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Constrained Optimization
Objective: Maximize
The decision variables, xI, x2, ..., xn, represent levels of n competing activities.
Objective: maximize profit without violating the material, time, and storage constraints
Maximize Profit :
7 x1 11x2 77
Solve using:
1.Graphical Method
2.Simplex Method
3.Excel solver (Simplex LP)
10 x1 8 x2 80
(Material Constraint)
(Time Constraint)
x1 9
x2 6
x1 , x2 0
(Positive Constraints)
Graphical Solution
Regular gas : x1
Premium gas : x2
Z 150 x1 175 x2
(1)
7 x1 11x2 77
(Material Constraint)
(2)
10 x1 8 x2 80
(Time Constraint)
(3)
x1 9
(4)
x2 6
(5, 6)
x1 , x2 0
(Positive Constraints)
Aside from a single optimal solution; there are three other possible outcomes:
(a) Alternative optima
(b) no feasible solution
(c) an unbounded result
**Here
Regular gas: x1
Premium gas: x2
Z 150 x1 175 x2
Introduce slack variables; then inequalities become equalities
(1)
7 x1 11x2 S1
(2)
10 x1 8 x2
(3)
(4)
77
S2
80
S3
x1
x2
S4 6
x1 , x2 , S1 , S 2 , S3 , S 4 0
(Positive Constraints)
4 Equations, 6 unknowns
Set 2 of them to zero each time (nonbasic variables)
and solve the resultant set of equations.
Excel Solution
Gas Processing Problem
*Write down the equations on the Excel Sheet.
*Demonstrate how to use the solver in Excel