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LP Modeling I: Ramon Miguel Panis

The document discusses the formulation of linear programming problems, including describing the key elements of an LP problem such as the objective function, constraints, and decision variables. It also outlines the basic assumptions of proportionality, additivity, certainty, and divisibility that are required for a problem to be considered a linear program. Examples of linear programming problems are provided relating to production, investment, hiring, and product mix optimization.

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Chiechiee Louis Nival Mijares
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46 views18 pages

LP Modeling I: Ramon Miguel Panis

The document discusses the formulation of linear programming problems, including describing the key elements of an LP problem such as the objective function, constraints, and decision variables. It also outlines the basic assumptions of proportionality, additivity, certainty, and divisibility that are required for a problem to be considered a linear program. Examples of linear programming problems are provided relating to production, investment, hiring, and product mix optimization.

Uploaded by

Chiechiee Louis Nival Mijares
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
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Download as PDF, TXT or read online on Scribd
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LP MODELING I

Ramon Miguel Panis


Linear Programming
Formulation

Linear Programming Model


Mathematical tool/model used to solve
optimization models
Linear Programming
Formulation

Max z = 2x1 + 3x2 - x3

x1 + x2 + x3 ≤ 10
3x1 - x2 ≤ 8
2x2 + 3x3 ≤ 12

x1, x2, x3 ≥ 0
Linear Programming
Formulation

Recall:
The three principal elements of the problem

•Description of the Decision Alternatives


•Determination of the Objective of the study
•Specification of the limitations the system operates
Linear Programming
Formulation

Objective Function
Max z = 2x1 + 3x2 - x3

x1 + x2 + x3 ≤ 10
3x1 - x2 ≤ 8
2x2 + 3x3 ≤ 12
Technological Constraints
x1, x2, x3 ≥ 0
Non-negativity constraint
x1, x2, x3 are decision variables
Linear Programming
Formulation

Assumptions of a Linear Programming Model


1. Proportionality
2. Additivity
3. Certainty
4. Divisibility
Linear Programming
Formulation

PROPORTIONALITY

The contribution of your decision variables to


the objective function and to the constraints
are directly proportional
Linear Programming
Formulation

PROPORTIONALITY

The proportionality assumption is violated if there is a


presence of quantity discounts or economies of scale
Example:
- A piece of notebook is Php 15
- If you buy more than 10 the price of each notebook
becomes Php 12
- If you buy more than 20 the price of each notebook
becomes Php 10
Linear Programming
Formulation

ADDITIVITY

The total contribution of each variable in the constraints


and objective function is the direct sum of the
individual contributions of each variable

Violation of this assumption will make the problem non-


linear
Linear Programming
Formulation

CERTAINTY

The coefficients of the objective function and the


technological constraints are deterministic. This means
that they are known constants.

In essence, the coefficients are the average-value


approximations of the data. If the standard deviation of
the distribution is large, it is a stochastic programming
problem.
Linear Programming
Formulation

CERTAINTY

Sensitivity analysis may also be used to the optimum


solution to take into consideration variances
Linear Programming
Formulation

4. Divisibily
DIVISIBILITY

The decision variables are continuous and not discrete

Decision variables may take on decimal values

Violation of the divisibility assumption makes the problem


an Integer Linear Program
The UP manufacturing organization produces tables, desks and chairs. These
products earn a profit of Php 2500, Php 1750 and Php 1500 for tables, desks
and chairs respectively. Lumber is the raw material needed for each product.
Each product must undergo two processes carpentry and finishing. The
amount of lumber and time it takes for each product to undergo both
processes is given below. What is the best product mix for the UP
manufacturing organization?
Table Desk Chair Available
Lumber
12 15 8 940
(pieces)
Carpentry
6 5 3 350
(hrs.)
Finishing
4 3 2 330
(hrs.)
Juancho wishes to invest Php 100,000 over the next year in
three types of investment. Investments A, B and C yields 6%,
4& and 7% percent resepectively. Market research
recommends an allocation of at least 20% in and A and at
most 50% in B. Moreover, the investment in A should be at
least half the investment in C. What should Juancho do
with his money?
A fast food company is looking into the optimal hiring plan
of its workers. Regulation states that a worker must have 2
consecutive days off in a given week. The minimum
number of workers needed on duty each day (Starting
from Monday) is 45, 38, 40, 35, 50, 55 and 42. Each worker
receives a weekly salary of Php 7,500. Determine the
optimal hiring plan of the company
Juice Co. produces three types of Juices, A, B and C, using fresh
banana, mango and strawberry. The daily supply of each fruit is 2000 lbs,
1750 lbs and 2100 lbs respectively. The ratio of ingredients for each juice
and other relevant information is shown in the table. A pound of fresh fruit
costs Php 75, Php 80, Php 90 for Banana, Mango and Stawberry.
respectively. A pound of juice A sells for Php 60, juice B for Php 70 and
juice C for Php 80. Determine the optimal product mix for the three drinks.

Minimum
Ratio of Ingredients
Demand
Banana Mango Strawberry
A 1 1 0 1100 lbs
B 1 1 2 1300 lbs
C 0 2 3 1250 lbs
More Linear Programming
Formulation Problems

UP Shoe organization sells men’s shoes and women’s shoes. Full time
workers and Part time workers are hired by the organization. A full time
worker earns Php 2,500 for an 8 hour working day and a part time
worker earns Php 1,500 for a 4 hour working day. The time it takes to
produce a pair of shoes is 2 hours and 3 hours for men’s and women’s
shoe respectively. As a policy, a worker may only work on either the
men’s or women’s shoe department and not both. Additionally labor
union states that there must be at least 3 full-time employees per for
every part-time employee, regardless of department. The minimum
demand ofr men’s shoes is 250 pairs per day and 400 pairs for women’s
shows. How many of each employee must the company hire?
More Linear Programming
Formulation Problems

Source: Winston

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