Linear Programming
Linear Programming
Example :
The Beaver Creek Pottery Company
There are 40 hours of labor and 120 kg of clay available each day
for production.
5
Resource Requirements
Product Labor Clay Profit
(hr/unit) (kg/unit) ($/unit)
Bowl 1 4 40
Mug 2 3 50
6
Modeling
Maximize Z = 40 x1 + 50 x2
7
Model Constraints
Labor Constraint
Total Labor used in production = 1 x1 + 2 x2
1 x1 + 2 x2 ≤ 40 hr
Clay Constraint
Total Clay used in production = 4 x1 + 3 x2
4 x1 + 3 x2 ≤ 120 lb
Non-negativity Constraint
x1 ≥ 0, x2 ≥ 0
8
Linear Programming Model
Maximize Z = 40 x1 + 50 x2
Subject to:
1 x1 + 2 x2 ≤ 40
4 x1 + 3 x2 ≤ 120
x1, x2 ≥ 0
9
Feasible / Infeasible
If x1 = 5, x2 = 10 Z = 40 . 5 + 50 . 10 = 700
If x1 = 2, x2 = 2 Z = 40 . 2 + 50 . 2 = 180
If x1 = 10, x2 = 20 Z = 40 . 10 + 50 . 20 = 1400
If x1 = 20, x2 = 20 Z = 40 . 20 + 50 . 20 = 1800
10
Graphical Solution of
Linear Programming Models
60
50
40
30
Coordinates for 20
graphical
analysis 10
0 10 20 30 40 50 60
11
x2
Graph of the labor constraint line
60
50
40
30
20
x1 + 2 x2 = 40
10
0 10 20 30 40 50 60 x1
12
x2
The labor constraint area
60
50 M
40
30 L
20
x1 + 2 x2 ≤ 40
10 K
0 10 20 30 40 50 60 x1
13
x2
Graph of the labor constraint line
60
50
40
30
4 x1 + 3 x2 = 120
20
10
0 10 20 30 40 50 60 x1
14
x2
The clay constraint area
60
50 M
40
30 L
20
4 x1 + 3 x2 ≤ 120
10 K
0 10 20 30 40 50 60 x1
15
x2
Graph of both model constraints
60
50
40 4 x1 + 3 x2 = 120
30
20
10
x1 + 2 x2 = 40
0 10 20 30 40 50 60 x1
16
x2
The feasible solution area constraints
60
50
T: Infeasible
40 4 x1 + 3 x2 = 120
S: Infeasible
30
T
R: Feasible
20
S
10
R
x1 + 2 x2 = 40
0 10 20 30 40 50 60 x1
17
x2
Objective function line for Z = $ 800
60
50
40
30
800 = 40 x1 + 50 x2
20
10
0 10 20 30 40 50 60 x1
18
Alternative
x objective function lines for profits, Z,
2
800 = 40 x1 + 50 x2
30
1200 = 40 x1 + 50 x2
20
1600 = 40 x1 + 50 x2
10
0 10 20 30 40 x1
19
x2
Identification of optimal solution point
60
50
40
800 = 40 x1 + 50 x2
30
Optimal solution point
20
10
B
0 10 20 30 40 50 60 x1
20
x2 40
Optimal solution coordinates
35
4 x1 + 3 x2 = 120
30
25
20
A
15
10
B
8
x1 + 2 x2 = 40
5
C
0 5 10 15 20 25 30 35 40 x1
21
24
Prof. M.A.Shouman
x2 40 Solutions at all corners points
35
4 x1 + 3 x2 = 120
30 x1 = 0 bowls
x2 = 20 mugs
25 Z = $ 1,000
x1 = 24 bowls
20
A x2 = 8 mugs
Z = $ 1,360
x1 = 30 bowls
15
x2 = 0 mugs
Z = $ 1,200
10
B
8
5
x1 + 2 x2 = 40
C
22 0 5 10 15 20 24 25
Prof. M.A.Shouman 30 35 40 x1
x2 40 The optimal solution with Z = 70 x1 + 20 x2
35
4 x1 + 3 x2 = 120
30
25
20
A
Optimal solution point
x1 = 30 bowls
15
x2 = 0 mugs
Z = $ 1,200
10
B
5
x1 + 2 x2 = 40
C
0
23 5 10 15 20 M.A.Shouman
Prof. 25 30 35 40 x1
24
A Minimization Model Example
25
Example: The Farmer’s Field
Chemical Contribution
26
Linear Programming Model
Minimize Z = 6 x1 + 3 x2
Subject to:
2 x1 + 4 x2 ≥ 16
4 x1 + 3 x2 ≥ 24
x1, x2 ≥ 0
27
Constraint lines for fertilizer model
x2
12
10
8
4 x1 + 3 x2 = 24
2
2 x1 + 4 x2 = 16
28 0 2 4 6 8 10
Prof. M.A.Shouman 12 14 16 x1
Feasible solution area
x2
12
10
8
4 x1 + 3 x2 = 24
6
Feasible solution area
2
2 x1 + 4 x2 = 16
x1
0 2 4 6 8 10 12
29
The optimal solution point
x2
6
Z = 6 x1 + 3 x2
4
2 B
C
x1
0 2 4 6 8 10 12
30
Irregular Types of
Linear Programming
Problems
x2 40 Multiple Optimal Solutions
35
30
Point B Point C
25
x1 = 24 x1 = 30 bowls
20
A x2 = 8 x2 = 0 mugs
Z = $ 1,200 Z = $ 1,200
15
10
B
5
C
0
32 5 10 15 20 M.A.Shouman
Prof. 25 30 35 40 x1
An Infeasible Problem
x2
12 x1 = 4
10
C
8
6 x2 = 6
4 B
4 x1 + 2 x2 = 8
2
A
x1
0 2 4 6 8 10 12
33
An Unbounded Problem
x2 x1 = 4
12 Maximize Z = 4 x1 + 2 x2
Z=
10 Subject to:
4 x1
x1 ≥ 4
+2
8 x2 ≤ 6
x2
x 1, x 2 ≥ 0
6 x2 = 6
x1
0 2 4 6 8 10 12
34
35