CV8102 – Lecture 4

Linear Programming (I)

D r A r n o l d Yu a n
MON305, Ext. 6463
Arnold.yuan@ryerson.ca
 Agenda
2

Introduction to Linear Programming

Formulation
Standard Form and Modification
MS Excel Solver


Reading Materials
 Hillier and Lieberman, Chapter 3

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 Enabling Objectives
3

Understand the standard form and know how to

formulate a non-standard problem to the standard
form



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 4

Motivational Examples

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 Example Decision 3
5
 Your company won the bid of Project NoDelay and you are the project
manager. The project started on April 1 as the client required. Because of
the unexpected rain season in May and the CUPE union strike of the city in
July, your project is now 20 days lag behind the schedule. The project
deadline is coming soon: November 15, 2009. However, the project
contract has a liquidated damage provision: your company would have to
pay to the client $30,000 per delayed day. Now is October 5, 3pm. You are
holding a project meeting, with functional managers of your company
attending. The theme of the meeting is to decide how many resources your
company should put in order to expedite the progress of project with no
more than 10% increase in project cost.


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 Time-Cost Tradeoff Analysis
6

Duration Sensitive Projects

 Direct Cost + Indirect Cost + Late Penalty – Early Bonus

Which activities should be crashed and which can be

relaxed?
Project Cost

Total Cost

Indirect Cost

Direct Cost

Project Duration
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 Resource Constrained Project Scheduling
7

Resource allocation: limited resources

Resource leveling: unlimited resources


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 Existing Methodologies
8

Heuristic approaches
 Cost slope
 Structural analog

Mathematical programming
 Linear programming (LP)
 Integer programming (IP)
 LP/IP or Mixed Integer programming (MIP)
 Dynamic programming

Evolutionary algorithms
 Genetic Algorithms
 Ant Colony


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 9

Introduction to LP

Linear ------------ Linear functions

Programming --- Planning

To allocate limited resources among

competing activities in a best possible way.

1914-2005

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 Wyndor Glass Example
10

Resources:
 Plant 1 – Aluminum frames and hardware
 Plant 2 – Wood frames
 Plant 3 – Glass and assembling

Products:
 Glass door with aluminum framing
 Wood-framed window

Objective: to determine the optimal production rates

of the two products in order to maximize the total
profit.

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Wyndor Glass Example - Formulation
11

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Wyndor Glass Example – Graphical Solution
12

(2,6)

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 Standard Form of LP
13

Maximize
 Z = c1xn xnx1 ---- objective function
 Subject to
 Amxn xnx1 ≤ bmx1 ---- functional constraints
 xnx1 ≥0 ---- nonnegativity constraints


Example: Can you formulate the Critical Path Analysis

in a LP problem?
 Decision variables
 Objective function
 Constraints?
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
 Time-Cost Tradeoff Analysis
14

ciu Crash Point

Activity Cost
ci

Normal
operation
ciL
Activity
DiL Di DU
i Duration

Decision variables:
Objective functions:
Constraints:

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 15

Several Features of LP Solutions

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 Feasible Region
16

Polygon or polyhedron
Corner-Point Feasible (CPF) Solutions
Infeasible region

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 Feasible Region – Convexity
17

Convex set: a collection of points such that, for each

pair of points in the collection, the entire line
segment joining theses two points is also in the
collection.
LP only deals with convex region!

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Infeasible Region and Unbounded Region
18

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 Objective Function
19
 If there is only one optimal solution, it occur only at corner points.
 If there are multiple optimal solutions, there are infinite number of
solutions and they have the same value of Z.
 There can be no optimal solution: the feasible region is empty or
unbounded

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 Multiple Optimal Solutions
20

Infinite number of optimal solutions

Finite number of optimal corner-point solutions with
same value of the objective function

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 Existence and CPF Solutions
21

Consider any LP problem with a bounded feasible

region. The problem must possess CPF solutions
and at least one optimal solution.
The best CPF solution must be an optimal solution.
If a problem has exactly one optimal solution, it must
be a CPF solution.
If the problem has multiple optimal solutions, at least
two must be CPF solutions.

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