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Lecture2.1 LP Models

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33 views22 pages

Lecture2.1 LP Models

Uploaded by

zumradurkaya11
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as PPTX, PDF, TXT or read online on Scribd
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Linear

Programming
Models/Formulation
s

2-1
1-1
Linear Programming

 Probably the most important optimization


tool
 Linear function is a function of the form:
 f(x1,…,xn) = c1x1 + c2x2 + … + cnxn =
 Minimize or maximize a linear objective
 Subject to linear equalities or inequalities

LP:
Minimize/Maximize linear
objective function
subject to linear inequalities &
equalities 2-2
1-2
Terminology
 Decision variables - mathematical symbols (e.g., x,
y) representing quantities that you can control to
improve your objective which should completely
describe the set of decisions to be made.
 Constraints – requirements or restrictions placed
by the operating environment, stated in linear
relationships of the decision variables. Limitations
on the values of decision variables.
 5x + 8y ≤ 24
 x, y ≥ 0
 Objective function - a linear mathematical
relationship describing an objective of the firm, in
terms of decision variables - this function is to be
maximized or minimized.
 Max 3x + 4y
1-3
Linear Programming: An
Overview
 Objectives of business decisions frequently
involve maximizing profit or minimizing
costs.
 Linear programming uses linear algebraic
relationships to represent a firm’s
decisions, given a business objective, and
resource constraints.

1-4
Characteristics of Linear
Programming Problems
 A decision among alternative courses of
action is required.
 The decision is represented in the model
by decision variables.
 The problem encompasses a goal,
expressed as an objective function, that
the decision maker wants to achieve.
 Restrictions (represented by constraints)
exist that limit the extent of achievement
of the objective.
 The objective and constraints must be
definable by linear mathematical
functional relationships. 1-5
Summary of Model Formulation
Steps

Step 1 : Clearly define the decision


variables

Step 2 : Construct the objective


function

Step 3 : Formulate the constraints

1-6
LP Model Formulation
A Maximization Example

1-7
LP Model Formulation
A Maximization Example

1-8
LP Model Formulation
Product mix problem - Beaver Creek Pottery
Company

 How many plates


and mugs should
be produced to
maximize profits
given labor and
materials
constraints?

 Product resource Resource Requirements


requirements and
unit profit: Labor Clay Profit
Product
(Hr./Unit) (Lb./Unit) ($/Unit)
Plate 1 4 40
Mug 2 3 50

1-9
LP Model Formulation
A Maximization Example

Resource 40 hrs of labor per day


Availability: 120 lbs of clay
Decision x1 = number of plates to produce per
day
Variables: x2 = number of mugs to produce per
day
Objective Maximize Z = 40x1 + 50x2
Function: Where Z = profit per day
Resource 1x1 + 2x2  40 hours of labor
Constraints: 4x1 + 3x2  120 pounds of clay
Non-Negativity x1  0; x2  0
1-10
LP Model Formulation
A Maximization Example (4 of 4)

Complete Linear Programming Model:

Maximize Z = 40x1 + 50x2

subject to: 1x1 + 2x2  40


4x1 + 3x2  120
x1, x2  0

1-11
Feasible Solutions

A feasible solution does not violate any of


the constraints:

Example: x1 = 5 plates
x2 = 10 mugs
Z = 40x1 + 50x2 = $700

Labor constraint check: 1(5) + 2(10) = 25


< 40 hours
Clay constraint check: 4(5) + 3(10) = 50
< 120 pounds

1-12
Infeasible Solutions

An infeasible solution violates at least


one of the constraints:

Example: x1 = 10 plates
x2 = 20 mugs
Z = $40x1 + $50x2 = $1400

Labor constraint check: 1(10) + 2(20) = 50


> 40 hours

1-13
A Product Mix Example
Problem Definition

1-14
A Product Mix Example
Problem Definition
Four-product T-shirt/sweatshirt manufacturing
company.
■ Products: (i)T-shirt-F, (ii)T-shirt-B/F, (iii)Sweatshirt-
F, (iv)Sweatshirt-B/F
■ Must complete production within 72 hours
■ Truck capacity = 1,200 standard sized boxes.
■ Standard size box holds 12 T-shirts.
■ One-dozen sweatshirts box is three times size of
standard box.
■ $25,000 available for a production run.
■ 500 dozen blank T-shirts and sweatshirts in stock.
■ How many dozens (boxes) of each type of shirt to
1-15
Product Mix Example

1-16
A Product Mix Example
Data

Processing Cost Profit


Time (hr) ($) ($)
Per dozen per dozen per dozen
Sweatshirt - F 0.10 $36 $90
Sweatshirt – B/ F 0.25 48 125
T-shirt - F 0.08 25 45
T-shirt - B/ F 0.21 35 65

1-17
Processing Cost Profit
A Product Mix Example Time (hr) ($) ($)
Per dozen per dozen per dozen

Model Construction Sweatshirt - F


Sweatshirt – B/ F
0.10
0.25
$36
48
$90
125
T-shirt - F 0.08 25 45
T-shirt - B/ F 0.21 35 65
Decision Variables:
x1 = dozens of sweatshirts, front printing
x2 = dozens of sweatshirts, back and front
printing
x3 = dozens of T-shirts, front printing
x4 = dozens of T-shirts, back and front printing
Objective Function:
Maximize Z = 90x1 + 125x2 + 45x3 + 65x4
Model Constraints:
0.10x1 + 0.25x2+ 0.08x3 + 0.21x4  72 hr
3x1 + 3x2 + x3 + x4  1,200 boxes
36x1 + 48x2 + 25x3 + 35x4  25,000
x1 + x2  500 dozen 1-18
A Diet Example
Data and Problem Definition
Breakfast Food Fat Cholesterol Iron Calcium Protein Fiber Cost
Cal (g) (mg) (mg) (mg) (g) (g) ($)
1. Bran cereal (cup) 90 0 0 6 20 3 5 0.18
2. Dry cereal (cup) 110 2 0 4 48 4 2 0.22
3. Oatmeal (cup) 100 2 0 2 12 5 3 0.10
4. Oat bran (cup) 90 2 0 3 8 6 4 0.12
5. Egg 75 5 270 1 30 7 0 0.10
6. Bacon (slice) 35 3 8 0 0 2 0 0.09
7. Orange 65 0 0 1 52 1 1 0.40
8. Milk-2% (cup) 100 4 12 0 250 9 0 0.16
9. Orange juice (cup) 120 0 0 0 3 1 0 0.50
10. Wheat toast (slice) 65 1 0 1 26 3 3 0.07
Breakfast to include at least 420
calories
at least 5 milligrams of iron
The dietitian wants to
at least 400 milligrams of
develop a breakfast that
calcium
will satisfy the conditions
at least 20 grams of protein
with a minimum cost.
at least 12 grams of fiber
no more than 20 grams of fat 1-19
A Diet Example
Model Construction – Decision
Variables
x1 = cups of bran cereal
x2 = cups of dry cereal
x3 = cups of oatmeal
x4 = cups of oat bran
x5 = eggs
x6 = slices of bacon
x7 = oranges
x8 = cups of milk
x9 = cups of orange juice
x10 = slices of wheat toast
1-20
A Diet Example
Model Summary
Minimize
Z = 0.18x1 + 0.22x2 + 0.10x3 + 0.12x4+0.10x5+0.09x6+0.40x7 +
0.16x8 + 0.50x9 +0.07x10

subject to:
Calories 90x1+110x2 +100x3+90x4+75x5+35x6 + 65x7+
100x8 + 120x9 + 65x10  420
Fat 2x2 + 2x3 + 2x4 + 5x5 + 3x6 + 4x8 + x10  20

Cholesterol 270x5 + 8x6 + 12x8  30


Iron 6x1 + 4x2 + 2x3 + 3x4+ x5 + x7 + x10  5
Calcium 20x1+48x2+12x3 + 8x4+ 30x5 + 52x7 +
250x8 + 3x9 + 26x10  400
Protein 3x1 + 4x2 + 5x3 + 6x4 + 7x5 + 2x6 + x7+ 9x8+
x + 3x  20 1-21
A Diet Example
Algebraic Model
cj : Cost of food j where j = 1, 2, …, 10
aij : Amount of attribute i in food j where i = 1, 2, …, 7,
and j = 1, 2, …, 10
mi : Maximum amount of attribute i, i = 2, 3
li : Minimum amount of attribute i, i = 1, 4, 5, 6, 7

Minimize
subject to:
i = 2 (fat) , 3 (cholesterol)

i = 1 (calories) , 4 (iron), 5 (calcium), 6


(protein), 7 (fiber)

xj  0 j = 1, 2, …, 10
1-22

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