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MMW Chap 6 Linear Programming

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835 views78 pages

MMW Chap 6 Linear Programming

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Objectives

o Define the system of linear equation and inequality.


o Compare and contrast the types and different properties of
inequalities.
o Perform the method of graphing inequality in one and in two
variables.
o Graph the common solution of a system of linear
inequalities.
o Explain and formulate LP models.
o Recognize problems that have multiple solutions,
infeasibility, and unbounded.

Copyright 2018: Mathematics in the Modern World by Winston S. Sirug, Ph.D.


Objectives
o Solve LP problems graphically and interpret the solutions.
o Describe different problem types that lead to a solution
using Linear Programming models.
o Distinguish the difference between simplex method and
graphical method of Linear Programming.
o Introduce the simplex method of Linear Programming.
o Define and discuss all the elements in the simplex tableau in
terms of their significance to the problem statement and
problem solution.
o Interpret simplex solutions.

Copyright 2018: Mathematics in the Modern World by Winston S. Sirug, Ph.D.


Topic Outline

I. Basic Concepts

II. Linear Inequalities

III. Geometry of Linear Programming

IV. Simplex Method

Copyright 2018: Mathematics in the Modern World by Winston S. Sirug, Ph.D.


Inequality

An inequality is a statement that one quantity or expression is


greater or less than another quantity or expression.

Mathematically, for any two real numbers a and b,

(a  b) or (b  a) if and only if (b – a) is a positive number,


that is, if and only if b – a  0.

Note: Inequalities with ,  or , are called strict inequalities.

Copyright 2018: Mathematics in the Modern World by Winston S. Sirug, Ph.D.


Symbols for Inequality

x  y means “x is greater than y”, (or x – y is a positive number).

x  y means “x is less than y”, (or x – y is a negative number).

x  y means “x is greater than or equal to y.”

x  y means “x is less than or equal to y.”

x  y  z means “y is greater than x but less than z.”

x  y  z means “y is greater than or equal to x but less than z.”

Copyright 2018: Mathematics in the Modern World by Winston S. Sirug, Ph.D.


Properties of Inequality

 Trichotomy Property

 Addition Property

 Multiplication Property

 Division Property

 Exponential Property

Copyright 2018: Mathematics in the Modern World by Winston S. Sirug, Ph.D.


Trichotomy Property

For any real numbers a and b, exactly one of the following is


true:
a  b; a = b; a  b

Example:

If a = 3 and b = 5, only one of the three (, =, ) will hold true


in any two given numbers, thus, 3  5.

Copyright 2018: Mathematics in the Modern World by Winston S. Sirug, Ph.D.


Addition Property
For all real numbers a, b, and c:

If a  b, then a  c  b  c.

If a  b, then a  c  b  c.

Example:

Given a = 10, b = 17, and c = 5

a  b  10  17  10 + 5  17 + 5  15  22

Also if a = 19, b = 11, and c = 5

a  b  19  11  19 + 5  11 + 5  24  16

Copyright 2018: Mathematics in the Modern World by Winston S. Sirug, Ph.D.


Addition Property
For all real numbers a, b, and c:

If a  b, then a  c  b  c.

If a  b, then a  c  b  c.

Example:

Given a = 10, b = 17, and c = –5

a  b  10  17  10 – 5  17 – 5  5  12

Also if a = 19, b = 11, and c = –5

a  b  19  11  19 – 5  11 – 5  14  6

Copyright 2018: Mathematics in the Modern World by Winston S. Sirug, Ph.D.


Multiplication Property
For any real numbers a, b, and c
If a  b and c is positive, then ac  bc.
If a  b and c is negative, then ac  bc.

Example:
Given a = 10, b = 17, and c = 5
a  b  10  17  10(5)  17(5)  50  85

If a = 10, b = 17, and c = –5

a  b  10  17  10(–5)  17(–5)  –50  –85

Copyright 2018: Mathematics in the Modern World by Winston S. Sirug, Ph.D.


Division Property
For all real numbers a, b, and c:
a b
If a  b and c is positive, then 
c c
a b
If a  b and c is negative, then 
c c

Example:
Given a = 10, b = 15, and c = 5
10 15
a  b  10  15    2  3
5 5

If a = 10, b = 15, and c = –5


10 15
a  b  10  15    2  3
5 5
Copyright 2018: Mathematics in the Modern World by Winston S. Sirug, Ph.D.
Exponential Property
For all real numbers a, b, and c:

If a  b and c is positive, then ac  bc.

If a  b and c is negative, then ac  bc.

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
ab 232 3  4  4   –4 –4
2 3 16 81

Copyright 2018: Mathematics in the Modern World by Winston S. Sirug, Ph.D.


Types of Inequalities
Absolute Inequality. It is a condition where the inequality is true for
all values of the unknown involved

Conditional Inequality. It is a condition where the inequality is true


for certain values of the unknown involved

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

Copyright 2018: Mathematics in the Modern World by Winston S. Sirug, Ph.D.


Graphing Linear Inequalities

1. Replace the inequality sign with an equal sign, and then plot the
graph of the equation.

2. Select a test point lying in one of the half-planes determine by


the graph and substitute the values of x and y into the given
inequality. Apply the origin whenever possible

3. If the inequality is satisfied, the graph of the inequality includes


the half-planes that contain the test point. Otherwise, the
solution includes the other half-plane not containing the test
point

Copyright 2018: Mathematics in the Modern World by Winston S. Sirug, Ph.D.


Graphing Linear Inequalities

To determine the required


half-plane, we will pick any
point lying in one of the
half-planes.

Choose the origin (0, 0) if it


does not lie on the line.

Copyright 2018: Mathematics in the Modern World by Winston S. Sirug, Ph.D.


Example

Sketch the graph of the following:

1. x  5

2. 2x + y  16

3. x + 2y  8

4. x + 2y  4 and 2x + y  6

Copyright 2018: Mathematics in the Modern World by Winston S. Sirug, Ph.D.


Solution for x > 5

Copyright 2018: Mathematics in the Modern World by Winston S. Sirug, Ph.D.


Solution for 2x + y  16
2x + y = 16
Let x = 0
2(0) + y = 16
y = 16 (0, 16)

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.

Copyright 2018: Mathematics in the Modern World by Winston S. Sirug, Ph.D.


Solution for x + 2y  5
x + 2y = 8
Let x = 0
0 + 2y = 8
y = 4 (0, 4)

Let y = 0
x + 2(0) = 8
x = 8 (8, 0)

Origin test:

x + 2y  8  0 + 2(0)  8  0  8 is false.

Copyright 2018: Mathematics in the Modern World by Winston S. Sirug, Ph.D.


Solution for x + 2y  4 and 2x + y  6
x + 2y = 4 2x + y = 6
Let x = 0 Let x = 0
0 + 2y = 4 2(0) + y = 6
y = 2 (0, 2) y = 6 (0, 6)

Let y = 0 Let y = 0
x + 2(0) = 4 2x + 0 = 6
x = 4 (4, 0) 2x = 6
x = 3 (3, 0)

Copyright 2018: Mathematics in the Modern World by Winston S. Sirug, Ph.D.


Solution for x + 2y  4 and 2x + y  6

Copyright 2018: Mathematics in the Modern World by Winston S. Sirug, Ph.D.


Linear Programming
 A method of dealing with decision problems that can be expressed
as constrained linear models.

 The primary objectives of all LP models are certainty of the


parameters and linearity of the objective function and all
constraints.

 A mathematical technique for finding the best uses of an


organization’s resources.

 It is initially referred as “programming in a linear structure.”

 Was renamed as “linear programming” in 1948 as suggested by


Tjalling Koopmans.

Note: LP = Linear Programming

Copyright 2018: Mathematics in the Modern World by Winston S. Sirug, Ph.D.


Linear Programming

 Programming means producing a plan or procedure that


determines the solution to a problem.

 Graphical Solution Method is a two-dimensional geometric


analysis of LP problems with two decision variables.

 LP is result of Air Force research project concerned with


computing the most efficient and economical way to distribute
men, weapons and supply from different fronts during World War
II.

Copyright 2018: Mathematics in the Modern World by Winston S. Sirug, Ph.D.


George Bernard Dantzig

LP was developed by George Bernard


Dantzig (1914-2005) in the 1940s.

American mathematical scientist.

Professor Emeritus of Transportation


Sciences and Professor of Operations
Research and of Computer Science at
Stanford University.

Copyright 2018: Mathematics in the Modern World by Winston S. Sirug, Ph.D.


Restriction of LP Graphical Method

 LP graphical solution is limited in a two-dimensional set of axes.

 Graphing software applications can be used in three variables


corresponds to planes in a coordinate space (three-dimensional).

Copyright 2018: Mathematics in the Modern World by Winston S. Sirug, Ph.D.


Solving LP Problem

A LP problem in two unknowns x and y is one in which we are to


determine the maximum and minimum value of a linear expression.

Objective function:
P = aix + biy (for maximization

C = aix + biy (for minimization)

Subject to a number of linear constraints of the form

aix + biy  c or aix + biy  c or aix + biy = c

Copyright 2018: Mathematics in the Modern World by Winston S. Sirug, Ph.D.


Solving LP Problem

Objective Function is an expression, which shows the relationship


between the variables in the problem and the firm’s goal

Two Types of Constraints

Structural Constraint (or explicit constraint) is a limit on the


availability of resources.

Non-negativity constraint (or implicit constraint) it restricts all


the variables to zero and positive solution.

Copyright 2018: Mathematics in the Modern World by Winston S. Sirug, Ph.D.


Linear Programing Model

Maximize: P = 1,200x + 1,600y  Objective Function

Subject to:
3x + 2y  18
2x + 4y  20 Structural Constraints
x 5
x  0, y  0  Non-negativity Constraints

Copyright 2018: Mathematics in the Modern World by Winston S. Sirug, Ph.D.


Optimal Solution of LP Model

Optimal Value is the highest (for maximization problem) or lowest


value (for minimization problem) of the objective function.

Optimal Solution is a combination of decision variable amounts that


yields the best possible value of the objective function and satisfies
all the constraints.

Feasible Region is the set of combinations of values for the decision


variables that satisfy the non-negativity conditions and all the
constraints simultaneously that is the allowable decisions.

Copyright 2018: Mathematics in the Modern World by Winston S. Sirug, Ph.D.


Optimal Solution of LP Model

Extreme point is the


corner of the feasible
region.

It is the location of the


maximum and minimum
point of the feasible region.

Copyright 2018: Mathematics in the Modern World by Winston S. Sirug, Ph.D.


Fundamental Theorem of LP Problem

If a Linear Programming (LP) problem has optimal solution,


there is always at least one extreme point (corner point)
solution of the feasible region.

A Linear programming (LP) problem with bounded, nonempty


feasible regions always contain optimal solutions.

Copyright 2018: Mathematics in the Modern World by Winston S. Sirug, Ph.D.


Example 1: Maximization Problem

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.

Design A requires the following: 3 square meters of cotton,


2 square meters of silk and
1 square meter of wool.

Design B requires the following: 2 square meters of cotton,


4 square meters of silk.

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?

Copyright 2018: Mathematics in the Modern World by Winston S. Sirug, Ph.D.


Solution for Example 1

Let x be the number of Design A gowns, and

y be the number of Design B gowns.

Materials Design A (x) Design B (y) Available


Cotton 3 2 18
Silk 2 4 20
Wool 1 0 5

Profit ₧1,200 ₧1,600

Copyright 2018: Mathematics in the Modern World by Winston S. Sirug, Ph.D.


Solution for Example 1

Maximize: P = 1,200x + 1,600y  Objective Function

Subject to:
3x + 2y  18  Cotton
2x + 4y  20  Silk Structural Constraints
x  5  Wool
x  0, y  0  Non-negativity Constrain

Copyright 2018: Mathematics in the Modern World by Winston S. Sirug, Ph.D.


Solution for Example 1

3x + 2y  18

3x + 2y = 18 (0, 9) (6, 0)

2x + 4y  20
2x + 4y = 20 (0, 5) (10, 0)

x5
x=5

Copyright 2018: Mathematics in the Modern World by Winston S. Sirug, Ph.D.


Plotting of Graphs

(0, 9)  3x + 2y = 18

x=5

(0, 5) 

2x + 4y = 20

  
(5, 0) (10, 0)
(6, 0)

Copyright 2018: Mathematics in the Modern World by Winston S. Sirug, Ph.D.


Determining the Feasible Region

 3x + 2y  18

x5

 

 2x + 4y  20

Feasible 
Region



 

Copyright 2018: Mathematics in the Modern World by Winston S. Sirug, Ph.D.


Identifying the Extreme Points

x5
 3x + 2y  18
Intersection of
1st Eq. & 2nd Eq.

(0, 5)  Intersection of
1st Eq. & 3rd Eq.


2x + 4y  20
Feasible

Region
  
(5, 0)

Copyright 2018: Mathematics in the Modern World by Winston S. Sirug, Ph.D.


Solution for 1st Equation and 2nd Equation

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

Copyright 2018: Mathematics in the Modern World by Winston S. Sirug, Ph.D.


Solution for 1st Equation and 3rd Equation

3x + 2y = 18
x=5

3(5) + 2y = 18 Directly substitute x = 5 to the 3x + 2y = 18.


15 + 2y = 18
2y = 18 – 15
2y = 3
The intersection of first equation
y = 1.5 and third equation is (5, 1.5).

Copyright 2018: Mathematics in the Modern World by Winston S. Sirug, Ph.D.


Extreme Points

x≤5
 3x + 2y ≤ 18

(0, 5) 
(4, 3)

2x + 4y ≤ 20
Feasible (5, 1.5)

Region
  
(5, 0)

Copyright 2018: Mathematics in the Modern World by Winston S. Sirug, Ph.D.


Optimal Solution for Example 1

Objective Function: P = 1,200x + 1,600y

Extreme points Values of the objective function


(0, 5) 1,200(0) + 1,600(5) = 0 + 8,000 = 8,000 Optimal
(5, 0) 1,200(5) + 1,600(0) = 6,000 + 0 = 6,000 Value

(4, 3) 1,200(4) + 1,600(3) = 4,800 + 4,800 = 9,600


(5, 1.5) 1,200(5) + 1,600(1.5) = 6,000 + 2,400 = 8,400

Decision: P = ₧9,600
x = 4 Design A gowns
y = 3 Design B gowns

Copyright 2018: Mathematics in the Modern World by Winston S. Sirug, Ph.D.


Checking
Solution: (x, y) = (4, 3)

Constraint for Cotton

3x + 2y  18  3(4) + 2(3)  18  12 + 6  18  18  18

Constraint for Silk


2x + 4y  20  2(4) + 4(3)  20  8 + 12  20  20  20

There is an excess of 1
Constraint for Wool square meter of wool
x5 45

Copyright 2018: Mathematics in the Modern World by Winston S. Sirug, Ph.D.


Objective Function


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
  

Copyright 2018: Mathematics in the Modern World by Winston S. Sirug, Ph.D.


Example 2: Minimization Problem
A pharmacist produces a drug from two ingredients. Each ingredient
contains the same three antibiotics in different proportions. Each
ingredient A produced results ₧80 in cost; each ingredient B results
₧50 in cost. The production of the antibiotics is dependent on the
availability of limited resources. The resource requirements for the
production are as follows.
Resources Requirement Minimum
Antibiotic Ingredient A Ingredient B Requirement

Antibiotic 1 3 units 1 unit 6


Antibiotic 2 1 unit 1 unit 4
Antibiotic 3 2 units 6 units 12
The company wants to determine the quantity of ingredient A and B
that must go in to drug in order to meet the antibiotics minimum
requirements at the minimum cost

Copyright 2018: Mathematics in the Modern World by Winston S. Sirug, Ph.D.


Solution for Example 2

Let x be the quantity of ingredient A, and


y be the quantity of ingredient B.

Materials Ingredient A (x) Ingredient B (y) Requirement


Antibiotic 1 3 1 6
Antibiotic 2 1 1 4
Antibiotic 3 2 6 12
Cost ₧80 ₧50

Copyright 2018: Mathematics in the Modern World by Winston S. Sirug, Ph.D.


LP Model

Minimize: C = 80x + 50y


Subject to:
3x + y  6  Antibiotic 1
x+ y4  Antibiotic 2

2x + 6y  12  Antibiotic 3

x  0, y  0

Copyright 2018: Mathematics in the Modern World by Winston S. Sirug, Ph.D.


Solution for Example 2

3x + y  6
3x + y = 6 (0, 6) (2, 0)

x+y4
x+y=4 (0, 4) (4, 0)

2x + 6y ≥ 12
2x + 6y = 12 (0, 2) (6, 0)

Copyright 2018: Mathematics in the Modern World by Winston S. Sirug, Ph.D.


Plotting of Graphs

3x + y = 6

(0, 6) 

(0, 4)  x+y=4
2x + 6y = 12
(0, 2) 

  
(2, 0) (4, 0) (6, 0)

Copyright 2018: Mathematics in the Modern World by Winston S. Sirug, Ph.D.


Determining the Feasible Region

3x + y  6

Feasible
(0, 6) 
Region
(0, 4) 
 x+y4

(0, 2)  2x + 6y  12

   
(2, 0) (4, 0) (6, 0)

Copyright 2018: Mathematics in the Modern World by Winston S. Sirug, Ph.D.


Identifying the Extreme Points

3x + y  6

Intersection of
1st Eq. & 2nd Eq.
(0, 6) 
Intersection of
 2nd Eq. & 3rd Eq.


x+y4 2x + 6y  12

  
(6, 0)

Copyright 2018: Mathematics in the Modern World by Winston S. Sirug, Ph.D.


Solution for 1st Equation and 2nd Equation

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

Copyright 2018: Mathematics in the Modern World by Winston S. Sirug, Ph.D.


Solution for 2nd Equation and 3rd Equation

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).

Copyright 2018: Mathematics in the Modern World by Winston S. Sirug, Ph.D.


Identifying the Extreme Points

3x + y  6

(0, 6) 


(1, 3)


(3, 1) 2x + 6y  12

x+y4
  
(6, 0)

Copyright 2018: Mathematics in the Modern World by Winston S. Sirug, Ph.D.


Optimal Solution for Example 2

Objective Function: C = 80x + 50y

Extreme points Values of the objective function


(0, 6) 80(0) + 50(6) = 0 + 300 = 300 Optimal
Value
(6, 0) 80(6) + 50(0) = 480 + 0 = 480
(1, 3) 80(1) + 50(3) = 80 + 150 = 230
(3, 1) 80(3) + 50(1) = 240 + 50 = 290

Decision: C = ₧230
x = 1 unit of Ingredient A
y = 3 units of Ingredient B

Copyright 2018: Mathematics in the Modern World by Winston S. Sirug, Ph.D.


Checking
Solution: (x, y) = (1, 3)

Constraint for Antibiotic 1

3x + y  6  3(1) + 3  6 3+36 66

Constraint for Antibiotic 2


x+y4 1+34 44

Constraint for Antibiotic 3


2x + 6y  12  2(1) + 6(3)  12  2 + 18  12  20  12

Copyright 2018: Mathematics in the Modern World by Winston S. Sirug, Ph.D.


Simplex Method

Simplex Method is an iterative technique that begins with a


feasible solution that is not optimal, but serves
as a starting point.

Iteration is a simplex method which consists of the sequence


of steps (row operations) performed in moving one
basic feasible solution to another.

Copyright 2018: Mathematics in the Modern World by Winston S. Sirug, Ph.D.


Simplex Method Flowchart
Set up the Initial Tableau

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

Determine the pivotal row.

Compute a new tableau


Copyright 2018: Mathematics in the Modern World by Winston S. Sirug, Ph.D.
General LP Model
A LP problem in n unknowns x1, x2, x3,…,xn is one which we are
to determine the maximum or the minimum value of the
objective function

a1x1 + a2x2 + a3x3 +…+ anxn,

where a1, a2, a3,…,an are constants, subject to a linear


constraints of the form
b1x1 + b2x2 + b3x3 +…+ bnxn  c
or b1x1 + b2x2 + b3x3 +…+ bnxn  c
or b1x1 + b2x2 + b3x3 +…+ bnxn = c

where b1, b2, b3,…,bn and c are numbers.

Copyright 2018: Mathematics in the Modern World by Winston S. Sirug, Ph.D.


Standard LP Maximization Model

Maximize: P = a1x1 + a2x2 + a3x3 +…+ anxn


Subject to: b1x1 + b2x2 + b3x3 +…+ bnxn  c structural
constraints

x1  0, x2  0, x3  0, …, xn  0 Non-negativity
constraints

where c  0 and the structural constraints is strictly “”.

Copyright 2018: Mathematics in the Modern World by Winston S. Sirug, Ph.D.


Standard LP Minimization Model

Minimize: C = a1x1 + a2x2 + a3x3 +…+ anxn

Subject to: b1x1 + b2x2 + b3x3 +…+ bnxn  c structural constraints

x1  0, x2  0, x3  0, …, xn  0 non-negativity constraints

where c  0 and the structural constraints is strictly “”.

Copyright 2018: Mathematics in the Modern World by Winston S. Sirug, Ph.D.


Example: Maximization Problem

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.

Design A requires the following: 3 square meters of cotton,


2 square meters of silk and
1 square meter of wool.

Design B requires the following: 2 square meters of cotton,


4 square meters of silk.

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?

Copyright 2018: Mathematics in the Modern World by Winston S. Sirug, Ph.D.


Solution for Example

Let x1 be the number of Design A gowns, and


x2 be the number of Design B gowns.

Materials Design A (x1) Design B (x2) Available


Cotton 3 2 18
Silk 2 4 20
Wool 1 0 5

Profit ₧1,200 ₧1,600

Copyright 2018: Mathematics in the Modern World by Winston S. Sirug, Ph.D.


Solution for Example

Maximize: P = 1,200x1 + 1,600x2  Objective Function

Subject to:
3x1 + 2x2  18  Cotton
2x1 + 4x2  20  Silk Structural Constraints
x1  5  Wool
x1  0, x2  0  Non-negativity
Constraints

Copyright 2018: Mathematics in the Modern World by Winston S. Sirug, Ph.D.


Solution for Example

Slack variables are variables added to constraints to convert


them into equations.

Maximize: –1,200x1 – 1,600x2 + P = 0


Subject to:
3x1 + 2x2 + S1 = 18
2x1 + 4x2 + S2 = 20
x1 + S3 = 5
x1, x2, S1, S2, S3  0

Copyright 2018: Mathematics in the Modern World by Winston S. Sirug, Ph.D.


Standard LP Minimization Model

Right-Hand-Side (RHS) is the column in a simplex tableau


indicating the quantities of the variables is in
a solution.
Basic Variables (BV) are the variable included in a basic
solution.

Copyright 2018: Mathematics in the Modern World by Winston S. Sirug, Ph.D.


Tableau 1

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

Simplex Tableau is a table use to keep track of the calculations


made when the simplex method is employed.

Copyright 2018: Mathematics in the Modern World by Winston S. Sirug, Ph.D.


Identification of Pivot Column
Pivot column is the column in any solution to a maximization
problem which has the lowest negative value in
the last row.

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

Copyright 2018: Mathematics in the Modern World by Winston S. Sirug, Ph.D.


Identification of Pivot Row
Pivot Row is the row in the simplex tableau corresponding to
the basic variable that will leave the solution.
Test ratio = RHS ÷ IE
BV x1 x2 S1 S2 S3 P RHS
S1 18 ÷ 2 = 9
3 2 1 0 0 0 18
S2 20 ÷ 4 = 5
2 4 0 1 0 0 20
S3 5 ÷ 0 = undefined
1 0 0 0 1 0 5
P –1,200 –1,600 0 0 0 1 0

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

Copyright 2018: Mathematics in the Modern World by Winston S. Sirug, Ph.D.


Additional information

Replacing/ Tableau Tableau


Remaining Row number Pivot number

Rnm Pnm
Row number Row number

Copyright 2018: Mathematics in the Modern World by Winston S. Sirug, Ph.D.


Tableau 1

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

P –1,200 –1,600 0 0 0 1 0  R41

Copyright 2018: Mathematics in the Modern World by Winston S. Sirug, Ph.D.


Replacing Row Computation (Tableau 2)

Replacing Row = Pivot Row  Pivot

R22 = R21  P21 = (2, 4, 0, 1, 0, 0, 20)  4


= (½, 1, 0, ¼, 0, 0, 5)

BV x1 x2 S1 S2 S3 P RHS
S1
x2 ½ 1 0 ¼ 0 0 5
S3
P

Copyright 2018: Mathematics in the Modern World by Winston S. Sirug, Ph.D.


Remaining Row Computation (Tableau 2)
Remaining Row = Previous Row – (Intersectional Element x Replacing Row)

R12 = R11 – 2R22 = (3, 2, 1, 0, 0, 0, 18) – (2)(½, 1, 0, ¼, 0, 0, 5)


= (3, 2, 1, 0, 0, 0, 18) – (1, 2, 0, ½, 0, 0, 10)
= (2, 0, 1, –½, 0, 0, 8)

R32 = R31 – 0R22 = (1, 0, 0, 0, 1, 0, 5) – (0)(½, 1, 0, ¼, 0, 0, 5)


= (1, 0, 0, 0, 1, 0, 5) – (0, 0, 0, 0, 0, 0, 0)
= (1, 0, 0, 0, 1, 0, 5)

R42 = R41 + 1600R22 = (-1200, -1600, 0, 0, 0, 1, 0) + (1600)(½, 1, 0, ¼, 0, 0, 5)

= (-1200, -1600, 0, 0, 0, 1, 0) + (800, 1600, 0, 400, 0, 0, 8000)


= (-400, 0, 0, 400, 0, 1, 8000)

Copyright 2018: Mathematics in the Modern World by Winston S. Sirug, Ph.D.


Tableau 2

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

Copyright 2018: Mathematics in the Modern World by Winston S. Sirug, Ph.D.


Tableau 3

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.


Solution for Example
Tableau 1
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
Tableau 2
BV x1 x2 S1 S2 S3 P RHS
S1 2 0 1 –½ 0 0 8
x2 ½ 1 0 ¼ 0 0 5
S3 1 0 0 0 1 0 5
P –400 0 0 400 0 1 8,000 Decision:
x1 = 4 Design A gowns
Tableau 3
x2 = 3 Design B gowns
BV x1 x2 S1 S2 S3 P RHS
x1 P = ₧9,600 profit
1 0 ½ –¼ 0 0 4
S1 = 0
x2 0 1 –¼ ⅜ 0 0 3
S2 = 0
S3 0 0 –½ ¼ 1 0 1
S3 = 1
P 0 0 200 300 0 1 9,600
Copyright 2018: Mathematics in the Modern World by Winston S. Sirug, Ph.D.
“It is not enough to have a good
mind. The main thing is to use it
well.”

– René Descartes (1596-


1650)

Copyright 2018:
Mathematics in the Modern World by Winston S. Sirug, Ph.D.

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