
• No. of units manf • Convoy size
• Allocation of prod order • Targets in battle
to machine
7
OR Approach
1- Preliminary Appraisal
2- Formulation
3- Constructing a model

4- Deriving Solution
5- Testing the model
6- Establish controls

7- Implementation

8- Review 8
OR Methods
Mathematical Stochastic Statistical
Models Models Models

Non Linear Queueing Regression

LPP Simulation Cluster Analysis

Dynamic Decision Tree Factor Analysis

Integer

N/W

Game 9
Model

A model is an abstraction of reality.


eg: road map of activities, 3d view of
factory to plan networks, simulation etc.

Phases of modeling:
1. Judgement
2. Research
3. Action

10
Chapter 1
Strategic Allocation
of Resources
Example: LP Formulation
Cycle Trends is introducing two new lightweight bicycle frames, the
Deluxe and the Professional, to be made from aluminum and steel alloys.
The anticipated unit profits are $10 for the Deluxe and $15 for the
Professional.

The number of pounds of each alloy needed per frame is


summarized on the next slide. A supplier delivers 100 pounds of the
aluminum alloy and 80 pounds of the steel alloy weekly. How many Deluxe
and Professional frames should Cycle Trends produce each week ?

The capacity for packing is limited by the no of hours in the


packing and the same for the given period under consideration in 300
Hours. Each unit of Delux and professional needs 5 and 6 hrs respectively
in the packing dept
Example: LP Formulation
Alum Alloy Steel Alloy
Deluxe 2 3
Professional 4 2
Recognizing LP Problems
Characteristics of LP Problems in OM

• A well-defined single objective must be stated.

• There must be alternative courses of action.

• The total achievement of the objective must be


constrained by scarce resources or other restraints.

• The objective and each of the constraints must be


expressed as linear mathematical functions.
Linear Programming (LP) in OM

• There are five common types of decisions in


which LP may play a role

– Product mix
– Ingredient mix
– Transportation
– Production plan
– Assignment
Linear Programming Problem
Terminologies

Objective Function

Constraints

Decision Variables

Slack Variables

Surplus Variables
16
Problems in LP
1. A firm produces 3 products. These products are processed on three
different machines. The time required to manufacture one unit of each
of the three products and the daily capacity of the three machines are
given in the table below.

Formulate a LP model to determine the daily number of units to be


manufactured for each product. The profit per unit for products is Rs 4,
Rs 3 and Rs 6 respectively.

Machine Time per Capacity


unit (Min)
P-1 P-2 P-3 Min/day
M1 2 3 2 420
M2 4 - 3 480
M3 2 5 - 400
17
Problems in LP
2 Five different items are loaded into a vessel. The weight and
volume of each unit of the different items as well as their
corresponding returns per unit are tabulated as shown.
Formulate a LP model to optimize the return. The maximum
cargo weight is 112 tonnes and the volume is 109 cmt.

Item weight volume Return

1 5 1 4
2 8 8 7
3 3 6 6
4 2 5 5
5 7 4 4

18
Problems in LP
3 A company is planning to determine its product mix of three different
products P1, P2 and P3. The monthly sales of the product P1 is limited to
a maximum of 500 units. For every 2 units of P2 produced, there will be 1
unit of by-product, which can be sold at a contribution of Rs 20 per Unit.
The highest monthly demand for the by-product is 200units. The
contributions per unit of the products P1, P2 and P3 are Rs 50, Rs 70 and
Rs 60 respectively. The processing requirements are indicated below:

Process Hours required per unit Available


hours
P1 P2 P3
1 3 5 2 1000
2 4 - 3 700
3 4 3 2 1300

19
Problems in LP
4 A firm produces an alloy having the following specifications:
Spec X ≤ 0.98
Spec Y ≥ 8%
Spec Z ≥ 450

Raw materials A, B and C having the Properties per unit


weight in the table below can be used to make the alloy.
cost of materials per unit weight is Rs 900, Rs 2800 and Rs
400 respectively. Formulate a LP model. (Assume all r/ships
of linear)
Specification

A B C
Spec X 0.92 0.97 1.04
Spec Y 7% 13% 16%
Spec Z 440 490 480 20
Problems in LP
5 Suraj paints produces both exterior and interior paints from
two raw materials M1 and M2. The following table provides
basic data of the problem. The market survey restricts the
max daily demand of interior paint to 5 tons. Additionally the
daily demand for interior paints cannot exceed that of exterior
paints by more than 1 ton. Formulate LP model.

Raw material required per ton

Exterior Interior Max daily


paint paint availability
M1 6 4 24
M2 1 2 6
Profit/ton 5 4 -
(Rs 1000)
21
Fundamental Theorem
Extreme point (or Simplex filter) theorem:
If the maximum or minimum value of a linear
function defined over a polygonal convex
region exists, then it is to be found at the
boundary of the region.

Convex set:
A set (or region) is convex if, for any two
points (say, x1 and x2) in that set, the line
segment joining these points lies entirely
within the set.
22
Steps in Formulating LP Problems
1. Define the objective.
2. Define the decision variables.

3. Write the mathematical function for the objective.

4. Write a 1- or 2-word description of each constraint.


5. Write the right-hand side (RHS) of each constraint.
6. Write <, =, or > for each constraint.

7. Write the decision variables on LHS of each constraint.


8. Write the coefficient for each decision variable in each
constraint.
Example: LP Formulation
Cycle Trends is introducing two new lightweight bicycle
frames, the Deluxe and the Professional, to be made from
aluminum and steel alloys. The anticipated unit profits are $10
for the Deluxe and $15 for the Professional.

The number of pounds of each alloy needed per frame is


summarized on the next slide. A supplier delivers 100 pounds of
the aluminum alloy and 80 pounds of the steel alloy weekly. It
also needs packing material at the rate of 1 for each frame and
the stock available of the same is 70.

How many Deluxe and Professional frames should Cycle Trends


produce each week?
Example: LP Formulation
Alum Alloy Steel Alloy
Deluxe 2 3
Professional 4 2
Example: LP Formulation
Define the objective
– Maximize total weekly profit
Define the decision variables
– D = number of Deluxe frames produced
weekly
– P = number of Professional frames produced
weekly
Write the mathematical objective function
– Max Z = 10D + 15P
Example: LP Formulation
Write a one- or two-word description of each
constraint
– Aluminum available
– Steel available
Write the right-hand side of each constraint
– 100
– 80
Write <, =, > for each constraint
– < 100
– < 80
Example: LP Formulation
• Write all the decision variables on the left-
hand side of each constraint
–D P < 100
–D P < 80

Write the coefficient for each decision in


each constraint
– + 2D + 4P < 100
– + 3D + 2P < 80
LP Problems in General

• Units of each term in a constraint must be the same as


the RHS

• Units of each term in the objective function must be the


same as Z

• Units between constraints do not have to be the same

• LP problem can have a mixture of constraint types


Solving LP Problems

• Graphical Solution Approach - used mainly


as a teaching tool
• Simplex Method - most common analytic
tool

• Transportation Method - one of the earliest


methods
• Assignment Method - occasionally used in
OM
Graphical Solution Approach
1. Formulate the objective and constraint functions.

2. Draw the graph with one variable on the horizontal axis


and one on the vertical axis.

3. Plot each of the constraints as if they were lines or


equalities.

4. Outline the feasible solution space.


. . . more
Graphic Solution Approach
5. Circle the potential solution points -- intersections on the
inner (minimization) or outer (maximization) perimeter of
the feasible solution space.

6. Substitute each of the potential solution point values of


the two decision variables into the objective function and
solve for Z. (or move the obj fn line towards the corner
points)

7. Select the solution point that optimizes Z.


Example: Graphical Solution Approach

x2 3D + 2P < 80 (Steel)

40

35

30

25
2D + 4P < 100 (Aluminum)
20

15 Feasible
Solution
10 Space
5

5 10 15 20 25 30 35 40 45 50 x1
Example: Graphical Solution Approach

x2 3D + 2P < 80 (Steel)

40

35

30

25
2D + 4P < 100 (Aluminum)
20

15 Feasible MAX 10D + 15P (Profit)


Solution
10 Space
5

5 10 15 20 25 30 35 40 45 50 x1
Example: Graphical Solution Approach

x2 3D + 2P < 80 (Steel)

40

35

30

25
2D + 4P < 100 (Aluminum)
20

15 Feasible MAX 10 D + 15 P (Profit)


Solution
10 Space
5

5 10 15 20 25 30 35 40 45 50 x1
Example: Graphical Solution Approach

x2 3 D + 2 P < 80 (Steel)
Potential Solution Point
40
D = 0, P = 25, Z = $375.00

35

30

25
2 D + 4 P < 100 (Aluminum)
20

15 Feasible MAX 10 D + 15 P (Profit)


Solution
10 Space
5

5 10 15 20 25 30 35 40 45 50 x1
Example: Graphical Solution Approach

x2 3x1 + 2x2 < 80 (Steel)


Potential Solution Point
40
D = 0, P = 25, Z = $375.00

35
Potential Solution Point
30 D = 15, P = 17.5, Z = $412.50
25
2x1 + 4x2 < 100 (Aluminum)
20

15 Feasible MAX 10x1 + 15x2 (Profit)


Solution
10 Space Potential Solution Point
5
D = 26.67, P = 0, Z = $266.67

5 10 15 20 25 30 35 40 45 50 x1
Example: Graphical Solution Approach

x2 3x1 + 2x2 < 80 (Steel)


Potential Solution Point
40
D = 0, P = 25, Z = $375.00

35
Optimal Solution Point
30 D = 15, P = 17.5, Z = $412.50
25
2x1 + 4x2 < 100 (Aluminum)
20

15 Feasible MAX 10x1 + 15x2 (Profit)


Solution
10 Space Potential Solution Point
5
D = 26.67, P = 0, Z = $266.67

5 10 15 20 25 30 35 40 45 50 x1
D
1,200.00

1,062.00

1,000.00

800.00

720.00

630.00
600.00

540

400.00 400

200.00

0.00 0 0.00 0.00 0.00 0


0.00 200.00 400.00 600.00 800.00 1,000.00 1,200.00 1,400.00 1,600.00 39
Maximization problem

Details Desk Pro Portable

Maximse 50 D + 40 P

S/To
Assembly
Time const 3D+ 5P <= 150
P <= 20
8D+5P <= 300
D >= 0, P >= 0

40
Maximization problem

Details Desk Pro Portable

Maximse 50 D + 40 P 50 P + 40 D + 0 S1 + 0 S2 + 0 S3

S/To
Assembly
Time const 3D+ 5P <= 150 3 D + 5 P + S1 = 150
P <= 20 1P + S2 = 20
8D+5P <= 300 8D + 5P+ S3 = 300
D >= 0, P >= 0

41
Factor Contr D P S1 S2 S3 Capacity Eval Row
Cj 50 40 0 0 0
S1 0 3 5 1 0 0 150
S2 0 0 1 0 1 0 20
S3 0 8 5 0 0 1 300

Zj

42
Factor Contr D P S1 S2 S3 Capacity Eval Row
Cj 50 40 0 0 0
S1 0 3 5 1 0 0 150
S2 0 0 1 0 1 0 20
S3 0 8 5 0 0 1 300

Zj 0 0 0 0 0 0

43
Factor Contr D P S1 S2 S3 Capacity Eval Row
Cj 50 40 0 0 0
S1 0 3 5 1 0 0 150
S2 0 0 1 0 1 0 20
S3 0 8 5 0 0 1 300

Zj 0 0 0 0 0 0
Cj-Zj 50 40 0 0 0 0

44
Factor Contr D P S1 S2 S3 Capacity Eval Row
Cj 50 40 0 0 0
S1 0 3 5 1 0 0 150 50
S2 0 0 1 0 1 0 20 0
S3 0 8 5 0 0 1 300 37.5

Zj 0 0 0 0 0 0
Cj-Zj 50 40 0 0 0 0

45
Now : (a) P cant be produced more (b) Capacity to reflect Balance and
( c) an attempt to produce D will lead to reduction in already planned P
. How to accommodate all 3 in a simultaneous r/ship ?
Use 6x + 15y = 135 (a) ; 2x + 4y = 40 (b) Make the capacity of (a) to 15 thru subtraction [ multiply (2) by 3 ] or
Use 8 D + 5 P = 300 and 3D + 5 P = 150 and solve for DP. Show that only D+3.75 P = 37.5 and 0 D + 3.125 P = 37.5 is
consistent with solution for DP)

Factor Contr D P S1 S2 S3 Capacity Eval Row


Cj 50 40 0 0 0
S1 0
S2 0
D 50 1 0.625 0 0 0.125 37.5

Zj
Cj-Zj

3 1.875 0 0 0.375 112.5 0

46
Now : Pl rememebr. The Capacity is expresed as hours for constr 1&2 and in no of D units for
constr 3. We know that the body of the table represents sacrifice for each unit of say P
produced. Now to produce 1 P, we need to sacrifice some units of D (which itself has both S1
and S2 within it and some S1 in isolation. For Each P we need to sacrifice 0.625 D (which has
3* 0.625 of S1 also = ie 1.875 of S1 + 3.125 in isolation = 5 unit s of S1 as in originla problem.
The only way to get to a seies of numbers like 3.125 , 0.625 and 37.5 w/out affecting the
equational integrity is what we have attempted here)

Factor Contr D P S1 S2 S3 Capacity Eval Row


Cj 50 40 0 0 0
S1 0 0 3.125 1 0 -0.375 37.5
S2 0
D 50 1 0.625 0 0 0.125 37.5

Zj
Cj-Zj

47
Factor Contr D P S1 S2 S3 Capacity Eval Row
Cj 50 40 0 0 0
S1 0 0 3.125 1 0 -0.375 37.5
S2 0 0 1 0 1 0 20
D 50 1 0.625 0 0 0.125 37.5

Zj
Cj-Zj

48
Factor Contr D P S1 S2 S3 Capacity Eval Row
Cj 50 40 0 0 0
S1 0 0 3.125 1 0 -0.375 37.5
S2 0 0 1 0 1 0 20
D 50 1 0.625 0 0 0.125 37.5

Zj 50 31.25 0 0 6.25 1875


Cj-Zj 0 8.75 0 0 -6.25

49
Factor Contr D P S1 S2 S3 Capacity Eval Row
Cj 50 40 0 0 0
S1 0 0 3.125 1 0 -0.375 37.5 12
S2 0 0 1 0 1 0 20 20
D 50 1 0.625 0 0 0.125 37.5 60

Zj 50 31.25 0 0 6.25 1875


Cj-Zj 0 8.75 0 0 -6.25

50
Factor Contr D P S1 S2 S3 Capacity Eval Row
Cj 50 40 0 0 0
D 40 0 1 0.32 0 -0.12 12
S2 0
D 50

Zj
Cj-Zj

0 0.625 0.2 0 -0.075 7.5

51
Factor Contr D P S1 S2 S3 Capacity Eval Row
Cj 50 40 0 0 0
D 40 0 1 0.32 0 -0.12 12
S2 0 0 0 -0.32 1 0.12 8
D

Zj
Cj-Zj

52
Factor Contr D P S1 S2 S3 Capacity Eval Row
Cj 50 40 0 0 0
D 40 0 1 0.32 0 -0.12 12
S2 0 0 0 -0.32 1 0.12 8
D 50 1 0 -0.2 0 0.2 30

Zj
Cj-Zj

53
Factor Contr D P S1 S2 S3 Capacity Eval Row
Cj 50 40 0 0 0
D 40 0 1 0.32 0 -0.12 12
S2 0 0 0 -0.32 1 0.12 8
D 50 1 0 -0.2 0 0.2 30

Zj 50 40 2.8 0 5.2 1980


Cj-Zj

54
Factor Contr D P S1 S2 S3 Capacity Eval Row
Cj 50 40 0 0 0
D 40 0 1 0.32 0 -0.12 12
S2 0 0 0 -0.32 1 0.12 8
D 50 1 0 -0.2 0 0.2 30

Zj 50 40 2.8 0 5.2 1980


Cj-Zj 0 0 -2.8 0 -5.2

55
Factor Contr D P S1 S2 S3 Capacity Eval Row
Cj 50 40 0 0 0
D 40 0 1 0.32 0 -0.12 12
S2 0 0 0 -0.32 1 0.12 8
D 50 1 0 -0.2 0 0.2 30

Zj 50 40 2.8 0 5.2 1980


Cj-Zj 0 0 -2.8 0 -5.2

56
Minimization problem

Min 84 X1 + 4X2 + 30 X3

S/to 8X1 + X2 +3 X3 <= 240


16X1 + X2+ 7 X3 >= 480
8X1 - X2 + 4 X3 >= 160
X1, X2, X3 >= 0

57
Minimization problem

Min 84 X1 + 4X2 + 30 X3 Max - 84 X1 - 4 X2 - 30 X3 - 0 S2 - 0S3 - MA2 - MA3

S/to 8X1 + X2 +3 X3 <= 240 8X1 + X2 + 3 X3 + S1 = 240


16X1 + X2+ 7 X3 >= 480 16 X1 + X2 + 7 X3 -S2 + A2 = 480
8X1 - X2 + 4 X3 >= 160 8X1 - X2 + 4X3 - S3 + A3 = 160
X1, X2, X3 >= 0

58
Net
Basic X1 X2 X3 S1 S2 S3 A2 A3 Capacity eval

Solution Contr (84) (4) (30) 0 0 0 (1,000) (1,000)

S1 0 240

A2 (1,000) 480

A3 (1,000) 160

Zj (640,000)

Cj - Zj

59
Net
Basic X1 X2 X3 S1 S2 S3 A2 A3 Capacity eval

Solution Contr (84) (4) (30) 0 0 0 (1,000) (1,000)

S1 0 8 1 3 1 0 0 0 0 240

A2 (1,000) 480

A3 (1,000) 160

Zj (640,000)

Cj - Zj

60
Net
Basic X1 X2 X3 S1 S2 S3 A2 A3 Capacity eval

Solution Contr (84) (4) (30) 0 0 0 (1,000) (1,000)

S1 0 8 1 3 1 0 0 0 0 240

A2 (1,000) 16 1 7 0 (1) 0 1 0 480

A3 (1,000) 160

Zj (640,000)

Cj - Zj

61
Net
Basic X1 X2 X3 S1 S2 S3 A2 A3 Capacity eval

Solution Contr (84) (4) (30) 0 0 0 (1,000) (1,000)

S1 0 8 1 3 1 0 0 0 0 240

A2 (1,000) 16 1 7 0 (1) 0 1 0 480

A3 (1,000) 8 (1) 4 0 0 (1) 0 1 160

Zj (640,000)

Cj - Zj

62
Net
Basic X1 X2 X3 S1 S2 S3 A2 A3 Capacity eval

Solution Contr (84) (4) (30) 0 0 0 (1,000) (1,000)

S1 0 8 1 3 1 0 0 0 0 240

A2 (1,000) 16 1 7 0 (1) 0 1 0 480

A3 (1,000) 8 (1) 4 0 0 (1) 0 1 160

Zj (24,000) 0 (11,000) 0 1,000 1,000 (1,000) (1,000) (640,000)

Cj - Zj

63
Net
Basic X1 X2 X3 S1 S2 S3 A2 A3 Capacity eval

Solution Contr (84) (4) (30) 0 0 0 (1,000) (1,000)

S1 0 8 1 3 1 0 0 0 0 240

A2 (1,000) 16 1 7 0 (1) 0 1 0 480

A3 (1,000) 8 (1) 4 0 0 (1) 0 1 160

Zj (24,000) 0 (11,000) 0 1,000 1,000 (1,000) (1,000) (640,000)

Cj - Zj

64
Net
Basic X1 X2 X3 S1 S2 S3 A2 A3 Capacity eval

Solution Contr (84) (4) (30) 0 0 0 (1,000) (1,000)

S1 0 8 1 3 1 0 0 0 0 240

A2 (1,000) 16 1 7 0 (1) 0 1 0 480

A3 (1,000) 8 (1) 4 0 0 (1) 0 1 160

Zj (24,000) 0 (11,000) 0 1,000 1,000 (1,000) (1,000) (640,000)

Cj - Zj 23,916 (4) 10,970 0 (1,000) (1,000) 0 0

65
Net
Basic X1 X2 X3 S1 S2 S3 A2 A3 Capacity eval

Solution Contr (84) (4) (30) 0 0 0 (1,000) (1,000)

S1 0 8 1 3 1 0 0 0 0 240 30

A2 (1,000) 16 1 7 0 (1) 0 1 0 480 30

A3 (1,000) 8 (1) 4 0 0 (1) 0 1 160 20

Zj (24,000) 0 (11,000) 0 1,000 1,000 (1,000) (1,000) (640,000)

Cj - Zj 23,916 (4) 10,970 0 (1,000) (1,000) 0 0

66
Basic X1 X2 X3 S1 S2 S3 A2 A3 Capacity Net eval

Solution Contr (84) (4) (30) 0 0 0 (1,000) (1,000)

S1 0 8 1 3 1 0 0 0 0 240 30

A2 (1,000) 16 1 7 0 (1) 0 1 0 480 30

A3 (1,000) 8 (1) 4 0 0 (1) 0 1 160 20

Zj (24,000) 0 (11,000) 0 1,000 1,000 (1,000) (1,000) (640,000)

Cj - Zj 23,916 (4) 10,970 0 (1,000) (1,000) 0 0

8 (1) 4 0 0 (1) 0 1 160

16.0 (2.0) 8.0 0.0 0.0 (2.0) 0.0 2.0 320.0

67
Basic X1 X2 X3 S1 S2 S3 A2 Capacity Net eval

Solution Contr (84) (4) (30) 0 0 0 (1,000)

S1 0

A2 (1,000)

X1 (84)

Zj

Cj - Zj

68
Basic X1 X2 X3 S1 S2 S3 A2 Capacity Net eval

Solution Contr (84) (4) (30) 0 0 0 (1,000)

S1 0

A2 (1,000)

X1 (84) 1.00 (0.13) 0.50 0.00 0.00 (0.13) 0.00 20.00

Zj

Cj - Zj

69
Basic X1 X2 X3 S1 S2 S3 A2 Capacity Net eval

Solution Contr (84) (4) (30) 0 0 0 (1,000)

S1 0 0.00 2.00 (1.00) 1.00 0.00 1.00 0.00 80.00

A2 (1,000)

X1 (84) 1.00 (0.13) 0.50 0.00 0.00 (0.13) 0.00 20.00

Zj

Cj - Zj

70
Basic X1 X2 X3 S1 S2 S3 A2 Capacity Net eval

Solution Contr (84) (4) (30) 0 0 0 (1,000)

S1 0 0.00 2.00 (1.00) 1.00 0.00 1.00 0.00 80.00

A2 (1,000) 0.00 3.00 (1.00) 0.00 (1.00) 2.00 1.00 160.00

X1 (84) 1.00 (0.13) 0.50 0.00 0.00 (0.13) 0.00 20.00

Zj

Cj - Zj

71
Basic X1 X2 X3 S1 S2 S3 A2 Capacity Net eval

Solution Contr (84) (4) (30) 0 0 0 (1,000)

S1 0 0.00 2.00 (1.00) 1.00 0.00 1.00 0.00 80.00

A2 (1,000) 0.00 3.00 (1.00) 0.00 (1.00) 2.00 1.00 160.00

X1 (84) 1.00 (0.13) 0.50 0.00 0.00 (0.13) 0.00 20.00

Zj (84) (2,990) 958 0 1,000 (1,990) (1,000) (161,680)

Cj - Zj

72
Basic X1 X2 X3 S1 S2 S3 A2 Capacity Net eval

Solution Contr (84) (4) (30) 0 0 0 (1,000)

S1 0 0.00 2.00 (1.00) 1.00 0.00 1.00 0.00 80.00

A2 (1,000) 0.00 3.00 (1.00) 0.00 (1.00) 2.00 1.00 160.00

X1 (84) 1.00 (0.13) 0.50 0.00 0.00 (0.13) 0.00 20.00

Zj (84) (2,990) 958 0 1,000 (1,990) (1,000) (161,680)

Cj - Zj 0.0 2,985.5 (988.0) 0.0 (1,000.0) 1,989.5 0.0

73
Basic X1 X2 X3 S1 S2 S3 A2 Capacity Net eval

Solution Contr (84) (4) (30) 0 0 0 (1,000)

S1 0 0.00 2.00 (1.00) 1.00 0.00 1.00 0.00 80.00 40

A2 (1,000) 0.00 3.00 (1.00) 0.00 (1.00) 2.00 1.00 160.00 53

X1 (84) 1.00 (0.13) 0.50 0.00 0.00 (0.13) 0.00 20.00 (160)

Zj (84) (2,990) 958 0 1,000 (1,990) (1,000) (161,680)

Cj - Zj 0.0 2,985.5 (988.0) 0.0 (1,000.0) 1,989.5 0.0

74
Basic X1 X2 X3 S1 S2 S3 A2 Capacity Net eval

Solution Contr (84) (4) (30) 0 0 0 (1,000)

S1 0 0.00 2.00 (1.00) 1.00 0.00 1.00 0.00 80.00 40

A2 (1,000) 0.00 3.00 (1.00) 0.00 (1.00) 2.00 1.00 160.00 53

X1 (84) 1.00 (0.13) 0.50 0.00 0.00 (0.13) 0.00 20.00 (160)

Zj (84) (2,990) 958 0 1,000 (1,990) (1,000) (161,680)

Cj - Zj 0.0 2,985.5 (988.0) 0.0 (1,000.0) 1,989.5 0.0

0.00 1.00 (0.50) 0.50 0.00 0.50 0.00 40.00 (80)

0.00 3.00 (1.50) 1.50 0.00 1.50 0.00 120.00

0.00 (0.13) 0.06 (0.06) 0.00 (0.06) 0.00 (5.00)

75
Basic X1 X2 X3 S1 S2 S3 A2 Capacity Net eval

Solution Contr (84) (4) (30) 0 0 0 (1,000)

X2 (4)

A2 (1,000)

X1 (84)

Zj

Cj - Zj

76
Basic X1 X2 X3 S1 S2 S3 A2 Capacity Net eval

Solution Contr (84) (4) (30) 0 0 0 (1,000)

X2 (4) 0.00 1.00 (0.50) 0.50 0.00 0.50 0.00 40.00

A2 (1,000)

X1 (84)

Zj

Cj - Zj

77
Basic X1 X2 X3 S1 S2 S3 A2 Capacity Net eval

Solution Contr (84) (4) (30) 0 0 0 (1,000)

X2 (4) 0.00 1.00 (0.50) 0.50 0.00 0.50 0.00 40.00

A2 (1,000) 0.00 0.00 0.50 (1.50) (1.00) 0.50 1.00 40.00

X1 (84)

Zj

Cj - Zj

78
Basic X1 X2 X3 S1 S2 S3 A2 Capacity Net eval

Solution Contr (84) (4) (30) 0 0 0 (1,000)

X2 (4) 0.00 1.00 (0.50) 0.50 0.00 0.50 0.00 40.00

A2 (1,000) 0.00 0.00 0.50 (1.50) (1.00) 0.50 1.00 40.00

X1 (84) 1.00 0.00 0.44 0.06 0.00 (0.06) 0.00 25.00

Zj

Cj - Zj

79
Basic X1 X2 X3 S1 S2 S3 A2 Capacity Net eval

Solution Contr (84) (4) (30) 0 0 0 (1,000)

X2 (4) 0.00 1.00 (0.50) 0.50 0.00 0.50 0.00 40.00

A2 (1,000) 0.00 0.00 0.50 (1.50) (1.00) 0.50 1.00 40.00

X1 (84) 1.00 0.00 0.44 0.06 0.00 (0.06) 0.00 25.00

Zj (84) (4) (535) 1,493 1,000 (497) (1,000) (42,260)

Cj - Zj

80
Basic X1 X2 X3 S1 S2 S3 A2 Capacity Net eval

Solution Contr (84) (4) (30) 0 0 0 (1,000)

X2 (4) 0.00 1.00 (0.50) 0.50 0.00 0.50 0.00 40.00

A2 (1,000) 0.00 0.00 0.50 (1.50) (1.00) 0.50 1.00 40.00

X1 (84) 1.00 0.00 0.44 0.06 0.00 (0.06) 0.00 25.00

Zj (84) (4) (535) 1,493 1,000 (497) (1,000) (42,260)

Cj - Zj 0.0 0.0 504.8 (1,492.8) (1,000.0) 496.8 0.0

81
Basic X1 X2 X3 S1 S2 S3 A2 Capacity Net eval

Solution Contr (84) (4) (30) 0 0 0 (1,000)

X2 (4) 0.00 1.00 (0.50) 0.50 0.00 0.50 0.00 40.00 (80)

A2 (1,000) 0.00 0.00 0.50 (1.50) (1.00) 0.50 1.00 40.00 80

X1 (84) 1.00 0.00 0.44 0.06 0.00 (0.06) 0.00 25.00 57

Zj (84) (4) (535) 1,493 1,000 (497) (1,000) (42,260)

Cj - Zj 0.0 0.0 504.8 (1,492.8) (1,000.0) 496.8 0.0

82
Basic X1 X2 X3 S1 S2 S3 A2 Capacity Net eval

Solution Contr (84) (4) (30) 0 0 0 (1,000)

X2 (4) 0.00 1.00 (0.50) 0.50 0.00 0.50 0.00 40.00 (80)

A2 (1,000) 0.00 0.00 0.50 (1.50) (1.00) 0.50 1.00 40.00 80

X1 (84) 1.00 0.00 0.44 0.06 0.00 (0.06) 0.00 25.00 57

Zj (84) (4) (535) 1,493 1,000 (497) (1,000) (42,260)

Cj - Zj 0.0 0.0 504.8 (1,492.8) (1,000.0) 496.8 0.0

2.29 0.00 1.00 0.14 0.00 (0.14) 0.00 0.00 57.14

83
Basic X1 X2 X3 S1 S2 S3 A2 Capacity Net eval

Solution Contr (84) (4) (30) 0 0 0 (1,000)

X2 (4) 0.00 1.00 (0.50) 0.50 0.00 0.50 0.00 40.00 (80)

A2 (1,000) 0.00 0.00 0.50 (1.50) (1.00) 0.50 1.00 40.00 80

X1 (84) 1.00 0.00 0.44 0.06 0.00 (0.06) 0.00 25.00 57

Zj (84) (4) (535) 1,493 1,000 (497) (1,000) (42,260)

Cj - Zj 0.0 0.0 504.8 (1,492.8) (1,000.0) 496.8 0.0

2.29 0.00 1.00 0.14 0.00 (0.14) 0.00 0.00 57.14

(1.14) 0.00 (0.50) (0.07) 0.00 0.07 0.00 0.00 (28.57)

1.14 0.00 0.50 0.07 0.00 (0.07) 0.00 0.00 28.57

84
Basic X1 X2 X3 S1 S2 S3 A2 Capacity Net eval

Solution Contr (84) (4) (30) 0 0 0 (1,000)

X2 (4)

A2 (1,000)

X3 (30)

Zj

Cj - Zj

85
Basic X1 X2 X3 S1 S2 S3 A2 Capacity Net eval

Solution Contr (84) (4) (30) 0 0 0 (1,000)

X2 (4)

A2 (1,000)

X3 (30) 2.29 0.00 1.00 0.14 0.00 (0.14) 0.00 0.00 57.14

Zj

Cj - Zj

86
Basic X1 X2 X3 S1 S2 S3 A2 Capacity Net eval

Solution Contr (84) (4) (30) 0 0 0 (1,000)

X2 (4)

A2 (1,000) (1.14) 0.00 0.00 (1.57) (1.00) 0.57 1.00 0.00 11.43

X3 (30) 2.29 0.00 1.00 0.14 0.00 (0.14) 0.00 0.00 57.14

Zj

Cj - Zj

87
Basic X1 X2 X3 S1 S2 S3 A2 Capacity Net eval

Solution Contr (84) (4) (30) 0 0 0 (1,000)

X2 (4) 1.14 1.00 0.00 0.57 0.00 0.43 0.00 0.00 68.57

A2 (1,000) (1.14) 0.00 0.00 (1.57) (1.00) 0.57 1.00 0.00 11.43

X3 (30) 2.29 0.00 1.00 0.14 0.00 (0.14) 0.00 0.00 57.14

Zj

Cj - Zj

88
Basic X1 X2 X3 S1 S2 S3 A2 Capacity Net eval

Solution Contr (84) (4) (30) 0 0 0 (1,000)

X2 (4) 1.14 1.00 0.00 0.57 0.00 0.43 0.00 0.00 68.57

A2 (1,000) (1.14) 0.00 0.00 (1.57) (1.00) 0.57 1.00 0.00 11.43

X3 (30) 2.29 0.00 1.00 0.14 0.00 (0.14) 0.00 0.00 57.14

Zj 1,070 (4) (30) 1,565 1,000 (569) (1,000) (13,417)

Cj - Zj

89
Basic X1 X2 X3 S1 S2 S3 A2 Capacity Net eval

Solution Contr (84) (4) (30) 0 0 0 (1,000)

X2 (4) 1.14 1.00 0.00 0.57 0.00 0.43 0.00 0.00 68.57

A2 (1,000) (1.14) 0.00 0.00 (1.57) (1.00) 0.57 1.00 0.00 11.43

X3 (30) 2.29 0.00 1.00 0.14 0.00 (0.14) 0.00 0.00 57.14

Zj 1,070 (4) (30) 1,565 1,000 (569) (1,000) (13,417)

Cj - Zj (1,153.7) 0.0 0.0 (1,564.9) (1,000.0) 568.9 0.0

90
Basic X1 X2 X3 S1 S2 S3 A2 Capacity Net eval

Solution Contr (84) (4) (30) 0 0 0 (1,000)

X2 (4) 1.14 1.00 0.00 0.57 0.00 0.43 0.00 0.00 68.57 160

A2 (1,000) (1.14) 0.00 0.00 (1.57) (1.00) 0.57 1.00 0.00 11.43 20

X3 (30) 2.29 0.00 1.00 0.14 0.00 (0.14) 0.00 0.00 57.14 (400)

Zj 1,070 (4) (30) 1,565 1,000 (569) (1,000) (13,417)

Cj - Zj (1,153.7) 0.0 0.0 (1,564.9) (1,000.0) 568.9 0.0

91
Basic X1 X2 X3 S1 S2 S3 A2 Capacity Net eval

Solution Contr (84) (4) (30) 0 0 0 (1,000)

X2 (4) 1.14 1.00 0.00 0.57 0.00 0.43 0.00 0.00 68.57 160

A2 (1,000) (1.14) 0.00 0.00 (1.57) (1.00) 0.57 1.00 0.00 11.43 20

X3 (30) 2.29 0.00 1.00 0.14 0.00 (0.14) 0.00 0.00 57.14 (400)

Zj 1,070 (4) (30) 1,565 1,000 (569) (1,000) (13,417)

Cj - Zj (1,153.7) 0.0 0.0 (1,564.9) (1,000.0) 568.9 0.0

(2.00) 0.00 0.00 (2.75) (1.75) 1.00 1.75 0.00 20.00

92
Basic X1 X2 X3 S1 S2 S3 A2 Capacity Net eval

Solution Contr (84) (4) (30) 0 0 0 (1,000)

X2 (4) 1.14 1.00 0.00 0.57 0.00 0.43 0.00 0.00 68.57 160

A2 (1,000) (1.14) 0.00 0.00 (1.57) (1.00) 0.57 1.00 0.00 11.43 20

X3 (30) 2.29 0.00 1.00 0.14 0.00 (0.14) 0.00 0.00 57.14 (400)

Zj 1,070 (4) (30) 1,565 1,000 (569) (1,000) (13,417)

Cj - Zj (1,153.7) 0.0 0.0 (1,564.9) (1,000.0) 568.9 0.0

(0.86) 0.00 0.00 (1.18) (0.75) 0.43 0.75 0.00 8.57

(2.00) 0.00 0.00 (2.75) (1.75) 1.00 1.75 0.00 20.00

0.29 0.00 0.00 0.39 0.25 (0.14) (0.25) 0.00 (2.86)


93
Basic X1 X2 X3 S1 S2 S3 Capacity Net eval

Solution Contr (84) (4) (30) 0 0 0

X2 (4)

S3 0 (2.00) 0.00 0.00 (2.75) (1.75) 1.00 1.75 0.00 20.00

X3 (30)

Zj

Cj - Zj

94
Basic X1 X2 X3 S1 S2 S3 Capacity Net eval

Solution Contr (84) (4) (30) 0 0 0

X2 (4) 2.00 1.00 0.00 1.75 0.75 0.00 (0.75) 0.00 60.00

S3 0 (2.00) 0.00 0.00 (2.75) (1.75) 1.00 1.75 0.00 20.00

X3 (30)

Zj

Cj - Zj

95
Basic X1 X2 X3 S1 S2 S3 Capacity Net eval

Solution Contr (84) (4) (30) 0 0 0

X2 (4) 2.00 1.00 0.00 1.75 0.75 0.00 (0.75) 0.00 60.00

S3 0 (2.00) 0.00 0.00 (2.75) (1.75) 1.00 1.75 0.00 20.00

X3 (30) 2.00 0.00 1.00 (0.25) (0.25) 0.00 0.25 0.00 60.00

Zj

Cj - Zj

96
Basic X1 X2 X3 S1 S2 S3 Capacity Net eval

Solution Contr (84) (4) (30) 0 0 0

X2 (4) 2.00 1.00 0.00 1.75 0.75 0.00 (0.75) 0.00 60.00

S3 0 (2.00) 0.00 0.00 (2.75) (1.75) 1.00 1.75 0.00 20.00

X3 (30) 2.00 0.00 1.00 (0.25) (0.25) 0.00 0.25 0.00 60.00

Zj (68) (4) (30) 1 5 0 (2,040)

Cj - Zj

97
Basic X1 X2 X3 S1 S2 S3 Capacity Net eval

Solution Contr (84) (4) (30) 0 0 0

X2 (4) 2.00 1.00 0.00 1.75 0.75 0.00 (0.75) 0.00 60.00

S3 0 (2.00) 0.00 0.00 (2.75) (1.75) 1.00 1.75 0.00 20.00

X3 (30) 2.00 0.00 1.00 (0.25) (0.25) 0.00 0.25 0.00 60.00

Zj (68) (4) (30) 1 5 0 (2,040)

Cj - Zj (16.0) 0.0 0.0 (0.5) (4.5) 0.0

98
Basic X1 X2 X3 S1 S2 S3 Capacity Net eval

Solution Contr (84) (4) (30) 0 0 0

X2 (4) 2.00 1.00 0.00 1.75 0.75 0.00 (0.75) 0.00 60.00

S3 0 (2.00) 0.00 0.00 (2.75) (1.75) 1.00 1.75 0.00 20.00

X3 (30) 2.00 0.00 1.00 (0.25) (0.25) 0.00 0.25 0.00 60.00

Zj (68) (4) (30) 1 5 0 (2,040)

Cj - Zj (16.0) 0.0 0.0 (0.5) (4.5) 0.0

99
Basic X1 X2 X3 S1 S2 S3 Capacity Net eval

Solution Contr (84) (4) (30) 0 0 0

X2 (4) 2.00 1.00 0.00 1.75 0.75 0.00 (0.75) 0.00 60.00

S3 0 (2.00) 0.00 0.00 (2.75) (1.75) 1.00 1.75 0.00 20.00

X3 (30) 2.00 0.00 1.00 (0.25) (0.25) 0.00 0.25 0.00 60.00

Zj (68) (4) (30) 1 5 0 (2,040)

Cj - Zj (16.0) 0.0 0.0 (0.5) (4.5) 0.0

100
Limitations of Simplex
1. Inability to deal with multiple objectives
2. Inability to handle problems with integer
variables
Problem 1 is solved using Multiplex
Problem 2 has resulted in:
• Cutting plane algorithms (Gomory, 1958)
• Branch and Bound (Land and Doig, 1960)

101
Example of LP M
Maximize Z = 23x1 + 16x2 + 7x3
subject to
7x1 + 2x2 - 5x3 ≤ 47,

2x2 + 3x3 ≤ 63,

3x1 + 6x2 ≤ 26,

x1, x2, x3 ≥ 0.
102
X1 (D) X2 (S) S1 S2 S3

Basis Cb 50 40 0 0 0 0 RHS

S1 0 3 5 1 0 0 0 150

S2 0 0 1 0 1 0 0 20

S3 0 8 5 0 0 1 0 300

Zj

Cj - Zj

103
End of Chapter 8
LP Problems in OM: Product
Mix
• Objective
To select the mix of products or services
that results in maximum profits for the
planning period
• Decision Variables
How much to produce and market of each
product or service for the planning period
• Constraints
Maximum amount of each product or
service demanded; Minimum amount of
LP Problems in OM: Ingredient
Mix
• Objective
To select the mix of ingredients going into
products that results in minimum operating
costs for the planning period
• Decision Variables
How much of each ingredient to use in the
planning period
• Constraints
Amount of products demanded;
Relationship between ingredients and
products; Maximum amount of ingredients
LP Problems in OM:
Transportation
• Objective
To select the distribution plan from
sources to destinations that results in
minimum shipping costs for the planning
period
• Decision Variables
How much product to ship from each
source to each destination for the planning
period
• Constraints
LP Problems in OM: Production
Plan
• Objective
To select the mix of products or services
that results in maximum profits for the
planning period
• Decision Variables
How much to produce on straight-time
labor and overtime labor during each
month of the year
• Constraints
Amount of products demanded in each
LP Problems in OM:
Assignment
• Objective
To assign projects to teams so that the
total cost for all projects is minimized
during the planning period
• Decision Variables
To which team is each project assigned
• Constraints
Each project must be assigned to a team;
Each team must be assigned a project
Simplex Method
Examples of standard LP computer
programs that use
the simplex method are:
• IBM’s Optimization Solutions Library
• POM Software Library
• GAMS
• MPL for Windows
• Solver -- available within spreadsheet
packages such as MicrosoftExcel, Lotus
1-2-3, and Quattro Pro
Example: Excel/Solver Solution
• Partial Spreadsheet Showing Problem
A B C D
Data
1 Material Requirements Amount
2 Material Deluxe Profess. Available
3 Aluminum 2 4 100
4 Steel 3 2 80
5 Profit/Bike 10 15
Example: Excel/Solver Solution
• Partial Spreadsheet Showing Formulas
A B C D
6 Decision Variables
7 Deluxe Professional
8 Bikes Made
9
10 Maximized Total Profit =B5*C10+C5*D10
11
12 Constraints Amount Used Amount Avail.
13 Aluminum =B3*B8+C3*C8 <= 100
14 Steel =B4*B8+C4*C8 <= 80
Example: Excel/Solver Solution
• Partial Spreadsheet Showing Solution
A B C D
6 Decision Variables
7 Deluxe Professional
8 Bikes Made 15 17.500
9
10 Maximized Total Profit 412.500
11
12 Constraints Amount Used Amount Avail.
13 Aluminum 100 <= 100
14 Steel 80 <= 80
Transportation Method
• This method can solve a special form of
LP problem, including the classical
transportation problem, with these typical
characteristics:
– m sources and n destinations
– number of variables is m x n
– number of constraints is m + n (constraints
are for source capacity and destination
demand)
– costs appear only in objective function
(objective is to minimize total cost of shipping)
– coefficients of decision variables in the
Example: Transportation LP
National Packaging has plants in Tulsa,
Memphis, and Detroit that ship to the
firm’s warehouses in San Diego, Norfolk,
and Pensacola. The three warehouses
require at least 4,000, 2,500, and 2,500
pounds of cardboard per week,
respectively. The plants each have 3,000
pounds of cardboard per week available
for shipment.
The shipping cost per pound from each
plant to each warehouse is shown on the
Example: Transportation LP

Destination
Source San Diego Norfolk
Pensacola
Tulsa $12 $6 $
5
Memphis 20 11 9
Detroit 30 26 28
Example: Transportation LP
• Define the objective
Minimize the total weekly shipping cost
• Define the decision variables
There are m x n = 3 x 3 = 9 decision
variables.
xij represents the number of pounds of
cardboard to be shipped from plant i to
warehouse j.
San Diego Norfolk
Example: Transportation LP
• Write the mathematical function for the
objective
Min Z = 12x11 + 6x12 + 5x13 + 20x21 +
11x22
+ 9x23 + 30x31 + 26x32 + 28x33
Example: Transportation LP
• Write the constraints
(1) x11 + x12 + x13 < 3000 (Plant 1 capacity
in pounds)
(2) x21 + x22 + x23 < 3000 (Plant 2 capacity
in pounds)
(3) x31 + x32 + x33 < 3000 (Plant 3 capacity
in pounds)
(4) x11 + x21 + x31 > 4000 (Wareh. 1 demand
in pounds)
Assignment Method
• This method can solve a special form of
LP problem, including the classical
assignment problem, with these typical
characteristics:
– is a special case of a transportation problem
– the right-hand sides of constraints are all 1
– the signs of the constraints are = rather than <
or >
– the value of all decision variables is either 0 or
1
Example: Assignment LP
A sprinkler system installation company
has three residential projects to complete
and three work teams available and
capable of completing the projects. The
work teams are not equally efficient at
completing a particular project.
Shown on the next slide are the
estimated labor-hours required for each
team to complete each project. How
should the work teams be assigned in
Example: Assignment LP

Projects
Work Team A B C
Alice, Ted 28 30 18
Gary, Marv 35 32 20
Tina, Sam 25 25 14
Real LP Problems
Real-world LP problems often involve:
• Hundreds or thousands of constraints
• Large quantities of data
• Many products and/or services
• Many time periods
• Numerous decision alternatives
• … and other complications
Computer Solutions of LP
Problems
Computer output typically contains:
• Original-problem formulation
• Basis variables (variables in the final
solution) and their values
• Slack-variable values -- slack represents
the amount of a scarce resource that is not
used by the decision variables
• Shadow prices -- which indicate the impact
on Z if the constraints’ right-hand sides are
changed
Computer Solutions of LP
Problems
Computer output typically contains:
• Ranges of right-hand side values for which
the shadow prices are valid
• For each nonbasic variable: amount Z is
reduced (in a MAX problem) or increased
(in a MIN problem) for one unit of x in the
solution
Wrap-Up: World-Class Practice
• Managers at all levels use LP to solve
complex problems and aid in decision
making
– Some companies establish formal operations
research, management science, or operations
analysis departments
– Other companies employ consultants
• LP is applied to long, medium, and short
range decision making

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