MMW Chap 6 Linear Programming
MMW Chap 6 Linear Programming
I. Basic Concepts
Trichotomy Property
Addition Property
Multiplication Property
Division Property
Exponential Property
Example:
If a b, then a c b c.
If a b, then a c b c.
Example:
a b 10 17 10 + 5 17 + 5 15 22
a b 19 11 19 + 5 11 + 5 24 16
If a b, then a c b c.
If a b, then a c b c.
Example:
a b 10 17 10 – 5 17 – 5 5 12
a b 19 11 19 – 5 11 – 5 14 6
Example:
Given a = 10, b = 17, and c = 5
a b 10 17 10(5) 17(5) 50 85
Example:
Given a = 10, b = 15, and c = 5
10 15
a b 10 15 2 3
5 5
Example:
Given a = 2, b = 3, and c = 4
a b 2 3 24 34 16 81
If a = 2, b = 3, and c = –4
1 1 1 1
ab 232 3 4 4 –4 –4
2 3 16 81
Example:
1. x2 + 4 0 Absolute Inequality
2. 2x – 5 7 Conditional Inequality
3. 3x – 1 4 Conditional Inequality
4. x4 + 6 0 Absolute Inequality
5. x3 8 Conditional Inequality
1. Replace the inequality sign with an equal sign, and then plot the
graph of the equation.
1. x 5
2. 2x + y 16
3. x + 2y 8
4. x + 2y 4 and 2x + y 6
Let y = 0
2x + 0 = 16
2x = 16
x = 8 (8, 0)
Origin test:
2x + y 16 2(0) + 0 16 0 16 is true.
Let y = 0
x + 2(0) = 8
x = 8 (8, 0)
Origin test:
x + 2y 8 0 + 2(0) 8 0 8 is false.
Let y = 0 Let y = 0
x + 2(0) = 4 2x + 0 = 6
x = 4 (4, 0) 2x = 6
x = 3 (3, 0)
Objective function:
P = aix + biy (for maximization
Subject to:
3x + 2y 18
2x + 4y 20 Structural Constraints
x 5
x 0, y 0 Non-negativity Constraints
A local boutique produced two designs of gowns A and B and has the
following materials available: 18 square meters of cotton,
20 square meters of silk, and
5 square meters of wool.
If Design A sells for ₧1,200 and Design B for ₧1,600, how many of
each garment should the boutique produce to obtain the maximum
amount of money?
Subject to:
3x + 2y 18 Cotton
2x + 4y 20 Silk Structural Constraints
x 5 Wool
x 0, y 0 Non-negativity Constrain
3x + 2y 18
3x + 2y = 18 (0, 9) (6, 0)
2x + 4y 20
2x + 4y = 20 (0, 5) (10, 0)
x5
x=5
(0, 9) 3x + 2y = 18
x=5
(0, 5)
2x + 4y = 20
(5, 0) (10, 0)
(6, 0)
3x + 2y 18
x5
2x + 4y 20
Feasible
Region
x5
3x + 2y 18
Intersection of
1st Eq. & 2nd Eq.
(0, 5) Intersection of
1st Eq. & 3rd Eq.
2x + 4y 20
Feasible
Region
(5, 0)
2(3x + 2y = 18)
6x + 4y = 36
3(2x + 4y = 20)
(–) 6x + 12y = 60
0x – 8y = –24
– 8y = –24
y=3
3x + 2(3) = 18
3x + 6 = 18
The intersection of first equation
3x = 18 – 6
and second equation is (4, 3).
3x = 12
x=4
3x + 2y = 18
x=5
x≤5
3x + 2y ≤ 18
(0, 5)
(4, 3)
2x + 4y ≤ 20
Feasible (5, 1.5)
Region
(5, 0)
Decision: P = ₧9,600
x = 4 Design A gowns
y = 3 Design B gowns
3x + 2y 18 3(4) + 2(3) 18 12 + 6 18 18 18
There is an excess of 1
Constraint for Wool square meter of wool
x5 45
P5 = 1,200x + 1,600y
P4 = 1,200x + 1,600y
P3 = 1,200x + 1,600y
P2 = 1,200x + 1,600y
P1 = 1,200x + 1,600y
Feasible
Region
2x + 6y 12 Antibiotic 3
x 0, y 0
3x + y 6
3x + y = 6 (0, 6) (2, 0)
x+y4
x+y=4 (0, 4) (4, 0)
2x + 6y ≥ 12
2x + 6y = 12 (0, 2) (6, 0)
3x + y = 6
(0, 6)
(0, 4) x+y=4
2x + 6y = 12
(0, 2)
(2, 0) (4, 0) (6, 0)
3x + y 6
Feasible
(0, 6)
Region
(0, 4)
x+y4
(0, 2) 2x + 6y 12
(2, 0) (4, 0) (6, 0)
3x + y 6
Intersection of
1st Eq. & 2nd Eq.
(0, 6)
Intersection of
2nd Eq. & 3rd Eq.
x+y4 2x + 6y 12
(6, 0)
1(3x + y = 6) 3x + y = 6
3( x + y = 4) (–) 3x + 3y = 12
0x – 2y = –6
– 2y = –6
y=3
3x + 3 = 6
3x = 6 – 3
3x = 3 The intersection of first equation
and second equation is (1, 3).
x=1
2( x + y = 4) 2x + 2y = 8
1(2x + 6y = 12)
(–) 2x + 6y = 12
0x – 4y = –4
– 4y = –4
y=1
x+1=4
x=4–1
x=3 The intersection of second equation
and third equation is (3, 1).
3x + y 6
(0, 6)
(1, 3)
(3, 1) 2x + 6y 12
x+y4
(6, 0)
Decision: C = ₧230
x = 1 unit of Ingredient A
y = 3 units of Ingredient B
No
Are there negative entries The solution
in the row is optimal End
Yes
Determine the pivot
column
No
Are there positive entries No finite
solution exist End
in test ratio?
Yes
x1 0, x2 0, x3 0, …, xn 0 Non-negativity
constraints
x1 0, x2 0, x3 0, …, xn 0 non-negativity constraints
A local boutique produced two designs of gowns A and B and has the
following materials available: 18 square meters of cotton,
20 square meters of silk, and
5 square meters of wool.
If Design A sells for ₧1,200 and Design B for ₧1,600, how many of
each garment should the boutique produce to obtain the maximum
amount of money?
Subject to:
3x1 + 2x2 18 Cotton
2x1 + 4x2 20 Silk Structural Constraints
x1 5 Wool
x1 0, x2 0 Non-negativity
Constraints
BV x1 x2 S1 S2 S3 P RHS
1st Constraint
S1 3 2 1 0 0 0 18
2nd Constraint
S2 2 4 0 1 0 0 20
S3 3rd Constraint
1 0 0 0 1 0 5
P –1,200 –1,600 0 0 0 1 0 Objective Function
BV x1 x2 S1 S2 S3 P RHS
S1 3 2 1 0 0 0 18
S2 2 4 0 1 0 0 20
S3 1 0 0 0 1 0 5
P –1,200 –1,600 0 0 0 1 0
Pivot column
Intersectional
Pivot row
Element
Intersectional Elements are elements common to both the pivot
column and the rows representing variables in the
solution
Copyright 2018: Mathematics in the Modern World by Winston S. Sirug, Ph.D.
Tableau 1
Pivot is the element of the simplex tableau that is in both the
pivot row and the pivot column.
BV x1 x2 S1 S2 S3 P RHS
S1 3 2 1 0 0 0 18
S2 2 4 0 1 0 0 20
S3 1 0 0 0 1 0 5
P –1,200 –1,600 0 0 0 1 0
Pivot row
Pivot
Pivot column
Rnm Pnm
Row number Row number
BV x1 x2 S1 S2 S3 P RHS
S1 R11
3 2 1 0 0 0 18
S2 2 4 0 1 0 0 20 R21
S3 1 0 0 0 1 0 5 R31
BV x1 x2 S1 S2 S3 P RHS
S1
x2 ½ 1 0 ¼ 0 0 5
S3
P
BV x1 x2 S1 S2 S3 P RHS
S1 R12
2 0 1 –½ 0 0 8
x2 R22
½ 1 0 ¼ 0 0 5
S3 R32
1 0 0 0 1 0 5
P –400 0 0 400 0 1 8,000 R4
2
BV x1 x2 S1 S2 S3 P RHS
x1 1 0 ½ –¼ 0 0 4
x2 0 1 –¼ ⅜ 0 0 3
S3 0 0 –½ ¼ 1 0 1
P 0 0 200 300 0 1 9,600
Decision:
x1 = 4 Design A gowns S1 = 0
x2 = 3 Design B gowns S2 = 0
P = ₧9,600 profit S3 = 1
Copyright 2018:
Mathematics in the Modern World by Winston S. Sirug, Ph.D.