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Lecture 8 Examples

The document outlines a blending problem involving the optimization of coffee blends to maximize profit while adhering to specific constraints on quantities and costs. The objective function aims to maximize revenue from different coffee blends, with detailed decision variables and constraints provided for Brazilian and mild coffee types. A solution was found using the Simplex LP method, indicating that all constraints and optimality conditions were satisfied.

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詠芯謝
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11 views28 pages

Lecture 8 Examples

The document outlines a blending problem involving the optimization of coffee blends to maximize profit while adhering to specific constraints on quantities and costs. The objective function aims to maximize revenue from different coffee blends, with detailed decision variables and constraints provided for Brazilian and mild coffee types. A solution was found using the Simplex LP method, indicating that all constraints and optimality conditions were satisfied.

Uploaded by

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

Blending Problem

𝐌𝐀𝐗 6.50×(𝑥_11+𝑥_21
+3.75×(𝑥_13+𝑥_23)
Revenue Cost Profit
OBJECTIVE FUNCTION #VALUE! $0.00

DECISION VARIABLES

−2.00×(𝑥_11+𝑥_12+𝑥_1
BEANS
BRAZILIAN MILD
BLENDS cost $2.00 $1.50 s.t.
SPECIAL $6.50 0.00

𝑥_21≤30
DARK $5.25 0.00 Special: Brazilian𝑥_11≥40

Dark: Brazilian 𝑥_12≥6


REGULAR $3.75 0.00 Special: Mild
0.00 0.00

𝑥_22≤10
Regular: Brazilian 𝑥_13≥
Capacity <= <= Dark: Mild

Regular: Mild 𝑥_23≤60


210.00 300.00

𝑥_11+𝑥_
Constraints LHS Signal RHS Pecentage

𝑥_21+𝑥_
SPECIAL BRAZILIAN 0.00 >= 0.00 40% Brazilian:

𝑥_𝑖𝑗≥0,
DARK BRAZILIAN 0.00 >= 0.00 60% Mild:
REGULAR BRAZILIAN 0.00 >= 0.00 30%
SPECIAL MILD 0.00 <= 0.00 30%
DARK MILD 0.00 <= 0.00 10%
REGULAR MILD 0.00 <= 0.00 60%
6.50×(𝑥_11+𝑥_21 )+5.25×(𝑥_12+𝑥_22 )
×(𝑥_13+𝑥_23)

×(𝑥_11+𝑥_12+𝑥_13 ) −1.25×(𝑥_21+𝑥_22+𝑥_23)

cial: Brazilian𝑥_11≥40%×(𝑥_11+𝑥_21 )
𝑥_21≤30%×(𝑥_11+𝑥_21)
k: Brazilian 𝑥_12≥60%×(𝑥_12+𝑥_22)
cial: Mild

𝑥_22≤10%×(𝑥_12+𝑥_22)
ular: Brazilian 𝑥_13≥30%×(𝑥_13+𝑥_23)
k: Mild

ular: Mild 𝑥_23≤60%×(𝑥_13+𝑥_23)


𝑥_11+𝑥_12+𝑥_13≤210
𝑥_21+𝑥_22+𝑥_23≤300
zilian:

𝑥_𝑖𝑗≥0, 𝑖=1,2;𝑗=1,2,3
d:
Blending Problem

𝐌𝐀𝐗 6.50×(𝑥_11+𝑥_21 )+5.25×(𝑥_12+𝑥_22 )


Revenue Cost Profit

+3.75×(𝑥_13+𝑥_23)
OBJECTIVE FUNCTION $1,950.00 $532.50 $1,417.50

DECISION VARIABLES

−2.00×(𝑥_11+𝑥_12+𝑥_13 ) −1.25×(𝑥_21+𝑥_22+𝑥_23)
BEANS
BRAZILIAN MILD
BLENDS $2.00 $1.25

Special: Brazilian𝑥_11≥40%×(𝑥_11+𝑥_21 )
s.t.
SPECIAL $6.50 210.00 90.00 = 300.00

𝑥_21≤30%×(𝑥_11+𝑥_21)
DARK $5.25 0.00 0.00 = 0.00

Dark: Brazilian 𝑥_12≥60%×(𝑥_12+𝑥_22)


REGULAR $3.75 0.00 0.00 = 0.00 Special: Mild
= =

𝑥_22≤10%×(𝑥_12+𝑥_22)
210.00 90.00

Regular: Brazilian 𝑥_13≥30%×(𝑥_13+𝑥_23)


<= <= Dark: Mild

Regular: Mild 𝑥_23≤60%×(𝑥_13+𝑥_23)


210.00 300.00

𝑥_11+𝑥_12+𝑥_13≤210
Constraints

𝑥_21+𝑥_22+𝑥_23≤300
SPECIAL BRAZILIAN 210.00 >= 120.00 40% Brazilian:

𝑥_𝑖𝑗≥0, 𝑖=1,2;𝑗=1,2,3
DARK BRAZILIAN 0.00 >= 0.00 60% Mild:
REGULAR BRAZILIAN 0.00 >= 0.00 30%
SPECIAL MILD 90.00 <= 90.00 30%
DARK MILD 0.00 <= 0.00 10%
REGULAR MILD 0.00 <= 0.00 60%
Microsoft Excel 16.0 Answer Report
Worksheet: [Lecture 8 Examples (soln).xlsx]Blending (Setup)
Report Created: 3/4/2024 3:06:47 PM
Result: Solver found a solution. All Constraints and optimality conditions are satisfied.
Solver Engine
Engine: Simplex LP
Solution Time: 0.047 Seconds.
Iterations: 9 Subproblems: 0
Solver Options
Max Time Unlimited, Iterations Unlimited, Precision 0.000001
Max Subproblems Unlimited, Max Integer Sols Unlimited, Integer Tolerance 1%, Assume NonNegative

Objective Cell (Max)


Cell Name Original Value Final Value
$E$5 OBJECTIVE FUNCTION Profit $1,417.50 $1,417.50

Variable Cells
Cell Name Original Value Final Value Integer
$C$11 SPECIAL BRAZILIAN 210.00 210.00 Contin
$D$11 SPECIAL MILD 90.00 90.00 Contin
$C$12 DARK BRAZILIAN 0.00 0.00 Contin
$D$12 DARK MILD 0.00 0.00 Contin
$C$13 REGULAR BRAZILIAN 0.00 0.00 Contin
$D$13 REGULAR MILD 0.00 0.00 Contin

Constraints
Cell Name Cell Value Formula Status Slack
$C$15 = 210.00 $C$15<=$C$17 Binding 0
$D$15 = 90.00 $D$15<=$D$17 Not Binding 210
$C$20 BRAZILIAN <= 210.00 $C$20>=$E$20 Not Binding 90.00
$C$21 BRAZILIAN <= 0.00 $C$21>=$E$21 Binding 0.00
$C$22 BRAZILIAN <= 0.00 $C$22>=$E$22 Binding 0.00
$C$23 MILD <= 90.00 $C$23<=$E$23 Binding 0
$C$24 MILD <= 0.00 $C$24<=$E$24 Binding 0
$C$25 MILD <= 0.00 $C$25<=$E$25 Binding 0
Beans BRAZILIAN MILD
Coffee blend SPECIAL DARK REGULAR SPECIAL DARK REGULAR
Notations x11 x12 x13 x21 x22 x23
Quantity (lbs)
Revenue 6.5 5.25 3.75 6.5 5.25 3.75
Cost 2 2 2 1.25 1.25 1.25
Objective function

Constraints LHS
Special: Brazilian 0.6 -0.4
Dark: Brazilian 0.4 -0.6
Regular: Brazilian 0.7 -0.3
Special: Mild -0.3 0.7
Dark: Mild -0.1 0.9
Regular: Mild -0.6 0.4
Capacity: Brazilian 1 1 1
Capacity: Mild 1 1 1

Exercise:
Complete this (alternative) spreadsheet model for the Blending problem ("Lecture8.pdf", pp. 11).
Compare results with worksheet "Blending (Setup)".
𝐌𝐀𝐗 6.50×(𝑥_11+𝑥_21 )+5.25×(𝑥_12+𝑥_22 )
+3.75×(𝑥_13+𝑥_23)

Profit −2.00×(𝑥_11+𝑥_12+𝑥_13 ) −1.25×(𝑥_21+𝑥_22+𝑥_23)

Special: Brazilian𝑥_11≥40%×(𝑥_11+𝑥_21 )
TYPE RHS
s.t.

𝑥_21≤30%×(𝑥_11+𝑥_21)
>= 0

Dark: Brazilian 𝑥_12≥60%×(𝑥_12+𝑥_22)


>= 0 Special: Mild
>= 0

𝑥_22≤10%×(𝑥_12+𝑥_22)
<= 0

Regular: Brazilian 𝑥_13≥30%×(𝑥_13+𝑥_23)


<= 0 Dark: Mild
<= 0
Regular: Mild 𝑥_23≤60%×(𝑥_13+𝑥_23)
<= 210

𝑥_11+𝑥_12+𝑥_13≤210
<= 300

𝑥_21+𝑥_22+𝑥_23≤300
Brazilian:

𝑥_𝑖𝑗≥0, 𝑖=1,2;𝑗=1,2,3
Mild:

Lecture8.pdf", pp. 11).


Plan Tuition Expense

Decision Variables: A1 B1 C1 D1 A2 A3 B3 A4

Objective Function:

Constraints
Start of Year 1
Start of Year 2
Start of Year 3
Start of Year 4
Start of Year 5
Start of Year 6
Start of Year 7
Start of Year 8
C4 A5 B5 A6 A7

Initial Investment

LHS TYPE RHS


Plan Tuition Expense

Decision Variables: A1 B1 C1 D1 A2 A3 B3 A4 C4 A5 B5 A6 A7

Initial Investment
Objective Function: 1.00 1.00 1.00 1.00 - - - - - - - - - 0

Constraints LHS TYPE RHS


Start of Year 1 1.00 1.00 1.00 1.00 <= $90,000.00
Start of Year 2 1.05 - 1.00 >= $0.00
Start of Year 3 1.11 1.05 - 1.00 - 1.00 >= $0.00
Start of Year 4 1.16 1.05 - 1.00 - 1.00 >= $0.00
Start of Year 5 1.11 1.05 - 1.00 - 1.00 >= $24,000.00
Start of Year 6 1.05 - 1.00 >= $26,000.00
Start of Year 7 1.16 1.11 1.05 - 1.00 >= $28,000.00
Start of Year 8 1.44 1.05 >= $30,000.00
Plan Tuition Expense

Decision Variables: A1 B1 C1 D1 A2 A3 B3
$0.00 $60,049.61 $0.00 $20,833.33 $0.00 $0.00 $66,655.07

Objective Function: 1.00 1.00 1.00 1.00 - - -

Constraints
Start of Year 1 1.00 1.00 1.00 1.00
Start of Year 2 1.05 - 1.00
Start of Year 3 1.11 1.05 - 1.00 - 1.00
Start of Year 4 1.16 1.05
Start of Year 5 1.11
Start of Year 6
Start of Year 7
Start of Year 8 1.44

Tax rate (p) 0


A4 C4 A5 B5 A6 A7
$0.00 $0.00 $24,761.90 $25,225.23 $0.00 $0.00
Initial Investment
- - - - - - $80,882.95

LHS TYPE RHS


$80,882.95 <= $90,000.00
$0.00 >= $0.00
$0.00 >= $0.00
- 1.00 - 1.00 $0.00 >= $0.00
1.05 - 1.00 - 1.00 $24,000.00 >= $24,000.00
1.05 - 1.00 $26,000.00 >= $26,000.00
1.16 1.11 1.05 - 1.00 $28,000.00 >= $28,000.00
1.05 $30,000.00 >= $30,000.00
Furniture Max

Decision Variables X14 X15 X16 X24 X25 X26 X34 X35 X36

Cost
Objective Function

Constraints LHS Type


node 1
node 2
node 3
node 4
node 5

𝐌𝐈𝐍
node 6

30𝑥_14+100𝑥_15+60𝑥_16+10𝑥_24+20𝑥_25+40𝑥_
26
+20𝑥_34 +100𝑥_35+20𝑥_36

Node 1: 𝑥_14+𝑥_15+𝑥_16≤30
s.t.

Node 2: 𝑥_24+𝑥_25+𝑥_26≤40
Node 3: 𝑥_34+𝑥_35+𝑥_36≤20
Node 4: 𝑥_14+𝑥_24+𝑥_34≥10
Node 5: 𝑥_24+𝑥_25+𝑥_26≥30
Node 6: 𝑥_34+𝑥_35+𝑥_36≥40
𝑥_𝑖𝑗≥0 for all arcs 𝑖𝑗.
$30
S:30 1 4 D:10
$100
$60
RHS
$10
$20 5 D:40
S:40 2
$40

$20
$100
S:20 3 6 D:30
$20
Furniture Max

Decision Variables X14 X15 X16 X24 X25 X26 X34 X35 X36
1
Cost
Objective Function $30 $100 $60 $10 $20 $40 $20 $100 $20 30

Constraints LHS Type


node 1 1 1 1 <=
node 2 1 1 1 <=
node 3 1 1 1 <=
node 4 1 1 1 >=
node 5 1 1 1 >=
node 6 1 1 1 >=

𝐌𝐈𝐍
30𝑥_14+100𝑥_15+60𝑥_16+10𝑥_24+20𝑥_25+40𝑥_
26
+20𝑥_34 +100𝑥_35+20𝑥_36

Node 1: 𝑥_14+𝑥_15+𝑥_16≤30
s.t.

Node 2: 𝑥_24+𝑥_25+𝑥_26≤40
Node 3: 𝑥_34+𝑥_35+𝑥_36≤20
Node 4: 𝑥_14+𝑥_24+𝑥_34≥10
Node 5: 𝑥_24+𝑥_25+𝑥_26≥30
Node 6: 𝑥_34+𝑥_35+𝑥_36≥40
𝑥_𝑖𝑗≥0 for all arcs 𝑖𝑗.
$30
S:30 1 4 D:10
$100
$60
RHS
30 $10
40 $20
S:40 2 5 D:40
20
$40
10
30
40 $20
$100
S:20 3 6 D:30
$20
Furniture Max

Decision Variables X14 X15 X16 X24 X25 X26 X34 X35 X36
- - 20 10 30 - - - 20
Cost
Objective Function $30 $100 $60 $10 $20 $40 $20 $100 $20 $2,300

Constraints LHS Type


node 1 1 1 1 20 <=
node 2 1 1 1 40 <=
node 3 1 1 1 20 <=
node 4 1 1 1 10 >=
node 5 1 1 1 30 >=
node 6 1 1 1 40 >=
$30
S:30 1 4 D:10
$100
$60
RHS
30 $10
40 $20
S:40 2 5 D:40
20
$40
10
30
40 $20
$100
S:20 3 6 D:30
$20
Furniture Max

Decision Variables X13 X14 X24 X25 X34 X36 X46 X54 X56

Cost
Objective Function $20 $30 $10 $20 $20 $40 $30 $50 $30

Constraints LHS Type RHS


node 1 1 1 <= 30
node 2 1 1 <= 40
node 3 -1 1 1 <= 20
node 4 1 1 1 -1 1 >= 10
node 5 1 -1 -1 >= 30
node 6 1 1 1 >= 40
Furniture Max

Decision Variables X13 X14 X24 X25 X34 X36 X46 X54 X56
$20 - $10 $30 - $40 - - -
Cost
Objective Function $20 $30 $10 $20 $20 $40 $30 $50 $30 $2,700

Constraints LHS Type


node 1 1 1 20 <=
node 2 1 1 40 <=
node 3 -1 1 1 20 <=
node 4 1 1 1 -1 1 10 >=
node 5 1 -1 -1 30 >=
node 6 1 1 1 40 >=
RHS
30
40
20
10
30
40
Work Scheduling

Decision Variables: X1 X2 X3 X4 X5 X6

Total # of staff
Objective Function:

Constraints LHS TYPE RHS


3am - 7am
7am - 11am
11am - 3pm
3pm - 7pm
7pm - 11pm
11pm - 3am
Work Scheduling

Decision Variables: X1 X2 X3 X4 X5 X6

Total # of staff
Objective Function: 1 1 1 1 1 1

Constraints LHS TYPE RHS


3am - 7am 1 1 >= 3
7am - 11am 1 1 >= 12
11am - 3pm 1 1 >= 16
3pm - 7pm 1 1 >= 9
7pm - 11pm 1 1 >= 11
11pm - 3am 1 1 >= 4
Work Scheduling

Decision Variables: X1 X2 X3 X4 X5 X6
3 9 7 2 9 0
Total # of staff
Objective Function: 1 1 1 1 1 1 30

Constraints LHS TYPE RHS


3am - 7am 1 1 3 >= 3
7am - 11am 1 1 12 >= 12
11am - 3pm 1 1 16 >= 16
3pm - 7pm 1 1 9 >= 9
7pm - 11pm 1 1 11 >= 11
11pm - 3am 1 1 9 >= 4

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