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Chapter 2

This document provides an overview of linear programming, focusing on the graphical method for solving optimization problems. It outlines the steps for developing a linear programming model, including formulation, solution, and interpretation, and presents an example involving a furniture company to illustrate the concepts. Key characteristics of linear programming, such as feasible regions, optimal solutions, and special situations like infeasibility and redundant constraints, are also discussed.

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2 views24 pages

Chapter 2

This document provides an overview of linear programming, focusing on the graphical method for solving optimization problems. It outlines the steps for developing a linear programming model, including formulation, solution, and interpretation, and presents an example involving a furniture company to illustrate the concepts. Key characteristics of linear programming, such as feasible regions, optimal solutions, and special situations like infeasibility and redundant constraints, are also discussed.

Uploaded by

sky998493
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as PDF, TXT or read online on Scribd
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TOPIC

LINEAR PROGRAMMING
GRAPHICAL METHOD

by
Vikash Sonkar
Linear programming
Definition
A linear programming problem is an
optimization problem for which we do the
following.
★We attemp to maximize a linear function
of decision variables called objective
function .
A function f(x1,x2,.....xn) is a linear function .
There exist (cC1,cC2,........cn) such that
f(x1,x2,.......,xn)= x1c1+x2c2+......+xncn)

2. The valyevalues of decision varuables must


satisfy a set of constraints .Each constraints
must be a linear equation or inquality.
c1x1+c2x2+.........cnxn<_b
3.A sign restriction is associated with each
variable .
Steps in Developing a Linear
Programming (LP) Model
1) Formulation

2) Solution

3) Interpretation and Sensitivity Analysis


Properties of LP Models
1) Seek to minimize or maximize

2) Include “ constraints” or limitations

3) There must be alternatives available

4) All equations are linear


Example LP Model Formulation:
The Product Mix Problem
Decision: How much to make of > 2 products?

Objective: Maximize profit

Constraints: Limited resources


Example: Flair Furniture Co.
Two products: Chairs and Tables

Decision: How many of each to make this


month?

Objective: Maximize profit


Flair Furniture Co. Data
Tables Chairs
(per table) (per chair)

Profit Hours
$7 $5
Contribution Available
Carpentry 3 hrs 4 hrs 2400
Painting 2 hrs 1 hr 1000

Other Limitations:
• Make no more than 450 chairs
• Make at least 100 tables
Decision Variables:

T = Num. of tables to make


C = Num. of chairs to make

Objective Function: Maximize Profit

Maximize $7 T + $5 C
Constraints:

• Have 2400 hours of carpentry time


available

3 T + 4 C < 2400 (hours)

• Have 1000 hours of painting time available


2 T + 1 C < 1000 (hours)
More Constraints:
• Make no more than 450 chairs
C < 450 (num. chairs)
• Make at least 100 tables
T > 100 (num. tables)

Nonnegativity:
Cannot make a negative number of chairs or tables
T>0
C>0
Model Summary
Max 7T + 5C (profit)
Subject to the constraints:

3T + 4C < 2400 (carpentry hrs)

2T + 1C < 1000 (painting hrs)


C < 450 (max # chairs)

T > 100 (min # tables)


T, C > 0 (nonnegativity)
Graphical Solution
• Graphing an LP model helps provide insight
into LP models and their solutions.

• While this can only be done in two


dimensions, the same properties apply to
all LP models and solutions.
C
Carpentry
Constraint Line

3T + 4C = 2400 Infeasible
600
> 2400 hrs
3T
+4
Intercepts C
=
24
00
(T = 0, C = 600) Feasible
< 2400 hrs
(T = 800, C = 0) 0

0 800 T
C
1000
Painting
Constraint Line

T2
+
2T + 1C = 1000

1 C
600

1 =
0
00
Intercepts

(T = 0, C = 1000)

(T = 500, C = 0) 0

0 500 800 T
C
1000
Max Chair Line

C = 450

600
Min Table Line 450

T = 100

Feasible

0 Region
0 100 500 800 T
C

T7
Objective

+ 5
C
Function Line

= $
4
500

0 ,
7T + 5C = Profit

0 4
Optimal Point
400 (T = 320, C = 360)

T7
+
C 5
=
300

2$
T7

8 ,
+

0
5

0
C
200

=
,2$
01
0
100

0 100 200 300 400 500 T


C

Additional Constraint New optimal point


500 T = 300, C = 375
Need at least 75
more chairs than
tables 400
T = 320
C > T + 75 C = 360
300 No longer
Or feasible

C – T > 75
200

100

0 100 200 300 400 500 T


LP Characteristics
• Feasible Region: The set of points that
satisfies all constraints
• Corner Point Property: An optimal solution
must lie at one or more corner points
• Optimal Solution: The corner point with the
best objective function value is optimal
Special Situation in LP
1. Redundant Constraints - do not affect the
feasible region

Example: x < 10
x < 12
The second constraint is redundant
because it is restrictive.
Special Situation in LP
2. Infeasibility – when no feasible solution
exists (there is no feasible region)

Example: x < 10
x > 15
Special Situation in LP
3. Alternate Optimal Solutions – when there
is more than one optimal solution
C

Max 2T + 2C 10

T2
Subject to:

+
All points on

C2
T + C < 10

=
Red segment

02
6
T < 5 are optimal
C< 6
T, C > 0
0
0 5 10 T
Special Situation in LP
4. Unbounded Solutions – when nothing
prevents the solution from becoming
infinitely large
on
C ti n
e c tio
Max 2T + 2C r
Di olu
Subject to: f s
2 o
2T + 3C > 6
T, C > 0 1

0 1 23 T
Using Excel’ s Solver for LP
Recall the Flair Furniture Example:
Max 7T + 5C (profit)
Subject to the constraints:

3T + 4C < 2400 (carpentry hrs)

2T + 1C < 1000 (painting hrs)

C < 450 (max # chairs)

T > 100 (min # tables)


T, C > 0 (nonnegativity)
Go to file 2-1.xls

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