Lec 1,2
Lec 1,2
Inequality constraints
An objective function, that is, a function whose value we either want to be as large as
possible (want to maximize it) or as small as possible (want to minimize it).
Generally speaking linear programming can be used for optimization problems if the following
conditions are satisfied;
1. There must be a well defined objective function which can be expressed as a linear
function of decision variables.
2. There must be constraints on the amount or extent of attainment of the objective and
these constraints must be capable of being expressed as linear equations or inequalities in
terms of variables.
3. There must be alternative courses of action eg a given product may be processed by two
different machines and the problem may be as to how much of the product to allocate to
which machine.
4. The decision variables should ne interrelated and non negative. Nin negativity means
linear programming deals with real life situations for which negative quantities are
generally illogical.
1
EXAMPLE ONE
A firm produces three products. These products are processed on three different
machines. The time required to manufacture one unit of each of the three products and
the daily capacity of the three machines is given in the table below;
Time per unit ( minutes)
Machine Product 1 Product 2 Product 3 Machine capacity
( minutes per day)
M1 2 3 2 440
M2 4 - 3 470
M3 2 5 - 430
Required
Formulate a linear programming model that will maximize daily profit.
SOLUTION
Let x1, x2 and x3 respectively be amounts of products 1, 2 and 3 produced daily
Objective function will be
Maximize Z= 4x1+ 3x2+6x3
Subject to constraints
2x1+ 3x2+2x3<440………………..( i)
4x1+ 0x2+3x3<470………………..(ii)
2x1+ 5x2+0x3<430……………….(iii)
GRAPHICAL METHOD
Such that
x +2 y ≤ 2
2 x+ y ≤ 2.5
x ≤ 0.5
Solve the problem using graphical method
Solution
2
x +2 y ≤ 2
Coordinates
X 0 2
Y 1 0
2
If x=0, 0+2 y ≤2 y= =1
2
If y =0,
x +2 ( 0 ) ≤ 2 , x=2
Coordinates become (0,1) and (2,0)
2 x+ y ≤ 2.5
Coordinates
X 0 1
Y 2.5 0.5
If x = 0, 2(0)+ y ≤ 2.5
Y=2.5
If x=1,
2(1)+ y ≤ 2.5
Y=2.5 – 2 = 0.5
x ≤ 0.5
This is a straight line perpendicular to x axis at point 0.5
3
Graph
y axis
2.5
2 x + y ≤ 2.5
2.0
1.5
1.0
B x +2 y ≤ 2
C
0.5 F.R
x ≤0.5
A D
0.5 1.0 1.5 2.0 2.5
x axis
FR = Feasible region
Its is an area defined by a set of coordinates that satisfy a system of inequalities.
The region satisfies all the restrictions imposed by linear programming scenario.
We need the coordinates of the corner points
4
CONCLUSION
Profit will be maximized at point C and maximum profit will be 21,250
Example 2
Max Z= 1,000x + 1,500y
Subject to
2x+ 4y < 100
3x + 2y < 80
Solve using graphical method