AC 1103 - MGT SCI

CHAPTER 2 – INTRO TO LINEAR PROGRAMMING

Linear programming A problem-solving approach developed to help managers make

decisions. Involves choosing a course of action when the
mathematical model of the problem contains only linear
functions.

1. objective is the General features of every linear programming problem

maximization or
minimization of some
quantity
2. constraints or restrictions

Problem Formulation or The process of translating the verbal statement of a problem

Modeling into a mathematical statement.

1. Understand the Problem General guidelines for model formulation

Thoroughly
2. Describe the Objective
3. Describe each Constraint.
4. Define the Decision
Variables.
5. Write the objective in
Terms of Decision
Variables
6. Write the Constraints in
Terms of Decision
Variables

Nonnegativity Constraints These constraints ensure that the solution to the problem will
contain nonnegative values for the decision variables. Are a
general feature of all linear programming problems

Mathematical Model Translation of the objective and constraints of the problem into
a set of mathematical relationships

1. objective is the Features of a Linear Program or Linear Programming Model

maximization or
minimization of some
quantity
2. constraints or restrictions
3. the objective and
constraint functions are all
linear functions
Linear Function Mathematical functions in which each variable appears in a
separate term and is raised to the first power

Programming “choosing a course of action”

Feasible Solutions Solutions that satisfy all constraints

Feasible Region Set of all feasible solutions

Slack Any unused capacity for a </= constraint

Standard Form A linear program written in a form with all constraints

expressed as equalities

Redundant Constraint A constraint that does not affect the feasible region

Extreme Points Vertices or corners in a feasible region; the optimal solution to

a linear program can be found here

Surplus Any excess quantity corresponding to a >/= constraint

1. Alternative Optimal Three special situations which can arise from solving linear
Solutions programming problems
2. Infeasibility
3. Unbounded

Alternative Optimal The optimal objective function line coincides with one of the
Solutions binding constraint lines on the boundary of the feasible region;
when more than one solution provides optimal value for the
objective function.

Infeasibility Means that no solution to the linear programming problem

satisfies all constraints, including the nonnegativity conditions;
a feasible region does not exist

Unbounded If the solution may be infinitely large (for max) or infinitely

small (for min); means that the problem has been improperly
formulated , usually achieved by omission of a constraint

Managerial Utopia When manager can achieve unlimited profits