BLDG 518

OPERATIONS RESEARCH
2019/2020 ACADEMIC SESSION

Department of Building, Ahmadu Bello University Zaria, Nigeria.

Prepared by B.Umar.
2021
 MODULE 2
LINEAR PROGRAMMING
Minimization problems
 In this Class:
1. Introduction; .
2. Theory
 Terminologies of LP
 Structure of LP problem
 Assumptions of LP
 Advantages and Limitations of LP
3. Arrears of Application
4. Methods of solving LP problems; Graphical; Extreme corner method
5. Example: Maximization Problem
6. Example: Minimization Problem
7. Introduction to Simplex method
 Minimization Problems
Few Notes on Minimization Problems
1. Optimizing performance by reducing cost/resources consumption
2. Attaining requirement(s) at minimum cost or time possible
3. Statement of the constraints are usually in the form of at least, minimum
of , more than, greater than etc.
4. In equality is therefore in the form of ≥
5. Feasible region lies to the right or above graph of constraints equations.
6. Non-negativity condition holds
 Differences Between Maximization and
Minimization
S/n Maximization Minimization
o
1 The target is to maximize output or The target is to minimize cost or time
profit of production
2 Statements are in the form of at least, Statements are in the form of greater
not more than etc than, more than etc.
3 The in-equality sign is ≤ form The in-equality sign is ≥form
4 The feasible region is to the left, The feasible region is to the right,
below the shaded region of the graph above the shaded region of the graph
5 The solution with the highest value is The solution with the lowest value is
the optimum the optimum
6 The graph curve outwards (Convex) The graph curve inwards (Concave)
 Example 1:
A ceramic processing plant requested a supplier to supply 3 different types of
processed clay. The plant requires minimum of 20 m³ of Class I, 45 m³ Class II
and 56 m³ of Class III clays. The supplier is to source the processed clay from two
locations, A and B. Each trip of clay delivered to the ceramic processing plant cost
₦500 from location A and ₦600 from location B. The following Table provide the
quantity (m³) of each type of clay per trip delivered from the two sources A and B.
Use graphical method to determine the minimum cost of transporting the required
quantity of the clay to the ceramic plant.
 Solution
STEP 1: IDENTIFY THE VARIABLES
 Decisions variables: Two sources of clay, A and B.
 Constraints: Different types of clay needed in ceramic production i.e. type I,II
and III.
 Objective Function: minimize cost of supplying the clay
STEP 2: IDENTIFY THE PROBLEM DATA

Types of Clay Transportation Cost

SOURCES I II III (₦)

A 4 4.5 8 500

B 2 9 7 600

Minimum Daily Requirement (m³) 20 45 56

STEP 3: FORMULATE CONSTRAINT EQUATIONS
Let x represent number of trips to be supplied daily from Source A
Let y represent number of trips to be supplied daily from Source B.
Constraints
 Class I: 4x+2y ≥ 20…………………..(1)
 Class II: 4.5x +9y ≥ 45………………(2)
 Class III: 8x +7y ≥ 56……………….(3)
and X ≥ 0, Y ≥ 0.
STEP 4: FORMULATE THE OBJECTIVE FUNCTION
Minimize (cost of transportation) Z =500X + 600Y
STEP 5: Convert inequalities to equalities, and find values of x and y.
 4x+2y = 20. (5, 10). ………………………. (1)
 4.5x +9y = 45. (10, 5). ………………………. (2)
 8x +7y = 56. (7, 8). ……………………….. (3)
STEP 6: USING VALUES OF x AND y, PLOT GRAPH OF THE IN-
EQUALITY EQUATIONS
STEP 7: FIND OPTIMUM SOLUTION.

 In the graph Select extreme points to the right of the graph

Feasible points are:
A = (0, 10), B= (2.33,5.33), C= (4.66,2.66), D=(10,0)
 Insert values of feasible point in the objective function
Z =500X + 600Y
 Point A (0,10): 500(0)+ 600(10)= 6000
 Point B (2.33,5.33): 500(2.33)+600(5.33) = 4366
 Point C (4.66,2.66): 500(4.66)+600(2.66)= 3933
 Point D (10,0) 500(10)+0 = 5000
The minimum transportation cost is at point D (3933).
 STEP 8: Translate Values and implement solution
In order to minimize cost of transporting clay from two sources A
and B, the supplier should supply 5 trips of clay from source A
and 3 trips of clay from source B, and the minimum cost is
₦3933.
 Introduction to simplex Method
• A method of solving LP problems with more than 2 decision variables
• It works base on the fundamental theorem of LP: ‘’The optimal solution to
a linear programming problem if it exists, always occurs at one of the
corner points of the feasible solution space’’.
• The method progressively approaches and find the optimum solution
through iterative process.
• Also known as the iterative method
• The method find and moves from one basic feasible solution to another
solution that is better until the optimum solution is found
 Procedure for solving simplex method
1. Ensure the problem is in standard form
2. Convert sign of in-equality in equations to sign of equality
3. Create the solution tableau
4. Check for optimality
5. Select Pivot Variable
6. Create a new tableau
7. Check for optimality
8. Identify optimal values
 1. Standard form of LP problem
A standard LP problem has the following characteristics:
A. Is in the form of maximization
• Convert minimization to maximization: find dual of the problem
B. The right hand side of each constraint equation is non negative
• Convert negative values to positive values
C. All constraint are in the form in-equality
• Transform ≥ to ≤
• Transform in quality to equality by adding slack or surplus variables
and/or artificial variables
 1. Standard form of LP problem
e.g.
45 18 15 . 12
Minimize P=12x + 15y
Subject to: 45 8 35 . 15
45x + 45y ≥ 900 900 800 100 . 0
18x + 8y ≥ 800
15x + 35y ≥ 100 Maximize P= 900x +800y+100z
and x , y ≥ 0
45 45 . 900
18 8 . 800 Subject to:
15 35 . 100 45x+18y+15z ≤ 12
. . . . . . . . 45x + 8y + 35z ≤ 15
12 15 . 0
and x , y ≥ 0
 2. Convert sign of In-equality in equations to sign of
equality

 Introduce appropriate slack variables • Maximize P= 900x +800y+100z

to the equations Subject to:
• Slack or surplus variables 45x+18y+15z ≤ 12
represent un used resources 45x + 8y + 35z ≤ 15
added or subtracted to convert
sign of inequality to equality sign. and x , y ≥ 0
• Slack variables are added to
convert ≤ to = 45x+18y+15z + s1 = 12
• Surplus variables are subtracted 45x + 8y + 35z + s2 = 15
to convert ≥ to =
and x , y, s1,s2 ≥ 0
 3. Create the Solution Tableau

Variables x y z s1 s2 p b
Constraint 1 45 18 15 1 0 0 12
Constraint 2 45 8 35 0 1 0 15
Objective -9000 -800 -100 0 0 0 0
 4. Check optimality • Make all variables in the last row 0 or
positive
An optimum solution has all
• look for the value that can quickly get to
its values in the last row ≥ 0 ( zero in the last row
Non negative)
• This is the pivot column
• Since 3 elements in the last row are
negative, it means the solution is not • Identify the pivot row;
optimum
• The intersection value is the pivot element
• Make the pivot element 1 and all other
element in the same column 0
• Check optimality
• Repeat the process to find the optimum
solution
Thank you.