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Unit I Linear Programming (2 and 3)

The document discusses linear programming, including its origins, requirements, assumptions, areas of application, and solution process. It provides 4 examples of linear programming problems with their formulations. The examples cover production allocation, diet optimization, alloy production, and advertising allocation. For each example, the key decisions, objective function, and constraints are defined to build the linear programming model.

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Isha Parwani
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© © All Rights Reserved
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Download as PPTX, PDF, TXT or read online on Scribd
29 views

Unit I Linear Programming (2 and 3)

The document discusses linear programming, including its origins, requirements, assumptions, areas of application, and solution process. It provides 4 examples of linear programming problems with their formulations. The examples cover production allocation, diet optimization, alloy production, and advertising allocation. For each example, the key decisions, objective function, and constraints are defined to build the linear programming model.

Uploaded by

Isha Parwani
Copyright
© © All Rights Reserved
Available Formats
Download as PPTX, PDF, TXT or read online on Scribd
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Linear programming

Origin of L.P.
• It was in 1947 that George Dantzig and his associates found out that a
technique for solving military planning problems while they were
working on a project for U.S. Air Force. This technique consisted of
representing the various activities of an organization as a linear
programming (L.P.) model and arriving at the optimal programme by
minimizing a linear objective function.
Requirements for a L.P. problem
• There must be a well defined objective function (profit, cost or
quantities produced) which is either maximized or minimized and
which can be expressed as a linear function of decision variables.
• There must be constraints on the amount or extent of attainment of
the objective and these constraints must be capable of being
expressed as linear equations or inequalities in terms of variables
• There must be alternative courses of action. For
example, a given product may be processed by two
different machines and problem may be as to how
much of the product to allocate to which machine.
• Another necessary requirement is that decision
variables should be interrelated and non-negative.
• The resources must be in limited supply.
Assumptions in L.P. model
• Proportionality – A basic assumption of linear programming is that
proportionality exists in the objective function and the constraints.
This assumption implies that if a product yields profit of Rs. 10, the
profit earned from the sale of 12 products will be 120.
• Additivity – It means that if we use t hours on machine A and s hours
to make product 2, the total time required to make products 1 and 2
on machine A is t + s hours.
• Continuity – The decision variables are continuous i.e. they are
permitted to take any non-negative values that satisfy the constraints.
• Certainty – The R.H.S. coefficients of the constraints and resource
values in the constraints are certainly and precisely known and that
their values do not change with time.
Areas of application
• Industrial applications –
• Product mix problems
• Blending problems
• Production scheduling problems
• Trim loss problem
• Assembly line balancing
• Make or buy problems
• Management applications
• Media selection problems
• Portfolio selection problems
• Profit planning problems
• Transportation problems
• Assignment problems
• Manpower scheduling problems
• Miscellaneous
• Diet problems
• Agriculture problem
• Flight scheduling problems
• Environment protection
• Facilities location
Solution of L.P. problem
• Step 1 – Key decision – products 1,2, 3
• Step 2 – Assign variables to the products x1, x2, x3
• Step 3 – feasible alternatives x1,x2,x3 > 0
• Step 4 – Objective – Minimize or maximize
• Step 5 – Influencing factors
Q.1.
• A firm produces three products. These products are processed on
three different machines. The time required to manufacture one unit
of each of the three products and the daily capacity of the three
machines are given in the table below:

• It is required to determine the daily number of units to be


manufactured for each product. The profit per unit for product 1,2
and 3 is Rs. 4, Rs. 3 and Rs. 6 respectively. It is assumed that all the
amounts produced are consumed in the market. Formulate the
mathematical (L.P.) model that will maximize the daily profit.
Machine Time per unit (minutes) Machine capacity
(minutes/ day)
Product 1 Product 2 Product 3
M1 2 3 2 440
M2 4 - 3 470
M3 2 5 - 430
Formulation of Linear Programming model
• Step 1
• From the study of the situation find the key decision to be made. In
this connection, looking for variables helps considerably. In the given
situation key decision is to decide the number of units of products 1,2
and 3 to be produced daily.
Step 2
• Assume symbols for variable quantities noticed in Step 1. Let the
number of units of products, 1, 2 and 3 manufactured daily be x1, x2
and x3
Step 3
• Express the feasible alternative mathematically in terms of variable.
Feasible alternatives are those which are physically, economically and
financially possible. In the given situation feasible are sets of values of
x1, x2 and x3

• Where x1, x2, x3 > 0

• Since negative production does not have any meaning


Step 4
• Mention the objective quantitatively and express it as a linear
function of variables. In the present situation, objective is to maximize
the profit

• Maximize Z = 4x1 + 3x2 + 6x3


Step 5
• Put into words the influencing factors or constraints. These occur
generally because of constraints on availability (resources) or
requirements (demands). Express these constraints also as linear
equations/ inequalities in terms of variables.
• Here, constraints are on the machine capacities and can be
mathematically expressed as
• 2x1 + 3x2 + 2x3 < 440
• 4x1 + 0x2 + 3x3 < 470
• 2x1 + 5x2 + 0x3 < 430
• Therefore, the complete mathematical (L.P.) model for the problems
can be written as

• Maximize Z = 4x1 + 3x2 + 6x3

• 2x1 + 3x2 + 2x3 < 440


• 4x1 + 0x2 + 3x3 < 470
• 2x1 + 5x2 + 0x3 < 430
Q.2.
• A person wants to decide the constituents of a diet which will fulfill
his daily requirements of proteins, fats and carbohydrates at the
minimum cost. The choice is to be made from four different types of
foods. The yields per unit of these foods are given in table below.
• Formulate linear programming model for the problem.
Food type Yield per unit Cost per unit (Rs.)
Proteins Fats Carbohydrates
1 3 2 6 45
2 4 2 4 40
3 8 7 7 85
4 6 5 4 65
Minimum 800 200 700
requirement
• Let x1, x2, x3 and x4 denote the number of units of food of type 1,2,3
and 4 respectively.

• Objective is to minimize the cost i.e.

• Minimize Z = Rs. (45x1 + 40x2 + 85x3 + 65x4)


• Constraints are on the fulfillment of the daily requirements of the
various constituents

• i.e.
• For proteins 3x1 + 4x2 + 8x3 + 6x4 > 800 or
• For fats 2x1 + 2x2 + 7x3 + 5x4 > 200
• For carbohydrates 6x1 + 4x2 + 7x3 + 4x4 > 700

• x1 , x2 , x3 , x4 > 0
Q.3.
• A firm produces an alloy having the following specifications:
• (i) specific gravity < 0.98
• (ii) Chromium > 8%
• (iii) melting point > 450 degree C
• Raw materials A, B, and C having the properties shown in table can be
used to make an alloy.
Property Properties of raw material
A B C
Specific gravity 0.92 0.97 1.04
Chromium 7% 13% 16%
Melting point 440 0 C 490 0 C 480 0 C
• Cost of the various raw materials per ton are Rs. 90 for A, Rs. 280 for
B and Rs. 40 for C.
• Formulate the L.P. model to find the proportions in which A, B, and C
be used to obtain an alloy of desired properties while the cost of raw
materials is minimum.
• Let the proportions of raw materials A,B and C be used for making the
alloy be x1, x2, x3 respectively

• Objective to minimize the cost


• i.e. minimize Z = 90x1 + 280x2 + 40x3
• Constraints are imposed by the specifications required for the alloy.
• They are

• 0.92x1 + 0.97x2 + 1.04x3 < 0.98


• 7x1 + 13x2 + 16x3 > 0.98
• 440x1 + 490x2 + 480x3 > 0.98
• x1 + x2 + x3 = 1 (as x1 , x2 , x3 are the proportions of materials A, B and C
in making the alloy)
• x1 , x2 , x3 > 0
Q.4.
• An advertising company wishes to plan its advertising strategy in
three different media – television, radio and magazines. The purpose
of advertising is to reach as large a number of potential customers as
possible. Following data have been obtained from market survey:
Television Radio Magazine I Magazine II
Cost of advertising Rs. 30000 Rs. 20000 Rs. 15000 Rs. 10000
unit
No. of potential 2,00,000 6,00,000 1,50,000 1,00,000
customers reached
per unit
No. of female 1,50,000 4,00,000 70,000 50,000
customers reached
per unit
• The company wants to spend not more than Rs. 4,50,000 on
advertising. Following are the further requirements that must be met:

• (i) at least 1 million exposures take place among female customers


• (ii) advertising on magazines be limited to Rs. 1,50,000
• (iii) at least 3 advertising units be bought on magazine I and 2 units on
magazine II
• (iv) the number of advertising units on television and radio should
each be between 5 and 10
• Let x1, x2, x3 and x4 denote the number of advertising units to be
bought on television, radio, magazine I and magazine II respectively.

• The objective is to maximize the total number of potential customers


reached.
• i.e. maximize Z = 105 (2x1 + 6x2 + 1.5x3 + x4)
• Constraints on advertising budget

• 30000x1 + 20000x2 + 15000x3 + 10000x4 < 4,50,000

• Or

• 30x1 + 20x2 + 15x3 + 10x4 < 450


• Constraint on number of female customers reached by the advertising
campaign

• 150000x1 + 400000x2 + 70000x3 + 50000x4 > 1000000


• or
• 15x1 + 40x2 + 7x3 + 5x4 > 100
• Constraint on expenses on magazine advertising

• 15000x3 + 10000x4 < 150000

• 15x3 + 10x4 < 150


• Constraint on number of units on magazines

• x3 > 3

• x4 > 2
• Constraint on number of units on television
• 5 < x1 < 10

• Constraint on number of units on radio


• 5 < x2 < 10

• Where x1 , x2 , x3 , x4 > 0

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