ie pU/S ts Linear Programming — , “Td (> Graphical Method ~.J\,/ iAeleL| Problem Description RMC, Inc. isa firm that produces chemical-based products. In a particular process © raw materials are used to produce two products. The material requirements er ton are shown below. Product Material 1 Material 2 Material 3 Fuel additive 25 0 35 Solvent base 12 Ws 3/10 Example: ‘Ya ton material 1 is used in each ton of solvent base. For the current production period RMC has available the following quantities of cach raw material. Because of spoilage, any materials not used for current Production must be discarded, Number of Tons Available Material for Production Bate Material 2 Material 3 21 / Tf the contribution to profit is $40 for each ton of fuel additive and $30 for each ton of solvent base, how many tons of each product should be produced in order to maximize the total contribution to profit? Transparency 2.1 : + © 1997 West Publishing Company+ The Objective Function a Let x, = the number of tons of fuel additive that RMC produces x, = the number of tons of solvent base that RMC produces MC's total: contribution to profit will come-from-two sources: 1. The contribution to profit from producing x, tons of fuel additive 2. The contribution to profit from producing x, tons of solvent base Therefore Total contribution to profit = 40x, + 30x, We say that RMC’s objective is to maximize the value of its objective function. Using max as an abbreviation for maximize, the objective function is written as follows: max 40x, + 30x, ‘Transparency 2.2 © 1997 West Publishing Company+* The Constraints Since there are limited amounts of three raw materials available, we have three constraints that limit the amount of fuel additive and solvent baSe that RMC can produce. Letus consider the constraint involving material 1 Total tons of material 1 produced is: 2. 1 Sexy + 5x 5{1 2 2 Since 20 tons of material 1 are available, the production combination we select must satisfy the requirement 2 1 Ext 5x S2 gut 5% 0 This expression is referred to as the material 1 constraint. Transparency 2.3 © 1997 West Publishing Company. >? The constraint for material 2 is ‘The constraint for material 3 is 3.3 Set pre S21 Finally, since the decision variables cannot be negative, we add the nonnegativity constraints, Transparency 2.4 © 1997 West Publishing Company+) ‘The mathematical statement or formulation of the RMC problem is now complete. ‘The mathematical model we developed can be written as follows: max 40x, + 30x, st. + 5x) $20 Material 1 e 1 A ay < 5 Material2 zy + 3y < 21 Material3 54 Og xp%)20 where x, = the number of tons of fuel additive that RMC produces x2, = the number of tons of solvent base that RMC produces Transparency 2.5 © 1997 West Publishing CompanyFeasible Region for the RMC Problem Tons of Solvent Base 50 40 30 20 10 2 ® © 7A 0 10 20 30 40 50 Tons of Fuel Additive Transparency 2.11 © 1997 West Publishing Company$240 Profit for the RMC Problem Tons of Solvent Base *2 50 40 30 20 0 10 20 30 40 50 Profit Line 8) 40x,4+30x2 =240 (6,0) 71 Tons of Fuel Additive Transparency 2.12 © 1997 West Publishing CompanySelected Profit Lines for the RMC Problem x2 Tons of Solvent Base O 10 20 30 Tons of Fuel Additive ‘Transparency 2.13 © 1997 West Publishing Company 40 50The Optimal Solution to the RMC Problem Tons of Solvent Base 50 40 30 20 % Optimal Solution ua ~—«=~Point x 0 10 20 30 40 50 Tons of Fuel Additive ‘Transparency 2.14 © 1997 West Publishing CompanyDetermining the optimal solution algebraically ‘The optimal solution is at the intersection of the material 1 constraint line and the material 3 constraint line. Thus the values of the decision variables must satisfy the following equations simultaneously: 2x, thea =20 ry +-ahary 31 Spee 21 Solving for x, in the first equation we obtain 2x1 = 20 - dy or =50- 3x2 Substituting this expression for x into the second equation provides the following: 3 (90-$0) +3 +30 =21 which we can solve to obtain x) = =20. Thus, using x, = 20 in the first equation and solving for x, we obtain Transparency 2.15 © 1997 West Publishing Company"Summary of optimal solution Tons Required Tons Unused Materials (x = 25, % =20) Available Tons Material 1 26(25) + 1/9(20) = 20 20 0 Material 2 0(25) + 1/5(20) =4 5 i Material 3 21 0 3/5(25) + 3/49(20) = 21 Thus the complete solution tells management that the optimal solution will require all available material 1 and material 3, but only 4 of the 5 tons of material 2. The 1 ton of material 2 is referred to as slack. Transparency 2.16 © 1997 West Publishing Company» Standard Form Slack variables are added to represent the slack or idle capacity. After the addition of slack variables, the mathematical model of the RMC problem. appears as follows: max 40x, + 30x, + 0s, + 0s, + 053 s.t. Ysxy + yxy + 1sy =20 Ys x5 + Is, = § 3gxy + 3g Xp + 1s; =21 Xs Xp Spy $5 5520 ‘Whenever a linear program is written with all the constraints expressed as equalities, it is said to be written in standard form. Transparency 2.17 © 1997 West Publishing CompanyObjective ey Function Line \ Line B \ (Coincides With the Material 3 Constraint Line Pa 3)s x1 + 3oX2= 21) 35 30 g a . - J 225 Sep 8 (Coincides With the 3 20 Material 1 Constraint Line Ss Ysx, + tpx2 = 20) 2 N eb Feasible > A Region - 10 . 5 * 0 5 Bear sue 20 sen 23 ten s0 pat S> an e0) Tons of Fuel Additive ‘Transparency 2.18 © 1997 West Publishing Company‘BxtramejnointsS+willtae optimal as long as Slane of ine B < Slope of objective function line < Slope of Tine A “Thiesequation for line A in its slope-intercept form is abe Vp Xp = 7/5 xy +20 xy = ls xy + 40 ‘Thic:equation for line B in its slope-intercept form is Big X2= 3/5 x, + 21 xp = -2x4 +70 ‘Therefore for extreme point 3 to be optimal we must have -2.< Slope of the objective function line < -*/s ‘Transparency 219 sep) Weslibisting Company‘The slope-istescept form for the objective function line is Computing the Range of Optimality for the Fuel Additive Coefficient 2e-flg 4 28-39 8-5 x a al 4 ae. 4 $39 30 <5 = 60 <-cy or cy '<60 osha or c,> 24 | 24 < cy < 60 ‘Transparency 2.20 © 1997 West Publishing CompanySensitivity Analysis: Right-hand sides Let us now consider how a change in the right-hand side value for a constraint may affect the feasible region. For example, consider what happens if an additional 3 tons of material 3 becomes available. Consider the new graphical solution shown below Objective Function 40x) + 30x2 New Feasible Region Includes This Area 25 20 Optimal _4—— Solution Original Feasible Region ‘Tons of Solvent Base 15 10 Oo 5 10 15 2 25 30 35. 40 ‘Tons of Fuel Additive ‘Transparency 2.21 © 1997 West Publishing Company1 . . +The new optimal solution is x= 100/3 x) = 40/3 ‘Bhe new value for the objective function is 40(100/3) + 30(40/3) = 1733.33 Since the value of the optimal solution to the original problem is $1600, increasing the night-hand side of the material 3 constraint by 3 tons provides an increase in profit of $1733.33 - 1600 = $133.33 “hus the increase profit occurs at a rate of $133.33/3 = $44.44 per ton $44.44 is tle dual price for the material 3 constraint “Transparency 2.22 © 1997 West Publishing Companya4 surfed INTRODUCTION TO MANAGEMENT SCIENCE 17. Solve the following linear program: Min 3x, + 4x, + 8% st ax, + xy dx, + 8x, = 16 18. Solve the following linear program: Min 84x, + 4x, + 30x, st 8x, + lx t 3x = 240 16x, + Ix, + 7x, = 480 Bx, — Lx, + dx = 160 =o @ Cpin Jon's Yield in Fort Lander, Ford, ets thse pes of eee ‘going boats: sailboats, cabin cruisers, and Captain John’s favorite, the luxury yachts. Captain Jolin advertises his boats with his famous “you rent—we pilot” slogan, which means that the ‘company supplies the captain and crew for each rented boat. Each rented boat has one captain, of course, but the crew sizes (deck hands, galley hands, etc.) differ. The crew requirements, in addition t a captain, are one for sailboats, two for cabin cruisers, and three for yachts. Ten em- ployees are captains, and an additional 18 employees fill the various crew positions. Currently, Captain John has rettal requests for all of his boats: four sailboats, eight cabin cruisers, and three luxury yachts, If Captain John’s daily profit contribution is $50 for sailboats, $70 for cruis- ‘and $100 for luxury yachts, how many boats of each type should he rent? ‘bags for home use: a 20-gallon garbage bag, a 30-gallon garbage bag, and a 33-gallon leaf- and-grass bag. Using purchased plastic material, three operations are required to produce each end product: cutting sealing, and packaging. The production time required to process each ‘ype of bag in every operation andthe maximum production time available for each operation ane shown (note thatthe production time figures in this tale are per box ofeach type of bag). ‘Type of Bag 20 gallons 30 gallons 33 gallons ‘Time available If OBDB's profit contribution is $0.10 for each box of 20-gallon bags produced, $0.15 for ‘each box of 30-gallon bags, and $0.20 for each box of 33-gallon bags, what is the optimal product mix? 21, Kirkman Brothers ice cream parlors sell three different flavors of Dairy Sweet ice milk: chocolate, vanilla, and banana. Due to extremely hot weather and a high demand for its products, Kirkman has run short of its supply of ingredients: milk, sugar, and cream, Hence,4 surly INTRODUCTION TO MANAGEMENT SCIENCE 17. Solve the following linear program: Min 3x, + dx, + 8x, su 4nt2y = 12 4x, # 8s, = 16 Antes = 0 18, Solve the following lineae program Min 84x, + 4x, + 30s, Bx, + ly + 3x, = 240 6x, + Ix, + Tx, = 480 8 — byt 4x, = 160 St = 0 Captain John’s Yachs, Inc, located in Fort Lauderdale, Florida, rents three types of occan going boats: sailboats, eabin cruisers, and Captain John's favorite the uxury yachts. Captain > Johmadverties his boats with his famous “You rete pl slogan, which moare tee the ‘company supplies the eaptan and crew for each ented boat. Each rented boat has one captain, ‘of course, but the evew sizes (deck hands, galley hands, et.) differ. The crew requirement, in ‘dition to acaptain, are one for sailboats, two for cabin cruisers, and three for yachts. Ten em- ployees are captains, and an additional 18 employees fill he various crew positions. Currently, Caprain John has rental requests forall of his boats: four sailboats, eight cabin cruisers, and three luxury yachts. If Captain John's daily profit contibution is $50 for sailboats, $70 for ceuis- rs, and $100 for luxury yachts, how many boats ofeach type should he rent? 20. The Our-Bags-Don't Break (OBDB) plastic bag company manufactures three plastic refuse bags for home use: a 20-gallon garbage bag, a 30-gallon garbage bag, and a 33-gallon leaf. and-grass bag. Using purchased plastic material, three operations are required to produce each fend product: cutting, sealing, and packaging. The production time required to process each "ype of bag in every operation and the maximum production time available foreach operation ‘are shown (note that the production ime figures in this table are per box ofeach type of bag). Production Time (seconds/box) ‘Type of Bag Cutting Sealing Packaging 20 gallons 2 2 3 30 gallons 3 2 4 33 gallons 3 3 5 ‘Time available 2 hours Shows 4 hours If OBDB's profit contribution is $0.10 foreach box of 20-gallon bags produced, $0.15 for cach box of 30-gallon bags, and $0.20 for each box of 33-gallon bags, what is the optimal product mix? 21. Kirkman Brothers ice cream parlors sell thre different flavors of Dairy Sweet ice milk: chocolate, vanita, and banana. Due to extremely hot weather and a high demand for its products, Kirkman has run shor of is supply of ingredients: milk, sugar and cream. Hence,