10/31/2024

Airports and Airlines

SPC577

Lecture 05
Introduction to linear programming Problems
Dr. Mohannad Draz
Assistant Professor
Zewail City of Science, Technology and Innovation
[email protected]

Lecture o Introduction

o Two-Variables LP Model
Contents o Example 1
o LP Model in Equation Form (The
Simplex Method)
o Transition From Graphical to Algebraic
Solution

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Introduction
Real-Life Application—Frontier Airlines Purchases Fuel Economically

The fueling of an aircraft can take place at any of the stopovers along a flight
route.

Fuel price varies among the stopovers, and potential savings can be realized by
tankering
(loading) extra fuel at a cheaper location for use on subsequent flight legs.

The disadvantage is that the extra weight of tanker fuel will result in higher
gasoline burn. Linear programming (LP) and heuristics are used to determine the
optimum amount of tinkering that balances the cost of excess burn against the
savings in fuel cost.

The study in 1981 resulted in net savings of about $350,000 per year. With the
significant rise in the cost of fuel, many airlines are using LP-based tankering
software to purchase fuel.

Two-Variables LP model

Example: The Reddy Mikks Company

Reddy Mikks produces both interior and exterior paints from two raw materials,
M1 and M2.
The following table provides the basic data of the problem:

The daily demand for interior paint cannot exceed that for exterior paint by more than
one ton.
The maximum daily demand for interior paint is two tons.

Reddy Mikks wants to determine the optimum (best) product mix of interior and
exterior paints that maximizes the total daily profit.

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Solution
All OR models, LP included, consist of three basic components:

1. Decision variables that we seek to determine.

2. Objective (goal) that we need to optimize (maximize or minimize).
3. Constraints that the solution must satisfy.
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1. The decision variables of the model are defined as:

x1 = Tons produced daily of exterior paint.

x2 = Tons produced daily of interior paint.

2. The objective is to maximize the daily profit

Profit from exterior paint = 5x1 thousand dollars

Profit from interior paint = 4x2 thousand dollars

z is the total daily profit (thousand dollars )

z = 5x1 + 4x2 (Maximize)

3. Constraints

3.1 The daily usage of raw material M1 is 6 tons per ton of exterior paint and 4 tons per
ton of interior paint. Thus,

Usage of raw material M1 by both paints = 6x1 + 4x2 tons/day

Usage of raw material M2 by both paints = 1x1 + 2x2 tons/day

3.2 The maximum daily availability of raw materials M1 is 24 and for M2 is 6 tons.

Thus, the raw material constraints are:

6x1 + 4x2 ≤ 24 → Raw material M1

x1 + 2x2 ≤ 6 → Raw material M2

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3.3 The first restriction on product demand stipulates that the daily production of
interior paint cannot exceed that of exterior paint by more than one ton,:

x2 - x1 ≤ 1 → Market limit

3.4 The maximum daily demand for interior paint is two tons.

x2 ≤ 2 →Demand limit2

3.5 An implicit (or “understood-to-be”) restriction requires (all) the variables, x1 and x2,
to assume zero or positive values only.
The restrictions are referred to as nonnegativity constraints.

x1 ≥ 0
x2 ≥ 0

The complete Reddy Mikks model is(Objective):

Subjected to(Constraints):

Any values of x1 and x2 that satisfy all constraints constitute a feasible solution.
Otherwise, the solution is infeasible.

The goal of the problem is to find the optimum, the best feasible solution that maximizes
the total profit z.

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Note that. The objective and the constraint function in all LPs must be linear.

Additionally, all the parameters (coefficients of the objective and constraint functions)
of the model are known with certainty.

Solving Graphically
The graphical solution includes two steps:

1. Determination of the feasible solution space.

2. Determination of the optimum solution from among all the points in the solution
space.

Step 1. Determination of the Feasible Solution Space

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Step 2. Determination of the Optimum Solution

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LP Model in Equation Form (The Simplex Method)

The development of the simplex method computations is facilitated by imposing two

requirements on the LP model:

1. All the constraints are equations with nonnegative right-hand side.

2. All the variables are nonnegative.

Converting inequalities into equations with nonnegative right-hand side. To convert

a (≤ or ≥)-inequality to an equation, a nonnegative slack variable is added to the left-
hand side of the constraint.

For example, the M1 constraint of the Reddy Mikks model

(Example) is converted into an equation as

6x1 + 4x2 ≤ 24 → 6x1 + 4x2 + s1 = 24 , s1 ≥ 0

x1 + x2 ≥ 800 → x1 + x2 - S1 = 800, S1 ≥ 0

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Transition From Graphical to Algebraic Solution

We can see that the graphical solution space has an infinite number of solution
points, but how can we draw a similar conclusion from the algebraic
representation of the solution space?

The answer is that, in all nontrivial LPs, the number of equations m is always
less than the number of variables n,

Thus yielding an infinite number of solutions (provided the equations are

consistent).

For example, the equation x + y = 1 has m = 1 and n = 2 and yields an infinite

number of solutions because any point on the straight line x + y = 1 is a solution.

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In the algebraic solution space (defined by m x n equations, m < n),

Basic solutions correspond to the corner points in the graphical solution space.

They are determined by setting n - m variables equal to zero and solving the m equations
for the remaining m variables,

The maximum number of corner points is

Corner points are the basic feasible solutions that completely define the candidates for
the optimum solution in the algebraic solutions space.

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Example
Consider the following LP with two variables:

subject to

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Solution (Graphically)

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Solution Algebraic
Algebraically, the solution space of the LP is represented by the following m = 2
equations and n = 4 variables:

The basic solutions are determined by setting n – m = 4 - 2 = 2 variables equal to zero

and solving for the remaining m(= 2) variables.

For example, if we set x1 = 0 and x2 = 0, the equations provide the unique basic solution.

s1 = 4, s2 = 5

This solution corresponds to point A (s1 = 4 and s2 = 5 at point A).

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Solution Algebraic
Another point can be determined by setting s1 = 0 and s2 = 0 and then solving the
resulting two equations
2x1 + x2 = 4
x1 + 2x2 = 5

The associated basic solution is (x1 = 1, x2 = 2), or point C

Consider all combinations in which n - m variables equal zero and solve the
resulting equations.

Once done, the optimum solution is the feasible basic solution (corner point) with the
best objective value. (the maximum number of corner points is

Looking at the Figure , we can spot the four corner points A, B, C, and D.

So, where are the remaining two? In fact, points E and F also are corner points. But,
they are infeasible, and, hence, are not candidates for the optimum.

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To complete the transition from the graphical to the algebraic solution,

The zero n – m variables are known as nonbasic variables. The remaining m variables
are called basic variables, and their solution (obtained by solving the m equations) is
referred to as basic solution. The following table provides all the basic and nonbasic
solutions of the current example.

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We can see from the preceding illustration that, as the size of the problem increases,
enumerating all the corner points becomes a prohibitive task. For example, for m = 10
and n = 20, it is necessary to solve C2010= 184,7562 sets of 10 * 10 equations, a
staggering task, particularly when we realize that a 110 * 202-LP is a very small size
(real-life LPs can include thousands of variables and constraints).

The simplex method alleviates this computational burden dramatically by

investigating only a subset of all possible basic feasible solutions (corner points).
This is what the simplex algorithm does.

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THANK
YOU
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