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Linear Optimization

The document discusses several types of optimization problems involving linear programming: 1. Shortest path problems aim to find the lowest cost path between nodes in a network. An example problem finds the shortest route of 22 units from node 1 to node 7. 2. Maximum flow problems aim to determine the maximum flow possible between a source and sink node while respecting arc capacity constraints. An example achieves a maximum flow of 17 units. 3. Critical path problems aim to schedule project activities to minimize the overall project duration. An example critical path takes 38 time units to complete from node 1 to node 6.

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Bon Joey Bernesto
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51 views

Linear Optimization

The document discusses several types of optimization problems involving linear programming: 1. Shortest path problems aim to find the lowest cost path between nodes in a network. An example problem finds the shortest route of 22 units from node 1 to node 7. 2. Maximum flow problems aim to determine the maximum flow possible between a source and sink node while respecting arc capacity constraints. An example achieves a maximum flow of 17 units. 3. Critical path problems aim to schedule project activities to minimize the overall project duration. An example critical path takes 38 time units to complete from node 1 to node 6.

Uploaded by

Bon Joey Bernesto
Copyright
© © All Rights Reserved
Available Formats
Download as PDF, TXT or read online on Scribd
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Linear optimization

Academic Resource Center


Decision making problem
• linear programing is an important branch of decision making
problems modeled and those of optimizing a linear function of
decision variables subject to linear constraints that may
include equality constraints, inequality constraints and bounds
in decision variables.
Decision making problem 1
• A calculator company produces a scientific calculator and
a graphing calculator. Long-term projections indicate an
expected demand of at least 100 scientific and 80 graphing
calculators each day. Because of limitations on production
capacity, no more than 200 scientific and 170 graphing
calculators can be made daily. To satisfy a shipping contract, a
total of at least 200 calculators much be shipped each day. If
each scientific calculator sold results in a $2 loss, but each
graphing calculator produces a $5 profit, how many of each
type should be made daily to maximize net profits?
DECISION MAKING PROBLEM 1 (ANALYSIS)
The question asks for the optimal number of calculators, so my variables will stand for
that:
x: number of scientific calculators produced
y: number of graphing calculators produced
Since they can't produce negative numbers of calculators, I have the two
constraints, x > 0 and y > 0. But in this case, I can ignore these constraints, because I
already have that x > 100 and y > 80. The exercise also gives
maximums: x < 200 and y < 170. The minimum shipping requirement gives
me x + y > 200; in other words, y > –x + 200. The revenue relation will be my
optimization equation: R = –2x + 5y.
Decision MAKING PROBLEM 1
(ANSWER)
• R = –2x + 5y, subject to:
100 < x < 200
80 < y < 170
y > –x + 200
• When you test the corner
points at (100, 170), (200,
170), (200, 80), (120, 80),
and (100, 100), you should
obtain the maximum value
of R = 650 at (x, y) = (100,
170). That is, the solution is
"100scientific calculators
and 170 graphing
calculators".
Decision making problem 2
• You need to buy some filing cabinets. You know that
Cabinet X costs $10 per unit, requires six square feet of floor
space, and holds eight cubic feet of files. Cabinet Y costs $20
per unit, requires eight square feet of floor space, and holds
twelve cubic feet of files. You have been given $140 for this
purchase, though you don't have to spend that much. The
office has room for no more than 72 square feet of cabinets.
How many of which model should you buy, in order to
maximize storage volume?
DECISION MAKING PROBLEM 2 (ANALYSIS)

The question ask for the number of cabinets I need to buy, so my variables will
stand for that:
x: number of model X cabinets purchased
y: number of model Y cabinets purchased
Naturally, x > 0 and y > 0. I have to consider costs and floor space (the "footprint"
of each unit), while maximizing the storage volume, so costs and floor space will
be my constraints, while volume will be my optimization equation.
Decision MAKING PROBLEM 2
(ANSWER)
• cost: 10x + 20y < 140, or y
< –( 1/2 )x + 7
• space: 6x + 8y < 72, or y < –
( 3/4 )x + 9
• volume: V = 8x + 12y
• When you test the corner
points at (8, 3), (0,7), and
(12, 0), you should obtain a
maximal volume of100
cubic feet by buying eight
of model X and three of
model Y.
Optimal Path Problems

• Shortest Path
• Maximum Flow
• Critical Path
•
Shortest path problem
• The problem is to determine the best way to traverse a
network to get from an origin to a given destination as cheaply
as possible. Suppose that in a given network there are m
nodes and n arcs (i.e. edges) and a cost Cij associated with
each arc (i to j) in the network. Formally, the Shortest Path
(SP) problem is to find the shortest (least cost) path from the
start node 1 to the finish node m. The cost of the path is the
sum of the costs on the arcs in the path. Define binary
variables Xij, where Xij =1 if the arc (i to j) is on the SP and Xij =
0 otherwise. There are two special nodes, called the origin and
destination. The objective is to find a shortest path between
the origin and destination.
Shortest path problem
• In the following network various costs are assigned for the
path from one node to another. For example, the cost from
node 2 to node 4 is 6. The objective function considers the
cost to move from each node to another from source to
destination. The constraints are broken into three groups. The
constraint for the origin node says that you must leave node 1
and go to node 2 or 3. The intermediate node constraints say
that if you ever come into a node you must leave that node.
The destination node is similar to origin node in that you must
reach to this node from one of the neighboring node.
Shortest path problem
• Consider the following directed network (for an undirected
network, make each arc directed in both directions, then
apply the same formulation. Note that in this case you have
Xij and Xji variables). The aim is to find the shortest path from
node 1 to node 7.
•
Shortest path problem
(answer)
• Go from 1 to 3
Go from 3 to 5
Go from 5 to 6
Go from 6 to 7
• This is the shortest path with total of 22 length (cost) units.
Maximum flow Problem
• In a network with flow capacities on the arcs, the problem is
to determine the maximum possible flow from the source to
the sink while honoring the arc flow capacities. Consider a
network with m nodes and n arcs with a single commodity
flow. Denote the flow along arc (i to j) by Xij. We associate
with each arc a flow capacity, kij. In such a network, we wish
to find the maximum total flow in the network, F, from node l
to node m.
Maximum flow Problem
• In the LP formulation, the objective is to maximize F. The
amount that leaves the origin by various routes. For every
intermediate node, what comes in must be equal to what goes
out. In some routes the flow can go both ways. The capacity
amount that can be sent in a particular direction is also shown
on the each route.
Maximum flow Problem
Maximum flow Problem
(answer)
• Send 10 units from 1 to 2
Send 7 units from 1 to 3
Send 3 units from 2 to 6
Send 7 units from 2 to 4
Send 4 units from 3 to 6
Send 6 units from 3 to 5
Send 7 units from 4 to 7
Send 8 units from 5 to 7
Send 3 units from 6 to 3
Send 2 units from 6 to 5
Send 2 units from 6 to 7

• The maximum flow is F = 17 units.


critical Path Problem
• The successful management of large projects, be they
construction, transportation, or financial, relies on careful
scheduling and coordinating of various tasks. Critical Path
Method (CPM) attempts to analyze project scheduling. This
allows for better control and evaluation of the project. For
example, we want to know how long will the project take?
When will we be able to start a particular task? If this task is
not completed on time, will the entire project be delayed?
Which tasks should we speed up (crash) in order to finish the
project earlier?
critical Path Problem
• Given a network of activities, the first problem of interest is to
determine the length of time required to complete the project
and the set of critical activities that control the project
completion time. Suppose that in a given project activity
network there are m nodes, n arcs (i.e. activities) and an
estimated duration time, Cij, associated with each arc (i to j) in
the network. The beginning node of an arc corresponds to the
start of the associated activity and the end node to the
completion of an activity. To find the Critical Path (CP), define
the binary variables Xij, where Xij = 1 if the activity i j is on the
CP and Xij = 0 otherwise. The length of the path is the sum of
the duration of the activities on the path. The length of the
longest path is the shortest time needed to complete the
project. Formally, the CP problem is to find the longest path
from node 1 to node m.
critical Path Problem
• Each arc has two roles: it represents an activity and it defines
the precedence relationships among the activities. Sometimes
it is necessary to add arcs that only represent precedence
relationships. These dummy arcs are represented by dashed
arrows. In our example, the arc from 2 to 3 represents a
dummy activity.
• The first constraint says that the project must start. For each
intermediate node, if we ever reach it we have to leave that
node. Finally, the last constraint enforces the completion of
the project.
critical Path Problem
critical Path Problem (answer)
• Running the LP formulation on any LP solver, the critical path
is:
• From node 1 to 2
From node 2 to 3
From node 3 to 4
From node 4 to 5
From node 5 to 6
• The duration of the project is, therefore 38 time units.
•

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