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02 Modeling With Linear Programming

The document describes the generic format for linear programming problems, including an objective function with coefficients and decision variables, constraints with coefficients and decision variables, and optimal variable values. It provides an example maximization problem that maximizes profit with decision variables F and S under material constraints. It also provides a minimization problem that minimizes production costs under demand, production, and processing time constraints with decision variables A and B.

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Adeel Asghar
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0% found this document useful (0 votes)
29 views

02 Modeling With Linear Programming

The document describes the generic format for linear programming problems, including an objective function with coefficients and decision variables, constraints with coefficients and decision variables, and optimal variable values. It provides an example maximization problem that maximizes profit with decision variables F and S under material constraints. It also provides a minimization problem that minimizes production costs under demand, production, and processing time constraints with decision variables A and B.

Uploaded by

Adeel Asghar
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as XLSX, PDF, TXT or read online on Scribd
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Linear Programming Generic Format

Coefficients
Decision Variable 1 Decision Variable 2 Decision Variable n
Objective Function

Coefficients
Constraints: Decision Variable 1 Decision Variable 2 Decision Variable n
Constraint 1
Constraint 2
Constraint n

Decision Variable 1 Decision Variable 2 Decision Variable n


Optimal Variable Values

Notes:
Coefficients can be negative or positive
Solving Method: Simplex LP
Data cells
Formula cells
Solution cells
Constraint Value (solution) Constraint Upper-/Lower-Limit
0 < or > or =
0 < or > or =
0 < or > or =

Optimized Objective Function


0
LP Example 1: The RMC Inc. Problem (maximization)

Coefficients
F S
Profit Contribution 40 30

Coefficients
Constraints: F S Total used (solution) Available
Material 1 Used 0.4 0.5 20 < 20
Material 2 Used 0 0.2 4 < 5
Material 3 Used 0.6 0.3 21 < 21

F S Total Profit
Optimal Variable Values 25 20 1600
Notes:
Coefficients can be negative or positive
Solving Method: Simplex LP
Data cells
Formula cells
Solution cells
Microsoft Excel 16.0 Answer Report
Worksheet: [02 Modeling with Linear Programming.xlsx]LP E.g. 1 (max)
Report Created: 01-Apr-18 11:07:38 AM
Result: Solver found a solution. All Constraints and optimality conditions are satisfied.
Solver Engine
Engine: Simplex LP
Solution Time: 0.125 Seconds.
Iterations: 2 Subproblems: 0
Solver Options
Max Time Unlimited, Iterations Unlimited, Precision 0.000001, Use Automatic Scaling
Max Subproblems Unlimited, Max Integer Sols Unlimited, Integer Tolerance 1%, Assume NonNegative

Objective Cell (Max)


Cell Name Original Value Final Value
$D$25 Optimal Variable Values Total Profit 1600 1600

Variable Cells
Cell Name Original Value Final Value Integer
$B$25 Optimal Variable Values F 25 25 Contin
$C$25 Optimal Variable Values S 20 20 Contin

Constraints
Cell Name Cell Value Formula Status Slack
$D$19 Material 1 Used Total used (solution) 20 $D$19<=$F$19 Binding 0
$D$20 Material 2 Used Total used (solution) 4 $D$20<=$F$20 Not Binding 1
$D$21 Material 3 Used Total used (solution) 21 $D$21<=$F$21 Binding 0
LP Example 2: The M&D Chemicals Problem (minimization)

Min

Coefficients
A B
Production Costs 2 3

Coefficients
Constraints: A B Constraint Value (solution)
Demand for Product A 1 0 250 >
Total Production 1 1 350 >
Processing Time 2 1 600 <

A B Total Cost
Optimal Variable Values 250 100 800
Notes:
Coefficients can be negative or positive
Solving Method: Simplex LP
Data cells
Formula cells
Constraint Limit Solution cells
125
350
600
Microsoft Excel 16.0 Answer Report
Worksheet: [02 Modeling with Linear Programming.xlsx]LP E.g. 2 (min)
Report Created: 01-Apr-18 11:08:44 AM
Result: Solver found a solution. All Constraints and optimality conditions are satisfied.
Solver Engine
Engine: Simplex LP
Solution Time: 0.063 Seconds.
Iterations: 3 Subproblems: 0
Solver Options
Max Time Unlimited, Iterations Unlimited, Precision 0.000001, Use Automatic Scaling
Max Subproblems Unlimited, Max Integer Sols Unlimited, Integer Tolerance 1%, Assume NonNegative

Objective Cell (Min)


Cell Name Original Value Final Value
$D$25 Optimal Variable Values Total Cost 800 800

Variable Cells
Cell Name Original Value Final Value Integer
$B$25 Optimal Variable Values A 250 250 Contin
$C$25 Optimal Variable Values B 100 100 Contin

Constraints
Cell Name Cell Value Formula Status
$D$19 Demand for Product A Constraint Value (solution) 250 $D$19>=$F$19 Not Binding
$D$20 Total Production Constraint Value (solution) 350 $D$20>=$F$20 Binding
$D$21 Processing Time Constraint Value (solution) 600 $D$21<=$F$21 Binding
Slack
125
0
0

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