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Linear Programming, Graphical Solution

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Nhoemi Tano
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29 views

Linear Programming, Graphical Solution

Uploaded by

Nhoemi Tano
Copyright
© © All Rights Reserved
Available Formats
Download as PDF, TXT or read online on Scribd
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Quantitative

Methods
LINEAR PROGRAMMING,
GRAPHICAL METHOD
Linear Programming

What is Linear Programming?


• Linear Programming (LP) is a mathematical optimization technique.
It refers to a method which attempts to maximize or minimize some
objective.
• Linear programming is a subset of a larger area of mathematical
optimization procedures called mathematical programming, which is
concerned with making an optimal set of decisions.
The Linear Programming Model …A Standard form of LP Model

Below is the standard mathematical model for the general problem of allocating
resources to activities.
In particular, this model is to select the values for 𝑥1 , 𝑥2 , . . . , 𝑥𝑛 so as to
The Linear Programming Model …A Standard form of LP Model
Following are certain symbols that are commonly used to denote the various components
of a linear programming model.
The Linear Programming Model …A Standard form of LP Model
Data needed for a linear programming model involving the allocation of resources to activities.
The Linear Programming Model …A Standard form of LP Model
Common terminology for the linear programming model:
Objective function, 𝑍 = 𝑐1 𝑥1 + 𝑐2 𝑥2 + ⋯ + 𝑐𝑛 𝑥𝑛
• is the function being maximized/minimized.
• a mathematical representation of the overall goal stated in terms of the
decision variables.

Constraints
• are the restrictions in the model and are also stated in terms of the decision
variables.
• represent conditions which must be satisfied in determining the values of the
decision variables.
• The first 𝑚 constraints, 𝑎𝑖1 𝑥1 + 𝑎𝑖2 𝑥2 + ⋯ + 𝑎𝑖𝑛 𝑥𝑛 ≤ 𝑏𝑖 , 1 ≤ 𝑖 ≤ 𝑚, are
called functional constraints (or structural constraints)
• the 𝑥𝑗 ≥ 0 restrictions are called nonnegativity constraints (or nonnegativity
conditions)
The Linear Programming Model …Other forms of LP Model

Other Forms of Linear Programming Model


1. Minimizing rather than maximizing the objective function:
Minimize 𝑍 = 𝑐1 𝑥1 + 𝑐2 𝑥2 + ⋯ + 𝑐𝑛 𝑥𝑛 .
2. Some functional constraints with a greater-than-or-equal-to inequality:
𝑎𝑖1 𝑥1 + 𝑎𝑖2 𝑥2 + ⋯ + 𝑎𝑖𝑛 𝑥𝑛 ≥ 𝑏𝑖 for some values of 𝑖.
3. Some functional constraints in equation form:
𝑎𝑖1 𝑥1 + 𝑎𝑖2 𝑥2 + ⋯ + 𝑎𝑖𝑛 𝑥𝑛 = 𝑏𝑖 for some values of 𝑖.
4. Deleting the nonnegativity constraints for some decision variables:
𝑥𝑗 unrestricted in sign, for some values of 𝑗.
The Linear Programming Model …A Standard form of a Model

Terminology for Solutions of the Model


• A feasible solution is a solution for which all the constraints are satisfied.
• An infeasible solution is a solution for which at least one constraint is
violated.
• The feasible region is the collection of all feasible solutions.
• An optimal solution is a feasible solution that has the most favorable value of
the objective function.
• The most favorable value is the largest value if the objective function is to
be maximized, whereas it is the smallest value if the objective function is to be
minimized.
• A corner-point feasible (CPF) solution is a solution that lies at a corner of
the feasible region.
The Linear Programming Model …A Prototype Example
Example 1. The Wyndor Glass Co. Problem
The WYNDOR GLASS CO. produces high-quality glass products, including windows and glass
doors. It has three plants. Aluminum frames and hardware are made in Plant 1, wood frames are
made in Plant 2, and Plant 3 produces the glass and assembles the products. Because of declining
earnings, top management has decided to revamp the company’s product line. Unprofitable
products are being discontinued, releasing production capacity to launch two new products having
large sales potential:
Product 1: An 8-foot glass door with aluminum framing
Product 2: A 4 × 6 foot double-hung wood-framed window
Product 1 requires some of the production capacity in Plants 1 and 3, but none in Plant 2. Product 2
needs only Plants 2 and 3.

Definition of the Problem:


Determine what the production rates should be for the two products in order to maximize their total profit,
subject to the restrictions imposed by the limited production capacities available in the three plants. (Each
product will be produced in batches of 20, so the production rate is defined as the number of batches
produced per week.) Any combination of production rates that satisfies these restrictions is permitted,
including producing none of one product and as much as possible of the other
The Linear Programming Model …A Prototype Example
To formulate the mathematical (linear programming) model for the problem, let
𝑥1 = number of batches of product 1 produced per week
𝑥2 = number of batches of product 2 produced per week
𝑍 = total profit per week (in thousands of dollars) from producing these two products

Data for the Wyndor Glass Co. Problem


The Graphical Solution …A Prototype Example
The Graphical Solution …A Prototype Example

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