Sample Linear Programming Problem

A furniture manufacturer makes two types of furniture – chairs and sofas. The
production of the sofas and chairs requires three operations – carpentry, finishing, and
upholstery. Manufacturing a chair requires 3 hours of carpentry, 9 hours of finishing, and
2 hours of upholstery. Manufacturing a sofa requires 2 hours of carpentry, 4 hours of
finishing, and 10 hours of upholstery. The factory has allocated at most 66 labor hours
for carpentry, 180 labor hours for finishing, and 200 labor hours for upholstery. The
profit per chair is $90 and the profit per sofa is $75. How many chairs and how many
sofas should be produced each day to maximize the profit?
 The Simplex Method: Standard Maximization Problems

A standard maximization problem is one in which the objective function is to be maximized, all the
variables involved in the problem are nonnegative, and each linear constraint may be written so that the
expression involving the variables is less than or equal to a nonnegative constant.

Example 1: A furniture manufacturer makes two types of furniture – chairs and sofas. The production of
the sofas and chairs requires three operations – carpentry, finishing, and upholstery. Manufacturing a chair
requires 3 hours of carpentry, 9 hours of finishing, and 2 hours of upholstery. Manufacturing a sofa
requires 2 hours of carpentry, 4 hours of finishing, and 10 hours of upholstery. The factory has allocated at
most 66 labor hours for carpentry, 180 labor hours for finishing, and 200 labor hours for upholstery. The
profit per chair is $90 and the profit per sofa is $75. How many chairs and how many sofas should be
produced each day to maximize the profit?

Linear Programming Method Of Corners Solution: If x is the number of chairs produced and y is the
number of sofas produced we will want to maximize P = 90 x + 75 y subject to the following constraints.
⎧3x + 2 y ≤ 66 ⎧ y ≤ −1.5 x + 33
⎪9 x + 4 y ≤ 180 ⎪ y ≤ −2.25 x + 45
⎪ ⎪
⎨ = ⎨
⎪ 2 x + 10 y ≤ 200 ⎪ y ≤ −0.2 x + 20
⎪⎩ x ≥ 0, y ≥ 0 ⎪⎩ x ≥ 0, y ≥ 0

corner point P = 90x + 75y

(0, 0) 0
(0, 20)
(0, 20) 1500
(10, 18)
(10, 18) 2250

(16, 9) 2115
(16, 9)
(20, 0) 1800

To maximize the profit the manufacturer must produce 10

(0, 0) (20, 0)
chairs and 18 sofas.

(Note: Solution set is the shaded region)

The Furniture Problem Using Simplex Method

Write the constraint inequalities above as equations by introducing “slack variables”. Slack variables are
the variables that “pick up” the extra value needed to convert the inequalities into equalities. (Note: Slack
variables must always be positive.) Use the equations that contain the slack variables to set up a simplex
tableau. Make a simplex tableau for the furniture problem.
In this initial simplex tableau, determine the basic and nonbasic variables. Find the solution that
corresponds to this initial tableau.

Pivot the simplex tableau about the nine and then find the values of each variable.
x y s1 s2 s3 P x y s1 s2 s3 P
⎡ 3 2 1 0 0 0 66 ⎤ ⎡ 0 2/3 1 −1/3 0 0 6 ⎤
⎢ 9 ⎢ 20 ⎥⎥
⎢ 4 0 1 0 0 180 ⎥⎥ ⎢ 1 4/9 0 1/9 0 0
⎢ 2 10 0 0 1 0 200 ⎥ ⎢ 0 82/9 0 −2/9 1 0 160 ⎥
⎢ ⎥ ⎢ ⎥
⎣ −90 −75 0 0 0 1 0 ⎦ ⎣ 0 −35 0 10 0 1 1800⎦

Pivot the simplex tableau about the two-thirds and then find the values of each variable.

x y s1 s2 s3 P x y s1 s2 s3 P
⎡ 0 2/3 1 −1/3 0 0 6 ⎤ ⎡ 0 1 3/2 −1/2 0 0 9 ⎤
⎢ ⎢ 16 ⎥⎥
⎢ 1 4/9 0 1/9 0 0 20 ⎥⎥ ⎢ 1 0 −2/3 1/3 0 0
⎢ 0 82/9 0 −2/9 1 0 160 ⎥ ⎢ 0 0 −41/3 13/3 1 0 78 ⎥
⎢ ⎥ ⎢ ⎥
⎣ 0 −35 0 10 0 1 1800⎦ ⎣ 0 0 105/2 −15/2 0 1 2115 ⎦

Pivot the simplex tableau about the thirteen-thirds and then find the values of each variable.

x y s1 s2 s3 P x y s1 s2 s3 P
⎡ 0 1 3/2 −1/2 0 0 9 ⎤ ⎡ 0 1 −1/13 0 3/26 0 18 ⎤
⎢ 16 ⎥⎥ ⎢
⎢ 1 0 −2/3 1/3 0 0
⎢ 1 0 5/13 0 −1/13 0 10 ⎥⎥
⎢ 0 0 −41/3 13/3 1 0 78 ⎥ ⎢ 0 0 −41/3 1 3/13 0 18 ⎥
⎢ ⎥ ⎢ ⎥
⎣ 0 0 105/2 −15/2 0 1 2115 ⎦ ⎣ 0 0 375/13 0 45/16 1 2250 ⎦

Write the solution to the furniture problem.

 The Simplex Procedure (taken from Barnett 10e)
Step 1
Write the standard maximization problem in
standard form, introduce slack variables to form
the initial system, and write the initial tableau.

Step 2
Are there any negative No STOP
indicators in the The optimal solution has been found.
bottom row?

Yes

Step 3
Select the pivot column. (see below)

Step 4
Are there any positive STOP
elements in the pivot
No
No optimal solution exists.
column above the
dashed line?

Yes

Step 5
Select the pivot element and perform the pivot
operation. (see below)

Selecting the Pivot Element (Note: The pivot element is always positive and is never in the bottom row.)
Step 1: Locate the most negative number in the bottom row of the tableau. The column containing
this element is the pivot column. If there is a tie for the most negative number, choose either.

Step 2: Divide each positive element in the pivot column above the dashed line into the corresponding
element in the last column. The pivot row is the row corresponding to the smallest quotient obtained.
If there is a tie for the smallest quotient, choose either. If the pivot column above the dashed line has
not positive elements, there is no solution, and we stop.

Step 3: The pivot element is the element in the intersection of the pivot column and pivot row.

Remember… If it is not possible to select a pivot column, the simplex method stops and we conclude that
the optimal solution has been found. If the pivot column has been selected and it is not possible to select a
pivot row, the simplex method stops and we conclude that there is no optimal solution.
Selecting the Basic and Nonbasic Variables in the Tableau
Step 1: Determine the basic variables.
a) The number of basic variables is equal to the number of equations.
b) A variable can be selected as a basic variable only if it corresponds to a column in the tableau
that has exactly one nonzero element (usually 1) and the nonzero element in the column is not in
the same row as the nonzero element in the column of another basic variable. (Note: The objective
function variable is always selected as a basic variable.)
Step 2: Determine the nonbasic variables.
a) After the basic variables are selected, the remaining variables are selected as nonbasic variables.
(The tableau columns under the nonbasic variables usually contain more than one nonzero
element.)

Example 2: Solve using the simplex method.

⎧− x + 2 y ≤ 6
⎪− x + y ≤ 7
⎪
Maximize P = 6 x + 8 y subject to ⎨
⎪y ≤ 8
⎪⎩ x, y ≥ 0

⎡x y s1 s2 s3 P ⎤
⎢ ⎥
⎢ −1 2 1 0 0 0 6⎥
⎢ −1 1 0 1 0 0 7⎥
⎢ ⎥
⎢0 1 0 0 1 0 8⎥
⎢ −6 −8 0 0 0 1 0 ⎥⎦
⎣

⎡ x y s1 s2 s3 P ⎤ ⎡x y s1 s2 s3 P ⎤
⎢ ⎥ ⎢ ⎥
⎢−1/2 1 1/2 0 0 0 3 ⎥
⎢0 1 0 0 1 0 8 ⎥
⎢−1/2 0 −1/2 1 0 0 4 ⎥ ⎢0 0 −1 1 1 0 9 ⎥
⎢ ⎥ ⎢ ⎥
⎢1/2 0 −1/2 0 1 0 5 ⎥ ⎢1 0 −1 0 2 0 10 ⎥
⎢−10 0 4 0 0 1 24 ⎥⎦ ⎢0 0 −6 0 20 1 124⎥⎦
⎣ ⎣

Example 3: A contractor is planning to build a new housing development consisting of colonial, split-level,
and ranch-style houses. A colonial house requires one-half acre of land, $60,000 capital and 4,000 labor-
hours to construct, and returns a profit of $20,000. A split-level house requires one-half acre of land
$60,000 capital, and 3000 labor-hours to construct and returns a profit of $18,000. A ranch house requires
1 acre of land, $80,000 capital, and 4,000 labor-hours to construct, and returns a profit of $24,000. The
contractor has available 30 acres of land, $3,200,000 capital, and 180,000 labor-hours. (Barnett 10e)*
a) How many houses of each type should be constructed to maximize the contactor’s profit? What is the
maximum profit.

Solution: Set up the objective function, constraints, and simplex tableau.

 ⎡ 1/ 2 1/ 2 1 1 0 0 0 30 ⎤
⎢ 2 2 0 −8 1 0 0 80 ⎥⎥
⎢
⎢ 2 1 0 −4 0 1 0 60 ⎥
⎢ ⎥
⎣ −8000 −6000 0 24000 0 0 1 720000 ⎦

⎡ 0 1/ 4 1 2 0 −1/ 4 0 15 ⎤
⎢ 0 1 0 −4 1 −1 0 20 ⎥⎥
⎢
⎢ 1 1/ 2 0 −2 0 1/ 2 0 30 ⎥
⎢ ⎥
⎣ 0 −2000 0 8000 0 4000 1 960000 ⎦

⎡ 0 0 1 3 −1/ 4 0 0 10 ⎤
⎢ 0 1 0 −4 1 −1 0 20 ⎥⎥
⎢
⎢ 1 0 0 0 1/ 2 1 0 20 ⎥
⎢ ⎥
⎣ 0 0 0 0 2000 2000 1 1000000⎦

b) A decrease in demand for colonial houses causes the profit on a colonial house to drop from $20,000
to $17,000. Discuss the effect of this change on the number of houses built and on the maximum profit.
Solution:

⎡ 1/ 2 1/ 2 1 1 0 0 0 30 ⎤
⎢ 2 2 0 −8 1 0 0 80 ⎥⎥
⎢
⎢ 2 1 0 −4 0 1 0 60 ⎥
⎢ ⎥
⎣ −5000 −6000 0 24000 0 0 1 720000 ⎦

⎡ 0 0 1 3 −1/ 4 0 0 10 ⎤
⎢ 1 1 0 −4 1/ 2 0 0 40 ⎥⎥
⎢
⎢ 1 0 0 0 −1/ 2 1 0 20 ⎥
⎢ ⎥
⎣ 1000 0 0 0 3000 0 1 960000 ⎦
A company manufactures three-speed, five-speed, and ten-speed bicycles. Each bicycle
passes through three departments; fabrication, painting & plating, and final assembly.
The relevant manufacturing data are given in the table below.

Labor Hours per Bicycle Maximum Labor-

Three- Five- Ten- Hours Available per
Speed Speed Speed Day
Fabrication 3 4 5 120
Painting & Plating 5 3 5 130
Final Assembly 4 3 5 120
Profit per bicycle $80 70 100

(A) How many bicycles of each type should the company manufacture per day in order
to maximize its profit? What is the maximum profit?

(B) Discuss the effect on the solution to part (A) if the profit on a ten-speed bicycle
increases to $110 and all other data in part (A) remains the same.

(C) Discuss the effect on the solution to part (A) if the profit on a five-speed bicycle
increases to $110 and all other data in part (A) remains the same.