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LPP 1

Linear programming is a technique for optimally allocating limited resources. It involves [1] identifying decision variables and their relationships, [2] defining a linear objective function to maximize or minimize, and [3] specifying linear constraints. The general mathematical model involves maximizing or minimizing a linear function of decision variables subject to linear constraints, with non-negativity restrictions on variables. Common applications include production planning, transportation problems, and resource allocation.

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Gautam Chandan
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232 views36 pages

LPP 1

Linear programming is a technique for optimally allocating limited resources. It involves [1] identifying decision variables and their relationships, [2] defining a linear objective function to maximize or minimize, and [3] specifying linear constraints. The general mathematical model involves maximizing or minimizing a linear function of decision variables subject to linear constraints, with non-negativity restrictions on variables. Common applications include production planning, transportation problems, and resource allocation.

Uploaded by

Gautam Chandan
Copyright
© Attribution Non-Commercial (BY-NC)
We take content rights seriously. If you suspect this is your content, claim it here.
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Download as PPT, PDF, TXT or read online on Scribd
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Linear Programming is a mathematical technique for optimum allocation of limited or scarce resources.

These resources can be labour, material, machine, money, energy, time and so on. The term Linear is used to describe the proportionate relationship of two or more variables in a model. The given change in one variable will always cause a resulting proportional change in another variable.

i) The activities (variables) and their relationships ii) The objective function and iii) The constraints

General Mathematical Model of an LPP


Maximize (or Minimize) Z=c1*X1 + c2*X2 ++cn*Xn Subject to the constraints : a11*X1+ a12*X2++ a1n*Xn (< or = or >) b1 a21*X1+ a22*X2++ a2n*Xn (<, =, >) b2 a31*X1+ a32*X2++ a3n*Xn (<, =, >) b3 ..

am1*X1+ am2*X2+ + amn*Xn (<, =, >) bm


and X1, X2 .Xn > 0

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Mathematical Formulation of LPP:


There are mainly four steps in the mathematical formulation of linear programming problem as a mathematical model.

Step 1. Identify the decision variables. Step 2. Identify the set of constraints and express them as linear equations in terms of the decision variables. Step 3. Identify the objective function and express it as a linear function of decision variables. Step 4. Add the non-negativity restrictions on the decision variables, as in the physical problems, negative values of decision variables have no valid interpretation.

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First we need to calculate the lower and upper bounds of the objective function. By solving the following two classical linear programming problems:

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Methods to solve LPP


Graphical Method Simplex Method Dual Simplex Method.

Graphical Method Implementation:


Maximize z = 0.25x1 + 0.45x2 subject to the constraints x1 + 2x2<=300, 3x1 + 2x2<= 480, x1>= 0, x2>=0;

solutions
The value of z at A(160, 0) is 40.00. The value of z at B (90, 105) is 69.75 The value of z at C (0, 150) is 67.50. The value of z at O (0, 0) is 0. we see that the maximum value is 69.75 obtained at the vertex B (90, 105) of the feasible region.

The Diet Problem. Portfolio Optimization. Crew scheduling. Manufacturing and transportation. Telecommunications. Travelling Salesman Problem. Military Applications. production management and manpower management.

The Diet Problem.


m different types of food, F1, . . . , Fm. Quantities of the n nutrients, N1, . . . ,Nn , Let cj be the minimum daily requirement of nutrient, Nj. Let bi be the price per unit of food, Fi. Let aij be the amount of nutrient Nj contained in one unit of food Fi . The problem is to supply the required nutrients at minimum cost. Then the objective function is to minimize b1y1 + b2y2 + + bmym. The constraints are

a1jy1 + a2jy2 + + amjym cj y1 0, y2 0, . . . , ym 0.

for j = 1, . . . , n.

Optimal Assignment Problem


There are I persons available for J jobs. The value of person i working 1 day at job j is aij , for i = 1, . . . , I, and j = 1, . . . , J . The problem is to choose an assignment of persons to jobs to maximize the total value. An assignment is a choice of numbers, xij , for i = 1, . . . , I, and j = 1, . . . , J, where xij represents the proportion of person i s time that is to be spent on job j.

Activity Analysis Problem


There are n activities, A1, . . . ,An ,that a company may employ, using the available supply of m resources, R1, . . . , Rm (laborhours, steel, etc.). Let bi be the available supply of resource Ri. Let aij be the amount of resource Ri used in operating activity Aj at unit intensity. Let cj be the net value to the company of operating activity Aj at unit intensity. The problem is to choose the intensities which the various activities are to be operated to maximize the value of the output to the company subject to the given resources.

It deals with distribution of a certain product from several sources to numerous localities at minimum cost. M warehouses and N-markets. s1, s2,s3.sm-supply available at warehouses. d1,d2,d3dn-demands at markets. Cij unit cost of shipping from i to j.

min cijXij
i 1 j 1

i m j n

s.t. Xij si (i 1,2,...,m)


j 1

j n

X
i 1

i m

ij

dj ( j 1,2,...,n)

Xij 0(i 1,2,...,m; j 1,2,...,n)

If Total supply equals to total demand, the problem is said to be a balanced transportation problem:
i m i 1 j n j 1

s d
i

If total supply exceeds total demand, we can balance the problem by adding dummy demand point. Since shipments to the dummy demand point are not real, they are assigned a cost of zero.

If a transportation problem has a total supply that is strictly less than total demand the problem has no feasible solution. There is no doubt that in such a case one or more of the demand will be left unmet. Generally in such situations a penalty cost is often associated with unmet demand and as one can guess this time the total penalty cost is desired to be minimum

There are three basic methods:


Northwest Corner Method Minimum Cost Method

1.

2.

3.

Vogels Method

Begin with computing each row and column a penalty. The penalty will be equal to the difference between the two smallest shipping costs in the row or column. Identify the row or column with the largest penalty. Find the first basic variable which has the smallest shipping cost in that row or column. Then assign the highest possible value to that variable, and crossout the row or column as in the previous methods. Compute new penalties and use the same procedure.

An example for Vogels Method Step 1: Compute the penalties.


Supply 6 7 8 10 15 80 78 7-6=1 Row Penalty

15

78-15=63

Demand Column Penalty

15 15-6=9

5 80-7=73

5 78-8=70

Step 2: Identify the largest penalty and assign the highest possible value to the variable.
Supply 6 5 15 80 78 15 78-15=63 7 8 5 8-6=2 Row Penalty

Demand Column Penalty

15 15-6=9

X _

5 78-8=70

Step 3: Identify the largest penalty and assign the highest possible value to the variable.
Supply 6 5 15 80 7 5 78 15 _ 8 0 _ Row Penalty

Demand Column Penalty

15 15-6=9

X _

X _

Step 4: Identify the largest penalty and assign the highest possible value to the variable.
Supply 6 0 15 5 80 7 5 78 15 _ 8 X _ Row Penalty

Demand Column Penalty

15 _

X _

X _

Step 5: Finally the bfs is found as X11=0, X12=5, X13=5, and X21=15
Supply 6 0 15 15 Demand Column Penalty X _ X _ X _ 5 80 7 5 78 X _ 8 X _ Row Penalty

The linear programming technique helps to make the best possible use of available productive resources (such as time, labour, machines etc.) In a production process, bottle necks may occur. For example, in a factory some machines may be in great demand while others may lie idle for some time. A significant advantage of linear programming is highlighting of such bottle necks.
Limitations

Linear programming is applicable only to problems where the constraints and objective function are linear i.e., where they can be expressed as equations which represent straight lines. In real life situations, when constraints or objective functions are not linear, this technique cannot be used. Factors such as uncertainty, weather conditions etc. are not taken into consideration.

Queries?

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