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LP Intro (1)

LP

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9 views

LP Intro (1)

LP

Uploaded by

pankaj6386728204
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
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Download as PDF, TXT or read online on Scribd
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Linear programming: A toy example

 Ganesh Toys manufactures 2 types of wooden toys: soldiers,


trains.

 A soldier sells for Re. 27 and uses Re. 10 worth of raw


materials, and costs Re. 14 to manufacture in labor and
overhead costs.

 A train sells for Re. 21 and uses Re. 9 worth of raw


materials, and costs Re. 10 in labor and overhead costs.

 Manufacturing soldiers and trains requires 2 types of skilled


labor: carpentry and finishing. A soldier requires 2 hours of
Linear programming: A toy example

 finishing labor and 1 hour of carpentry labor, and a train


requires 1 hour of each.

 Each week Ganesh Toys can obtain all the needed raw
material but can obtain only 100 finishing hours and 80
carpentry hours.

 Demand for trains unlimited, but at most 40 soldiers will be


bought each week.

 Ganesh Toys wishes to maximize weekly profit (=rev-costs).


Decision Variables (DV), Objective
Function and Constraints
 x1=Number of soldiers produced each week.

 x2=Number of trains produced each week.

 27x1+21x2-(10x1+9x2)-(14x1+10x2)=3x1+2x2

 Max z=3x1+2x2

 Each week no more than 100 hours of finishing time may


be used.

 Each week no more than 80 hours of carpentry time may


be used.
Decision Variables (DV), Objective
Function and Constraints
 Because of limited demand, at most 40 soldiers should be
produced each week.

 So the maximization is subject to (thus Constrained


Optimization):

 2x1+x2 100

 x1+x2 80

 x1  40

 x1, x2 0 (sign restrictions). x1=20, x2=60 and z=180


LP considers only first quadrant
Max 3 P1 + 5 P2
P2 s.t. P1 < 4 (Plant 1)
2 P2 < 12 (Plant 2)
3 P1 + 2 P2 < 18 (Plant 3)
P1, P2 >0 (nonnegativity)

Every point in this nonnegative quadrant is


associated with a specific production alternative.
( point = decision = solution )

P1
0
The Constraint Equations
Max 3 P1 + 5 P2
P2 s.t. P1 < 4 (Plant 1)
2 P2 < 12 (Plant 2)
3 P1 + 2 P2 < 18 (Plant 3)
P1, P2 >0 (nonnegativity)

P1
(0,0) (4,0)
Geometry of Prototype Example (1)
Max 3 P1 + 5 P2
P2 s.t. P1 < 4 (Plant 1)
(0,6)
2 P2 < 12 (Plant 2)
3 P1 + 2 P2 < 18 (Plant 3)
P1, P2 >0 (nonnegativity)

P1
(0,0) (4,0)
Geometry of Prototype Example (2)
Max 3 P1 + 5 P2
P2 s.t. P1 < 4 (Plant 1)
(0,6) (2,6) 2 P2 < 12 (Plant 2)
3 P1 + 2 P2 < 18 (Plant 3)
P1, P2 >0 (nonnegativity)

(4,3)

(6,0)
P1
(0,0) (4,0)
Geometry of Prototype Example (3)
Max 3 P1 + 5 P2
P2 s.t. P1 < 4 (Plant 1)
(0,6) (2,6) 2 P2 < 12 (Plant 2)
3 P1 + 2 P2 < 18 (Plant 3)
P1, P2 >0 (nonnegativity)

(4,3)

(6,0)
P1
(0,0) (4,0)
Feasible Region

Max 3 P1 + 5 P2
P2 In Feasible Region
(0,6) (2,6)

Feasible region is the set of points


(solutions) that simultaneously satisfy
all the constraints. There are infinitely
many feasible points (solutions).

(4,3)

(6,0)
P1
(0,0) (4,0)
Moving the Objective Function
Max 3 P1 + 5 P2
P2
(0,6) (2,6)

Objective function contour


(iso-profit line) similarly, iso-cost
(4,3)

(6,0)
P1
(0,0) (4,0) 3 P1 + 5 P2 = 12
Optimal Solution
3 P1 + 5 P2 = 36 Max 3 P1 + 5 P2
P2 s.t. P1 < 4 (Plant 1)
(0,6) (2,6) 2 P2 < 12 (Plant 2)
3 P1 + 2 P2 < 18 (Plant 3)
P1, P2 >0 (nonnegativity)

Optimal Solution: the solution


for the simultaneous boundary
(4,3) equations of two active
constraints

(6,0)
P1
(0,0) (4,0)
Linear functions and Convex Sets
 Coefficients of Decision Var. in constraints: Technological
coefficients.

 Proportionality and Additivity: 1. Contribution to obj.


function from each D.V. is proportional to value of DV. 2.
Contribution to objective function for any variable is
independent of values of other variables.

 Divisibility: each DV allowed to assume fractional values

 Certainty assumption.

 Feasible Region for LP: set of all points satisfying constraints


Linear functions and Convex Sets
 Infeasible points, Optimal solution.

 Binding: if satisfied with equality when substituting values of


optimal solution in constraint, Non-binding constraints.

 Convex Sets: A set of points S in m-dimensional plane is a


convex set if the line segment joining any pair of points in S
is wholly contained in S. For any convex set S, a point P in S
is an extreme point (also, corner point) if each line segment
that lies completely in S and contains the point P has P as an
endpoint of the line segment.

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