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Research

Chapter 3 Introduction to

Linear Programming

**What is linear programming
**

p g

g

Linear

Linear programming provides methods

for allocating limited resources among

competing activities in an optimal way.

way

Linear: all mathematical functions are linear

Programming: involves the planning of

activities

Any problem

A

bl

whose

h

model

d l fit

fits th

the fformatt

for the linear programming model is a

linear programming problem.

Agenda

Chapter 3 Introduction to Linear Programming

3.1 Prototype Example

3 2 The Linear Programming Model

3.2

3.3 Assumptions of Linear Programming

3.4 Additional Examples

3.5 Some Case Studies

3.6 Displaying

p y g and Solvingg Linear Programming

g

g Models on a

Spreadsheet

3.7 Formulating Very Large Linear Programming Models

3.8 Conclusions

LP Example

p

Leo

needsresources?

to make someCompeting

money to payactivities?

his MBA

(a)

Limited

tuition in two years. Leo can participate in either or

(b)both

data into ai ltable

bOrganize

h off two entrepreneurial

ventures. H

He can choose

h

**any number of shares (fractional or integer) in each
**

venture

venture.

Each share of Venture 1 needs $1,000 investment

and requires

q

Leo to work 3 hours p

per day.

y Each share

of Venture 1 can produce $20,000 profit.

Each share of Venture 2 requires Leo to work 1 hour

per day and provides an advance of $1

$1,000

000 (can’t

(can t be

used as profit) per share in return for the work

commitment that accompanies shares of this venture.

E h share

Each

h

off V

Venture

t

2 can produce

d

$10

$10,000

000 profit.

fit

Leo has $1000 for investment and he’s

he s willing to work

a maximum 7 hours per day.

LP Example p Gathering data LP Example: p formulate the model Leo needs to decide how many shares of each venture to take (decision variables) x1 = number of shares of Venture 1 x2 = number of shares of Venture 2 Leo wants to maximize his total income： Z = total profit (in thousands of dollars) from investing these two ventures Subject to （money） （time） Graphical solution：feasible region Graphical solution：feasible region g Feasible region .

Let x2=0. with a total profit of $70. get x2=4. Z=60=20x1+10x2 A segment of the line lies within the feasible region. 2) in the feasible region to get: 20x1 + 10 x2 =40 Graphical solution Now try a larger arbitrary value of Z.000 Optimal solution . say. g This p point is the optimal solution. Notice the two lines are parallel since the slope is fixed fixed.2) Let x1=0.1Z Graphical solution • Move the ruler with fixed slope p through the feasible region in the direction of improving p g Z until it passes through a point in the feasible region. get x1=2 Begin by trial and error to find the maximum value of Z. g so that the maximum permissible value of Z must be at least 60. Z = 20x1 + 10 x2 x2 = -2x1 + 0.Graphical solution Graphical solution Drawing D i th the liline: 20x1 + 10 x2 = 40 (1. For example. Z=70。 • Leo should invest 7 shares of venture 2 and 0 share of venture 1. •In the example. example Z reaches the maximum value at (0. try (1. 7).

move the ruler with fixed slope through the feasible region in the direction of decreasing Z until it passes through a point in the feasible region. x2 = number of 20-inch TV sets to be produced per month. . the decision variables for the model are x1 = number of 27-inch TV sets to be produced per month. Therefore.Graphical method for linear programming Step 1：determine the feasible region Step 2： If the objective is maximize. This point is the optimal solution. This point is the optimal solution. research Exercise (a) Formulate a linear programming model d l for f this thi problem. The maximum number of work-hours work hours available is 500 per month. bl Step 1: determine the decision variables The decisions that need to be made are the number of 27-inch and 20-inch TV sets to be p produced p per month by the Apex Television Company. Each 27-inch 27 inch set produces a profit of $120 and each 20-inch set produces a profit of $80. maximize move the ruler with fixed slope through the feasible region in the direction of improving Z until it passes through a point in the feasible region. ((b)) Use the graphical g p method to solve this model. If the objective is minimize. Exercise (a) Formulate a linear programming model for this problem. A wholesaler o esa e has as ag agreed eed to o pu purchase c ase a all the e television sets produced if the numbers do not exceed the maxima indicated by the market research.and 20-inch sets to be produced at one of its factories. The g graphic p method for linear p programming g g can be used to solve any linear programming problem with 2 decision variables. Market research indicates that at most 40 of the 27 27-inch inch sets and 10 of the 20-inch sets can be sold per month. A 27-inch set requires 20 workhours and a 20-inch set requires 10 work-hours. Exercise The Apex Television Company has to decide on the number of 27.

. 32 Max Z = CTX S T AX ≤ B.Exercise Step 2: determine the objective function Z = total profit per month Max Z = 120x1 + 80x2 Step 3: determine the resource constraints Number of 27-inch sets sold per month: x1 40 Number of 20-inch sets sold per month: x2 10 Exercise Step 4: construct the LP model Maximize Z = 120x1 + 80x2 Subject to x1 40 x2 10 20 x1 + 10 x2 500 and x1 ≥ 0， x2 ≥ 0 Work-hours availability: 20 x1 + 10 x2 500. bi. x2 0 Exercise (b) Use the graphical method to solve this model. Nonnegativity constraints on TV sets produced: x1 0.T. Z=2400 The Linear Programming Model A standard form of the model：P model：P. aij .+cnxn Constraints Parameters: cj. B X≥ 0 Other forms of LP problems Common terminology for the LP model: The objective function: Z=c1x1+. S.

nonlinear programming should be used. Proportionality-The Proportionality The contribution of each activity to Z or a constraint is proportional to the level of activity xj .The Linear Programming g g Model Linear programming assumptions S Solution l ti – Any A specification ifi ti off values l ffor th the d decision i i variables (xj) Feasible solution – A solution for which all constraints are satisfied Infeasible solution – A solution for which at least one constraint is violated Feasible region g – The collection of all feasible solutions Optimal solution – A feasible solution that has the most favorable value of the objective function Linear programming assumptions Increasing marginal return (economies Case of3scale) Startup cost Profit from door x1(door) Proportionality satisfied 0 0 0 0 1 3 2 3 2 6 5 7 3 9 8 12 Decreasi ng marginal 3 return t 5 (marketi g cost)) 6 ng 4 12 11 18 6 Case 1 Case 2 0 When the proportionality assumption does not hold.

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