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ASK Week 1-2 Linear Programming

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7 views

ASK Week 1-2 Linear Programming

Tst

Uploaded by

HENDI NOVIANTO
Copyright
© © All Rights Reserved
Available Formats
Download as PDF, TXT or read online on Scribd
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Linear Programmng

Linear programming is used to allocate resources, plan


production, schedule workers, plan investment
portfolios and formulate marketing (and military)
strategies.
The versatility and economic impact of linear
programming in today’s industrial world is truly
awesome.
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What is a Linear Program?
 A linear program is a mathematical model
that indicates the goal and requirements of
an allocation problem.
 It has two or more non-negative variables.
 Its objective is expressed as a mathematical
function. The objective function plots as a
line on a two-dimensional graph.
 There are constraints that affect possible
levels of the variables. In two dimensions
these plot as lines and ordinarily define
areas in which the solution must lie.

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Antique Furniture
Problem Formulation
 Let XT and XC denote the number of tables and
chairs to be made. (Define variables)
 Maximize P = 6XT + 8XC (Objective function)
 Subject to: (Constraints)
30XT + 20XC < 300 (wood)
5XT + 10XC < 110 (labor)
 where XT and XC > 0 (non-negativity conditions)
 Letting XT represent the horizontal axis and XC the
vertical, the constraints and non-negativity
conditions define the feasible solution region.
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Feasible Solution Region for
Antique Furniture Problem

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Graphing to Find Feasible
Solution Region
 For an inequality constraint (with < or >),
first plot as a line: 30XT + 20XC = 300.
 Get two points. Intercepts are easiest:
 Set XC = 0, solve for XT for horizontal intercept:
30XT + 20(0) = 300 => XT = 300/30 = 10
 Set XT = 0, solve for XC for vertical intercept:
30(0) + 20XC = 300 => XC = 300/20 = 15
 Above gets wood line. Do same for labor.
 Mark valid sides and shade feasible solution
region. Any point there satisfies all
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constraints and non-negativity conditions.
Graphing to Find Feasible
Solution Region
 To establish valid side, pick a test point
(usually the origin). If that point satisfies
the constraint, all points on same side are
valid. Otherwise, all points on other side
are instead valid.
 Equality constraints have no valid side. The
solution must be on the line itself.
 Some constraint lines are horizontal or
vertical. These involve only one variable
and one intercept.

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Finding Most Attractive Corner
 The optimal solution will always correspond to a
corner point of the feasible solution region.
 Because there can be many corners, the most
attractive corner is easiest to find visually.
 That is done by plotting two P lines for arbitrary
profit levels.
 Since the P lines will be parallel, just hold your
pencil at the same angle and role it in from the
smaller P’s line toward the bigger one’s That is
the direction of improvement.
 Continue rolling until only one point lies beneath
the pencil. That is the most attractive corner.
(Problems can have two most attractive corners.)
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Most Attractive Corner for
Antique Furniture Problem

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Finding the Optimal Solution
 The coordinates of the most attractive
corner provide the optimal levels.
 Because reading from graph may be
inaccurate, it is best to solve algebraically.
 Simultaneously solving the wood and labor
equations, the optimal solution is:
XT = 4 tables
XC = 9 chairs
P = 6(4) + 8(9) = 96 dollars
 Note: supply the computed level of the
objective in reporting the optimal solution.
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Advice for Solving Linear
Programs
 The most attractive corner need not be
where the two lines cross. Verify by
 doubling the table profit. Then the P lines will
be steeper, and (XT = 10, XC = 0) would be best.
 doubling instead the chair profit. The P lines
will be flatter, and (XT = 0, XC = 11) is best.
 Problems can have more than 2 constraints.
 The objective function can involve negative
coefficients.
 Therefore, the better Ps may not lie to the right.
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 Use 2 lines to guarantee getting right direction.
Cost Minimization

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Minimizing Cost:
Delicious-Mix Problem
 Let XB and XS denote pounds of buckwheat
and sunflower in mixture.
Minimize C=.18XB + .10XS
Subject to: .04XB + .06XS > 480 (fat)
.12XB + .10XS > 1,200 (prot.)
.10XB + .15XS > 1,500 (rough.)
where X B, X S > 0
 The optimal solution is:
XB = 3,750 pounds
XS = 7,500 pounds
C = .18(3,750) + .10(7,500) = 1,425 dollars
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Minimizing Cost:
Delicious-Mix Problem

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Other Constraint Types
 Resources: amount used < available level.
 Requirements: quan. > minimum (< max.).
 XT > 5 (demand) XC < 5 (capacity)
 Mixture: product > (or <) multiple of other.
 XC > 4XT (at least 4 chairs per table made)
 XB < .5XS (buckw. not exceed 1/2 wt of sunfl.)
 Transform before plotting:
 XC  4XT > 0 XB  .5XS < 0
 Equality: XT + XC = 10 (exactly 10 items)
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Special Problem Types
 Infeasible Problems: These arise from
contradictions among the constraints. No
solution possible until conflict is resolved.
 Ties for optimal solution: Multiple optimal
solutions can exist. Any linear combination
of two optimal corners is also optimal.
 Unbounded problems: Feasible solution
regions may be open-ended, and the
direction of improvement coincides.
 Mathematically, any profit is possible.
 Generally nonsensical, possibly due to a
missing constraint. Fix and solve again.
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