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Linear Programming Review

Linear Programming (LP) involves optimizing a linear objective function subject to linear constraints, which can arise from production limitations, raw material restrictions, and safety regulations. The Simplex Method is a common solution approach that efficiently examines constraint boundaries. LP has been widely adopted in industries since the 1950s for various applications such as on-line optimization and blending.

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M R Sai Prawin
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© © All Rights Reserved
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0 views

Linear Programming Review

Linear Programming (LP) involves optimizing a linear objective function subject to linear constraints, which can arise from production limitations, raw material restrictions, and safety regulations. The Simplex Method is a common solution approach that efficiently examines constraint boundaries. LP has been widely adopted in industries since the 1950s for various applications such as on-line optimization and blending.

Uploaded by

M R Sai Prawin
Copyright
© © All Rights Reserved
Available Formats
Download as PPT, PDF, TXT or read online on Scribd
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Linear Programming

1
•Linear Programming (LP) Problems
Both objective function and constraints are linear.
Solutions are highly structured and can be rapidly obtained.

Linear Programming (LP)

•Has gained widespread industrial acceptance since the 1950s


for on-line optimization, blending etc.

•Linear constraints can arise due to:


1. Production limitation e.g. equipment limitations, storage
limits, market constraints.
2. Raw material limitation
3. Safety restrictions, e.g. allowable operating ranges for
temperature and pressures.
4. Physical property specifications e.g. product quality
constraints when a blend property can be calculated as
an average of pure component properties:
n
P  y i Pi 
i 1
2
5. Material and Energy Balances
- Tend to yield equality constraints.
- Constraints can change frequently, e.g. daily or hourly.

•Effect of Inequality Constraints


- Consider the linear and quadratic objective functions on
the next page.
- Note that for the LP problem, the optimum must lie on one
or more constraints.

•Generic Statement of the LP Problem:


n
max f  c i x i
subject to: i 1
xi 0 i 1, 2,..., n
n

a
j 1
ij x j bi i 1, 2,..., n
•Solution of LP Problems
- Simplex Method (Dantzig, 1947)
- Examine only constraint boundaries
- Very efficient, even for large problems 3
Figure The effect of an inequality constraint
on the maximum of quadratic function, 4
f(x) = a0 +a1 x + a2 x2. The arrows
indicate the allowable values of x.
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x1
x3
x4
x5
x6
x2

Refinery input and output schematic.

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Solution

Let x1 = crude #1 (bbl/day)


x2 = crude #2 (bbl/day)

Maximize profit (minimize cost):

y = income – raw mat’l cost – proc.cost

Calculate amounts of each product


Produced (yield matrix):

gasoline x3 = 0.80 x1 + 0.44 x2


kerosene x4 = 0.05 x1 + 0.10 x2
fuel oil x5 = 0.10 x1 + 0.36 x2
residual x6 = 0.05 x1 + 0.10 x2

Income

gasoline (36)(0.80 x1 + 0.44 x2)


kerosene (24)(0.05 x1 + 0.10 x2)
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fuel oil (21)(0.10 x1 + 0.36 x2)
So,

Income = 32.6 x1 + 26.8 x2

Raw mat’l cost = 24 x1 + 15 x2

Processing cost = 0.5 x1 + x2

Then, the objective function is

Profit = f = 8.1 x1 + 10.8 x2

Constraints

Maximum allowable production:

0.80 x1 + 0.44 x2 < 24,000 (gasoline)

0.05 x1 + 0.10 x2 < 2,000 (kerosene)

0.10 x1 + 0.36 x2 < 6,000 (fuel oil)


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and, of course, x1 > 0, x2 > 0
Graphical Solution

1. Plot constraint lines on x1 – x2 plane.

2. Determine feasible region (those values


of x1 and x2 that satisfy maximum allowable
production constraints.

3. Find point or points in feasible region that


maximize f = 8.1 x1 + 10.8 x2; this can be
found by plotting the line 8.1 x1 + 10.8 x2 = P,
where P can vary, showing different profit
levels.
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