Scribd
Upload
32 views6 pages

Revision Linear Programming Problem

The document discusses several topics related to linear programming including: 1. Solving two linear programming problems using the two-phase method, graphical method, and simplex method. 2. Special cases that can occur in the simplex method such as degenerate, alternative optima, unbounded and infeasible solutions. 3. The relationship between maximization and minimization problems in linear programming and their dual problems. 4. Sensitivity analysis and how changes to right-hand sides of constraints or objective coefficients can impact the optimal solution. Two examples are provided to demonstrate sensitivity analysis.

Uploaded by

Aswin Sivaramakrishnan
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as PDF, TXT or read online on Scribd
32 views6 pages

Revision Linear Programming Problem

The document discusses several topics related to linear programming including: 1. Solving two linear programming problems using the two-phase method, graphical method, and simplex method. 2. Special cases that can occur in the simplex method such as degenerate, alternative optima, unbounded and infeasible solutions. 3. The relationship between maximization and minimization problems in linear programming and their dual problems. 4. Sensitivity analysis and how changes to right-hand sides of constraints or objective coefficients can impact the optimal solution. Two examples are provided to demonstrate sensitivity analysis.

Uploaded by

Aswin Sivaramakrishnan
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as PDF, TXT or read online on Scribd
You are on page 1/ 6

Revision

Linear Programming Problem

Example#1: Solve the following problem using TORA:

a) graphically

b) simplex method

Example#2: Solve the following problem by M-method and two


phase using TORA:
Revision

Special Cases in Simplex Method

1. Degenerate optimum solution

2. Alternative optima (infinite number of solutions)

3. Unbounded solution (objective value)

4. Nonexisting (infeasible) solutions


Duality

Maximization problem Minimization problem


Constraints Variables

unrestricted
Variables Constraints

unrestricted

Example#1:

Primal problem:

Dual problem:
Example#2:

Primal problem:

Dual problem:
Sensitivity Analysis:

1. Changes in Right-hand Side of constraints: (Changes in


availability of resources)

Example#1:

JOBCO produces two products on two machines. A unit of product 1


requires 2 hours on machine 1 and 1 hour on machine 2. For product 2, a
unit requires 1 hour on machine 1 and 3 hours on machine 2. The
revenues per unit of products 1 and 2 are 30$ and 20$, respectively. The
total daily processing time available for each machine is 8 hours.

* Determine the dual prices

* Determine the feasibility ranges of machines

Solve the questions: 1,2,3,4 see page 125

Question#1: If JOBCO can increase the capacity of both machines,


which machines should receive higher priority?

Question#2: If JOBCO suggest to increase the capacities of machines 1


and 2 at the additional cost of 10$/hr.

Question#3: If the capacity of machine 1 is increased from 8 hours to 13


hours, how will this increase impact the optimum revenue?

Question#4: Suppose the capacity of machine 1 is increased to 20 hours,


how will this increase impact the optimum revenue?

2. Changes in Objective Coefficients (Changes in unit profit)

* Determine the optimality ranges of coefficients.


Example#2:

Review example 3.6-2 page 129

You might also like