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LINEAR
PROGRAMMING
LEARNING OBJECTIVES
32 48 32
Pugay (2) 82
16 32 48
Salogon (3) 77
Demand(Project 215
Requirement) 72 102 41 215
Step 2
A systematic and logical procedure known as the
northwest corner rule (horizontal and vertical movements) is
used in developing an initial solution.
Step 3
The objective is to find out whether the solutionhas the least cost.
The unused squares are 1-B, 1-C, 2-C, and 3-A. From here,
compute for the improvement index
56
1-B +32 -48 32
+32 -48 16
66
16 +32 -48
16 66
36 41
3- A 36 36 41
STEP 4
FROM TO
48 32 48 32
2-C 2-C
66 25 41
32 48 32 48
36 41 77
The new improvement tableau is:
A B C
8 16 16
1 56
56
32 48 32 (2)
2 82
16 25 41
16 32 48
3 77
77
72 102 41
Cost:
1- A 56 x 8 = 448
2- A 16 x 32 = 512
2- B 25 x 48 = 1,200
2- C 41 x 32 = 1,312
3- B 77 x 32 = 2,464
For: 1- B 16 48 + 32 8 = -8
1- C 16 32 + 32 8 = 8
3- A 16 32 + 48 32 = 0
3- C 48 32 + 48 32 = 32
If you improve further the solution, the new entry in cell 1- B is as follows:
8 16 8 16
1- B 1- B
56 31 25
32 48 32 48
16 25 41
The new improvement tableau is:
A B C
8 16 16
1 56
31 25
32 48 32 (3)
2 82
41 41
16 32 48
3 77
77
72 102 41
Cost:
1- A 31 x 8 = 248
1- B 25 x 16 = 400
2- A 41 x 32 = 1,312
2- C 41 x 32 = 1,312
3- B 77 x 32 = 2,464
Cost = 5,736
-8 16 +16
31 25
+32 48 -32
41 41
16 -32 +48
77 3- C
The process of transferring 31 to cell 3- A implies that 31 must be
subtracted from cell 3- B and added to cell 1- B. The new
improvement tableau is shown below.
A B C
8 16 16
1 56
56
32 48 32
2 41 41
82 (4)
16 32 48
3 77
31 46
72 102 41
Illustration of transfer to 3- A is shown in the figure below.
FROM TO
8 16 8 16
31 25 56
32 48 32 48
41 41
16 32 3 -A 16 32
3- A 77 31 46
Cost: 1- B 56 x 16 = 896
2- A 41 x 32 = 1,312
2- C 41 x 32 = 1,312
3- A 31 x 16 = 496
3- B 46 x 32 = 1,472
Cost = 5,488
41 41 41
-16 +32 -16 +32 48
31 46 31 46
+32 48
-32 -32
+48
41
2-B 41
-16 32
41
+48
+16 -32
31 46 31 46
3-C
Decision: Transport form:
Plant 1 to Project B = 56 truckloads
Plant 2 to Project A = 41 truckloads
Plant 2 to Project c = 41 truckloads
Plant 3 to Project A = 31 truckloads
Plant 3 to Project B = 46 truckloads
Minimum Cost = P5,488.00
Summary of Transportation Tableau of GPP Gravel and Sand Company
Tableau 1 Tableau 2
A B C A B C
8 16 16 8 16 16
1 56 1 56
56 56
32 48 32 32 48 32
2 82 2 82
16 66 16 25 41
16 32 48 16 32 48
3 77 3 77
36 41 77
72 102 41 72 102 41
Tableau 3 Tableau 4 final
A B C A B C
8 16 16 8 16 16
1 56 1 56
31 25 56
32 48 32 32 48 32
2 82 2 82
41 41 41 41
16 32 48 16 32 48
3 77 3 77
77 31 46
72 102 41 72 102 41
MODIFIED
DISTRIBUTION MODEL
Inthis method, a new row is added above the tableau and a
new column is inserted to the left of tableau.
Let V and Wj represent the row and column, respectively,
where V is the ith row Wj is the jth column.
The key in using this method is to utilize the occupied cells
for each V and Wj values and then use these values to
calculate the net contribution of the vacant cells.
Example: Consider
the GPP Gravel and Sand
Company in the example earlier.
Step 1 Formulate the initial transportation tableau
A B C
1 8 16 16 56
56
2 32 48 32 82
16 66
3 16 32 48 77
36 41
72 100 41
STEP 2: DEVELOP AN INITIAL SOLUTION
c. V + W = 48 56
V 32 48 32
d. V+W = 32
16 66
e. V + W = 48 V 16 32 48
36 41
72 100 41
Let V=0 then:
a. 0 + W = 8 then W= 8
b. V + W= 32 then V+ 8, so that V=24
c. V + W= 48 then 24 + W=48 so that W=24
d. V + W= 32 then V + 24=32 so that V=8
e. V + W=48 then 8 + W=48 so that W=40
The new tableau with the initial solution of the V row
and the Wj column is shown below.
W = 8 W= 24 W =
40
A B C
16 16
V= 0 1 8 56
56
32 48 32
V= 2 82
24
16 66
48
v=8 3 16 32 77
36 41
72 102 41
STEP 3 TEST THE SOLUTION FOR
IMPROVEMENT
Improvement index = Cj (cost of unused cells) - V - Wj
For: 1-B 16 0 24 = -8
1-C 16 0 24 =-24
2-C 32 24 -40 =-32
3-A 16 8 8 =0
66 25 41
+32 -48 +32 -48
36 41 77
THE NEW IMPROVED TABLEAU IS SHOWN
BELOW
W= 8 W= 24 W= 8
A B C
V= 0 1 8 16 16 56
56
V= 2 32 48 32 82
24
16 25 41
V= 8 3 16 32 48 77
77
72 102 41
Step 4: Develop an improved
solution
Improvement index= Cj - V - Wj
For a. V + W= 8 d. V + W= 32
b. V + W= 32 e. V + W= 32
c. V + W= 48
-8 +16 -8 +16
56 31 25
+32 -48 +32 -48
16 25
41
The New improved tableau is shown
below
W= 8 W= 16 W= 8
A B C
V= 0 1 8 16 16 56
31 25
V= 2 32 48 32 82
24
41 41
V= 8 3 16 32 48 77
77
72 102 41
DEVELOP ANOTHER
IMPROVEMENT INDEX
Improvement index= Cj - V - Wj of the new
cells or squares
For a. V + W= 8 d. V + W= 32
b. V + W = 16 e. V + W = 32
c. V + W =32
Let V=0
a. 0 + W= 8 then W= 8
b. 0 + W= 16 then W= 16
c. V + 8= 32, then V = 24
d. 24 + W= 32 then W=8
e. V +16 = 32, then V= 16
Improvement index
1-C 16 0 8 = 8
2-B 48 24 24 = 8
3-A 16 16 8 = -8
3-C 48 16 8 =24
From To
8 16 8 16
31 25
56
32 48
32 48
41
41
3-A 16 32
16 32
77 31 46
The New improved tableau is shown
below (4)
W= 0 W= 16 W= 0
A B C
V= 0 1 8 16 16 56
56
V= 2 32 48 32 82
32
41 41
V= 3 16 32 48 77
16
31 46
72 102 41
Cost improvement
1-B 56 x 16 = 896
2-A 41 x 32 = 1,312
2-C 41 x 32= 1,312
3-A 31 x 16 = 496
3-B 46 x 32 = 1,472
Cost 5,488
Improvement index= Cj - V - Wj
For: a. V + W = 16 d. V + W = 16
b. V + W = 32 e. V + W =32
c. V + W =32
Let V= 0
a. 0 + W =32, then W =32
b. V + 0= 32, then V = 32
c. 32 + W =32 then W =0
d. 16 + W = 16 then W = 16
e. V + 16 = 32, then V = 16
Improvement index for the unused cells
1-A 8 0 0= 8
1-C 16 0 - 0= 16
2-B 48 -32 -16 = 0
3-C 48 16 0=32
A B C Supply
8 16 16
1
76
56
32 48 32
2
82 (1)
41 41
16 32 48
3
77
31 46
235
Demand 72 102 41
215
The new tableau with the dummy demand and initial distribution units is
shown below.
A B C Dummy Supply
8 16 16 0
1 76
72 4
32 48 32 0 (2)
2 82
82
16 32 48 0
3 77
16 41 20
Demand 72 102 41 20
Example 2 of UTP
Demand is greater than supply
A B C Supply
8 16 16
1 56
32 48 32
2 82
16 32 48
3 77
215
Demand 80 102 41
223
Illustration of the initial transportation distribution
A B C Supply
8 16 16
1 56
56
32 48 32
2 82
24 58
16 32 48
3 77
44 33
0 0 0
8 8
Demand 80 102 41
Degenerate Transportation Problem
Although it might look easier to choose unused square for the zero
stone, the general procedure in the northwest rule is to assign it to
a square in such a way that it maintains an unbroken chain of
stone squares or cells.
Let V1 = 0.
From a. W1 = 4 c. V2 = 4 e. V3 = 4
b. 0 + W2 = 8 then W2 = 8 d. W3 = 8
Computing the cost of transportation of unused cells:
1- C 24 0 12 = 12
2- A 8 (-4) 4 = 8
3- A 16 4 4 = 8
3- B 32 4 8 = 20
The new tableau after the transfer from 3- C to 3- B is:
W1= 4 W2= 8 W3= 12 Supply
A B C
4 8 24
V1= 0 1 90
45 45
8 4 8
V2= -4 2 60 (1)
60
16 32 48
V3= 4 3 30
30
Demand 45 75 60
The preceding tableau is degenerated because only 4 cells are
occupied while the total number of rows and columns minus 1 is 5.
See the illustration below.
The affected cells are: After the transfer, the entries become:
4 8 4 8
30 60 60
4 16 4 16
30 30
The new improved tableau is:
W1= 4 W2= 8 W3= 12 Supply
A B C
4 8 24
V 1= 0 1 90
45 45
8 4 8
V 2= -4 2 60
0 60
16 32 48
V 3= 4 3 30
30
Demand 45 75 60
Summary for Solving an Iterative Transportation Problem Tableau
1. A transportation tableau is workable only if the total demand is
equal to the total supply and the number of occupied cells is equal
to the number of rows plus the number of columns minus one.
2. If the demand is greater than the supply, a dummy supply must
be added in a separate row. If the supply is greater than the
demand, a dummy demand is added in a separate column.
3. In case of degeneracy in the initial solution, a zero entry is inserted
in a vacant or unused cell that a stairstep chain remains.
4. In case of degeneracy in a subsequent solution, a zero difference is
retained in one of the cells where two equal entries are to be
subtracted.
METHODS IN ESTABLISHING THE
INITIAL FEASIBLE SOLUTION
To A B C Supply
From
1 7 5 9 150
100 30
2 10 12 10 200
3 6
50
3 14
50
Demand 100 30 220 400
(80)
STEP 4
Cell X1C has the next lowest cost, so it is next in line for allocation. The
remaining supply is 20 units, and the remaining demand is 220 units.
Consequently, the quantity 20 is placed in X1c. This completes the use of
supply of row 1, and leaves a demand of 200 units for column 3.
To A B C Supply
From
1 7 5 9 150
100 30 20
2 10 12 10 200
3 6
50
3 14
50
Demand 100 30 220 400
(80) (220)
STEP 5
The last remaining cell X2c, then, receives a quantity of 200 units, cancelling
the remaining supply and demand for both its row and column.
To A B C Supply
From
1 7 5 150
100 30 20
2 10 12 9 200
200
3 6
50
3 14
50
Demand 100 30 220 400
(80)
SUMMARY OF STEPS IN MINIMUM COST
METHOD (MCM) OR GREEDY METHOD
1. Identify the cell that has the lowest unit cost. If there is a tie, select one
arbitrarily. Allocate the quantity to this cell that is equal to the lower of the
available supply for the row and the demand for the column.
2. Mark out the cell in the row or column that has been exhausted(or both, if
both have been exhausted), adjust the remaining row or column total
accordingly.
3. Identify the cell with the lowest cost from the remaining cells. Allocate a
quantity to this cell that is equal to the lower available supply of the row
and the demand for the column.
4. Repeat steps 2 and 3 until all supplies and demands have been allocated.
Vogels Approximation Method of Allocation
An algorithm that finds an initial feasible solution to a problem by
considering the penalty cost of not using the cheapest
available route.
Five steps:
1. Determine the difference between the lower two cells in all rows
and columns (including dummies if they are unbalanced).
2. Identify the row column, with the largest difference ties that may be
broken arbitrarily.
3. Allocate as much as possible to the lowest- cost cell in the row or
column with the highest difference.
4. Stop the process if all row and column requirements are met. If
not, go to the next step.
64 9- 7
- 2 2
For 3- B: For 2- C:
A B C Supply A B C Supply
8 16 16 8 16 16
1 55 1 55
35 20 35 20
32 48 32 32 48 32
2 25 2 25
25 25 0
16 32 48 16 32 48
3 30 3 30
0 30 30
Demand 35 45 30 Demand 35 45 30
THE ASSIGNMENT METHOD
Timmy 16 11 17
Jesselle 15 12 19
Quirob 13 18 21
SOLUTION
STEP 1. DETERMINE THE OPPORTUNITY
COST TABLEAU
a. Subtract the lowest entry in each column from all
entries in the same column.
Manager Location
Oslo Davos Dublin
Claire 0 9 0
Timmy 6 0 3
Jesselle 5 1 5
Quirob 3 7 7
b. Subtract the lowest entry in each row from all
entries in the same row.
Manager Location
Oslo Davos Dublin
Claire 0 9 0
Timmy 6 0 3
Jesselle 4 0 4
Quirob 0 4 4
STEP 2. THE LINES IN THE COLUMNS ARE FEWER
THAN THE LINES IN ROWS ; HENCE, IT IS NOT YET
AN OPTIMAL SOLUTION AND THE PROBLEM IS
NOT YET SOLVED.
STEP 3. REVISE THE TOTAL
OPPORTUNITY COST TABLE
a. Select the smallest number in the tableau not covered
by the straight line and subtract this number from all
numbers not covered by line.
Manager Location
Oslo Davos Dublin
Claire 0 9 0
Timmy 6 0 0
Jesselle 4 0 1
Quirob 0 4 1
Assignment:
Claire will be assigned to Dublin.
Timmy will be assigned to Davos or Dublin.
Jeselle will be assigned to Davos.
Quirob will be assigned to Oslo.
Explanation: Timmy can no longer go to Dublin since Claire
is already there. Likewise, Jeselle can no longer go to
Davos since Timmy is already there; hence, Jeselle has no
ssignment.
The minimum table is shown below.
Manager Location
$000 $000 $000
Oslo Davos Dublin
Claire x x 14
Timmy x 11 x
Jesselle x x x
Quirob 13 x x
The minimum cost is 14 + 11+13= $38,000.
HUNGARIAN METHOD
The Hungarian method solves minimization assignment
problems with m workers and m jobs.
Special considerations can include:
number of workers does not equal the number of jobs --
add dummy workers or jobs with 0 assignment costs as
needed
worker i cannot do job j -- assign cij = +M
maximization objective -- create an opportunity loss
matrix subtracting all profits for each job from the
maximum profit for that job before beginning the
Hungarian method
HUNGARIAN METHOD
Step 1: For each row, subtract the minimum number in that
row from all numbers in that row.
Step 2: For each column, subtract the minimum number in that
column from all numbers in that column.
Step 3: Draw the minimum number of lines to cover all zeroes.
If this number = m, STOP -- an assignment can be made.
Step 4: Determine the minimum uncovered number (call it d).
Subtract d from uncovered numbers.
Add d to numbers covered by two lines.
Numbers covered by one line remain the same.
Then, GO TO STEP 3.
EXAMPLE: HUNGRY OWNER
A contractor pays his subcontractors a fixed fee plus mileage for work
performed. On a given day the contractor is faced with three electrical
jobs associated with various projects. Given below are the distances
between the subcontractors and the projects.
Projects
A B C
Westside 50 36 16
Subcontractors Federated 28 30 18
Goliath 35 32 20
Universal 25 25 14
A B C Dummy
Westside 50 36 16 0
Federated 28 30 18 0
Goliath 35 32 20 0
Universal 25 25 14 0
EXAMPLE: HUNGRY OWNER
Step 1: Subtract minimum number in each row from all
numbers in that row. Since each row has a zero, we would
simply generate the same matrix above.
Step 2: Subtract the minimum number in each column from all
numbers in the column. For A it is 25, for B it is 25, for C it is 14,
for Dummy it is 0. This yields:
A B C Dummy
Westside 25 11 2 0
Federated 3 5 4 0
Goliath 10 7 6 0
Universal 0 0 0 0
EXAMPLE: HUNGRY OWNER
Step 3: Draw the minimum number of lines to cover all zeroes. Although
one can "eyeball" this minimum, use the following algorithm. If a
"remaining" row has only one zero, draw a line through the column. If a
remaining column has only one zero in it, draw a line through the row.
A B C Dummy
Westside 25 11 2 0
Federated 3 5 4 0
Goliath 10 7 6 0
Universal 0 0 0 0
A B C Dummy
Westside 23 9 0 0
Federated 1 3 2 0
Goliath 8 5 4 0
Universal 0 0 0 2
EXAMPLE: HUNGRY OWNER
Step 3: Draw the minimum number of lines to cover all zeroes.
A B C Dummy
Westside 23 9 0 0
Federated 1 3 2 0
Goliath 8 5 4 0
Universal 0 0 0 2
A B C Dummy
Westside 23 9 0 1
Federated 0 2 1 0
Goliath 7 4 3 0
Universal 0 0 0 3
EXAMPLE: HUNGRY OWNER
Step 4: The minimum number of lines to cover all 0's is four. Thus, there
is a minimum-cost assignment of 0's with this tableau. The optimal
assignment is: