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Linear Programming Modeling
Decision Science Chapter 4 Linear Programming Modeling and computer solution
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Chapter Topics A Product Mix Example A Diet Example
An Investment Example A Marketing Example A Transportation Example A Blend Example A Multi-Period Scheduling Example A Data Envelopment Analysis Example
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Problem Definition (1 of 8)
A Product Mix Example Problem Definition (1 of 8) Four-product T-shirt/sweatshirt manufacturing company. Must complete production within 72 hours Truck capacity = 1,200 standard sized boxes. Standard size box holds12 T-shirts. One-dozen sweatshirts box is three times size of standard box. $25,000 available for a production run. 500 dozen blank T-shirts and sweatshirts in stock. How many dozens (boxes) of each type of shirt to produce?
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A Product Mix Example (2 of 8)
Chapter 4 - Linear Programming: Modeling Examples
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A Product Mix Example Data (3 of 8)
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Model Construction (4 of 8)
A Product Mix Example Model Construction (4 of 8) Decision Variables: x1 = sweatshirts, front printing x2 = sweatshirts, back and front printing x3 = T-shirts, front printing x4 = T-shirts, back and front printing Objective Function: Maximize Z = $90x1 + $125x2 + $45x3 + $65x4 Model Constraints: 0.10x x x x4 72 hr 3x1 + 3x2 + x3 + x4 1,200 boxes $36x1 + $48x2 + $25x3 + $35x4 $25,000 x1 + x2 500 dozen sweatshirts x3 + x4 500 dozen T-shirts
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Computer Solution with Excel (5 of 8)
A Product Mix Example Computer Solution with Excel (5 of 8) Chapter 4 - Linear Programming: Modeling Examples Exhibit 4.1
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Solution with Excel Solver Window (6 of 8)
A Product Mix Example Solution with Excel Solver Window (6 of 8) Chapter 4 - Linear Programming: Modeling Examples Exhibit 4.2
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Solution with QM for Windows (7 of 8)
A Product Mix Example Solution with QM for Windows (7 of 8) Chapter 4 - Linear Programming: Modeling Examples Exhibit 4.3
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Solution with QM for Windows (8 of 8)
A Product Mix Example Solution with QM for Windows (8 of 8) Chapter 4 - Linear Programming: Modeling Examples Exhibit 4.4
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A Diet Example Data and Problem Definition (1 of 5)
Breakfast to include at least 420 calories, 5 milligrams of iron, 400 milligrams of calcium, 20 grams of protein, 12 grams of fiber, and must have no more than 20 grams of fat and 30 milligrams of cholesterol.
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A Diet Example Model Construction – Decision Variables (2 of 5) x1 = cups of bran cereal x2 = cups of dry cereal x3 = cups of oatmeal x4 = cups of oat bran x5 = eggs x6 = slices of bacon x7 = oranges x8 = cups of milk x9 = cups of orange juice x10 = slices of wheat toast
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A Diet Example Model Summary (3 of 5)
Minimize Z = 0.18x x x x x x x x x x10 subject to: 90x x x3 + 90x4 + 75x5 + 35x6 + 65x7 + 100x x9 + 65x10 420 2x x3 + 2x4 + 5x5 + 3x6 + 4x8 + x10 20 270x5 + 8x6 + 12x8 30 6x1 + 4x2 + 2x3 + 3x4+ x5 + x7 + x10 5 20x1 + 48x x3 + 8x4+ 30x5 + 52x x8 + 3x9 + 26x10 400 3x1 + 4x2 + 5x3 + 6x4 + 7x5 + 2x6 + x7+ 9x8+ x9 + 3x10 20 5x1 + 2x2 + 3x3 + 4x4+ x7 + 3x10 xi 0, for all j
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Computer Solution with Excel (4 of 5)
A Diet Example Computer Solution with Excel (4 of 5) Exhibit 4.5
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A Diet Example Solution with Excel Solver Window (5 of 5)
Exhibit 4.6
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A Marketing Example Data and Problem Definition (1 of 6)
Budget limit $100,000 Television time for four commercials Radio time for 10 commercials Newspaper space for 7 ads Resources for no more than 15 commercials and/or ads
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A Marketing Example Model Summary (2 of 6)
Maximize Z = 20,000x1 + 12,000x2 + 9,000x3 subject to: 15,000x1 + 6,000x 2+ 4,000x3 100,000 x1 4 x2 10 x3 7 x1 + x2 + x3 15 x1, x2, x3 0 where x1 = Exposure from Television Commercial (people) x2 = Exposure from Radio Commercial (people) x3 = Exposure from Newspaper Ad (people)
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A Marketing Example Solution with Excel (3 of 6)
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Solution with Excel Solver Window (4 of 6)
A Marketing Example Solution with Excel Solver Window (4 of 6) Chapter 4 - Linear Programming: Modeling Examples
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Integer Solution with Excel (5 of 6)
A Marketing Example Integer Solution with Excel (5 of 6) Chapter 4 - Linear Programming: Modeling Examples Exhibit 4.12 Exhibit 4.13
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Integer Solution with Excel (6 of 6)
A Marketing Example Integer Solution with Excel (6 of 6) Chapter 4 - Linear Programming: Modeling Examples Exhibit 4.14
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A Transportation Example
Problem Definition and Data (1 of 3) Warehouse supply of Retail store demand Television Sets: for television sets: 1 - Cincinnati A - New York 150 2 - Atlanta B - Dallas 250 3 - Pittsburgh C - Detroit 200 Total Total 600
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A Transportation Example Model Summary (2 of 4)
Chapter 4 - Linear Programming: Modeling Examples Minimize Z = $16x1A + 18x1B + 11x1C + 14x2A + 12x2B + 13x2C x3A + 15x3B + 17x3C subject to: x1A + x1B+ x1C 300 x2A+ x2B + x2C 200 x3A+ x3B + x3C 200 x1A + x2A + x3A = 150 x1B + x2B + x3B = 250 x1C + x2C + x3C = 200 All xij 0
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A Transportation Example Solution with Excel (3 of 4)
Chapter 4 - Linear Programming: Modeling Examples Exhibit 4.15
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A Transportation Example Solution with Solver Window (4 of 4)
Chapter 4 - Linear Programming: Modeling Examples Exhibit 4.16
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Problem Statement and Variables (2 of 6)
A Blend Example Problem Statement and Variables (2 of 6) Chapter 4 - Linear Programming: Modeling Examples Determine the optimal mix of the three components in each grade of motor oil that will maximize profit. Company wants to produce at least 3,000 barrels of each grade of motor oil. Decision variables: The quantity of each of the three components used in each grade of gasoline (9 decision variables); xij = barrels of component i used in motor oil grade j per day, where i = 1, 2, 3 and j = s (super), p (premium), and e (extra).
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A Blend Example Model Summary (3 of 6)
Chapter 4 - Linear Programming: Modeling Examples Maximize Z = 11x1s + 13x2s + 9x3s + 8x1p + 10x2p + 6x3p + 6x1e x2e + 4x3e subject to: x1s + x1p + x1e 4,500 x2s + x2p + x2e 2,700 x3s + x3p + x3e 3,500 0.50x1s x2s x3s 0 0.70x2s x1s x3s 0 0.60x1p x2p x3p 0 0.75x3p x1p x2p 0 0.40x1e- 0.60x2e x3e 0 0.90x2e x1e x3e 0 x1s + x2s + x3s 3,000 x1p+ x2p + x3p 3,000 x1e+ x2e + x3e 3,000 xij 0
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Solution with Excel (4 of 6)
A Blend Example Solution with Excel (4 of 6) Chapter 4 - Linear Programming: Modeling Examples Exhibit 4.17
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Solution with Solver Window (5 of 6)
A Blend Example Solution with Solver Window (5 of 6) Chapter 4 - Linear Programming: Modeling Examples Exhibit 4.18
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Sensitivity Report (6 of 6)
A Blend Example Sensitivity Report (6 of 6) Chapter 4 - Linear Programming: Modeling Examples Exhibit 4.19
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A Multi-Period Scheduling Example Problem Definition and Data (1 of 5)
Production Capacity: 160 computers per week 50 more computers with overtime Assembly Costs: $190 per computer regular time; $260 per computer overtime Inventory Holding Cost: $10/computer per week Order schedule: Week Computer Orders
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A Multi-Period Scheduling Example Decision Variables (2 of 5)
rj = regular production of computers in week j (j = 1, 2, …, 6) oj = overtime production of computers in week j ij = extra computers carried over as inventory in week j (j = 1, 2, …, 5)
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Model summary: subject to: rj 160 (j = 1, 2, 3, 4, 5, 6)
A Multi-Period Scheduling Example Model Summary (3 of 5) Model summary: Minimize Z = $190(r1 + r2 + r3 + r4 + r5 + r6) + $260(o1 + o2 + o o4 + o5 +o6) + 10(i1 + i2 + i3 + i4 + i5) subject to: rj 160 (j = 1, 2, 3, 4, 5, 6) oj 150 (j = 1, 2, 3, 4, 5, 6) r1 + o1 - i1 = 105 r2 + o2 + i1 - i2 = 170 r3 + o3 + i2 - i3 = 230 r4 + o4 + i3 - i4 = 180 r5 + o5 + i4 - i5 = 150 r6 + o6 + i5 = 250 rj, oj, ij 0
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A Multi-Period Scheduling Example Solution with Excel (4 of 5)
Chapter 4 - Linear Programming: Modeling Examples Exhibit 4.20
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A Multi-Period Scheduling Example Solution with Solver Window (5 of 5)
Chapter 4 - Linear Programming: Modeling Examples
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A Data Envelopment Analysis (DEA) Example Problem Definition (1 of 5)
DEA compares a number of service units of the same type based on their inputs (resources) and outputs. The result indicates if a particular unit is less productive, or efficient, than other units. Elementary school comparison: Input 1 = teacher to student ratio Output 1 = average reading SOL score Input 2 = supplementary $/student Output 2 = average math SOL score Input 3 = parent education level Output 3 = average history SOL score
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A Data Envelopment Analysis (DEA) Example
Problem Data Summary (2 of 5) Chapter 4 - Linear Programming: Modeling Examples
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A Data Envelopment Analysis (DEA) Example
Decision Variables and Model Summary (3 of 5) Decision Variables: xi = a price per unit of each output where i = 1, 2, 3 yi = a price per unit of each input where i = 1, 2, 3 Model Summary: Maximize Z = 81x1 + 73x2 + 69x3 subject to: .06 y y y3 = 1 86x x2 + 71x3 .06y y y3 82x x2 + 67x3 .05y y y3 81x x2 + 80x3 .08y y y3 81x x2 + 69x3 .06y y y3 xi, yi 0
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A Data Envelopment Analysis (DEA) Example
Solution with Excel (4 of 5)
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A Data Envelopment Analysis (DEA) Example
Solution with Solver Window (5 of 5) Chapter 4 - Linear Programming: Modeling Examples
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Example Problem Solution Problem Statement and Data (1 of 5)
Canned cat food, Meow Chow; dog food, Bow Chow. Ingredients/week: 600 lb horse meat; 800 lb fish; 1000 lb cereal. Recipe requirement: Meow Chow at least half fish; Bow Chow at least half horse meat. 2,250 sixteen-ounce cans available each week. Profit /can: Meow Chow $0.80; Bow Chow $0.96. How many cans of Bow Chow and Meow Chow should be produced each week in order to maximize profit?
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Example Problem Solution Model Formulation (2 of 5)
Step 1: Define the Decision Variables xij = ounces of ingredient i in pet food j per week, where i = h (horse meat), f (fish) and c (cereal), and j = m (Meow chow) and b (Bow Chow). Step 2: Formulate the Objective Function Maximize Z = $0.05(xhm + xfm + xcm) (xhb + xfb + xcb)
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Example Problem Solution Model Formulation (3 of 5)
Step 3: Formulate the Model Constraints Amount of each ingredient available each week: xhm + xhb 9,600 ounces of horse meat xfm + xfb 12,800 ounces of fish xcm + xcb 16,000 ounces of cereal additive Recipe requirements: Meow Chow xfm/(xhm + xfm + xcm) 1/2 or - xhm + xfm- xcm 0 Bow Chow xhb/(xhb + xfb + xcb) 1/2 or xhb- xfb - xcb 0 Can Content Constraint xhm + xfm + xcm + xhb + xfb+ xcb 36,000 ounces
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Example Problem Solution Model Summary (4 of 5)
Chapter 4 - Linear Programming: Modeling Examples Step 4: Model Summary Maximize Z = $0.05xhm + $0.05xfm + $0.05xcm + $0.06xhb xfb xcb subject to: xhm + xhb 9,600 ounces of horse meat xfm + xfb 12,800 ounces of fish xcm + xcb 16,000 ounces of cereal additive - xhm + xfm- xcm 0 xhb- xfb - xcb 0 xhm + xfm + xcm + xhb + xfb+ xcb 36,000 ounces xij 0
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Example Problem Solution Solution with QM for Windows (5 of 5)
Chapter 4 - Linear Programming: Modeling Examples
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