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Converting

The document discusses converting linear programs to standard form which requires all variables to be non-negative and constraints to be equalities with non-negative right-hand sides. This is done by introducing new variables and rearranging constraints. Several examples are provided including maximizing production under different labor and machine constraints.

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Samuel Cole
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38 views6 pages

Converting

The document discusses converting linear programs to standard form which requires all variables to be non-negative and constraints to be equalities with non-negative right-hand sides. This is done by introducing new variables and rearranging constraints. Several examples are provided including maximizing production under different labor and machine constraints.

Uploaded by

Samuel Cole
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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Converting an LP to standard form

All LP solvers first convert the given program to standard form which
means

• all variables involved are restricted to be non-negative

• all constraints are equalities, with constant, non-negative right-hand


sides

Converting may require new variables and rearranging constraints:

• an inequality can be multiplied by −1 to get non-negative rhs

• inequalities can be converted to equalities by adding or subtracting


non-negative slack variables

• Unrestricted variables can be dealt with by writing the variable as the


difference of two new non-negative variables

1
Example 1: the meatloaf problem
Recall the meatloaf problem, whose formulation was
Minimize
80x + 60y
subject to

x+y ≥ 1
−.05x + .07y ≤ 0
x, y ≥ 0.

To convert to standard form, we introduce two new variables, s1 ≥ 0 and


s2 ≥ 0. The first measures how much over 1 the quantity x + y is, and the
second measures how much under 0 the quantity −.05x + .07y is.

2
The meatloaf problem in standard form
Minimize
80x + 60y
subject to

x + y − s1 = 1
−.05x + .07y + s2 = 0
x, y, s1 , s2 ≥ 0.

Note that if (x, y, s1 , s2 ) is feasible for this problem, then (x, y) is


feasible for the original; and if (x, y) is feasible for the original, then
(x, y, (x + y) − 1, 0 − (−.05x + .07y)) is feasible for this problem. Since
the objective only involves x and y, the two problems have the same
solution.

3
Example 2: production without overtime
A company manufactures two products, A and B. The relevant production
data is as follows

• Profit per unit: $2 and $5 respectively

• Labor time per unit: 2 hours and 1 hour respectively

• Machine time per unit: 1 hour and 2 hours respectively

• Available labor and machine time: 80 hours and 65 hours respectively

An easy linear program to maximize profit is


Maximize 2xA + 5xB
subject to 2xA + xB + s1 = 80
xA + 2xB + s2 = 65
where xA , xB ≥ 0 are amounts of A and B produced, respectively, and
s1 , s2 ≥ 0.

4
Example 3: production with overtime
Consider the same problem as before, but now with the wrinkle that labor
and machine overtime may be purchased at a cost:

• Labor and machine overtime cost: $15 and $10 per hour, respectively

Now the labor constraint is


2xA + xB + s1 = 80
with s1 unrestricted. It may possibly be positive (representing unused
labor) or negative (representing overtime used). We have a similar
unrestricted variable s2 for the machine constraint, and the objective
becomes the unwieldy (and non-linear)
2xA + 5xB (if s1 , s2 both positive)
2xA + 5xB + 15s1 (if s1 negative (so labor overtime used), s2 positive)
2xA + 5xB + 10s2 (if s1 positive, s2 negative)
2xA + 5xB + 15s1 + 10s2 (if s1 , s2 both negative)

5
Resolution
Write s1 = s− + − + ±
1 − s1 and s= 2 = s2 − s2 , all si ≥ 0

Interpretation:
s−
1 measures amount of unused labor
s+
1 measures amount of overtime labor
s−
1 measures amount of unused machine time
s+
1 measures amount of overtime on machines

The linear program in standard form:


Maximize 2xA + 5xB − 15s+ 1 − 10s +
2 (a linear objective)
subject to 2xA + xB + s− 1 − s +
1 = 80
xA + 2xB + s− 2 − s +
2 = 65
where xA , xB , s−
1 , s + − +
1 , s2 , s2 ≥ 0.

Note there are feasible solutions with (say) s−1 , s +


1 > 0 (meaning unused
labor and overtime). This is not realistic, but it is both intuitively and
mathematically clear that this won’t occur in an optimal solution.

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