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Chapter 3 - Introduction To Linear Programming A

The document introduces linear programming and provides examples of how it can be used to optimize allocation of limited resources among competing activities. It describes the prototype example of a glass company determining the optimal product mix. It also discusses formulating linear programming models and solving them using spreadsheets or modeling languages for large models.

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salma2684hawamdeh
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© © All Rights Reserved
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120 views

Chapter 3 - Introduction To Linear Programming A

The document introduces linear programming and provides examples of how it can be used to optimize allocation of limited resources among competing activities. It describes the prototype example of a glass company determining the optimal product mix. It also discusses formulating linear programming models and solving them using spreadsheets or modeling languages for large models.

Uploaded by

salma2684hawamdeh
Copyright
© © All Rights Reserved
Available Formats
Download as PPTX, PDF, TXT or read online on Scribd
You are on page 1/ 37

Chapter 3

Introduction to Linear
Programming

Frederick S. Hillier Gerald J. Lieberman


© 2015 McGraw-Hill Education. All rights reserved.
© 2015 McGraw-Hill Education. All rights reserved.
Introduction

• Linear programming
– Programming means planning
– Model contains linear mathematical functions
• An application of linear programming
– Allocating limited resources among competing
activities in the best possible way
– Applies to wide variety of situations

© 2015 McGraw-Hill Education. All rights reserved. 2


3.1 Prototype Example

• Wyndor Glass Co.


– Produces windows and glass doors
– Plant 1 makes aluminum frames and
hardware
– Plant 2 makes wood frames
– Plant 3 produces glass and assembles
products

© 2015 McGraw-Hill Education. All rights reserved. 3


Prototype Example

• Company introducing two new products


– Product 1: 8 ft. glass door with aluminum
frame
– Product 2: 4 x 6 ft. double-hung, wood-framed
window
• Problem: What mix of products would be
most profitable?
– Assuming company could sell as much of
either product as could be produced

© 2015 McGraw-Hill Education. All rights reserved. 4


Prototype Example

• Products produced in batches of 20


• Data needed
– Number of hours of production time available
per week in each plant for new products
– Production time used in each plant for each
batch of each new product
– Profit per batch of each new product

© 2015 McGraw-Hill Education. All rights reserved. 5


Prototype Example

© 2015 McGraw-Hill Education. All rights reserved. 6


Prototype Example

• Formulating the model


x1 = number of batches of product 1 produced
per week
x2 = number of batches of product 2 produced
per week
Z = total profit per week (thousands of dollars)
from producing these two products
• From bottom row of Table 3.1

© 2015 McGraw-Hill Education. All rights reserved. 7


Prototype Example

• Constraints (see Table 3.1)

• Classic example of resource-allocation


problem
– Most common type of linear programming
problem
© 2015 McGraw-Hill Education. All rights reserved. 8
Prototype Example

• Problem can be solved graphically


– Two dimensional graph with x1 and x2 as the
axes
– First step: identify values of x1 and x2
permitted by the restrictions
• See Figures 3.1 and Figure 3.2
– Next step: pick a point in the feasible region
that maximizes value of Z
• See Figure 3.3

© 2015 McGraw-Hill Education. All rights reserved. 9


Prototype Example

© 2015 McGraw-Hill Education. All rights reserved. 10


Prototype Example

© 2015 McGraw-Hill Education. All rights reserved. 11


Prototype Example

© 2015 McGraw-Hill Education. All rights reserved. 12


3.2 The Linear Programming Model

• General problem terminology and


examples
– Resources: money, particular types of
machines, vehicles, or personnel
– Activities: investing in particular projects,
advertising in particular media, or shipping
from a particular source
• Problem involves choosing levels of
activities to maximize overall measure of
performance
© 2015 McGraw-Hill Education. All rights reserved. 13
The Linear Programming Model

© 2015 McGraw-Hill Education. All rights reserved. 14


The Linear Programming Model

• Standard form

© 2015 McGraw-Hill Education. All rights reserved. 15


The Linear Programming Model

• Other legitimate forms


– Minimizing (rather than maximizing) the
objective function
– Functional constraints with greater-than-or-
equal-to inequality
– Some functional constraints in equation form
– Some decision variables may be negative

© 2015 McGraw-Hill Education. All rights reserved. 16


The Linear Programming Model

• Feasible solution
– Solution for which all constraints are satisfied
– Might not exist for a given problem
• Infeasible solution
– Solution for which at least one constraint is
violated
• Optimal solution
– Has most favorable value of objective function
– Might not exist for a given problem
© 2015 McGraw-Hill Education. All rights reserved. 17
The Linear Programming Model

• Corner-point feasible (CPF) solution


– Solution that lies at the corner of the feasible
region
• Linear programming problem with feasible
solution and bounded feasible region
– Must have CPF solutions and optimal
solution(s)
– Best CPF solution must be an optimal solution

© 2015 McGraw-Hill Education. All rights reserved. 18


3.3 Assumptions of Linear Programming

• Proportionality assumption
– The contribution of each activity to the value
of the objective function (or left-hand side of a
functional constraint) is proportional to the
level of the activity
– If assumption does not hold, one must use
nonlinear programming (Chapter 13)

© 2015 McGraw-Hill Education. All rights reserved. 19


Assumptions of Linear Programming

• Additivity
– Every function in a linear programming model
is the sum of the individual contributions of
the activities
• Divisibility
– Decision variables in a linear programming
model may have any values
• Including noninteger values
– Assumes activities can be run at fractional
values
© 2015 McGraw-Hill Education. All rights reserved. 20
Assumptions of Linear Programming

• Certainty
– Value assigned to each parameter of a linear
programming model is assumed to be a
known constant
– Seldom satisfied precisely in real applications
• Sensitivity analysis used

© 2015 McGraw-Hill Education. All rights reserved. 21


3.4 Additional Examples

• Example 1: Design of radiation therapy for


Mary’s cancer treatment
– Goal: select best combination of beams and
their intensities to generate best possible
dose distribution
• Dose is measured in kilorads

© 2015 McGraw-Hill Education. All rights reserved. 22


Example 1: Radiation Therapy Design

© 2015 McGraw-Hill Education. All rights reserved. 23


Example 1: Radiation Therapy Design

• Linear programming model


– Using data from Table 3.7

© 2015 McGraw-Hill Education. All rights reserved. 24


Example 1: Radiation Therapy Design

• A type of cost-
benefit tradeoff
problem

© 2015 McGraw-Hill Education. All rights reserved. 25


Example 2: Reclaiming Solid Wastes

• SAVE-IT company collects and treats four


types of solid waste materials
– Materials amalgamated into salable products
– Three different grades of product possible
– Fixed treatment cost covered by grants
– Objective: maximize the net weekly profit
• Determine amount of each product grade
• Determine mix of materials to be used for each
grade

© 2015 McGraw-Hill Education. All rights reserved. 26


Example 2: Reclaiming Solid Wastes

© 2015 McGraw-Hill Education. All rights reserved. 27


Example 2: Reclaiming Solid Wastes

© 2015 McGraw-Hill Education. All rights reserved. 28


Example 2: Reclaiming Solid Wastes

• Decision variables
(for i = A, B, C; j = 1,2,3,4)
number of pounds of material j allocated to
product grade i per week

• See Pages 56-57 in the text for solution

© 2015 McGraw-Hill Education. All rights reserved. 29


3.5 Formulating and Solving Linear
Programming Models on a Spreadsheet
• Excel and its Solver add-in
– Popular tools for solving small linear
programming problems

© 2015 McGraw-Hill Education. All rights reserved. 30


Formulating and Solving Linear
Programming Models on a Spreadsheet
• The Wyndor example
– Data entered into a spreadsheet

© 2015 McGraw-Hill Education. All rights reserved. 31


Formulating and Solving Linear
Programming Models on a Spreadsheet
• Changing cells
– Cells containing the decisions to be made
– C12 and D12 in the Wyndor example below

© 2015 McGraw-Hill Education. All rights reserved. 32


Formulating and Solving Linear
Programming Models on a Spreadsheet

© 2015 McGraw-Hill Education. All rights reserved. 33


Formulating and Solving Linear
Programming Models on a Spreadsheet

© 2015 McGraw-Hill Education. All rights reserved. 34


3.6 Formulating Very Large Linear
Programming Models
• Actual linear programming models
– Can have hundreds or thousands of functional
constraints
– Number of decision variables may also be
very large
• Modeling language
– Used to formulate very large models in
practice
– Expedites model management tasks

© 2015 McGraw-Hill Education. All rights reserved. 35


Formulating Very Large Linear
Programming Models
• Modeling language examples
– AMPL, MPL, OPL, GAMS, and LINGO
• Example problem with a huge model
– See Pages 73-78 in the text

© 2015 McGraw-Hill Education. All rights reserved. 36


3.7 Conclusions

• Linear programming technique


applications
– Resource-allocation problems
– Cost-benefit tradeoffs
• Not all problems can be formulated to fit a
linear programming model
– Alternatives: integer programming or
nonlinear programming models

© 2015 McGraw-Hill Education. All rights reserved. 37

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