Industrial & Systems Engineering
Computer Applications in Industry
LINEAR PROGRAMMING – LP
Assoc. Prof. Ho Thanh Phong
Operations Research 1
INTRODUCTION
• Many decisions in management are related with the best
usage resources of organizations.
• Manager makes Decisions in order to satisfy Objectives,
Goals of organizations.
• Resources: Materials, Machines, Man, Money, Time,
Space.
• Linear Programming (LP) is a mathematical method that
helps managers to make decision related with Resources
Allocation. (references about Nobel laureate: Kantorovich)
• Extensively using computer.
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LP PROBLEM
• Problem: Maximize or Minimize some variables, usually
Profit/ Cost, called Objective function.
• Constraints: are functions show resources limitation of
companies/ organizations. The problem is to find s solution
that maximize profits (or minimize lost/cost) in given
constraints.
Form of constraint funcstionc could be:
• Inequality (form or )
• Equality
• All Objective function and Constraint functions are linear
functions.
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Formulating LP Problems - the most important task
Example 1. ABC Furniture Company
• Products: tables and chairs.
• The production process for each is similar (carpentry works,
painting and varnishing)
• ABC Furniture's problem: to determine the best possible
combination of tables chairs to manufacture in order to reach the
maximum profit.
• The data provided in the following table
ABC Furniture Company Data
Hours required to produce 1 Available
Department unit Hours
(X1) Tables (X2) Chairs
Carpentry 4 3 240
Painting and varnishing 2 1 100
Profit per unit $7 $5
Formulation
• X1 = number of tables to be produced
• X2 = number of chairs to be produced
The problem is formulating:
Maximize profit Z = 7X1 + 5X2
Subject to:
4X1 + 3X2 240
2X1 + 1X2 100
X1 0
X2 0
Graphical Solution
• The graphical method works only when there are two decision
variables, but it provides valuable insight into how larger problems
are structured
• Graphical Representation of Constraints
• Isoprofit-line method
• Corner points method
Graphical Representation of Constraints
100
80 A (X 1
= 0, X 2
= 80)
2
Number of Chairs - X
60
4X 1 +3 X 2 = 240
40
4X 1 +3 X 2 <= 240
20
B (X 1 = 60, X 2 = 0)
0 20 40 60 80 100 120
Number of Tables - X 1
100 C (X 1
= 0, X 2
= 100)
80 A (X 1
= 0, X 2
= 80)
Number of Chairs - X2
2X 1 +1 X 2 = 100
60
4X 1 +3 X 2 = 240
40
D (X 1 = 50, X 2 = 0)
20
Feasible B (X 1 = 60, X 2 = 0)
Region
0 20 40 60 80 100 120
Number of Tables - X 1
Solving LP graphically by Isoprofit- line method
100
80 A (X 1 = 0, X 2 = 80)
Number of Chairs - X 2
60 I (X 1 = 30, X 2 = 40)
40 Max Profit = 7(30)+5(40) = 410
Feasible
Region 20
D (X 1 = 50, X 2 = 0)
0 20 40 60 80 100 120
Number of Tables - X 1
Solving LP problem by Corner-point method
• Objective: Maximize Profit Z = 7X1 + 5X2
• The mathematical theory in LP shows that the optimal
solution must lie at one corner point, or extreme point,
of the feasible region
• At the point (0,0): Profit = 0
• At the point D(50,0): Profit = 7(50) + 5(0) = 350
• At the point A(0,80): Profit = 7(0) + 5(80) = 400
• At the point I(30,40):Profit = 7(30) + 5(40) = 410 *
• The optimal solution is I(30,40) which obtains profit of
410
04 SPECIAL CASES
There are 04 special cases in LP:
• Infeasible solutions
• Unbounded solutions
• Redundant constraints
• Multiple optimal solutions
12
04 SPECIAL CASES
• Case1: Infeasible
• Infeasible solutions occurred when we have conflicting constraints ;
or
• No solution satisfy all constraints; or
• Can not build the feasible solutions region.
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04 SPECIAL CASES
• Exampleï:
X2 Regions which
Consider three constraints: Mieàn thoaû maõn raøng
100
satisfy
buoäc thöù ba
4X1 + 3X2 240
80 A (X 1 = 0, X 2 = 80)
constraints 3
2X1 + 1X2 100
X1 80 60
40
Regions which 20
satisfy
constraints 1 0 20 40 60 80 100 120 X1
and 2
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04 SPECIAL CASES
Case 2: Unbounded solutions
• When value of Objective function approached to infinity we said that
the problem is unbounded or missing one or more constraints; or
• The LP did not provide a finite solutions, this implies the objective
function approaches to infinity without violating any constraint. û.
• Open ended problem
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04 SPECIAL CASES
• Example:
Maximize Z = 3X1 + 5X2
St:
X1 5 X2
X1 = 5
X2 10
X1 + 2 X2 10 15
X 2 = 10
X1, X2 0 10
Mieàn lôøi giaûi
5
X 1 + 2X 2 = 10
0 5 10 15 X1
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04 SPECIAL CASES
Case 3: Redundancy of Constraints
• A redundant constraint is a constraint that will not affect to the
solution space
• In reality, this will usually happens when number of constraints and
umber of variables are very large.
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04 SPECIAL CASES
Example:
X2
Maximize Z = 7X1 + 5X2 100
St:
A (X 1 = 0, X 2 = 80)
4X1 + 3X2 240 80
2X1 + 1X2 100 60
Raøng buoäc dö: X 1 <= 80
X1 80
40
20
0 20 40 60 80 100 X1
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04 SPECIAL CASES
Case : Multiple solutions
• When objective function and one constraint have the same slope we
will faced with the case multiple optimal solutions
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04 SPECIAL CASES X2
100
80 A (X 1 = 0, X 2 = 80)
Maximize Z = 8X1 + 6X2
St:
60
4X1 + 3X2 240
2X1 + 1X2 100 40
I (X 1 = 30, X 2 = 40)
20
0 20 40 60 80 100 X1
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COMPUTER APPLICATION
• Excel
• Lingo
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Example on LP
• Ozark Farms uses at least 800 lbs of special feed daily. The special
feed is a mixture of corn and soybean meal with the following
compositions:
lb per lb of feedstuff
Feedstuff Protein Fiber Cost ($/lb)
Corn 0.09 0.02 0.3
Soybean 0.6 0.06 0.90
• The dietary requirements of the special feed are at least 30%
protein and at most 5% fiber.
• The goal is to determine the daily minimum-cost feed mix.
• The decision variables of the model are:
• x1 = lb of corn in the daily mix
• x2 = lb of soybean meal in the daily mix
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• The objective is to minimize the total daily cost (in dollars) of the
feed mix, that is,
Minimize z = .3x1 + .9x2
Subject to:
OR
Min Z= 0.3
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