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Linear Programming

The document describes 4 examples of linear programming problems. Each problem involves decision variables and constraints to optimize an objective function. The problems are formulated as linear programs with coefficient vectors, constraint matrices, and bounds. MATLAB is used to solve for the optimal solution in each case.
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0% found this document useful (0 votes)
59 views

Linear Programming

The document describes 4 examples of linear programming problems. Each problem involves decision variables and constraints to optimize an objective function. The problems are formulated as linear programs with coefficient vectors, constraint matrices, and bounds. MATLAB is used to solve for the optimal solution in each case.
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as PDF, TXT or read online on Scribd
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LINEAR PROGRAMMING

1)
• Decision variables
𝑥1 - 𝐴 units per week
𝑥2 - 𝐵 units per week

• LP formulation

Total profit,
𝑧 = 5𝑥1 + 2𝑥2

Subject to,
10𝑥1 + 2𝑥2 ≤ 2100 (time constraint, minutes)
𝑥1 + 0.5𝑥2 ≤ 600 (material constraint in Kgs)
𝑥2 ≤ 800 (market constraint)
𝑥1 , 𝑥2 ≥ 0 (non-negativity constraint)

• Defining minimum problem

Coefficient vector,
−5
𝑓=[ ]
−2

Inequality constraints,
10 2
𝐴=[ ]
1 0.5
Inequality constraint,
2100
𝑏=[ ]
600
Equality constraints,
0 0
𝐴𝑒𝑞 = [ ]
0 0
0
𝑏𝑒𝑞 = [ ]
0
The lower bound,

0
𝐿𝐵 = [ ]
0
The upper bound,

𝐼𝑛𝑓
𝑈𝐵 = [ ]
800

Figure 1: MATLAB program and the solution


2)
• Decision variables

𝑥1 - Number of units of liquid products

𝑥2 - Number of units of dry products

• LP formulation

Daily inspection cost


𝑧 = 3𝑥1 + 2𝑥2

Subject to,
5𝑥1 + 𝑥2 ≥ 10 (units of A)
2𝑥1 + 2𝑥2 ≥ 10 (units of B)
𝑥1 + 4𝑥2 ≥ 10 (units of C)
𝑥1 , 𝑥2 ≥ 0 (non-negativity constraint)

• Slack variable 𝑠,

5𝑥1 + 𝑥2 + 𝑠 = 10

• Defining minimum problem

Coefficient vector,
−3
𝑓 = [−2 ]
0

Inequality constraints,

2 2 0
𝐴 = ⌈1 4 0⌉
0 0 0
Inequality constraint,
12
𝑏 = [12]
0
Equality constraints,
5 1 1
𝐴𝑒𝑞 = [0 0 0]
0 0 0
10
𝑏𝑒𝑞 = [ 0 ]
0

The lower bound,

0
𝐿𝐵 = [0]
0
The upper bound,

𝑖𝑛𝑓
𝑈𝐵 = [𝑖𝑛𝑓 ]
𝑖𝑛𝑓
Figure 2: MATLAB program and the solution
3)
• Decision variables
𝑥1 - Number of tables
𝑥2 - Number of chairs

• LP formulation
Total profit

𝑧 = 5𝑥1 + 7𝑥2

Subject to,
60𝑥1 + 40𝑥2 ≤ 60 (wood material)
10𝑥1 + 20𝑥2 ≤ 220 (labor hours)
𝑥1 , 𝑥2 ≥ 0 (non-negativity constraint)

• Defining minimum problem

Coefficient vector,
−5
𝑓=[ ]
−7

Inequality constraints,

60 40
𝐴=[ ]
10 20
Inequality constraint,
600
𝑏=[ ]
220
Equality constraints,
0 0
𝐴𝑒𝑞 = [ ]
0 0
0
𝑏𝑒𝑞 = [ ]
0
The lower bound,

0
𝐿𝐵 = [ ]
0
The upper bound,

𝐼𝑛𝑓
𝑈𝐵 = [ ]
𝐼𝑛𝑓

Figure 3: MATLAB program and the solution


4)
• Decision variables

𝑥1 - Number of grade 1 inspectors

𝑥2 - Number of grade 2 inspectors

• LP formulation

Daily inspection cost


𝑧 = 68.8𝑥1 + 68𝑥2

Subject to,
40𝑥1 + 30𝑥2 ≥ 250 (pieces)
𝑥1 ≤ 9 (grade 1 inspectors)
𝑥2 ≤ 11 (grade 2 inspectors)
𝑥1 , 𝑥2 ≥ 0 (non-negativity constraint)

• Defining minimum problem

Coefficient vector,
68.8
𝑓=[ ]
68

Inequality constraints,

𝐴 = [−40 −30]
Inequality constraint,
𝑏 = [−250]
Equality constraints,
𝐴𝑒𝑞 = [0 0]
𝑏𝑒𝑞 = [0]
The lower bound,

0
𝐿𝐵 = [ ]
0
The upper bound,

9
𝑈𝐵 = [ ]
11

Figure 4: MATLAB program and the solution

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