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Solving

Linear Optimization Problems


Using the Solver Add-in
Start with a problem to be formulated
The Diet Problem
Julia wonders if she can keep the amount of fat in her diet down and still
get all the protein (45 g), carbohydrate (256 g), and calories (1,980 kcal)
that she needs every day by eating fast food only. For other nutrients,
such as vitamins, iron, and calcium, she will depend on pills (nutritionists
would disapprove, but this example ought to be simple). She chooses
her favorite fast foods: hamburger and French fries. The nutritive values
per serving are given below.

Hamburger Fries How many servings of


Fat (g) 10 18 hamburger and fries
Protein (g) 15 3 would Julia need to
Carbohydrate (g) 32 32 eat to satisfy her daily
Calories (kcal) 220 396 diet requirements?
Formulate the Model
as a Linear Programming Problem
Julia is looking for

HB = the number of servings of Hamburger


decision variables
FF = the number of servings of French Fries
that minimizes the total amount of fat

objective function 10 HB + 18 FF

subject to the following minimum diet requirements

15 HB + 3 FF >= 45 Protein constraint


constraints 32 HB + 32 FF >= 256 Carbohydrate constraint
220 HB + 396 FF >= 1980 Calories constraint

nonnegativity
constraints Of course HB >= 0 and FF >= 0
Preparing the Worksheet for Solver
start with blank sheet & enter labels and constants

Enter labels in cells A2:A6


Preparing the Worksheet for Solver
start with blank sheet & enter labels and constants

NOTE:
EnterThe
labels
labels
in cells
in A4:A6
B1:E1name
the 3 constraints in this problem
Preparing the Worksheet for Solver
start with blank sheet & enter labels and constants

Enter coefficients
NOTE: of The
objective
labels infunction
cells B1:C1
in cells B3:C3
name the 2 variables in this problem
10 HB + 18 FF
Preparing the Worksheet for Solver
start with blank sheet & enter labels and constants

Enter coefficients of left side of Protein constraint in cells B4:C4

15 HB + 3 FF
Preparing the Worksheet for Solver
start with blank sheet & enter labels and constants

Enter coefficients of left side of Carbohydrate constraint in cells B5:C5

32 HB + 32 FF
Preparing the Worksheet for Solver
start with blank sheet & enter labels and constants

Enter coefficients of left side of Calories constraint in cells B6:C6

220 HB + 396 FF
Preparing the Worksheet for Solver
start with blank sheet & enter labels and constants

Enter right sides of constraint in cells E4:E6 15 HB + 3 FF >= 45


32 HB + 32 FF >= 256
220 HB + 396 FF >= 1980
Preparing the Worksheet for Solver
start with blank sheet & enter labels and constants
Preparing the Worksheet for Solver
name the cells for the two decision variables

Highlight the four cells B1:C2


Preparing the Worksheet for Solver
name the cells for the two decision variables

Starting from the main menu bar click on Insert


Preparing the Worksheet for Solver
name the cells for the two decision variables

Click on Name
Preparing the Worksheet for Solver
name the cells for the two decision variables

Click on Create
Preparing the Worksheet for Solver
name the cells for the two decision variables

Make sure the Top row box is checked


Preparing the Worksheet for Solver
name the cells for the two decision variables

Click OK
Preparing the Worksheet for Solver
name the cells for the two decision variables

Cell B2 has the name HB and is currently blank


Cell C2 has the name FF and is currently blank
Preparing the Worksheet for Solver
enter the formula for the objective function

Click on cell D3
Preparing the Worksheet for Solver
enter the formula for the objective function

ClickType
on cell
= B3
Preparing the Worksheet for Solver
enter the formula for the objective function

Click Type
on cell
* B2
Preparing the Worksheet for Solver
enter the formula for the objective function

ClickType
on cell
+ C3
Preparing the Worksheet for Solver
enter the formula for the objective function

ClickType
on cell
* C2
Preparing the Worksheet for Solver
enter the formula for the objective function

formula entered in D3
objective function
(Fat content)
10 HB + 18 FF

current
NOTE:value
Thefor
formula
the
Enter
formula
B3*HB+C3*FF
entered incould
D3
NOTE: Blanks in HB
have
and
been
FF typed
(cells B2
in cell
andD3C2)directly
are considered zeros
Preparing the Worksheet for Solver
copying down the formulas for totals

Click on cell D3 and grab the fill handle + in the lower right corner
Preparing the Worksheet for Solver
copying down the formulas for totals

Copy the formula in D3 down to cell D6


Preparing the Worksheet for Solver
copying down the formulas for totals

formula copied in D4
Protein constraint LHS
15 HB + 3 FF

current
Click on
value
cell for
D4 the
to check
formula
your
entered
formula
in D4
Preparing the Worksheet for Solver
copying down the formulas for totals

formula copied in D5
Carbohydrate constraint LHS
32 HB + 32 FF

current
Click on
value
cell for
D5 the
to check
formula
your
entered
formula
in D5
Preparing the Worksheet for Solver
copying down the formulas for totals

formula copied in D6
Calories constraint LHS
220 HB + 396 FF

current
Click on
value
cell for
D6 the
to check
formula
your
entered
formula
in D6
Preparing the Worksheet for Solver
copying down the formulas for totals

NOTE: In the formula, the rows for column B and C have


been copied as relative references and the references to the
decision variables HB (cell B2) and FF (cell C2), are fixed
Using Solver
invoking Solver Add-In from the Tools menu

Starting from the main menu bar click on Tools


Using Solver
invoking Solver Add-In from the Tools menu

Click on Solver
Using Solver
invoking Solver Add-In from the Tools menu

NOTE: From this point on, only the spreadsheet


portion of the Excel window will be displayed
Using Solver
select the value of the objective function as the Target Cell

Click on the Set Target Cell: box


Using Solver
select the value of the objective function as the Target Cell

Click on cell D3 which contains the function we want to optimize


Using Solver
indicate if the Target Cell is to be minimized/maximized

Check the Min radio button to indicate that we


want to minimize the value in the Target Cell
Using Solver
the Changing Cells are the decision variables

Click on the By Changing Cells: box


Using Solver
the Changing Cells are the decision variables

Highlight cells B2:C2 containing the decision variables


Using Solver
add Constraints

Click on the Subject to the Constraints: box


Using Solver
add Constraints

Click on Add
Using Solver
select the constraints’ left-hand-sides

Click on the Cell Reference: box


Using Solver
select the constraints’ left-hand-sides

Highlight cells
D4:D6
Using Solver
select the constraints’ left-hand-sides
Using Solver
select the constraints’ types

Click on 
Using Solver
select the constraints’ types

Click on
>=
Using Solver
select the constraints’ right-hand-sides

Click on the Constraint: box


Using Solver
select the constraints’ right-hand-sides

Highlight cells E4:E6


Using Solver
select the constraints’ right-hand-sides

NOTE: Since the three


Clickconstraints
on OK in the Diet Problem
are of type >= they can be added all at once.
Using Solver
setting the Options

Click on Options
Using Solver
setting the Options

Check Assume Linear Model and Assume Non-Negative boxes


(do not modify the other Options for this problem)
Using Solver
setting the Options

Click OK
Using Solver
executing Solver

Click on Solve
Using Solver
obtaining solutions from the worksheet

Solver finds a solution


HB = 6.75 servings of Hamburger
FF = 1.25 servings of French fries
with minimum fat content of 90 g

This solution contains


Protein: 105 g
Carbohydrate: 256 g
Calories: 1980 kcal
satisfying the constraints

Solver uses a method known as SIMPLEX


Using Solver
obtaining an Answer Report

Click on Answer in the Reports box


Using Solver
obtaining an Answer Report

Click on OK
Using Solver
viewing the Answer Report

Click on Answer Report 1 tab


Using Solver
viewing the Answer Report

NOTE: From this point on, only the spreadsheet


portion of the Excel window will be displayed
Using Solver
viewing the Answer Report

with minimum fat content of 90 g

Solution
HB = 6.75 servings of Hamburger
FF = 1.25 servings of French fries

and with
Protein: 105 g
Carbohydrate: 256 g
Calories: 1980 kcal
satisfying the constraints

Final steps in any solution involve an interpretation


of these computer-generated results

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