Introduction to Management Science

9th Edition by Bernard W. Taylor III

LINEAR
PROGRAMMING
Disajikan: Azas Mabrur
 Linear Programming
 Objectives of business decisions frequently
involve maximizing profit or minimizing costs.
 Linear programming is an analytical technique in
which linear algebraic relationships represent a
firm’s decisions, given a business objective, and
resource constraints.

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 Decision variables - mathematical symbols representing levels
of activity of a firm.
 Objective function - a linear mathematical relationship
describing an objective of the firm, in terms of decision
variables - this function is to be maximized or minimized.
 Constraints – requirements or restrictions placed on the firm
by the operating environment, stated in linear relationships of
the decision variables.
 Parameters - numerical coefficients and constants used in the
objective function and constraints.

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LP Model Formulation
A Maximization Example (1 of 3)
Product mix problem - Beaver Creek Pottery Company
How many bowls and mugs should be produced to maximize
profits given labor and materials constraints?
Product resource requirements and unit profit:

Resource Requirements
Labor Clay Profit
Product
(hr/unit) (lb/unit) ($/unit)
Bowl 1 4 40
Mug 2 3 50
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Resource 40 hrs of labor per day
Availability: 120 lbs of clay
Decision x1 = number of bowls to produce per day
Variables: x2 = number of mugs to produce per day
Objective Maximize Z = $40x1 + $50x2
Function: Where Z = profit per day
Resource 1x1 + 2x2  40 hours of labor
Constraints: 4x1 + 3x2  120 pounds of clay
Non-Negativity x1  0; x2  0 Complete Linear Programming Model:
Constraints:
Maximize Z = $40x1 + $50x2
subject to: 1x1 + 2x2  40
4x1 + 3x2  120
x1, x2  0
 Feasible Solutions

 A feasible solution does not violate any of the

constraints:
Example x1 = 5 bowls
x2 = 10 mugs
Z = $40x1 + $50x2 = $700
Labor constraint check:
1(5) + 2(10) = 25 < 40 hours, within constraint
Clay constraint check:
4(5) + 3(10) = 70 < 120 pounds, within constraint

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SOLUTION
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 Infeasible Solutions

 An infeasible solution violates at least one of the

constraints:
Example x1 = 10 bowls
x2 = 20 mugs
Z = $1400
Labor constraint check:
1(10) + 2(20) = 50 > 40 hours, violates constraint

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 Graphical Solution of LP Models

Graphical solution is limited to linear programming models

containing only two decision variables (can be used with
three variables but only with great difficulty).

Graphical methods provide visualization of how a solution

for a linear programming problem is obtained.

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 Both Constraints
Graphical Solution of Maximization Model (5 of
12)

Maximize Z = $40x1 + $50x2

subject to: 1x1 + 2x2 
40
4x1 + 3x2 
120
x1, x2  0

Figure 2.6 Graph of Both Model Constraints

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 Feasible Solution Area
Graphical Solution of Maximization Model (6 of
12)

Maximize Z = $40x1 + $50x2

subject to: 1x1 + 2x2 
40
4x1 + 3x2 
120
x1, x2  0

Figure 2.7 Feasible Solution Area

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 Objective Function Solution = $800
Graphical Solution of Maximization Model (7 of
12)

Maximize Z = $40x1 + $50x2

subject to: 1x1 + 2x2 
40
4x1 + 3x2 
120
x1, x2  0

Figure 2.8 Objection Function Line for Z = $800

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 Alternative Objective Function Solution Lines
Graphical Solution of Maximization Model (8 of
12)

Maximize Z = $40x1 + $50x2

subject to: 1x1 + 2x2 
40
4x1 + 3x2 
120
x1, x2  0

Figure 2.9 Alternative Objective Function Lines

CHAPTER 2 - LINEAR PROGRAMMING: MODEL FORMULATION & GRAPHICAL
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 Optimal Solution
Graphical Solution of Maximization Model (9 of
12)

Maximize Z = $40x1 + $50x2

subject to: 1x1 + 2x2 
40
4x1 + 3x2 
120
x1, x2  0

Figure 2.10 Identification of Optimal Solution

CHAPTER 2 - LINEAR PROGRAMMING: MODEL FORMULATION & GRAPHICAL
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Optimal Solution Coordinates
Graphical Solution of Maximization Model (10 of
12)

Maximize Z = $40x1 + $50x2

subject to: 1x1 + 2x2 
40
4x1 + 3x2 
120
x1, x2  0

Figure 2.11 Optimal Solution Coordinates

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Extreme (Corner) Point Solutions
Graphical Solution of Maximization Model (11 of
12)

Maximize Z = $40x1 + $50x2

subject to: 1x1 + 2x2 
40
4x1 + 3x2 
120
x1, x2  0

Figure 2.12 Solutions at All Corner Points

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Optimal Solution for New Objective Function
Graphical Solution of Maximization Model (12 of
12)

Maximize Z = $70x1 + $20x2

subject to: 1x1 + 2x2 
40
4x1 + 3x2 
120
x1, x2  0

Figure 2.13 Optimal Solution with Z = 70x1 + 20x2

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LP Model Formulation
A Minimization Example (1 of 7)

 Two brands of fertilizer available - Super-Gro, Crop-Quick.

 Field requires at least 16 pounds of nitrogen and 24 pounds of
phosphate.
 Super-Gro costs $6 per bag, Crop-Quick $3 per bag.

Chemical Contribution Problem: How

much of each
Nitrogen Phosphate brand to
Brand
(lb/bag) (lb/bag) purchase to
Super-gro 2 4
minimize total
cost of fertilizer
Crop-quick 4 3 given following
data ?
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CHAPTER 2 - LINEAR PROGRAMMING: MODEL FORMULATION & GRAPHICAL
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LP Model Formulation
A Minimization Example (2 of 7)
Decision Variables:
x1 = bags of Super-Gro
x2 = bags of Crop-Quick
The Objective Function:
Minimize Z = $6x1 + 3x2
Where: $6x1 = cost of bags of Super-Gro
$3x2 = cost of bags of Crop-Quick
Model Constraints:
2x1 + 4x2  16 lb (nitrogen constraint)
4x1 + 3x2  24 lb (phosphate constraint)
x1, x2  0 (non-negativity constraint)

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 Optimal Solution Point
A Minimization Example (5 of 7)

Minimize Z = $6x1 + $3x2

subject to: 2x1 + 4x2 
16
4x1 + 3x2 
24
x1, x2  0

Figure 2.18 Optimum Solution Point

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Surplus Variables
A Minimization Example (6 of 7)

 A surplus variable is subtracted from a  constraint to

convert it to an equation (=).
 A surplus variable represents an excess above a
constraint requirement level.
 Surplus variables contribute nothing to the calculated
value of the objective function.
 Subtracting slack variables in the farmer problem
constraints:
2x1 + 4x2 - s1 = 16 (nitrogen)
4x1 + 3x2 - s2 = 24 (phosphate)

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 Graphical Solutions
A Minimization Example (7 of 7)

Minimize Z = $6x1 + $3x2 + 0s1 + 0s2

subject to: 2x1 + 4x2 – s1 = 16
4x1 + 3x2 – s2 = 24
x1, x2, s1, s2  0

Figure 2.19 Graph of Fertilizer

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Example
SOLUTION
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Irregular Types of Linear Programming Problems

For some linear programming models, the general rules do

not apply.

Special types of problems include those with:

◦ Multiple optimal solutions
◦ Infeasible solutions
◦ Unbounded solutions

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 Multiple Optimal Solutions
Beaver Creek Pottery Example

Objective function is parallel

to to a constraint line.
Maximize Z=$40x1 + 30x2
subject to: 1x1 + 2x2  40
4x1 + 3x2  120
x1, x2  0
Where:
x1 = number of bowls
x2 = number of mugs

Figure 2.20 Example with Multiple Optimal Solutions

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 An Infeasible Problem

Every possible solution

violates at least one
constraint:
Maximize Z = 5x1 + 3x2
subject to: 4x1 + 2x2  8
x1  4
x2  6
x1, x2  0

Figure 2.21 Graph of an Infeasible Problem

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 An Unbounded Problem

Value of objective function

increases indefinitely:
Maximize Z = 4x1 + 2x2
subject to: x1  4
x2  2
x1, x2  0

Figure 2.22 Graph of an Unbounded Problem

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Problem Statement
Example Problem No. 1 (1 of 3)

Hot dog mixture in 1000-pound batches.

Two ingredients, chicken ($3/lb) and beef ($5/lb).
Recipe requirements:
at least 500 pounds of chicken
at least 200 pounds of beef
Ratio of chicken to beef must be at least 2 to 1.
Determine optimal mixture of ingredients that will minimize
costs.

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SOLUTION
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Solution
Example Problem No. 1 (2 of 3)
Step 1:
Identify decision variables.
x1 = lb of chicken in mixture (1000 lb.)
x2 = lb of beef in mixture (1000 lb.)
Step 2:
Formulate the objective function.
Minimize Z = $3x1 + $5x2
where Z = cost per 1,000-lb batch
$3x1 = cost of chicken
$5x2 = cost of beef

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 Solution
Example Problem No. 1 (3 of 3)
Step 3:
Establish Model Constraints
x1 + x2 = 1,000 lb
x1  500 lb of chicken
x2  200 lb of beef
x1/x2  2/1 or x1 - 2x2  0
x1, x2  0
The Model: Minimize Z = $3x1 + 5x2
subject to: x1 + x2 = 1,000 lb
x1  50
x2  200
x1 - 2x2  0
x1,x2  0
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SOLUTION
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 Example Problem No. 2 (1 of 3)

Solve the following model

graphically:
Maximize Z = 4x1 + 5x2
subject to: x1 + 2x2  10
6x1 + 6x2  36
x1  4
x1, x2  0
Step 1: Plot the constraints
as equations

Figure 2.23 Constraint Equations

CHAPTER 2 - LINEAR PROGRAMMING: MODEL FORMULATION & GRAPHICAL
SOLUTION
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 Example Problem No. 2 (2 of 3)

Maximize Z = 4x1 + 5x2

subject to: x1 + 2x2  10
6x1 + 6x2  36
x1  4
x1, x2  0
Step 2: Determine the
feasible solution space

Figure 2.24 Feasible Solution Space and Extreme Points

CHAPTER 2 - LINEAR PROGRAMMING: MODEL FORMULATION & GRAPHICAL
SOLUTION
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 Example Problem No. 2 (3 of 3)

Maximize Z = 4x1 + 5x2

subject to: x1 + 2x2  10
6x1 + 6x2  36
x1  4
x1, x2  0
Step 3 and 4: Determine
the solution points and
optimal solution

Figure 2.25 Optimal Solution Point

CHAPTER 2 - LINEAR PROGRAMMING: MODEL FORMULATION & GRAPHICAL
SOLUTION
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Semoga
Bermanfaat