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Linear Programming

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0% found this document useful (0 votes)
9 views

Linear Programming

Uploaded by

9tv9hj6wkr
Copyright
© © All Rights Reserved
Available Formats
Download as PPT, PDF, TXT or read online on Scribd
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Linear Programming:

Model Formulation and


Graphic Solution
Chapter 2
Linear Programming

A Linear Programming model seeks to


maximize or minimize a linear function,
subject to a set of linear constraints.
The linear model consists of the
follow
ing components:
A set of decision variables. An objective
function.
A set of constraints.
Formulation of LPP
Formulation of LPP
A Maximization Model Example

Example :
The Beaver Creek Pottery Company

Given these limited resources, the company desires to know how


many bowls and mugs to produce each day in order to maximize
profit.

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

Decision Variables Objective Function


x1 : number of bowls to produce Total Profit = 40 x1 + 50 x2
x2 : number of mugs to produce
40 x1 = profit from bowls
50 x2 = profit from mugs

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

of $ 800, $ 1200, $ 1600


40

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

The Farmer’s Field

The farmer’s field requires at least 16 kg. of nitrogen


and 24 kg. of phosphate.

Super-gro costs $6 per bag, and Crop-quick costs $3.

The farmer wants to know how many bags of each brand to


purchase in order to minimize the total cost of fertilizing.

25
Example: The Farmer’s Field

Chemical Contribution

Brand Nitrogen Phosphate


(kg./bag) (kg./bag)
Super-gro 2 4
Crop-quick 4 3

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

12 Optimal solution point


x1 = 0 bags of Super-gro
10 x2 = 8 bags of Crop-quick
Z = $ 24
A
8

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

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