Introduction To Linear Programming

● Today many of the resources needed as inputs to

operations are in limited supply.
● Operations managers must understand the impact of
this situation on meeting their objectives.
● Linear programming (LP) is one way that operations
managers can determine how best to allocate their
scarce resources.
● NOTE: We will focus on formulation in this class.

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 Linear Programming (LP)

● There are five common types of decisions in which

LP may play a role
● Product mix
● Production plan
● Ingredient mix
● Transportation
● Assignment

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 LP Problems : Product Mix

● Objective
To select the mix of products or services that results
in maximum profits for the planning period
● Decision Variables
How much to produce and market of each product or
service for the planning period
● Constraints
Maximum amount of each product or service
demanded; Minimum amount of product or service
policy will allow; Maximum amount of resources
available
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 LP Problems : Production Plan

● Objective
To select the mix of products or services that results
in maximum profits for the planning period
● Decision Variables
How much to produce on straight-time labor and
overtime labor during each month of the year
● Constraints
Amount of products demanded in each month;
Maximum labor and machine capacity available in
each month; Maximum inventory space available in
each month
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 Recognizing LP Problems

Characteristics of LP Problems
● A well-defined single objective must be stated.

● There must be alternative courses of action.

● The total achievement of the objective must be

constrained by scarce resources or other restraints.

● The objective and each of the constraints must be

expressed as linear mathematical functions.

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 Steps in Formulating LP Problems

1. Define the objective. (min or max)

2. Define the decision variables.
3. Write the mathematical function for the objective.
4. Write a 1- or 2-word description of each constraint.
5. Write the right-hand side (RHS) of each constraint.
6. Write <, =, or > for each constraint.
7. Write the decision variables on LHS of each constraint.
8. Write the coefficient for each decision variable in each
constraint.

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 Example: LP Formulation

Cycle Trends is introducing two new lightweight

bicycle frames, the Deluxe and the Professional, to be
made from aluminum and steel alloys. The anticipated
unit profits are $10 for the Deluxe and $15 for the
Professional.
The number of pounds of each alloy needed per
frame is summarized on the next slide. A supplier
delivers 100 pounds of the aluminum alloy and 80
pounds of the steel alloy weekly. How many Deluxe
and Professional frames should Cycle Trends produce
each week?
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 Example: LP Formulation

Pounds of each alloy needed per frame

Aluminum Alloy Steel Alloy

Deluxe 2 3
Professional 4 2

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 Example: LP Formulation

Define the objective

● Maximize total weekly profit
Define the decision variables
● x1 = number of Deluxe frames produced weekly
● x2 = number of Professional frames produced
weekly
Write the mathematical objective function
● Max Z = 10x1 + 15x2

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 Example: LP Formulation

Write a one- or two-word description of each constraint

● Aluminum available
● Steel available
Write the right-hand side of each constraint
● 100
● 80
Write <, =, > for each constraint
● < 100
● < 80

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 Example: LP Formulation

●Write all the decision variables on the left-hand side

of each constraint
●x1 x2 < 100
●x1 x2 < 80
Write the coefficient for each decision in each constraint
●+ 2x1 + 4x2 < 100
●+ 3x1 + 2x2 < 80

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 Example: LP Formulation

● LP in Final Form
● Max Z = 10x1 + 15x2
● Subject To
●2x1 + 4x2 < 100 ( aluminum constraint)
●3x1 + 2x2 < 80 ( steel constraint)
●x1 , x2 > 0 (non-negativity constraints)

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 Example: LP Formulation

Montana Wood Products manufacturers two-high

quality products, tables and chairs. Its profit is $15 per
chair and $21 per table. Weekly production is
constrained by available labor and wood. Each chair
requires 4 labor hours and 8 board feet of wood while
each table requires 3 labor hours and 12 board feet of
wood. Available wood is 2400 board feet and
available labor is 920 hours. Management also
requires at least 40 tables and at least 4 chairs be
produced for every table produced. To maximize
profits, how many chairs and tables should be
produced? 13
 Example: LP Formulation

Define the objective

● Maximize total weekly profit
Define the decision variables
● x1 = number of chairs produced weekly
● x2 = number of tables produced weekly
Write the mathematical objective function
● Max Z = 15x1 + 21x2

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 Example: LP Formulation

Write a one- or two-word description of each constraint

● Labor hours available
● Board feet available
● At least 40 tables
● At least 4 chairs for every table
Write the right-hand side of each constraint
● 920
● 2400
● 40
● 4 to 1 ratio
Write <, =, > for each constraint
● < 920
● < 2400
● > 40
● 4 to 1

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 Example: LP Formulation

● Write all the decision variables on the left-hand side of each

constraint
● x1 x2 < 920
● x1 x2 < 2400
● x2 > 40
● 4 to 1 ratio x1 / x2 ≥ 4/1
Write the coefficient for each decision in each constraint
● + 4x1 + 3x2 < 920
● + 8x1 + 12x2 < 2400
● x2 > 40
● x1 ≥ 4 x 2

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 Example: LP Formulation

● LP in Final Form
● Max Z = 15x1 + 21x2
● Subject To
●4x1 + 3x2 < 920 ( labor constraint)
●8x1 + 12x2 < 2400 ( wood constraint)
●x2 - 40 > 0 (make at least 40 tables)
●x1 - 4 x2 > 0 (at least 4 chairs for every table)
●x1 , x2 > 0 (non-negativity constraints)

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 Example: LP Formulation

The Sureset Concrete Company produces concrete.

Two ingredients in concrete are sand (costs $6 per ton)
and gravel (costs $8 per ton). Sand and gravel together
must make up exactly 75% of the weight of the
concrete. Also, no more than 40% of the concrete can
be sand and at least 30% of the concrete be gravel.
Each day 2000 tons of concrete are produced. To
minimize costs, how many tons of gravel and sand
should be purchased each day?

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 Example: LP Formulation

Define the objective

● Minimize daily costs
Define the decision variables
● x1 = tons of sand purchased
● x2 = tons of gravel purchased
Write the mathematical objective function
● Min Z = 6x1 + 8x2

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 Example: LP Formulation

Write a one- or two-word description of each constraint

● 75% must be sand and gravel
● No more than 40% must be sand
● At least 30% must be gravel
Write the right-hand side of each constraint
● .75(2000)
● .40(2000)
● .30(2000)
Write <, =, > for each constraint
● = 1500
● < 800
● > 600
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 Example: LP Formulation

●Write all the decision variables on the left-hand side

of each constraint
●x1 x2 = 1500
●x1 < 800
●x2 > 600
Write the coefficient for each decision in each constraint
●+ x1 + x2 = 1500
●+ x1 < 800
●x2 > 600

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 Example: LP Formulation

● LP in Final Form
● Min Z = 6x1 + 8x2
● Subject To
●x1 + x2 = 1500 ( mix constraint)
●x1 < 800 ( mix constraint)
●x2 > 600 ( mix constraint )
●x1 , x2 > 0 (non-negativity constraints)

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 LP Problems in General

● Units of each term in a constraint must be the same as

the RHS
● Units of each term in the objective function must be
the same as Z
● Units between constraints do not have to be the same
● LP problem can have a mixture of constraint types

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 LP Problem

● Galaxy Ind. produces two water guns, the Space Ray

and the Zapper. Galaxy earns a profit of $3 for every
Space Ray and $2 for every Zapper. Space Rays and
Zappers require 2 and 4 production minutes per unit,
respectively. Also, Space Rays and Zappers require .5
and .3 pounds of plastic, respectively. Given
constraints of 40 production hours, 1200 pounds of
plastic, Space Ray production can’t exceed Zapper
production by more than 450 units; formulate the
problem such that Galaxy maximizes profit.

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 LP Model

R = # of Space Rays to produce

Z = # of Zappers to produce

Max Z = 3.00R + 2.00Z

ST
2R + 4Z ≤ 2400 can’t exceed available hours (40*60)
.5R + .3Z ≤ 1200 can’t exceed available plastic
R - S ≤ 450 Space Rays can’t exceed Zappers by more
than 450
R, S ≥ 0 non-negativity constraint

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 LP Problem
The White Horse Apple Products Company purchases apples
from local growers and makes applesauce and apple juice. It
costs $0.60 to produce a jar of applesauce and $0.85 to
produce a bottle of apple juice. The company has a policy that
at least 30% but not more than 60% of its output must be
applesauce.
The company wants to meet but not exceed demand for each
product. The marketing manager estimates that the maximum
demand for applesauce is 5,000 jars, plus an additional 3 jars
for each $1 spent on advertising. Maximum demand for apple
juice is estimated to be 4,000 bottles, plus an additional 5
bottles for every $1 spent to promote apple juice. The
company has $16,000 to spend on producing and advertising
applesauce and apple juice. Applesauce sells for $1.45 per jar;
apple juice sells for $1.75 per bottle. The company wants to
know how many units of each to produce and how much
advertising to spend on each in order to maximize profit.
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 LP Model

S = # jars apple Sauce to make

J = # bottles apple Juice to make
SA = $ for apple Sauce Advertising
JA = $ for apple Juice Advertising

Max Z = 1.45S + 1.75J - .6S - .85J – SA – JA

ST
S ≥ .3(S + J) at least 30% apple sauce
S ≤ .6(S + J) no more than 60% apple sauce
S ≤ 5000 + 3SA don’t exceed demand for apple sauce
J ≤ 4000 + 5JA don’t exceed demand for apple juice
.6S + .85J + SA + JA ≤ 16000 budget

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 LP Problem
A ship has two cargo holds, one fore and one aft. The fore cargo hold has a
weight capacity of 70,000 pounds and a volume capacity of 30,000 cubic
feet. The aft hold has a weight capacity of 90,000 pounds and a volume
capacity of 40,000 cubic feet. The shipowner has contracted to carry loads
of packaged beef and grain. The total weight of the available beef is
85,000 pounds; the total weight of the available grain is 100,000 pounds.
The volume per mass of the beef is 0.2 cubic foot per pound, and the
volume per mass of the grain is 0.4 cubic foot per pound. The profit for
shipping beef is $0.35 per pound, and the profit for shipping grain is $0.12
per pound. The shipowner is free to accept all or part of the available
cargo; he wants to know how much meat and grain to accept in order to
maximize profit.

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 LP Model

BF = # lbs beef to load in fore cargo hold

BA = # lbs beef to load in aft cargo hold
GF = # lbs grain to load in fore cargo hold
GA = # lbs grain to load in aft cargo hold

Max Z = .35 BF + .35BA + .12GF + .12 GA

ST
BF + GF ≤ 70000 fore weight capacity – lbs
BA + GA ≤ 90000 aft weight capacity – lbs
.2BF + .4GF ≤ 30000 for volume capacity – cubic feet
.2BA + .4GA ≤ 40000for volume capacity – cubic feet
BF + BA ≤ 85000 max beef available
GF + GA ≤ 100000 max grain available

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 LP Problem

In the summer, the City of Sunset Beach staffs lifeguard

stations seven days a week. Regulations require that city
employees (including lifeguards) work five days a week and
be given two consecutive days off. Insurance requirements
mandate that Sunset Beach provide at least one lifeguard per
8000 average daily attendance on any given day. The average
daily attendance figures by day are as follows: Sunday –
58,000, Monday – 42,000, Tuesday – 35,000, Wednesday –
25,000, Thursday – 44,000, Friday – 51,000 and Saturday –
68,000. Given a tight budget constraint, the city would like to
determine a schedule that will employ as few lifeguards as
possible.

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 LP Model

● X1 = number of lifeguards scheduled to begin on Sunday

● X2 = “ “ “ “ “ Monday
● X3 = “ “ “ “ “ Tuesday
● X4 = “ “ “ “ “ Wednesday
● X5 = “ “ “ “ “ Thursday
● X6 = “ “ “ “ “ Friday
● X7 = “ “ “ “ “ Saturday

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 LP Model

Min X1 + X2 + X3 + X4 + X5 + X6 + X7
ST
X1 + X4 + X5 + X6 +X7 ≥ 8 (Sunday)
X1 + X2 + X5 + X6 +X7 ≥ 6 (Monday)
X1 + X2 + X3 + X6 +X7 ≥ 5 (Tuesday)
X1 + X2 + X3 + X4 +X7 ≥ 4 (Wednesday)
X1 + X2 + X3 + X4 +X5 ≥ 6 (Thursday)
X2 + X3 + X4 + X5 +X6 ≥ 7 (Friday)
X3 + X4 + X5 + X6 +X7 ≥ 9 (Saturday)
All variables ≥ 0 and integer

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