linear ; formulate the model p Decisionvar obj function constraints , , Lecture 2 - Decision variables x y = = premise the unit of vientmis fit To subject unit of standard the = , 250x+caox = to 20x + 10x 3x constraint 30y + + = 64 3300 1088 34 x , y = 360 0 Decision variables unit of bowl x = y Decision variables unit of x = I unit of unit of product product product function objective 18x Maximize z = + produced produced produced I I I 10y +12z 4x Maximize 3y Yz x , + y 27 , z?0 unit of mug produced produced function z = 40x + soy constraints x constraints + objective = 4x + + 2y=40 120 34 = x , y = 0 ; z is profit per day Decision variables x Xe x xx number of = number of rice : bag a powder in a in d bran number of Vitamin in = Objective in corn number of fish : bag a bag bag function Minimize z x + 1 = , . SX2 + 1 5X . , 2 + . 5X4 Constraints x + , x xz + , 0 4(x , x, x + , x320 ,, + . 51x , . 19x , x2 + x2 , X3 x 2 1 + x2 + 2 , x x42200 . xy20 Xax+Xy + X420 + + , x4) + x , x, x 2x2 + y + x4) +x4) 2x , 0 64 , -8 + . 4x - 0 47 . 0 5x , +0 57- 0 + 0 , , . . + - 3x . . 973-0 20 . . - 0 4xy20 5X-85X420 2 14-0 1x2 . . - - 0 . 1x420 Decision variables Xij= i j Objective of ingredient Amount 1 = , 2 and , Original = in coffee ; i 3 /O) and concentrated functions maximize z 1200 (X = - z 500x 700x = + 10 -500 , 0 15002Xes+ Xec + 400x - , 800x20 + , x e0 +Xa0 + 600x - e0 ,0 Constraints E ment" Ingredients E inconcentistt Amount of as 1 3 0 0 : ingredients Xyc ? : 6 [X . x2x0 : 0 Xij , +Xzotsob 10 . , +Xec+Xsc) , 12x , +xx + Xsc) +xz X3 xottec x : 42x . < Restriction 4 X . iii Xec ? : 2 <10 ? + ! 300 he zot Xa = 190 he +Xy ! 200 ↳g 0 + L10UX 600X - ex 1000X , + + Xad - 30 60032 1100x2e+ 900X3c Decision variables ts current account investing in bank note investing in stock market money investing in gold = x = functions Maximize subject in -amount of money amount of money amount of x1 Objective money investing amount of x: z to = 0 02X . , +8 04x2 0 054 + . . 3 : x + , xz + xz x4 + ↑ , + = 1 500 000 , , x I s00 , x4 =100 000 , Xy x2 = x3 xz x32 + Restriction : X ,, x2 Xs , , 1000000 I I = x wou 500 000 , 300 000 , 700 008 , = 0 +0 . 01x4 Decision variables X : X : Xs Objective in newspaper The number of ads in radio The number of ads in TV functions to z radio x = , S Yes 9 : Restriction +200000x , +30000x , , <IS XI q TV 100 000x , = : newspaper Budget of ads : maximize subject The number 1000x : X ↑ o , + ., 3000x x2 , x3 , +25000x3 = a = 300 000 , S I + - 10 -1 in 24 Decision variables X. X : 44 : xs objective The number of workers in shift The number of workers The number of workers in : Xs : shift in shift ? function Minimize z X = +x2 + xs Xy + , + x + , X6 subject to Period ex-4 4- 8 - X : : 8 - 12 (e4-8) (4-12) The number of workers in shift 2 (8-167 The number of workers in shift 3 : 1s of workers in shift / The number : x 12 : 16 16-28 , x 73 + + , x4 : ,, X x4 + + , 3 = x2 =S : 20 -24 x + xy : X6 + , Xs x6 10 = 6 = 10 = 8 I x20x3 , x4 /3 , , 46 = 0 (12-202 (16 (20 - - 24) - 43 b - 1 - is 10 - 1 - so 8 1 - if factory produced more capacit than warehouse ~use : in factory =in warehouse secision variables xij = produced in factory thu number of unit delivered to warehouse 1 objective = 1 j 2 , , = 1 2 3 , ; , function Minimize z 3x = +4x , , 2+8x+ Skait fret 6xze subject to Factory Factory 1 2 Warehouse capacity <11 : : + X12 +X13 XeltXeetxes q! xij 1000 = = 7000 Xi+Xer x12 + X22 x13 =0 + X23 4008 6008 = = 2000 : - Decision variables xij objective Assign workeri to : jobj ; i = 1 , 2 3 , , 4 , function Maximize z = 9x + Id 7x t 10X +10x , ,, , Stedt 7xeitsxat70x2s 9X36 9X3; 8x3 1035 + + 8xxyat6x4s 744d+ subject to i : e xid+Xit flat 3 xedt Ex " worker ' B 4 : + is Yeat Xes xsae 2 xyd+i+xate ↑ =I = I =I = I suga : " xij 20 department , work vvw j = Di 1 , A , u Decision variables x objective unit = , produced in month : function minimizez so x-esoxcees+ = (1 1 C1102X . , +x2-e0cees+ 1 . 12 , Close , subject to capacity Demand : : Yes X x x Restriction X I , ; eso -250 , - , ? 250 0 + + x2 = 280 X2 - 200 x ,+ + + x = , xz 300 = - 450 X , + xzts = Eso e Decision variables Xij objective Amount of = i 1 2 3 , , = function Mavinize z component j , = 5 P, , grade ;; in ; e e3(XIstXestX3g) + 20(X , p X2p Xp3 12 (x1s +xp+X , e 10(X2s+Xp xxe) = + + - - 18x2e 18xge) 14(X3s+ X3p+ Yze) 189X + - + + 1 e + subject to component rications E E 1 XistXiptXie x2 , +xiptX29 : e : 3 + + super X : ivm : : E 5 P e : 0 3 <IP = 0 4(X . <0 +Xp+Xse) 25(Xi - X2stYs x10 x2p+ 230 + : + . xist : +kestXas (X1 , +Xcs X3s) . x sp Demand 3500 =0 X , , x 29 pier 2700 ! x3 j x30 x32 : 4500 = + xyp + 3000 =3008 xietxetYe= Restriction 3008 xij = 0 X3p) Extra : Xie x ? O 6 . 0 1 ee = . Xietkzetkiel CX1etxce+Xse) dis linear model given e : graph to find optimal solution Lecture 3 returne ! 20X , 30x2 + x-intercept y-intercept 10x , 672 + Isoline 180 160 140 Let - & A ⑧ IVO - 68 40 250x = , z B = , = 0 feasible · 0 x , ; , = 28x , do do o due Du ir ! is Profit G ⑧ 2902 A 20 , 1087 B (30 , 903 33608 C 190 , 303 31200 D <108 07 30x2 + + , (3) , 360 07 x-intercept <120 , 03 1103 y-intercept 10 , , 03 10 1805 , 38 3x 223x10 C (x , 47 = 50 = , co-region Point 3x2 1088 (108 intercept 3x - , + +290x2 x , Find B - - o 3x , 14500 = x2 · 80 7 X - 120 ; - (165 = x-intercept y 3300 = 31906 27000 - ; 2) = 3300-21) 360 = , 30x ; , + - 30x) 10X = , x1 x2 = = (2) = 3680 - 333 300 38 90 opHimal solution 139907 , 1203 3x x + , , x = x x Let z = 0 , = + = 0 0 0 60 = X, xz x , ,, = 50 = , X x, X = , 3750 x = = 0 , 0 , xz X = = So 75 , ⑧ ⑧ ⑧ · ⑧ eoptimal solution ; ⑧ ~ ⑧ lu su du du du de Bu du du hir iz iss i W ~ Point ⑧ (x , 47 2902 A B 220 187 , C (0 D , 20) Profit G 100 30 = M = (0 , 60) = (80 , 07 = ) = (0 , 302 )(100 , 03 30 = , 80 = = 100 = , xz , = , 2x) 0 240 = xz , , x2 x = + , x & 0 = x2 472 30 = = (2 , 40) )(30 0) , not in exarc ~ Unbounded Solutions find max there is no cannot 6 2, 2x , = x 0 = , X= 0 , + x2 3x2 = 2 10 8 0 X , 12 , 3 = 0 = = 0 = x = 0 = x 3 3x , x 3x 6 220 , x2 = ↑ - - volimit - = - = - 7 6 2x limits ~ X1=312 , as in - 323 , = 6Xz + = 2 03 ! in in !I ⑧ - 12 =4 - r - , > X1 27 e(0 2) , = xx 4 - · 3 - L more 24 07 , limitless r & 9750 x1 90x = = 0 , xz = 0 , +79x2180 x2 , X = = , 30 160 75 146 10 100 + , x, = x2 3x 3x9 , = 0 + x x2 = 0 = = = 0 0 2x2 Xe = , -X 2x2 = 308 >x = = = = 20 1003 190 (150 = , , , X, ro 03 10 = 80 (80 , cover feasible region - - · - can = Find solution cmultiple solutions 3 - · 28020 , 2007 = isoline - 40- 488 -xz => 60 100 - 50 ↑ 2x Multiple optimal solutions 2008 is do joe or inoivolso 03 ↳ 160 80 while x = , 0 20 802 , - ~ 2so profit line Infeasible solutions not in z 2x Let x + 34 y 2x Let X + x 0 = 3y 15 = B 48 = Decision variables Xij i objective Maximize z number of = y , , j , rooms : : 12x1 + 130X X6ntX6s- 180 X6n+4, 100 0 , x n 1 y Xis- e 576n-2 5X6 , 65 + XIs 0 . = 0 . . - 3X6n - 0 xij . 5X1n ? 0 = 0 0 = = 0 , = , , Point /n +145X 15XJut 15x1s+ 18x6, + . x Let to Xin+XIs-15Xgn- 1 X6 = + option ;; 4 S , = 77SX6n+190X6s Construction costs Number of room 6x - sy function = subject 6 1 = with ; = 6 300 , ; x x 2x 8 = = 20 Is - 0 (x ⑧ 2) , y) B ⑧ profit 8) 24 57 46 S B (7 C (15 , 07 75 P 20 , 07 2 , = 6 x) - 40 (2) - = 10 optimal ↓ ja " 20 , Sy 30 ; 2y ⑧ A 5 + = = = Do 0 . 3y 10 = 4 S -- = + ↑ I A = 3X = - - y = 0 2x 20 0 y = 38 = 0 = (2 0 = z y ~ y Let & 18 = , Sy + x y , 0 = 5x 30 = 0 = = exam . solution Y - z e 1 . 40x , = profit . z coefficient of 30x + = 30x , ↓ by objective/change right hand 10 => 20x2 + of how would it affect constraints ① z Let 407 , +50X x, ↑ x, + Let 2x2 x , 4x + , Let 0 = 3x2 x , = , 0 = = x2 = 0 = 2 they x2 40 = then , x2 = x, 20 40 = x , = 30 , 10 120 0 0 10 X2 = = )x , = 40 30 = = = (0402 A - - ctimal B D is is 230 0) , , , 2x + , 3x2 10 , 201 (24 , 8) C (30, 8) p(0 , 0) 800 1360 1200 E ⑧ ass profit/ine ~ z ⑧ = Let z ↑ x 48 30 z = 40x , 100x + 50x2 , = , x2 - Let 3008 = = 0 0 = ) xz = 7x = 60 (0 , 607 = , 30430 , 30 - - F - +100x <optimal solution is is o <change ! O D = , x2 = 0 0 optimal solution - is is so , 2008 · 10 10 D x 0)48- F 10 ↑ z = o = ) = eslope xz xx = 20 = , 20 207 , 30 (50 , c) x2 x 2) - = , (2) 160-3) 48 = = 1 - 120 ; SX, o ~ = , Profit B 40 = 4x + 8x ; - A solution + (3) 22) x, - F 240 03 (13 x4 40 , (10 , 00 50 = y (9283 = 20 x 4X 200 - = x2 40 = 0 = x2 B; 200 = 8 24 slope slope of constraints of constraint slope ↑ clockwise Iner constraint 30 - F 10 10 D 2 - counter clockwise Paw constraint A - optimal B I I I 10 20 I Suc solution exc 4x +342 , : 2 , 1 I ! 1 - 58 120 slope=11 ; slope +50x , 2, 2 = coefficient of : 1 = slope ; - X , the in function this within - the range , optimal solution will be unchanged es ? ,? ↑ 25 , = 40x : ; 40 = - 211 - x + of objective function - y : &? I SO2 , 3 = .. so 22 ⑧ : c 66 67 . coefficient of X , the in function 0 - ~ ass profit/ine 1 I - ~ - - - , 4 - =80 I2 : so : 302280 u 'Urweruku 18 ~ 6x = (3 , 07 , , + 3x2 20 , 6) - I 22 = 4 - 4 3 . , 12 ! - C 24 . .4 ? ... ! C ? I D 2220 O ? 2 z 24 3 . ? - 40 z Let 407 , +50X x, ↑ = 40 = then 0 x, 20 Ates Binding 10 constraints : 10 interest slope slope of constraints of constraint : exc x + , 4x : 2 25 ? ... c = 40x : + , , 40 = = 3x2 ; SX, x2 x 800 10 , I 201 (30, 8) 2) - = , , Profit - 120 4x + 8x ; - (24 , 8) (2) 160-3) 48 8 = 24 = 1 1360 1200 p(0 , 0) E ⑧ o ~ ass 2 profit/ine slope= I - ; +50x 2x (3) 22) A solution slope=11 ; 120 , optimal B is is 40 = +342 , of objective function slope - - intersectio no -> A D give point Non-binding ⑧ - + , (13 x4 40 x, - F : , (10 , 00 50 = y 30 x 4X 200 = 2 they x2 0 = x2 B; 200 = slope ; 66 67 = . , : 302280 Notes stack : less than : surplus : greater ~ ↑ remaining equal constraints equal extra til than x , +2x2 ? greater 58 123I pain5 48 30 - 40 = < X + 2x , & ⑧ - - 10 D ⑧ => x than , slack + , 902 x + , 40 1 + 2x2 40 Vurnuves 40 = crew = Is constraints 2180 07 , , solution = texi-surplus 108 , x ; = , 0 x2 , = 40 4x W W ↳ ↳ - optimal B i no sto so S = , = 30 ⑧ so 70 ~ 80 ass 90 100 profit/ine 120 120 = 120 remaining 32 ~ 28 =91 280 = 20 profit .. 0 2008 profit/py Profil = 4020) + S02402 = = solution 3x2 es 100 < remaining ... + , 100 2x2 80 W A - - 2x2 W F 10 M slope point last + = 40 requirement ↓ 20 same 2x2 + , x, => constraints than minimum What if < resourc = 2000-1360 80 - 40 = 16 Idual values by $16 , hur unit . 4x + 3x =120 , - , and constraint optimal solution 4(0) ↑ Profit Dual value y - 30 10 D 0(40) = + = 502201 120 - = = 1000 Profit 6 Dual value - optimal B is is ? slope ↑ = 402407 +0230) = 1608 = - - 1360 = = 1600 6 120 160 ? solution o 1 : 2x =- z 18 , 01 , = 6(03 Dual value slope=-ja ~ 6 optimal solution 9 ? ⑧ - y - ! nonbinding = 6(0) = 0 e 16 232 , Binding constraint z ↑ 2 3 - 32 = 24 = 24-24 = 32 - 428) + 3(8) + -(6 , 07 , [0 ,8) ... 4x2216 + , e(83 I 10 , 47 j 92 160 = ⑧ constraint slope 0(37 + 60 60 240 03 , - 168 A - solution 4(40) 66 1360 -1000 - F 10 3220) + optimal co 202 , - constraint - + 3(8) : 24 on y constrainst dr 2 4x ; 10 , 4 6 = = 24 + 3x2 4201 ; z ja~ , + 3(4) 6(0) + 347 qual value optimal solution 12 = 12 = 24 = - 12 1 = 24-12 ⑧ - ↑ y 12 ... 2- = 920 ! - 36 ro z = 4550 = 7 (7 , 87 32 counter Clockwise Co 9) e " . . 15 0 , , (914) , Clockwise 28r ⑧ * ~14 - 20 X (12 1 , 07 (26 . [0 26 837 , , . 483 33 ↑16 1 . ⑧ ? C = , 115) 43 . optimal solution ~ 8 & A ↳ > is Loc o be I - ~ I 1 ↑ Let 27 = (ctx , 14500 0 = = xy28 = 188 20 (0) , (xz 7x , = = 50 160 38(18 , 02 - 140 - r r 120 A 100 88 68 20x Let , +30X2 x, = x2 10x , Le x + , x2 3x , + 0 = = = = Let = <108 , 108 constraint 1 3 ; = , 32 32 Sz : 20x (3) 3x an u + 3300 ; 30x1 30x , ; 70x , = - 360 = 3xy ② mix = + (3) -213 = 300 0 102383 240 + 63903 = 300 + 540 = ? 1080 840 slacks 0 Find 2 and 22 Find ; counterclockwise clockwise ! - -I C , I 2 , = 290237 290(23 3 C, = :. - 22 Ce = C . 193 33 . ! C = , 200 ,? 290 250 Tz - 258733 (2 250(3) = 3 2 3 193 33 - Ce = . (2 375 250 ! > & +38x2 , , (2) x10 21290) = = (1 > jo du it brirido solution Optimal 366 i =8 W ed , C · - (6)(165 07 180 (0 1887 = = 342 20 , - 1088 x x) 0 - , >x2 = C0 110) 110 = = 6Xe + 40 = xx) 0 a - & 3300 x2 => 0 = = ⑧ - 22 ? = 250 375 ③ -> (1) Isoprofi ↓line (2) - 3600 133 - - - + x , = 38 , x2 = 90 (30, 90) Constraint 1 ↑ Find 188 160 140 an 1 20x , ; more ; from (1 20x r z 129. 100 a 20 3300 1207 , 30(120) + 3600 = 3600 = 30x2 +290(120) down to 34800 = .: Dral value From (k 20x - · C z - 20(98) ; + , 250 (903 = jo du it brirido ② 30(303 + 2708 2700 + 2902303 31200 = Dual value ... 33600-31200 = 3300 2700 - ③ 4 = 2 more left from 10x , ; 6x2 + (30 , 903 ; (2) z 6 move 120 A 88 - a right : 20 =3600 1080-2) + + , 6(907 = 6x2 2502303 840 840 + 290(103 = 33608 infinity :dual value - 60= 40 , - r 100 = 9 ; 187307 10x = ? 2700 ... constraint 4 I = > & u = 3042 W ed 140 34800-33600 = 290 , 303 - 60= 40 = 3600 - move 88 + , eso(01 = 30 2007 ; - to up - +30x2 = · : 840 - · C - ed W u jo du T t brid so ② original and ; = 9 ! B new = 33600 - 3300 constraint Find / 3 3x +3x2 , ; left more ; 3(8) 6 140 3x - r 7 120 88 + , 20 32(10) 3x2 = = more 1103 , 330 = 366 right (7962 3e3 . 3 [787 3x , 330 es0207 +7902118) = 319007 = + 3[63 337 = + 3x2 = = . 402 35866 57 . . - a Dual value i - 33600-31900 : 368 60= 40 C0 (70 , 63 323) A 100 + 368 = = 56 67 . Dral value = 56 67 . 336 - - · C 340293400 ... - ed W u jo du T t brid so ② ③ ⑧ bral value constraints Pral ; value 34800-33600 : 3600 Dual value constraint s ; ; Dual value Oral value = : 4 Dual value = 4 for 2700 0 = = 35600-31900 368 Dual value - 4 3300 33600-31280 = 3380 constraint e - = = - - . 67 :Dual 338 33863-33600 488 36 = 368 = 36 67 . value for 93 = 36 61 . an 408