15
Budi Harsanto blogs.unpad.ac.id/budiharsanto 2012 LP Simplex Minimization Course : Quantitative Method / Operations Research

4 LP Simplex Minimization

Embed Size (px)

DESCRIPTION

metode kuantitantif simplex minimization

Citation preview

Page 1: 4 LP Simplex Minimization

Budi Harsanto blogs.unpad.ac.id/budiharsanto

2012

LP Simplex Minimization

Course : Quantitative Method / Operations Research

Page 2: 4 LP Simplex Minimization

[email protected]

Add slack variable (+S) to constraint equation.

Slack : unused resources.

Slack coefficient in objective function is 0.

Example:

6X1 + 7X2 < 150

Convert,

6X1 + 7X2 + S1 = 150

Page 3: 4 LP Simplex Minimization

[email protected]

Reduce slack/ surplus (-S) and Add artifical (+A) variable to constraint equation.

Surplus Negative Slack.

Surplus coefficient in objective function is 0.

Example

5X1 + 10X2 + 8X3 ≥ 210

Convert,

5X1 + 10X2 + 8X3 – S1 + A1 = 210

Page 4: 4 LP Simplex Minimization

[email protected]

Convert =

Add artificial variable (+A).

Artificial coefficient on objective function

Maximization: -M

Minimization: +M

When optimal solution found, all artificial variable must be leaving from solution mix.

Example (Minimization)

25X1 + 30X2 = 900

Convert,

25X1 + 30X2 + A2 = 900

Page 5: 4 LP Simplex Minimization

[email protected]

Minimize cost Z = $5X1 + $9X2 + $7X3

Subject to:

5X1 + 10X2 + 8X3 ≥ 210

25X1 + 30X2 = 900

Minimize cost Z =

$5X1 + $9X2 + $7X3 + $0S1 + $MA1 + $MA2

subject to:

5X1 + 10X2 + 8X3 - 1S1 + 1A1 + 0A2 = 210

25X1 + 30X2 + 0X3 + 0S1 + 0A1 + 1A2 = 900

Example

Page 6: 4 LP Simplex Minimization

[email protected]

Exercise 1

Convert into the proper form for use in the simplex method.

Minimize cost Z= 4X1 + 1X2

Subject to: 3X1 + X2 = 3

4X1 + 3X2 > 6

X1 + 2X2 < 3

Page 7: 4 LP Simplex Minimization

[email protected]

Exercise 2

Convert into the proper form for use in the simplex method.

Maximize earnings Z= 0,80X1 + 0,40X2 + 1,20X3 - 0,10X4

Subject to: X1 + 2X2 + X3 + 5X4 < 150

X2 - 4X3 + 8X4 = 70

6X1 + 7X2 + 2X3 - X4 > 120

Page 8: 4 LP Simplex Minimization

[email protected]

Minimization Procedure

Maximization Minimization i. Entering variable: C-Z biggest

positive.

ii. Leaving variable: smallest non negative ratio.

iii. Calculate new pivot row.

iv. Calculate the other rows.

v. If still positive number in C-Z , repeat step i-v.

i. Entering variable: C-Z biggest negative (most negative).

ii. Leaving variable: smallest non negative ratio.

iii. Calculate new pivot row.

iv. Calculate the other rows.

v. If still negative number in C-Z, repeat step i-v.

Page 9: 4 LP Simplex Minimization

[email protected]

EXAMPLE

Solve this Problem!

Minimize Cost Z = 5X1 + 6X2

Subject to:

X1 + X2 = 1000

X1 < 300

X2 > 150

Page 10: 4 LP Simplex Minimization

[email protected]

Example: Simplex Equation

Minimize Cost Z = 5X1 + 6X2 + 0S1 + 0S2 + MA1 + MA2

Subject to:

X1 + X2 + A1 = 1000

X1 + S1 = 300

X2 - S2 + A2 = 150

Page 11: 4 LP Simplex Minimization

[email protected]

Example: Iteration 1

C 5 6 0 0 M M

Solution Mix X1 X2 S1 S2 A1 A2 Quantity

M A1 1 1 0 0 1 0 1000

0 S1 1 0 1 0 0 0 300

M A2 0 1 0 -1 0 1 150

Z M 2M 0 -M M M 1150M

C-Z -M+5 -2M+6 0 M 0 0 -

Page 12: 4 LP Simplex Minimization

[email protected]

Example: Iteration 2

C 5 6 0 0 M M

Solution Mix X1 X2 S1 S2 A1 A2 Quantity

M A1 1 0 0 1 1 -1 850

0 S1 1 0 1 0 0 0 300

6 X2 0 1 0 -1 0 1 150

Z M 6 0 M-6 M -M+6 850M+900

C-Z -M+5 0 0 -M+6 0 2M-6 -

Page 13: 4 LP Simplex Minimization

[email protected]

Example: Iteration 3

C 5 6 0 0 M M

Solution Mix X1 X2 S1 S2 A1 A2 Quantity

M A1 0 0 -1 1 1 -1 550

5 X1 1 0 1 0 0 0 300

6 X2 0 1 0 -1 0 1 150

Z 5 6 -M+5 M-6 M -M+6 550M+2400

C-Z 0 0 M-5 -M+6 0 2M-6 -

Page 14: 4 LP Simplex Minimization

[email protected]

Example: Iteration 4

C 5 6 0 0 M M

Solution Mix X1 X2 S1 S2 A1 A2 Quantity

0 S2 0 0 -1 1 1 -1 550

5 X1 1 0 1 0 0 0 300

6 X2 0 1 -1 0 1 0 700

Z 5 6 -1 0 6 0 5700

C-Z 0 0 1 0 M-6 M -

Page 15: 4 LP Simplex Minimization

[email protected]

Referensi Utama

1. Taylor III, Bernard W, Introduction to Management Science, Latest Edition.

2. Render, Barry; Stair, Jr Ralph M & Hanna, Michael E, Quantitative Analysis for Management, Latest Edition.

3. Taha, Hamdy A., Operation Research An Introduction, Latest Edition.

4. Internet