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07 FIN3256 Lesson 3 LP Simplex Minimization

The document outlines the learning objectives and methods for solving linear programming (LP) problems using the simplex method, including converting constraints to equalities and conducting sensitivity analysis. It provides examples of minimization problems related to feeding turkeys and pigs, detailing the formulation of LP models and the interpretation of simplex tableaus. Additionally, it highlights the importance of identifying slack and surplus in constraints.

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1 views12 pages

07 FIN3256 Lesson 3 LP Simplex Minimization

The document outlines the learning objectives and methods for solving linear programming (LP) problems using the simplex method, including converting constraints to equalities and conducting sensitivity analysis. It provides examples of minimization problems related to feeding turkeys and pigs, detailing the formulation of LP models and the interpretation of simplex tableaus. Additionally, it highlights the importance of identifying slack and surplus in constraints.

Uploaded by

tmarkstorage2
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
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Download as PDF, TXT or read online on Scribd
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LINEAR PROGRAMMING

LESSON 3
LEARNING OBJECTIVES

1. Convert LP constraints to equalities with slack, surplus, and artificial


variables.
2. Set up and solve LP problems with simplex tableaus.
3. Interpret the meaning of every number in a simplex tableau.
4. Recognize special cases such as infeasibility, unboundedness, and
degeneracy.
5. Use the simplex tables to conduct sensitivity analysis
6. Construct the dual problem from the primal problem.
LINEAR PROGRAMMING – SIMPLEX METHOD
MAX MIN
Constraints with inequality / equality
< : add a slack variable in the constraint < : add a slack variable in the constraint

> : subtract a surplus variable in the constraint > : subtract a surplus variable in the constraint
add an artificial variable ‘A’ in the constraint
and with a very large coefficient in the objective function

= : add a slack variable in the constraint = : add an artificial variable in the constraint
and with a very large coefficient in the objective function
Optimal Indicator
Cj-Zj values are either zero or negative Cj-Zj values are either zero or positive
Entering Variable Indicator
Most positive Cj-Zj values Most negative Cj-Zj values
Leaving Variable Indicator
Least positive ratio Least positive ratio
LINEAR PROGRAMMING – SIMPLEX METHOD
MININIMIZATION PROBLEMS
Constraints with inequality / equality
< : add a slack variable in the constraint

> : subtract a surplus variable in the constraint


add an artificial variable ‘A’ in the constraint
and with a very large coefficient in the objective function

= : add an artificial variable in the constraint


and with a very large coefficient in the objective function
Optimal Indicator
Cj-Zj values are either zero or positive
Entering Variable Indicator
Most negative Cj-Zj values
Leaving Variable Indicator
Least positive ratio
MINIMIZATION PROBLEMS
 The Holiday Meal Turkey Ranch is considering buying two different brands
of turkey feed and blending them to provide a good, low-cost diet for its
turkeys. Each feed contains, in varying proportions, some or all of the three
nutritional ingredients essential for fattening turkeys. Each pound of brand 1
purchased, for example, contains 5 ounces of ingredient A, 4 ounces of
ingredient B, and 0.5 ounce of ingredient C. Each pound of brand 2 contains
10 ounces of ingredient A, 3 ounces of ingredient B, but no ingredient C. The
brand 1 feed costs the ranch 2 cents a pound, while the brand 2 feed costs 3
cents a pound. The owner of the ranch specified that at least 90 oz. of
ingredient A, 48 oz. of ingredient B and 1.5 oz. of ingredient C must be used.
The owner of the ranch would like to use LP to determine the lowest-cost diet
that meets the minimum monthly intake requirement for each nutritional
ingredient. How much slack or surplus is there for each constraint.
ANSWER: USING GRAPHICAL METHOD

Minimize Z = 2x + 2y Decision: Holiday Meal Turkey Ranch


should buy a blend of 8.4lb of brand 1 and
Subject to . . . 4.8lb of brand 2 to get a minimum cost of
31.2 cents
5x + 10y > 90
4x + 3y > 48 Slack:
Ingredient A = no surplus
0.5x > 1.5 Ingredient B = no surplus
x,y >0 Ingredient C = surplus of 2.7 ounces
______ TABLEAU

Cj b

Zj

Cj - Zj
MINIMIZATION PROBLEMS
 Dwight is an elementary school teacher who also raises pigs for supplemental income.
He is trying to decide what to feed his pigs. He is considering using a combination of pig
feeds available from local suppliers. He would like to feed the pigs at minimum cost while
also making sure each pig receives an adequate supply of calories and vitamins. The cost,
calorie content, and vitamin content of each feed are given in the table below
Contents Feed Type A Feed Type B
Calories (per lb) 800 1,000
Vitamins (per lb) 140 70
Cost (per lb) $0.40 $0.80
 Each pig requires at least 8,000 calories per day and at least 700 units of vitamins. A
further constraint is that no more than 8 lb can consist of Feed Type A, since it contains an
ingredient which is toxic if consumed in too large a quantity. Formulate a linear
programming model for this problem. How much slack or surplus is there for each
constraint.
ANSWER: USING GRAPHICAL METHOD

Minimize Z = 0.40A + 0.80B Decision: Dwight should feed the pigs


with 8lb of feed type A and 1.6lb of
Subject to . . . feed type B to get a minimum cost of
$4.48
800A + 1,000B > 8,000
140A + 70B > 700 Slack:
Calories = no surplus
A <8
Vitamins = surplus 532 units per lb
A,B >0 Amount of feed A = no slack
______ TABLEAU

Cj b

Zj

Cj - Zj
MINIMIZATION PROBLEM

Minimize Cost W = 40x +55y + 30z


Subject to… x +2y +3z <60
2x +y +z = 40
x +3y +z > 50
x, y, z >0
______ TABLEAU

Cj b

Zj

Cj - Zj

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