Linear Programming Formulation Examples PDF
Linear Programming Formulation Examples PDF
OR-Notes
J E Beasley
OR-Notes are a series of introductory notes on topics that fall under the broad heading of the field of operations
research (OR). They were originally used by me in an introductory OR course I give at Imperial College. They
are now available for use by any students and teachers interested in OR subject to the following conditions.
A cargo plane has three compartments for storing cargo: front, centre and rear. These compartments have the
following limits on both weight and space:
Furthermore, the weight of the cargo in the respective compartments must be the same proportion of that
compartment's weight capacity to maintain the balance of the plane.
The following four cargoes are available for shipment on the next flight:
Cargo Weight (tonnes) Volume (cubic metres/tonne) Profit (£/tonne)
C1 18 480 310
C2 15 650 380
C3 23 580 350
C4 12 390 285
Any proportion of these cargoes can be accepted. The objective is to determine how much (if any) of each cargo
C1, C2, C3 and C4 should be accepted and how to distribute each among the compartments so that the total
profit for the flight is maximised.
Solution
Variables
We need to decide how much of each of the four cargoes to put in each of the three compartments. Hence let:
xij be the number of tonnes of cargo i (i=1,2,3,4 for C1, C2, C3 and C4 respectively) that is put into
compartment j (j=1 for Front, j=2 for Centre and j=3 for Rear) where xij >=0 i=1,2,3,4; j=1,2,3
Note here that we are explicitly told we can split the cargoes into any proportions (fractions) that we like.
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Constraints
cannot pack more of each of the four cargoes than we have available
the weight of the cargo in the respective compartments must be the same proportion of that compartment's
weight capacity to maintain the balance of the plane
[x11 + x21 + x31 + x41]/10 = [x12 + x22 + x32 + x42]/16 = [x13 + x23 + x33 + x43]/8
Objective
The advantages of using a software package to solve the above linear program, rather than a judgemental
approach are:
actually maximise profit, rather than just believing that our judgemental solution maximises profit (we
may have bad judgement, even if we have an MBA!)
makes the cargo loading the decision one that we can solve in a routine operational manner on a computer,
rather than having to exercise judgement each and every time we want to solve it
problems that can be appropriately formulated as linear programs are almost always better solved by
computers than by people
can perform sensitivity analysis very easily using a computer
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Briefly describe the main steps in using mathematical modelling to support management.
A canning company operates two canning plants. The growers are willing to supply fresh fruits in the following
amounts:
The canned fruits are sold at £50/tonne to the distributors. The company can sell at this price all they can
produce.
The objective is to find the best mixture of the quantities supplied by the three growers to the two plants so that
the company maximises its profits.
Solution
1. Problem identification
Diagnosis of the problem from its symptoms if not obvious (i.e. what is the problem?)
Delineation of the subproblem to be studied. Often we have to ignore parts of the entire problem.
Establishment of objectives, limitations and requirements.
2. Formulation as a mathematical model
3. Model validation (or algorithm validation)
Model validation involves running the algorithm for the model on the computer in order to ensure:
the input data is free from errors
the computer program is bug-free (or at least there are no outstanding bugs)
the computer program correctly represents the model we are attempting to validate
the results from the algorithm seem reasonable (or if they are surprising we can at least
understand why they are surprising).
4. Solution of the model
Standard computer packages, or specially developed algorithms, can be used to solve the model.
In practice, a "solution" often involves very many solutions under varying assumptions to establish
sensitivity.
5. Implementation
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This phase may involve the implementation of the results of the study or the implementation of the
algorithm for solving the model as an operational tool (usually in a computer package).
To formulate the problem given in the question as a linear program we need to define:
variables
constraints
objective
Variables
We need to decide how much to supply from each of the three growers to each of the two canning plants. Hence
let xij be the number of tonnes supplied from grower i (i=1,2,3 for S1, S2 and S3 respectively) to plant j (j=1 for
Plant A and j=2 for Plant B) where xij >=0 i=1,2,3; j=1,2
Constraints
Objective
maximise revenue - grower supply cost - grower shipping cost - plant labour cost
and this is
The dual values associated with the supply and plant capacity constraints in the optimal solution of the above
linear program tell us by how much the optimal objective function value will change if we change the right-hand
side of the corresponding constraints
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The production manager of a chemical plant is attempting to devise a shift pattern for his workforce. Each day of
every working week is divided into three eight-hour shift periods (00:01-08:00, 08:01-16:00, 16:01-24:00)
denoted by night, day and late respectively. The plant must be manned at all times and the minimum number of
workers required for each of these shifts over any working week is as below:
1. Each worker is assigned to work either a night shift or a day shift or a late shift and once a worker has
been assigned to a shift they must remain on the same shift every day that they work.
2. Each worker works four consecutive days during any seven day period.
Solution
Variables
The union agreement is such that any worker can only start their four consecutive work days on one of the seven
days (Mon to Sun) and in one of the three eight-hour shifts (night, day, late).
Let:
Nij the number of workers starting their four consecutive work days on day i (i=1,...,7) and shift j (j=1,...,3)
Note here that strictly these variables should be integer but, as we are explicitly told to formulate the problem as
a linear program in part (a) of the question, we allow them to take fractional values.
Constraints
since each worker can start his working week only once during the seven day, three shift, week
lower limit on the total number of workers required for each day/shift period
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let Dij be the (known) number of workers required on day i (i=1,...,7) and shift period j (j=1,...,3) e.g. D53=11
(Friday, Late)
The logic here is straightforward, for example for Wednesday (day 3) the workers working shift j on day 3 either
started on Wednesday (day 3, N3j) or on Tuesday (day 2, N2j) or on Monday (day 1, N1j) or on Sunday (day 7,
N7j) - so the sum of these variables is the total number of workers on duty on day 3 in shift j and this must be at
least the minimum number required (D3j).
Objective
It appears from the question that the production manager's objective is simply to find a feasible schedule so any
objective is possible. Logically however he might be interested in reducing the size of the workforce so the
objective function could be:
where all variables Nij>=0 and continuous (i.e. can take fractional values).
Some of the advantages and disadvantages of solving this problem as a linear program are:
able to investigate changes (e.g. in shift patterns, workers needed per day, etc) very easily.
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A company manufactures four products (1,2,3,4) on two machines (X and Y). The time (in minutes) to process
one unit of each product on each machine is shown below:
Machine
X Y
Product 1 10 27
2 12 19
3 13 33
4 8 23
The profit per unit for each product (1,2,3,4) is £10, £12, £17 and £8 respectively. Product 1 must be produced
on both machines X and Y but products 2, 3 and 4 can be produced on either machine.
The factory is very small and this means that floor space is very limited. Only one week's production is stored in
50 square metres of floor space where the floor space taken up by each product is 0.1, 0.15, 0.5 and 0.05 (square
metres) for products 1, 2, 3 and 4 respectively.
Customer requirements mean that the amount of product 3 produced should be related to the amount of product
2 produced. Over a week approximately twice as many units of product 2 should be produced as product 3.
Machine X is out of action (for maintenance/because of breakdown) 5% of the time and machine Y 7% of the
time.
Assuming a working week 35 hours long formulate the problem of how to manufacture these products as a
linear program.
Solution
Variables
Essentially we are interested in the amount produced on each machine. Hence let:
Note here that as product 1 must be processed on both machines X and Y we do not define y1.
Constraints
floor space
customer requirements
x2 + y2 = 2(x3 + y3)
Note here that as this is only an approximate (±5% say) constraint we might do better to express this constraint
as
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available time
Objective
A company is planning its production schedule over the next six months (it is currently the end of month 2). The
demand (in units) for its product over that timescale is as shown below:
Month 3 4 5 6 7 8
Demand 5000 6000 6500 7000 8000 9500
The company currently has in stock: 1000 units which were produced in month 2; 2000 units which were
produced in month 1; 500 units which were produced in month 0.
The company can only produce up to 6000 units per month and the managing director has stated that stocks must
be built up to help meet demand in months 5, 6, 7 and 8. Each unit produced costs £15 and the cost of holding
stock is estimated to be £0.75 per unit per month (based upon the stock held at the beginning of each month).
The company has a major problem with deterioration of stock in that the stock inspection which takes place at
the end of each month regularly identifies ruined stock (costing the company £25 per unit). It is estimated that,
on average, the stock inspection at the end of month t will show that 11% of the units in stock which were
produced in month t are ruined; 47% of the units in stock which were produced in month t-1 are ruined; 100% of
the units in stock which were produced in month t-2 are ruined. The stock inspection for month 2 is just about to
take place.
The company wants a production plan for the next six months that avoids stockouts. Formulate their problem as
a linear program.
Because of the stock deterioration problem the managing director is thinking of directing that customers should
always be supplied with the oldest stock available. How would this affect your formulation of the problem?
Solution
Variables
Let
Iit be the number of units in stock at the end of month t which were produced in month i (i=t,t-1,t-2)
Sit be the number of units in stock at the beginning of month t which were produced in month i (i=t-1,t-2)
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dit be the demand in month t met from units produced in month i (i=t,t-1,t-2)
Constraints
production limit
Pt <= 6000
I22 = 1000
I12 = 2000
I02 = 500
St-1,t = 0.89It-1,t-1
St-2,t = 0.53It-2,t-1
inventory continuity equation where we assume we can meet demand in month t from production in
month t. Let Dt represent the (known) demand for the product in month t (t=3,4,...,8) then
and we have
It,t = 0 + Pt - dt,t
where
no stockouts
Objective
Note because we are told to formulate this problem as a linear program we assume all variables are fractional -
in reality they are likely to be quite large and so this is a reasonable approximation to make (also a problem
occurs with finding integer values which satisfy (for example) St-1,t=0.89It-1,t-1 unless this is assumed).
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If we want to ensure that demand is met from the oldest stock first then we can conclude that this is already
assumed in the numerical solution to our formulation of the problem since (plainly) it worsens the objective to
age stock unnecessarily and so in minimising costs we will automatically supply (via the dit variables) the oldest
stock first to satisfy demand (although the managing director needs to tell the employees to issue the oldest stock
first).
A company assembles four products (1, 2, 3, 4) from delivered components. The profit per unit for each product
(1, 2, 3, 4) is £10, £15, £22 and £17 respectively. The maximum demand in the next week for each product (1, 2,
3, 4) is 50, 60, 85 and 70 units respectively.
There are three stages (A, B, C) in the manual assembly of each product and the man-hours needed for each
stage per unit of product are shown below:
Product
1 2 3 4
Stage A 2 2 1 1
B 2 4 1 2
C 3 6 1 5
The nominal time available in the next week for assembly at each stage (A, B, C) is 160, 200 and 80 man-hours
respectively.
It is possible to vary the man-hours spent on assembly at each stage such that workers previously employed on
stage B assembly could spend up to 20% of their time on stage A assembly and workers previously employed on
stage C assembly could spend up to 30% of their time on stage A assembly.
Production constraints also require that the ratio (product 1 units assembled)/(product 4 units assembled) must
lie between 0.9 and 1.15.
Formulate the problem of deciding how much to produce next week as a linear program.
Solution
Variables
Let
Constraints
maximum demand
x1 <= 50
x2 <= 60
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x3 <= 85
x4 <= 70
ratio
work-time
Objective
Note we neglect the fact that the xi variables should be integer because we are told to formulate the problem as
an LP.
A company makes three products and has available 4 workstations. The production time (in minutes) per unit
produced varies from workstation to workstation (due to different manning levels) as shown below:
Workstation
1 2 3 4
Product 1 5 7 4 10
2 6 12 8 15
3 13 14 9 17
Similarly the profit (£) contribution (contribution to fixed costs) per unit varies from workstation to workstation
as below
Workstation
1 2 3 4
Product 1 10 8 6 9
2 18 20 15 17
3 15 16 13 17
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If, one week, there are 35 working hours available at each workstation how much of each product should be
produced given that we need at least 100 units of product 1, 150 units of product 2 and 100 units of product 3.
Formulate this problem as an LP.
Solution
Variables
At first sight we are trying to decide how much of each product to make. However on closer inspection it is clear
that we need to decide how much of each product to make at each workstation. Hence let
Although (strictly) all the xij variables should be integer they are likely to be quite large and so we let them take
fractional values and ignore any fractional parts in the numerical solution. Note too that the question explicitly
asks us to formulate the problem as an LP rather than as an IP.
Constraints
limit on the number of minutes available each week for each workstation
Objective
maximise
10x11 + 8x12 + 6x13 + 9x14 + 18x21 + 20x22 + 15x23 + 17x24 + 15x31 + 16x32 + 13x33 + 17x34
Consider the production of tin cans which are stamped from metal sheets. A can consists of a main body and two
ends,. We have 4 possible stamping patterns (involving 2 different types (sizes) of metal sheet). as shown below
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Note here that the si (i=1,2,3,4) and the ti (i=1,2,3,4) are not variables but constants (which have a known value).
Often in formulating LP's it is easier to use a symbol for a number rather than write out the number in full every
time it occurs in a constraint or in the objective function.
Let P be the profit obtained from selling one can, C be the cost per unit of scrap, T be the total number of hours
available per week, L1 be the number of metal sheets of type 1 which are available for stamping per week and
L2 be the number of metal sheets of type 2 which are available for stamping per week.
At the start of the week there is nothing in stock. Each (unused) main body in stock at the end of the week incurs
a stock-holding cost of c1. Similarly each (unused) end in stock at the end of the week incurs a stock-holding
cost of c2. Assume that all cans produced one week are sold that week.
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Variables
Let
Note xi >= 0 i=1,2,3,4 and y >= 0 and again we assume that the xi and y are large enough for fractional values
not to be significant.
Constraints
time available
sheet availability
x1 + x3 + x4 <= L1 (sheet 1)
x2 <= L2 (sheet 2)
where the first term in this expression is the limit imposed upon y by the number of can ends produced and the
second term in this expression is the limit imposed upon y by the number of can bodies produced. This
constraint (because of the min[,] part) is not a linear constraint.
Objective
maximise
revenue - cost of scrap - unused main bodies stock - holding cost - unused ends stock - holding cost
i.e. maximise
Py - C(s1x1 + s2x2 + s3x3 + s4x4) - c1(x1 + 4x2 + 2x3 - y) - c2((7x1 + 4x2 + 3x3 + 9x4) - 2y)
As noted above this formulation of the problem is not an LP - however it is relatively easy (for this particular
problem) to turn it into an LP by replacing the y = min[,] non-linear equation by two linear equations.
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y = min[ (7x1+4x2+3x3+9x4)/2,
(x1+4x2+2x3) ] (A)
(which are both linear constraints) then we do have an LP and in the optimal solution of this LP either:
constraint (B) or constraint (C) is satisfied with equality, in which case constraint (A) is also satisfied with
equality; or
neither constraint (B) nor constraint (C) is satisfied with equality i.e. y < (7x1+4x2+3x3+9x4 )/2 and y <
(x1+4x2+2x3) - but in this case we can increase y (without changing any xi values), increasing the
objective function (assuming P + c1 + 2c2 >0) and contradicting the statement (above) that we already had
the optimal solution.
Hence case (b) cannot occur and so case (a) is valid - replacing constraint (A) by constraints (B) and (C)
generates a valid LP formulation of the problem.
Note that this problem illustrates that even if our initial formulation of the problem is non-linear we may be able
to transform it into an LP.
Note too that it is relatively easy to extend the LP formulation of the problem to cope with the situation where
can bodies/ends unused at the end of one week are available for production the following week.
A company is producing a product which requires, at the final assembly stage, three parts. These three parts can
be produced by two different departments as detailed below.
Production rate (units/hr)
Part 1 Part 2 Part 3 Cost (£/hr)
Department 1 7 6 9 25.0
Department 2 6 11 5 12.5
One week, 1050 finished (assembled) products are needed (but up to 1200 can be produced if necessary). If
department 1 has 100 working hours available, but department 2 has 110 working hours available, formulate the
problem of minimising the cost of producing the finished (assembled) products needed this week as an LP,
subject to the constraint that limited storage space means that a total of only 200 unassembled parts (of all types)
can be stored at the end of the week.
Note: because of the way production is organised in the two departments it is not possible to produce, for
example, only one or two parts in each department, e.g. one hour of working in department 1 produces 7 part 1
units, 6 part 2 units and 9 part 3 units and this cannot be altered.
Variables
We need to decide the amount of time given over to the production of parts in each department (since we,
obviously, may not make use of all the available working time) and also to decide the total number of finished
(assembled) products made. Hence let:
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where xi >= 0 i=1,2 and y >= 0 and (as is usual) we assume that any fractional parts in the variables in the
numerical solution of the LP are not significant.
Constraints
x1 <= 100
x2 <= 110
production constraints relating the hours worked to the number of assembled products
We produce (7x1 + 6x2) part 1 units, (6x1 + 11x2) part 2 units and (9x1 + 5x2) part 3 units. Now to ensure that
the number of assembled products produced is exactly y we need at least y part 1 units, at least y part 2 units and
at least y part 3 units. Hence we have the three constraints
the total number of parts (of all types) produced is (7x1 + 6x2) + (6x1 + 11x2) + (9x1 + 5x2) = 22x1 +
22x2. Since we produce exactly y assembled products the number of parts left over at the end of the week
is (22x1 + 22x2) - 3y and hence the constraint relating to the limited storage space is given by
Objective
Obvious extensions to this problem involve increasing (from the current value of 3) the number of parts needed
for the finished product and changing the ratio of parts used in a finished product from its current value of 1:1:1.
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