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CH 2 - Linear Programming

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CH 2 - Linear Programming

Uploaded by

Kiap R14
Copyright
© © All Rights Reserved
Available Formats
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Linear Programming

INTRODUCTION TO LINEAR PROGRAMMING


(LP)
Recognition Formulation and
Real-World Construction of the
and Definition
Problem Mathematical Model
of the Problem

Interpretation
Implementa- Validation and Solution
tion Sensitivity Analy- of the Model
sis
of the Model
INTRODUCTION TO LINEAR PROGRAMMING
(LP)
In mathematics, linear programming (LP) is a technique for optimiza-
tion of a linear objective function, subject to linear equality and linear
inequality
constraints.

Linear programming determines the way to achieve the best outcome


(such
as maximum profit or lowest cost) in a given mathematical model
and given some list of requirements represented as linear equations.
MATHEMATICAL FORMULATION OF LINEAR
PROGRAMMING MODEL
Step 1/
- Study the given situation.
- Find the key decision to be made.
- Identify the decision variables of the problem.

Step 2/
- Formulate the objective function to be optimized.

Step 3/
- Formulate the constraints of the problem.

Step 4/
- Add non-negativity restrictions or constraints.
- The objective function , the set of constraints and the non-negativity.
- restrictions together form an LP model.
PROTOTYPE EXAMPLE
The Wyndor Glass Co. produces high-quality glass products, includ-
ing
windows and glass doors. It has three plants/
Plant 1 produces Aluminum frames
Plant 2 produces wood frames
Plant 3 produces the glass and assembles the products.

The company has decided to produce two new products.

Product 1: An 8-foot glass door with aluminum framing


Product 2: A 4x6 foot double-hung wood framed window

Each product will be produced in batches of 20. The production rate is de-
fined as the number of batches produced per week.

The company wants to know what the production rate should be in


order to maximize their total profit, subject to the restriction im-
posed by the limited production capacities available in the 3 plants.
• To get the answer, we need to collect the following data.

• (a) Number of hours of production time available per week in each plant for
these
two new products. (Most of the time in the 3 plants is already committed to
current
products, so the available capacity for the 2 new products is quite limited).

• Number of hours of production time available per week in Plant 1 for the
new
products: 4
• Number of hours of production time available per week in Plant 2 for the
new
products: 12
• Number of hours of production time available per week in Plant 3 for the
new
products: 18
produced
of each new product (Product 1 requires some of the production capacity in
Plants 1 and 3, but none in Plant 2. Product 2 needs only Plants 2 and 3).

- Number of hours of production time used in Plant 1 for each batch produced
of
Product 1: 1
- Number of hours of production time used in Plant 2 for each batch produced
of
Product 1: 0
- Number of hours of production time used in Plant 3 for each batch produced
of
Product 1: 3

- Number of hours of production time used in Plant 1 for each batch pro-
duced of
Product 2: 0
- Number of hours of production time used in Plant 2 for each batch pro-
duced of
Product 2: 2
- Number of hours of production time used in Plant 3 for each batch pro-
duced of
(c) Profit per batch produced of each new product.

Profit per batch produced of Product 1: $3,000


Profit per batch produced of Product 2: $5,000
Formulation as a Linear Programming Problem/

To formulate the LP model for this problem, let

x1 = number of batches of product 1 produced per week


x2 = number of batches of product 2 produced per week
Z = total profit ( in thousands of dollars) from producing the two new
products.

Thus, x1 and x2 are the decision variables for the model. Using the
data of
Table, we obtain
Formulation as a Linear Programming Problem/

To formulate the LP model for this problem, let

x1 = number of batches of product 1 produced per week


x2 = number of batches of product 2 produced per week
Z = total profit ( in thousands of dollars) from producing the two new
products.

Thus, x1 and x2 are the decision variables for the model. Using the
data of Table , we obtain
HOW TO SOLVE LP PROBLEMS

1/ Graphical Solution

2/ Simplex Method for Standard form LP


- Geometric Concepts
- Setting up and Algebra
- Algebraic solution of Simplex
Graphical Solution
The Wyndor Glass Co. example is used to illustrate the graphical solution.

Shaded area shows values of (x1, Shaded area shows values of (x1,
x2) x2) ,
The value of (x1, x2) that maximize 3x1 + 5x2 is (2, 6)

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