LINEAR PROGRAMMING
PROBLEM
Linear : form meant a mathematical expression of the type
a1x1 + a2x2 + ……….+ anxn
where a1, a2, ….., an are constants,
and x1, x2, ………, xn are variables.
Programming : refers to the process of determining
a particular program or plan of action.
Linear Programming Problem(LPP): Technique for
optimizing(maximizing/minimizing) a linear function
of variables called the ‘OBJECTIVE FUNCTION’
subject to a set of linear equations and/or inequalities
called the ‘CONSTRAINTS’ or ‘RESTRICTIONS’.
FORMULATION OF
LP PROBLEMS
LP Model Formulation
●Objective function
●
a linear relationship reflecting the objective of
an operation
●
most frequent objective is to maximize profit or
to minimize cost.
●Decision variables
●
an unknown quantity representing a decision
that needs to be made. It is the quantity the
model needs to determine
●Constraint
●
a linear relationship representing a restriction on
decision making
Steps in Formulating the
LP Problems
1. Define the objective. (min or max)
2. Define the decision variables.
3. Write the mathematical function for the objective.
4. Write the constraints.
5. Constraints can be in <, =, or > form.
Example
Two products: Chairs and Tables
Decision: How many of each to make this month?
Objective: Maximize profit
Data
Tables Chairs
(per table) (per chair)
Profit $7 $5 Hours
Contribution Available
carpentry 3 hrs 4 hrs 2400
Painting 2 hrs 1 hr 1000
Other Limitations:
• Make no more than 450 chairs
• Make at least 100 tables
Solution
Decision Variables:
T = Num. of tables to make
C = Num. of chairs to make
Objective Function: Maximize Profit
Maximize $7 T + $5 C
Constraints
● Have 2400 hours of carpentry time available
3 T + 4 C < 2400 (hours)
● Have 1000 hours of painting time available
2 T + 1 C < 1000 (hours)
More Constraints:
●Make no more than 450 chairs
C < 450
●Make at least 100 tables
T > 100
Non negativity:
Cannot make a negative number of chairs or tables
T>0
C>0
Model
Max 7T + 5C
Subject to the constraints:
3T + 4C < 2400
2T + 1C < 1000
C < 450
T > 100
T, C > 0
General Formulation of LPP
Max/min z = c1x1 + c2x2 + ... + cnxn
subject to:
a11x1 + a12x2 + ... + a1nxn (≤, =, ≥) b1
a21x1 + a22x2 + ... + a2nxn (≤, =, ≥) b2
:
am1x1 + am2x2 + ... + amnxn (≤, =, ≥) bm
x1 ≥ 0, x2 ≥ 0,…….xj ≥ 0,……., xn ≥ 0.
xj = decision variables
bi = constraint levels
cj = objective function coefficients
Example
Cycle Trends is introducing two new lightweight bicycle
frames, the Deluxe and the Professional, to be made from
aluminum and steel alloys. The anticipated unit profits
are $10 for the Deluxe and $15 for the Professional.
The number of pounds of each alloy needed per
frame is summarized on the next slide. A supplier
delivers 100 pounds of the aluminum alloy and 80 pounds
of the steel alloy weekly. How many Deluxe and
Professional frames should Cycle Trends produce each
week?
Example
Pounds of each alloy needed per frame
Aluminum Alloy Steel Alloy
Deluxe 2 3
Professional 4 2
Solution
Define the objective
Maximize total weekly profit
Define the decision variables
x1 = number of Deluxe frames produced weekly
x2 = number of Professional frames produced
weekly
Solution
Max Z = 10x1 + 15x2
Subject To
2x1 + 4x2 < 100
3x1 + 2x2 < 80
x1 , x2 > 0
Example
A firm manufactures 3 products A, B and C. The profits are Rs.3, Rs.2,
and Rs.4 respectively. The firm has 2 machines and below is the
required processing time in minutes for each machine on each product.
Product
A B C
Machines G 4 3 5
H 2 2 4
Machine G and H have 2000 and 2500 machine-minutes
respectively. The firm must manufacture 100 A’s, 200 B’s and 50
C’s, but not more than 150 A’s. Set up an LP problem to
maximize profit.
Solution
Define the objective
Maximize profit
Define the decision variables
x1 = number of products of type A
x2 = number of products of type B
x3 = number of products of type C
Solution
Max Z = 3x1 + 2x2 + 4x3
Subject To
4x1 + 3x2 + 5x3 ≤ 2000
2x1 + 2x2 + 4x3 ≤ 2500
100 ≤ x1 ≤ 150
x2 ≥ 200
x3 ≥ 50
x1, x2, x3 ≥ 0
Example
The Sureset Concrete Company produces concrete.
Two ingredients in concrete are sand (costs $6 per
ton) and gravel (costs $8 per ton). Sand and gravel
together must make up exactly 75% of the weight of
the concrete. Also, no more than 40% of the
concrete can be sand and at least 30% of the
concrete be gravel. Each day 2000 tons of concrete
are produced. To minimize costs, how many tons of
gravel and sand should be purchased each day?
Solution
Define the objective
Minimize daily costs
Define the decision variables
x1 = tons of sand purchased
x2 = tons of gravel purchased
Cont…
Min Z = 6x1 + 8x2
Subject To
x1 + x2 = 1500
x1 < 800
x2 > 600
x1 , x2 > 0
