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Operations Research Session 2-3

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17 views25 pages

Operations Research Session 2-3

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sahil.mp2026
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OPERATIONS RESEARCH

IIM Bodh Gaya, MBA 2024-2026, Term II – 02-03

Dr. Rohit Agrawal


Email:- [email protected]
Linear Programming

Linear Programming
• Linear programming was first conceived by George B Dantzig, around
1947 at the end of the Second World War.
• Very historically, the work of a Russian mathematician first had taken
place in 1939 but since it was published in 1959, Dantzig was still
credited with starting linear programming.
• In fact Dantzig did not use the term linear programming. His first
paper was titled ‘Programming in Linear Structure’. Much later, the
term ‘Linear Programming’ was coined by Koopmans.
• The Simplex method which is the most popular and powerful tool to
solve linear programming problems, was published by Dantzig in
1949.

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.

Product Mix Problem


• Consider a small manufacturers making two products A and B. Two
resources R1 and R2 are required to make these products.
• Each unit of product A requires 1 unit of R1 and 3 units of R2. • Each
unit of product B requires 1 unit of R1 and 2 units of R2. • The
manufacturers has 5 units of R1 and 12 units of R2 available. • The
manufacturer also makes a profit of
✓Rs. 6 per unit of Product A sold and

✓Rs. 5 per unit of Product B sold.


X = number of units of A produced
Y = number of units of B produced

Maximize Profit: Z = 6X + 5Y
X+Y≤5
3X + 2Y ≤12
X, Y ≥ 0

Problem
LP Model Formulation - A Maximization Problem

• Product mix problem - Beaver Creek Pottery Company


• How many bowls and mugs should be produced to maximize
profits given labor and materials constraints?
• Product resource requirements and unit profit:

Resource Requirements

Clay Profit
ProductLabor (Lb./Unit) ($/Unit)
(Hr./Unit)

Bowl 1 4 40 Mug 2 3 50

Copyright © 2010 Pearson Education,


Inc. Publishing as Prentice Hall

LP Model Formulation - A Maximization Problem


LP Model Formulation - A Maximization Problem
Resource 40 hrs of labor per day
Availability: 120 lbs of clay

Decision x1 = number of bowls to produce per day


Variables: x2 = number of mugs to produce per day
Objective Maximize Z = $40x1 + $50x2
Function: Where Z = profit per day

Resource 1x1 + 2x2 ≤ 40 hours of labor


Constraints: 4x1 + 3x2 ≤ 120 pounds of clay
Non-Negativity x1 ≥ 0; x2 ≥ 0
Constraints:
Copyright © 2010 Pearson Education,
Inc. Publishing as Prentice Hall

LP Model Formulation - A Maximization Problem


Complete Linear Programming Model:

Maximize Z = $40x1 + $50x2

subject to: 1x1 + 2x2 ≤ 40


4x1 + 3x2 ≤ 120
x1, x2 ≥ 0

Copyright © 2010 Pearson Education,


Inc. Publishing as Prentice Hall

Feasible Solutions
A feasible solution does not violate any of the
constraints:
Example: x1 = 5 bowls
x2 = 10 mugs
Z = $40x1 + $50x2 = $700

Labor constraint check: 1(5) + 2(10) = 25 < 40 hours


Clay constraint check: 4(5) + 3(10) = 50 < 120 pounds

Copyright © 2010 Pearson Education,


Inc. Publishing as Prentice Hall
Infeasible Solutions

An infeasible solution violates at least one of the


constraints:

Example: x1 = 10 bowls
x2 = 20 mugs
Z = $40x1 + $50x2 = $1400

Labor constraint check: 1(10) + 2(20) = 50 > 40 hours

Copyright © 2010 Pearson Education,


Inc. Publishing as Prentice Hall
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.

Copyright © 2010 Pearson Education,


Inc. Publishing as Prentice Hall

Finding the Feasible Region

We begin by graphing the constraints on an XY coordinate


system to determine the set of all points that satisfy all the
constraints. This set of points is known as the feasible region for
the LP.

Since both variables must be non-negative, we know that the


feasible region must be within the first quadrant.

15
Coordinate Axes - Graphical Solution of Maximization Model

X2 is mugs

Maximize Z = $40x1 + $50x2


subject to: 1x1 + 2x2 ≤ 40
4x2 + 3x2 ≤ 120
x1, x2 ≥0

X1 is bowls
Copyright © 2010 Pearson Education,
Inc. Publishing as Prentice Hall
Figure 2.2 Coordinates for Graphical Analysis
Labor Constraint - Graphical Solution of Maximization Model

Maximize Z = $40x1 + $50x2


subject to: 1x1 + 2x2 ≤ 40
4x2 + 3x2 ≤ 120
x1, x2 ≥ 0
Figure 2.3 Graph of Labor Constraint
Copyright © 2010 Pearson Education,
Inc. Publishing as Prentice Hall

Maximize Z = $40x1 + $50x2 subject to: 1x1 + 2x2 ≤ 40 → 1 4x2 + 3x2 ≤ 120 → 2 x1, x2
≥0
Constraint 1
1x1 + 2x2 ≤ 40

x1x2
40 0

0 20
Constraint 2
4x2 + 3x2 ≤ 120
x1x2
30 0

0 40

Labor Constraint Area - Graphical Solution of Maximization Model

Maximize Z =
$40x1 + $50x2
subject to: 1x1 + 2x2 ≤ 40
4x2 + 3x2 ≤ 120
x1, x2 ≥ 0

Copyright © 2010 Pearson Education, Inc. Publishing as Prentice Hall

Figure 2.4 Labor Constraint Area


Clay Constraint Area - Graphical Solution of Maximization Model
Maximize Z =
$40x1 + $50x2
subject to: 1x1 +
2x2 ≤ 40
4x2 + 3x2 ≤ 120
x1, x2 ≥ 0

Copyright © 2010 Pearson Education, Inc. Publishing as Prentice Hall


Figure 2.5 Clay Constraint Area
Both Constraint - Graphical Solution of Maximization Model

Maximize Z =
$40x1 + $50x2
subject to: 1x1 +
2x2 ≤ 40
4x2 + 3x2 ≤ 120
x1, x2 ≥ 0
B
C
Copyright © 2010 Pearson Education, Inc. Publishing as Prentice Hall
oA

Figure 2.6 Graph of Both Model Constraints


Both Constraint - Graphical Solution of Maximization Model
Maximize Z = $40x1 + $50x2
subject to: 1x1 + 2x2 ≤ 40 ……… Eq.1
4x2 + 3x2 ≤ 120 …….. Eq.2
x1, x2 ≥ 0
• Feasible solution
Solve the 2 equations to get the coordinates of
point B.
(Eq.1 X 4) – (Eq.2 X 1) ➔ x2 = 8
Substitute x2 = 8 in Eq.1 ➔ x1 = 24
C
Point Coordina z
O te (0,0) 0

A (30,0) 1200
B (24,8) 1360
C (0,20) 1000

oA

The maximum z value of 1360 is achieved at Point B (i.e., x1 = 24 and x2 =


8) which implies the LPP has an unique solution.
Thank you
Any discussion is Welcome!

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