chapter 3 Linear Programming
chapter 3 Linear Programming
C
Chapter 3. Linear Programing
Resource optimization
In design, construction, and maintenance of any engineering system, engineers have to take many
technological and managerial decisions at several stages.
The ultimate goal of all such decisions is either to minimize the effort required or to maximize the
desired benefit.
Optimization
It can be defined as the process of finding the conditions (decision variables) that give the maximum or
minimum value of an objective function.
It is the science of choosing the best amongst a number of possible alternatives. It is the act of obtaining
the best result under given circumstances.
It is a process of finding the "best“(optimal) solution to a problem
What do we mean by the "best"?
The terminology „best‟ solution implies that there is more than one solution and the solutions are
not of equal value.
The cost, performance, aesthetics, quality, time, etc.
Optimization selects the "best" decision from a constrained situation.
• It is the process of adjusting the inputs to find the minimum or maximum output or result.
Optimizing Methods
The methods to find an optimal solution to the constrained resource scheduling problem fall into two
categories:
…………………………………………………Eq (2)
Where aij, bi, and cj are given constants
Developing (LP) Model
Steps Involved:
Determine the objective of the problem and describe it by a criterion function in terms of the
decision variables.
Find out the constraints
Do the analysis which should lead to the selection of values for the decision variables that optimize
the criterion function while satisfying all the constraints imposed on the problem
Let the company manufactures x units of X and y units of Y, and then the L.P. model is:
Maximize Z = 5 x + 7 y
s.t.
1x+1y≤4
3 x + 8 y ≤ 24
10x + 7 y ≤ 35 and
Both x and y are ≥ 0.
Let us take machine A and find the boundary conditions. If x = 0, machine A can manufacture 4/1 = 4
units of y
Let X1 be the number of type-A cement and X2 the number of type-B cement to be made
Then, the total profit (in birr) is given by which is the objective function to be maximized
Z = 10X1+12X2
The total amount of time that machine I is used is 20X1+10X2 and must not exceed 180 minutes.
Thus, we have the inequality: - 20X1+10X2 ≤ 180 ( 1St constraint) .
The total amount of time that machine II is used is 10X1+30X2 and must not exceed 300 minutes.
Thus, we have the inequality: - 10X1+30X2 ≤ 300 ( 2nd constraint)
Finally, X1 and X2 can not be negative, so X1 > 0 (non- negative constraint) and X2 > 0 (non- negative
constraint)
In short, we want to maximize the objective function
Z = 10X1+12X2
subject to the system of inequalities
10X1+20X2 ≤ 180
10X1+30X2 ≤ 300
X1> 0
X2> 0
Example 5. Maximizing Profit
How many bowls and mugs should be produced to maximize profits given labor and materials
constraints?( formulate a linear programming model) for 40 hrs of labor per day and 120 lbs of clay
Given product resource requirements and unit profit:
Exercise 1. A concrete manufacturer is concerned about how many units of two types of concrete elements
should be produced during the next time period to maximize profit. Each concrete element of
type “A” generates a profit of $60, while each element of type “B” produces a profit of $40.
Two and three units of raw materials are needed to produce one concrete element of type A and
B, respectively. Also, four and two units of time are required to produce one concrete element
of type A and B respectively. If 100 units of raw materials and 120 units of time are available.
Formulate a linear programming model for this problem to determine how many units of each
type of concrete elements should be produced to maximize profit.
Exercise 2. A firm is engaged in producing two products, A and B. Each unit of product A requires 2 kg of
row material and 4 labor hours for processing, whereas each unit of product B requires 3 kg of
row material and 3 hours of labor of the same type. Every week, the firm has an availability of
60 kg of row material and 90 labor hours .One unit of product A sold yields 40 birr and one
unit of product B sold give 35 birr as profit .Formulate this problem as L(LP) to determine as
to how many unit of each of the product should be produced per week so that the firm can earn
the maximum profit. Assume that there is no marketing constraint so that all that is produced
can be sold.
Exercise 3. A contractor may purchase material from two different sand and gravel pits. The unit cost of
material including delivery from pits 1 and 2 is $50 and $70 per cubic meter, respectively, the
contractor requires at least 100 cubic meter of mix. The mix must contain a minimum of 30%
sand. Pit 1 contains 25% and pit 2 contains 50% sand. If the objective is to minimize the cost
of material, define the decision variables and formulate a mathematical model.
The region located on the right of PQR includes all solutions, which satisfy the first and the third
constraints. The region located on the left of ST includes all solutions, which satisfy the second constraint.
Thus, the problem is infeasible because there is no set of points that satisfy all the three constraints.
The point (x1, x2) must be somewhere in the solution space as shown in the figure by shaded portion. The
three extreme points (corner points) in the finite plane are: P= (90, 0); Q= (24, 22) and R= (0, 70). The
values of the objective function at these extreme points are: Z (P) =3600, Z (Q) =2280 and Z(R) = 4200
d) Alternate optimal solutions- LP problem has more than one optimal solution
o This is the case when the objective function‟s isoprofit of isocost line runs perfectly parallel to one of
the problem‟s constraint.
o Provide greater flexibility to the decision maker.
o Example
Maximize Z=60X1+60X2
Subject to
o 3X1+3X2≤90
o 2X1+4X2≤80
o X1, X2 ≥ 0
o Two corner points having the same maximum value indicate the LP problem has alternate optimal
solution.