MEE 523: Operations Research

LINEAR PROGRAMMING (LP)

 Introduction 2

Linear Programming (LP) is a powerful mathematical optimization technique used to make optimal
decisions in various fields.

It is a fundamental tool in operations research, economics, engineering, and more.

This lecture will provide an overview of LP, its key concepts, applications, and real-world examples.

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 Key Concepts 3

•Linear Programming involves several key concepts

Objective function: A mathematical expression that needs to be either maximized or minimized.

Constraints: Restrictions or limitations placed on the decision variables.

Decision variables: Variables that represent the choices we need to make.

•These concepts are fundamental to formulating and solving LP problems.

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 General Form of LP 4

Linear Programming problems can be expressed mathematically in a general form.

•There are typically two types of problems:

• Maximization problems: Seeking to maximize the objective function.

• Minimization problems: Aiming to minimize the objective function.

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 Production Planning 5

•To maximize profit.

•Constraints include available resources, production capacities, and more.

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 Workforce Scheduling 6

•The objective is to minimize labour costs

•Constraints include labour availability, shift schedules, and demand for workers.

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 Financial Portfolio 7

Management
•The objective is to maximize returns

•Constraints may include budget limits, risk tolerance, and expected returns.

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 Transportation Planning 8

•The objective is to minimize transportation costs.

•Constraints include capacity limits, demand at destinations, and shipping costs.

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 LP Assumptions 9

•Linear Programming is based on a set of crucial assumptions.

•These include:

• Certainty: Assumption of known and fixed parameters.

• Proportionality: Linearity of relationships between variables.

• Linearity: Linear relationships in the objective function and constraints.

• Non-negativity: Decision variables must be non-negative.

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 LP Model 10

•Linear Programming problems can be formulated using a consistent model.

•The LP model typically consists of:

• An objective function, representing the goal (maximize or minimize).

• Decision variables that influence the objective.

• A set of constraints that restrict the feasible solutions.

•Together, these elements create a mathematical representation of the problem, which can be solved to

find the optimal solution.

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 Steps to solve linear programming problems 11

•Step 1: Identify the decision variables.

•Step 2: Formulate the objective function. Check whether the function needs to be minimized

or maximized.

•Step 3: Write down the constraints.

•Step 4: Ensure that the decision variables are greater than or equal to 0. (Non-negative

restraint)

•Step 5: Solve the linear programming problem using either the simplex or graphical method.

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 Example 1 12

A doctor wants to combine two food kinds such that the mixture’s vitamin

content includes a minimum of 8 elements of vitamin A and ten elements of

vitamin C. Food ‘I’ includes 2 vitamin A units per kilogram and 1 vitamin C unit

per kilogram. Food ‘II’ has 1 vitamin A unit per kilogram and 2 vitamin C units

per kilogram. Food ‘I’ is priced at $5 per kilogram, whereas Food ‘II’ costs $7 per

kilogram. To minimize the price of such a combination, this may be expressed as

a problem of linear programming.

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To solve this problem using linear programming, we need to set up the objective function and

constraints. Let's define the decision variables first:

Let:

•x be the kilograms of Food 'I' to use.

•y be the kilograms of Food 'II' to use.

Objective Function: The objective is to minimize the cost, which can be represented as:

Min Z = 5x+7y

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Constraints

1.The vitamin A constraint: The mixture must include a minimum of 8 units of vitamin A.

2.2x+y≥8

3.The vitamin C constraint: The mixture must include a minimum of 10 units of vitamin C.

4.x+2y≥10

5.Non-negativity constraint:

6.x,y≥0

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 Example 2 15

One type of cake calls for 200g of flour and 25g of fat, but another one calls for

100g of flour and 50g of fat. This issue may be expressed as a linear

programming problem to determine the highest proportion of cake that can be

baked using 5kg of wheat and 1kg of fat. It also implies that there are sufficient

quantities of the other cake-making components.

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Decision Variables: Let's define the decision variables:

•x = the number of cakes of the first type (200g of flour and 25g of fat each).

•y = the number of cakes of the second type (100g of flour and 50g of fat each).

Objective Function: The objective is to maximize the number of cakes that can be baked, which can

be represented as: Z=x+y

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Constraints

Wheat (flour) constraint: The total flour used in the cakes must not exceed the available 5kg

of wheat (5,000g).

1.200x+100y ≤5,000

Fat constraint: The total fat used in the cakes must not exceed the available 1kg of fat

(1,000g).

2.25x+50y≤1,000

3.Non-negativity constraint:

4.x,y≥0

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 Example 18

A bakery produces two types of cookies: chocolate chip and caramel. The bakery

anticipates daily demand for a minimum of 80 caramelized & 120 chocolate chip

cookies. Due to a lack of raw materials and labour, the bakery can produce 120

caramel cookies and 140 chocolate chip cookies daily. For the bakery to be viable, it

must sell a minimum of 240 cookies each day. Every chocolate chip cookie served

generates $0.75 in profit, whereas each caramel biscuit generates $0.88. The

solution to the number of chocolate chip and caramel cookies that the bakery must

produce each day to maximize profit may be determined using linear programming.

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Decision Variables: Let x be the number of chocolate chip cookies to produce

daily, and y be the number of caramel cookies to produce daily.

Objective Function: The objective is to maximize the profit, which can be

expressed as: Z=0.75x+0.88y

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 Constraints 20
1.Demand Constraints: The bakery needs to meet the daily minimum demand:
1. x≥120 (for chocolate chip cookies)
2. y≥80 (for caramel cookies)

2.Production Constraints: Due to resource limitations, the bakery can only produce a certain
number of cookies daily:
1. x≤140 (for chocolate chip cookies)
y≤120 (for caramel cookies)

3.Viability Constraint: The bakery needs to sell a minimum of 240 cookies each day to be
viable:
1. x+y≥240

4.Non-Negativity Constraints: The number of cookies produced must be non-negative:

1. x,y≥0
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 Example 4 21

A refinery must produce 100 gallons of gasoline and 160 gallons of diesel to meet customer

demands. The refinery would like to minimize the cost of crude and two crude options exist. The

less expensive crude costs $80 USD per barrel while a more expensive crude costs $95 USD per

barrel. Each barrel of the less expensive crude produces 10 gallons of gasoline and 20 gallons of

diesel. Each barrel of the more expensive crude produces 15 gallons of both gasoline and diesel.

Find the number of barrels of each crude that will minimize the refinery cost while satisfying the

customer demands.

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Decision Variables: Let x be the number of barrels of the less expensive crude to purchase, and y be

the number of barrels of the more expensive crude to purchase.

Objective Function: The objective is to minimize the cost, which can be expressed as:

Z=80x+95y

where 80x is the cost of the less expensive crude, and 95 �95 y is the cost of the more expensive crude.

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Constraints

Gasoline Demand Constraint: The refinery needs to produce 100 gallons of gasoline, and each
barrel of the less expensive crude produces 10 gallons, while each barrel of the more
expensive crude produces 15 gallons:

1.10x+15y≥100

Diesel Demand Constraint: The refinery needs to produce 160 gallons of diesel, and each
barrel of the less expensive crude produces 20 gallons, while each barrel of the more
expensive crude produces 15 gallons:

2.20x+15y≥160

Non-Negativity Constraints: The number of barrels of crude purchased cannot be negative:

3.x,y≥0

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 Graphical Method 24

Step 1. Formulate the LP model

Step 2. Construct the graph and plot the constraint

Step 3. Determine the valid side of each constraint line

Step 4. Identify the feasible regions

Step 5. Determine the optimal solution by algebraically calculating coordinates of the most attractive
corner

Step 6. Determine the value of the objective function for the optimal solution

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The company’s optimal solution is to make four tables and nine chairs.

Z = $6(4) + $8(9) = $96

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