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    1Chapter 4 - Linear Programming: Modeling Examples

    Chapter 4

    Linear Programming: Modeling

    Examples

    Introduction to Management Science

    9thEdition

    by Bernard W. Taylor III

    2007 Pearson Education

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    Chapter Topics

    Chapter 4 - Linear Programming:Modeling Examples

    2

    Prod!ct Mix Example Prod!ct Mix Example "iet Example "iet Example

    n In#estment Examplen In#estment Example

    Mar$eting Example Mar$eting Example Transportation Example Transportation Example

    Blend Example Blend Example

    M!lti%Period &ched!ling Example M!lti%Period &ched!ling Example "ata En#elopment nalysis Example "ata En#elopment nalysis Example

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    Chapter 4 - Linear Programming:Modeling Examples

    A Product Mix Example

    Problem Definition (1 of 8

    'o!r%prod!ct T%shirt(s)eatshirt man!*act!ring company.'o!r%prod!ct T%shirt(s)eatshirt man!*act!ring company.M!st complete prod!ction )ithin +, ho!rsM!st complete prod!ction )ithin +, ho!rs

    Tr!c$ capacity - /,00 standard si1ed boxes.Tr!c$ capacity - /,00 standard si1ed boxes.

    &tandard si1e box holds, T%shirts.&tandard si1e box holds, T%shirts.2ne%do1en s)eatshirts box is three times si1e o* standard2ne%do1en s)eatshirts box is three times si1e o* standardbox.box.

    3,4/000 a#ailable *or a prod!ction r!n.3,4/000 a#ailable *or a prod!ction r!n.

    400 do1en blan$ T%shirts and s)eatshirts in stoc$.400 do1en blan$ T%shirts and s)eatshirts in stoc$.

    5o) many do1ens 6boxes7 o* each type o* shirt to prod!ce85o) many do1ens 6boxes7 o* each type o* shirt to prod!ce8

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    Chapter 4 - Linear Programming:Modeling Examples

    4

    A Product Mix Example (! of 8

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    Chapter 4 - Linear Programming:Modeling Examples

    !

    A Product Mix Example

    Data (" of 8

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    Chapter 4 - Linear Programming:Modeling Examples

    "

    Deci#ion $ariable#%x- s)eatshirts/ *ront printing

    x,- s)eatshirts/ bac$ and *ront printing

    x- T%shirts/ *ront printing

    x- T%shirts/ bac$ and *ront printing&b'ectie )unction%

    Maximi1e ; - 390x< 3,4x,< 34x< 3=4x

    Model Con#traint#%

    0.0x< 0.,4x,< 0.0>x< 0.,x+, hr

    x< x,< x< x/,00 boxes

    3=x< 3>x,< 3,4x< 34x3,4/000

    x< x,400 do1en s)eatshirts

    x < x 400 do1en T%shirts

    A Product Mix Example

    Model Con#truction (4 of 8

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    Chapter 4 - Linear Programming:Modeling Examples

    7Exhibit 4*1

    A Product Mix Example

    Computer Solution +ith Excel (, of 8

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    Chapter 4 - Linear Programming:Modeling Examples

    #

    Exhibit 4*!

    A Product Mix Example

    Solution +ith Excel Soler -indo+ (. of 8

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    Chapter 4 - Linear Programming:Modeling Examples

    $

    Exhibit 4*"

    A Product Mix Example

    Solution +ith /M for -indo+# (0 of 8

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    Chapter 4 - Linear Programming:Modeling Examples

    10

    Exhibit 4*4

    A Product Mix Example

    Solution +ith /M for -indo+# (8 of 8

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    Chapter 4 - Linear Programming:Modeling Examples

    11

    Brea$*ast to incl!de at least ,0 calories/ 4 milligrams o*iron/ 00 milligrams o* calci!m/ ,0 grams o* protein/ ,grams o* *iber/ and m!st ha#e no more than ,0 grams o* *at

    and 0 milligrams o* cholesterol.

    A Diet Example

    Data and Problem Definition (1 of ,

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    Chapter 4 - Linear Programming:Modeling Examples

    12

    x1 cup# of bran cereal

    x! cup# of dr2 cereal

    x" cup# of oatmeal

    x4 cup# of oat bran

    x, egg#

    x. #lice# of bacon

    x0 orange#

    x8 cup# of mil3

    x cup# of orange 'uice

    x15 #lice# of +heat toa#t

    A Diet Example

    Model Con#truction 6 Deci#ion $ariable# (! of ,

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    Chapter 4 - Linear Programming:Modeling Examples

    1

    Minimi1e ; - 0.>x< 0.,,x, < 0.0x< 0.,x< 0.0x4< 0.09x=

    < 0.0x+< 0.=x>< 0.40x9< 0.0+x0

    s!b?ect to:90x< 0x, < 00x< 90x< +4x4< 4x=< =4x+

    < 00x>< ,0x9< =4x0 ,0

    ,x, < ,x< ,x< 4x4< x=< x>< x0 ,0

    ,+0x4< >x=< ,x> 0

    =x< x, < ,x< x< x4< x+< x0 4

    ,0x< >x, < ,x< >x< 0x4< 4,x+< ,40x>

    < x9< ,=x0 00

    x< x, < 4x< =x< +x4< ,x=< x+< 9x>< x9< x0 ,0

    4x< ,x,< x< x< x+< x0 ,

    A Diet Example

    Model Summar2 (" of ,

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    Chapter 4 - Linear Programming:Modeling Examples

    14Exhibit 4*,

    A Diet Example

    Computer Solution +ith Excel (4 of ,

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    Chapter 4 - Linear Programming:Modeling Examples

    1!

    Exhibit 4*.

    A Diet Example

    Solution +ith Excel Soler -indo+ (, of ,

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    Chapter 4 - Linear Programming:Modeling Examples

    1"

    Maximi1e ; - 30.0>4x< 0.04x,< 0.0=4 x< 0.0xs!b?ect to:

    x/000

    x,% x% x% x0

    x,< x,/000

    %.,x< x,< x % ., x0

    x< x,< x< x- +0/000

    x/ x,/ x/ x0

    )here x- amo!nt in#ested in m!nicipal bonds 637

    x,- amo!nt in#ested in certi*icates o* deposit 637

    x- amo!nt in#ested in treas!ry bills 637

    x- amo!nt in#ested in gro)th stoc$ *!nd637

    An Ine#tment Example

    Model Summar2 (1 of 4

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    Chapter 4 - Linear Programming:Modeling Examples

    17Exhibit 4*0

    An Ine#tment Example

    Computer Solution +ith Excel (! of 4

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    Chapter 4 - Linear Programming:Modeling Examples

    1#

    Exhibit 4*8

    An Ine#tment Example

    Solution +ith Excel Soler -indo+ (" of 4

    A I t t E l

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    Chapter 4 - Linear Programming:Modeling Examples

    1$Exhibit 4*

    An Ine#tment Example

    Sen#itiit2 7eport (4 of 4

    A M 3 ti E l

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    Chapter 4 - Linear Programming:Modeling Examples

    20

    B!dget limit 300/000

    Tele#ision time *or *o!r commercials @adio time *or 0 commercials

    Ae)spaper space *or + ads

    @eso!rces *or no more than 4 commercials and(or ads

    A Mar3eting Example

    Data and Problem Definition (1 of .

    A M 3 ti E l

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    Chapter 4 - Linear Programming:Modeling Examples

    21

    Maximi1e ; - ,0/000x< ,/000x,< 9/000xs!b?ect to:

    4/000x< =/000x ,< /000x00/000

    x

    x,0 x+

    x< x,< x4

    x/ x,/ x0

    )here x- Expos!re *rom Tele#ision Commercial 6people7

    x,- Expos!re *rom @adio Commercial 6people7

    x- Expos!re *rom Ae)spaper d 6people7

    A Mar3eting Example

    Model Summar2 (! of .

    A M 3 ti E l

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    Chapter 4 - Linear Programming:Modeling Examples

    22Exhibit 4*15

    A Mar3eting Example

    Solution +ith Excel (" of .

    A M 3 ti E l

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    Chapter 4 - Linear Programming:Modeling Examples

    2

    Exhibit 4*11

    A Mar3eting Example

    Solution +ith Excel Soler -indo+ (4 of .

    A M 3 ti E l

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    Chapter 4 - Linear Programming:Modeling Examples

    24

    Exhibit 4*1!

    Exhibit 4*1"

    A Mar3eting Example

    Integer Solution +ith Excel (, of .

    A Mar3eting E ample

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    Chapter 4 - Linear Programming:Modeling Examples

    2!Exhibit 4*14

    A Mar3eting Example

    IntegerSolution +ith Excel (. of .

    A ran#portation Example

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    Chapter 4 - Linear Programming:Modeling Examples

    2"

    -arehou#e #uppl2 of 7etail #tore demand

    elei#ion Set#% for telei#ion #et#%

    % Cincinnati 00 % Ae) or$ 40

    , % tlanta ,00 B % "allas ,40

    % Pittsb!rgh ,00 C % "etroit ,00

    Total +00 Total =00

    A ran#portation Example

    Problem Definition and Data (1 of "

    A ran#portation Example

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    Chapter 4 - Linear Programming:Modeling Examples

    27

    Minimi1e ; - 3=x< >xB< xC< x,< ,x,B< x,C00 lb *ishD 000 lbIngredients()ee$: =00 lb horse meatD >00 lb *ishD 000 lbcereal.cereal.

    @ecipe re!irement: Meo) Cho) at least hal* *ishD Bo)@ecipe re!irement: Meo) Cho) at least hal* *ishD Bo)

    Cho) at least hal* horse meat.Cho) at least hal* horse meat.,/,40 sixteen%o!nce cans a#ailable each )ee$.,/,40 sixteen%o!nce cans a#ailable each )ee$.

    Pro*it (can: Meo) Cho) 30.>0D Bo) Cho) 30.9=.Pro*it (can: Meo) Cho) 30.>0D Bo) Cho) 30.9=.

    5o) many cans o* Bo) Cho) and Meo) Cho) sho!ld be5o) many cans o* Bo) Cho) and Meo) Cho) sho!ld beprod!ced each )ee$ in order to maximi1e pro*it8prod!ced each )ee$ in order to maximi1e pro*it8

    Example Problem Solution

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    Chapter 4 - Linear Programming:Modeling Examples 47

    Step 1%Define the Deci#ion $ariable#

    xi?- o!nces o* ingredient i in pet *ood ? per )ee$/ )here i - h

    6horse meat7/ * 6*ish7 and c 6cereal7/ and ? - m 6Meo) cho)7and b 6Bo) Cho)7.

    Step !%)ormulate the &b'ectie )unction

    Maximi1e ; - 30.046xhm< x*m< xcm7 < 0.0=6xhb< x*b< xcb7

    Example Problem Solution

    Model )ormulation (! of ,

    Example Problem Solution

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    Chapter 4 - Linear Programming:Modeling Examples 4#

    Step "%)ormulate the Model Con#traint#Amount of each ingredient aailable each +ee3%

    xhm< xhb9/=00 o!nces o* horse meat

    x*m< x*b ,/>00 o!nces o* *ish

    xcm< xcb=/000 o!nces o* cereal additi#e

    7ecipe re

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    Chapter 4 - Linear Programming:Modeling Examples 4$

    Step 4%Model Summar2Maximi1e ; - 30.04xhm< 30.04x*m< 30.04xcm< 30.0=xhb

    < 0.0=x*b< 0.0=xcbs!b?ect to:

    xhm< xhb9/=00 o!nces o* horse meatx*m< x*b ,/>00 o!nces o* *ish

    xcm< xcb=/000 o!nces o* cereal additi#e

    % xhm< x*m% xcm0

    xhb% x*b% xcb0

    xhm< x*m< xcm< xhb< x*b< xcb=/000 o!nces

    xi?0

    Example Problem Solution

    Model Summar2 (4 of ,

    Example Problem Solution

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    p

    Solution +ith /M for -indo+# (, of ,