BA 35 – Management Science

Unit III
LINEAR PROGRAMMING

ERROL JOHN V. VALDEZ

CHARITO B. JULIAN
Business Administration Department
College of Business, Economics and Accountancy
Mariano Marcos State University
Content
Outline:
Unit III. LINEAR PROGRAMMING
A. Linear Programming - Graphical Method
1. Maximization
2. Minimization
B. Linear Programming – Simplex Method
1. Maximization
2. Minimization
3. Special Cases
Content
Objective:
At the end of the unit, the student must have:
1. formulated and solved maximization and minimization linear
programming problems using the graphical and simplex
methods.
Introduction
Lesson
Introduction
Business decisions
Subject to
focus on the best
restrictions or Gain most profit
way to achieve
limitations
objectives

Linear
Minimize cost
programming
A. Linear Programming - Graphical
Method
Lesson
LINEAR PROGRAMMING
seek to achieve the best possible solution under restraining conditions

most widely used technique in optimizing company’s resources

use of mathematical model

best completely described by a set of linear relationship

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Lesson
LINEAR PROGRAMMING
LINEAR PROGRAMMING PROGRAM
• Direct • Use of • Set of
proportionality of mathematical instructions
relationships of techniques
the variables • Obtain possible
solution
• Limited resources

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Lesson
Characteristics of Linear Programming
Objective
Alternative
Objective Action function and
courses of actions
constraints
• To maximize • Must be • Expressed in • There are
• To minimize constrained linear equations course of
• Decision and liner actions to
variables must inequalities choose from.
not violate the
constraints

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Lesson
Ways of Solving LP Problems
Graphical Method
• use graphs in finding the optimal solution.
• used only when there are only two variables involved

Simplex Method
• iterative process of mathematically moving from an extreme point to another point
• introduced by George B. Dantzig of Stanford University in 1947
• highly efficient method of solving more complex linear programming problems (two or
more variables involved.

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Lesson
Main Parts of LP Problems
Decision Objective Constraints Parameters
Variables Function

• Unknowns • To • Subject to • Actual

that need maximize • Constrained numerical
solutions • To minimize to values in
• Limited to the
• Explicit objective
functions
• Implicit and
constraints

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Lesson
Types of Constraints

Explicit Constraint Implicit Constraint

• Conditions or limitations • Implied conditions or limitations
• Expressed in mathematical • Restricts decision variables to
sentences obtain negative values
• Given in the problem • X ≥ 0 and Y≥ 0

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Lesson
Solutions
Optimal Solution
 solution that makes the objective function as large as possible in
the case of maximization and as small as possible in the case of
minimization

Feasible Solution
 set of all points in the graph that will satisfy the constraints

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Lesson
Method in Finding Optimal Solution

Corner-point Method

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LINEAR PROGRAMMING
Graphical Method:
Maximization Problem

Errol John V. Valdez

Charito B. Julian
Lesson
Problem # 1
During the period of slack activity, EV Manufacturing Company makes
two different models of kitchen knives, Model E (the Efficient) and Model V (the
Victory).
For the forthcoming week, production scheduling indicates that Machine
A will be available for 8 hours and Machine B for 12 hours.
To make one unit of Model E requires one hour of Machine A and three
hours for Machine B; while one unit of Model V requires two hours in Machine
A and two hours in Machine B.
The company gains five pesos for Model E and six pesos for Model V per
unit sold. Find the product mix which maximizes total weekly profit.

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Lesson
Problem #1
Decision Variables:
Let x = number of Model E to produce to maximize profit
y = number of Model V to produce to maximize profit
Machine A Machine B Profit
Model E (x) 1x 3x 5x
Model V (y) 2y 2y 6y
Available Time ≤ 8 hrs ≤ 12 hrs

Objective Function: Constraints:

Maximize Profit: 5x + 6y Explicit: Implicit:
x + 2y ≤ 8 X≥0
3x + 2y ≤ 12 Y≥ 0

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Lesson
Solution: Graph of the Constraints
x + 2y ≤ 8 7

x + 2y = 8 6
X Y
0 4
8 0 5
3x+2y=12
(0,4)
4

3x + 2y ≤ 12 (2,3)
3x + 2y = 12 3

X Y
0 6 2
4 0
x+2y=8
1

(0,0) (4,0)
0
0 1 2 3 4 5 6 7 8 9

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Lesson
Solution: Finding the Optimal Solution:
Vertices Objective Function: 5x + 6y
(0,4) 5(0) + 6(4) = 24
(4,0) 5(4) + 6(0) = 20
(2,3) 5(2) + 6(3) = 28
(0,0) 5(0) + 6(0) = 0

Product Mix: Decision:

x = 2 units of Model E To maximize profit to Php 28.00, EV
y = 3 units of Model V Mftg Company should produce 2 units
Maximum Profit: Php 28.00 of Model E and 3 units of Model V.

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Lesson
Problem # 2
JRC Products, Inc. produces two brands of cat food called Kitty-C and Kitty-D.
Contributions from Kitty-C is Php50 per pack while Kitty-D yield a contribution of
Php60 per pack. Both products are blended from two basic ingredients – a
protein source and a carbohydrate source products require the following
ingredients:
Products Protein Carbohydrates
Kitty – C 4kgs 4kgs
Kitty – D 2kgs 1kg

For the week only 700kg of protein source and 500 kgs carbohydrates source are available.
How many bags of each of the two brands should be produced to maximize profit?

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Lesson
Solution:
Decision Variables:

Let x = # of bags of Kitty-C to produce to maximize profit

y = # of bags of Kitty-D to produce to maximize profit
Protein Carbohydrates Profit
Kitty-C (x) 4x 4x 50x
Kitty-D (y) 2y 1y 60y

Available Sources ≤ 700 kgs ≤ 500 kgs

Objective Function: Constraints:

Maximize Profit: Explicit: Implicit:
50x + 60y 4x + 2y ≤ 700 X≥0
4x + y ≤ 500 Y≥0

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Lesson
Solution: Graph of the Constraints
4x + 2y ≤ 700
525
500

4x + 2y = 700 475

X Y 450
425
0 350 400
175 0 375 (0,350)
350
325
300
4x + y ≤500 (0,4)
275 (2,3)
4x + y = 500 250
225
(75,200)
X Y 200

0 500 175

125 0 150
125
100
(0,0)
75 (4,0)
50
25
(0,0) (125,0)
0
0 25 50 75 100 125 150 175 200
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Lesson
Solution: Finding the Optimal Solution
Vertices Max Profit: 50x + 60y
(0,0) 50(0) + 60(0) = 0
(0,350) 50(0) + 60(350) = 21,000
(75,200) 50(75) + 60(200) = 15,750
(125,0) 50(125) + 60(0) = 6,250

Product Mix: Decision:

x = 0 bag of Kitty-C To maximize profit to Php 21,000,
y = 350 bags of Kitty-D JRC Products, Inc should only produce
Maximum Profit: Php 21,000 350 bags of Kitty-D.

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Lesson
Problem # 3
Kraftcorp manufactures two molded plastic saucer-like toys, E and J.
Each of these products must go through two manufacturing process, A and B.
Each unit of Toy E requires one hour in Process A and 2 hours in Process B.
Each unit of Toy J requires two hours in Process A and one hour in Process B.
The machinery supporting Process A currently has weekly machine-
hour capacity of 100 hours, and the weekly capacity of Process B machinery
is 90 machine hours. Per unit profit on Toy E and J are 100 and 150 pesos,
respectively.
Determine the optimal product mix for Kraftcorp to maximize profit.

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Lesson
Solution:
Decision Variables:

Let x = # of units of Toy E to produce to maximize profit

y = # of units of Toy J to produce to maximize profit
Process A Process B Profit
Toy E (x) 1x 2x 100x
Toy J (y) 2y 1y 150y

Machine hours ≤100hrs ≤ 90hrs

Objective Function: Constraints:

Maximize Profit: Explicit: Implicit:
100x + 150y x + 2y ≤ 100 X≥0
2x + y ≤ 90 Y ≥ 0`

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Lesson
Solution: Graph of the Constraints
100

x + 2y ≤ 100
90 Use the algebraic method or
x + 2y = 100 the Cramer’s Rule to find the
X Y 80 2x+y=90 exact location of the
0 50 intersection of the lines since
100 0 70
we don’t have an exact scale
60 on the graph
(0,50)
2x + y ≤ 90 50

2x + y = 90 40 (27,37)
X Y
0 90 30

45 0
20 x+2y=100
10

(0,0) (45,0)
0
0 5 10 15 20 25 30 35 40 45 50 55 60 65 70 75 80 85 90 95 100 105

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Lesson
Solution: Finding the Optimal Solution
Vertices Max Profit: 100x + 150y
(0,0) 100(0) + 150(4) = 0
(0,50) 100(0) + 150(50) = 7,500
(27,37) 100(27) + 150(37) = 8,250
(45,0) 100(45) + 150(0) = 4,500

Product Mix: Decision:

x = 27 units Toy E To maximize profit to Php 8,250,
y = 37 units Toy J Kraftcorp should produce 27 units Toy E
Maximum Profit: Php 8,250 and 37 units Toy J.

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Lesson
Problem # 4
A baker wants to bake two kinds of cookies which both needed raisins
and walnuts as ingredients. A dozen of the first kind needs 2 ounces of
walnuts and 3 ounces of raisins while a dozen of the second kind requires 2
ounces of walnuts and 5 ounces of raisins.
Since the baker has not yet replenish his stock of ingredients, he found
out that he has only two pounds of walnuts and 3 pounds and 5 ounces of
raisins left.
If he wants to maximize his profit, how many dozens of each kind
should he bake if his profit for a dozen of the first kind is 48 pesos and for the
second kind is 60 pesos? (Convert pounds to ounces, 1lb=16 ounces)

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Lesson
Solution:
Decision Variables:

Let x = # of dozens of Cookie 1 to produce to maximize profit

y = # of dozens of Cookie 2 to produce to maximize profit
Walnuts Raisins Profit
Cookie 1 (x) 2x 3x 48x
Cookie 2 (y) 2y 5y 60y

Available ingredients ≤ 32oz ≤ 53oz

Objective Function: Constraints:

Maximize Profit: Explicit: Implicit:
48x + 60y 2x + 2y ≤ 32 X≥0
3x + 5y ≤ 53 Y≥0

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Lesson
Solution: Graph of the Constraints
25

2x + 2y ≤ 32 Use the algebraic method or

2x + 2y = 32 the Cramer’s Rule to find the
X Y exact location of the
0 16 intersection of the lines since
16 0 we don’t have an exact scale
Series1; 16
2x+2y=32 on the graph

3x + 5y ≤ 53
3x + 5y = 53 10.6

X Y
0 10.60
17.67 0 (13.5,2.5)
0
0
0 25
0

11/11/2024 3x+5y=53 30
Lesson
Solution: Finding the Optimal Solution
Vertices Max Profit: 48x + 60y
(0,0) 48(0) + 60(4) = 0
(0,10.60) 48(0) + 60(10.6) = 636
(13.5,2.5) 48(13.5) + 60(2.5) = 798
(16,0) 48(16) + 60(0) = 768
Decision:
Product Mix: To maximize profit to Php 798,
x = 13.5 dozens of cookie 1 the baker should produce 13.5
y = 2.5 dozens of cookie 2 dozens of cookie 1 and 2.5 dozens
Maximum Profit: Php 798 of cookie 2.

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LINEAR PROGRAMMING
Graphical Method:
Minimization Problem

Errol John V. Valdez

Charito B. Julian
Lesson
Problem # 5 (LP Minimization Problem
Engr. Chito, the owner of Reynold Poultry and Swine Farm wants to
mix a specially blended food supplement for the farm’s chicken layers.
On his first try, he wants to mix 50 kilos of this mix but chemical
constraints dictates that no more than 30 kilos but at least 15 kilos of
Ingredient A and at least 15 kilos of Ingredient B should be used.
If Ingredient A and Ingredient B cost Php190.00 per kilo and Php
235.00 per kilo, respectively, how many kilos of each of the two ingredients
should be mixed to minimize cost.

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Lesson
Solution:
Decision Variables:
Let X = number of kilos of Ingredient A to be mixed to minimize cost
Y = number of kilos of Ingredient B to be mixed to minimize cost
Objective Function: Minimize Cost: 190X
+ 235Y
Constraints:
Explicit: Implicit:
X + Y = 50 X + Y > 0 (Mixture)
X  15
X ≤ 30
Y  15

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Lesson
55

50

45

40
(15,35)
35

30

25
(30,20)
20

15

10

0
0 5 10 15 20 25 30 35 40 45 50 55

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Lesson
Finding the Optimal Solution
Vertices Min Cost: 190x + 235y
(15,35) 190(15) + 235(35) = 11,075
(30,20) 190(30) + 235(20) = 10,400

Mixture: Decision:
x = 30 kgs. of Ingredient A To minimize cost to Php 10,400, Engr.
y = 20 kgs. of Ingredient B Chito should mix 30 kilos of Ingredient A
Minimum Cost: Php 10,400 and 20 kilos of Ingredient B to produce
the food supplement for the chicken.

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B. Linear Programming – Simplex Method
Lesson
SIMPLEX METHOD

Developed by Repetitive Handles infinite

George b Dantzig optimizing process number of variables

Highly efficient to
solve more complex
problem

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Lesson
SIMPLEX ALGORITHM
Establish an initial
corner-point feasible
solution

Is the
NO current YES STOP – the LP problem
solution is solve
optimal?

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Lesson
PARTS OF THE SIMPLEX TABLE Objective Row
• The row where the
Cj 30 70 0 0 coefficients
Objective row of the
Variable Rowin the
variables
Soln Soln • objective
The row where the
functions
X Y S1 S2 Variable row
Var. Val. realplaced
variables,
are
Constant Row slack
0 S1 20 1 2 1 0 • and/or
The rowartificial
where the
variables areofplaced.
coefficients the
0 S2 35 1 5 0 1 Constant rows
Zj row (Shadow prices)
• variables in the
Zj 0 0 0 0 0 The row containing
explicit
Shadow constraints
prices
the
Cj-Zj rowopportunity cost
Cj-Zj 30 70 0 0 are placed.
(NetofProfit/Net
bringing one unit
loss)
Net Profits/Cost
of a row
variable into the
• The containing
Cj ColumnPivotal
OptimalRow Column Pivot Element
(Outgoing row) Pivoting solution.
the net profit or loss
• The
(Contribution
ContributionAtocolumn
profit
torow in• any
that
or
Profit The intersectional
contains
solution
theto a element
• The process ofby going fromone
bringing oneunit
loss)) maximizing
outgoing variablebetween
to be the
(minimizing) optimal column
problem simplex table to
of another.
a variable into the
• TheOutgoing
column which
replaced
containing
Row/ hasbythe
the and
the Optimal
highest
incoming Column
thepositive
pivotal row. solution
profits or cost
Pivotal (lowest
variable
Rowper negative)
unit
contained
for valuein thein the Cj-Zj Pivotal Element
the variablerow.
optimal
in the
Thecolumn.
variable in this column is
11/11/2024 solution. called the incoming variable 40
Lesson
Reasons of Adding SLACK Variables (S) to the Constraints:
SLACK VARIABLE (S)
 It represents unused resources.
 It contributes nothing to the objective function value.

1) To convert the “” explicit constraints into “=“ sign

(This is a standard procedure).
2) To provide an initial feasible solution.

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SIMPLEX METHOD
NOTES TO REMEMBER:
For Simplex Method containing  symbol
1) In the objective function, slack variable take on zero (0) coefficient so not to affect the profit
or cost.
2) In the explicit constraints, the slack variables take on +1 coefficient.
3) In the implicit constraints, the slack variables must be greater or greater than or equal to 0.
4) The final solution may contain slack variables since their contribution to profit or cost is
null.
5) In a maximization problem, the optimum solution is obtained when the values in the Cj-Zj
row are zero and negative.
6) In a minimization problem, the optimum solution is obtained when the values in the Cj-Zj
row are zero and positive.

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Lesson
Pivotal Row (Outgoing Row)
1) Negative divisors are not included in the evaluation despite of
resulting to positive quotients, e.g. -150 (-10) = 5
2) Negative and zero quotients are excluded in the evaluation,
e.g. 150 (-10) = -15 or 0 15 = 0
3) Zero divisors are excluded in the evaluation, e.g. 150 0 =
undefined)

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 Simplex Method:
Maximization with ≤ symbols

11/11/2024 44
Lesson
LP Simplex Method: Maximization Problem with ≤ symbol
Problem #1 (Thermos Bottles)
A small scale industry manufacturers two kinds of thermos bottles: standard airpot
and electric airpot. Components of these thermos are processed by two different machines,
A and B. During the scheduling period, the production head found out that there are 20
hours of machine A time available and 35 hours of machine B.
To complete one unit of standard airpot model needs one hour on Machine A and one
hour on machine B, while it takes 2 hours on machine A and 5 hours in Machine B to
complete one unit of the electric model.
The company can sell all the units it can produce per production period at a profit of
30 pesos per standard model and 70 pesos per electric model. If the company’s objective is
to maximize profit, how many units of each model should be produced and sold by the
company?

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
45
LP Simplex Method Maximization Problem with  Symbol
CJ 30.00 70.00 0.00 0.00
Sol Variable Sol Value X Y S1 S2
30.00 X 10.00 1.00 0.00 1.67 -0.67
70.00 Y 5.00 0.00 1.00 -0.33 0.33
ZJ 650.00 30.00 70.00 26.62 3.38
CJ - ZJ 0.00 0.00 -26.62 -3.38

Decision: Shadow Prices (Marginal/Dual values):

To maximize profit to 650.00, the The shadow prices for standard airpot (S1) is 26.62 and for electric
company should manufacture 10 units airpot is (S2) is 3.38. This means that for every additional 1 hour in
of standard airpots and 5 units of Machine A, the profit will increase by 26.62 while an additional 1
electric airpots. hour in Machine B the profit will increase by 3.38.

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Lesson
LP Simplex Method: Maximization Problem with  Symbol
Problem # 2 (Three Variables)
A firm that makes three products, has three machines available as resources,
construct the following LP problem.

Maximize profit to 4A+4B+7C

Subject to: A + 7B + 4C ≤ 100 (hours in Machine 1)
2A + B + 7C ≤ 100 (hours in Machine 2)
8A + 4B + 1C ≤ 100 (hours in Machine 3)

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
47
Lesson
LP Simplex Method: Maximization Problem with  Symbol
CJ 4.00 4.00 7.00 0.00 0.00 0.00
Soln Var Soln Val A B C S1 S2 S3
4.00 B 6.84 0.00 1.00 0.00 0.15 -0.09 0.00
4.00 C 11.11 0.00 0.00 1.00 0.00 0.15 -0.04
7.00 A 7.69 1.00 0.00 0.00 -0.08 0.03 0.13
ZJ 135.90 4.00 4.00 7.00 0.31 0.79 0.26
CJ - ZJ 0.00 0.00 0.00 -0.31 -0.79 -0.26

Decision: Shadow Prices (Marginal/Dual values):

To maximize profit to 135.90, the The shadow prices means that for every one hour additional to
company should produce 7.69 units of Machines A, B, and C, respectively, the profit for Product A will increase
A, 6.84 units of B, and 11.11 units of C. by 0.31, the profit for product B will increase by 0.79 and the profit for
Product C will increase by 0.26.

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 Simplex Method:
Maximization with ≥ and = symbols

11/11/2024 49
Lesson
LP Simplex Method: Maximization Problem with “≥” and “=“ Symbol
Converting the “≥” to “=“ sign
1) Convert the “≥” to “≤” by multiply both sides of the inequality by -1.
2) Covert the “≤” to “=“ by adding a slack variable with +1 coefficient.
3) For the “=“, add slack variable.
4) In the objective function, add slack variables with 0 coefficient.

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Lesson
LP Maximization Problem: Dealing with ≥ symbol
Problem # 3
A company’s profit is P = 300X + 200Y + 100Z, where X, Y, and Z are three
kinds of product. The profit function is subjected to the following
constraints:
X + Y  200 x0
Z  50 Y0
X + Z  150 Z0
Find the values of X, Y, Z to realize the maximum profit.

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51
Lesson
LP Maximization Problem: Dealing with “=“ sign
Problem # 4
Maximize Profit: 5X + 4Y
Explicit Constraints: 2X + Y = 12
2X + 3Y ≤ 24
2X +9Y ≥ 36
Implicit Constraints: X, Y ≥ 0

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
52
 Simplex Method:
Minimization Problem

11/11/2024 53
Lesson
Simplex Method: Minimization Problem
Artificial Variable
 A variable with no physical sense and nothing more than a
computational tool for generating initial LP solution.
 Has a large value used as computational device to prevent an
equality constraint from equating a constant to zero.

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Lesson
Simplex Method: Minimization Problem
Artificial Variable
 In representing the contribution of the artificial variable to the
objective, use a quantity which is the power of 10, greater than
any of the coefficients found in the objective, explicit
constraints and constants.
 Power of ten numerals are 10, 100, 1000 and so on.

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Lesson
Simplex Method: Minimization Problem
Converting Inequality Symbols to “=“ sign.
1) Add an artificial variable if the symbol in the constraint is “=“ sign.
2) Add a slack variable if the symbol is “≤”.
3) Subtract a slack variable and add an artificial variable if the symbol is “≥”.

In the objective function, add slack variables with zero coefficient, and artificial variable
with coefficient larger than the largest coefficient of the variables in the explicit
constraints which is divisible by 10, 100, 1000, etc.

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Lesson
Simplex Method: Minimization problem
Problem # 5
Objective Function: Minimize 7X + 5Y + 6Z
Explicit Constraints: X + Y + Z = 10
X + 2Y + 3Z ≤ 19
2X + 3Y ≥ 21
Implicit Constraints: X, Y, Z ≥ 0

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Lesson
Simplex Method: Minimization Problem
Problem # 6
Objective Function: Minimize to 60X + 50Y
Explicit Constraints: 3X + 5Y ≤ 15
4X + 4Y ≥ 16
Implicit Constraints: X, Y ≥ 0

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58
 Special Cases in
Simplex Method

11/11/2024 59
Lesson
Special Cases in Simplex Method: INFEASIBILITY
 There is no solution that will satisfy all of the problems constraints and it exists when
the problem is improperly formulated.
 It is indicated at the final table wherein the Cj-Zj row entries will be of proper sign to
imply optimality, but an artificial variable will still be present in the solution mix or two
the same real variables enter the solution.
 Usually appear in Simplex Minimization Problems.
Final Table
Cj -- -- 5 8 0 0 10 10
Svar Sval X Y S1 S2 A1 A2
5 Y 200 1 0 -2 -3 -1 0
8 X 100 0 1 1 -2 -2 0
10 A2 20 0 0 0 1 -1 -1
-- Zj 2000 5 8 -2 -21 -31 -10
11/11/2024 -- Cj-Zj -- 0 0 2 21 31 20 60
Lesson
Special Cases in Simplex Method: INFEASIBILITY
Problem # 7
Minimize: 5X + 3Y
Explicit Constraints: 4X + 3Y ≤ 8
X≥4
Y≥6

Implicit Constraints: X,Y ≥ 0

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61
Lesson
Special Cases in Simplex Method: UNBOUNDED SOLUTION
 LP that do not have finite solution.
 The problem may be discovered prior to reaching the final table.
 If the quotients turned out or to be negative or undefined, then the problem has
unbounded solution.
 This is present in bound maximization and minimization.

Cj -- -- 6 9 0 0
Svar Sval X Y S1 S2
9 Y 30 -1 1 2 0
0 S2 10 -2 0 -1 1
-- Zj 270 -9 9 2 0
-- Cj-Zj -- 15 0 -2 0

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Lesson
Special Cases in Simplex Method: UNBOUNDED SOLUTION
Problem # 8
Maximize: 4X + 2Y
Explicit Constraints: X ≥ 4
Y≤2

Implicit Constraints: X,Y ≥ 0

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63
Lesson
Special Cases in Simplex Method: DEGENERACY
 It arises when ratio calculations are made.
 If there is a tie for the smallest ratio, this is a signal that degeneracy exists.
 It can lead in cycling, in which the simplex algorithm alternates back and forth between
the same non-optimal solutions.
 To deal with this is to select THE TOP MOST ROW

Cj -- -- 5 8 2 0 0 0
Svar Sval X Y Z S1 S2 S3
8 X2 10 0.25 1 1 -2 0 0 40
0 S2 20 4 0 0.33 -1 1 0 5
0 S3 10 2 0 2 0.4 0 1 5
-- Zj 80 2 8 8 16 0 0 Thus, S2 should be selected as
-- Cj-Zj -- 3 0 -6 -16 0 0 the pivotal Row.

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Lesson
Special Cases in Simplex Method: DEGENERACY
Problem # 9
Maximize: 4X + 6Y
Explicit Constraints: 6X + 4Y ≤ 24
Y≤3
5X + 10Y ≤ 40

Implicit Constraints: X,Y ≥ 0

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65
Lesson
Special Cases in Simplex Method: MULTIPLE OPTIMAL SOLUTION
 Reference is the Final Table
 If the Cj-Zj are equal to zero for the real variables, it could be an indication that there are
more than one optimal solution (if there are still real variables that are not entered in
the solution mix).
Optimal Solution Alternative Solution
Cj -- -- 3 2 0 0 Cj -- -- 3 2 0 0
Svar Sval X Y S1 S2 Svar Sval X Y S1 S2
2 Y 6 1.5 1 1 0 2 Y 1.5 0 1 0.25 -1.5
0 S1 3 1 0 0.5 1 3 X 3 1 0 0.5 1
-- Zj 12 3 2 2 0 -- Zj 12 3 2 2 0
-- Cj-Zj -- 0 0 -2 0 -- Cj-Zj -- 0 0 -2 0

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Lesson
Special Cases in Simplex Method: MULTIPLE OPTIMAL
SOLUTION
Problem # 10
Maximize: 40X + 30Y
Explicit Constraints: X + 2Y ≤ 40
4X + 3Y ≤ 12

Implicit Constraints: X,Y ≥ 0

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References
References
Anderson, D. R., Sweeney, D. J., Williams, T. A., Camm, J. D., Cochran, J. J., Fry, M. J., & Ohlmann, J. W.
(2016). An Introduction to Management Science: Quantitative Approaches to Decision Making (14th
ed.). Boston, USA: Cengage Learning. Retrieved August 2017, from
http://dreamsupport.us/justin/Books%20&%20Textbooks/Business/Introduction%20to
%20Management%20Science%2014e%20-%20David%20Anderson.pdf
Hillier, F. S. (2015). Introduction to Operations Research (10th ed.). USA: McGraw Hill Education.
Mishra, P.N. and Jaisankar, S. (2007). Quantitative Analysis for Management. New Delhi: Excel Books
Private Limited: Retrieved from: https://www.pdfdrive.com/quantitative-techniques-for-
management-d33411833.html
Render, Barry, Stair, Ralph M., and Hanna, Michael E. (2011). Quantitative Analysis for Management. 11 th
edition. Prentice Hall. Retrieved at https://www.pdfdrive.com/quantitative-analysis-for-
management-2-downloads-d39562234.html
Taylor, W. (2013). Introduction to Management Science (11th ed.). New Jersey: Pearson Education, Inc.

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