Operations Research

LECTURER: GUNEL IMANOVA

LINEAR PROGRAMMING: MAXIMIZATION PROBLEMS
Maximization Problem 1

 Formulate the problem in the form of linear programming model. Then solve
the linear problem (with graphical solution) to find the optimal solution.
Max 3x1+2x2
subject to:
2x1+x2 ≤100
x1+x2 ≤80
x1 ≤40
x1≥ 0, x2 ≥ 0
 Solution
 The procedure for linear programming problem formulation is as follows: Introduce
the decision variable as follows:
x1 and x2
 In order to maximize profits, we establish the objective function as
Max Z= 3x1+2x2
 Constraints are as follows:
2x1+x2 ≤100
x1+x2 ≤80
x1 ≤40
In addition to the above there is no negative production, which may be represented
algebraically as

x1≥ 0, x2 ≥ 0
Linear Programming Problem Modelling

Max Z= 3x1+2x2
subject to
2x1+x2 ≤100
x1+x2 ≤80
x1 ≤40
x1≥ 0, x2 ≥ 0
Solution of the Linear Programming
Model
 Step 1. Find the Feasible Solution Region by using the constraints. We are going to
draw a graph to find a solution (Graphical Solution).
 In an optimization problem, when we draw the constraints of the problem we form
an area which is called feasible solution area or feasible solution region.
 Note: Assume that all the constraints are in equality form “=“. To draw a line we
need two points on it to join.
 Replace each inequality with an equation and then graph the resulting straight line
by locating two distinct points on it. For example, after replacing 2x1+x2 ≤100 with
the straight line 2x1+x2 =100, we can determine two distinct points by first setting
x1= 0 to obtain x2 = 100 and then setting x2 = 0 to obtain x1= 100/2=50. Thus, the
line passes through the two points (0,100) and (50,0). For x1+x2 ≤80, we can
determine two distinct points by first setting x1=o to obtain x2=80 and then setting
x2=0 to obtain x1=80. The line passes through the two points (0,80) and (80,0).
Another line is x1=40 and x2=0.
Solution of the Linear Programming
Model
 To determine the correct side, choose (0,0) as a reference point. If it satisfies
the inequality, then the side in which it lies is the feasible half-space,
otherwise the other side is. The use of the reference point (0,0) is illustrated
with the constraint 2x1+x2 ≤100. Because 2 x 0 + 0 = 0 is less than 100, the
half-space representing the inequality includes the origin.
Solution of the Linear Programming
Model-Feasible Solution Area

A B
Solution of the Linear Programming
Model
 Step 2. Determination of the Optimum Solution:
 The feasible space in Figure is delineated by the line segments joining the points A,
B, C, D, and E. Any point within or on the boundary of the space ABCDE is feasible.
Because the feasible space ABCDE consists of an infinite number of points, we need
a systematic procedure to identify the optimum solution.
 The determination of the optimum solution requires identifying the direction in
which the profit function Z= 3x1+2x2 increases (recall that we are maximizing z).
We can do so by assigning arbitrary increasing values to z. For example, using z = 60
and z = 120 would be equivalent to graphing the two lines 3x1+2x2 = 60 and 3x1+2x2
= 120. Thus, the direction of increase in z is as shown Figure. The optimum solution
occurs at D, which is the point in the solution space beyond which any further
increase will put z outside the boundaries of ABCDE. The values of x1 and x2
associated with the optimum point D are determined by solving the equations
associated with lines (1) and (2)-that is
Solution of the Linear Programming Model-Optimum
Solution

A B
Solution of the Linear Programming
Model
Optimum Solution
2x1+x2 =100
x1 + x2 = 80
x1=20

20+x2=80
x2=60

Z=3(20)+2(60)=180
Z=180
Maximization Problem 2: Reddy Mikks
Company
 Reddy Mikks produces both interior and exterior paints from two raw
materials, M1 and M2. The following table provides the basic data of the
problem:
Maximization Problem 2: Reddy Mikks
Company
 A market survey indicates that the daily demand for interior paint cannot
exceed that for exterior paint by more than 1 ton. Also, the maximum daily
demand for interior paint is 2 tons. Reddy Mikks wants to determine the
optimum (best) product mix of interior and exterior paints that maximizes the
total daily profit.
 The LP model, as in any OR model, has three basic components.
 1. Decision variables that we seek to determine.
 2. Objective (goal) that we need to optimize (maximize or minimize).
 3. Constraints that the solution must satisfy
 Maximization Problem 2: Reddy Mikks
Company
 For the Reddy Mikks problem, we need to determine the daily amounts to be
produced of exterior and interior paints. Thus the variables of the model are
defined as
x1 = Tons produced daily of exterior paint
x2 = Tons produced daily of interior paint
To construct the objective function, note that the company wants to maximize (i.e.,
increase as much as possible) the total daily profit of both paints. Given that the
profits per ton of exterior and interior paints are 5 and 4 (thousand) dollars,
respectively, it follows that
Total profit from exterior paint = 5x1 (thousand) dollars
Total profit from interior paint = 4x2 (thousand) dollars

Letting Z represent the total daily profit (in thousands of dollars), the objective of the
company is Maximize z = 5x1 + 4x2
Maximization Problem 2: Reddy Mikks
Company
 Next, we construct the constraints that restrict raw material usage and product
demand. The raw material restrictions are expressed verbally as
 (Usage of a raw material by both paints) ≤(Maximum raw material availability)
 The daily usage of raw material M1 is 6 tons per ton of exterior paint and 4 tons
per ton of interior paint. Thus
Usage of raw material M1 by exterior paint = 6x1 tons/day
Usage of raw material M1 by interior paint = 4x2 tons/day
Hence
Usage of raw material M1 by both paints = 6x1+4x2 tons/day
In a similar manner,
Usage of raw material M2 by both paints = 1x1 + 2x2 tons/day
Maximization Problem 2: Reddy Mikks
Company
 Because the daily availabilities of raw materials M1 and M2 are limited to 24 and 6
tons, respectively, the associated restrictions are given as
6x1 + 4x2 ≤24 (Raw material M1)
x1 + 2x2 ≤6 (Raw material M2)
The first demand restriction stipulates that the excess of the daily production of interior
over exterior paint, x2 – x1, should not exceed 1 ton, which translates to
x2-x1 ≤1 (Market limit)
The second demand restriction stipulates that the maximum daily demand of interior
paint is limited to 2 tons, which translates to
x2 ≤ 2 (Demand limit)
An implicit (or "understood-to-be") restriction is that variables x1 and x2 cannot assume
negative values. The nonnegativity restrictions, x1 ≥ 0, x2 ≥ 0, account for this
requirement.
Maximization Problem 2: Reddy Mikks
Company
 The complete Reddy Mikks model is
Maximize z = 5x1 + 4x2
subject to
6x1 + 4x2 ≤24 (1)
x1 + 2x2 ≤6 (2)
-x1+x2 ≤1 (3)
x2 ≤ 2 (4)
x1, x2 ≥ 0 (5)
GRAPHICAL LP SOLUTION

 The graphical procedure includes two steps:

1. Determination of the feasible solution space.
2. Determination of the optimum solution from among all the feasible points in
the solution space (corner points).
Solving the Model
 Step 1. Determination of the Feasible Solution Space:
 First, we account for the nonnegativity constraints x1 ≥ 0 and x2 ≥ 0. In Figure 2.1, the
horizontal axis x1 and the vertical axis x2 represent the exterior- and interior-paint variables,
respectively. Thus, the nonnegativity of the variables restricts the solution space area to the
first quadrant that lies above the x1-axis and to the right of the x2-axis.
 To account for the remaining four constraints, first replace each inequality with an equation
and then graph the resulting straight line by locating two distinct points on it. For example,
after replacing 6x1 + 4x2 ≤24 with the straight line 6x1 + 4x2 = 24, we can determine two
distinct points by first setting x1= 0 to obtain x2 = 24/4=6 and then setting x2 = 0 to obtain
x1= 24/6=4. Thus, the line passes through the two points (0,6) and (4,0), as shown by line (1)
in Figure 2.1.
 Next, consider the effect of the inequality. All it does is divide the (x1, x2)-plane into two
half-spaces, one on each side of the graphed line. Only one of these two halves satisfies the
inequality. To determine the correct side, choose (0,0) as a reference point. If it satisfies the
inequality, then the side in which it lies is the feasible half-space, otherwise the other side is.
The use of the reference point (0,0) is illustrated with the constraint 6x1 + 4x2 ≤24. Because 6
x 0 + 4 x 0 = 0 is less than 24, the half-space representing the inequality includes the origin
(as shown by the arrow in Figure 2.1).
Solving the Model

 Application of the reference-point procedure to all the constraints of the

model produces the constraints shown in Figure 2.1 (verify!). The feasible
solution space of the problem represents the area in the first quadrant in
which all the constraints are satisfied simultaneously. In Figure 2.1, any point
in or on the boundary of the area ABCDEF is part of the feasible solution
space. All points outside this area are infeasible.
Solving the Model

 Step 2. Determination of the Optimum Solution:

 The feasible space in Figure 2.1 is delineated by the line segments joining the points A, B,
C, D, E, and F. Any point within or on the boundary of the space ABCDEF is feasible.
Because the feasible space ABCDEF consists of an infinite number of points, we need a
systematic procedure to identify the optimum solution.
 The determination of the optimum solution requires identifying the direction in which the
profit function z = 5x1 + 4x2 increases (recall that we are maximizing z). We can do so by
assigning arbitrary increasing values to z. For example, using z = 10 and z = 15 would be
equivalent to graphing the two lines 5x1 + 4x2 = 10 and 5x1 + 4x2 = 15. Thus, the direction
of increase in z is as shown Figure 2.2. The optimum solution occurs at C, which is the
point in the solution space beyond which any further increase will put z outside the
boundaries of ABCDEF. The values of x1 and x2 associated with the optimum point C are
determined by solving the equations associated with lines (1) and (2)-that is
6x1 + 4x2 = 24
x1 + 2x2 = 6
 The solution is x1=3 and x2 =1.5 with z = 5 * 3 + 4 * 1.5 = 21. This calls for a
daily product mix of 3 tons of exterior paint and 1.5 tons of interior paint.
The associated daily profit is $21,000.