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Chapter 2: An Introduction to Linear Programming. Instructor: Dr. Neha Mittal. Overview. Linear Programming Problem Problem Formulation A Simple Maximization Problem Graphical Solution Procedure Extreme Points and the Optimal Solution A Simple Minimization Problem Special Cases. 2.

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overview
Overview

Linear Programming Problem

Problem Formulation

A Simple Maximization Problem

Graphical Solution Procedure

Extreme Points and the Optimal Solution

A Simple Minimization Problem

Special Cases

2

slide3

Linear Programming

  • Linear programming has nothing to do with computer programming.
  • The use of the word “programming” here means “choosing a course of action”.
  • Linear programming is a problem-solving approach developed to help managers make decisions.
linear programming lp problem
Linear Programming (LP) Problem
  • The maximization or minimization of some quantity is the objective in all linear programming problems.
  • All LP problems have
    • Constraints that limit the objective function value.
    • feasible solution satisfies all the problem's constraints.
    • optimal solution is the largest possible objective function value when maximizing (or smallest when minimizing).
  • A graphical solution method can be used to solve a linear program with two variables.
linear programming lp problem5
Linear Programming (LP) Problem
  • If both the objective function and the constraints are linear, the problem is referred to as a linear programming problem.
  • Linear functions are functions in which each variable appears in a separate term raised to the first power and is multiplied by a constant (which could be 0).
  • Linear constraints are linear functions that are restricted to be "less than or equal to", "equal to", or "greater than or equal to" a constant.
which are not linear functions
Which are NOT linear functions?

-2x1 + 4x2 – 1x3< 80

3√x1 - 2x2 ≥ 15

2x1x2 + 5x3< 17

4x1 + 7x3 = 12

6

problem formulation
Problem Formulation
  • Problem formulation or modeling is the process of translating a verbal statement of a problem into a mathematical statement.
  • Formulating models is an art that can only be mastered with practice and experience.
  • Every LP problem has some unique features, but most problems also have common features.
  • General guidelines for LP model formulation are illustrated on the slides that follow.
guidelines for model formulation
Guidelines for Model Formulation
  • Read and Understand the problem.
  • Describe the objective.
  • Describe each constraint.
  • Define the decision variables.
  • Write the objective in terms of the decision variables.
  • Write the constraints in terms of the decision variables.
problem statement
Problem Statement

A Starbucks wants to maximize hourly profit on sales of lattes and cappuccinos. They make $5 per latte and $7 per cappuccino.

In any given hour,

The latte frother can blend up to 6 cups per hour.

The maximum milk supply in each hour is 19 cups. Lattes require 2 cups, and cappuccinos take 3.

The lid station can provide a max of 8 lids per hour. Each latte and cappuccino must have a lid.

How can Starbucks maximize profit in each hour on sales of lattes and cappuccinos?

9

slide10

Objective

Function

Max 5x1 + 7x2

s.t. x1< 6

2x1 + 3x2< 19

x1 + x2< 8

x1> 0 and x2> 0

“Regular”

Constraints

Non-negativity

Constraints

graphical solution
Graphical Solution

Prepare a graph of the feasible solutions for each of the constraints.

Determine the feasible region that satisfies all the constraints simultaneously.

Type of constraintFeasible region (usually) will be

> above/to the right

< below/to the left

= the line

Draw an objective function line.

Move parallel objective function lines toward larger objective function values without entirely leaving the feasible region.

Any feasible solution on the objective function line with the largest value is an optimal solution.

11

starbucks graphical solution
Starbucks: Graphical Solution

x2

8

7

6

5

4

3

2

1

x1

1 2 3 4 5 6 7 8 9 10

starbucks graphical solution13
Starbucks: Graphical Solution

x2

First Constraint Graphed

8

7

6

5

4

3

2

1

x1 = 6

Shaded region

contains all

feasible points

for this constraint

(6, 0)

x1

1 2 3 4 5 6 7 8 9 10

slide14

x2

Second Constraint Graphed

8

7

6

5

4

3

2

1

(0, 61/3)

2x1 + 3x2 = 19

Shaded

region contains

all feasible points

for this constraint

(91/2, 0)

x1

1 2 3 4 5 6 7 8 9 10

slide15

x2

Third Constraint Graphed

(0, 8)

8

7

6

5

4

3

2

1

x1 + x2 = 8

Shaded

region contains

all feasible points

for this constraint

(8, 0)

x1

1 2 3 4 5 6 7 8 9 10

slide16

x2

Combined-Constraint Graph

Showing Feasible Region

x1 + x2 = 8

8

7

6

5

4

3

2

1

x1 = 6

2x1 + 3x2 = 19

Feasible

Region

x1

1 2 3 4 5 6 7 8 9 10

slide17

x2

Objective Function Line

8

7

6

5

4

3

2

1

(0, 5)

Objective Function

5x1 + 7x2 = 35

(7, 0)

x1

1 2 3 4 5 6 7 8 9 10

slide18

Selected Objective Function Lines

x2

8

7

6

5

4

3

2

1

5x1 + 7x2 = 35

5x1 + 7x2 = 39

5x1 + 7x2 = 42

x1

1 2 3 4 5 6 7 8 9 10

slide19

x2

Optimal Solution

Maximum

Objective Function Line

5x1 + 7x2 = 46

8

7

6

5

4

3

2

1

Optimal Solution

(x1 = 5, x2 = 3)

x1

1 2 3 4 5 6 7 8 9 10

slide20
Solve for the Extreme Point at the Intersection of the Two Binding Constraints

2x1 + 3x2 = 19

x1+ x2 = 8

The two equations will give:

x2 = 3

Substituting this into x1 + x2 = 8 gives: x1 = 5

Solve for the Optimal Value of the Objective Function

5x1 + 7x2 = 5(5) + 7(3) = 46

extreme points and the optimal solution
Extreme Points and the Optimal Solution
  • The corners or vertices of the feasible region are referred to as the extreme points.
  • An optimal solution to an LP problem can be found at an extreme point of the feasible region.
  • When looking for the optimal solution, you do not have to evaluate all feasible solution points; consider only the extreme points of the feasible region.
extreme points
Extreme Points

x2

8

7

6

5

4

3

2

1

(0, 6 1/3)

5

(5, 3)

4

Feasible

Region

(6, 2)

3

(6, 0)

(0, 0)

2

1

x1

1 2 3 4 5 6 7 8 9 10

slide23

Max Z = 5x1 + 7x2

x2

(x1 , x2 ) Z

8

7

6

5

4

3

2

1

1 2 3 4 5 6 7 8 9 10

(0, 0) 0

1

5

(6, 0) 30

2

(6, 2) 44

3

(5, 3) 46

4

(6 1/3,0) 30 5/3

4

5

Feasible

Region

3

1

2

x1

23

problem
Problem
  • A woodcarving agency manufactures two types of wooden toys: soldiers and trains. A soldier sells for $27 and uses $10 worth of raw materials. Each soldier that is manufactured increases his variable labor and overhead costs by $14. A train sells for $21 and uses $9 worth of raw materials. Each train built increases his variable labor and overhead costs by $10.

The manufacture of soldier and trains requires two types of skilled labor: carpentry and finishing. A soldier requires 2 hours of finishing labor and 1 hour of carpentry labor. A train requires 1 hour of finishing and 1 hour of carpentry labor. Each week he can obtain all the raw material he needs but only 100 hours of finishing and 80 carpentry hours. Demand for trains is unlimited, but at most 40 soldiers are bought every week.

Formulate the problem that may maximize the company’s weekly profit and solve it graphically.

problem26
Problem
  • The following table summarizes the key facts about two products, A and B, and the resources Q, R, and S required to produce them. Formulate a linear programming model for this problem. The profit per unit is $3 for Product A and $2 for Product B.
assignment
Assignment
  • The Primo Insurance Company is introducing two new product lines: special risk insurance and mortgages. The expected profit is $5 per unit on special risk insurance and $2 per unit on mortgages. Management wishes to establish sales quotas for new product lines. The work req. are as follows. Formulate the LP model and solve it graphically.
computer solution windows qm
Computer Solution: Windows QM

Demo version available at:

http://wps.prenhall.com/bp_weiss_software_1/0,6750,91664-,00.html

solving graphically minimization problem
Solving Graphically: Minimization Problem
  • Prepare a graph of the feasible solutions for each of the constraints.
  • Determine the feasible region that satisfies all the constraints simultaneously.
  • Draw an objective function line.
  • Move parallel objective function lines toward smaller objective function values without entirely leaving the feasible region.
  • Any feasible solution on the objective function line with the smallest value is an optimal solution.
a simple minimization problem
A Simple Minimization Problem

LP Formulation

Min 5x1 + 2x2

s.t. 2x1 + 5x2> 10

4x1-x2> 12

x1 + x2> 4

x1, x2> 0

graphical solution32
Graphical Solution

x2

Constraints Graphed

6

5

4

3

2

1

Feasible Region

4x1-x2> 12

x1 + x2> 4

2x1 + 5x2> 10

x1

1 2 3 45 6

slide33

Objective Function Graphed

x2

Min 5x1 + 2x2

6

5

4

3

2

1

4x1-x2> 12

x1 + x2> 4

2x1 + 5x2> 10

x1

1 2 3 45 6

slide34
Solve for the Extreme Point at the Intersection of the Two Binding Constraints

4x1 - x2 = 12

x1+ x2 = 4

Adding these two equations gives:

5x1 = 16 or x1 = 16/5

Substituting this into x1 + x2 = 4 gives: x2 = 4/5

Solve for the Optimal Value of the Objective Function

5x1 + 2x2 = 5(16/5) + 2(4/5) = 88/5

lp in standard form
LP in Standard Form
  • A linear program in which all the variables are non-negative and all the constraints are equalities is said to be in standard form (or augmented form)
  • To attain standard form you must
    • < constraints: Add slack variable to constraint (coefficient of 0 in obj function)
    • > constraints: Subtract surplus from constraint (coefficient of 0 in obj function)
    • = constraints: Add artificial variable to constraint (coefficient of –M in obj function)
slide36
Slack and surplus variables represent the difference between the left and right sides of the constraints. Slack is any unused resource, while surplus is the amount over some required minimum level.
  • The objective function coefficient for slack and surplus variables is equal to 0.
  • If slack/surplus variables are equal to 0 for a constraint, the constraint is said to be binding.
slack variables for constraints
Slack Variables (for < constraints)

Max 5x1 + 7x2 + 0s1 + 0s2 + 0s3

s.t. x1 + s1 = 6

2x1 + 3x2 + s2 = 19

x1 + x2 + s3 = 8

x1, x2 , s1 , s2 , s3> 0

s1 , s2 , and s3

are slack variables

Example in Standard Form

slide38

Optimal Solution

x2

Third

Constraint:

x1 + x2 = 8

First

Constraint:

x1 = 6

8

7

6

5

4

3

2

1

s3 = 0

s1 = 1

Second

Constraint:

2x1 + 3x2 = 19

Optimal

Solution

(x1 = 5, x2 = 3)

s2 = 0

x1

1 2 3 4 5 6 7 8 9 10

slide39

Surplus Variables

Minimization Example in Standard Form

Min 5x1 + 2x2 + 0s1 + 0s2 + 0s3

s.t. 2x1 + 5x2-s1 = 10

4x1-x2-s2 = 12

x1 + x2-s3 = 4

x1, x2, s1, s2, s3> 0

s1 , s2 , and s3 are

surplus variables

slide40

LP’s Special Case: Alternative Optimal Solutions

Max 4x1 + 6x2

s.t. x1< 6

2x1 + 3x2< 18

x1 + x2< 7

x1> 0 and x2> 0

slide41

Boundary constraint 2x1 + 3x2< 18 and objective function Max 4x1 + 6x2 are parallel. All points on line segment A – B are optimal solutions.

x2

x1 + x2< 7

7

6

5

4

3

2

1

Max 4x1 + 6x2

A

B

x1< 6

2x1 + 3x2< 18

x1

1 2 3 4 5 6 7 8 9 10

infeasibility
Infeasibility

Max 2x1 + 6x2

s.t. 4x1 + 3x2< 12

2x1 + x2> 8

x1, x2> 0

slide43
There are no points that satisfy both constraints, so there is no feasible region (and no feasible solution).

x2

10

2x1 + x2> 8

8

6

4x1 + 3x2< 12

4

2

x1

2 4 6 8 10

unbounded problem
Unbounded Problem

Max 4x1 + 5x2

s.t. x1 + x2> 5

3x1 + x2> 8

x1, x2> 0

slide45
The feasible region is unbounded and the objective function line can be moved outward from the origin without bound, infinitely increasing the objective function.

x2

10

3x1 + x2> 8

8

6

Max 4x1 + 5x2

4

x1 + x2> 5

2

x1

2 4 6 8 10

assignment46
Assignment
  • The Sanders Garden Shop mixes two types of grass seed into a blend. Each type of grass has been rated (per pound) according to its shade tolerance, ability to stand up to traffic, and drought resistance, as shown in the table. Type A seed costs $1 and Type B seed costs $2. If the blend needs to score at least 300 points for shade tolerance, 400 points for traffic resistance, and 750 points for drought resistance, how many pounds of each seed should be in the blend? How much will the blend cost?