Linear Programming Formulation Examples
Linear Programming Formulation Examples
J E Beasley
OR-Notes are a series of introductory notes on topics that fall under the broad heading of the field of
operations research (OR). They were originally used by me in an introductory OR course I give at
Imperial College. They are now available for use by any students and teachers interested in OR subject to
the following conditions.
A cargo plane has three compartments for storing cargo: front, centre and rear. These compartments have
the following limits on both weight and space:
Furthermore, the weight of the cargo in the respective compartments must be the same proportion of that
compartment's weight capacity to maintain the balance of the plane.
The following four cargoes are available for shipment on the next flight:
Any proportion of these cargoes can be accepted. The objective is to determine how much (if any) of each
cargo C1, C2, C3 and C4 should be accepted and how to distribute each among the compartments so that
the total profit for the flight is maximised.
Solution
Variables
We need to decide how much of each of the four cargoes to put in each of the three compartments. Hence
let:
xij be the number of tonnes of cargo i (i=1,2,3,4 for C1, C2, C3 and C4 respectively) that is put into
compartment j (j=1 for Front, j=2 for Centre and j=3 for Rear) where xij >=0 i=1,2,3,4; j=1,2,3
Note here that we are explicitly told we can split the cargoes into any proportions (fractions) that we like.
Constraints
cannot pack more of each of the four cargoes than we have available
the weight of the cargo in the respective compartments must be the same proportion of that
compartment's weight capacity to maintain the balance of the plane
[x11 + x21 + x31 + x41]/10 = [x12 + x22 + x32 + x42]/16 = [x13 + x23 + x33 + x43]/8
Objective
The advantages of using a software package to solve the above linear program, rather than a judgemental
approach are:
actually maximise profit, rather than just believing that our judgemental solution maximises profit
(we may have bad judgement, even if we have an MBA!)
makes the cargo loading the decision one that we can solve in a routine operational manner on a
computer, rather than having to exercise judgement each and every time we want to solve it
problems that can be appropriately formulated as linear programs are almost always better solved
by computers than by people
can perform sensitivity analysis very easily using a computer
Briefly describe the main steps in using mathematical modelling to support management.
A canning company operates two canning plants. The growers are willing to supply fresh fruits in the
following amounts:
Plant A Plant B
Capacity 460 tonnes 560 tonnes
Labour cost £26/tonne £21/tonne
The canned fruits are sold at £50/tonne to the distributors. The company can sell at this price all they can
produce.
The objective is to find the best mixture of the quantities supplied by the three growers to the two plants
so that the company maximises its profits.
Solution
1. Problem identification
Diagnosis of the problem from its symptoms if not obvious (i.e. what is the problem?)
Delineation of the subproblem to be studied. Often we have to ignore parts of the entire
problem.
Establishment of objectives, limitations and requirements.
2. Formulation as a mathematical model
3. Model validation (or algorithm validation)
Model validation involves running the algorithm for the model on the computer in order to
ensure:
the input data is free from errors
the computer program is bug-free (or at least there are no outstanding bugs)
the computer program correctly represents the model we are attempting to validate
the results from the algorithm seem reasonable (or if they are surprising we can at least
understand why they are surprising).
4. Solution of the model
Standard computer packages, or specially developed algorithms, can be used to solve the
model.
In practice, a "solution" often involves very many solutions under varying assumptions to
establish sensitivity.
5. Implementation
This phase may involve the implementation of the results of the study or the implementation
of the algorithm for solving the model as an operational tool (usually in a computer package).
To formulate the problem given in the question as a linear program we need to define:
variables
constraints
objective
Variables
We need to decide how much to supply from each of the three growers to each of the two canning plants.
Hence let xij be the number of tonnes supplied from grower i (i=1,2,3 for S1, S2 and S3 respectively) to
plant j (j=1 for Plant A and j=2 for Plant B) where xij >=0 i=1,2,3; j=1,2
Constraints
Objective
maximise revenue - grower supply cost - grower shipping cost - plant labour cost
and this is
The dual values associated with the supply and plant capacity constraints in the optimal solution of the
above linear program tell us by how much the optimal objective function value will change if we change
the right-hand side of the corresponding constraints
The production manager of a chemical plant is attempting to devise a shift pattern for his workforce. Each
day of every working week is divided into three eight-hour shift periods (00:01-08:00, 08:01-16:00,
16:01-24:00) denoted by night, day and late respectively. The plant must be manned at all times and the
minimum number of workers required for each of these shifts over any working week is as below:
1. Each worker is assigned to work either a night shift or a day shift or a late shift and once a worker
has been assigned to a shift they must remain on the same shift every day that they work.
2. Each worker works four consecutive days during any seven day period.
Solution
Variables
The union agreement is such that any worker can only start their four consecutive work days on one of the
seven days (Mon to Sun) and in one of the three eight-hour shifts (night, day, late).
Let:
Nij the number of workers starting their four consecutive work days on day i (i=1,...,7) and shift j
(j=1,...,3)
Note here that strictly these variables should be integer but, as we are explicitly told to formulate the
problem as a linear program in part (a) of the question, we allow them to take fractional values.
Constraints
since each worker can start his working week only once during the seven day, three shift, week
lower limit on the total number of workers required for each day/shift period
let Dij be the (known) number of workers required on day i (i=1,...,7) and shift period j (j=1,...,3) e.g.
D53=11 (Friday, Late)
The logic here is straightforward, for example for Wednesday (day 3) the workers working shift j on day 3
either started on Wednesday (day 3, N3j) or on Tuesday (day 2, N2j) or on Monday (day 1, N1j) or on
Sunday (day 7, N7j) - so the sum of these variables is the total number of workers on duty on day 3 in shift
j and this must be at least the minimum number required (D3j).
Objective
It appears from the question that the production manager's objective is simply to find a feasible schedule
so any objective is possible. Logically however he might be interested in reducing the size of the
workforce so the objective function could be:
where all variables Nij>=0 and continuous (i.e. can take fractional values).
Some of the advantages and disadvantages of solving this problem as a linear program are:
able to investigate changes (e.g. in shift patterns, workers needed per day, etc) very easily.
Linear programming example 1991 UG exam
A company manufactures four products (1,2,3,4) on two machines (X and Y). The time (in minutes) to
process one unit of each product on each machine is shown below:
Machine
X Y
Product 1 10 27
2 12 19
3 13 33
4 8 23
The profit per unit for each product (1,2,3,4) is £10, £12, £17 and £8 respectively. Product 1 must be
produced on both machines X and Y but products 2, 3 and 4 can be produced on either machine.
The factory is very small and this means that floor space is very limited. Only one week's production is
stored in 50 square metres of floor space where the floor space taken up by each product is 0.1, 0.15, 0.5
and 0.05 (square metres) for products 1, 2, 3 and 4 respectively.
Customer requirements mean that the amount of product 3 produced should be related to the amount of
product 2 produced. Over a week approximately twice as many units of product 2 should be produced as
product 3.
Machine X is out of action (for maintenance/because of breakdown) 5% of the time and machine Y 7% of
the time.
Assuming a working week 35 hours long formulate the problem of how to manufacture these products as
a linear program.
Solution
Variables
Essentially we are interested in the amount produced on each machine. Hence let:
Note here that as product 1 must be processed on both machines X and Y we do not define y1.
Constraints
floor space
customer requirements
x2 + y2 = 2(x3 + y3)
Note here that as this is only an approximate (±5% say) constraint we might do better to express this
constraint as
available time
Objective
A company is planning its production schedule over the next six months (it is currently the end of month
2). The demand (in units) for its product over that timescale is as shown below:
Month 3 4 5 6 7 8
Demand 5000 6000 6500 7000 8000 9500
The company currently has in stock: 1000 units which were produced in month 2; 2000 units which were
produced in month 1; 500 units which were produced in month 0.
The company can only produce up to 6000 units per month and the managing director has stated that
stocks must be built up to help meet demand in months 5, 6, 7 and 8. Each unit produced costs £15 and
the cost of holding stock is estimated to be £0.75 per unit per month (based upon the stock held at the
beginning of each month).
The company has a major problem with deterioration of stock in that the stock inspection which takes
place at the end of each month regularly identifies ruined stock (costing the company £25 per unit). It is
estimated that, on average, the stock inspection at the end of month t will show that 11% of the units in
stock which were produced in month t are ruined; 47% of the units in stock which were produced in
month t-1 are ruined; 100% of the units in stock which were produced in month t-2 are ruined. The stock
inspection for month 2 is just about to take place.
The company wants a production plan for the next six months that avoids stockouts. Formulate their
problem as a linear program.
Because of the stock deterioration problem the managing director is thinking of directing that customers
should always be supplied with the oldest stock available. How would this affect your formulation of the
problem?
Solution
Variables
Let
Pt be the production (units) in month t (t=3,...,8)
Iit be the number of units in stock at the end of month t which were produced in month i (i=t,t-1,t-2)
Sit be the number of units in stock at the beginning of month t which were produced in month i (i=t-1,t-2)
dit be the demand in month t met from units produced in month i (i=t,t-1,t-2)
Constraints
production limit
Pt <= 6000
I22 = 1000
I12 = 2000
I02 = 500
St-1,t = 0.89It-1,t-1
St-2,t = 0.53It-2,t-1
inventory continuity equation where we assume we can meet demand in month t from production in
month t. Let Dt represent the (known) demand for the product in month t (t=3,4,...,8) then
and we have
It,t = 0 + Pt - dt,t
where
no stockouts
Objective
Note because we are told to formulate this problem as a linear program we assume all variables are
fractional - in reality they are likely to be quite large and so this is a reasonable approximation to make
(also a problem occurs with finding integer values which satisfy (for example) St-1,t=0.89It-1,t-1 unless this
is assumed).
If we want to ensure that demand is met from the oldest stock first then we can conclude that this is
already assumed in the numerical solution to our formulation of the problem since (plainly) it worsens the
objective to age stock unnecessarily and so in minimising costs we will automatically supply (via the dit
variables) the oldest stock first to satisfy demand (although the managing director needs to tell the
employees to issue the oldest stock first).
A company assembles four products (1, 2, 3, 4) from delivered components. The profit per unit for each
product (1, 2, 3, 4) is £10, £15, £22 and £17 respectively. The maximum demand in the next week for
each product (1, 2, 3, 4) is 50, 60, 85 and 70 units respectively.
There are three stages (A, B, C) in the manual assembly of each product and the man-hours needed for
each stage per unit of product are shown below:
Product
1 2 3 4
Stage A 2 2 1 1
B 2 4 1 2
C 3 6 1 5
The nominal time available in the next week for assembly at each stage (A, B, C) is 160, 200 and 80 man-
hours respectively.
It is possible to vary the man-hours spent on assembly at each stage such that workers previously
employed on stage B assembly could spend up to 20% of their time on stage A assembly and workers
previously employed on stage C assembly could spend up to 30% of their time on stage A assembly.
Production constraints also require that the ratio (product 1 units assembled)/(product 4 units assembled)
must lie between 0.9 and 1.15.
Formulate the problem of deciding how much to produce next week as a linear program.
Solution
Variables
Let
Constraints
maximum demand
x1 <= 50
x2 <= 60
x3 <= 85
x4 <= 70
ratio
work-time
Objective
Note we neglect the fact that the xi variables should be integer because we are told to formulate the
problem as an LP.
A company makes three products and has available 4 workstations. The production time (in minutes) per
unit produced varies from workstation to workstation (due to different manning levels) as shown below:
Workstation
1 2 3 4
Product 1 5 7 4 10
2 6 12 8 15
3 13 14 9 17
Similarly the profit (£) contribution (contribution to fixed costs) per unit varies from workstation to
workstation as below
Workstation
1 2 3 4
Product 1 10 8 6 9
2 18 20 15 17
3 15 16 13 17
If, one week, there are 35 working hours available at each workstation how much of each product should
be produced given that we need at least 100 units of product 1, 150 units of product 2 and 100 units of
product 3. Formulate this problem as an LP.
Solution
Variables
At first sight we are trying to decide how much of each product to make. However on closer inspection it
is clear that we need to decide how much of each product to make at each workstation. Hence let
Although (strictly) all the xij variables should be integer they are likely to be quite large and so we let
them take fractional values and ignore any fractional parts in the numerical solution. Note too that the
question explicitly asks us to formulate the problem as an LP rather than as an IP.
Constraints
limit on the number of minutes available each week for each workstation
Objective
maximise
10x11 + 8x12 + 6x13 + 9x14 + 18x21 + 20x22 + 15x23 + 17x24 + 15x31 + 16x32 + 13x33 + 17x34
Production planning problem
Consider the production of tin cans which are stamped from metal sheets. A can consists of a main body
and two ends,. We have 4 possible stamping patterns (involving 2 different types (sizes) of metal sheet).
as shown below
Pattern
1 2 3 4
Type of sheet used 1 2 1 1
Number of main bodies 1 4 2 0
Number of ends 7 4 3 9
Amount of scrap s1 s2 s3
s4
Time to stamp (hours) t1 t2 t3
t4
Note here that the si (i=1,2,3,4) and the ti (i=1,2,3,4) are not variables but constants (which have a known
value). Often in formulating LP's it is easier to use a symbol for a number rather than write out the
number in full every time it occurs in a constraint or in the objective function.
Let P be the profit obtained from selling one can, C be the cost per unit of scrap, T be the total number of
hours available per week, L1 be the number of metal sheets of type 1 which are available for stamping per
week and L2 be the number of metal sheets of type 2 which are available for stamping per week.
At the start of the week there is nothing in stock. Each (unused) main body in stock at the end of the week
incurs a stock-holding cost of c1. Similarly each (unused) end in stock at the end of the week incurs a
stock-holding cost of c2. Assume that all cans produced one week are sold that week.
Variables
Let
Note xi >= 0 i=1,2,3,4 and y >= 0 and again we assume that the xi and y are large enough for fractional
values not to be significant.
Constraints
time available
sheet availability
x1 + x3 + x4 <= L1 (sheet 1)
x2 <= L2 (sheet 2)
where the first term in this expression is the limit imposed upon y by the number of can ends produced
and the second term in this expression is the limit imposed upon y by the number of can bodies produced.
This constraint (because of the min[,] part) is not a linear constraint.
Objective
maximise
revenue - cost of scrap - unused main bodies stock - holding cost - unused ends stock - holding cost
i.e. maximise
Py - C(s1x1 + s2x2 + s3x3 + s4x4) - c1(x1 + 4x2 + 2x3 - y) - c2((7x1 + 4x2 + 3x3 + 9x4) - 2y)
As noted above this formulation of the problem is not an LP - however it is relatively easy (for this
particular problem) to turn it into an LP by replacing the y = min[,] non-linear equation by two linear
equations.
y = min[ (7x1+4x2+3x3+9x4)/2,
(x1+4x2+2x3) ] (A)
(which are both linear constraints) then we do have an LP and in the optimal solution of this LP either:
constraint (B) or constraint (C) is satisfied with equality, in which case constraint (A) is also
satisfied with equality; or
neither constraint (B) nor constraint (C) is satisfied with equality i.e. y < (7x1+4x2+3x3+9x4 )/2 and
y < (x1+4x2+2x3) - but in this case we can increase y (without changing any xi values), increasing
the objective function (assuming P + c1 + 2c2 >0) and contradicting the statement (above) that we
already had the optimal solution.
Hence case (b) cannot occur and so case (a) is valid - replacing constraint (A) by constraints (B) and (C)
generates a valid LP formulation of the problem.
Note that this problem illustrates that even if our initial formulation of the problem is non-linear we may
be able to transform it into an LP.
Note too that it is relatively easy to extend the LP formulation of the problem to cope with the situation
where can bodies/ends unused at the end of one week are available for production the following week.
A company is producing a product which requires, at the final assembly stage, three parts. These three
parts can be produced by two different departments as detailed below.
One week, 1050 finished (assembled) products are needed (but up to 1200 can be produced if necessary).
If department 1 has 100 working hours available, but department 2 has 110 working hours available,
formulate the problem of minimising the cost of producing the finished (assembled) products needed this
week as an LP, subject to the constraint that limited storage space means that a total of only 200
unassembled parts (of all types) can be stored at the end of the week.
Note: because of the way production is organised in the two departments it is not possible to produce, for
example, only one or two parts in each department, e.g. one hour of working in department 1 produces 7
part 1 units, 6 part 2 units and 9 part 3 units and this cannot be altered.
Production planning solution
Variables
We need to decide the amount of time given over to the production of parts in each department (since we,
obviously, may not make use of all the available working time) and also to decide the total number of
finished (assembled) products made. Hence let:
where xi >= 0 i=1,2 and y >= 0 and (as is usual) we assume that any fractional parts in the variables in the
numerical solution of the LP are not significant.
Constraints
x1 <= 100
x2 <= 110
production constraints relating the hours worked to the number of assembled products
We produce (7x1 + 6x2) part 1 units, (6x1 + 11x2) part 2 units and (9x1 + 5x2) part 3 units. Now to ensure
that the number of assembled products produced is exactly y we need at least y part 1 units, at least y part
2 units and at least y part 3 units. Hence we have the three constraints
the total number of parts (of all types) produced is (7x1 + 6x2) + (6x1 + 11x2) + (9x1 + 5x2) = 22x1
+ 22x2. Since we produce exactly y assembled products the number of parts left over at the end of
the week is (22x1 + 22x2) - 3y and hence the constraint relating to the limited storage space is given
by
Objective
Obvious extensions to this problem involve increasing (from the current value of 3) the number of parts
needed for the finished product and changing the ratio of parts used in a finished product from its current
value of 1:1:1.