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Operations Research

Introduction to Linear
Programming

Operations Research is
 A field of Engineering and management
science that uses mathematical models
to find the optimal, or most efficient,
way of using limited resources to
achieve the objectives of an individual, a
system, or of a business.
 A Mathematical Optimization technique
must be used to find the optimal
solution

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Applications of Math modeling and

Optimization

 Determining Product Mix

 Manufacturing

 Routing and Logistics ‫التوجيه والخدمات‬

 Financial Planning ‫التخطيط المالي‬

Characteristics of Mathematical
Modeling
A Math Model (or an optimization
Model) requires defining:

 Decision Variables

 Objectives

 Constraints

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General Form of an Optimization

Problem
MAX (or MIN): f0(X1, X2, …, Xn)
Subject to: f1(X1, X2, …, Xn) ≤ b1
:
fk(X1, X2, …, Xn) ≥ bk
:
fm(X1, X2, …, Xn) = bm
Note: If all the functions in an optimization are
linear, the problem is a Linear Programming (LP)
problem

Linear Programming (LP) Problems are:

MAX (or MIN): c1X1+ c2X2+ … + cnXn
Subject to: a11X1+ a12X2+ … + a1nXn ≤ b1
:
ak1X1+ ak2X2+ … + aknXn ≥ bk
:
am1X1+ am2X2+ … + amnXn = bm

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Linear Programming (LP) Problem Formulation

Five Steps In Formulating LP Models:
1. Understand the problem.
2. Identify the decision variables.
3.State the objective function as a linear combination
of the decision variables.
4. State the constraints as linear combinations of the
decision variables.
5. Identify any upper or lower bounds on the decision
variables.

Example 1:
Suppose an industry is manufacturing tow types of products P1 and
P2. The profits per Kg of the two products are Rs.30 )‫ )روبية‬and
Rs.40 respectively. These two products require processing in three
types of machines. The following table shows the available machine
hours per day and the time required on each machine to produce
one Kg of P1 and P2. Formulate the problem in the form of linear
programming model.

1. Understand the problem.

2. Identify the decision variables.
Let x1 = amount of P1
x2 = amount of P2

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3.State the objective function as a linear combination of the

decision variables.
30x1 + 40x2
4. State the constraints as linear combinations of the decision
variables.
Since one Kg of P1 requires 3 hours of processing time in
machine 1 while the corresponding requirement of P2 is 2 hours.
So, the first constraint can be expressed as
3x1 + 2x2 ≤ 600
Similarly, corresponding to machine 2 and 3 the constraints are
3x1 + 5x2 ≤ 800
5x1 + 6x2 ≤ 1100

5. Identify any upper or lower bounds on the decision variables

There is no negative production, which may be represented

algebraically as
x1 ≥ 0 ; x2 ≥ 0

Thus, the product mix problem in the linear

programming model is as follows:
Maximize
30x1 + 40x2
Subject to:
3x1 + 2x2 ≤ 600
3x1 + 5x2 ≤ 800
5x1 + 6x2 ≤ 1100
x1≥ 0, x2 ≥ 0

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Example 2:
A company owns two flour mills. A and B, which have different
production capacities for high, medium and low quality flour. The
company has entered a contract to supply flour to a firm every month
with at least 8, 12 and 24 quintals )‫ (قنطار‬of high, medium and low
quality respectively. It costs the company Rs.2000 and Rs.1500 per
day to run mill A and B respectively. On a day, Mill A produces 6, 2
and 4 quintals of high, medium and low quality flour, Mill B produces
2, 4 and 12 quintals of high, medium and low quality flour
respectively. How many days per month should each mill be operated
in order to meet the contract order most economically.
Sol. cost A /day B /day Min Production
Rs.2000 Rs.1500 Quintals Per month

High 6 2 8
medium 2 4 12
Low 4 12 24

Let us define
x1=number of working days per month of mills A
x2=number of working days per month of mills B
The linear programming problem is given by

Minimize
2000x1 + 1500x2
Subject to:
6x1 + 2x2 ≥ 8
2x1 + 4x2 ≥ 12
4x1 + 12x2 ≥ 24
x1 ≥ 0, x2 ≥ 0

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Solution of Linear Models

Example 3: A Product Mix Problem
REDDY MIKKS produces two types of paint; Exterior and interior
paints. It uses two types of raw materials )‫(المواد الخام‬for their
production. The following technical data are collected:

cost Tons of raw material per ton of: Max daily

Exterior Interior availability

Raw Material M1 6 4 24 tons

Raw Material M2 1 2 6 tons
Profit per ton $5 $4

A market survey restricts daily demand of interior paint to 2

tons, and that daily interior paint can not exceed exterior paint
by more than 1 ton . Find the daily amount of each type paint to
maximize profit

5 Steps In Formulating LP Models:

1. Understand the problem.

2. Identify the decision variables.
X1=Tons produced daily of Exterior paint
X2=Tons produced daily of Interior paint
3.State the objective function as a linear combination
of the decision variables.
MAX: 5 X1+ 4 X2

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4. State the constraints as linear combinations of the

decision variables.
6 X1+ 4 X2 ≤ 24} material M1
1 X1+ 2 X2 ≤ 6 } material M2
-1 X1+ 1 X2 ≤ 1 } Demand
1 X2 ≤ 2 } Demand
5. Identify any upper or lower bounds on the decision
variables.
X1 ≥ 0
X2 ≥ 0

LP Model for REDDY MIKKS

MAX:
5X1+4X2
S.T.:
6 X 1 + 4 X 2 ≤ 24
1X1+2X2≤6
-1X1+1X2≤1
1X2≤2
X1≥0
X2≥0

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Solving LP Problems: 1- An Intuitive Approach

 Idea: Each Exterior ton (X 1 ) generates the highest unit

profit ($ 5 ), so let’s make as many of them as possible!
 How many would that be?
–Let X2= 0
•1st constraint: 1X1 ≤ 4
•2nd constraint: X1 ≤ 6
•3rd constraint: -X1 ≤ 1
 If X2=0, the maximum value of X1 is 4 and the total
profit is $5 * 4 + $ 4 * 0 = $ 20
 This solution is feasible, but is it optimal?!
 No!

Solving LP Problems: 2- A Graphical Approach

The constraints of an LP problem

defines its feasible region.
The best point in the feasible region
is the optimal solution to the
problem.
For LP problems with 2 variables, it
is easy to plot the feasible region
and find the optimal solution.

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X2
Potting The First Constraint
6 X 1 + 4 X 2 ≤ 24

X1≥0
X2≥0

X1

X2
Plotting the 2nd Constraint
1X1+2X2≤6

X1

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X2 Plotting ALL Constraints

S.T.:
6 X 1 + 4 X 2 ≤ 24
1X1+2X2≤6
-1X1+1X2≤1
1X2≤2
X1≥0
X2≥0

X1

X2
objective function
optimal solution
5 X 1 + 4 X 2=20 MAX:
5X1+4X2

Optimal solution
X 1 =3
X2=1.5
Objective function= 21

X1

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Example 4:
Blue Ridge produces two types of water pumping
systems Aqua-Storm Hydro-Luxes
Aqua-Storm Hydro-Lux
Pumps 1 1
Work 9 hours 6 hours
Tubing 12 feet 16 feet
Unit Profit $350 $300

There are 200 pumps, 1566 hours of (work) labor,

and 2880 feet of tubing available

5 Steps In Formulating LP Models:

1. Understand the problem.
2. Identify the decision variables.
X1=number of Aqua-Storm to produce
X2=number of Hydro-Luxesto produce
3.State the objective function as a linear
combination of the decision variables.
MAX: 350X1+ 300X2

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5 Steps In Formulating LP Models (continued)

4. State the constraints as linear
combinations of the decision variables.
1X1+ 1X2 ≤ 200} pumps
9X1+ 6X2 ≤ 1566} work
12X1+ 16X2 ≤ 2880} tubing
5. Identify any upper or lower bounds on
the decision variables.
X1 ≥ 0

X2 ≥ 0

LP Model for Blue Ridge

MAX:
350X1+ 300X2
S.T.: 1X1+ 1X2 ≤ 200
9X1+ 6X2 ≤ 1566
12X1+ 16X2 ≤ 2880
X1 ≥ 0
X2 ≥ 0

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Solving LP Problems: A Graphical Approach

Plotting the First Constraint

Plotting the Second Constraint

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Plotting the Third Constraint

Plotting A Level Curve of the Objective

Function

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A Second Level Curve of the Objective

Function

We have two
methods to
obtain the
optimal point

1- Using A Level Curve to Locate the

Optimal Solution

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Calculating the Optimal Solution

•The optimal solution occurs where the “pumps” and “work”
constraints intersect.
•This occurs where:
X1+ X2= 200 (1)
and 9X1+ 6X2= 1566 (2)
•From (1) we have, X2= 200 -X1 (3)
•Substituting (3) for X2 in (2) we have,
9X1+ 6 (200 -X1) = 1566
which reduces to X1= 122
•So the optimal solution is,
X1=122, X2=200-X1=78
Total Profit = $350*122 + $300*78 = $66,100

2- Enumerating The Corner Points

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Summary of Graphical Solution to

LP Problems
1) Plot the boundary line of each
constraint
2) Identify the feasible region
3) Locate the optimal solution by
either:
a. Plotting level curves
b. Enumerating the extreme points

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