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Introduction To Linear Programming

This document provides an introduction to linear programming (LP). It defines LP as an optimization problem where the objective function and constraints are linear. LP problems have decision variables, an objective to maximize or minimize, and constraints. The document outlines the basic components of an LP and provides an example problem to demonstrate how to formulate an LP with decision variables, objective function, and constraints. It also discusses the linearity requirement and how constraints must be linear inequalities or equalities.

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muskaan bhadada
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© © All Rights Reserved
Available Formats
Download as PDF, TXT or read online on Scribd
201 views

Introduction To Linear Programming

This document provides an introduction to linear programming (LP). It defines LP as an optimization problem where the objective function and constraints are linear. LP problems have decision variables, an objective to maximize or minimize, and constraints. The document outlines the basic components of an LP and provides an example problem to demonstrate how to formulate an LP with decision variables, objective function, and constraints. It also discusses the linearity requirement and how constraints must be linear inequalities or equalities.

Uploaded by

muskaan bhadada
Copyright
© © All Rights Reserved
Available Formats
Download as PDF, TXT or read online on Scribd
You are on page 1/ 27

Introduction to Linear

Programming

1
Linear Programming

• Optimization is an important and fascinating area of


management science and operations research. It helps to do
less work, but gain more.

• Linear programming (LP) is a central topic in optimization


2
Linear Programming
• LP has attracted most of its attention in optimization during the last six
decades for two main reasons:

• Applicability: There are many real-world applications that can be modelled


as linear programming;
 
• Solvability: There are theoretically and practically efficient techniques for
solving large-scale problems
3
Module Outline

Introduction
The Linear Programming Model
Examples of Linear Programming Problems
Developing Linear Programming Models
Graphical Solution to LP Problems
4
Basic Components of an LP:

• Each optimization problem consists of three elements:


• Decision variables: describe our choices that are under our
control;
• Objective function: describes a criterion that we wish to
minimize (e.g., cost) or maximize (e.g., profit);
• Constraints: describe the limitations that restrict our choices
for decision variables.
5
Linear Programming

• “linear programming (LP)” to refer to an


optimization problem in which the objective
function is linear and each constraint is a linear
inequality or equality.

6
An Introductory Example

• Problem Statement: A company makes two products (say, P


and Q) using two machines (say, A and B). Each unit of P that
is produced requires 50 minutes processing time on machine
A and 30 minutes processing time on machine B. Each unit of
Q that is produced requires 24 minutes processing time on
machine A and 33 minutes processing time on machine B.
Cont…..

7
An Introductory Example

• Machine A is going to be available for 40 hours and


machine B is available for 35 hours. The profit per unit of
P is $25 and the profit per unit of Q is $30. Company
policy is to determine the production quantity of each
product in such a way as to maximize the total profit
given that the available resources should not be exceeded.
8
An Introductory Example

• Task: The aim is to formulate the problem of deciding


how much of each product to make in the current week
as an LP.

9
Step 1: Defining the Decision Variables

• We often start with identifying decision variables (i.e.,


what we want to determine among those things which are
under our control

10
Step 1: Defining the Decision Variables

• The company wants to determine the optimal product to


make in the current week. So there are two decision
variables:
X:the number of units of P
Y:the number of units of Q

11
Step 2: Choosing an Objective Function

We want to maximize the total profit. The profit per each


unit of product P is $25 and profit per each unit of product
Q is $30. Therefore, the total profit is 25x+30y if we
produce x units of P and y units of Q. This leads to the
following objective function:
Max 25x+30y
12
Choosing an Objective Function
• The objective function is linear in terms of decision variables x
and y (i.e., it is of the form ax + by, where a and b are constant). 
• We typically use the variable z to denote the value of the
objective. So the objective function can be stated as:
 
Max z=25x+30y
13

 
Step 3: Identifying the Constraints

• In many practical problems, there are limitations


(such as resource / physical / strategic /
economical) that restrict our decisions. We describe
these limitations using mathematical constraints.

14
Step 3: Identifying the Constraints
• The amount of time that machine A is available restricts the
quantities to be manufactured. If we produce x units of P and y
units of Q, machine A should be used for 50x+24y minutes since
each unit of P requires 50 minutes processing time on machine A
and each unit of Q requires 24 minutes processing time on
machine A. On the other hand, machine A is available for 40
hours or equivalently for 2400 minutes. This imposes the
following constraint:
15
Step 3: Identifying the Constraints

•50x + 24y ≤ 2400.

16
Step 3: Identifying the Constraints

•Similarly, the amount of time that machine B


is available imposes the following constraint:

•30x + 33y ≤ 2100


17
Linearity

•These constrains are linear inequalities since


in each constraint the left-hand side of the
inequality sign is a linear function in terms of
the decision variables x and y and the right
hand side is constant.
18
Step 3: Identifying the Constraints

• Note: In most problems, the decision variables are


required to be nonnegative, and this should be explicitly
included in the formulation. This is the case here. So you
need to include the following two non-negativity
constraints as well:
x ≥0 and y ≥0
19
LP for the Example

Here is the LP:


Max z= 25x + 30y
s.t.50x + 24y ≤ 2400,
30x + 33y ≤ 2100,
x ≥ 0,
y ≥ 0.
20
The Linear Programming Model
Let: X1, X2, X3, ………, Xn = decision variables
Z = Objective function or linear function
Requirement: Maximization of the linear function Z.
Z = c1X1 + c2X2 + c3X3 + ………+ cnXn …..Eq (1)
subject to the following constraints:

21
Example of LPP Formulation
2. A company produces two types of tables, T1 and T2. It takes 2 hours to
produce the parts of one unit of T1, 1 hour to assemble and 2 hours to
polish. It takes 4 hours to produce the parts of one unit of T2, 2.5 hour to
assemble and 1.5 hours to polish. Per month, 7000 hours are available for
producing the parts, 4000 hours for assembling the parts and 5500 hours
for polishing the tables. The profit per unit of T1 is $90 and per unit of T2
is $110. How many of each type of tables should be produced in order to
maximize the total monthly profit. Formulate as LPP.

22
Example of LPP Formulation
3. A store sells two types of toys, A and B. The store owner pays $8 and $14 for
each one unit of toy A and B respectively. One unit of toys A yields a profit of
$2 while a unit of toys B yields a profit of $3. The store owner estimates that no
more than 2000 toys will be sold every month and he does not plan to invest
more than $20,000 in inventory of these toys. How many units of each type of
toys should be stocked in order to maximize his monthly total profit ?
Formulate as LPP.

23
Example of LPP Formulation
4. Each month a store owner can spend at most $100,000 on PC's and laptops.
A PC costs the store owner $1000 and a laptop costs him $1500. Each PC is
sold for a profit of $400 while laptop is sold for a profit of $700. The sore
owner estimates that at least 15 PC's but no more than 80 are sold each month.
He also estimates that the number of laptops sold is at most half the PC's. How
many PC's and how many laptops should be sold in order to maximize the
profit?

24
Formulate as LPP.

Q5.A farmer plans to mix two types of food to make a mix of low
cost feed for the animals in his farm. A bag of food A costs $10 and
contains 40 units of proteins, 20 units of minerals and 10 units of
vitamins. A bag of food B costs $12 and contains 30 units of proteins,
20 units of minerals and 30 units of vitamins. How many bags of food
A and B should the consumed by the animals each day in order to
meet the minimum daily requirements of 150 units of proteins, 90
units of minerals and 60 units of vitamins at a minimum cost.

25
Example: Product Mix Problem

The N. Dustrious Company produces two products: I and II. The raw material
requirements, space needed for storage, production rates, and selling prices for
these products are given in Table 1

26
Example: Product Mix Problem
The total amount of raw material available per day for both products is 15751b.
The total storage space for all products is 1500 ft2, and a maximum of 7 hours
per day can be used for production.
All products manufactured are shipped out of the storage area at the end of the
day. Therefore, the two products must share the total raw material, storage
space, and production time. The company wants to determine how many
units of each product to produce per day to maximize its total income.

27

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