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    Linear Programming - ExamplesInstructors - . Krca and H. Sral

    Em505, Fall 2012 - Chapter 3 Page 1

    Revised - 2

    PRODUCT MIX PROBLEM

    Five types of electronic equipment (A, B, C, D, and E) areproduced by using different components with different

    quantities.

    Component usages:

    Product

    Component A B C D E Availability(unit)

    Resistor 3 4 0 3 5 2000Capacitator 2 3 2 2 6 1800

    Transformer 1 1 1 1 2 750

    Speaker 1 1 0 0 2 500

    Transistor 2 3 2 4 8 2250

    Demand for the products(units):

    Product A B C D EMax Sales 200 150 50 400 500

    Profit ($)/unit 2 4 8 6 2

    OBJECTIVE:Max total profit

    D.V.s: Quantity of each product (A, B, C, D, E) to be produced.

    CONSTRAINTS:

    1.Component availability should not be exceeded (Capacity).

    2.Demand for each product should not be exceeded.

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    Linear Programming - ExamplesInstructors - . Krca and H. Sral

    Em505, Fall 2012 - Chapter 3 Page 2

    xj: quantity of each product (A, B, C, D, and E) to be produced

    (j=1, 2, 3, 4, and 5).

    Max Z= 2x1+4x2+8x3+6x4+2x5

    S.t.:

    3x1+4x2+0x3+3x4+5x5 2000 (Resistor)

    2x1+3x2+2x3+2x4+6x5 1800 (Capacitator)

    1x1+1x2+1x3+1x4+2x5 750 (Transformer)

    1x1+1x2+0x3+0x4+2x5 500 (Speaker)

    2x1+3x2+2x3+4x4+8x5 2250 (Transistor)

    x1200

    x2150

    x350

    x4400

    x5500

    xj0

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    Linear Programming - ExamplesInstructors - . Krca and H. Sral

    Em505, Fall 2012 - Chapter 3 Page 3

    LINDO:

    MAX 2 X1 + 4 X2 + 8 X3 + 6 X4 + 2 X5

    SUBJECT TO

    RES) 3 X1 + 4 X2 + 3 X4 + 5 X5

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    Linear Programming - ExamplesInstructors - . Krca and H. Sral

    Em505, Fall 2012 - Chapter 3 Page 4

    LP OPTIMUM FOUND AT STEP 4

    OBJECTIVE FUNCTION VALUE

    1) 3500.000

    VARIABLE VALUE REDUCED COST

    X1 50.000000 0.000000

    X2 150.000000 0.000000

    X3 50.000000 0.000000

    X4 400.000000 0.000000

    X5 0.000000 6.000000

    ROW SLACK OR SURPLUS DUAL PRICES

    RES) 50.000000 0.000000

    CAP) 350.000000 0.000000

    TRF) 100.000000 0.000000

    SPK) 300.000000 0.000000

    TRS) 0.000000 1.000000

    DEM1) 150.000000 0.000000

    DEM2) 0.000000 1.000000

    DEM3) 0.000000 6.000000

    DEM4) 0.000000 2.000000

    DEM5) 500.000000 0.000000

    NO. ITERATIONS= 4

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    Linear Programming - ExamplesInstructors - . Krca and H. Sral

    Em505, Fall 2012 - Chapter 3 Page 5

    RANGES IN WHICH THE BASIS IS UNCHANGED:

    OBJ COEFFICIENT RANGES

    VARIABLE CURRENT ALLOWABLE ALLOWABLE

    COEF INCREASE DECREASE

    X1 2.000000 0.666667 1.500000

    X2 4.000000 INFINITY 1.000000

    X3 8.000000 INFINITY 6.000000

    X4 6.000000 INFINITY 2.000000

    X5 2.000000 6.000000 INFINITY

    RIGHTHAND SIDE RANGES

    ROW CURRENT ALLOWABLE ALLOWABLE

    RHS INCREASE DECREASE

    RES 2000.000000 INFINITY 50.000000

    CAP 1800.000000 INFINITY 350.000000

    TRF 750.000000 INFINITY 100.000000

    SPK 500.000000 INFINITY 300.000000

    TRS 2250.000000 33.333332 100.000000

    DEM1 200.000000 INFINITY 150.000000

    DEM2 150.000000 33.333332 100.000000

    DEM3 50.000000 50.000000 16.666666

    DEM4 400.000000 25.000000 16.666666

    DEM5 500.000000 INFINITY 500.000000

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    Linear Programming - ExamplesInstructors - . Krca and H. Sral

    Em505, Fall 2012 - Chapter 3 Page 6

    FEED MIX PROBLEM

    20,000 broilers (chicken) fed for 8 weeks

    Each consume 1 kg feed (in 8 weeks)

    Chicken needs Calcium, Protein, and Fiber.Calcium Protein Fiber TL/kg

    Limestone .380 - - .04

    Corn .001 .09 .02 .15Soybean .002 .50 .08 .40

    - Calcium should be between 0.8 to 1.2% of the mix

    - Protein should be at least 22% of the mix

    - Fiber should not exceed 5% of the mix

    Limestone Corn Soybeans

    Feed

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    Linear Programming - ExamplesInstructors - . Krca and H. Sral

    Em505, Fall 2012 - Chapter 3 Page 7

    x1= kg of limestone in the mix

    x2= kg of corn in the mix

    x3= kg of soybeans in the mix

    Min Z= 0.04x1+0.15x2+0.40x3S.t.

    1)Calcium:(0.38x1+0.001x2+0.002x3 )/20000 0.008

    0.38x1+0.001x2+0.002x3 1600.38x1+0.001x2+0.002x3 240

    2)Protein:0.09x2+0.50x3 4400

    3)Fiber:0.02x2+0.08x3 1000

    4) Demand:

    x1+x2+x3 =20000

    xj0 j=1,2,3

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    Linear Programming - ExamplesInstructors - . Krca and H. Sral

    Em505, Fall 2012 - Chapter 3 Page 8

    MIN 0.04 X1 + 0.15 X2 + 0.4 X3

    SUBJECT TO

    CAMIN) 0.38 X1 + 0.001 X2 + 0.002 X3 >= 160

    CAMAX) 0.38 X1 + 0.001 X2 + 0.002 X3 = 4400

    FIBER) 0.02 X2 + 0.08 X3

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    Linear Programming - ExamplesInstructors - . Krca and H. Sral

    Em505, Fall 2012 - Chapter 3 Page 9

    Alternative formulation: Prepare 1 kg. (portion)

    x1= fraction(kg) of limestone in the 1 kg mix

    x2= fraction(kg) of corn in the 1 kg mix

    x2= fraction(kg) of soybeans in the 1 kg mix

    Min Z= 0.04x1+0.15x2+0.40x3S.t.

    1) Calcium:0.38x1+0.001x2+0.002x3 0.080.38x1+0.001x2+0.002x3 0.012

    2) Protein:0.09x2+0.50x3 0.22

    3) Fiber:0.02x2+0.08x3 0.05

    4) Demand:

    x1+x2+x3 =1

    xj0 j=1,2,3

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    Linear Programming - ExamplesInstructors - . Krca and H. Sral

    Em505, Fall 2012 - Chapter 3 Page 10

    TRIMLOSS- CUTTING STOCK PROBLEM

    STOCK size L PARTS (N)

    lj: size of part j

    dj: units demanded for partj

    Paper rolls L=20 ft.

    Order (part) Size (lj) ft. Demand(dj) units

    1 5 150

    2 7 200

    3 9 300

    Patterns

    Size (ft) 1 2 3 4 5 6

    5 0 2 2 4 1 0

    7 1 1 0 0 2 0

    9 1 0 1 0 0 2

    Loss 4 3 1 0 1 2

    xk: number of rolls cut by pattern k

    Min Z= 4x1+3x2+1x3+0x4+1x5+2x6

    S.t.

    0x1+2x2+2x3+4x4+1x5+0x6 150 demand for 5

    1x1+1x2+0x3+0x4+2x5+0x6 200 demand for 7

    1x1+0x2+1x3+0x4+0x5+2x6 300 demand for 9

    xk 0

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    Linear Programming - ExamplesInstructors - . Krca and H. Sral

    Em505, Fall 2012 - Chapter 3 Page 11

    Microsoft Excel 9.0 Answer ReportWorksheet: [Book1]Sheet1Report Created: 31.10.2003 10:18:45

    Target Cell (Min)

    Cell NameOriginalValue Final Value

    $H$4objLHS 0 400

    Adjustable Cells

    Cell NameOriginalValue Final Value

    $B$3 X x1 0 0$C$3 X x2 0 0

    $D$3 X x3 0 0$E$3 X x4 0 12.5$F$3 X x5 0 100$G$3 X x6 0 150

    Constraints

    Cell Name Cell Value Formula Status Slack

    $H$5 5' LHS 150 $H$5>=$I$5 Binding 0$H$6 7' LHS 200 $H$6>=$I$6 Binding 0$H$7 9' LHS 300 $H$7>=$I$7 Binding 0

    x1 x2 x3 x4 x5 x6 LHS RHS

    X 0 0 0 0 0 0

    obj 4 3 1 0 1 2 0

    5' 0 2 2 4 1 0 0 150

    7' 1 1 0 0 2 0 0 200

    9' 1 0 1 0 0 2 0 300

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    Linear Programming - ExamplesInstructors - . Krca and H. Sral

    Em505, Fall 2012 - Chapter 3 Page 12

    Microsoft Excel 9.0 Sensitivity Report

    Worksheet: [Book1]Sheet1

    Report Created: 31.10.2003 10:18:45

    Adjustable Cells

    Final Reduced Objective Allowable Allowable

    Cell Name Value Cost Coefficient Increase Decrease

    $B$3 X x1 0 2.5 4 1E+30 2.5

    $C$3 X x2 0 2.5 3 1E+30 2.5

    $D$3 X x3 0 0 1 1E+30 0

    $E$3 X x4 12.5 0 0 0 0

    $F$3 X x5 100 0 1 5 1

    $G$3 X x6 150 0 2 0 2

    ConstraintsFinal Shadow Constraint Allowable Allowable

    Cell Name Value Price R.H. Side Increase Decrease

    $H$5 5' LHS 150 0 150 1E+30 50

    $H$6 7' LHS 200 0.5 200 100 200

    $H$7 9' LHS 300 1 300 1E+30 300

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    Linear Programming - ExamplesInstructors - . Krca and H. Sral

    Em505, Fall 2012 - Chapter 3 Page 13

    WORK (worker) SCHEDULING

    Consider a post office. Each worker at the office works 5

    consecutive days and takes next 2 days off.

    Demand for workers:

    1 2 3 4 5 6 7

    Monday T W Th F Sa Sunday

    17 13 15 19 14 16 11

    Minimize the total number of workers hired.

    xj: number of workers that start on day j

    Min Z = x1+x2+x3+x4+x5+x6+x7

    S.t.

    M: x1 +x4 +x5 +x6 +x7 17T: x1 +x2 +x5 +x6 +x7 13

    W: x1 +x2 +x3 +x6 +x7 15

    Th: x1 +x2 +x3 +x4 +x7 19

    F: x1 +x2 +x3 +x4 +x5 14

    Sa: +x2 +x3 +x4 +x5 +x6 16

    Su: +x3 +x4 +x5 +x6 +x7 11

    xj0 j=1,2,..,7

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    Linear Programming - ExamplesInstructors - . Krca and H. Sral

    Em505, Fall 2012 - Chapter 3 Page 14

    Microsoft Excel 9.0 Answer ReportWorksheet: [Book1]Sheet1

    Report Created: 9/25/00 5:17:02 PM

    Target Cell (Min)

    Cell NameOriginalValue Final Value

    $J$3Obj(min) 0 22.33333333

    Adjustable Cells

    Cell NameOriginalValue Final Value

    $B$2 X1 0 6.333333333$C$2 X2 0 5$D$2 X3 0 0.333333333$E$2 X4 0 7.333333333$F$2 X5 0 0$G$2 X6 0 3.333333333$H$2 X7 0 0

    Constraints

    Cell Name Cell Value Formula Status Slack

    $J$4 M 17 $J$4>=$L$4 Binding 0

    $J$5 T 14.66666667 $J$5>=$L$5 NotBinding 1.666666667$J$6 W 15 $J$6>=$L$6 Binding 0$J$7 Th 19 $J$7>=$L$7 Binding 0

    $J$8 F 19 $J$8>=$L$8NotBinding 5

    $J$9 Sa 16 $J$9>=$L$9 Binding 0$J$10 Su 11 $J$10>=$L$10 Binding 0

    X1 X2 X3 X4 X5 X6 X76.33 5 0.33 7.33 0 3.33 0

    Obj

    (min) 1 1 1 1 1 1 1 22.33M 1 1 1 1 1 17.00 >= 17T 1 1 1 1 1 14.67 >= 13W 1 1 1 1 1 15.00 >= 15Th 1 1 1 1 1 19.00 >= 19F 1 1 1 1 1 19.00 >= 14Sa 1 1 1 1 1 16.00 >= 16Su 1 1 1 1 1 11.00 >= 11

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    Linear Programming - ExamplesInstructors - . Krca and H. Sral

    Em505, Fall 2012 - Chapter 3 Page 15

    Integer:

    Microsoft Excel 9.0 Answer Report

    Worksheet: [worksch1int.xls]Sheet1

    Report Created: 14.10.2003 18:32:59

    Target Cell (Min)

    Cell Name Original Value Final Value

    $J$3Obj(min) 23 23

    Adjustable Cells

    Cell Name Original Value Final Value

    $B$2 X1 7 7

    $C$2 X2 4 5

    $D$2 X3 0 1

    $E$2 X4 8 6

    $F$2 X5 0 0

    $G$2 X6 4 4

    $H$2 X7 0 0

    Final Reduced Objective Allowable AllowableCell Name Value Cost Coefficient Increase Decrease

    $B$2 X1 6.333333 0 1 0 1$C$2 X2 5 0 1 0 0

    $D$2 X3 0.333333 0 1 0 0$E$2 X4 7.333333 0 1 0.5 1$F$2 X5 0 0.33333333 1 1E+30 0.33333333$G$2 X6 3.333333 0 1 0.5 1$H$2 X7 0 0 1 1E+30 0

    ConstraintsFinal Shadow Constraint Allowable Allowable

    Cell Name Value Price R.H. Side Increase Decrease

    $J$4 M 17 0.33333333 17 0.5 2.5$J$5 T 14.66667 0 13 1.66666667 1E+30$J$6 W 15 0.33333333 15 11 1$J$7 Th 19 0.33333333 19 5 1$J$8 F 19 0 14 5 1E+30$J$9 Sa 16 0.33333333 16 0.5 2.5$J$10 Su 11 0 11 1.66666667 0.33333333

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    Linear Programming - ExamplesInstructors - . Krca and H. Sral

    Em505, Fall 2012 - Chapter 3 Page 16

    FINANCIAL PLANNING

    -2 Million dollars available to invest now.-3 investment opportunities A, B, C with cash inflows and

    outflows over a 3-year horizon. You can invest once for each

    alternative at the beginning and the partial investment for an

    alternative is possible.

    -A period of the horizon is 6-month long.

    -Cash inflows from previous investments.

    -Cash borrowing (credit) at 7% for six months.-Cash lending at 6% for six months.

    -Total credit borrowed cannot exceed $2M in a period.

    Cash flows ($M):

    t 0 1 2 3 4 5 6Cash inflow 2.00 0.50 0.40 0.38 0.36 0.34 0.30A -3.00 -1.00 -1.80 0.40 1.80 1.80 5.50B -2.00 -0.50 1.50 1.50 1.50 0.20 -1.00C -2.00 -2.00 -1.80 1.00 1.00 1.00 6.00

    Let:

    XA, XB, XC: fraction of investment A,B,C bought respectively

    Bt: cash borrowed at the beginning of time t

    Lt: cash lent at the beginning of time t

    Event happen at the beginning of each period

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    Linear Programming - ExamplesInstructors - . Krca and H. Sral

    Em505, Fall 2012 - Chapter 3 Page 17

    OUT FLOW = IN FLOW

    [T0] 3*XA+2*XB+2*XC+L0 = B0+2

    [T1] 1.07*B0+L1+XA+0.5*XB+2*XC = 1.06*L0+B1+0.5

    [T2] 1.07*B1+L2+1.8*XA+1.8*XC = 1.06*L1+B2+0.40+1.5*XB

    [T3] 1.07*B2+L3 = 1.06*L2+B3+0.38+0.4*XA+1.5*XB+XC

    [T4] 1.07*B3+L4 = 1.06*L3+B4+0.36+1.8*XA+1.5*XB+XC

    [T5] 1.07*B4+L5 = 1.06*L4+B5+1.8*XA+0.2*XB+XC+0.34

    [T6] 1.07*B5+L6+XB = 1.06*L5+0.3+5.5*XA+6*XC

    [BR0] B02

    [BR1] B12

    [BR2] B22

    [BR3] B32

    [BR4] B42

    [BR5] B52

    [FRA] XA1

    [FRB] XB1[FRC] XC1

    MAX Z = L6

    All variables are nonnegative

    Solution:

    XA=0.69 XB=0.655 XC=0

    t 0 1 2 3 4 5 6Bt 1.38 2.00 2.00 0.50 0 0 0Lt 0 0 0 0 2.05 3.89 7.57

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    Linear Programming - ExamplesInstructors - . Krca and H. Sral

    Em505, Fall 2012 - Chapter 3 Page 18

    LP OPTIMUM FOUND AT STEP 9

    OBJECTIVE FUNCTION VALUE

    1) 7.567981

    VARIABLE VALUE REDUCED COST

    L6 7.567981 0.000000

    XA 0.690919 0.000000

    XB 0.655769 0.000000

    XC 0.000000 0.400744

    L0 0.000000 0.017826

    B0 1.384296 0.000000

    L1 0.000000 0.365497

    B1 2.000000 0.000000

    L2 0.000000 0.062540

    B2 2.000000 0.000000L3 0.000000 0.011236

    B3 0.499978 0.000000

    L4 2.052331 0.000000

    B4 0.000000 0.010600

    L5 3.890279 0.000000

    B5 0.000000 0.010000

    ROW SLACK OR SURPLUS DUAL PRICES

    T0) 0.000000 1.907424

    T1) 0.000000 1.782640

    T2) 0.000000 1.336927

    T3) 0.000000 1.202252T4) 0.000000 1.123600

    T5) 0.000000 1.060000

    T6) 0.000000 1.000000

    BR0) 0.615704 0.000000

    BR1) 0.000000 0.352128

    BR2) 0.000000 0.050517

    BR3) 1.500022 0.000000

    BR4) 2.000000 0.000000

    BR5) 2.000000 0.000000

    FRA) 0.309081 0.000000

    FRB) 0.344231 0.000000

    FRC) 1.000000 0.000000

    NO. ITERATIONS= 9

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    Linear Programming - ExamplesInstructors - . Krca and H. Sral

    Em505, Fall 2012 - Chapter 3 Page 19

    RANGES IN WHICH THE BASIS IS UNCHANGED:

    OBJ COEFFICIENT RANGES

    VARIABLE CURRENT ALLOWABLE ALLOWABLE

    COEF INCREASE DECREASE

    L6 1.000000 INFINITY 1.000000XA 0.000000 2.941575 0.211771

    XB 0.000000 0.132797 0.618110

    XC 0.000000 0.400744 INFINITY

    L0 0.000000 0.017827 INFINITY

    B0 0.000000 0.017958 0.422384

    L1 0.000000 0.365497 INFINITY

    B1 0.000000 INFINITY 0.352128

    L2 0.000000 0.062540 INFINITY

    B2 0.000000 INFINITY 0.050517

    L3 0.000000 0.011236 INFINITY

    B3 0.000000 0.011236 0.032693

    L4 0.000000 0.010600 0.234414

    B4 0.000000 0.010600 INFINITYL5 0.000000 0.010000 0.236207

    B5 0.000000 0.010000 INFINITY

    RIGHTHAND SIDE RANGES

    ROW CURRENT ALLOWABLE ALLOWABLE

    RHS INCREASE DECREASE

    T0 2.000000 1.567052 2.376805

    T1 0.500000 0.841235 1.891358

    T2 0.400000 1.295682 0.904893

    T3 0.380000 0.499978 1.500022

    T4 0.360000 INFINITY 2.052331T5 0.340000 INFINITY 3.890279

    T6 0.300000 INFINITY 7.567981

    BR0 2.000000 INFINITY 0.615704

    BR1 2.000000 0.604248 1.151110

    BR2 2.000000 0.970764 0.323569

    BR3 2.000000 INFINITY 1.500022

    BR4 2.000000 INFINITY 2.000000

    BR5 2.000000 INFINITY 2.000000

    FRA 1.000000 INFINITY 0.309081

    FRB 1.000000 INFINITY 0.344231

    FRC 1.000000 INFINITY 1.000000

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    Em505, Fall 2012 - Chapter 3 Page 20

    MULTI-PERIOD PLANNING PROBLEM

    -A bicycle company will be manufacturing mens and womensmodels for its 10 speed bicycles during the next 2 months.

    -Management wants to develop a production schedule indicating howmany bicycles of each model should be produced in each month.

    -Demand forecasts call for 150 mens and 125 womens models to beshipped during the first month and 200 mens and 150 womensduring the second month.

    Model Productioncost

    Labor Requirements CurrentinventoryProduction Assembly

    Mens $120 2.0 hrs 1.5 hrs 20Womens $90 1.6 hrs 1.0 hrs 30

    -Last month the company used a total of 1000 hours of labor.Companys policy will not allow the total hours of labor to increase

    or decrease by more than 100 hours from month to month.

    -The company charges 2% of the unit production cost for a unitinventory per period. The company would like to have at least 25units of each model at the end of the 2 months.

    What is the minimum cost production schedule?

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    Em505, Fall 2012 - Chapter 3 Page 21

    Let: for i=1,2 and t=1,2

    Xit= amount of product i produced in month t

    Iit= amount of inventory of product i at the end of month tLt= total hours of labor used in month t

    INFLOW = OUTFLOW (material balance)

    MIN Z= 120X11+ 120X12+ 90X21+ 90X22 + 2.4I11+ 2.4I12+ 1.8I21+ 1.8I22

    S.T.

    P1MEN) X11- I11= 130

    P2MEN) X12 + I11- I12= 200

    P1WMN) X21- I21= 95

    P2WMN) X22+ I21- I22= 150

    MINVMEN) I12>= 25

    MINVWMN) I22>= 25

    P1LABOR) 3.5 X11+ 2.6 X21= L1

    P2LABOR) 3.5 X12+ 2.6 X22= L2

    MINL1) L1>= 900

    MAXL1) L1= - 100

    MAXL2) L2- L1

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    Linear Programming - ExamplesInstructors - . Krca and H. Sral

    Em505, Fall 2012 - Chapter 3 Page 22

    Adjustable Cells

    Final Reduced Objective Allowable AllowableCell Name Value Cost Coefficient Increase Decrease

    $B$2 x11 192.93 0.000 120 0.023 2.40$C$2 x12 162.07 0.000 120 2.400 0.02$D$2 x21 95.00 0.000 90 ###### 0.02$E$2 x22 175.00 0.000 90 0.017 92.69$F$2 I11 62.93 0.000 2.4 0.023 2.40$G$2 I12 25.00 0.000 2.4 ###### 123.60$H$2 I21 0.00 0.017 1.8 ###### 0.02$I$2 I22 25.00 0 1.8 ###### 92.69$J$2 L1 922.25 0 0 ###### 0.69$K$2 L2 1022.25 0 0 0.686 70.63

    Constraints

    Final Shadow Constraint Allowable AllowableCell Name Value Price R.H. Side Increase Decrease

    $L$6 P1Mens 130.00 118.800 130 ###### 12.71

    $L$7 P2Mens 200.00 121.200 200 ###### 12.71$L$8 P2InvMens 25.00 123.600 25 ###### 12.71$L$9 P1Wmns 95.00 89.109 95 ###### 17.12$L$10 P2Wmns 150.00 90.891 150 ###### 17.12$L$11 P2InvWmns 25.00 92.691 25 ###### 17.12$L$12 P1Labor 0.00 -0.343 0 ###### 44.50$L$13 P2Labor 0.00 0.343 0 ###### 44.50$L$14 P1LbrLB 922.25 0.000 900 22.250 #########$L$15 P2LbrLB 100.00 0.000 -100 ###### #########$L$16 P1LbrUB 922.25 0.000 1100 ###### 177.75$L$17 P2LbrUB 100.00 -0.343 100 44.500 200.00

    x11 x12 x21 x22 I11 I12 I21 I22 L1 L2192.93 162.07 95.00 175.00 62.93 25.00 0.00 25.00 922.25 1022.25

    Obj(min) 120 120 90 90 2.4 2.4 1.8 1.8 67156.03

    ConstraintsP1Mens 1 -1 130.00 = 130P2Mens 1 1 -1 200.00 = 200P2InvMens 1 25.00 >= 25P1Wmns 1 -1 95.00 = 95P2Wmns 1 1 -1 150.00 = 150P2InvWmns 1 25.00 >= 25P1Labor -3.5 -2.6 1 0.00 = 0P2Labor -3.5 -2.6 1 0.00 = 0P1LbrLB 1 922.25 >= 900P2LbrLB -1 1 100.00 >= -100

    P1LbrUB 1 922.25

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    LP OPTIMUM FOUND AT STEP 6

    OBJECTIVE FUNCTION VALUE

    1) 67156.03

    ROW SLACK OR SURPLUS DUAL PRICES

    P1MEN) 0.000000 -118.800003

    P2MEN) 0.000000 -121.199997

    P1WMN) 0.000000 -89.108574

    P2WMN) 0.000000 -90.891426

    MINVMEN) 0.000000 -123.599998

    MINVWMN) 0.000000 -92.691429

    P1LABOR) 0.000000 -0.342857

    P2LABOR) 0.000000 0.342857

    MINL1) 22.250000 0.000000

    MAXL1) 177.750000 0.000000

    MINL2) 200.000000 0.000000MAXL2) 0.000000 0.342857

    NO. ITERATIONS= 6

    RANGES IN WHICH THE BASIS IS UNCHANGED:

    OBJ COEFFICIENT RANGES

    VARIABLE CURRENT ALLOWABLE ALLOWABLE

    COEF INCREASE DECREASE

    X11 120.000000 0.023088 2.400000

    X12 120.000000 2.400000 0.023088

    X21 90.000000 INFINITY 0.017151

    X22 90.000000 0.017151 92.691429

    I11 2.400000 0.023088 2.400000

    I12 2.400000 INFINITY 123.599998

    I21 1.800000 INFINITY 0.017148

    I22 1.800000 INFINITY 92.691429

    L1 0.000000 INFINITY 0.685714

    L2 0.000000 0.685714 70.628571

    RIGHTHAND SIDE RANGES

    ROW CURRENT ALLOWABLE ALLOWABLE

    RHS INCREASE DECREASEP1MEN 130.000000 101.571426 12.714286

    P2MEN 200.000000 101.571426 12.714286

    P1WMN 95.000000 136.730774 17.115385

    P2WMN 150.000000 136.730774 17.115385

    MINVMEN 25.000000 101.571426 12.714286

    MINVWMN 25.000000 136.730774 17.115385

    P1LABOR 0.000000 44.500000 355.500000

    P2LABOR 0.000000 44.500000 355.500000

    MINL1 900.000000 22.250000 INFINITY

    MAXL1 1100.000000 INFINITY 177.750000

    MINL2 -100.000000 200.000000 INFINITY

    MAXL2 100.000000 44.500000 200.000000

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    REGIONAL PLANNING

    One of the interesting social experiments is the system of kibbutzim, orcommunal farming communities in Israel.

    It is common for groups of kibbutzim to join together to share common

    technical services and to coordinate their production. The example

    concerns one such group of three kibbutzim, called Southern

    Confederation of Kibbutzim (SCK).

    Overall planning for SCK is done in its technical office. The office

    currently is planning agricultural production for the coming year.

    The agricultural output of each kibbutz is limited both by:

    - amount of available irrigable land

    - quantity of water allocated for irrigation (by a national government

    official)

    Kibbutz Usable land

    (acres)

    Water allocation

    (acre feet)

    1 400 600

    2 600 800

    3 300 375

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    The crops suited for this region include sugar beets, cotton, and sorghum,

    and these are considered for the upcoming season. These crops differ

    primarily in their expected net return/acre and their consumption of

    water.

    In addition, the Ministry of Agriculture has set a maximum quota for the

    total acreage that can be devoted to each of these crops by the SCK.

    Crop Maximum

    quota (acres)

    Water

    consumption

    (acre feet/acre)

    Net Return

    ($/acre)

    Sugar beet 600 3 400

    Cotton 500 2 300

    Sorghum 325 1 100

    -The three kibbutzim belonging to the SCK have agreed that every kibbutz

    will plant the same proportion of its available irrigable land.

    -Any combination of the crops may be grown at any of the kibbutzim.

    The technical office is to plan how many acres to devote to each crop at the

    respective kibbutzim while satisfying the given restrictions.

    The objective is to maximize the total net return to SCK.

    Max total profit

    St.

    1) Land availability

    2) Water availability

    3) Quota

    4) Same proportion

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    Let: kibbutz (i=1,2,3), crop (j=1,2,3)

    xij= number of acres allocated in kibbutz i to crop j

    K= proportion of land planted by each kibbutz

    Max Z = 400(x11+x21+x31) + 300(x12+x22+x32) + 100(x13+x23+x33)

    St:

    1) Land availability:

    [L1] x11+x12+x13=400K

    [L2] x21+x22+x23=600K

    [L3] x31+x32+x33=300K

    2) Water availability:

    [W1] 3x11+2x12+1x13600

    [W2] 3x21+2x22+1x23800

    [W3] 3x31+2x32+1x33375

    3) Quota:

    [Q1] x11+x21+x31600

    [Q2] x12+x22+x32500

    [Q3] x13+x23+x33325

    4) Same proportion:

    [EQ] K1

    xij0 i=1,2,3; j=1,2,3

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    Solution: K=0.5833 Z=$253,333.3

    CropKibbutz (acres)

    1 2 3 Total

    Sugar beet 133.33 100 25 258.33Cotton 100 250 150 500

    Sorghum 0 0 0 0

    Total 233.33 350 175 758.33

    Variable Value Reduced Cost

    X11 133.3333 0.000000

    X21 100.0000 0.000000

    X31 25.00000 0.000000

    X12 100.0000 0.000000X22 250.0000 0.000000

    X32 150.0000 0.000000

    X13 0.000000 33.33333

    X23 0.000000 33.33333

    X33 0.000000 33.33333

    K 0.5833333 0.000000

    Row Slack or Surplus Dual Price

    L1 0.000000 0.000000

    L2 0.000000 0.000000

    L3 0.000000 0.000000

    W1 0.000000 133.3333

    W2 0.000000 133.3333W3 0.000000 133.3333

    Q1 341.6667 0.000000

    Q2 0.000000 33.33333

    Q3 325.0000 0.000000

    EQ 0.4166667 0.000000

    Righthand Side Ranges:

    Row Current Allowable Allowable

    RHS Increase Decrease

    L1 0.0 96.29630 48.14815

    L2 0.0 92.85714 54.16667

    L3 0.0 16.25000 65.00000W1 600.0000 144.4444 167.7419

    W2 800.0000 162.5000 144.4444

    W3 375.0000 195.0000 29.54545

    Q1 600.0000 INFINITY 341.6667

    Q2 500.0000 162.5000 325.0000

    Q3 325.0000 INFINITY 325.0000

    EQ 1.000000 INFINITY 0.4166667

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    FACILITY LOCATION

    We want to locate a new facility which will interact with the

    existing ones. The cost of interaction is proportional to thedistance.

    Let there be N existing facilities and (ai, bi) be their coordinates.

    (x,y): coordinate of the new facility

    di(x,y)= distance from facility i to the new facility located at (x,y)

    Euclidean: [ ](straight line)

    S. Euclidean: [ ]

    3

    2

    4

    ?

    (2,1)

    (11,2)

    (14,7)

    (4,11)

    (x,y)

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    Rectilinear: | | | |(Manhattan)

    | | | |

    |aix|= Max (ai-x , x-ai)

    viai-x

    and

    vix-ai i=1,,N

    similarly:

    vibi-y

    and

    uiy-bi i=1,,N

    3

    2

    4

    ?

    (2,1)

    (11,2)

    (14,7)

    (4,11)

    (x,y)

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    [ ]

    S.t.

    viai-x i=1,,N

    vix-ai i=1,,N

    uibi-y i=1,,N

    uiy-bi i=1,,N

    vi0 and ui0 i=1,,N

    Alternative formulation:

    free means urs

    free = free+- free

    -and

    free

    +0, free

    -0

    [ ] +[ ]St.

    wi: weight of facility i ?