Location via proxy:   [ UP ]  
[Report a bug]   [Manage cookies]                
Scribd
Upload
145 views

6 Module 6 Unit 3 Linear Programming Simplex Method Minimization

This document provides information on solving linear programming problems using the simplex method. It includes: 1. An overview of the simplex method steps for maximization problems, including setting up the problem, introducing slack and artificial variables, and establishing the initial tableau. 2. An example problem on determining the optimal quantity of two ingredients to minimize cost while meeting antibiotic requirements. The problem is solved over 4 iterations of the simplex method. 3. Instructions for selecting pivot columns and rows, computing replacing and remaining rows, and making the final decision at optimality.

Uploaded by

Jlanie Balas
Copyright
© © All Rights Reserved
Available Formats
Download as PDF, TXT or read online on Scribd
145 views

6 Module 6 Unit 3 Linear Programming Simplex Method Minimization

This document provides information on solving linear programming problems using the simplex method. It includes: 1. An overview of the simplex method steps for maximization problems, including setting up the problem, introducing slack and artificial variables, and establishing the initial tableau. 2. An example problem on determining the optimal quantity of two ingredients to minimize cost while meeting antibiotic requirements. The problem is solved over 4 iterations of the simplex method. 3. Instructions for selecting pivot columns and rows, computing replacing and remaining rows, and making the final decision at optimality.

Uploaded by

Jlanie Balas
Copyright
© © All Rights Reserved
Available Formats
Download as PDF, TXT or read online on Scribd
You are on page 1/ 26

APK

•Simplex Method: Maximization


Additional Exercise
• Niki holds two part-time jobs, job I and job II. She never
wants to work more than a total of 12 hours a week. She has
determined that for every hour she works at Job I, she needs
2 hours of preparation time, and for every hour she works at
Job II, she needs one hour preparation time, and she cannot
spend more than 16 hours for preparation. If she makes 40
an hour at Job I, and 30 an hour at Job II, how many hours
should she work per week at each job to maximize her
income?
Unit III: Linear
Programming Models
Simplex Method
(Maximization)
Topic Learning Objectives
At the end of the unit, the student can:
• identify problems and develop solution strategies;
• explain the control techniques in production and in
determining least cost or maximum profit of the firm;
and
• compute the optimum quantity that will result to
minimum level of cost based on specific levels and
capacities.
• Simplex Method
(Maximization)
a.Decision variables
Topic b.Objective function
Outline c.Constraints
d.Reformulation by adding
• Slack variables
• Artificial variables
Steps in Solving Standard LP Minimization
Model using Simplex Method
1. Set up problem in an LP model.
2. Introduce the necessary surplus variables.
3. Establish the initial table and put a star in all rows that
give a negative for the associated basic variable.
4. Start with the first starred row and apply the test ratio.
5. Repeat step 4 until no starred row remains.
6. If there are any negative entries in the last row ( except in
the RHS column), apply standard maximality test.
Example
• A Drug Company 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 unit2 1 unit 4
Antibiotic 3 2 units 6 units 12

• The company wants to determine the quantity of each ingredient A and B that must
go in to drug in order to meet the antibiotics minimum requirements at the
minimum cost.
Minimization
Solution
Step 1: Represent the unknown in the problem.

In order to solve the problem, it is


necessary to formulate first the standard
form of the model.
•Let X1 be the quantity of ingredient A,
and
•Let X2 be the quantity of ingredient B.
Step 2: Tabulate the data about the facts (if
necessary)

Materials Ingredients A Ingredients B Requirement


(X1) (X2)
Antibiotic 1 3 1 6
Antibiotic 2 1 1 4
Antibiotic 3 2 6 12
Cost ₱80 ₱50
Step 3: Formulate the objective function and constraints by
restating the information in mathematical form.

• The objective function is:


• Minimize C = 80X1 + 50X2
• The constraints are:
• Structural Constraints: 3X1 + X2 ≥ 6 – Antibiotic 1
X1 + X2 ≥ 4 – Antibiotic 2
2X1 + 6X2 ≥ 12 – Antibiotic 3
• Non- negativity Constraints: X1 ≥ 0 , X2 ≥ 0
We need to convert first the minimization problem into maximization
problem. Minimizing C is the same as maximizing P = -C. Thus, C = 80X1 +
50X2 is now replace by P = -80X1 – 50X2. Now our LP model would be:

•Maximize: P = -80X1 - 50X2


•The constraints are:
•3X1 + X2 ≥ 6
•X1 + X2 ≥ 4
•2X1 + 6X2 ≥ 12
•X1 ≥ 0 , X2 ≥ 0
Step 4
• Convert to a system of linear equations. Take note that 3X1 + X2 ≥ 6
are less convenient than equations. We must subtract a surplus
variable denoted by Sn. Thus, we can say that surplus variables are
variables subtracted to constraints to convert them into equations.
Let Sn represents the surplus variables.
1st Constraint 3X1 + X2 - S1 =6
2nd Constraint X1 + X 2 - S2 =4
3rd Constraint 2X1 + 6X2 - S3 = 12
Objective Function 80X1 + 50X2 +P =0
Step 5: Set-up the initial tableau.
• Tableau 1

BV X1 X2 S1 S2 S3 P RHS
*S1 3 1 -1 0 0 0 6 1st Constraint
*S2 1 1 0 -1 0 0 4 2nd Constraint
*S3 2 6 0 0 -1 0 12 3rd Constraint
C 80 50 0 0 0 1 0 Objective Function

• Simplex Tableau
• Right-Hand-Side (RHS)
• Basic Variables (BV)
Step 6: Select the pivot column. (It is the column that contains
the most positive entry in the bottom row.) In this example it
is the column of X1 which contains 80.)
• Tableau 1

BV X1 X2 S1 S2 S3 P RHS
*S1 3* 1 -1 0 0 0 6
*S2 1* 1 0 -1 0 0 4
*S3 2* 6 0 0 -1 0 12
C 80* 50 0 0 0 1 0

*Pivot column
*Intersectional Elements
Step 7: Identify the pivot row using the test ratio by dividing
the RHS values by the non-zero and non-negative entries in the
pivot column.
• Tableau 1

BV X1 X2 S1 S2 S3 P RHS Test Ratio


*S1 3* 1 -1 0 0 0 6 6 ÷ 3 = 2*
*S2 1 1 0 -1 0 0 4 4÷1=4
*S3 2 6 0 0 -1 0 12 12÷ 2 = 6
C 80 50 0 0 0 1 0

*Pivot row
*Pivot
Then initiate the following steps.
• Tableau 1
BV X1 X2 S1 S2 S3 P RHS
*S1 3 1 -1 0 0 0 6 ← R11
*S2 1 1 0 -1 0 0 4 ← R21
*S3 2 6 0 0 -1 0 12 ← R31
C 80 50 0 0 0 -1 0 ← R41

• Rnm, where R is replacing/remaining row, n is row number, m is


tableau number
• Pnm, where P is the pivot, n is row number, m is tableau number
Step 8: Compute the values of the replacing
rows and the remaining rows.
• Tableau 2

BV X1 X2 S1 S2 S3 P RHS COMPUTATION
X1 1 1/3 -1/3 0 0 0 2 R12 = R11÷ P11
*S2 0 2/3 1/3 -1 0 0 2 R22 = R21 − 1R12
*S3 0 5 1/3 2/3 0 -1 0 8 R32 = R31 − 2R12
C 0 23 1/3 26 2/3 0 0 1 -160 R42 = R41 − 80R12

• Return to Step 6, since there are still starred rows.


Step 6 – 7: Select the pivot column, identify
the pivot row and the pivot of tableau 2.
• Tableau 2
BV X1 X2 S1 S2 S3 P RHS TEST RATIO
X1 1 1/3 -1/3 0 0 0 2 2 ÷ 1/3 = 2
*S2 0 2/3 1/3 -1 0 0 2 2 ÷ 2/3 = 3
*S3 0 5 1/3* 2/3 0 -1 0 8 8 ÷ 5 ½ = 1.5*
C 0 23 1/3* 26 2/3 0 0 1 -160

• Pivot column
• Pivot row
• Pivot
Step 8 – 9: compute for replacing row and
the remaining rows of Tableau 3.
• Tableau 3

BV X1 X2 S1 S2 S3 P RHS COMPUTATION
X1 1 0 -3/8 0 1/16 0 1½ R13 = R12 − 1/3R33
*S2 0 0 ¼ -1 1/8 0 1 R23 = R22 − 2/3R33
X2 0 1 1/8 0 -3/16 0 1½ R33 = R32 ÷ P32
C 0 0 23 3/4 0 4 3/8 1 -195 R43 = R42 − 23 1/3R33

• Return to Step 6, since there is still starred row.


Step 6 – 7: Select the pivot column, identify
the pivot row and the pivot of tableau 3.
• Tableau 3
BV X1 X2 S1 S2 S3 P RHS TEST RATIO
X1 1 0 -3/8 0 1/16 0 1½ 1 ½ ÷ 1/16 = 24
*S2 0 0 ¼ -1 1/8 0 1 1 ÷ 1/8 = 8
X2 0 1 1/8 0 -3/16 0 1½ 1 ½ ÷ (-3/16) = -8
C 0 0 23 3/4 0 4 3/8 1 -195

• Pivot column
• Pivot row
• Pivot
Step 8 – 9: Compute for replacing row and
the remaining rows of Tableau 4.
• Tableau 4
BV X1 X2 S1 S2 S3 P RHS COMPUTATION
X1 1 0 -½ ½ 0 0 1 R14 = R13 − 1/16R24
S3 0 0 2 -8 1 0 8 R24 = R23 ÷ 1/8P23
X2 0 1 ½ -1 ½ 0 0 3 R34 = R33 + 3/16R24
C 0 0 15 35 0 1 -230 R44 = R43 − 4 3/8R24

• Notice that there are no starred entries in the basic solutions, thus,
the tableau is already optimal. Also, optimal solution was triggered
by non-existence of negative entries in the objective function except
for the RHS column.
Step 10: Make a decision.
• Tableau 4

BV X1 X2 S1 S2 S3 P RHS COMPUTATION
X1 1 0 -½ ½ 0 0 1 R14 = R13 − 1/16R24
S3 0 0 2 -8 1 0 8 R24 = R23 ÷ 1/8P23
X2 0 1 ½ -1 ½ 0 0 3 R34 = R33 + 3/16R32
C 0 0 15 35 0 1 -230 R44 = R43 − 4 3/8R24

• Decision:
• X1 = 1 unit of ingredient 1 S1 = 0
• X2 = 3 units of ingredient 2 S2 = 0
• C = ₱230 cost S3 = 8
Exercise 1
Solve the following Linear Programming Models.
• Minimize: C = 5X1 + 9X2
• Subject to: X1 + 2X2 ≥ 11
X1 + X2 ≥ 10
X1 ≥ 0, X2 ≥ 0
Reference

•Basic Quantitative Methods for


Business (An Introduction to
Operations
Research/Management Science)
by Winston S. Sirug, Ph.D.
End of
Presentation
Thank you.

You might also like