Appendix B

APPENDIX
Using LINDO to Solve Linear Programming

Problems
OBJECTIVE
1 Solve linear programming problems
EXAMPLE 1
A number of available software packages can be used to solve linear programming

problems. Because of the popularity of LINDO, we have chosen to include a brief section illustrating how it can be used to solve some linear programming problems. LINDO was designed to allow users to do simple problems in an easy, cost efficient manner. At the other extreme, LINDO has been used to solve real industrial programs
involving more than 10,000 rows and several thousand variables. In solving such problems, LINDO uses a revised simplex method one that exploits the special character
of large linear programming problems. As a result, the intermediate tableaus obtained
using LINDO may differ from those obtained manually.
Using LINDO
Use LINDO to maximize
P 3x1 4x2
subject to
2x1 4x2 120
2x1 2x2 80
x1 0
x2 0
The objective function

The constraints:
numbered 2 and 3
Instruction to begin
The initial tableau. SLK 2 is
the slack variable associated

with constraint number 2. ROW
1 ART is the objective row. The
column for P is not written since
pivoting does not affect it. The
column on the far right is RHS.
The bottom-row ART is added
to LINDO to represent the pivot
objective of minimizing the
sum of the infeasibilities.
LINDO SOLUTION
MAX
3 X1 + 4 X2
SUBJECT TO
2)
2 X1 + 4 X2 <=
3)
2 X1 + 2 X2 <=
END
120
80
: tabl
THE TABLEAU
ROW (BASIS)
1 ART
2 SLK
2
3 SLK
3
ART
3 ART
X1
-3.000
2.000
2.000
-3.000
X2
-4.000
4.000
2.000
-4.000
SLK
2
.000
1.000
.000
.000
SLK
3
.000
.000
1.000
.000
.000
120.000
80.000
.000
655
656
Appendix B
Using LINDO to Solve Linear Programming Problems
Instruction to pivot
The pivot element is in row 3,
column X1. X1 will become
a basic variable.
After pivoting, SLK 2 and

X1 are basic variables. P 120
at this stage; SLK 2 40;
X1 40; SLK 3 0; X2 0.
The pivot element is in

row 2, column X2. After
pivoting, X2 and X1 are
basic variables.
This is a final tableau.

The solution is P 140,
X1 20, X2 20.
The value of the slack

variables are SLK 2 0,
SLK 3 0.
Two pivots were used.
: piv
X1 ENTERS AT VALUE
: tabl
THE TABLEAU
ROW (BASIS)
1 ART
2 SLK
2
3
X1
40.000
X1
.000
.000
1.000
IN
X2
-1.000
2.000
1.000
ROW
OBJ. VALUE =
SLK
2
.000
1.000
.000
SLK
3
1.500
-1.000
.500
120.00
120.000
40.000
40.000
: piv
X2 ENTERS AT VALUE
: tabl
THE TABLEAU
ROW (BASIS)
1 ART
2
X2
3
X1
20.000
X1
.000
.000
1.000
IN
X2
.000
1.000
.000
: piv
LP OPTIMUM FOUND AT STEP
ROW
OBJ. VALUE =
SLK
2
.500
.500
-.500
SLK
3
1.000
-.500
1.000
140.00
140.000
20.000
20.000
OBJECTIVE FUNCTION VALUE

1)
140.00000
VARIABLE
X1
X2
ROW
2)
3)
VALUE
20.000000
20.000000
REDUCED COST
.000000
.000000
SLACK OR SURPLUS
.000000
.000000
NO. ITERATIONS =
DUAL PRICES
.500000
1.000000
Compare the steps in Example 1, using LINDO, with the steps given in Example 1,
Section 4.2.
EXAMPLE 2
Using LINDO
Use LINDO to maximize
P 20x1 15x2
subject to
x1 x2 7
9x 1 5x 2 45
2x 1 x 2 8
x1 0
x2 0
SOLUTION
MAX
20 X1 + 15 X2
SUBJECT TO
2)
X1 + X2 >=
7
3)
9 X1 + 5 X2 <=
45
4)
2 X1 + X2 >=
8
END
: tabl
THE TABLEAU
ROW (BASIS)
X1
X2
1 ART
-20.000
-15.000
2 SLK
2
-1.000
-1.000
3 SLK
3
9.000
5.000
4 SLK
4
-2.000
-1.000
ART
4 ART
-3.000
-2.000
SLK
2
.000
1.000
.000
.000
1.000
SLK
3
.000
.000
1.000
.000
.000
SLK
4
.000
.000
.000
1.000
1.000
.000
-7.000
45.000
-8.000
-15.000
Appendix B Using LINDO to Solve Linear Programming Problems
657
: piv
X1 ENTERS AT VALUE
5.0000
IN ROW
3 OBJ. VALUE =
100.00
: tabl
THE TABLEAU
ART
ROW
1
2
3
4
4
(BASIS)
ART
SLK
2
X1
SLK
4
ART
X1
.000
.000
1.000
.000
.000
X2
-3.889
-.444
.556
.111
-.444
SLK
2
.000
1.000
.000
.000
1.000
SLK
3
2.222
.111
.111
.222
.111
SLK
4
.000
.000
.000
1.000
.000
100.000
-2.000
5.000
2.000
-2.000
: piv
X2 ENTERS AT VALUE
4.5000
IN ROW
2 OBJ. VALUE =
117.50
SLK
3
1.250
-.250
.250
.250
1.250
SLK
4
.000
.000
.000
1.000
3 OBJ. VALUE =
117.50
: tabl
THE TABLEAU
ART
ROW (BASIS)
1 ART
2
X2
3
X1
4 SLK
4
4 ART
: piv
SLK
X1
.000
.000
1.000
.000
.000
2 ENTERS AT VALUE
X2
.000
1.000
.000
.000
.000
2.0000
SLK
2
-8.750
-2.250
1.250
.250
-8.750
IN ROW
117.500
4.500
2.500
1.500
: tabl
THE TABLEAU
ROW (BASIS)
1 ART
2
X2
3 SLK
2
4 SLK
4
X1
7.000
1.800
.800
-.200
X2
.000
1.000
.000
.000
: piv
SLK
2
.000
.000
1.000
.000
SLK
3
3.000
.200
.200
.200
SLK
4
.000
.000
.000
1.000
135.000
9.000
2.000
1.000

1)
135.00000
VARIABLE
X1
X2
ROW
2)
3)
4)
VALUE
.000000
9.000000
REDUCED COST
7.000000
.000000
SLACK OR SURPLUS
2.000000
.000000
1.000000
NO. ITERATIONS =
DUAL PRICES
.000000
3.000000
.000000
Compare the final tableau found using LINDO with the final tableau of Example 1,
Section 4.4, namely,
BV P
s1
x2
s3
P
0
0
0
1
x1 x2
4
0
5
9
1
5
1
0

5
7
0
s1
1
0
0
0
s2
1
5
1
5
1
5
3
s3 RHS
135
658
Appendix B
The solution, in both cases, is P 135, x2 9, x1 0, s1 SLK 2 2, s2 SLK 3 0,

s3 SLK 4 1. Notice also that the intermediate tableaus are different. This is because
LINDO uses a revised simplex method that requires additional computations not easily
performed manually.
EXAMPLE 3
Using LINDO
Use LINDO to minimize
z 5x1 6x2
subject to
x 1 x 2 10
x 1 2x 2 12
2x 1 x 2 12
3
x1
x1 0
x2 0
SOLUTION
MIN
5 X1 + 6 X2
SUBJECT TO
2) X1 + X2 <= 10
3) X1 + 2 X2 >= 12
4) 2 X1 + X2 >= 12
5) X1 >= 3
END
: tabl
THE TABLEAU
ART
ROW
1
2
3
4
5
5
(BASIS)
ART
SLK
2
SLK
3
SLK
4
SLK
5
ART
X1
5.000
1.000
-1.000
-2.000
-1.000
-4.000
X2
6.000
1.000
-2.000
-1.000
.000
-3.000
SLK
2
.000
1.000
.000
.000
.000
.000
SLK
3
.000
.000
1.000
.000
.000
1.000
SLK
4
.000
.000
.000
1.000
.000
1.000
SLK
5
.000
.000
.000
.000
1.000
1.000
.000
10.000
-12.000
-12.000
-3.000
-27.000
SLK
5
.000
.000
.000
.000
1.000
.000
-30.000
4.000
-6.000
6.000
3.000
-6.000
SLK
5
.000
.000
.000
.000
1.000
-44.000
2.000
4.000
4.000
1.000
: piv
X1 ENTERS AT VALUE
6.0000
IN ROW
4 OBJ. VALUE = -30.000
: tabl
THE TABLEAU
ART
ROW
1
2
3
4
5
5
(BASIS)
ART
SLK
2
SLK
3
X1
SLK
5
ART
X1
.000
.000
.000
1.000
.000
.000
X2
3.500
.500
-1.500
.500
.500
-1.500
SLK
2
.000
1.000
.000
.000
.000
.000
SLK
3
.000
.000
1.000
.000
.000
1.000
SLK
4
2.500
.500
-.500
-.500
-.500
-.500
: piv
X2 ENTERS AT VALUE
: tabl
THE TABLEAU
ART
ROW
1
2
3
4
5
5
(BASIS)
ART
SLK
2
X2
X1
SLK
5
ART
X1
.000
.000
.000
1.000
.000
.000
4.0000
X2
.000
.000
1.000
.000
.000
.000
IN ROW
SLK
2
.000
1.000
.000
.000
.000
.000
3 OBJ. VALUE = -44.000
SLK
3
2.333
.333
-.667
.333
.333
2.333
SLK
4
1.333
.333
.333
-.667
-.667
1.333
: piv
1)
44.000000
VARIABLE
X1
X2
ROW
VALUE
4.000000
4.000000
SLACK OR SURPLUS
2)
3)
4)
5)
NO. ITERATIONS =
659
REDUCED COST
.000000
.000000
DUAL PRICES
2.000000
.000000
.000000
1.000000
.000000
-2.333333
-1.333333
.000000
Compare this result, using LINDO, to the result obtained in Example 2, Section 4.4.
Note again that the same solution is found: z 44, x1 4, x2 4, s1 SLK 2 2,
s2 SLK 3 0, s3 SLK 4 0, s4 SLK 5 1. Also, note again the different intermediate tableaus.
EXERCISE B.1
Answers to Odd-Numbered Problems Begin on Page AN-00.
In Problems 1 24, use LINDO (or any other software package) to solve each linear programming problem.
1. Maximize
2. Maximize
P 3x1 2x2 x3
subject to
P x1 4x2 3x3 x4
subject to
3x1 x2 x3 30
2x1 x2
5x1 2x2 x3 24
3x1 x2 x3 2x4 18
x1 x2 4x3 20
x1 x2 x3 x4 14
x1 0
x2 0
x3 0
3. Maximize
x1 0
10
x2 0
x3 0
x4 0
4. Maximize
P 3x1 x2 x3
subject to
P 3x1 x2 x3
subject to
x1 x2 x3 6
x1 x2 x3 8
2x1 3x2 4x3 10
2x1 x2 4x3 6
x1 0
x2 0
x1 0
x3 0
5. Maximize
x2 0
6. Maximize
P 2x1 x2 3x3
subject to
P 2x1 2x2 3x3

subject to
x1 x2 x3 10
x2 x3 4
x1 0
x2 0
x1 x2 x3 6
x1
4
x3 0
7. Maximize
x1 0
x2 0
x3 0
8. Maximize
P x1 x2 x3
subject to
P 2x1 x2 3x3
subject to
x1 x2 x3 6
4x1 x2
x1 0
x2 0
12
x3 0
x1 x2 x3 6
2x1 3x2
x1 0
x2 0
12
x3 0
660
Appendix B
10. Maximize
9. Maximize
P 3x1 2x2 x3
P 2x1 x2 3x3
subject to
subject to
3x1 2x2 x3 10
5x1 2x2 x3 20
6x1 x2 4x3 24
x1 x2 3x3 12
x1 x2 4x3 16
2x1 x2 x3 6
x1 0
x2 0
x1 0
x3 0
11. Maximize
x2 0
x3 0
12. Maximize
P 2x1 3x2 x3
P 4x1 4x2 2x3
subject to
subject to
x1 x2 x3 50
3x1 x2 x3 10
3x1 2x2 x3 10
x1 0
x2 0
x1 x2 3x3 5
x3 0
13. Maximize
x1 0
x2 0
x3 0
14. Maximize
P 2x1 x2 x3
P 4x1 2x2 5x3
subject to
subject to
2x1 x2 2x3 4
x1 3x2 2x3 30
x1 2x2 x3 2
2x1 x2 3x3 12
x1 0
x2 0
x3 0
x1 0
x2 0
x3 0
16. Maximize
15. Maximize
P 6x1 3x2 2x3
P 2x1 x2 3x3
subject to
subject to
x1 2x2 x3 25
2x1 2x2 3x3 30
3x1 2x2 3x3 30
2x1 2x2 x3 12
x1 0
x2 0
x1 0
x3 0
x2 0
x3 0
18. Maximize
17. Maximize
P 2x1 4x2 x3
P 2x1 4x2 x3 x4
subject to
subject to
2x1 x2 2x3 3x4 12
x1 2x2 3x3 6
2x2 x3 2x4 20
x1 4x2 5x3 5
2x1 x2 4x3
x1 0
x2 0
x1 5x2 7x3 7
16
x3 0
x1 0
x4 0
x2 0
x3 0
20. Maximize
19. Maximize
P x1 2x2 4x3
P 2x1 x2 x3
subject to
subject to
x1 2x2 4x3 20
8x1 5x2 4x3 30
2x1 4x2 4x3 60
2x1 6x2 x3 5
3x1 4x2 x3 90
x1 0
x2 0
x3 0
2x1 2x2 x3 15
x1 0
x2 0
x3 0
21. Maximize
22. Maximize
P x1 2x2 4x3 x4
P x1 2x2 x3 3x4
subject to
subject to
4x3 6x4 20
5x1
2x1 4x2 5x3 6x4 24
4x1 2x2 2x3 8x4 40

x1 0
x2 0
x3 0
4x1 4x2 2x3 2x4 4
x4 0
23. Minimize
x1 0
x2 0
x3 0
x4 0
24. Minimize
z x1 x2 x3 x4 x5 x6 x7
z x1 x2 x3 x4 x5 x6 x7
subject to
subject to
4x1 2x2 x3
2x5 x6
75
x6
110
x2 2x3 3x4
4x1 x2 2x3
2x5
x7 180
x5 x6 2x7 50
x1 0
x2 0
x5 0
x3 0
x6 0
x4 0
x7 0
x7 75
2x2 x3 3x4
x5 2x6 x7 50
x1 0
x2 0
x5 0
x3 0
x6 0
x4 0
x7 0
661

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APPENDIX

Using LINDO to Solve Linear Programming

1 Solve linear programming problems

A number of available software packages can be used to solve linear programming

The objective function

the slack variable associated

Using LINDO to Solve Linear Programming Problems

After pivoting, SLK 2 and

The pivot element is in

This is a final tableau.

The value of the slack

Two pivots were used.

OBJECTIVE FUNCTION VALUE

Appendix B Using LINDO to Solve Linear Programming Problems

OBJECTIVE FUNCTION VALUE

Using LINDO to Solve Linear Programming Problems

The solution, in both cases, is P 135, x2 9, x1 0, s1 SLK 2 2, s2 SLK 3 0,

4 OBJ. VALUE = -30.000

3 OBJ. VALUE = -44.000

Appendix B Using LINDO to Solve Linear Programming Problems

Answers to Odd-Numbered Problems Begin on Page AN-00.

2x1 3x2 4x3 10

P 2x1 2x2 3x3

Using LINDO to Solve Linear Programming Problems

P 4x1 4x2 2x3

P 4x1 2x2 5x3

P 6x1 3x2 2x3

2x1 2x2 3x3 30

3x1 2x2 3x3 30

x1 2x2 3x3 6

x1 4x2 5x3 5

x1 5x2 7x3 7

8x1 5x2  4x3 30

2x1 4x2 4x3 60

Appendix B Using LINDO to Solve Linear Programming Problems

2x1 4x2 5x3 6x4 24

4x1 2x2 2x3 8x4 40

4x1 4x2 2x3 2x4 4

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x1 2x2 3x3 6

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