Linear Programming (LP)

[8] Case Study - Personal Scheduling

UNION AIRWAYS needs to hire additional
customer service agents.
Management recognizes the need for cost control
while also consistently providing a satisfactory
level of service to customers.
Based on the new schedule of flights, an analysis
has been made of the minimum number of
customer service agents that need to be on duty at
different times of the day to provide a
satisfactory level of service.

Time Period Covered

Minimum #
Shift
Time Period
1 2 3 4 5 of Agents
needed
48
6:00 am to 8:00 am *
8:00 am to10:00 am * *
79
10:00 am to noon
65
* *
Noon to 2:00 pm
87
* * *
2:00 pm to 4:00 pm
64
* *
4:00 pm to 6:00 pm
73
* *
6:00 pm to 8:00 pm
82
* *
8:00 pm to 10:00 pm
43
*
10:00 pm to midnight
52
*
*
Midnight to 6:00 am
15
*
Daily cost per agent 170 160 175 180 195

The problem is to determine how many agents

should be assigned to the respective shifts each
day to minimize the total personnel cost for
agents, while meeting (or surpassing) the service
requirements.
Activities correspond to shifts, where the level of
each activity is the number of agents assigned to
that shift.
This problem involves finding the best mix of
shift sizes.

x1 : # of agents for shift 1 (6AM - 2PM)

x2 : # of agents for shift 2 (8AM - 4PM)

x3 : # of agents for shift 3 (Noon - 8PM)

x4 : # of agents for shift 4 (4PM - Midnight)

x5 : # of agents for shift 5 (10PM - 6AM)

The objective is to minimize the total cost of

the agents assigned to the five shifts.

Min 170 x1 160 x2 175 x3 180 x4 195 x5

x1
48
s.t.

all xi 0

x1 x2

79

x1 x2

65

x1 x2 x3

87

x2 x3

64

(i 1 ~ 5)

x3 x4

73

x3 x4

82

x4

43

x4 x5 52
x5 15

x1

48

x1 x2

79

x1 x2 x3

87

x2 x3

64

x3 x4

82

x4

43

x4 x5 52
x5 15

( x , x , x , x , x ) (48,31,39,43,15)
Total Personal Cost = $30,610

The Simplex Method

Maximize
Subject to

and

Z 3x1 5x 2 ,

x1

2 x2 12
3 x1 2 x2 18
x1 0, x2 0

From a geometric viewpoint

x2 x1 0
8

: CPF solutions
(Corner-Point Feasible)
: Corner-point infeasible
solutions

3 x1 2 x2 18
(4,6)

2 x2 12

x1 4

4
2 Feasible
region
0

x2 0
6

10

x1

Optimality test:
There is at least one optimal solution.
If a CPF solution has no adjacent CPF solutions
that are better (as measured by Z) than itself,
then it must be an optimal solution.

Initialization

Optimal
Solution?
No
Iteration

Yes

Stop

x2

Z 30

( 2,6)

(0,6) 1

Z 36

( 4,3)
Feasible
region
0

(0,0) Z 0

Z 27

Z 12
( 4,0)

x1

The Key Solution Concepts

Solution concept 1:
The simplex method focuses solely on CPF
solutions.
For any problem with at least one optimal
solution, finding one requires only finding a best
CPF solution.

Solution concept 2:
The simplex method is an iterative
algorithm ( a systematic solution procedure
that keeps repeating a fixed series of steps,
called an iteration).
Solution concept 3:
The initialization of the simplex method
chooses the origin to be the initial CPF
solution.

Solution concept 4:
Given a CPF solution, it is much quicker
computationally to gather information about its
adjacent CPF solutions than other CPF
solutions.
Therefore, each time the simplex method
performs an iteration to move from the current
CPF solution to a better one, it always chooses a
CPF solution that is adjacent to the current one.

Solution concept 5:
After the current CPF solution is identified, the
simplex method identifies the rate of improvement
in Z that would be obtained by moving along edge.
Solution concept 6:
The optimality test consists simply of checking
whether any of the edges give a positive rate of
improvement in Z. If no improvement is identified,
then the current CPF solution is optimal.

Simplex Method
To convert the functional inequality
constraints to equivalent equality constraints,
we need to incorporate slack variables.

Original Form
of Model
Max Z 3x1 5x 2 ,
s.t.
x1
4

Augmented
Form
of
the Model
Slack
variables
Max Z 3x1 5x 2 ,
s.t. x
x

2x2 x4

2 x2 12

3 x1 2 x2 18

and

x1 0, x2 0

3 x1 2 x2
and

4
12

x5 18

x j 0, for j 1,2,3,4,5.

A basic solution is an augmented corner-point

solution.
A Basic Feasible (BF) solution is an
augmented CPF solution.

Properties of BF Solution
1. Each variable is designated as either a nonbasic
variable or a basic variable.
2. # of nonbasic variables = # of functional
constraints.

3. The nonbasic variables are set equal to zero.

4. The values of the basic variables are obtained
from the simultaneous equations.
5. If the basic variables satisfy the
nonnegativity constraints, the basic solution
is a BF solution.

Simplex in Tabular Form

(a) Algebraic Form
(0) Z 3 x1 5 x2
x1
x3
(1)
2 x 2 x4
(2)
x5
3 x1 2 x2
(3)
(b) Tabular Form
Basic
Variable Eq. Z
(0)
Z
1
x3
(1)
0
x4
(2) 0
x5
(3)

0
4
12
18

Coefficient of:

x1 x2 x3

x4

x5

-3 -5 0
1 0 1
0 2 0

0
0
1

0
0
0

Right
Side
0
4
12

The most negative coefficient

minimum

(b) Tabular Form

Coefficient of:
x
x
x
x
2
4
3
1
BV Eq. Z
Z (0) 1 -3 -5 0 0
x3 (1)
0 1 0 1 0
x4 (2)
0 0 2 0 1
x5 (3)
0 3 2 0 0

Side
0
12
6
4
2
12 18
9
18
2

x5 Right
0
0
0
1

12
18

12
6
2
18
9
2

minimum

The most negative coefficient

(b) Tabular Form
Iteration BV Eq. Z
Z (0) 1
x3 (1)
0
0
x4 (2)
0
x5 (3)
0

Coefficient of:

x1 x2 x3

x4

x5

-3 -5 0
1 0 1
0 2 0
3 2 0

0
0
1
0

0
0
0
1

Right
Side
0
4
12
18

4
6

4
4
1
6
2
3

minimum

The most negative coefficient

(b) Tabular Form
Iteration BV Eq. Z
Z (0) 1
x3 (1)
0
1
x2 (2)
0
x5 (3)
0

Coefficient of:

x1 x2 x3

-3
1
0
3

0
0
1
0

0
1
0
0

x4

x5

0
0 0
1
2 0
-1 1
2

Right
Side
30
4
6
6

The optimal solution

x1 2, x2 6
None of the coefficient is negative.
(b) Tabular Form
Iteration BV Eq. Z
Z (0) 1
x3 (1) 0
2

x2 (2)
0
x1 (3) 0

Coefficient of:

x1 x2 x3 x4
0

Right
x5
Side
1 36

1
1

1
3
3
1
0
2 0
1 1

0
3 3

2
6
2

(a) Optimality Test

(b) Minimum Ratio Test:

(a) Optimality Test:

The current BF solution is optimal
if and only if every coefficient in row 0 is
nonnegative ( 0) .
Pivot Column:
A column with the most negative coefficient

(b) Minimum Ratio Test:

1. Pick out each coefficient in the pivot column
that is strictly positive (>0).
2. Divide each of these coefficients into
the right side entry for the same row.
3. Identify the row that has the smallest of
these ratios.
4. The basic variable for that row is the leaving
basic variable, so replace that variable by the
entering basic variable in the basic variable
column of the next simplex tableau.

Breaking in Simplex Method

(a) Tie for Entering Basic Variable
Several nonbasic variable have largest and
same negative coefficients.
(b) Degeneracy
Multiple Optimal Solution occur if a non
BF solution has zero or at its coefficient
at row 0.

Algebraic Form
(0)
(1)
(2)
(3)

Z 3 x1 2 x2
x1

2x2

x3

3 x1 2 x2

x4

x5

4
12
18

Coefficient of:

x
x
2
1
Eq.
Z
BV
Z (0) 1 -3 -2
x3 (1) 0 1 0
x4 (2)
0 0 2

Right Solution
x5 Side Optimal?
0
0

12

18

x3 x4

x5 (3)
0 3 2 0 0

No

Coefficient of:

BV Eq. Z x1 x2
Z (0) 1 0 -2
x1 (1) 0 1 0
x4 (2)
0 0 2

Right Solution
x5 Side Optimal?
0 12

12

x3 x4

x5 (3)
0 0 2 -3 0

No

Coefficient of:

BV Eq. Z x1 x2 x3
Z (0) 1 0 0 0
x1 (1) 0 1 0 1
x4 (2)
0 0 0 3
x2 (3) 0 0 1 3
2

Right Solution
x5 Side Optimal?
1 18

-1

x4

Yes

Coefficient of:

Right Solution
x5 Side Optimal?
1 18

BV Eq. Z x1 x2 x3 x4
Z (0) 1 0 0 0 0
x1 (1) 0 1 0 0 13 13
Extra x
1 1
3 (2)
0 0 0 1 3
3
x2 (3) 0 0 1 0 1 0
2

2
2
6

Yes

(c) Unbounded Solution

If An entering variable has zero in these coefficients
in its pivoting column, then its solution can be
increased indefinitely.
Basic
Coefficient of:
Right
x
x
x
1
2
3 side Ratio
Variable Eq. Z
(0) 1 -3
-5
0
0
Z
x3
(1) 0 1
0
1
4 None

Other Model Forms

(a) Big M Method
(b) Variables - Allowed to be Negative

(a) Big M Method

Original Problem
Max Z 3 x1 5 x2
s.t.

4
2 x2 12
3 x1 2 x2 18
x1

and

x1 0, x2 0

(M: a large positive

number.)

Artificial Problem
Max Z 3 x1 5 x2 Mx5
s.t.

x1

x3
2x2 x4

3 x1 2 x2

4
12

x5 18

and

x j 0, for j 1,2,3,4,5.
x3 , x4: Slack Variables

x5 : Artificial Variable

Max:
s.t.

3x1 5 x2 Mx5
3x1 2 x2 x5 18

(0)
(3)

Eq (3) can be changed to

x5 18 3 x1 2 x2

(4)

Put (4) into (0), then

Max: 3 x1 5 x2 M (18 3x1 2 x2 )
or Max: (3M 3) x1 ( 2M 5) x2 18M
or Max: Z (3M 3) x1 (2 M 5) x2 18M

Max
s.t.

Z (3M 3) x1 (2 M 5) x2 18M
4 (1)
x
x
1

2x2 x4 12 (2)
3 x1 2 x2
x5 18 (3)
Coefficient of:

x
x
x
x
2
4
3
1
Eq.
Z
BV
Z (0) 1 -3M-3 -2M-5 0 0
x3 (1) 0 1
0
1 0
0
x4 (2)
0
3
2
0 1
x5 (3)
0

Right
x5
Side
0 -18M
0

12

18

Coefficient of:

x
x
x
x
2
4
3
1
Eq.
Z
BV
Z (0) 1 -2M-5 3M+3 0 0
x1 (1) 0 1
0
1 0
x4 (2)
0
0
2
0 1
x5 (3)
0

Right
x5
Side
0 -6M+12
0

12

18

Coefficient of:

BV Eq. Z
Z (0) 1
x1 (1) 0

x4 (2)
0
x2 (3) 0

x1

x2

Right
x3 x4 x5
Side
5
M

9
2 27
2 0
0
1
0
4
1

-1

Coefficient of:

BV Eq. Z
Z (0) 1
x1 (1) 0
Extra

x3 (2)
0
x2 (3) 0

x1

x2

x3

Right
x4
x5
3 M 1 Side
27
2

1
1

0
3
3
1
1

1
3
3
1
2
0
0

4
6
3

(b) Variables with a Negative Value

x j x x , x 0, x 0
Min
s.t.

x1

3 x1 5 x2

4
2 x2 12

3 x1 2 x2 18

x1 : URS , x2 0

Min
s.t.

3 x 3 x 5 x2

x x

4
2 x2 12

3 x 3 x 2 x2 18

x 0, x ,0 x2 0