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Lecture 5

The document discusses the use of linear programming and its evolution from manual methods to computer solutions, particularly using Excel. It highlights the limitations of graphing methods and the advantages of computer software in solving linear programming problems efficiently. The document also provides examples of maximization and minimization models to illustrate the application of linear programming techniques.

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mamdouhbevnoty
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20 views24 pages

Lecture 5

The document discusses the use of linear programming and its evolution from manual methods to computer solutions, particularly using Excel. It highlights the limitations of graphing methods and the advantages of computer software in solving linear programming problems efficiently. The document also provides examples of maximization and minimization models to illustrate the application of linear programming techniques.

Uploaded by

mamdouhbevnoty
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
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Download as PDF, TXT or read online on Scribd
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Year: 2024-2025

Spring Semester

Introduction to Operations Research


and Decision Support
Dr. Amany Magdy
Dr. Hillal M. Elshehabey
Revision

2
Linear Programming: Computer Solution

3
Linear Programming: Computer Solution

• The previous lectures demonstrated how a linear programming model


is formulated and how a solution can be derived from a graph of the
model.

• Graphing can provide valuable insight into linear programming and


linear programming solutions in general.

• However, the fact that this solution method is limited to problems


with only two decision variables restricts its usefulness as a general
solution technique.

4
Linear Programming: Computer Solution

• In this lecture:
– we will show how linear programming problems can be solved
using Excel.

5
Linear Programming: Computer Solution

• When linear programming was first developed in the 1940s, virtually


the only way to solve a problem was by using a lengthy manual
mathematical solution procedure called the simplex method.

• However, during the next six decades, as computer technology


evolved, the computer was used more and more to solve linear
programming models.

6
Linear Programming: Computer Solution

• The mathematical steps of the simplex method were simply


programmed in prewritten software packages designed for the solution
of linear programming problems.

• The ability to solve linear programming problems quickly and cheaply


on the computer, regardless of the size of the problem, popularized
linear programming and expanded its use by businesses.

• As noted, computer solution itself is based on the simplex method.

7
Linear Programming: Computer Solution
• Excel can be used to solve linear programming problems, although
the data input requirements can be more time-consuming and tedious
than with a software package like QM for Windows that is
specifically designed for the purpose.

• A spreadsheet requires that column and row headings for the specific
model be set up and that constraint and objective function formulas
be input in their entirety, as opposed to just the model parameters, as
with QM for Windows.

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Linear Programming: Computer Solution

• To solve this problem, first click on the “Data” tab on the toolbar at
the top of the screen and then click on “Solver” on the far right side
of the Data toolbar. The window Solver Parameters will appear.

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Load the “Solver” Add-in
in Excel

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Examples

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Beaver Creek Pottery Company – Maximization Model

Maximize Z = $40x1 + $50x2


subject to: 1x1 + 2x2  40
4x1 + 3x2  120
x1, x2  0

Solutions at all corner points


Fertilizing farmer’s field - Minimization Model

Minimize Z = $6x1 + $3x2


subject to: 2x1 + 4x2  16
4x1 + 3x2  24
x1, x2  0

The optimal solution point

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