CE593 – Construction Planning
Optimization Techniques:
Linear Programming
IMS Sathyaprasad
Department of Civil Engineering
Chapter Topics
n Model Formulation
n A Maximization Model Example
n Graphical Solutions of Linear Programming Models
n A Minimization Model Example
n Irregular Types of Linear Programming Models
n Characteristics of Linear Programming Problems
CE593 - Construction Planning
Linear Programming: An Overview
n Objectives of business decisions frequently involve
maximizing profit or minimizing costs.
n Linear programming uses linear algebraic relationships
to represent a firm’s decisions, given a business
objective, and resource constraints.
n Steps in application:
1. Identify problem as solvable by linear
programming.
2. Formulate a mathematical model of the
unstructured problem.
3. Solve the model.
4. Implementation
CE593 - Construction Planning
Model Components
• Decision variables - mathematical symbols representing levels of activity of a
firm.
• Objective function - a linear mathematical relationship describing an objective of
the firm, in terms of decision variables - this function is to be maximized or
minimized.
• Constraints – requirements or restrictions placed on the firm by the operating
environment, stated in linear relationships of the decision variables.
• Parameters - numerical coefficients and constants used in the objective function
and constraints.
CE593 - Construction Planning
Summary of Model Formulation Steps
Step 1 : Clearly define the decision variables
Step 2 : Construct the objective function
Step 3 : Formulate the constraints
CE593 - Construction Planning
LP Model Formulation
A Maximization Example (1 of 3)
• Product mix problem – XYZ Precast Concrete Yard
• How many cement grills and cover slabs should be produced to
maximize profits given labor and materials constraints?
• Product resource requirements and unit profit:
Resource Requirements
Labour Cement Profit
Product
(Hr./Unit) (kg./Unit) (LKR/Unit)
Cement Grill 1 4 40
Cover Slabs 2 3 50
CE593 - Construction Planning
LP Model Formulation
A Maximization Example (2 of 3)
Resource 40 hrs of labour per day
Availability: 120 kgs of cement
Decision x1 = number of cement grills to produce per day
Variables: x2 = number of cover slabs to produce per day
Objective Maximize Z = 40x1 + 50x2
Function: Where Z = profit per day (LKR)
Resource 1x1 + 2x2 £ 40 hours of labour
Constraints: 4x1 + 3x2 £ 120 kgs of cement
Non-Negativity x1 ³ 0; x2 ³ 0
Constraints:
CE593 - Construction Planning
LP Model Formulation
A Maximization Example (3 of 3)
Complete Linear Programming Model:
Maximize Z = 40x1 + 50x2
subject to: 1x1 + 2x2 £ 40
4x1 + 3x2 £ 120
x1, x2 ³ 0
CE593 - Construction Planning
Feasible Solutions
A feasible solution does not violate any of the constraints:
Example: x1 = 5 grills
x2 = 10 slabs
Z = 40x1 + 50x2 = 700
Labour constraint check: 1(5) + 2(10) = 25 < 40 hours
Cement constraint check: 4(5) + 3(10) = 50 < 120 kgs
CE593 - Construction Planning
Infeasible Solutions
An infeasible solution violates at least one of the
constraints:
Example: x1 = 10 grills
x2 = 20 slabs
Z = 40x1 + 50x2 = 1400
Labour constraint check: 1(10) + 2(20) = 50 > 40 hours
CE593 - Construction Planning
Graphical Solution of LP Models
• Graphical solution is limited to linear programming models
containing only two decision variables (can be used with three
variables but only with great difficulty).
• Graphical methods provide visualization of how a solution for
a linear programming problem is obtained.
CE593 - Construction Planning
Coordinate Axes
Graphical Solution of Maximization Model (1 of 10)
X2 is slabs
Maximize Z = 40x1 + 50x2
subject to: 1x1 + 2x2 £ 40
4x1 + 3x2 £ 120
x1, x2 ³ 0
X1 is grillls
Figure 1 Coordinates for Graphical Analysis
CE593 - Construction Planning
Labour Constraint
Graphical Solution of Maximization Model (2 of 10)
Maximize Z = 40x1 + 50x2
subject to: 1x1 + 2x2 £ 40
4x1 + 3x2 £ 120
x1, x2 ³ 0
Figure 2 Graph of Labour Constraint
CE593 - Construction Planning
Labour Constraint Area
Graphical Solution of Maximization Model (3 of 10)
Maximize Z = 40x1 + 50x2
subject to: 1x1 + 2x2 £ 40
4x1 + 3x2 £ 120
x1, x2 ³ 0
Figure 3 Labour Constraint Area
CE593 - Construction Planning
Cement Constraint Area
Graphical Solution of Maximization Model (4 of 10)
Maximize Z = 40x1 + 50x2
subject to: 1x1 + 2x2 £ 40
4x1 + 3x2 £ 120
x1, x2 ³ 0
Figure 4 Cement Constraint Area
CE593 - Construction Planning
Both Constraints
Graphical Solution of Maximization Model (5 of 10)
Maximize Z = 40x1 + 50x2
subject to: 1x1 + 2x2 £ 40
4x1 + 3x2 £ 120
x1, x2 ³ 0
Figure 5 Graph of Both Model Constraints
CE593 - Construction Planning
Feasible Solution Area
Graphical Solution of Maximization Model (6 of 10)
Maximize Z = 40x1 + 50x2
subject to: 1x1 + 2x2 £ 40
4x1 + 3x2 £ 120
x1, x2 ³ 0
CE593 - Construction Planning
Figure 6 Feasible Solution Area
Objective Function Solution = LKR 800
Graphical Solution of Maximization Model (7 of 10)
Maximize Z = 40x1 + 50x2
subject to: 1x1 + 2x2 £ 40
4x1 + 3x2 £ 120
x1, x2 ³ 0
Figure 7 Objective Function Line for Z = LKR 800
CE593 - Construction Planning
Alternative Objective Function Solution Lines
Graphical Solution of Maximization Model (8 of 10)
Maximize Z = 40x1 + 50x2
subject to: 1x1 + 2x2 £ 40
4x1 + 3x2 £ 120
x1, x2 ³ 0
Figure 8 Alternative Objective Function Lines
CE593 - Construction Planning
Optimal Solution
Graphical Solution of Maximization Model (9 of 10)
Maximize Z = 40x1 + 50x2
subject to: 1x1 + 2x2 £ 40
4x1 + 3x2 £ 120
x1, x2 ³ 0
Figure 9 Identification of Optimal Solution Point
CE593 - Construction Planning
Optimal Solution Coordinates
Graphical Solution of Maximization Model (10 of 10)
Maximize Z = 40x1 + 50x2
subject to: 1x1 + 2x2 £ 40
4x1 + 3x2 £ 120
x1, x2 ³ 0
CE593 - Construction Planning
Figure 10 Optimal Solution Coordinates
Finding Solution
from the Profits at the Extreme Corners
Point X1 X2 Profit
A 0 20 1000
B 24 8 1360
C 30 0 1200
CE593 - Construction Planning Figure 11 Profits at Extreme Corners
