Chapter 7 An Introduction To Linear Programming: Learning Objectives
Chapter 7 An Introduction To Linear Programming: Learning Objectives
Chapter 7 An Introduction To Linear Programming: Learning Objectives
An Introduction to Linear Programming
Learning Objectives
1. Obtain an overview of the kinds of problems linear programming has been used to solve.
2. Learn how to develop linear programming models for simple problems.
3. Be able to identify the special features of a model that make it a linear programming model.
4. Learn how to solve two variable linear programming models by the graphical solution procedure.
5. Understand the importance of extreme points in obtaining the optimal solution.
6. Know the use and interpretation of slack and surplus variables.
7. Be able to interpret the computer solution of a linear programming problem.
8. Understand how alternative optimal solutions, infeasibility and unboundedness can occur in linear
programming problems.
9. Understand the following terms:
problem formulation feasible region
constraint function slack variable
objective function standard form
solution redundant constraint
optimal solution extreme point
nonnegativity constraints surplus variable
mathematical model alternative optimal solutions
linear program infeasibility
linear functions unbounded
feasible solution
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Chapter 7
Solutions:
1. a, b, and e, are acceptable linear programming relationships.
c is not acceptable because of -2B
2
d is not acceptable because of 3 A
f is not acceptable because of 1AB
c, d, and f could not be found in a linear programming model because they have the above nonlinear
terms.
2. a.
b.
c.
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An Introduction to Linear Programming
3. a.
b.
c.
B
Points
on line are only
feasible solutions
(0,20)
A
0 (40,0)
4. a.
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Chapter 7
b.
c.
5.
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An Introduction to Linear Programming
6. a. 7A + 10B = 420
b. 6A + 4B = 420
c. 4A + 7B = 420
7.
7 5
Chapter 7
8.
9.
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An Introduction to Linear Programming
10.
7 7
Chapter 7
4
Optimal Solution
A = 12/7, B = 15/7
3
Value of Objective Function = 2(12/7) + 3(15/7) = 69/7
2
0 A
1 2 3 4 5 6
From (1), A = 6 2(15/7) = 6 30/7 = 12/7
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An Introduction to Linear Programming
11.
B
A = 100 Optimal Solution
A = 100, B = 50
100
B = 80
0 A
100 200
12. a.
B
4
Optimal Solution
A = 3, B = 1.5
3 Value of Objective Function = 13.5
(3,1.5)
2
(0,0) A
1 2 3 4 5 6
(4,0)
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Chapter 7
b.
B Optimal Solution
A = 0, B = 3
3 Value of Objective Function = 18
(0,0) A
1 2 3 4 5 6 7 8 9 10
c. There are four extreme points: (0,0), (4,0), (3,1,5), and (0,3).
13. a.
Feasible Region
4 consists of this line
segment only
0 A
2 4 6 8
b. The extreme points are (5, 1) and (2, 4).
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An Introduction to Linear Programming
c.
B
6
Optimal Solution
A = 2, B = 4
4
0 A
2 4 6 8
Max 10S + 9D
s.t.
7/ S + 1D 630 Cutting and dyeing
10
1
/2 S + /D
5 600 Sewing
6
1S + 2 /D 708 Finishing
3
1/ S + 1 /D 135 Inspection and packaging
10 4
S, D 0
Optimal Solution: S = 540 and D = 252 (see feasible region in 15a.)
b. Profit = $7668
c. & d.
Department Production Time Slack
Cutting and Dyeing 630 0
Sewing 480 120
Finishing 708 0
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Chapter 7
15. a.
D
600
500 Optimal Solution
(300,400)
400 z = 10,560
300 (540,252)
200
100
S
0 100 200 300 400 500 600 700 x
b. Similar to part (a): the same feasible region with a different objective function. The optimal
solution occurs at (708, 0) with a profit of z = 20(708) + 9(0) = 14,160.
c. The sewing constraint is redundant. Such a change would not change the optimal solution to the
original problem.
16. a. A variety of objective functions with a slope greater than 4/10 (slope of I & P line) will make
extreme point (0, 540) the optimal solution. For example, one possibility is 3S + 9D.
b. Optimal Solution is S = 0 and D = 540.
c.
Department Hours Used Max. Available Slack
Cutting and Dyeing 1(540) = 540 630 90
Sewing 5/
(540) = 450 600 150
6
Finishing / (540) = 360
2 708 348
3
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An Introduction to Linear Programming
17.
Max 5 + 2 + 0S1 + 0S2 + 0S3
A B
s.t.
1 2 + 1S1 = 420
A B
2 + 3 + 1S2 = 610
A B
6 1 + 1S3 = 125
A B
A, B, S1, S2, S3 0
18. a.
Max 4 + 1B + 0S + 0S2 + 0S3
A 1
s.t.
10 + 2B + 1S = 30
A 1
3 + 2B + 1S2 = 12
A
2 + 2B + 1S3 = 10
A
A, B, S1, S2, S3 0
b.
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Chapter 7
14
12
10
6
Optimal Solution
A = 18/7, B = 15/7, Value = 87/7
4
0 A
2 4 6 8 10
c. S1 = 0, S2 = 0, S3 = 4/7
19. a.
Max 3A + 4B + 0S1 + 0S2 + 0S3
s.t.
+ 2B + 1S1 = 8 (1)
1A
1A + 2B + 1S2 = 12 (2)
2A + 1B + 1S3 = 16 (3)
A, B, S1, S2, S3 0
b.
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An Introduction to Linear Programming
14
(3)
12
10 (1)
Optimal Solution
4 A = 20/3, B = 8/3
Value = 30 2/3
2
(2)
0 A
2 4 6 8 10 12
c. S1 = 8 + A – 2B = 8 + 20/3 16/3 = 28/3
S2 = 12 A – 2B = 12 20/3 16/3 = 0
S3 = 16 – 2A B = 16 40/3 8/3 = 0
20. a.
Max 3A + 2B
s.t.
A + B S1 = 4
3A + 4B + S2 = 24
A S3 = 2
A B S4 = 0
A, B, S1, S2, S3, S4 0
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Chapter 7
b.
c. S1 = (3.43 + 3.43) 4 = 2.86
S2 = 24 [3(3.43) + 4(3.43)] = 0
S3 = 3.43 2 = 1.43
S4 = 0 (3.43 3.43) = 0
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An Introduction to Linear Programming
21. a. and b.
B
90
80
70
Constraint 2
60
50
Optimal Solution
40
Constraint 3 Constraint 1
30
20 Feasible Region
10 2A + 3B = 60
0 A
10 20 30 40 50 60 70 80 90 100
c. Optimal solution occurs at the intersection of constraints 1 and 2. For constraint 2,
B = 10 + A
Substituting for B in constraint 1 we obtain
5A + 5(10 + A) = 400
5A + 50 + 5A = 400
10A = 350
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Chapter 7
A = 35
B = 10 + A = 10 + 35 = 45
Optimal solution is A = 35, B = 45
d. Because the optimal solution occurs at the intersection of constraints 1 and 2, these are binding
constraints.
e. Constraint 3 is the nonbinding constraint. At the optimal solution 1A + 3B = 1(35) + 3(45) = 170.
Because 170 exceeds the righthand side value of 90 by 80 units, there is a surplus of 80 associated
with this constraint.
22. a.
C
3500
3000
2000
Cutting and
5 Dyeing
1500
4 Feasible Region
1000
Sewing
3
500 5A + 4C = 4000
2
0 A
1 500 1000 1500 2000 2500 3000
Number of All-Pro Footballs
b.
Extreme Coordinates Profit
Point
1 (0, 0) 5(0) + 4(0) = 0
2 (1700, 0) 5(1700) + 4(0) = 8500
3 (1400, 600) 5(1400) + 4(600) = 9400
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An Introduction to Linear Programming
4 (800, 1200) 5(800) + 4(1200) = 8800
5 (0, 1680) 5(0) + 4(1680) = 6720
Extreme point 3 generates the highest profit.
c. Optimal solution is A = 1400, C = 600
d. The optimal solution occurs at the intersection of the cutting and dyeing constraint and the
inspection and packaging constraint. Therefore these two constraints are the binding constraints.
e. New optimal solution is A = 800, C = 1200
Profit = 4(800) + 5(1200) = 9200
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Chapter 7
700
Engine
600 Manufacturing Time
Number of EZ-Rider Produced
500
400
100
Assembly and Testing
0 E
100 200 300 400 500
c. The binding constraints are the manufacturing time and the assembly and testing time.
b.
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An Introduction to Linear Programming
1000
800
Catcher's Model
F
600 C &
S Optimal Solution
(500,150)
400 P &
S
200
R
0 200 400 600 800 1000
Regular Model
c. 5(500) + 8(150) = $3,700
d. C & S 1(500) + 3/2(150) = 725
1
F /2(500) + 1/3(150) = 300
1
P & S /8(500) + 1/4(150) = 100
e.
Department Capacity Usage Slack
C & S 900 725 175 hours
F 300 300 0 hours
P & S 100 100 0 hours
25. a. Let B = percentage of funds invested in the bond fund
S = percentage of funds invested in the stock fund
b. Optimal solution: B = 0.3, S = 0.7
Value of optimal solution is 0.088 or 8.8%
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Chapter 7
26. a. a. Let N = amount spent on newspaper advertising
R = amount spent on radio advertising
N, R 0
b.
1000
Radio Min
Optimal Solution
Budget N = 666.67, R = 333.33
Value = 60,000
N = 2R
500
Newspaper Min
Feasible region
is this line segment
N
0 500 1000
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An Introduction to Linear Programming
1I 35 Maximum investment in the internet fund
6I + 4B 240 Maximum risk for a moderate investor
I, B 0
60 Risk Constraint
Optimal Solution
50 I = 20, B = 30
Blue Chip Fund (000s)
$5,100
Maximum
Internet Funds
40
30
20
Objective
Function
0.12I + 0.09B Available Funds
10
$50,000
0 I
10 20 30 40 50 60
Internet fund $20,000
Blue Chip fund $30,000
Annual return $ 5,100
b. The third constraint for the aggressive investor becomes
6I + 4B 320
This constraint is redundant; the available funds and the maximum Internet fund investment
constraints define the feasible region. The optimal solution is:
Internet fund $35,000
Blue Chip fund $15,000
Annual return $ 5,550
The aggressive investor places as much funds as possible in the high return but high risk Internet
7 23
Chapter 7
fund.
c. The third constraint for the conservative investor becomes
6I + 4B 160
This constraint becomes a binding constraint. The optimal solution is
Internet fund $0
Blue Chip fund $40,000
Annual return $ 3,600
The slack for constraint 1 is $10,000. This indicates that investing all $50,000 in the Blue Chip
fund is still too risky for the conservative investor. $40,000 can be invested in the Blue Chip fund.
The remaining $10,000 could be invested in lowrisk bonds or certificates of deposit.
Max 1W + 1.25M
s.t.
5W 7M 4480 Whole tomatoes
3W + 1M 2080 Tomato sauce
2W + 2M 1600 Tomato paste
W, M 0
Note: units for constraints are ounces
b. Optimal solution: W = 560, M = 240
Value of optimal solution is 860
Maximum Daily Production
Component 1 Component 2
Buffalo 2000 1000
Dayton 600 1400
Number of units of component 1 produced: 2000B + 600D
Number of units of component 2 produced: 1000(1 B) + 600(1 D)
For assembly of the ignition systems, the number of units of component 1 produced must equal the
number of units of component 2 produced.
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An Introduction to Linear Programming
Therefore,
2000B + 600D = 1000(1 B) + 1400(1 D)
2000B + 600D = 1000 1000B + 1400 1400D
3000B + 2000D = 2400
Note: Because every ignition system uses 1 unit of component 1 and 1 unit of component 2, we can
maximize the number of electronic ignition systems produced by maximizing the number of units of
subassembly 1 produced.
Max 2000B + 600D
In addition, B 1 and D 1.
The linear programming model is:
The graphical solution is shown below.
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Chapter 7
1.2
1.0
.8
30
00
B+
.6
20
00
D
=2
.4
40
Optimal
0
Solution
.2 2000B + 600D = 300
B
0 .2 .4 .6 .8 1.0 1.2
Optimal Solution: B = .8, D = 0
Optimal Production Plan
Buffalo Component 1 .8(2000) = 1600
Buffalo Component 2 .2(1000) = 200
Dayton Component 1 0(600) = 0
Dayton Component 2 1(1400) = 1400
Total units of electronic ignition system = 1600 per day.
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An Introduction to Linear Programming
1500
Maximum Comswitch
1000
Maximum Investment
500
Minimum Conswitch
0 E
500 1000 1500
Number of Shares of Eastern Cable
b.
c. There are four extreme points: (375,400); (1000,400);(625,1000); (375,1000)
d. Optimal solution is E = 625, C = 1000
Total return = $27,375
31.
7 27
Chapter 7
Feasible
4 Region
A
0 2 4 6
3A + 4B = 13
Optimal Solution
A = 3, B = 1
Objective Function Value = 13
32.
A
B
x2
600 A
Minimum x1 = 125
P ro
ces
500
si
ng
Tim
400 (125,350)
e
Pr
od
uc
300 ti o
n
200
(250,100)
(125,225)
100
Ax
B
1
0 100 200 300 400
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An Introduction to Linear Programming
33. a.
Bx
2
Ax
1
0 2 4 6
Optimal Solution: A = 3, B = 1, value = 5
b.
(1) 3 + 4(1) = 7 Slack = 21 7 = 14
(2) 2(3) + 1 = 7 Surplus = 7 7 = 0
(3) 3(3) + 1.5 = 10.5 Slack = 21 10.5 = 10.5
(4) 2(3) +6(1) = 0 Surplus = 0 0 = 0
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Chapter 7
c.
Bx
2
Ax1
0 2 4 6
Optimal Solution: A = 6, B = 2, value = 34
34. a.
B
x2
4
3
Feasible
Region (21/4, 9/4)
2
1
(4,1)
Ax
1
0 1 2 3 4 5 6
b. There are two extreme points: (A = 4, B = 1) and (A = 21/4, B = 9/4)
c. The optimal solution is A = 4, B = 1
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An Introduction to Linear Programming
35. a.
Min 6A + 4B + 0S1 + 0S2 + 0S3
s.t.
2A + 1B S1 = 12
1A + 1B S2 = 10
1B + S3 = 4
A, B, S1, S2, S3 0
b. The optimal solution is A = 6, B = 4.
c. S1 = 4, S2 = 0, S3 = 0.
T, P 0
7 31
Chapter 7
b.
P
40 Minimum Teaming
Number of Problem-Solving Programs
30
Minimum
Total
20
Days Available
0 T
10 20 30
Number of Teaming Programs
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An Introduction to Linear Programming
c. There are four extreme points: (15,10); (21.33,10); (8,30); (8,17)
d. The minimum cost solution is T = 8, P = 17
Total cost = $216,000
37.
Regular Zesty
Mild 80% 60% 8100
Extra Sharp 20% 40% 3000
Let R = number of containers of Regular
Z = number of containers of Zesty
Each container holds 12/16 or 0.75 pounds of cheese
Pounds of mild cheese used = 0.80 (0.75) R + 0.60 (0.75) Z
= 0.60 R + 0.45 Z
Pounds of extra sharp cheese used = 0.20 (0.75) R + 0.40 (0.75) Z
= 0.15 R + 0.30 Z
Cost of Cheese = Cost of mild + Cost of extra sharp
= 1.20 (0.60 R + 0.45 Z) + 1.40 (0.15 R + 0.30 Z)
= 0.72 R + 0.54 Z + 0.21 R + 0.42 Z
= 0.93 R + 0.96 Z
Packaging Cost = 0.20 R + 0.20 Z
Total Cost = (0.93 R + 0.96 Z) + (0.20 R + 0.20 Z)
= 1.13 R + 1.16 Z
Revenue = 1.95 R + 2.20 Z
Profit Contribution = Revenue Total Cost
= (1.95 R + 2.20 Z) (1.13 R + 1.16 Z)
= 0.82 R + 1.04 Z
Optimal Solution: R = 9600, Z = 5200, profit = 0.82(9600) + 1.04(5200) = $13,280
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Chapter 7
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An Introduction to Linear Programming
P
50
40
Professional Grade (yards)
total
Extreme Point
30 S = 10 P = 20
Feasible region is the
line segment
20
kevlar
carbon fiber
10
Extreme Point
S = 15 P = 15
S
0 10 20 30 40 50 60
Standard Grade (yards)
b.
c.
Extreme Cost
Point
(15, 15) 7.50(15) + 9.00(15) = 247.50
(10, 20) 7.50(10) + 9.00(20) = 255.00
The optimal solution is S = 15, P = 15
d. Optimal solution does not change: S = 15 and P = 15. However, the value of the optimal solution is
reduced to 7.50(15) + 8(15) = $232.50.
e. At $7.40 per yard, the optimal solution is S = 10, P = 20. The value of the optimal solution is
reduced to 7.50(10) + 7.40(20) = $223.00. A lower price for the professional grade will not change
the S = 10, P = 20 solution because of the requirement for the maximum percentage of kevlar
(10%).
39. a. Let S = number of units purchased in the stock fund
M = number of units purchased in the money market fund
Min 8S + 3M
s.t.
50S + 100M 1,200,000 Funds available
5S + 4M 60,000 Annual income
M 3,000 Minimum units in money market
S, M, 0
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Chapter 7
M x2
20000
Units of Money Market Fund
8S + 3M = 62,000
8x1 + 3x2 = 62,000
15000
Optimal Solution
.
10000
5000
Sx
1
0 5000 10000 15000 20000
Units of Stock Fund
Optimal Solution: S = 4000, M = 10000, value = 62000
b. Annual income = 5(4000) + 4(10000) = 60,000
c. Invest everything in the stock fund.
7 36
An Introduction to Linear Programming
P2
80
1P
60
1
Region
+1
P
2
=
55
40
20 Use
8 0g
(30,25) als.
0 P1
20 40 60 80
Number of Gallons of Product 1
Optimal Solution: P1 = 30, P2 = 25 Cost = $55
7 37
Chapter 7
60,000
Gallons of Premium Gasoline
50,000
Production Capacity
40,000
30,000
Maximum Premium
20,000
Optimal Solution
R = 40,000, P = 10,000
10,000 $17,000
Optimal Solution:
40,000 gallons of regular gasoline
10,000 gallons of premium gasoline
Total profit contribution = $17,000
c.
Value of Slack
Constraint Variable Interpretation
1 0 All available grade A crude oil is used
2 0 Total production capacity is used
3 10,000 Premium gasoline production is 10,000 gallons less than
the maximum demand
d. Grade A crude oil and production capacity are the binding constraints.
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An Introduction to Linear Programming
42.
B
x2
14
12 Satisfies Constraint #2
10
6 Infeasibility
4
Satisfies Constraint #1
2
A
x1
0 2 4 6 8 10 12
43.
B
x2
4
Unbounded
3
A
x1
0 1 2 3
44. a.
B
7 39
Chapter 7
x2
Objective Function
4 Optimal Solution
(30/16, 30/16)
Value = 60/16
2
Ax
0 1
2 4
b. New optimal solution is A = 0, B = 3, value = 6.
45. a.
Bx
2
10
Feasible
#1
Region
nt
8
rai
ns t
2
t #
Co
in
6 tra
ns
Co
4
3
=
2 n ct i on
F u
ive
bject
O
x1
AA
2 4 6 8 10
Optimal Solution
A x1 = 3,BA
x2 = 0
Value = 3
b. Feasible region is unbounded.
c. Optimal Solution: A = 3, B = 0, z = 3.
d. An unbounded feasible region does not imply the problem is unbounded. This will only be the case
when it is unbounded in the direction of improvement for the objective function.
Problem Constraints:
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An Introduction to Linear Programming
N + G 200 Space available
N 120 National brands
G 20 Generic
G
Minimum National
200
Shelf Space
100
Minimum Generic
N
0 100 200
Extreme Point N G
1 120 20
2 180 20
3 120 80
a. Optimal solution is extreme point 2; 180 sq. ft. for the national brand and 20 sq. ft. for the generic
brand.
b. Alternative optimal solutions. Any point on the line segment joining extreme point 2 and extreme
point 3 is optimal.
c. Optimal solution is extreme point 3; 120 sq. ft. for the national brand and 80 sq. ft. for the generic
brand.
7 41
Chapter 7
47. B
x2
600
P ro
ces
si
500
ng
Tim
e
400
300
Alternate optima
(125,225)
200
100 (250,100)
A
x1
0 100 200 300 400
Alternative optimal solutions exist at extreme points (A = 125, B = 225) and (A = 250, B = 100).
Cost = 3(125) + 3(225) = 1050
or
Cost = 3(250) + 3(100) = 1050
.
The solution (A = 250, B = 100) uses all available processing time. However, the solution
(A = 125, B = 225) uses only 2(125) + 1(225) = 475 hours.
Thus, (A = 125, B = 225) provides 600 475 = 125 hours of slack processing time which may be
used for other products.
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An Introduction to Linear Programming
48.
B
600
300
Original
Feasible
Solution 200
100
A
0 100 200 300 400 600
Possible Actions:
i. Reduce total production to A = 125, B = 350 on 475 gallons.
ii. Make solution A = 125, B = 375 which would require 2(125) + 1(375) = 625 hours of processing
time. This would involve 25 hours of overtime or extra processing time.
iii. Reduce minimum A production to 100, making A = 100, B = 400 the desired solution.
7 43
Chapter 7
The model and the optimal solution obtained using The Management Scientist is shown below:
MIN 40P+10T
S.T.
1) 1P+1T>250
2) 2P-1T>0
3) 1P>90
OPTIMAL SOLUTION
The optimal solution requires 90 full-time equivalent pharmacists and 160 full-time equivalent
technicians. The total cost is $5200 per hour.
b.
Current Levels Attrition Optimal Values New Hires Required
Pharmacists 85 10 90 15
Technicians 175 30 160 15
The payroll cost using the current levels of 85 pharmacists and 175 technicians is 40(85) + 10(175)
= $5150 per hour.
The payroll cost using the optimal solution in part (a) is $5200 per hour.
Note: Students often have difficulty formulating constraints such as the % requirement constraint.
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An Introduction to Linear Programming
We encourage our students to proceed in a systematic stepbystep fashion when formulating these
types of constraints. For example:
M must be at least 20% of total production
M 0.2 (total production)
M 0.2 (M + R)
M 0.2M + 0.2R
0.8M 0.2R 0
500
Sewing
400
% Requirement
200
100 Cutting
Profit = $30,000
M
0 100 200 300 400
The optimal solution is M = 65.45 and R = 261.82; the value of this solution is z = 100(65.45) +
150(261.82) = $45,818. If we think of this situation as an ongoing continuous production process,
the fractional values simply represent partially completed products. If this is not the case, we can
approximate the optimal solution by rounding down; this yields the solution M = 65 and R = 261
with a corresponding profit of $45,650.
Note:
Number of current customers that test drive = .25 C
Number of new customers that test drive = .20 N
7 45
Chapter 7
Number sold = .12 ( .25 C ) + .20 (.20 N )
= .03 C + .04 N
Max .03C + .04N
s.t.
.25 C 30,000 Current Min
.20 N 10,000 New Min
.25 C .40 N 0 Current vs. New
4 C + 6 N 1,200,000 Budget
C, N, 0
Current Min.
N
200,000
Budget Current 2 New
.03
C
+.
04
N
=6
00
0 Optimal Solution
100,000
C = 225,000, N = 50,000
Value = 8,750
New Min.
0 C
100,000 200,000 300,000
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An Introduction to Linear Programming
O % Requirement
500
400
300
Time
Optimal Solution
200 (384,80)
100
Alloy
S
0 100 200 300 400 500
R, N, 0
b.
OPTIMAL SOLUTION
Optimal solution: R = 50, N = 30, value = 90
HTS should allocate 50 hours to service for regular customers and 30 hours to calling on new
7 47
Chapter 7
customers.
Total Cost
6(40)M1 + 6(50)M2 + 50M1 + 75M2 = 290M1 + 375M2
Total Revenue
25(18)M1 + 40(18)M2 = 450M1 + 720M2
Profit Contribution
(450 290)M1 + (720 375)M2 = 160M1 + 345M2
M1, M2 0
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An Introduction to Linear Programming
OPTIMAL SOLUTION
b.
The optimal decision is to schedule 12.5 hours on the M100 and 10 hours on the M200.
7 49