LINEAR

PROGRAMMING

FORMULATION
 Two Mines Company
The Two Mines Company own two different mines that produce
an ore which, after being crushed, is graded into three
classes: high, medium and low-grade. The company has
contracted to provide a smelting plant with 12 tons of high-
grade, 8 tons of medium-grade and 24 tons of low-grade ore
per week. The two mines have different operating
characteristics as detailed below.
Mine Cost per day (Php'000) Production (tons/day)
High Medium Low
X 180 6 3 4
Y 160 1 1 6

How many days per week should each mine be operated to

fulfill the smelting plant contract?
FORMULATION
Let
x = number of days per week mine X is operated
y = number of days per week mine Y is operated
OBJECTIVE: Minimize Z = 180x + 160y
subject to
6x + y >= 12
3x + y >= 8
4x + 6y >= 24
x <= 5
y <= 5
x,y >= 0
A CARGO PLANE
A cargo plane has three compartments for storing cargo: front, centre and rear. These
compartments have the following limits on both weight and space:
Compartment Weight capacity (tons) Space capacity (cubic meters)
Front 10 6800
Centre 16 8700
Rear 8 5300
Furthermore, the weight of the cargo in the respective compartments must be the same proportion
of that compartment's weight capacity to maintain the balance of the plane.
The following four cargoes are available for shipment on the next flight:
Cargo Weight (tons) Volume (cubic meters/tone) Profit (£/tons)
C1 18 480 310
C2 15 650 380
C3 23 580 350
C4 12 390 285
Any proportion of these cargoes can be accepted. The objective is to determine how much (if any)
of each cargo C1, C2, C3 and C4 should be accepted and how to distribute each among the
compartments so that the total profit for the flight is maximized
Variables
We need to decide how much of each of the four cargoes to put in each of the three compartments. Hence let:
xij be the number of tonnes of cargo i (i=1,2,3,4 for C1, C2, C3 and C4 respectively) that is put into compartment j
(j=1 for Front, j=2 for Centre and j=3 for Rear) where xij >=0 i=1,2,3,4; j=1,2,3

Objective The objective is to maximise total profit, i.e.

maximize Z= 310[x11+ x12+x13] + 380[x21+ x22+x23] + 350[x31+ x32+x33] + 285[x41+ x42+x43]
Constraints
cannot pack more of each of the four cargoes than we have available
x11 + x12 + x13 <= 18
x21 + x22 + x23 <= 15
x31 + x32 + x33 <= 23
x41 + x42 + x43 <= 12
the weight capacity of each compartment must be respected
x11 + x21 + x31 + x41 <= 10
x12 + x22 + x32 + x42 <= 16
x13 + x23 + x33 + x43 <= 8
the volume (space) capacity of each compartment must be respected
480x11 + 650x21 + 580x31 + 390x41 <= 6800
480x12 + 650x22 + 580x32 + 390x42 <= 8700
480x13 + 650x23 + 580x33 + 390x43 <= 5300
the weight of the cargo in the respective compartments must be the same proportion of that compartment's weight
capacity to maintain the balance of the plane
[x11 + x21 + x31 + x41]/10 = [x12 + x22 + x32 + x42]/16 = [x13 + x23 + x33 + x43]/8
 Linear programming example
A company makes three products and has available 4 workstations. The production time (in minutes) per unit
produced varies from workstation to workstation (due to different manning levels) as shown below:
Workstation
1 2 3 4
Product 1 5 7 4 10
2 6 12 8 15
3 13 14 9 17
Similarly the profit (£) contribution (contribution to fixed costs) per unit varies from workstation to workstation as
below
Workstation
1 2 3 4
Product 1 10 8 6 9
2 18 20 15 17
3 15 16 13 17
If, one week, there are 35 working hours available at each workstation how much of each product should be
produced given that we need at least 100 units of product 1, 150 units of product 2 and 100 units of product
3. Formulate this problem as an LP.
 Variables

At first sight we are trying to decide how

much of each product to make. However on
closer inspection it is clear that we need to
decide how much of each product to make
at each workstation. Hence let
xij = amount of product i (i=1,2,3) made at
workstation j (j=1,2,3,4) per week.
 Objective
Presumably to maximise profit - hence we have
maximise Z =
10x11 + 8x12 + 6x13 + 9x14 + 18x21 + 20x22
+ 15x23 + 17x24 + 15x31 + 16x32 + 13x33
+ 17x34
Constraints
limit on the number of minutes available each week for each
workstation
5x11 + 6x21 + 13x31 <= 35(60)
7x12 + 12x22 + 14x32 <= 35(60)
4x13 + 8x23 + 9x33 <= 35(60)
10x14 + 15x24 + 17x34 <= 35(60)
lower limit on the total amount of each product produced
x11 + x12 + x13 + x14 >= 100
x21 + x22 + x23 + x24 >= 150
x31 + x32 + x33 + x34 >= 100
 Production planning problem
A company manufactures four variants of the same product and in the final part of the
manufacturing process there are assembly, polishing and packing operations. For each
variant the time required for these operations is shown below (in minutes) as is the profit
per unit sold.
Assembly Polish Pack Profit (£)
Variant 1 2 3 2 1.50
2 4 2 3 2.50
3 3 3 2 3.00
4 7 4 5 4.50
Given the current state of the labour force the company estimate that, each year, they have
100000 minutes of assembly time, 50000 minutes of polishing time and 60000 minutes of
packing time available. How many of each variant should the company make per year
and what is the associated profit?
Suppose now that the company is free to decide how much time to devote to each of the three
operations (assembly, polishing and packing) within the total allowable time of 210000 (=
100000 + 50000 + 60000) minutes. How many of each variant should the company
make per year and what is the associated profit?
 Variables/Objective
Let:
xi be the number of units of variant i (i=1,2,3,4) made per year

Tass be the number of minutes used in assembly per year

Tpol be the number of minutes used in polishing per year
Tpac be the number of minutes used in packing per year

where xi >= 0 i=1,2,3,4 and Tass, Tpol, Tpac >= 0

Objective
Presumably to maximise profit - hence we have
Maximize Z = 1.5x1 + 2.5x2 + 3.0x3 + 4.5x4
 Constraints
(a) operation time definition
Tass = 2x1 + 4x2 + 3x3 + 7x4 (assembly)
Tpol = 3x1 + 2x2 + 3x3 + 4x4 (polish)
Tpac = 2x1 + 3x2 + 2x3 + 5x4 (pack)
(b) operation time limits
The operation time limits depend upon the situation being considered. In the first
situation, where the maximum time that can be spent on each operation is
specified, we simply have:
Tass <= 100000 (assembly)
Tpol <= 50000 (polish)
Tpac <= 60000 (pack)
In the second situation, where the only limitation is on the total time spent on all
operations, we simply have:
Tass + Tpol + Tpac <= 210000 (total time)
An Example (Electro-Poly Corporation)
The Electro-Poly Corporation is the world’s leading manufacturer of
slip rings. A slip ring is an electrical coupling device that allows
current to pass through a spinning or rotating connection—such as a
gun turret on a ship, aircraft, or tank. The company recently
received a $750,000 order for various quantities of three types of
slip rings. Each slip ring requires a certain amount of time to wire
and harness. The following table summarizes the requirements for
the three models of slip rings.
Model 1 Model 2 Model 3
Number Ordered 3,000 2,000 900
Hours of Wiring Required per 2 1.5 3
Hours of Harnessing Required per Unit 1 2 1
An Example (Electro-Poly Corporation)
Unfortunately, Electro-Poly does not have enough wiring and
harnessing capacity to fill the order by its due date. The company
has only 10,000 hours of wiring capacity and 5,000 hours of
harnessing capacity available to devote to this order. However, the
company can subcontract any portion of this order to one of its
competitors. The unit costs of producing each model in-house and
buying the finished products from a competitor are summarized
below.
Model 1 Model 2 Model 3
Cost to Make $50 $83 $130
Cost to Buy $61 $97 $145
Electro-Poly wants to determine the number of slip rings to make and
the number to buy to fill the customer order at the least possible
cost.
An Example (Electro-Poly Corporation)
1. Defining the decision variables:

M1 = number of model 1 slip rings to make in-house

M2 = number of model 2 slip rings to make in-house
M3 = number of model 3 slip rings to make in-house
B1 = number of model 1 slip rings to buy from competitor
B2 = number of model 2 slip rings to buy from competitor
B3 = number of model 3 slip rings to buy from competitor
An Example (Electro-Poly Corporation)
2. Defining the Objective Function
The objective is to minimize the total cost of filling the order.

Min Z = 50M1 + 83M2 + 130M3 + 61B1 + 97B2 + 145B3

An Example (Electro-Poly Corporation)
2. Defining the Constraints

Two major constraints related to the production in-house

1) Wiring Constraint
2M1 + 1.5M2 + 3M3 ≤ 10,000
2) Harnessing Constraint
1M1 + 2M2 + 1M3 ≤ 5,000
* Demand Constraints
M1 + B1 = 3,000 >> demand for model 1
M2 + B2 = 2,000 >> demand for model 2
M3 + B3 = 900 >> demand for model 3
* Non-negativity
M1, M2, M3, B1, B2, B3 ≥ 0
An Example (Electro-Poly Corporation)
The LP model for the Electro-Poly Make vs. Buy problem is
MIN Z = 50M + 83M + 130M + 61B + 97B + 145B
1 2 3 1 2 3

Subject to:
M1 + B1 = 3,000
M2 + B2 = 2,000
M3 + B3 = 900
2M1 + 1.5M2 + 3M3 ≤ 10,000
1M1 + 2M2 + 1M3 ≤ 5,000
M, M, M, B, B, B ≥ 0
1 2 3 1 2 3
Example 2. (The Weedworker Company)
The Weedworker Company manufactures two types of lawn trimmers: an electric
model and a gas model. The company has contracted to supply a national
discount retail chain with a total of 30,000 electric trimmers and 15,000 gas
trimmers. However, Weedworker’s production capability is limited in three
departments: production, assembly, and packaging. The following table
summarizes the hours of processing time available and the processing time
required by each department, for both types of trimmers:
Hours Required per Trimmer
Electric Gas Hours Available
Production 0.20 0.40 10,000
Assembly 0.30 0.50 15,000
Packaging 0.10 0.10 5,000
The company makes its electric trimmer in-house for $55 and its gas trimmer for
$85. Alternatively, it can buy electric and gas trimmers from another source
for $67 and $95, respectively. How many gas and electric trimmers should
Weedworker make and how many should it buy from its competitor to fulfill
its contract in the least costly manner?
 Example (Agri-Pro Problem.)
Agri-Pro is a company that sells agricultural products to
farmers in several farming regions. One service it provides
to customers is custom feed mixing, whereby a farmer can
order a specific amount of livestock feed and specify the
amount of corn, grain, and minerals the feed should
contain. This is an important service because the proper
feed for various farm animals changes regularly
depending on the weather, pasture conditions, and so on.
Agri-Pro stocks bulk amounts of four types of feeds that it
can mix to meet a given customer’s specifications. The next
table summarizes the four feeds, their composition of corn,
grain, and minerals, and the cost per pound for each type.
 Example (Agri-Pro Problem.)
Percent of Nutrient in
Nutrient Feed 1 Feed 2 Feed 3 Feed 4
Corn 30% 5% 20% 10%
Grain 10% 30% 15% 10%
Minerals 20% 20% 20% 30%
Cost per Pound $0.25 $0.30 $0.32 $0.15

On average, U.S. citizens consume almost 70 pounds of poultry per

year. To remain competitive, chicken growers must ensure that they
feed the required nutrients to their flocks in the most cost-effective
manner. Agri-Pro has just received an order from a local chicken
farmer for 8,000 pounds of feed. The farmer wants this feed to
contain at least 20% corn, 15% grain, and 15% minerals. What
should Agri-Pro do to fill this order at minimum cost?
 Example (Agri-Pro Problem.)
1. Defining the Decision Variables
X1 = pounds of feed 1 to use in the mix
X2 = pounds of feed 2 to use in the mix
X3 = pounds of feed 3 to use in the mix
X4 = pounds of feed 4 to use in the mix

2. Defining the Objective Function

MIN Z = .25X1 + .30X2 + .32X3 + .15X4

 Example (Agri-Pro Problem.)
3. Defining the Constraints

A total of 8,000 pounds of feed is needed:

X1 + X2 + X3 + X4 = 8,000

a. Constraints based on percentage requirement

The order must consist of at least 20% corn. Because each
pound of feed 1, 2, 3, and 4 consists of 30%, 5%, 20%, and
10% corn, respectively, the total amount of corn in the mix
can be represented as:
.30X1 + .05X2 + .20X3 + .10X4
To ensure that corn constitutes at least 20% of the 8,000
pounds of feed, we set up the following constraint:
(.30X1 + .05X2 + .20X3 + .10X4 )/8,000 ≥ .20
 Example (Agri-Pro Problem.)
3. Defining the Constraints

grain constitutes at least 15% of the 8,000 pounds of feed.

(.10X1 + .30X2 + .15X3 + .10X4 ) / 8,000 ≥ .15

minerals constitute at least 15% of the 8,000 pounds of feed

(.20X1 + .20X2 + .20X3 + .30X4 ) / 8,000 ≥ .15
 Example (Agri-Pro Problem.)
3. Defining the Constraints

b. Constraints in proportion to the pound order

Corn constraint
.30X1+ .05X2+ .20X3+ .10X4 ≥ 1,600
Grain constraint
.10X1 + .30X2 + .15X3 + .10X4 ≥ 1,200
Minerals constraint
.20X1 + .20X2 + .20X3 + .30X4 ≥ 1,200
 Example (Agri-Pro Problem.)
Rescaled LP Formulation (1 unit = 1,000 pounds)

MIN Z = 250X + 300X + 320X + 150X } total cost

1 2 3 4

Subject to:
X1 + X2 + X3 + X4 = 8 } pounds of feed required
(.30X1 + .05X2 + .20X3 + .10X4 ) / 8 ≥ 0.20 } min % of corn
(.10X1 + .30X2 + .15X3 + .10X4 ) / 8 ≥ 0.15 } min % of grain
(.20X1 + .20X2 + .20X3 + .30X4 ) / 8 ≥ 0.15 } min % of minerals
X, X, X, X ≥ 0
1 2 3 4
Example (TuneUp Corporation)
The TuneUp Corporation manufactures heavy-duty air compressors for
the home and light industrial markets. TuneUp is presently trying to
plan its production and inventory levels for the next six months.
Because of seasonal fluctuations in utility and raw material costs, the
per unit cost of producing air compressors varies from month to
month—as does the demand for air compressors. Production
capacity also varies from month to month due to differences in the
number of working days, vacations, and scheduled maintenance and
training.
Month
1 2 3 4 5 6
Unit Production Cost $ 240 $ 250 $ 265 $ 285 $ 280 $ 260
Units Demanded 1,000 4,500 6,000 5,500 3,500 4,000
Maximum Production 4,000 3,500 4,000 4,500 4,000 3,500
Example (TuneUp Corporation)
Given the size of TuneUp’s warehouse, a maximum of 6,000 units can
be held in inventory at the end of any month. The owner of the
company likes to keep at least 1,500 units in inventory as safety
stock to meet unexpected demand contingencies. To maintain a
stable workforce, the company wants to produce no less than one
half of its maximum production capacity each month. TuneUp’s
controller estimates that the cost of carrying a unit in any given
month is approximately equal to 1.5% of the unit production cost in
the same month. TuneUp estimates the number of units carried in
inventory each month by averaging the beginning and ending
inventory for each month.
There are 2,750 units currently in inventory. TuneUp wants to identify
the production and inventory plan for the next six months that will
meet the expected demand each month while minimizing production
and inventory costs.
Example (TuneUp Corporation)
1. Defining the Decision Variables

X1 = number of units to produce in month 1

X2 = number of units to produce in month 2
X3 = number of units to produce in month 3
X4 = number of units to produce in month 4
X5 = number of units to produce in month 5
X6= number of units to produce in month 6
Example (TuneUp Corporation)
2. Defining the Objective Function

The Objective function consists of the Production and Inventory

Costs:
 Production Cost
= 240X1 + 250X2 + 265X3 + 285X4 + 280X5 + 260X6
 Inventory Cost
= 3.6(B1 + B2)/2 + 3.75(B2 + B3)/2 + 3.98(B3 + B4)/2
+ 4.28(B4 + B5)/2 + 4.20(B5 + B6)/2 + 3.9(B6 + B7)/2
Example (TuneUp Corporation)
3. Defining the Constraints

 Production Levels

2,000 ≤ X1 ≤ 4,000 } production level for month 1

1,750 ≤ X2 ≤ 3,500 } production level for month 2
2,000 ≤ X3 ≤ 4,000 } production level for month 3
2,250 ≤ X4 ≤ 4,500 } production level for month 4
2,000 ≤ X5 ≤ 4,000 } production level for month 5
1,750 ≤ X6≤ 3,500 } production level for month 6
Example (TuneUp Corporation)
3. Defining the Constraints
 Ending Inventory
= Beg. Inv. + Units Produced – Demand for month
* note that the ending inventory in each of the next six months
(after meeting the demand for the month) must fall between 1,500
and 6,000.

1,500 ≤ B1 + X1 − 1,000 ≤ 6,000 } ending inventory for month 1

1,500 ≤ B2 + X2 − 4,500 ≤ 6,000 } ending inventory for month 2
1,500 ≤ B3 + X3 − 6,000 ≤ 6,000 } ending inventory for month 3
1,500 ≤ B4 + X4 − 5,500 ≤ 6,000 } ending inventory for month 4
1,500 ≤ B5 + X5 − 3,500 ≤ 6,000 } ending inventory for month 5
1,500 ≤ B6 + X6 − 4,000 ≤ 6,000 } ending inventory for month 6
Example (TuneUp Corporation)
3. Defining the Constraints

The following additional restrictions ensure that the

beginning balance in one month equals the ending
balance from the previous month:

B2 = B1 + X1 − 1,000
B3 = B2 + X2 − 4,500
B4 = B3+ X3 − 6,000
B5 = B4 + X4 − 5,500
B6 = B5 + X5 − 3,500
B7 = B6 + X6 − 4,000
Example (Air-Express scheduling problem)

Air-Express is an express shipping service that guarantees overnight

delivery of packages anywhere in the continental United States.
The company has various operations centers, called hubs, at
airports in major cities across the country. Packages are received
at hubs from other locations and then shipped to intermediate
hubs or to their final destinations. The manager of the Air-Express
hub in Baltimore, Maryland, is concerned about labor costs at the
hub and is interested in determining the most effective way to
schedule workers. The hub operates seven days a week, and the
number of packages it handles each day varies from one day to
the next. Using historical data on the average number of
packages received each day, the manager estimates the number
of workers needed to handle the packages as:
Example (Air-Express scheduling problem)
Day of Week Workers Required
Sunday 18
Monday 27
Tuesday 22
Wednesday 26
Thursday 25
Friday 21
Saturday 19
The package handlers working for Air-Express are unionized and are
guaranteed a five-day work week with two consecutive days off.
The base wage for the handlers is $655 per week. Because most
workers prefer to have Saturday or Sunday off, the union has
negotiated bonuses of $25 per day for its members who work on
these days.
Example (Air-Express scheduling problem)
The possible shifts and salaries for package handlers are:
Shift Days Off Wage
1 Sunday and Monday $680
2 Monday and Tuesday $705
3 Tuesday and Wednesday $705
4 Wednesday and Thursday $705
5 Thursday and Friday $705
6 Friday and Saturday $680
7 Saturday and Sunday $655
The manager wants to keep the total wage expense for the hub as low
as possible. With this in mind, how many package handlers should
be assigned to each shift if the manager wants to have a sufficient
number of workers available each day?
Example (Air-Express scheduling problem)
1. Defining the Decision Variables
The number of workers that is to be assigned for each shift is to
be determined, therefore

X1 = the number of workers assigned to shift 1

X2 = the number of workers assigned to shift 2
X3 = the number of workers assigned to shift 3
X4 = the number of workers assigned to shift 4
X5 = the number of workers assigned to shift 5
X6 = the number of workers assigned to shift 6
X7 = the number of workers assigned to shift 7
Example (Air-Express scheduling problem)
2. Defining the Objective Function
The objective is to minimize the total wages paid.

MIN Z = 680X1 + 705X2 + 705X3 + 705X4 + 705X5

+ 680X6 + 655X7 } total wage expense
Example (Air-Express scheduling problem)
3. Defining the Constraints
One constraint must be formulated for each day of the week:

0X1 +1X2 +1X3 +1X4 +1X5 +1X6 +0X7 ≥ 18 } workers req’d on

Sunday
0X1 +0X2 +1X3 +1X4 +1X5 +1X6 +1X7 ≥ 27 } req’d on Monday
1X1 +0X2 +0X3 +1X4 +1X5 +1X6 +1X7 ≥ 22 } req’d on Tuesday
1X1 +1X2 +0X3 +0X4 +1X5 +1X6 +1X7 ≥ 26 } req’d on Wed
1X1 +1X2 +1X3 +0X4 +0X5 +1X6 1X7 ≥ 25 } req’d on Thursday
1X1 +1X2 +1X3 +1X4 +0X5 +0X6 +1X7 ≥ 21 } req’d on Friday
1X1 +1X2 +1X3 +1X4 +1X5 +0X6 +0X7 ≥ 19 } req’d on Saturday
X1, X2, X3, X4, X5, X6, X7 ≥ 0
All Xi must be integers