Linear Programming Assignment

QM ASSIGNMENT Linear Programming

3.4.17

Winter Gloves Company :

Aim: To maximize the profit

Objective Function : Z =8 xM + 10 xW + 6xC 520 xLf 200 xLp

Number of constraints including non negative constraints are:- 9
Number of variables are 5, i.e: M,W,C,Lf,Lp (for Man, Woman, Child, Full
time Labor, Part Time Labor respectively)

Solution using solver: On solving we get the optimal solution as 4500 with the
values as follows
M= 2500 , W=0 ,C=0 , Lf=25 and Lp=12.5 .
Constraint
Constraint
Constraint
Constraint
Constraint
Constraint
Constraint
Constraint
Constraint

1:
2:
3:
4:
5:
6:
7:
8:
9:

2M+ 1.5 W + 1 C <= 5000

30 M + 45 W + 40 C 2400 Lf -1200 Lp <= 0
Lf =>2
Lf + 2Lp <= 0
M => 0
W => 0
C => 0
Lf=>0
Lp => 0

Through Solver
Res
ults

Data
M
Objectiv
e
Constrai
nt 1
Constrai
nt 2
Constrai
nt 3
Constrai
nt 4
Constrai
nt 5
Constrai
nt 6
Constrai
nt 7
Constrai
nt 8

Group- 04

Lf

Lp
20 si
0 gn

Slack/Sur
plus

LHS

10

52
0

0 >

2500

-2500

0 >

0 >

0 >

25

-25

12.5

-12.5

4
0

45
1.
5

1 >
12
00 <

30

0
24
00

RH
S

4500

-1E11

1.5E-11

0 <

0
50
00

5000

0 >

20

25

-5

Linear Programming Assignment

Constrai
nt 9
Results
Variabl
es
Objecti
ve

25
00

25

-2 >

7E15

-7E-15

12.
5
45
00

Sensitivity report analysis:

Variable Cells

Name

Final
Valu
e

$B$24

Variables M

2500

1E+30

0.866666667

$C$24

Variables W

10

0.65

1E+30

$D$24

Variables C

3.166666667

1E+30

$E$24

Variables Lf

25

-520

86.66666667

180

$F$24

Variables Lp

12.5

-200

173.3333333

60

Cell

Reduced

Objective

Allowable

Allowable

Cost

Coefficient

Increase

Decrease

Constraints

Cell

Name

Final
Valu
e

$M$13

< < constraints

5000

0.9

5000

1E+30

1000

$M$14

< < constraints

0.206666667

15000

1E+30

$M$15

> < constraints

1E+30

$M$16

< < constraints

24

25

31.25

$M$17

> < constraints

1E+30

$M$18

> < constraints

1E+30

$M$19

> < constraints

1E+30

$M$20

> < constraints

1E+30

$M$21

> < constraints

1E+30

$O$13

< > constraints

1E+30

$O$14

< > constraints

1E+30

$O$15

> > constraints

25

20

1E+30

$O$16

< > constraints

1E+30

$O$17

> > constraints

2500

2500

1E+30

$O$18

> > constraints

-0.65

3333.333333

$O$19

> > constraints

-3.166666667

5000

$O$20

> > constraints

25

25

1E+30

$O$21

> > constraints

12.5

12.5

1E+30

Group- 04

Shadow
Price

Constraint

Allowable

Allowable

R.H. Side

Increase

Decrease

Linear Programming Assignment

3.4.18

Oxford University:

Aim : To minimize the Cost (Paying Operators)

Objective Function : Z =10.00 Kc + 10.10 D+ 9.90H +9.80 S + 10.8 Ks

+11.3 N
Number of constraints including non zero constraints are 12
Number of variables are 6 , namely Kc,D,H,S,Ks,N (according to
operators names ).

Solution using solver : On solving we get the optimal solution as 473.1 with the
values as follows
Kc= 8 , D=8 ,x3=8 , x4=8 ,x5=7 and x6=7 .
Constraint
Constraint
Constraint
Constraint
Constraint
Constraint
Constraint
Constraint
Constraint
Constraint
Constraint
Constraint

1: Kc <=18
2: D<=12
3 : H<=20
4: S<=20
5 : Ks<=14
6 : N<=8
7 : Kc=>8
8 : D=>8
9 : H=>8
10 : S=>8
11 : Ks=>7
12 : N=>7

Through Solver:
Resu
lts

Data
Kc
Objective
Constraint
1
Constraint
2
Constraint
3
Constraint
4
Constraint
5
Constraint
6

Group- 04

D
H
S
Ks
N
10.
10. 11. sig
10
1 9.9 9.8
8
3 n

RHS

Slack/Sur
LHS
plus
473.
1

0 <

18

10

0 <

12

0 <

20

12

0 <

20

12

0 <

14

1 <

Linear Programming Assignment

Constraint
7
Constraint
8
Constraint
9
Constraint
10
Constraint
11
Constraint
12
Results
Variables

0 >

0 >

0 >

0 >

0 >

1 >

7
473
.1

Objective

Sensitivity report analysis:

Variable Cells
Cell

Name

Final

Reduced

Objective

Allowable

Allowable

Value

Cost

Coefficient

Increase

Decrease

$B$28

Variables Kc

10

1E+30

10

$C$28

Variables D

10.1

1E+30

10.1

$D$28

Variables H

9.9

1E+30

9.9

$E$28

Variables S

9.8

1E+30

9.8

$F$28

Variables Ks

10.8

1E+30

10.8

$G$28

Variables N

11.3

1E+30

11.3

Constraints:

Cell

Name

Final

Shadow

Constraint

Allowable

Allowable

Value

Price

R.H. Side

Increase

Decrease

$N$13

< < constraints

18

1E+30

10

$N$14

< < constraints

12

1E+30

$N$15

< < constraints

20

1E+30

12

$N$16

< < constraints

20

1E+30

12

$N$17

< < constraints

14

1E+30

$N$18

< < constraints

1E+30

$N$19

> < constraints

1E+30

$N$20

> < constraints

1E+30

$N$21

> < constraints

1E+30

$N$22

> < constraints

1E+30

$N$23

> < constraints

1E+30

$N$24

> < constraints

1E+30

$N$25

< < constraints

46

92

1E+30

46

Group- 04

Linear Programming Assignment

$P$13

< > constraints

1E+30

$P$14

< > constraints

1E+30

$P$15

< > constraints

1E+30

$P$16

< > constraints

1E+30

$P$17

< > constraints

1E+30

$P$18

< > constraints

1E+30

$P$19

> > constraints

10

10

$P$20

> > constraints

10.1

$P$21

> > constraints

9.9

12

$P$22

> > constraints

9.8

12

$P$23

> > constraints

10.8

$P$24

> > constraints

11.3

$P$25

< > constraints

1E+30

3.6.1

Activity Allocation Problem:

Aim : To maximize the profit

Objective Function : Z=20 A1 + 30 A2

Number of constraints including non negative constraints are 5
Number of variables are 2 , namely A1 and A2 (as Activity 1 and Activity
2 respectively)

Solution using solver : On solving we get the optimal solution as 166.66667 with
the values as follows A1= 3.33 and A2=3.33
Constraint
Constraint
Constraint
Constraint
Constraint

1: 2A1+ A2 <= 10
2: 3A1 + 3 A2 <=20
3 : 2A1 + 4A2 <=20
4: A1 => 0
5 : A2 => 0

Through Solver
Resul
ts

Data
A1

A2

Objective
Constraint 1
Constraint 2
Constraint 3

20
2
3
2

Constraint 4

0 >

Constraint 5

1 >

Results
Group- 04

30
1
3
4

sign
<
<
<

RHS
10
20
20

LHS
166.6
667
10
20
20
3.333
333
3.333
333

Slack/Sur
plus

0
0
0
-3.33333
-3.33333

Linear Programming Assignment

3.333
333

Variables

3.333
333
166.6
667

Objective
Sensitivity report analysis :
Variable Cells

Cell
$B$2
0
$C$2
0

Name

Final

Reduced

Objective

Allowable

Allowable

Value

Cost

Coefficient

Increase

Decrease

Variables A1

3.333333333

20

10

Variables A2

3.333333333

30

10

10

Constraints
Final

Shadow

Constraint

Allowable

Allowable

Value

Price

R.H. Side

Increase

Decrease

Cell

Name

$J$13

< < constraints

10

10

1E+30

$J$14

< < constraints

20

3.333333333

20

$J$15

< < constraints

20

20

6.666666667

$J$16

> < constraints

1E+30

$J$17
$L$1
3
$L$1
4
$L$1
5
$L$1
6
$L$1
7

> < constraints

1E+30

< > constraints

1E+30

< > constraints

1E+30

< > constraints

1E+30

> > constraints

3.333333333

3.333333333

1E+30

> > constraints

3.333333333

3.333333333

1E+30

3.6.2

Ed Butler Machine & Profit Problem:

Aim : To maximize the profit

Objective Function : Z=50A + 40B + 30C

Number of constraints inclusive of non negative constraints are 5
Number of variables are 3 , namely A, B and C (as Part A, B, C
respectively)

Solution using solver: On solving we get the optimal solution as 61818.8 with the
values as follows
A= 363.6 and B=1090.9 , C= 0.
Constraint 1: .02A+ .03B +.05C <= 40
Constraint 2: .05A+ .02B +.04C<=20
Group- 04

Linear Programming Assignment

Constraint 3: A =>0
Constraint 4: B => 0
Constraint 5: C => 0
Through Solver
Resul
ts

Data
A
Objective
Constraint
1
Constraint
2
Constraint
3
Constraint
4
Constraint
5

C
30 Sign

Slack/Sur
plus

LHS
61818
.18

50

40

RHS

0.02

0.03

0.05 <

40

40

0.05

0.02

0.04 <

40

0 >

-363.636

0 >

40
363.6
364
1090.
909

1 >

363.
636

1090
.91

-1090.91

Results
Variables

0
61818
.18

Objective
Sensitivity report analysis:
Variable Cells

Cell

Name

Final

Reduced

Objective

Allowable

Allowable

Value

Cost

Coefficient

Increase

Decrease

$B$20

Variables A

363.6363636

50

50

23.33333333

$C$20

Variables B

1090.909091

40

35

20

$D$20

Variables C

30

40.90909091

1E+30

Constraints

Cell

Name

Final

Shadow

Constraint

Allowable

Allowable

Value

Price

R.H. Side

Increase

Decrease

$K$13

< < constraints

40

909.0909091

40

20

24

$K$14

< < constraints

40

636.3636364

40

60

13.33333333

$K$15

> < constraints

1E+30

$K$16

> < constraints

1E+30

$K$17

> < constraints

1E+30

$M$13

< > constraints

1E+30

Group- 04

Linear Programming Assignment

$M$14

< > constraints

1E+30

$M$15

> > constraints

363.6363636

363.6363636

1E+30

$M$16

> > constraints

1090.909091

1090.909091

1E+30

$M$17

> > constraints

-40.90909091

705.8823529

3.6.3

Activity-Minimize cost Problem :

Aim : To minimize the Cost

Objective Function : Z=60A1 + 50A2

Number of constraints including non negative constraints are 5
Number of variables are 2 , namely A1 and A2 (as Activity 1 and Activity
2 respectively)

Solution using solver : On solving we get the optimal solution as 842.5 with the
values as follows
A1= 6.75 and A2=8.75
Constraint
Constraint
Constraint
Constraint
Constraint

1:
2:
3:
4:
5:

5A1+ 3A2 > 60

2A1 + 2 A2 <20
7A1 + 9A2 <20
A1 > 0
A2 > 0

Through Solver:
Resu
lts

Data
A1
Objective
Constraint
1
Constraint
2
Constraint
3
Constraint
4
Constraint
5

A2

60

sig
50 n

RHS

>

60

60

>

30

31

-1

>

126

126

>

6.75

-6.75

>

8.75

-8.75

6.7
5

8.
75

Results
Variables
Objectiv
e

Sensitivity report analysis:

Group- 04

Slack/Sur
LHS
plus
842.
5

842
.5

Linear Programming Assignment

Variable Cells:
Final

Reduced

Objective

Allowable

Allowable

Name

Value

Cost

Coefficient

Increase

Decrease

$B$20

Variables A1

6.75

60

23.33333333

21.11111111

$C$20

Variables A2

8.75

50

27.14285714

14

Cell

Constraints

Cell

Name

Final

Shadow

Constraint

Allowable

Allowable

Value

Price

R.H. Side

Increase

Decrease

$J$13

> < constraints

1E+30

$J$14

> < constraints

1E+30

$J$15

> < constraints

1E+30

$J$16

> < constraints

1E+30

$J$17

> < constraints

1E+30

$L$13

> > constraints

60

7.916666667

60

30

$L$14

> > constraints

31

30

1E+30

$L$15

> > constraints

126

2.916666667

126

54

$L$16

> > constraints

6.75

6.75

1E+30

$L$17

> > constraints

8.75

8.75

1E+30

3.6.4

Fred Johnson Family owned farm Problem:

Aim : To minimize the Cost

Objective Function : Z=84C + 72T + 60A

Number of constraints including non-negative constraints are 6
Number of variables are 3 , namely C, T and A (as Corn, Tankage & Alflfa
respectively)

Solution using solver : On solving we get the optimal solution as 241.7 with the
values as follows
C= 1.14 , T=0 and A=2.42
Constraint
Constraint
Constraint
Constraint
Constraint
Constraint

1: 90C+ 20T +40A > 200

2: 30C+ 80T + 60A>180
3 : 10C+ 20T + 60A>150
4: C > 0
5:T>0
6:A>0

Through Solver:

Group- 04

Linear Programming Assignment

Resul
ts

Data
C
Objectiv
e
Constrai
nt 1
Constrai
nt 2
Constrai
nt 3
Constrai
nt 4
Constrai
nt 5
Constrai
nt 6
Results
Variabl
es
Objecti
ve

Slack/Sur
LHS
plus
241.71
43

84

72

sig
60 n

90

20

40 >

200

200

30

80

60 >

180

10

20

60 >

150

0 >

180
157.14
29
1.1428
57

0 >

1 >

1.14
29

RHS

0
2.4285
71

-7.14286
-1.14286
0
-2.42857

2.428
571
241.
714

Sensitivity report analysis:

Variable Cells:

Cell
$B$2
1
$C$2
1
$D$2
1

Name
Variables C
Variables T
Variables A

Final

Reduced

Value
1.14285714
3

Cost

0
2.42857142
9

Objective
Coefficien
t

Allowable

Allowable

Increase

Decrease

84

51

72

60

1E+30
11.2727272
7

37.2
17.7142857
1
22.6666666
7

Constraints

Cell
$K$1
3
$K$1
4
$K$1

Name
><
constraints
><
constraints
><

Group- 04

Final

Shadow

Constrain
t

Allowable

Allowable

Value

Price

R.H. Side

Increase

Decrease

1E+30

0
0

0
0

0
0

1E+30
1E+30

0
0

Linear Programming Assignment

5
$K$1
6
$K$1
7
$K$1
8
$M$1
3
$M$1
4
$M$1
5
$M$1
6
$M$1
7
$M$1
8

constraints
><
constraints
><
constraints
><
constraints
>>
constraints
>>
constraints
>>
constraints
>>
constraints
>>
constraints
>>
constraints

3.6.5

1E+30

1E+30

0
0.77142857
1
0.48571428
6

1E+30

200

25

80

180

150

0
17.7142857
1

120
7.14285714
3
1.14285714
3
0.10273972
6
2.42857142
9

200
180
157.142857
1
1.14285714
3
0
2.42857142
9

1E+30
1E+30
0
1E+30

Alva Electrics Investment Problem:

Aim : To maximize the future profit

a) Objective Function : Z=A1 + A2 + A3

b) Number of constraints including non negative constraints are 6
c) Number of variables are 3 , namely A1, A2 and A3 (as Asset 1, Asset 2
and Asset 3 respectively)
Solution using solver : On solving we get the optimal solution as 300 with the
values as follows
A1= 100 , A2=200 and A3=0
Constraint
Constraint
Constraint
Constraint
Constraint
Constraint

1:
2:
3:
4:
5:
6:

2A1+ 1A2 +0.5A3 > 400

.5A1+ .5A2 + A3>180
1.5A2 + 2A3>150
A1 > 0
A2 > 0
A3 > 0

Through Solver
Resul
ts

Data
A1
Objective
Constraint
1
Constraint
2
Constraint
3

Group- 04

A2

A3
sig
1 n

0.5 >

0.5

0.5

1 >

1.5

2 >

LHS
RH
S
40
0
10
0
30
0

Slack/Sur
plus

300
400

150

-50

300

Linear Programming Assignment

Constraint
4
Constraint
5
Constraint
6

0 >

100

-100

0 >

200

-200

1 >

100

20
0

Results
Variables
Objectiv
e

0
30
0

Sensitivity report analysis:

Variable Cells

Cell

Name

Final
Valu
e

Reduced

Objective

Allowable

Allowable

Cost

Coefficient

Increase

Decrease

$B$21

Variables A1

100

0.2

$C$21

Variables A2

200

0.0625

0.5

$D$21

Variables A3

1E+30

0.083333333

Constraints

Cell

Name

Final

Shadow

Constraint

Allowable

Allowable

Value

Price

R.H. Side

Increase

Decrease

$K$13

> < constraints

1E+30

$K$14

> < constraints

1E+30

$K$15

> < constraints

1E+30

$K$16

> < constraints

1E+30

$K$17

> < constraints

1E+30

$K$18

> < constraints

1E+30

$M$13

> > constraints

400

0.5

400

1E+30

200

$M$14

> > constraints

150

100

50

1E+30

$M$15

> > constraints

300

0.333333333

300

300

300

$M$16

> > constraints

100

100

1E+30

$M$17

> > constraints

200

200

1E+30

$M$18

> > constraints

0.083333333

150

CASE STUDY Problems :

3.6.5

Group- 04

Alva Electrics Investment Problem:

Linear Programming Assignment

Aim : To maximize the future profit
a) Objective Function : Z=A1 + A2 + A3
b) Number of constraints including non negative constraints are 6
c) Number of variables are 3 , namely A1, A2 and A3 (as Asset 1, Asset 2
and Asset 3 respectively)
Solution using solver : On solving we get the optimal solution as 300 with the
values as follows
A1= 100 , A2=200 and A3=0
Constraint
Constraint
Constraint
Constraint
Constraint
Constraint

Group- 04

1:
2:
3:
4:
5:
6:

2A1+ 1A2 +0.5A3 > 400

.5A1+ .5A2 + A3>180
1.5A2 + 2A3>150
A1 > 0
A2 > 0
A3 > 0