Chapter 19 LInear Programming PDF

Chapter 19 - Linear Programming
CHAPTER 19
LINEAR PROGRAMMING
Teaching Notes
The main goal of this supplement is to provide students with an overview of the types of problems that
have been solved using linear programming (LP). In the process of learning the different types of
problems that can be solved with LP, students also must develop a very basic understanding of the
assumptions and special features of LP problems.
Students also should learn the basics of developing and formulating linear programming models for
simple problems, solve two-variable linear programming problems by the graphical procedure, and
interpret the resulting outcome. In the process of solving these graphical problems, we must stress the
role and importance of extreme points in obtaining an optimal solution.
Improvements in computer hardware and software technology and the popularity of the software
package Microsoft Excel make the use of computers in solving linear programming problems
accessible to many users. Therefore, a main goal of the chapter should be to allow students to solve
linear programming problems using Excel. More importantly, we need to ensure that students are able
to interpret the results obtained from Excel or any another computer software package.
Answers to Discussion and Review Questions
1. Linear programming is well-suited to constrained optimization problems that satisfy the
following assumptions:
a. Linearity: The impact of decision variables is linear in constraints and the objective
function.
b. Divisibility: Noninteger values of decision variables are acceptable.
c. Certainty: Values of parameters are known and constant.
d. Nonnegativity: Negative values of decision variables are unacceptable.
2. The area of feasibility, or feasible solution space is the set of all combinations of values of
the decision variables that satisfy all constraints. Hence, this area is determined by the
constraints.
3. Redundant constraints do not affect the feasible region for a linear programming problem.
Therefore, they can be dropped from a linear programming problem without affecting the
feasible solution space or the optimal solution.
4. An iso-cost line represents the set of all possible combinations of two input decision variables
that result in a given cost. Likewise, an iso-profit line represents all of the possible
combinations of two output variables that results in a given profit.
5. Sliding an objective function line towards the origin represents a decrease in its value (i.e.,
lower cost, profit, etc.). Sliding an objective function line away from the origin represents an
increase in its value.
6. a. Basic variable: In a linear programming solution, it is a variable not equal to zero.
b. Shadow price: It is the change in the value of the objective function for a one-unit change
in the right-hand-side value of a constraint.
c. Range of feasibility: The range of values for the right-hand-side value of a constraint over
which the shadow price remains the same.
d. Range of optimality: The range of values over which the solution quantities of all the
decision variables remain the same.
19-1
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McGraw-Hill Education.
Solution to Problems
1. a. Graph the constraints and the objective function:
Material constraint:
6x1 + 4x2 48
Replace the inequality sign with an equal sign:
6x1 + 4x2 = 48
Set x1 = 0 and solve for x2:
6(0) + 4x2 = 48
4x2 = 48
x2 = 12
One point on the line is (0, 12).
6x1 + 4(0) = 48
6x1 = 48
x1 = 8
A second point on the line is (8, 0).
Labor constraint:
4x1 + 8x2 80
4x1 + 8x2 = 80
4(0) + 8x2 = 80
8x2 = 80
x2 = 10
4x1 + 8(0) = 80
4x1 = 80
x1 = 20
Objective function:
Let 4x1 + 3x2 = 24.
4(0) + 3x2 = 24
3x2 = 24
x2 = 8
4x1 + 3(0) = 24
4x1 = 24
x1 = 6
The graph and the feasible solution space (shaded) are shown below:
19-2
x2 18
16
14
12
Optimum
10
Profit
4
Material
2 Labor
2 4 6 8 10 12 14 16 18 20 x1
19-3
(1) As we slide the profit line away from the origin, we reach the optimum point indicated
in the graph above (at the intersection of the two constraints). The optimal values of
the decision variables are x1 = 2, x2 = 9, and the optimal objective function value = Z =
35. The work for these solutions is shown below:
Simultaneous solution:
Material: 6x1 + 4x2 = 48
Labor: 4x1 + 8x2 = 80
Step 1:
Multiply the Material constraint by 2 and subtract the Labor constraint from the result.
12x1 + 8x2 = 96
-(4x1 +8x2 = 80)
8x1 = 16
x1 = 2
Step 2:
Substitute x1 = 2 in either constraint:
6x1 + 4x2 = 48
6(2) + 4x2 = 48
12 + 4x2 = 48
4x2 = 36
x2 = 9
Step 3:
Substitute the values of x1 and x2 in the objective function:
Z = 4x1 + 3x2
Z = 4(2) + 3(9) = 35
(2) No constraints have slack. Both constraints are binding.
(3) No constraints have surplus. There are no constraints.
(4) No constraints are redundant.
19-4
b. Graph the constraints and the objective function:
Durability constraint:
10x1 + 4x2 40
10x1 + 4x2 = 40
10(0) + 4x2 = 40
4x2 = 40
x2 = 10
10x1 + 4(0) = 40
10x1 = 40
x1 = 4
Strength constraint:
1x1 + 6x2 24
1x1 + 6x2 = 24
1(0) + 6x2 = 24
6x2 = 24
x2 = 4
1x1 + 6(0) = 24
x1 = 24
19-5
Time constraint:
1x1 + 2x2 14
1x1 + 2x2 = 14
1(0) + 2x2 = 14
2x2 = 14
x2 = 7
1x1 + 2(0) = 14
x1 = 14
Objective function:
Let 2x1 + 10x2 = 20.
2(0) + 10x2 = 20
10x2 = 20
x2 = 2
2x1 + 10(0) = 20
2x1 = 20
x1 = 10
19-6
x2
24
22
20
18
16
14
12
10
8
Optimum
4
Durab.
2 Strength
Profit Time
0
0 2 4 6 8 10 12 14 16 18 20 22 24
x1
19-7
in the graph above (at the intersection of the Durability and Time constraints). The
optimal values of the decision variables are x1 = 1.5, x2 = 6.25, and the optimal
objective function value = Z = 65.5. The work for these solutions is shown below:
Durability: 10x1 + 4x2 = 40
Time: 1x1 + 2x2 = 14
Step 1:
Multiply the Time constraint by 2 and subtract the result from the Durability
constraint.
10x1 + 4x2 = 40
-(2x1 +4x2 = 28)
8x1 = 12
x1 = 1.5
Step 2:
Substitute x1 = 1.5 in either constraint:
10x1 + 4x2 = 40
10(1.5) + 4x2 = 40
15 + 4x2 = 40
4x2 = 25
x2 = 6.25
Step 3:
Substitute the values of x1 and x2 in the objective function:
Z = 2x1 + 10x2
Z = 2(1.5) + 10(6.25) = 65.5
(2) No constraints have slack. Only the Time constraint has a , and this constraint is
binding.
(3) The Durability and Strength constraints have in them. The Durability constraint is
binding and has no surplus. The Strength constraint has surplus of 15 (39 24) as
shown below:
1x1 + 6x2 24
Plug in the values of x1 & x2:
1(1.5) + 6(6.25) 24
39 24
19-8
c. Graph the constraints and the objective function:
Material constraint:
20A + 6B 600
20A + 6B = 600
Set A = 0 and solve for B:
20(0) + 6B = 600
6B = 600
B = 100
Set B = 0 and solve for A:
20A + 6(0) = 600
20A = 600
A = 30
Machinery constraint:
25A + 20B 1,000
25A + 20B = 1,000
25(0) + 20B = 1,000
20B = 1,000
B = 50
25A + 20(0) = 1,000
25A = 1,000
A = 40
19-9
Labor constraint:
20A + 30B 1,200
20A + 30B = 1,200
20(0) + 30B = 1,200
30B = 1,200
B = 40
20A + 30(0) = 1,200
20A = 1,200
A = 60
Objective function:
Let 6A + 3B = 120.
6(0) + 3B = 120
3B = 120
B = 40
6A + 3(0) = 120
6A = 120
A = 20
19-10
B
100
90
80
70 Material
60
50
40 Optimal Solution
30
20
Profit Labor
10
Machinery
10 20 30 40 50 60 70 80 90 100 A
19-11
in the graph above (at the intersection of the Material and Machinery constraints). The
optimal values of the decision variables are A = 24, B = 20, and the optimal objective
function value = Z = 204. The work for these solutions is shown below:
Material: 20A + 6B = 600
Machinery: 25A + 20B = 1,000
Step 1:
Multiply the Material constraint by 5 and multiply the Machinery constraint by -4.
Add the two results.
100A + 30B = 3,000
-100A - 80B = -4,000
-50B = -1,000
B = 20
Step 2:
Substitute B = 20 in either constraint:
20A + 6B = 600
20A + 6(20) = 600
20A + 120 = 600
20A = 480
A = 24
Step 3:
Substitute the values of A and B in the objective function:
Z = 6A + 3B
Z = 6(24) + 3(20) = 204
(2) All constraints have in them. The Material and Machinery constraints are binding
and have zero slack. The Labor constraint has slack of 120 (1,200 1,080) as shown
below:
20A + 30B 1,200

Plug in the values of A & B:
20(24) + 30(20) 1,200
1,080 1,200
(3) No constraints have in them; therefore, no constraints have surplus.
19-12
2. a. Graph the constraints and the objective function:
Potassium constraint:
5S + 8T 200
5S + 8T = 200
Set S = 0 and solve for T:
5(0) + 8T = 200
8T = 200
T = 25
Set T = 0 and solve for S:
5S + 8(0) = 200
5S = 200
S = 40
Carbohydrate constraint:
15S + 6T 240
15S + 6T = 240
15(0) + 6T = 240
6T = 240
T = 40
15S + 6(0) = 240
15S = 240
S = 16
19-13
Protein constraint:
4S + 12T 180
4S + 12T = 180
4(0) + 12T = 180
12T = 180
T = 15
4S + 12(0) = 180
4S = 180
S = 45
T constraint:
T 10
T = 10
Objective function:
Let 1.80S + 2.20T = 99.
1.80(0) + 2.20T = 99
2.20T = 99
T = 45
1.80S + 2.20(0) = 99
1.80S = 99
S = 55
The graph and the feasible solution space (shaded with lines) are shown below:
19-14
T 50
45
40
35
30
25
20
Opt.
15
T
10
0
0 5 10 15 20 25 30 35 40 45 50
S
19-15
(1) As we slide the cost line toward the origin, we reach the optimum point indicated in
the graph above (at the intersection of the Potassium and Carbohydrate constraints).
The optimal values of the decision variables are S = 8, T = 20, and the optimal
objective function value = Z = 58.4. The work for these solutions is shown below:
Potassium: 5S + 8T = 200
Carbohydrate: 15S + 6T = 240
Step 1:
Multiply the Potassium constraint by 3 and subtract the Carbohydrate constraint from
the result:
15S + 24T = 600
-(15S + 6T = 240)
18T = 360
T = 20
Step 2:
Substitute T = 20 in either constraint:
5S + 8T = 200
5S + 8(20) = 200
5S + 160 = 200
5S = 40
S=8
Step 3:
Substitute the values of S and T in the objective function:
Z = 1.80S + 2.20T
Z = 1.80(8) + 2.20(20) = 58.4
(2) No constraints have slack. All constraints have in them.
(3) The Protein and T constraints have surplus.

Protein constraint has surplus of 92 (272 180) as shown below:
4S + 12T 180
Plug in the values of S & T:
4(8) + 12(20) 180
272 180
T constraint has surplus of 10 (20 10) as shown below:
T 10
Plug in the value of T:
20 10
(4) The Protein constraint is redundant.
19-16
b. Graph the constraints and the objective function:
D constraint:
4x1 + 2x2 20
4x1 + 2x2 = 20
4(0) + 2x2 = 20
2x2 = 20
x2 = 10
4x1 + 2(0) = 20
4x1 = 20
x1 = 5
E constraint:
2x1 + 6x2 18
2x1 + 6x2 = 18
2(0) + 6x2 = 18
x2 = 3
2x1 + 6(0) = 18
2x1 = 18
x1 = 9
19-17
F constraint:
1x1 + 2x2 12
1x1 + 2x2 = 12
1(0) + 2x2 = 12
2x2 = 12
x2 = 6
1x1 + 2(0) = 12
x1 = 12
Objective function:
Let 2x1 + 3x2 = 24.
2(0) + 3x2 = 24
3x2 = 24
x2 = 8
2x1 + 3(0) = 24
2x1 = 24
x1 = 12
19-18
x2 12
11
10
8 D
5
F
4 Cost
3 E
2
Optimum
1
0
0 1 2 3 4 5 6 7 8 9 10 11 12 x1
19-19
(1) As we slide the cost line toward the origin, we reach the optimum point indicated in
the graph above (at the intersection of the D & E constraints). The optimal values of
the decision variables are x1 = 4.2, x2 = 1.6, and the optimal objective function value =
Z = 13.2. The work for these solutions is shown below:
D: 4x1 + 2x2 = 20
E: 2x1 + 6x2 = 18
Step 1:
Multiply the D constraint by 3 and subtract the E constraint from the result:
12x1 + 6x2 = 60
-(2x1 + 6x2 = 18)
10x1 = 42
x1 = 4.2
Step 2:
Substitute x1 = 4.2 in either constraint:
4x1 + 2x2 = 20
4(4.2) + 2x2 = 20
16.8 + 2x2 = 20
2x2 = 3.2
x2 = 1.6
Step 3:
Substitute the values of x1 & x2 in the objective function:
Z = 2x1 + 3x2
Z = 2(4.2) + 3(1.6) = 13.2
(2) Constraint F has slack of 4.6 (12 7.4) as shown below:

1x1 + 2x2 12
Plug in the values of x1 & x2:
1(4.2) + 2(1.6) 12
7.4 12
(3) No, there is no surplus. The D & E constraints have in them, but both are binding.
(4) No, there are no redundant constraints.
19-20
3. Maximize: 40H + 30W

Subject to:
Fabrication 4H + 2W 600 hours
Assembly 2H + 6W 480 hours
a. Optimum:
H = 132
W = 36
Z = $6,360
The work for this solution is shown below:
Fabrication constraint:
4H + 2W 600
4H + 2W = 600
Set H = 0 and solve for W:
4(0) + 2W = 600
2W = 600
W = 300
Set W = 0 and solve for H:
4H + 2(0) = 600
4H = 600
H = 150
Assembly constraint:
2H + 6W 480
2H + 6W = 480
2(0) + 6W = 480
6W = 480
W = 80
Set W = 0 and solve for H:
2H + 6(0) = 480
2H = 480
H = 240
19-21
Objective function:
Let 40H + 30W = 4,800.
40(0) + 30W = 4,800
30W = 4,800
W = 160
Let W = 0 and solve for H:
40H + 30(0) = 4,800
40H = 4,800
H = 120
As we slide the profit line away from the origin, we reach the optimum point shown in the
graph below:
300
250
W Fabrication
200
150 Profit
100
Optimum
50
Assembly
0
100 150 200 250
H
19-22
The optimum occurs at the intersection of the Fabrication and Assembly constraints.
Fabrication: 4H + 2W = 600
Assembly: 2H + 6W = 480
Step 1:
Multiply the Fabrication constraint by 3 and subtract the Assembly constraint from the
result:
12H + 6W = 1,800
-(2H + 6W = 480)
10H = 1,320
H = 132
Step 2:
Substitute H = 132 in either constraint:
4H + 2W = 600
4(132) + 2W = 600
528 + 2W = 600
2W = 72
W = 36
Step 3:
Substitute the values of H and W in the objective function:
Z = 40H + 30W
Z = 40(132) + 30(36) = 6,360
b. Use the enumeration approach:

We will calculate Z for each corner point:
(0, 80): Z = 40(0) + 30(80) = 2,400
(150, 0): Z = 40(150) + 30(0) = 6,000
(132, 36): Z = 40(132) + 30(36) = 6,360
Optimum:
H = 132
W = 36
Z = $6,360
19-23
4. Peanuts cost $.60/lb. Deluxe revenue is $2.90/lb.

Raisins cost $1.50/lb. Standard revenue is $2.5 /lb.
Deluxe mix has 1/3 lb. peanuts & 2/3 lb. raisins.
Hence, the Deluxe mix cost is:
1 2
(. 60) + (1.50) = $1.20/
3 3
Standard mix has lb. peanuts & lb. raisins.

Hence, the Standard mix cost is:
1 1
(. 60) + (1.50) = $1.05/
2 2
Profits are as follows:

Deluxe: $2.90 $1.20 = $1.70/bag
Standard: $2.55 $1.05 = $1.50/bag
Thus, the objective function is:

Maximize: Z = 1.70D + 1.50S
Subject to:
2 1
Raisins: 3
+ 2 90
1 1
Peanuts: 3
+ 2 60
Standard: 1D 110
Deluxe: 1S 110
D, S 0
a. Optimum:
D = 90 bags of Deluxe
S = 60 bags of Standard
b. Z = $243
The work for these solutions is shown below:
19-24
Raisins constraint:
2 1
+ 90
3 2
2 1
+ = 90
3 2
Set D = 0 and solve for S:
2 1
(0) + = 90
3 2
1
= 90
2
S = 180
Set S = 0 and solve for D:
2 1
+ (0) = 90
3 2
2
= 90
3
D = 135
Peanuts constraint:
1 1
+ 60
3 2
1 1
+ = 60
3 2
1 1
(0) + = 60
3 2
1
= 60
2
S = 120
1 1
+ (0) = 60
3 2
1
= 60
3
D = 180
Standard constraint:
1D 110
1D = 110
Deluxe constraint:
1S 110
1S = 110
19-25
Objective function:
Let 1.70D + 1.50S = 127.5.
1.70(0) + 1.50S = 127.5
1.50S = 127.5
S = 85
1.70D + 1.50(0) = 127.5
1.70D = 127.5
D = 75
graph below:
S
220
D = 110
200
180
160
Raisins
140
120 S = 110
100 Optimum
80
Profit
60
40
Peanuts
20
0
20 40 60 80 100 120 140 160 180 200 220 240
The optimum point occurs at the intersection of the Raisins and Peanuts constraints.
19-26
2 1
Raisins: + = 90
3 2
1 1
Peanuts: 3
+ 2 = 60
Step 1:
Subtract the Peanuts constraint from the Raisins constraint:
2 1
+ = 90
3 2
1 1
( + = 60)
3 2
________________
1
= 30
3
D = 90
Step 2:
Substitute D = 90 in either constraint:
2 1
+ = 90
3 2
2 1
(90) + = 90
3 2
1
60 + = 90
2
1
= 30
2
S = 60
Step 3:
Substitute the values of D & S in the objective function:
Z = 1.70D + 1.50S
Z = 1.70(90) + 1.50(60) = $243
19-27
5. Maximize: 1.50A + 1.20G

Subject to:
Sugar: 1.5A + 2.0G 1,200 cups
Flour: 3.0A + 3.0G 2,100 cups
Time: 6.0A + 3.0G 3,600 min.
a. Optimum:
A = 500 apple pies
G = 200 grape pies
Revenue = $990
The work for these solutions is shown below:
Sugar constraint:
1.5A + 2.0G 1,200
1.5A + 2.0G = 1,200
Set A = 0 and solve for G:
1.5(0) + 2.0G = 1,200
2.0G = 1,200
G = 600
Set G = 0 and solve for A:
1.5A + 2.0(0) = 1,200
1.5A = 1,200
A = 800
Flour constraint:
3.0A + 3.0G 2,100
3.0A + 3.0G = 2,100
3.0(0) + 3.0G = 2,100
3.0G = 2,100
G = 700
3.0A + 3.0(0) = 2,100
3.0A = 2,100
A = 700
19-28
Time constraint:
6.0A + 3.0G 3,600
6.0A + 3.0G = 3,600
6.0(0) + 3.0G = 3,600
G = 1,200
One point on the line is (0, 1,200).
6.0A + 3.0(0) = 3,600
6.0A = 3,600
A = 600
Objective function:
Let 1.50A + 1.20G = 600
1.50(0) + 1.20G = 600
1.20G = 600
G = 500
1.50A + 1.20(0) = 600
1.50A = 600
A = 400
graph below:
G
1200
1000
Time
800
Flour
600
Optimum
400
Profit
200
Sugar
0 200 400 600 800 1000
19-29
The optimum point occurs at the intersection of the Flour and Time constraints.
Flour constraint: 3.0A + 3.0G = 2,100

Time constraint: 6.0A + 3.0G = 3,600
Step 1:
Subtract the Time constraint from the Flour Constraint:
3.0A + 3.0G = 2,100

-(6.0A + 3.0G = 3,600)
-3.0A = -1,500
A = 500
Step 2:
Substitute A = 500 in either constraint:
3.0A + 3.0G = 2,100
3.0(500) + 3.0G = 2,100
1,500 + 3.0G = 2,100
3.0G = 600
G = 200
Step 3:
Substitute the values of A & G in the objective function:
Z = 1.50A + 1.20G
Z = 1.50(500) + 1.20(200) = 990
b. Amount of sugar, flour, and time that will be unused:
The Time and Flour constraints are binding; therefore, there will be no unused time or
flour.
To determine the unused amount of sugar, we must plug in the values of A & G in the
Sugar constraint:
1.5A + 2.0G 1,200
1.5(500) + 2.0(200) 1,200
750 + 400 1,200
1,150 1,200
The amount of unused sugar will be 50 cups (1,200 1,150).
19-30
6. a. The optimal values of the decision variables are: x1 = 4, x2 = 0, x3 = 18. The optimal value
of the objective function value = Z = 106.
Refer to the Excel Solver solution below:
Formulas used:
Cell Formula
B13 =(B$4*B8)+(C$4*C8)+(D$4*D8)
B14 =(B$4*B9)+(C$4*C9)+(D$4*D9)
B15 =(B$4*B10)+(C$4*C10)+(D$4*D10)
F4 =(B4*B7)+(C4*C7)+(D4*D7)
19-31
Solver Setup
19-32
b. The optimal values of the decision variables are: x1 = 15, x2 = 10, x3 = 0. The optimal
value of the objective function value = Z = 210.
Formulas used:
Cell Formula
B13 =(B$4*B8)+(C$4*C8)+(D$4*D8)
B14 =(B$4*B9)+(C$4*C9)+(D$4*D9)
B15 =(B$4*B10)+(C$4*C10)+(D$4*D10)
F4 =(B4*B7)+(C4*C7)+(D4*D7)
19-33
Solver Setup
19-34
7. a. For Problem 6 Part a, determine the range of feasibility for the three constraints.
To determine the range of feasibility for each constraint, we must use the following values
listed under Constraints in the Sensitivity Report:
R.H. Side, Allowable Increase, and Allowable Decrease.
Lower Limit = Constraint R.H. Side Allowable Decrease

Upper Limit = Constraint R.H. Side + Allowable Increase
Range of Feasibility for Constraint 1:

25 3 and 25 + 1E+30
Range = 22 to +

40 30 and 40 + 7.5
Range = 10 to 47.5

30 10 and 30 + 15
Range = 20 to 45
b. For Problem 6 Part a, determine the range of optimality for the three coefficients of the
objective function.
To determine the range of optimality for each coefficient, we must use the following
values found under Variable Cells in the Sensitivity Report:
Objective Coefficient, Allowable Increase, and Allowable Decrease.
Range of Optimality for Coefficient of x1:

4 1.5 and 4 + 11
Range = 2.5 to 15

2 1E+30 and 2 + 8.6
Range = - to 10.6

5 3.667 and 5 + 3
Range = 1.333 to 8
The Sensitivity Report from Excel Solver is shown below:
19-35
19-36
8. a. For Problem 6 Part b, determine the range of feasibility for the three constraints.
To determine the range of feasibility for each constraint, we must use the following values
listed under Constraints in the Sensitivity Report:
R.H. Side, Allowable Increase, and Allowable Decrease.
Lower Limit = Constraint R.H. Side Allowable Decrease

Upper Limit = Constraint R.H. Side + Allowable Increase

25 5 and 25 + 1.667
Range = 20 to 26.667

40 5 and 40 + 10
Range = 35 to 50

40 5 and 40 + 1E+30
Range = 35 to +
b. For Problem 6 Part b, determine the range of optimality for the three coefficients of the
objective function.
To determine the range of optimality for each coefficient, we must use the following
values found under Variable Cells in the Sensitivity Report:

10 4 and 10 + 2
Range = 6 to 12

6 1 and 6 + 4
Range = 5 to 10

3 1E+30 and 3 + 17
Range = - to 20
The Sensitivity Report from Excel Solver is shown below:
19-37
19-38
9. Formulate the model:
A = Units of Product A to produce

B = Units of Product B to produce
C = Units of Product C to produce
Maximize 2.40A + 2.50B + 3.00C

Subject to:
12A + 10B + 8C 1200 (20 x 60)
5A + 4B + 4C 900 (15 x 60)
10A + 8B + 16C 1440 (24 x 60)
A, B, C 0
The optimal values of the decision variables are: A = 0, B = 80, C = 50. The optimal value of
the objective function is Z = 350.
19-39
Formulas used:
Cell Formula
B13 =(B$4*B8)+(C$4*C8)+(D$4*D8)
B14 =(B$4*B9)+(C$4*C9)+(D$4*D9)
B15 =(B$4*B10)+(C$4*C10)+(D$4*D10)
F4 =(B4*B7)+(C4*C7)+(D4*D7)
Solver Setup
19-40
Determine the range of optimality for the three coefficients of the objective function.
To determine the range of optimality for each coefficient, we must use the following values
found under Variable Cells in the Sensitivity Report:
Range of Optimality for Coefficient of A:

2.4 1E+30 and 2.4 + 0.642
Range = - to 3.042
Range of Optimality for Coefficient of B:

2.5 0.55 and 2.5+ 1.25
Range = 1.95 to 3.75
Range of Optimality for Coefficient of C:

3 1 and 3 + 2
Range = 2 to 5
The Sensitivity Report is shown below:
19-41
x1 = number of one-quart containers of orange juice

x2 = number of one-quart containers of grapefruit juice
x3 = number of one-quart containers of pineapple juice
x4 = number of one-quart containers of All-in-One
Orange Juice Grapefruit Juice Pineapple Juice All-in-One

Revenue per qt. $1.00 $.90 $.80 $1.10
-Cost per qt. .50 .40 .35 .417
Profit per qt. $.50 $.50 $.45 $.683
Cost per qt. = Cost per gallon / 4

Orange Juice = $2.00 / 4 = $.50
Grapefruit Juice = $1.60 / 4 = $.40
Pineapple Juice = $1.40 / 4 = $.35
All-in-One = [$.50 +$.40 + $.35] / 3 = $.417
Quarts On Hand = Gallons On Hand x 4

Orange Juice = 400 x 4 = 1600
Grapefruit Juice = 300 x 4 = 1200
Pineapple Juice = 200 x 4 = 800
Maximize: .50x1 + .50x2 + .45x3 + .683x4

Subject to:
C1 Orange 1x1 +.333x4 1600 qt.
Juice:
C2: Grapefruit 1x2 +.333x4 1200 qt.
Juice:
C3: Pineapple 1x3 +.333x4 800 qt.
Juice:
C4: Grapefruit .30x1 +.70x2 .30x3 .30x4 0 cont.
Containers:
C5: Ratio: 5x1 7x3 0
x1, x2, x3, x4 0
19-42
Notes on constraint development:

C4: Number of grapefruit juice containers (x2) 30% of total containers.
x2 .30(x1 + x2 + x3 + x4)
x2 .30x1 + .30x2 +.30x3 + .30x4
x2 - .30x1 - .30x2 -.30x3 - .30x4 0
-.30x1 + .70x2 -.30x3 - .30x4 0
C5: The ratio of the number of containers of orange juice (x1) to the number of containers
of pineapple juice (x3) should be at least 7 to 5.
7
1 3
5
5x1 7x3
5x1 - 7x3 0
The optimal values of the decision variables are: x1 = 800, x2 = 400, x3 = 0, x4 = 2402. The
optimal value of the objective function coefficient is Z = 2240.84.
19-43
Formulas used:
Cell Formula
B15 =(B4*B8)+(E4*E8)
B16 =(C4*C9)+(E4*E9)
B17 =(D4*D10)+(E4*E10)
B18 =(B4*B11)+(C4*C11)+(D4*D11)+(E4*E11)
B19 =(B4*B12)+(D4*D12)
G4 =(B4*B7)+(C4*C7)+(D4*D7)+(E4*E7)
Solver Setup
19-44
x1 = number of chopping boards to produce

x2 = number of knife holders to produce
Maximize 2x1 + 6x2
Subject to:
C1: Cutting 1.4x1 + 0.8x2 56 minutes
C2: Gluing 5x1 + 13x2 650 minutes
C3: Finishing 12x1 + 3x2 360 minutes
x 1, x 2 0
a. The optimal values of the decision variables are: x1 = 0, x2 = 50. The optimal value of the
objective function coefficient is Z = 300.
b. Cutting slack = 16 minutes (56 40)
Gluing slack = 0 minutes (650 650)
Finishing slack = 210 minutes (360 150)
19-45
Formulas used:
Cell Formula
B13 =(B$4*B8)+(C$4*C8)
B14 =(B$4*B9)+(C$4*C9)
B15 =(B$4*B10)+(C$4*C10)
E4 =(B4*B7)+(C4*C7)
Solver Setup
19-46

x1 = pans of ham spread to make
x2 = pans of deli spread to make
Maximize 2x1 + 4x2 (Profit) or Minimize 3x1 + 3x2 (Cost)
Subject to:
Mayo Min 1.4x1 + 1.0x2 70 lb.
Mayo Max 1.4x1 + 1.0x2 112 lb.
Ham x1 20 pans
Deli Spread x2 18 pans
x1, x2 0
a. Determine the solution that will minimize cost.
The optimal values of the decision variables are: x1 = 37.14, x2 = 18. The optimal value of
the objective function coefficient is Z = $165.43 (cost).
The Excel Solver solution for the minimization problem is shown below:
19-47
Formulas used:
Cell Formula
B14 =(B$4*B8)+(C$4*C8)
B15 =(B$4*B9)+(C$4*C9)
B16 =(B4*B10)
B17 =(C4*C11)
E4 =(B4*B7)+(C4*C7)
Solver Setup
19-48
b. Determine the solution that will maximize profit.
The optimal values of the decision variables are: x1 = 20, x2 = 84. The optimal value of the
objective function coefficient is Z = $376 (profit).
The Excel Solver solution for the maximization problem is shown below:
Formulas used:
Cell Formula
B14 =(B$4*B8)+(C$4*C8)
B15 =(B$4*B9)+(C$4*C9)
B16 =(B4*B10)
B17 =(C4*C11)
E4 =(B4*B7)+(C4*C7)
19-49
Solver Setup
19-50
A = Quantity of Product A
B = Quantity of Product B
C = Quantity of Product C
A B C
Revenue $80 $90 $70
Cost
Matl #1 2 x $ 5 = $10 1 x $ 5 = $ 5 6 x $ 5 = $30
Matl #2 3 x $ 4 = $12 5 x $ 4 = $20
Labor 3.2 x $10 = $32 1.5 x $10 = $15 2 x $10 = $20
Total $54 $40 $50
Profit $26 $50 $20
Maximize 26A + 50B + 20C (profit)
Subject to:
C1: Matl 1 2A + 1B + 6C 200 lb.
C2: Matl 2 3A + 5B 300 lb.
C3: Labor 3.2A + 1.5B + 2.0C 150 hr.
C4: A Output % 2/3A 1/3B 1/3C 0
C5: Ratio 2A 3B =0
C6: A Order A 5
A, B, C 0
Notes on constraint development:
C4: Output of A should be less than or equal to 1/3 of the total produced.
A 1/3(A + B + C)
A 1/3A + 1/3B + 1/3C
A - 1/3A - 1/3B - 1/3C 0
2/3A - 1/3B - 1/3C 0
C5: The ratio of units of A to B should be 3 to 2.

3
=
2
2A = 3B
2A 3B = 0
Solution: Optimal values of the decision variables are:
A = 18.75
B = 12.50
C = 25.00
Optimal value of the objective function is:
Z = $1,612.50
19-51
The Excel Solver solution is shown below:
Formulas used:
Cell Formula
B16 =(B4*B8)+(C4*C8)+(D4*D8)
B17 =(B4*B9)+(C4*C9)
B18 =(B4*B10)+(C4*C10)+(D4*D10)
B19 =(B4*B11)+(C4*C11)+(D4*D11)
B20 =(B4*B12)+(C4*C12)
B21 =(B4*B13)
F4 =(B4*B7)+(C4*C7)+(D4*D7)
19-52
Solver Setup
19-53
x1 = boxes of regular mix

x2 = boxes of deluxe mix
x3 = boxes of cashews
x4 = boxes of raisins
x5 = boxes of caramels
x6 = boxes of chocolates
Maximize .80x1 + .90x2 + .70x3 + .60x4 + .50x5 + .75x6

Subject to:
Cashews .25x1 + .50x2 + x3 120 lb./day
Raisins .25x1 + x4 200 lb./day
Caramels .25x1 + x5 100 lb./day
Chocolate .25x1 + .50x2 + x6 160 lb./day
Boxes:
Regular x1 20 boxes
Deluxe x2 20 boxes
Cashews x3 20 boxes
Raisins x4 20 boxes
Caramels x5 20 boxes
Chocolates x6 20 boxes
x1, x2, x3, x4, x5, x6 0
Solution: x1 = 320 x4 = 120
x2 = 40 x5 = 20 Z = 433
x3 = 20 x6 = 60
19-54
Formulas used:
Cell Formula
B15 =(B4*B8)+(C4*C8)+(D4*D8)
B16 =(B4*B9)+(E4*E9)
B17 =(B4*B10)+(F4*F10)
B18 =(B4*B11)+(C4*C11)+(G4*G11)
I4 =(B4*B7)+(C4*C7)+(D4*D7)+(E4*E7)+(F4*F7)+(G4*G7)
19-55
Solver Setup
19-56
15. a. As shown in the Excel Solver solution below, the C1: Machine and C3: Materials
constraints are binding.
b. As shown in the Sensitivity Report below, the range of optimality for the objective
function coefficient of Product 3 is from 15 1.5 to 15 +21 = 13.5 to 36. Therefore, an
increase from 15 to 22 would not change the value of the decision variables. However, the
objective function value would increase from 792 to 792 + 48 ($22 $15) = Z = $1,128.
c. As shown in the Sensitivity Report below, the range of optimality for the objective
function coefficient of Product 1 is from 12 1E+30 to 12 + 10.2 = to 22.2. Because
22 is within the range, the change would not affect the value of decision variables.
However, the objective function value will not be affected (we are not producing any units
of Product 1).
d. As shown in the Excel Solver solution below, we have slack of 56 hours (288 - 232) in the
C2: Labor constraint. The range of feasibility for this constraint is 288 56 to 288
+1E+30 = 232 to +. Therefore, reducing the available labor hours by 10 (288 10 =
278) will not affect the value of the decision variables. The objective function value will
not change either because the shadow price is 0 in the Sensitivity Report. However, there
will be 10 hours less slack. Thus, the new value of slack for C2: Labor would be 46 labor
hours.
e. If the manager decided that as many as 20 units of Product 2 could be produced (instead
of 16), the decision variables and the objective function would not change. The C4:
Product 2 constraint is not binding.
f. To determine if the changes are within the range for multiple changes, we first compute
the ratio of the amount of each change to the end of the range in the same direction.
Using the Sensitivity Report below, we see that the Allowable Increase for Product 1 =
$10.2, for Product 2 = $2, and for Product 3 = $21. The amount of increase for the profit
per unit of each product is $1. The ratios are:
Product 1: $1 / $10.2 = .098

Product 2: $1 / $2 = .500
Product 3: $1 / $21 = .048
The sum of the ratios = .098 + .500 + .048 = .646.

Because .646 1.00, we conclude that these values are within the range. Therefore, the
optimal values of the decision variables will not change (x1 = 0, x2 = 4, x3 = 48). However,
the objective function value will change. The new objective function value = Z = (4 x $19)
+ (48 x $16) = $844. Alternatively, we could calculate the increase as (4 x $1) + (48 x $1)
= $52 increase. New objective function value = $792 + $52 = $844.
The Excel Solver solution and the Sensitivity Report are shown below:
19-57
Formulas used:
Cell Formula
B14 =(B$4*B8)+(C$4*C8)+(D$4*D8)
B15 =(B$4*B9)+(C$4*C9)+(D$4*D9)
B16 =(B$4*B10)+(C$4*C10)+(D$4*D10)
B17 =C4*C11
F4 =(B4*B7)+(C4*C7)+(D4*D7)
19-58
Solver Setup
19-59
19-60
16. a. The marginal value (shadow price) of a pound of bark is $1.50 (refer to the Sensitivity
Report below for the Shadow Price of C1: Bark). This marginal value is in effect in the
range of feasibility: 600 50 to 600 + 150 = 550 lbs. to 750 lbs.
b. The maximum price the store would be justified in paying for additional bark is the
shadow price of $1.50 per pound.
c. The marginal value (shadow price) of labor is 0 because we currently have 105 excess
labor hours remaining (480 375). This marginal value is in effect in the range of
feasibility: 480 105 to 480 + 1E+30 = 375 hours to +. Refer to the Sensitivity Report
below: C3: Labor.
d. We cannot use any additional machine time because we currently have 75 minutes of
excess machine time (600 525). Refer to the Excel Solver solution below.
e. In the Sensitivity Report below, Allowable Increase for Bark = 150 & Shadow Price =
$1.50. Allowable Increase for Storage = 7.89 & Shadow Price = $1.50.
Expected increase in profit for Bark = 150 x $1.50 = $225.00.
Expected increase in profit for Storage = 7.89 x $1.50 = $11.84.
Therefore, add 150 pounds of bark.
f. The range of optimality for the objective function coefficient of chips (x3) is from 6 0.6
to 6 + 3 = 5.40 to 9. Therefore an increase from $6 to $7 would not change the value of
the decision variables. However, the optimal objective function value (Z) would increase
from $1,125 to $1,125 + (75 x $1) = $1,200.
g. To determine if the changes are within the range for multiple changes, refer to the
Sensitivity Report below and then compute the ratio of the amount of each change to the
end of the range in the same direction.
Chips (x3): Allowable Increase = $3 and proposed increase = $7 - $6 = $1.
Ratio = $1 / $3 = .333
Nuggets (x1): Allowable Decrease = $1 and proposed decrease = $.60.
Ratio = $.60 / $1.00 = .600.
The sum of the ratios = .333+ .600 = .933.
Because .933 1.00, we conclude that these values are within the range. Therefore, the
optimal values of the decision variables will not change (x1 = 75, x2 = 0, x3 = 75).
New Coefficients: x1 = $ 9 - $.60 = $8.40 & x3 = $7.
However, the optimal value of the objective function will change. The new Z = (75 x
$8.40) + (75 x $7) = $1,155.
h. To determine if the changes are within the range for multiple changes, refer to the
Sensitivity Report below and then compute the ratio of the amount of each change to the
end of the range in the same direction.
C1: Bark: Allowable Decrease = 50 and proposed decrease = 15.
Ratio = 15 / 50 = .300
C2: Machine: Allowable Decrease = 75 and proposed decrease = 27.
Ratio = 27 / 75 = .360
C4: Storage: Allowable Increase = 7.89 and proposed increase = 5.
Ratio = 5 / 7.89 = .634
The sum of the ratios = .300 + .360 + .634 = 1.294.
Because the ratio > 1.00, we conclude that these changes do not fall within the range of
feasibility for multiple changes. Therefore, the LP model will need to be re-solved to
determine the impact.
19-61
The Excel Solver solution and the Sensitivity Report are shown below:
Formulas used:
Cell Formula
B14 =(B$4*B8)+(C$4*C8)+(D$4*D8)
B15 =(B$4*B9)+(C$4*C9)+(D$4*D9)
B16 =(B$4*B10)+(C$4*C10)+(D$4*D10)
B17 =(B$4*B11)+(C$4*C11)+(D$4*D11)
F4 =(B4*B7)+(C4*C7)+(D4*D7)
19-62
Solver Setup
19-63
19-64
Solution to Son, Ltd. Case
Q = quantity of Product Q L = quantity of labor

R = quantity of Product R A = quantity of Material A
W = quantity of Product W B = quantity of Material B
1. Maximize 122Q + 115R + 76W 8L 4A 4B

Subject to:
C1: Labor 5Q + 4R + 2W L 0 hr.
C2: Matl A 2Q + 2R + 0.5W A 0 lb.
C3: Matl B 1Q + 2W B 0 lb.
C4: Prod R R 85 units
C5: Budget 8L + 4A + 4B $11,980
All variables 0
Optimal: Q=0 L = 1,000 hr. Contribution = $22,875

R = 85 A = 335 lb.
W = 330 B = 660 lb.
19-65
Formulas used:
Cell Formula
B15 =(B4*B8)+(C4*C8)+(D4*D8)+(E4*E8)
B16 =(B4*B9)+(C4*C9)+(D4*D9)+(F4*F9)
B17 =(B4*B10)+(D4*D10)+(G4*G10)
B18 =C4*C11
B19 =(E4*E12)+(F4*F12)+(G4*G12)
I4 =(B4*B7)+(C4*C7)+(D4*D7)+(E4*E7)+(F4*F7)+(G4*G7)
19-66
19-67
2. E = equal quantities of Q, R, and W

[E contribution per unit = 122 + 115 + 76 = 313]
[An alternate approach would be T = total amount, with an average contribution of 313/3 =
104.333]
Maximize 313E 8L 4A 4B
Subject to:
C1:Labor 11E L 0
C2:Matl A 4.5E A 0
C3:Matl B 3E B 0
C4:Prod R E 85
C5:Budget 8L + 4A + 4B $11,980
All variables 0
Optimal: E = 101.53 [i.e., Q = 101.53, R = 101.53, and W = 101.53.]

L = 1,116.78 hr.
A = 456.86 lb.
B = 304.58 lb.
Contribution = $19,797.46.
The contribution is less by $22,875 $19,797.46 = $3,077.54.

The Excel Solver solution is shown below. Note: The values for the Changing Variables were
formatted to show 2 decimals only. The objective function value reflects the Changing
Variables being carried out to 12 decimals.
19-68
Formulas used:
Cell Formula
B15 =(B4*B8)+(C4*C8)
B16 =(B4*B9)+(D4*D9)
B17 =(B4*B10)+(E4*E10)
B18 =B4*B11
B19 =(C4*C12)+(D4*D12)+(E4*E12)
G4 =(B4*B7)+(C4*C7)+(D4*D7)+(E4*E7)
19-69
Solver Setup
3. 5% waste on A:
4.5E .95A 0
19-70
Case: Custom Cabinets, Inc.
Problem Formulation:
Semi-custom Cabinets Standard Cabinets
A = Quantity of Type SC-A S10 = Quantity of Type S-10

B = Quantity of Type SC-B S20 = Quantity of Type S-20
C = Quantity of Type SC-C S30 = Quantity of Type S-30
D = Quantity of Type SC-D S40 = Quantity of Type S-40
Max Z = 325A + 575B + 257C + 275D +175S10 + 210S20 + 260S30 + 230S40

Subject to:
Wood: 125A + 160B + 140C + 200D + 60S10 + 110S20 + 200S30 + 180S40 < 400,000
Trim: 27A + 42B + 35C + 52D + 21S10 + 28S20 + 50S30 + 43S40 < 140,000
Granite: 175A + 243B < 45,000
Solid Surface: 160C + 140D + 112S10 < 150,000
Laminate: + 135S20 + 254S30 + 176S40 < 400,000
Assembly: 37A + 57B + 30C + 35D + 21S10 + 25S20 + 30S30 + 27S40 < 100,000
Finish: 7A + 12B + 5C + 7D + 3S10 + 5S20 + 7S30 + 5S40 < 25,000
A > 117
B > 92
C > 130
D > 150
S10 > 475
S10 < 875
S20 > 363
S20 < 713
S30 > 510
S30 < 960
S40 > 412
S40 < 887
All variables > 0
Optimal Values
A = 117
B = 100.93
C = 193.75
D = 150
S10 = 875
S20 = 713
S30 = 535.06
S40 = 412
Z = $723,831.56
19-71
Questions
1. In the given information in the case, we are told that workers could work 10% overtime in
Assembly and 5% overtime in Finishing. However, the C6: Assembly and C7: Finish
constraints both have slack and Shadow Prices equal to 0. Therefore, do not work overtime.
2. The C5: Laminate constraint also has slack and a shadow price of 0; therefore, do not purchase
additional laminate.
3. Wood has a shadow price of $1.30, and an allowable increase of 75,061.376 board feet.
50,000 additional board feet of wood are available. Therefore, purchase 50,000 board feet at
an upcharge of $0.50 per board foot. The net increase in profit will equal $.80 per board foot
purchased ($1.30 - $0.50).
4. The net profit in the initial solution is $723,831.56. The possible net profit when purchasing
the additional 50,000 board feet = $723,831.56 + (50,000 x $.80) = $723,831.56 + $40,000 =
$763,831.56.
The Excel Solver solution and the Sensitivity Report are shown below. The Excel Solver solution is
shown in multiple screenshots.
19-72
19-73
Formulas used:
Cell Formula
B28 =SUMPRODUCT(B$4:I$4,B7:I7)
K4 =SUMPRODUCT(B4:I4,B6:I6)
Note: The SUMPRODUCT formula was used to simplify entering constraints in the Solver model.
19-74
19-75
Sensitivity Report
Microsoft Excel 14.0 Sensitivity Report
Worksheet: [Custom Cabinets Case.xlsx]Sheet1
Report Created: 10/7/2013 11:53:05 AM
Variable Cells
Final Reduced Objective Allowable Allowable
Cell Name Value Cost Coefficient Increase Decrease
$B$4 A 117 0 325 101.800 1E+30
$C$4 B 100.926 0 575 1E+30 141.357
$D$4 C 193.75 0 257 63.571 57.857
$E$4 D 150 0 275 50.625 1E+30
$F$4 S10 875 0 175 1E+30 44.5
$G$4 S20 713 0 210 1E+30 67
$H$4 S30 535.059 0 260 107.143 4.444
$I$4 S40 412 0 230 4 1E+30
Constraints
Final Shadow Constraint Allowable Allowable
Cell Name Value Price R.H. Side Increase Decrease
$B$28 C1: Wood A 400000 1.3 400000 75061.376 5011.852
$B$29 C2: Trim A 104787.102 0 140000 1E+30 35212.898
$B$30 C3: Granite A 45000 1.510 45000 7611.75 2169
$B$31 C4: Solid Surf. A 150000 0.469 150000 5727.831 10200
$B$32 C5: Laminate A 304672.052 0 400000 1E+30 95327.948
$B$33 C6: Assembly A 84520.056 0 100000 1E+30 15479.944
$B$34 C7: Finish A 16044.276 0 25000 1E+30 8955.724
$B$35 C8: A Min. A 117 -101.800 117 12.394 117
$B$36 C9: B Min. A 100.926 0 92 8.926 1E+30
$B$37 C10: C Min. A 193.75 0 130 63.75 1E+30
$B$38 C11: D Min. A 150 -50.625 150 64.669 150
$B$39 C12: S10 Min. A 875 0 475 400 1E+30
$B$40 C13: S10 Max. A 875 44.5 875 91.071 131.891
$B$41 C14: S20 Min. A 713 0 363 350 1E+30
$B$42 C15: S20 Max. A 713 67 713 45.562 350
$B$43 C16: S30 Min. A 535.059 0 510 25.059 1E+30
$B$44 C17: S30 Max. A 535.059 0 960 1E+30 424.941
$B$45 C18: S40 Min. A 412 -4 412 27.8436214 412
$B$46 C19: S40 Max. A 412 0 887 1E+30 475
19-76
Enrichment Module: The Simplex Method

The simplex method is a general-purpose linear-programming algorithm widely used to solve large-
scale problems. Although it lacks the intuitive appeal of the graphical approach, its ability to handle
problems with more than two decision variables makes it extremely valuable for solving problems
often encountered in operations management.
When teaching the simplex method, please consider the following points:
1. A computer package for simplex is highly desirable because it permits assigning a range of
problems and concentrating on interpretation of solutions rather than on technique.
2. Students should solve a few problems manually to gain some knowledge of what is actually
taking place during computations, and gain some insight as to why.
3. Insight receives a boost when simplex and graphical solutions are compared for the same
problem.
4. Computations are best done without calculators; students should keep numbers in fractional
form.
5. Minimization, artificial variables, and ranging can be skipped without seriously impairing
appreciation and understanding of the simplex method.
The simplex technique involves a series of iterations; successive improvements are made until an
optimal solution is achieved. The technique requires simple mathematical operations (addition,
subtraction, multiplication, and division), but the computations are lengthy and tedious, and the
slightest error can lead to a good deal of frustration. For these reasons, most users of the technique rely
on computers to handle the computations while they concentrate on the solutions. Still, some
familiarity with manual computations is helpful in understanding the simplex process. You will
discover that it is better not to use your calculator in working through these problems because
rounding can easily distort the results. Instead, it is better to work with numbers in fractional form.
Even though simplex can readily handle three or more decision variables, you will gain considerable
insight on the technique if we use a two-variable problem to illustrate it because you can compare
what is happening in the simplex calculations with a graphical solution to the problem.
19-77
Lets consider the simplex solution to the following problem:

Maximize Z= 4x1 + 5x2
Subject to x1 + 3x2 12
4x1 + 3x2 24
x1, x2 0
The solution is shown graphically in Figure 1. Now lets see how the simplex technique can be used to
obtain the solution.
Figure 1. Graphical Solution
X2
10
8
4X1 + 3X2 = 24
Objective
6
function
4 Optimum
2 X1 + 3X2 = 12
4X1 + 5X2 = 20
0
2 4 6 8 10 12 X1
The simplex technique involves generating a series of solutions in tabular form, called tableaus. By
inspecting the bottom row of each tableau, one can immediately tell if it represents the optimal
solution. Each tableau corresponds to a corner point of the feasible solution space. The first tableau
corresponds to the origin. Subsequent tableaus are developed by shifting to an adjacent corner point in
the direction that yields the highest rate of profit. This process continues as long as a positive rate of
profit exists. Thus, the process involves the following steps:
1. Set up the initial tableau.
2. Develop a revised tableau using the information contained in the first tableau.
3. Inspect to see if it is optimum.
4. Repeat steps 2 and 3 until no further improvement is possible.
Setting Up the Initial Tableau

Obtaining the initial tableau is a two-step process. First, we must rewrite the constraints to make them
equalities and modify the objective function slightly. Then we put this information into a table and
supply a few computations that are needed to complete the table.
Rewriting the objective function and constraints involves the addition of slack variables, one for each
constraint. Slack variables represent the amount of each resource that will not be used if the solution is
implemented. In the initial solution, with each of the real variables equal to zero, the solution consists
solely of slack. The constraints with slack added become equalities:
19-78
1) x1 + 3x2 + 1s1 = 12
2) 4x1 + 3x2 + 1s2 = 24
It is useful in setting up the table to represent each slack variable in every equation. Hence, we can
write these equations in an equivalent form:
1) x1 + 3x2 + 1s1 + 0s2 = 12
2) 4x1 + 3x2 + 0s1 + 1s2 = 24
The objective function can be written in similar form:

Z = 4x1 + 5x2 + 0s1 + 0s2
The slack variables are given coefficients of zero in the objective function because they do not
produce any contributions to profits. Thus, the information above can be summarized as:
Maximize Z = 4x1 + 5x2 + 0s1 + 0s2
Subject to
1) x1 + 3x2 + 1s1 + 0s2 = 12
2) 4x1 + 3x2 + 0s1 + 1s2 = 24
This forms the basis of our initial tableau, which is shown in Table 1 on the next page.
To complete the first tableau, we will need two additional rows, a Z row and a C Z row. The Z row
values indicate the reduction in profit that would occur if one unit of the variable in that column were
added to the solution. The C Z row shows the potential for increasing profit if one unit of the
variable in that column were added to the solution.
To compute the Z values, multiply the coefficients in each column by their respective row profit per
unit amounts, and sum within columns. To begin with, all values are zero:
C x1 x2 s1 s2 Quantity
0 1(0) 3(0) 1(0) 0(0) 12(0)
0 4(0) 3(0) 0(0) 1(0) 24(0)
Z 0 0 0 0 0
The last value in the Z row indicates the total profit associated with a given solution (tableau). Since
the initial solution always consists of the slack variables, it is not surprising that profit is 0.
Values in the C Z row are computed by subtracting the Z value in each column from the value of the
objective row for that column. Thus,
Variable row x1 x2 s1 s2
Objective row (C) 4 5 0 0
Z 0 0 0 0
CZ 4 5 0 0
19-79
Table 1 Partial Initial Tableau

Profit per unit
for variables Decision
in solution Variables
Objective
C 4 5 0 0 row
Variables Solution
in solution x1 x2 s1 s2 quantity
0 s1 1 3 1 0 12
0 s2 4 3 0 1 24
The completed tableau is shown in Table 2.
The Test for Optimality

If all the values in the C Z row of any tableau are zero or negative, the optimal solution has been
obtained. In this case, the C Z row contains two positive values, 4 and 5, indicating that
improvement is possible.
Developing the Second Tableau

Values in the C Z row reflect the profit potential for each unit of the variable in a given column. For
instance, the 4 indicates that each unit of variable x1 added to the solution will increase profits by $4.
Similarly, the 5 indicates that each unit of x2 will contribute $5 to profits. Given a choice between $4
per unit and $5 per unit, we select the larger and focus on that column, which means that x2 will come
into the solution. Now we must determine which variable will leave the solution. (At each tableau, one
variable will come into the solution, and one will go out of solution, keeping the number of variables
in the solution constant. Note that the number of variables in the solution must always equal the
number of constraints. Thus, since this problem has two constraints, all solutions will have two
variables.)
To determine which variable will leave the solution, we use the numbers in the body of the table in the
column of the entering variable (i.e., 3 and 3). These are called row pivot values. Divide each one into
the corresponding solution quantity amount, as shown in Table 3. The smaller of these two ratios
indicates the variable that will leave the solution. Thus, variable s1 will leave and be replaced with x2.
In graphical terms, we have moved up the x2 axis to the next corner point. By determining the smallest
ratio, we have found which constraint is the most limiting. In Figure 1, note that the two constraints
intersect the x2 axis at 4 and 8, the two row ratios we have just computed. The second tableau will
describe the corner point where x2 = 4 and x1 = 0; it will indicate the profits and quantities associated
with that corner point. It will also reveal if the corner point is an optimum, or if we must develop
another tableau.
19-80
Table 2 Completed Initial Tableau.

C 4 5 0 0
Variables Solution
0 s1 1 3 1 0 12
0 s2 4 3 0 1 24
Z 0 0 0 0 0
CZ 4 5 0 0
Table 3
C 4 5 0 0
Variables Solution
Smallest +
0 s1 1 3 1 0 12/3 = 4
ratio
0 s2 4 3 0 1 24/3 = 8
Z 0 0 0 0 0
CZ 4 5 0 0

Largest
+ ratio
At this point we can begin to develop the second tableau. The row of the leaving variable will be
transformed into the new pivot row of the second tableau. This will serve as a foundation on which to
develop the other rows. To obtain this new pivot row, we simply divide each element in the s1 row by
the row pivot value (intersection of the entering column and leaving row), which is 3. The resulting
numbers are:
Solution
x1 x2 s1 s2 quantity
Pivot-row value 1/3 1 1/3 0 4
These numbers become the new x2 row of the second tableau.

The pivot-row numbers are used to compute the values for the other constraint rows (in this instance,
the only other constraint row is the s2 row). The procedure is:
1. Find the value that is at the intersection of the constraint row (i.e., the s2 row) and the entering
variable column. It is 3.
2. Multiply each value in the new pivot row by this value.
3. Subtract the resulting values, column by column, from the current row values.
19-81
x1 x2 s1 s2 Quantity
Current value: 4 3 0 1 24
3 x (pivot row) 3(1/3) 3(1) 3(1/3) 3(0) 3(4)
New row value 3 0 1 1 12
The two new rows are shown in Table 4. The new Z row can now be computed. Multiply the row unit
profits and the coefficients in each column for each row. Sum the results within each column. Thus,
Row Profit x1 x2 s1 s2 Quantity
x2 5 5(1/3) 5(1) 5(1/3) 5(0) 5(4)
s1 0 0(3) 0(0) 0(1) 0(1) 0(12)
New Z row 5/3 5 5/3 0 20
Next, we compute the C Z row:
x1 x2 s1 s2
C 4 5 0 0
Z 5/3 5 5/3 0
CZ 7/3 0 5/3 0
Table 4 partially completed second tableau
C 4 5 0 0
Variables Solution
5 x2 1/3 1 1/3 0 4
0 s2 3 0 1 1 12
Table 5 completed second tableau

C 4 5 0 0
Variables Solution
5 x2 1/3 1 1/3 0 4
0 s2 3 0 1 1 12
Z 5/3 5 5/3 0 20
CZ 7/3 0 5/3 0
19-82
The completed second tableau is shown in Table 5. It tells us that at this point 4 units of variable x2 are
the most we can make (see column Solution quantity, row x2) and that the profit associated with x2 =
4, x1= 0 is $20 (see row Z, column Solution quantity).
The fact that there is a positive value in the C Z row tells us that this is not the optimal solution.
Consequently, we must develop another tableau.
Developing the Third Tableau

The third tableau will be developed in the same manner as the previous one.
1. Determine the entering variable: Find the column with the largest positive value in the C Z
row (7/3, in the x1 column).
2. Determine the leaving variable: Divide the solution quantity in each row by the row pivot.
Hence,
4
= 12 12/3 = 4
1/3
The smaller ratio indicates the leaving variable, s2. See Table 6.
3. Divide each value in the row of the leaving variable by the row pivot value (3) to obtain the
new pivot-row values:
Current value 3 0 1 1 12
New pivot-row value 1 0/3 1/3 1/3 12/3 = 4
Table 6 Leaving/Entering Variables

C 4 5 0 0
Variables Solution
4
5 x2 1/3 1 1/3 0 = 12
1/3
Leaving
0 s2 3 0 1 1 12/3 = 4 variable
is s2
Z 5/3 5 5/3 0 20
CZ 7/3 0 5/3 0

Entering
variable
is x1
19-83
4. Compute values for the x2 row: Multiply each new pivot-row value by the x2 row pivot value
(i.e., 1/3) and subtract the product from corresponding current values. Thus,
Current value: 1/3 1 1/3 0 4
1/3 x (pivot row) 1/3(1) 1/3(0) 1/3(1/3) 1/3(1/3) 1/3(4)
New row value 0 1 4/9 1/9 8/3
At this point, it will be useful to consider the tableaus in relation to a graph of the feasible solution
space. This is shown in Figure 2.
5. Compute new Z row values. Note that now variable x1 has been added to the solution mix; that
rows unit profit is $4.
Row Profit x1 x2 s1 s2 Quantity

x2 $5 5(0) 5(1) 5(4/9) 5(1/9) 5(8/3)
x1 $4 4(1) 4(0) 4(1/3) 4(1/3) 4(4)
New Z row 4 5 8/9 7/9 88/3
6. Compute the C Z row values:
x1 x2 s1 s2
C 4 5 0 0
Z 4 5 8/9 7/9
CZ 0 0 8/9 7/9
Figure 2 Graphical Solution and Simplex Tableaus
X2
10
6 3rd tableau
4
2nd tableau
2
0
1st tableau 2 4 6 8 10 12 X1
19-84
Table 7. Optimal Solution

C 4 5 0 0
Variables Solution
5 x2 0 1 4/9 1/9 8/3
4 x1 1 0 1/3 1/3 4
Z 4 5 8/9 7/9 88/3
CZ 0 0 8/9 7/9
The resulting values of the third tableau are shown in Table 7. Note that each of the C Z
values is either 0 or negative, indicating that this is the final solution. The optimal values of x1
and x2 are indicated in the quantity column: x2 = 8/3, or 2 2/3, and x1 = 4. (The x2 quantity is
in the x2 row and the x1 quantity in the x1 row.) Total profit is 88/3, or 29.33 (quantity
column, Z row).
Handling and Constraints

Up to this point, we have worked with constraints. Constraints that involve equalities and
constraints are handled in a slightly different way.
When an equality constraint is present, use of the simplex method requires addition of an artificial
variable. The purpose of such variables is merely to permit development of an initial solution. For
example, the equalities
(1) 7x1 + 4x2 = 65
(2) 5x1 + 3x2 = 40
would be rewritten in the following manner using artificial variables a1 and a2:
(1) 7x1 + 4x2 + 1a1 + 0a2 = 65
(2) 5x1 + 3x2 + 0a1 + 1a2 = 40
Slack variables would not be added. The objective function, say Z = 2x1 + 3x2, would be rewritten as:
Z = 2x1 + 3x2 + Ma1 + Ma2
where
M = A large number (e.g., 999)
Since the artificial variables are not desired in the final solution, selecting a large value of M (much
larger than the other objective coefficients) will insure their deletion during the solution process.
For constraints, surplus variables must be subtracted instead of added to each constraint. For
example, the constraints
(1) 3x1 + 2x2 + 4x3 80
(2) 5x1 + 4x2 + x3 70
(3) 2x1 + 8x2 + 2x3 68
19-85
would be rewritten as equalities:

(1) 3x1 + 2x2 + 4x3 1s1 0s2 0s3 80
(2) 5x1 + 4x2 + x3 0s1 1s2 0s3 70
(3) 2x1 + 8x2 + 2x3 0s1 0s2 1s3 68
As equalities, each constraint must then be adjusted by inclusion of an artificial variable. The final
result looks like this:
(1) 3x1 + 2x2 + 4x3 1s1 0s2 0s3 + 1a1 + 0a2 + 0a3 80
(2) 5x1 + 4x2 + x3 0s1 1s2 0s3 + 0a1 + 1a2 + 0a3 70
(3) 2x1 + 8x2 + 2x3 0s1 0s2 1s3 + 0a1 + 0a2 + 1a3 68
If the objective function happened to be
5x1 + 2x2 + 7x3
it would become
5x1 + 2x2 + 7x3 + 0s1 + 0s2 + 0s3 + Ma1 + Ma2 + Ma3
Summary of Maximization Procedure

The main steps in solving a maximization problem with only constraints using the simplex algorithm
are these:
1. Set up the initial tableau.
a. Rewrite the constraints so that they become equalities; add a slack variable to each constraint.
b. Rewrite the objective function to include the slack variables. Give slack variables coefficients
of 0.
c. Put the objective coefficients and constraint coefficients into tableau form.
d. Compute values for the Z row; multiply the values in each constraint row by the rows C value.
Add the results within each column.
e. Compute values for the C Z row.
2. Set up subsequent tableaus.

a. Determine the entering variable (the largest positive value in the C Z row). If a tie exists,
choose one column arbitrarily.
b. Determine the leaving variable: Divide each constraint rows solution quantity by the rows
pivot value; the smallest positive ratio indicates the leaving variable. If a tie occurs, divide the
values in each row by the row pivot value, beginning with slack columns and then other
columns, moving from left to right. The leaving variable is indicated by the lowest ratio in the
first column with unequal ratios.
c. Form the new pivot row of the next tableau: Divide each number in the leaving row by the
rows pivot value. Enter these values in the next tableau in the same row positions.
d. Compute new values for remaining constraint rows: For each row, multiply the values in the
new pivot row by the constraint rows pivot value, and subtract the resulting values, column by
column, from the original row values. Enter these in the new tableau in the same positions as
the original row.
e. Compute values for Z and C Z rows.
f. Check to see if any values in the C Z row are positive; if they are, repeat 2a2f. Otherwise,
the optimal solution has been obtained.
19-86
Minimization Problems
The simplex method handles minimization problems in essentially the same way it handles
maximization problems. However, there are a few differences. One is the need to adjust for
constraints, which requires both artificial variables and surplus variables. This tends to make manual
solution more involved. A second major difference is the test for the optimum: A solution is optimal if
there are no negative values in the C Z row.
Example
Solve the following problem for the quantities of x1 and x2 that will minimize cost.
Minimize Z = 12x1 + 10x2
Subject to x1 + 4x2 8
3x1 + 2x2 6
x1, x2 0
Solution to example
1. Rewrite the constraints so that they are in the proper form:
x1 + 4x2 8 becomes x1 + 4x2 1s1 0s2 + 1a1 + 0a2 = 8
3x1 + 2x2 6 becomes 3x1 + 2x2 0s1 1s2 + 0a1 + 1a2 = 6
2. Rewrite the objective function (coefficients of C row):
12x1 + 10x2 + 0s1 + 0s2 + 999a1 + 999a2
3. Compute values for rows Z and C Z:
C x1 x2 s1 s2 a1 a2 Quantity
999 1(999) 4(999) 1(999) 0(999) 1(999) 0(999) 8(999)
999 3(999) 2(999) 0(999) 1(999) 0(999) 1(999) 6(999)
Z 3,996 5,994 999 999 999 999 13,986
CZ 3,984 5,984 999 999 0 0
4. Set up the initial tableau. (Note that the initial solution has all artificial variables.)
C 12 10 0 0 999 999
Variables Solution
in solution x1 x2 s1 s2 a1 a2 Quantity
999 a1 1 4 1 0 1 0 8
999 a2 3 2 0 1 0 1 6
Z 3,996 5,994 999 999 999 999 13,986
CZ 3,984 5,984 999 999 0 0
5. Find the entering variable (largest negative C Z value: x2 column) and leaving variable
(smaller of 8/4 = 2 and 6/2 =3; hence, row a1).
19-87
6. Divide each number in the leaving row by the pivot value (4, in this case) to obtain values for
the new pivot row of the second tableau:
1/4 4/4 = 1 1/4 0/4 1/4 0/4 8/4 = 2
7. Compute values for other rows; a2 is:
x1 x2 s1 s2 a1 a2 Quantity
Current value 3 2 0 1 0 1 6
2 x (new pivot row) 2/4 2 2/4 0/4 2/4 0/4 4
New row 10/4 0 +2/4 1 2/4 1 2
8. Compute a new Z row:
Row Cost x1 x2 s1 s2 a1 a2 Quantity

x2 10 10(1/4) 10(1) 10(1/4) 10(0) 10(1/4) 10(0) 10(2)
a2 999 999(10/4) 999(0) 999(2/4) 999(1) 999(2/4) 999(1) 999(2)
Z 2,500 10 497 999 497 999 2,018
9. Compute the C Z row:
x1 x2 s1 s2 a1 a2
C 12 10 0 0 999 999
Z 2,500 10 497 999 497 999
CZ 2,488 0 497 999 1,496 0
10. Set up the second tableau:
C 12 10 0 0 999 999
Variables Solution
10 x2 1/4 1 1/4 0 1/4 0 2
999 a2 10/4 0 2/4 1 2/4 1 2
Z 2,500 10 497 999 497 999 2,018
CZ 2,488 0 497 999 1,496 0
11. Repeat the process.
a. Check for optimality: It is not optimum because of negatives in C Z row.
b. Determine the entering variable: The largest negative is in column x1.
c. Determine the leaving variable: 2/(1/4) = 8, 2/(10/4) = 0.8. Therefore, it is row a2.
d. Find new pivot-row value using the pivot value of 10/4:
1 0 0.2 0.4 0.2 0.4 0.8
19-88
e. Determine values for new x2 row:

0 1 0.3 0.1 0.3 0.1 1.8
f. Determine new values for row Z:
Row Cost x1 x2 s1 s2 a1 a2 Quantity

x2 10 10(0) 10(1) 10(0.3) 10(0.1) 10(0.3) 10(0.1) 10(1.8)
x1 12 12(1) 12(0) 12(0.2) 12(0.4) 12(0.2) 12(0.4) 12(0.8)
Z 12 10 0.6 3.8 0.6 3.8 27.6
g. Determine values for the C Z row:
x1 x2 s1 s2 a1 a2
C 12 10 0 0 999 999
Z 12 10 0.6 3.8 0.6 3.8
CZ 0 0 0.6 3.8 998.4 995.2
h. Set up the next tableau. Since no C Z values are negative, the solution is optimal. Hence,
x1 = 0.8, x2 = 1.8, and minimum cost is 27.60.
C 12 10 0 0 999 999
Variables
10 x2 0 1 0.3 0.1 0.3 0.1 1.8
12 x1 1 0 0.2 0.4 0.2 0.4 0.8
Z 12 10 0.6 3.8 0.6 3.8 27.6
CZ 0 0 0.6 3.8 998.4 995.2
19-89
Problems for the enrichment module (simplex)

1. Given this information:
Maximize Z = 10.50x + 11.75y + 10.80z
Subject to
Cutting 5x + 12y + 8z 1,400 minutes
Stapling 7x + 9y + 9z 1,250 minutes
Wrapping 4x + 3y + 6z 720 minutes
x, y, z 0
Solve for the quantities of products x, y, and z that will maximize revenue.
2. Use the simplex method to solve these problems:

a. Minimize Z = 21x1 + 18x2
Subject to (1) 5x1 + 10x2 100
(2) 2x1 + 1x2 10
x1, x2 0
b. Minimize Z = 2x + 5y + 3z
Subject to (1) 16x + 10y + 18z 340
(2) 11x + 12y + 13z 300
(3) 2x + 6y + 5z 120
x, y, z 0
3. Use the simplex method to solve the following problem.

Minimize Z = 3x1 + 4x2 + 8x3
Subject to 2x1 + x2 6
x2 + 2x3 4
x1, x2, x3 0
4. Use the simplex method to solve the following problem.

Maximize Z = 8x1 + 2x2
Subject to 4x1 + 5x2 20
2x1 + 6x2 18
x1, x2 0
Note: Row operations in problems 3 and 4 are computationally easy.
19-90
Solutions-Enrichment Module (SIMPLEX)

1. C 10.5 11.75 10.80 0 0 0
Var x y z S1 S2 S3 bi ratio
0 S1 5 12 8 1 0 0 1,400 116.67
0 S2 7 9 9 0 1 0 1,250 138.89
4 S3 4 3 6 0 0 1 720 240
Z 0 0 0 0 0 0 0
CZ 10.5 11.75 10.80 0 0 0
C Var x y z S1 S2 S3 bi ratio
11.45 y 5/12 1 2/3 1/12 0 0 1,400/12 280
0 S2 13/4 0 3 3/4 1 0 200 61.54
0 S3 11/4 0 4 1/4 0 1 370 134.54
Z 4.896 11.75 7.833 0.979 0 0 1,370.83
CZ 5.604 0 2.967 0.979 0 0
C Var x y z S1 S2 S3 bi ratio
11.75 y 0 1 11/39 7/39 5/39 0 91.026 507.1
10.5 x 1 0 12/13 3/13 4/13 0 61.54
0 S3 0 0 19/13 5/13 11/13 1 2610/13 522
Z 10.5 11.75 13.01 0.314 1.724 0 1,715.73
CZ 0 0 2.206 0.314 1.724 0
C Var x y z S1 S2 S3 bi
0 S1 0 39/7 11/7 1 5/7 0 507.14
10.5 x 1 9/7 117/91 0 1/7 0 178.57
0 S3 0 15/7 78/91 0 4/7 1 5.72
Z 10.5 13.5 13.5 0 1.5 0 1,874.99
CZ 0 1.75 2.7 0 1.5 0
Optimal solution is x = 178.57, y = 0, z = 0, and optimal solution = 1,874.99
19-91
Solutions (continued)
2. a. Minimize Z = 21x1 + 18x2
s.t. 5x1 + 10x2 + A1 S1 = 100
2x1 + 1x2 + A2 S2 = 10
C 21 18 M 0 M 0
I. C Var x1 x2 A1 S1 A2 S2 bi ratio
M A1 5 10 1 1 0 0 100 10
M A2 2 1 0 0 1 1 10 10
Z 7M 11M M M M M 110M
CZ [217M] [1811M] 0 M 0 M M
C 21 18 M 0 M 0
II. C Var x1 x2 A1 S1 A2 S2 bi ratio
18 x2 0.5 1 0.1 0.1 0 0 10 20
M A2 1.5 0 0.1 0.1 1 1 0 0
Z [1.5M+9] 18 [1.80.1M] [0.1M1.8] M M 180
CZ [121.5M] 0 [1.1M1.8] [1.8.1M] 0 M
C 21 18 0 0
III. C Var x1 x2 S1 S2 bi
18 x2 0 1 0.1333 0.333 10
21 x1 1 0 +0.0667 0.667 0
Z 21 18 0.99999 8.000 180
CZ 0 0 0.99999 8.000
The optimal solution: x1 = 0; x2 = 10; Z = 180
19-92
2. b.
I. C 2 5 3 M 0 M 0 M 0
Var x y z A1 S1 A2 S2 A3 S3 bi
M A1 16 10 18 1 1 0 0 0 0 340
M A2 11 12 13 0 0 1 1 0 0 300
M A3 2 6 5 0 0 0 0 +1 1 120
Z 29M 28M 36M M M M M M M 760M
CZ [29M+2] [28M+5] [36M+3] 0 M 0 M 0 M
II. C Var x y z A1 S1 A2 S2 A3 S3 bi
3 Z .8889 .5556 1 .0556 .0556 0 0 0 0 18.89
M A2 .5556 4.778 0 .722 .722 1 1 0 0 54.44
M A3 2.444 3.222* 0 .2778 .2778 0 0 1 1 25.56
Z [3M+2.7] [8M+1.7] 3 [M+.17] [M.17] M M M M 80M+56.7
CZ [+3M+.7] [8M+3.3] 0 [2M47] [M+.17] 0 M 0 M
III. C Var x y z S1 A2 S2 S3 bi
3 z 1.31 0 1 .1034 0 0 .1724 14.48
M A2 3.069* 0 0 .3103 1 1 1.483 16.55
5 Y 0.7586 1 0 0.08621 0 0 0.3103 7.931
Z [3M+.138] 5 3 [.3M+.121] M [1.5M1.03] [16.55M+83.1]
CZ [3.1M+1.86] 0 0 [.3M.121] 0 M [1.5M+1.03]
IV. C Var x y z S1 S2 S3 bi
3 z 0 0 1 0.236 .427 0.4607 7.416
2 x 1 0 0 .1011 .3258 .4831 5.393
5 y 0 1 0 .1629 .2472 .05618 12.02
Z 2 5 3 0.309 0.6067 0.1348 93.15
CZ 0 0 0 0.309 0.6067 0.1348
V. C Var x y z S1 S2 S3 bi
3 z 2.333 0 1 0 0.3333 .6667 20
0 S1 9.889 0 0 1 3.222 4.778 53.33
5 y 1.611 1 0 0 .2778* 0.7222 3.333
Z 1.06 5 3 0 +0.3889 1.6111 76.67
CZ 3.056 0 0 0 0.3889 1.6111
19-93
VI. C Var x y z S1 S2 S3 bi
3 z .4 1.2 1 0 0 0.200 24
0 S1 8.8 11.6 0 1 0 3.6 92
0 S2 5.8 3.6 0 0 1 2.6 23
Z 1.2 3.6 3 0 0 0.6 72
CZ .8 1.4 0 0 0 .6
Optimal solution is: x = 0; y = 0; z = 24 and Z = 72.0
3.
C 3 4 8 0 0 M M
Var x1 x2 x3 S1 S2 A1 A2 bi bi/aij
M A1 2 1 0 1 0 1 0 6 6/2 = 3
M A2 0 1 2 0 1 0 1 4
Zj 2M 2M 2M M M M M 10M
CjZj 32M 42M 82M M M 0 0
C 3 4 8 0 0
Var x1 x2 x3 S1 S2 bi bi/aij
3 x1 1 0 0 3 3=6
M A2 0 1 2 0 1 4 41=4
Zj 3 M3/2 2M 3/2 M 4M+9
CjZj 0 5/2 M 82M 3/2 M
C 3 4 8 0 0
Var x1 x2 x3 S1 S2 bi bi/aij
3 x1 1 0 0 3 3=6
8 x3 0 1 0 2 2=4
Zj 3 11/2 8 3/2 4 25
CjZj 0 3/2 0 3/2 4
C 3 4 8 0 0
Var x1 x2 x3 S1 S2 bi
3 x1 1 0 1 1
4 x2 0 1 2 0 1 4
Zj 3 4 5 3/2 5/2 19
CjZj 0 0 3 3/2 5/2
The optimal solution is: x1 = 1; x2 = 4; x3 = 0 and Z = 19.
19-94
4. Cj 8 2 0 0
Var x1 x2 S1 S2 bi
0 S1 4 5 1 0 20
0 S2 2 6 0 1 18
Zj 0 0 0 0 0
CjZj 8 2 0 0
Cj
Var x1 x2 S1 S2 bi
8 x1 1 5/4 0 5
0 S2 0 7/2 1/2 1 8
Zj 8 10 2 0 40
CjZj 0 8 2 0
Optimal solution is x1 = 5, x2 = 0, S1 = 0, S2 = 8 and Z = 40.
19-95

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Chapter 19 - Linear Programming

(2) No constraints have slack. Both constraints are binding.

(3) No constraints have surplus. There are no constraints.

(4) No constraints are redundant.

b. Graph the constraints and the objective function:

(4) No constraints are redundant.

c. Graph the constraints and the objective function:

20A + 30B 1,200

(3) No constraints have in them; therefore, no constraints have surplus.

(4) No constraints are redundant.

2. a. Graph the constraints and the objective function:

(2) No constraints have slack. All constraints have in them.

(3) The Protein and T constraints have surplus.

(4) The Protein constraint is redundant.

b. Graph the constraints and the objective function:

(2) Constraint F has slack of 4.6 (12 7.4) as shown below:

(4) No, there are no redundant constraints.

3. Maximize: 40H + 30W

The work for this solution is shown below:

b. Use the enumeration approach:

4. Peanuts cost $.60/lb. Deluxe revenue is $2.90/lb.

Standard mix has lb. peanuts & lb. raisins.

Profits are as follows:

Thus, the objective function is:

The work for these solutions is shown below:

5. Maximize: 1.50A + 1.20G

The work for these solutions is shown below:

Flour constraint: 3.0A + 3.0G = 2,100

3.0A + 3.0G = 2,100

b. Amount of sugar, flour, and time that will be unused:

The amount of unused sugar will be 50 cups (1,200 1,150).

Lower Limit = Constraint R.H. Side Allowable Decrease

Range of Feasibility for Constraint 1:

Range of Feasibility for Constraint 2:

Range of Feasibility for Constraint 3:

Range of Optimality for Coefficient of x1:

Range of Optimality for Coefficient of x2:

Range of Optimality for Coefficient of x3:

The Sensitivity Report from Excel Solver is shown below:

Lower Limit = Constraint R.H. Side Allowable Decrease

Range of Feasibility for Constraint 1:

Range of Feasibility for Constraint 2:

Range of Feasibility for Constraint 3:

Range of Optimality for Coefficient of x1:

Range of Optimality for Coefficient of x2:

Range of Optimality for Coefficient of x3:

The Sensitivity Report from Excel Solver is shown below:

9. Formulate the model:

A = Units of Product A to produce

Maximize 2.40A + 2.50B + 3.00C

Range of Optimality for Coefficient of A:

Range of Optimality for Coefficient of B:

Range of Optimality for Coefficient of C:

The Sensitivity Report is shown below:

10. Formulate the model:

x1 = number of one-quart containers of orange juice

Orange Juice Grapefruit Juice Pineapple Juice All-in-One

Cost per qt. = Cost per gallon / 4

Quarts On Hand = Gallons On Hand x 4