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Lect2 Optimization

The document describes variants of linear programming problems and provides examples. It discusses standard form, canonical form, and how to reduce problems to standard form. Two examples are given: transportation problems to minimize shipping costs between plants and warehouses, and choosing paths in a communication network to minimize transmission costs while meeting demand between nodes.

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ritamdasgupta62
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18 views

Lect2 Optimization

The document describes variants of linear programming problems and provides examples. It discusses standard form, canonical form, and how to reduce problems to standard form. Two examples are given: transportation problems to minimize shipping costs between plants and warehouses, and choosing paths in a communication network to minimize transmission costs while meeting demand between nodes.

Uploaded by

ritamdasgupta62
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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Variants of Linear Programming Problem

Examples

Mathematical Programming

Minati De

Department of Mathematics, Indian Institute of Technology Delhi, India.

Lecture 2: Introduction to LP

M. De Mathematical Programming
Variants of Linear Programming Problem
Examples

Optimization Problems

Minimize f0 (x)
Subject to fi (x) ≤ bi , i = 1, . . . , m.

the vector x = (x1 , ..., xn ) is the optimization variable or


Decision Variable of the problem,
the function f0 : Rn → R is the objective function,
the functions fi : Rn → R, i = 1, . . . , m are the (inequality)
constraint functions, and
the constants b1 , . . . , bm are the limits, or bounds, for the
constraints.

M. De Mathematical Programming
Variants of Linear Programming Problem
Examples

Optimization Problems

Minimize f0 (x)
Subject to fi (x) ≤ bi , i = 1, . . . , m.

A vector x ∗ is Optimal Solution if


it has the smallest objective value among all vectors that
satisfy the constraints:
for any z with f1 (z) ≤ b1 ,. . ., fm (z) ≤ bm , we have
f0 (z) ≥ f0 (x ∗ ).

M. De Mathematical Programming
Variants of Linear Programming Problem
Examples

Table of Contents

1 Variants of Linear Programming Problem

2 Examples

M. De Mathematical Programming
Variants of Linear Programming Problem
Examples

General Form

Minimize c T x
Subject to ai T x ≥ bi , i ∈ M1 ,
ai T x ≤ bi , i ∈ M2 ,
ai T x = bi , i ∈ M3 ,
xj ≥ 0, j ∈ N1 ,
xj ≤ 0, j ∈ N2 .

M. De Mathematical Programming
Variants of Linear Programming Problem
Examples

Some terminology

Decision Variables,
Free variable,
Cost Vector,
Objective/ Cost Function,
Feasible Solution/vector,
Feasible region,
Optimal Solution,
Cost is Unbounded below/ problem is unbounded.

M. De Mathematical Programming
Variants of Linear Programming Problem
Examples

Standard Form

Minimize c T x
Subject to Ax = b
x ≥ 0.

All restrictions are equalities and all variables are non-negetive.


Simplex method is applied over this form.

M. De Mathematical Programming
Variants of Linear Programming Problem
Examples

Canonical Form

Minimize c T x
Subject to Ax ≥ b
x ≥ 0.

A minimization problem is in Canonical Form if all restrictions


are of the ≥ type and all variables are non-negetive.
A maximization problem is in Canonical Form if all restrictions
are of the ≤ type and all variables are non-negetive.
Useful in exploiting duality relationship.

M. De Mathematical Programming
Variants of Linear Programming Problem
Examples

Three LP Forms

Are they equivalent?

M. De Mathematical Programming
Variants of Linear Programming Problem
Examples

Reduction to standard form

Elimination of free variables/ imposing non-negativity


constraints
Elimination of inequality constraints

M. De Mathematical Programming
Variants of Linear Programming Problem
Examples

Table of Contents

1 Variants of Linear Programming Problem

2 Examples

M. De Mathematical Programming
Variants of Linear Programming Problem
Examples

Transportation Problems

A coffee company has m plants.


coffee is shipped every week to n warehouses in major cities
for retail, distribution, and exporting.
unit shipping cost from plant i to warehouse j is cij .
production capacity at plant i is pi
demand at warehouse j is dj .
find the production-shipping pattern xij , from plant i to
warehouse j , i = 1, ..., m,j = 1, ..., n, which minimizes the
overall shipping cost.

M. De Mathematical Programming
Variants of Linear Programming Problem
Examples

Transportation Problems

Pm Pn
Minimize c x
Pni=1 j=1 ij ij
Subject to j=1 xij ≤ pi , i = 1, . . . m,
Pm
i=1 xij = dj , j = 1, . . . n,
xij ≥ 0, i = 1, . . . m, j = 1, . . . n.

M. De Mathematical Programming
Variants of Linear Programming Problem
Examples

Choosing Paths in a Communication Network

Consider a communication network consisting of n nodes.


A link allowing one-way transmission from node i to node j is
represnted by an ordered pair (i, j).
Let A be the set of all links.
Assume that each link (i, j) ∈ A can carry upto uij bits per
second.
There is a positive charge cij per bit transmitted along the
link (i, j) ∈ A.
Each node k generates b kl bits per second that need to be
transmitted to to node l (direct or indirect).
The problem is to transmit all data to their destinations while
minimizing the total cost.

M. De Mathematical Programming

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