Chapter 2,3

Modeling with Linear Programming

Operation
4thResearch
Year (Senior)
1st Semester

Linear Programming (Graphically & Simplex Methods)..

Three products are processed sequentially on three machines.
The following table gives the pertinent data of the problem:
Manufacturing time per unit (hr.)
Machine
Product (1)
Product (2)
Product (3)
1
4
6
8
2
6
4
2
3
14
6
4
Selling price per
170
160
130
unit
Total cost per unit
130
140
120

Capacity
(hrs.)
800
600
420

1. Graphical Method: Formulate the problem as an LP model and solve it

graphically.
2. Simplex Method: Prepare the first feasible solution table
Determine for the second table:
a. Which variable will enter the basis in the new solution table and which
variable will leave it?
b. The values of the boxed row (in the first table) in the new table.

SOLUTION..
1.
1) Variables:
2) Objective function:
x1 = Product (1)
Profit of x1 = 170-130 = 40
x2 = Product (2)
Profit of x2 = 160-140 = 20
x3 = Product (3)
Profit of x3 = 130-120 = 10
Since they are not two products then
Maximize profit: Z = 40x1 + 20x2 +
this problem cannot be graphically
10x3
solved
3) Subject to:
4) Non negativity constraints:
1) 4x1 + 6x2 + 8x3 800
2) 6x1 + 4x2 + 2x3 600
x1 , x2 , x3 zero
3) 14x1 + 6x2 + 4x3 420
4) x1 , x2 , x3 0
5) Feasible solution space:
The problem has infeasible solution.
Problems can be solved graphically if there are only two products.
If they were two products: Substitute for x to get points
Determine the feasible region A, B, C and so on then get the new points and
substitute in constraints then find the optimum point (Maximum).
2.
1) Slack variables:
OR 4-1 Chapter 2,3

2) Objective function:
MB

S1 = unused amount of
M1
S2 = unused amount of
M2
S3 = unused amount of
M3
3) Subject to:
1) 4x1 + 6x2 + 8x3 + S1
800
2) 6x1 + 4x2 + 2x3 + S2
600
3) 14x1 + 6x2 + 4x3 + S3
420

Maximize Z = -40x1 - 20x2 - 10x3 + 0s1 + 0s2 +

0s3 = 0

4) Non negativity constraints:

x1 , x2 , x3 , s1 , s2 , s3 zero

5) First simplex table

Basic

X1

X2

X3

S1

S2

S3

Solution

Ratio

-40

-20

-10

S1

800

800
=200
4

S2

600

600
=100
6

S3

14

420

420
=30
14

6) Second simplex table

Variable X1 will enter the basis in the new solution table and the variable S2
will leave it.
The new values of the boxed row are:
Current pivot row 1
New pivot row=
= ( 0 14 6 4 0 0 1 420 )
Pivot element
14
32
1
X1 01 7 7 0 0 14 30

New other rows=current row( Pivot column coefficient ) ( new pivot row )
New Z row = Current Z row (-40)(New X1 row)
(1 -40 -20
-10
0
0
0
0
32
1
(40) 0 1
0 0 30
77
14

(
)
20 10
20
(1 0
0 0 1200 )
7 7
7

New S1 row = Current S1 row (4)(New X1 row)

(0
4
6
8
1
0
0
OR 4-1 Chapter 2,3

MB

800 )
2

(4 ) 0 1

32
1
0 0 30
77
14

00

6 48 2
10
680
7 7
7

New S2 row = Current S2 row (6)(New X1 row)

(0
6
4
2
0
1
0
32
1
(6) 0 1
0 0 30
77
14

600)

00

10 2 3
01
420
7 7
7

Basic

X1

X2

X3

S1

S2

S3

Solutio
n

20
7

10
7

20
7

1200

S1

30
7

48
7

2
7

680

S2

10
7

2
7

3
7

420

X1

3
7

2
7

1
14

30

OR 4-1 Chapter 2,3

MB

Chapter 13

Operation
4thResearch
Year (Senior)

Game Theory

1st Semester

Find the optimum strategy for each player and the value of the Game for
the
Two-person Zero-sum Games:

SOLUTION..

EX 13 - 1..

B1

B2

A1

A2

-2

B
1

B
2

Row Min

A1

A2

-2

-2

Column
Max

Maxmi
n

Minima
x

Saddle point (A1,B2) is 4 then the value of the game is 4

Optimum strategy for player A is in A1:

P=[ 1,0 ]

[]
0

Optimum strategy for player B is in B2: Q= 1

SOLUTION..

EX 13 - 2..

A1
A2
A3

B1
-3
0
-2

B2
6
7
5

B3
12
2
1

B
1

B
2

B
3

Row Min

A1

-3

1
2

-3

A2

A3

-2

-2

Column
Max

1
2

Saddle point (A2,B1) is 0 then the value of the game is

0.
Optimum strategy for player A is in A2:

P=[ 0,1,0 ]

[]

1
Q=
0
Optimum strategy for player B is in B1:
0

OR 4-1 Chapter 13

MB