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Chap006s - Linear Programming

The document discusses linear programming techniques for obtaining optimal solutions to problems with constraints. It describes the linear programming model and assumptions, including defining objectives, decision variables, constraints, and parameters. Graphical and algebraic methods are presented for representing and solving linear programming problems, including an example solved using Excel. Sensitivity analysis is also introduced for analyzing how changes impact the optimal solution.

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spchheda4996
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71 views

Chap006s - Linear Programming

The document discusses linear programming techniques for obtaining optimal solutions to problems with constraints. It describes the linear programming model and assumptions, including defining objectives, decision variables, constraints, and parameters. Graphical and algebraic methods are presented for representing and solving linear programming problems, including an example solved using Excel. Sensitivity analysis is also introduced for analyzing how changes impact the optimal solution.

Uploaded by

spchheda4996
Copyright
© Attribution Non-Commercial (BY-NC)
Available Formats
Download as PPS, PDF, TXT or read online on Scribd
You are on page 1/ 19

6s-1 Linear Programming

Operations Management

William J. Stevenson

8th edition
S.P.CHHEDA & CO.
6s-2 Linear Programming

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6s-3 Linear Programming

Linear Programming
 Used to obtain optimal solutions to
problems that involve restrictions or
limitations, such as:
 Materials
 Budgets
 Labor
 Machine time

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6s-4 Linear Programming

Linear Programming
 Linear programming (LP) techniques
consist of a sequence of steps that will
lead to an optimal solution to problems, in
cases where an optimum exists

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6s-5 Linear Programming

Linear Programming Model


 Objective: the goal of an LP model is maximization or
minimization
 Decision variables: amounts of either inputs or
outputs
 Feasible solution space: the set of all feasible
combinations of decision variables as defined by the
constraints
 Constraints: limitations that restrict the available
alternatives
 Parameters: numerical values

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6s-6 Linear Programming

Linear Programming Assumptions

 Linearity: the impact of decision variables is


linear in constraints and objective function
 Divisibility: noninteger values of decision
variables are acceptable
 Certainty: values of parameters are known and
constant
 Nonnegativity: negative values of decision
variables are unacceptable

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6s-7 Linear Programming

Graphical Linear Programming

1. Set up objective function and


constraints in mathematical format
2. Plot the constraints
3. Identify the feasible solution space
4. Plot the objective function
5. Determine the optimum solution

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6s-8 Linear Programming

Linear Programming Example

 Objective - profit
Maximize Z=60X1 + 50X2
 Subject to
Assembly 4X1 + 10X2 <= 100 hours
Inspection 2X1 + 1X2 <= 22 hours
Storage 3X1 + 3X2 <= 39 cubic feet
X1, X2 >= 0

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6s-9 Linear Programming

Linear Programming Example


Assembly Constraint
4X1 +10X2 = 100

12
10
Product X2

8
6
4
2
0
0 2 4 6 8 10 12 14 16 18 20 22 24
Product X1

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6s-10 Linear Programming

Linear Programming Example


Add Inspection Constraint
2X1 + 1X2 = 22

25
20
Product X2

15
10
5
0
0 2 4 6 8 10 12 14 16 18 20 22 24
Product X1

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6s-11 Linear Programming

Linear Programming Example


Add Storage Constraint
3X1 + 3X2 = 39

25
Inspection
20
Product X2

15
Storage
Assembly
10
5
0
0 2 4 6 8 10 12 14 16 18 20 22 24
Feasible solution space Product X1

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6s-12 Linear Programming

Linear Programming Example


Add Profit Lines

25

20
Z=900
Product X2

15

10
5

0
0

14
10

12

16

18

20

22

24
Product X1
Z=300 Z=600

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6s-13 Linear Programming

Solution

 The intersection of inspection and storage


 Solve two equations in two unknowns
2X1 + 1X2 = 22
3X1 + 3X2 = 39

X1 = 9
X2 = 4
Z = $740

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6s-14 Linear Programming

Constraints

 Redundant constraint: a constraint that


does not form a unique boundary of the
feasible solution space
 Binding constraint: a constraint that forms
the optimal corner point of the feasible
solution space

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6s-15 Linear Programming

Slack and Surplus

 Surplus: when the optimal values of decision


variables are substituted into a greater than or
equal to constraint and the resulting value
exceeds the right side value
 Slack: when the optimal values of decision
variables are substituted into a less than or
equal to constraint and the resulting value is less
than the right side value

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6s-16 Linear Programming

Simplex Method

 Simplex: a linear-programming
algorithm that can solve problems
having more than two decision
variables

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6s-17 Linear Programming
MS Excel Worksheet for
Microcomputer
Figure 6S.15
Problem

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6s-18 Linear Programming

MS Excel Worksheet Solution


Figure 6S.17

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6s-19 Linear Programming

Sensitivity Analysis
 Range of optimality: the range of values for
which the solution quantities of the decision
variables remains the same
 Range of feasibility: the range of values for
the fight-hand side of a constraint over which
the shadow price remains the same
 Shadow prices: negative values indicating
how much a one-unit decrease in the original
amount of a constraint would decrease the
final value of the objective function
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