Linear Programming

Math 180.1

Dr. Marrick Neri

Which one?
 Decision Making

Integral part of management, operations

research

Given a problem, how do you solve it?

Of the many options, which one is the best?

What is the best or optimal course of action

under the restriction of limited resources?
 Decision Strategies

Intuitive, gut-feel

Traditional, experiential solutions

Simulations

Mathematical approach
 Operations Research
Approach
Define the problem of interest

Gather relevant data: to set the parameters of the

problem

Formulate a mathematical model of the problem

Develop a method to solve the model

Solve the model

Implement the solution of the model to the problem

Perform sensitivity analysis on the solution

 Math Models

Linear Programming

Integer Programming

Nonlinear Programming

Stochastic Programming
Linear Programming
A modeling techique to determine the
optimum allocation of scarce resources
among competing demands

Consists of an objective function and

constraints

The objective function and all constraint

functions are linear
 An LP Model

Minimize f(x,y) = 4x + 2y Objective Function

Subject to

3x + y ≥ 10 Constraints

x - 4y ≤ 15

x, y ≥ 0 Nonnegativity
Constraint

Decision variables
 An LP Model

Minimize f(x,y) = 4x + 2y
Relationship among
Subject to decision variables is
linear

3x + y ≥ 10 Divisibility of decision
variables: can take

x - 4y ≤ 15 continuous values

If decision variables are

x, y ≥ 0 required to be integers,
the model becomes an
Integer Programming
model
Modelling
A mathematical model is a representation of the
reality problem

Obtain solution to reality problem by solving the

math model

Reality Math
Problem Model
 A Production Problem
A manufacturer produces tablets and phones. A tablet
requires a single chip and 3 hours of labor, while a
phone needs 2 chips and 5 hours of labor. The available
resources are 500 chips and 1000 hours of labor. If a
tablet sells for P7000 and a phone sells for P9000, how
many of each should be produced to maximize
revenue?

Decision variables: Objective function:

How many tablets to produce? x Revenue f(x,y) = 7000x + 9000y
How many phones to produce? y
Objective: Maximize f(x,y)
 A Production Problem
A manufacturer produces tablets and phones. A tablet
requires a single chip and 3 hours of labor, while a
phone needs 2 chips and 5 hours of labor. The available
resources are 500 chips and 1000 hours of labor. If a
tablet sells for P7000 and a phone sells for P9000, how
many of each should be produced to maximize
revenue?

Objective function: Constraints:

Revenue f(x,y) = 7000x + 9000y (On Chips) 1x + 2y ≤ 500
(On Labor) 3x + 5y ≤ 1000
Objective: Maximize f(x,y) (Nonnegativity) x, y≥ 0
 A Production Problem
A manufacturer produces
Model:
tablets and phones. A tablet
Max f(x,y) = 7000x + 9000y
requires a single chip and 3 s.t.
hours of labor, while a phone x + 2y ≤ 500
needs 2 chips and 5 hours of 3x + 5y ≤ 1000
labor. The available resources x, y ≥ 0
are 500 chips and 1000 hours of
labor. If a tablet sells for P7000
and a phone sells for P9000,
how many of each should be
produced to maximize
revenue?
 A Diet Problem
A certain indigenous tribe produces three types of grains,
B1, B2, and B3 . Data on the grains are in the table:
Starch Protein Vitamins Cost ($/ kg)
B1 6 5 3 0.7
B2 8 3 1 0.45
B3 4 2 1 0.4

The requirements per day of starch, protein, and vitamins

are 8, 15, and 3, respectively. Determine how much of
each food to consume each day so as to get the required
amount per day of each nutrient at minimal cost.
 A Diet Problem
Decision variables:
A certain indigenous tribe produces
x1, quantity of B1
three types of grains, B1, B2, and B3. x2, quantity of B2
Data on the grains are in the table (per x3, quantity of B3
kg):
Minimize Cost:
Starch Protein Vitamins Cost ($/ kg)

B1 6 5 3 0.7 C(x1,x2) = 0.7x1 + 0.45x2 + 0.4x3

B2 8 3 1 0.45
B3 4 2 1 0.4 s.t. 6x1 + 8x2 + 4x3 ≥ 8

5x1 + 3x2 + 2x3 ≥ 15

The requirements per day of starch,
protein, and vitamins are 8, 15, and 3,
respectively. Determine how much of 3x1 + x2 + x3 ≥ 3
each food to consume each day so as to
get the required amount per day of each x1, x2, x3 ≥ 0
nutrient at minimal cost.
 A Transportation
Problem
A company manufacturing bolts has two factories located at cities F1
and F2 and three retail centers located at C1, C2 and C3. The monthly
demand at the retail centers are (in thousands of bolts) 8, 5 and 2
respectively while the monthly supply at the factories are 6 and 9
respectively. We are also given the cost of transportation of 1 bolt
between any factory and any retail center:
C1 C2 C3
City F1 5 5 3
City F2 6 4 1
Cost of transportation (in 0.01$/bolt)

Determine the quantity to be transported from each factory to each retail

center so as to meet the demand at minimum total shipping cost.
http://math.mit.edu/~goemans/18310S15/lpnotes310.pdf
 A Transportation
Problem
A company manufacturing bolts has two factories
• Let xij = quantity of bolts
located at cities F1 and F2 and three retail centers
shipped from factory Fi to
located at C1, C2 and C3. The monthly demand at
retail center Cj, with i ∈ {1,2}
the retail centers are (in thousands of bolts) 8, 5
and j ∈ {1,2,3}
and 2 respectively while the monthly supply at
the factories are 6 and 9 respectively. We are also
Minimize
given the cost of transportation of 1 bolt between
any factory and any retail center: C(x) = 5x11+ 5x12+ 3x13+ 6x21
+ 4x22 +x23
C1 C2 C3
City F1 5 5 3 s.t.
City F2 6 4 1 x11 + x12 + x13 = 6 Supply
x21 + x22 + x23 = 9 constraints
Cost of transportation (in 0.01$/bolt)
x11 + x21 = 8
Demand
Determine the quantity to be transported from x12 + x22 = 5 constraints
each factory to each retail center so as to meet the x13 + x23 = 2
demand at minimum total shipping cost. x11, x12, x13, x21, x22, x23 ≥ 0
 Exercise
A marketing manager wishes to maximize the number of
people exposed to the company’s advertising. He may choose
television commercials, which reach 20 million people per
commercial, or magazine advertising, which reaches 10
million people per advertisement. Magazine advertisements
cost $40,000 each while a television advertisement costs
$75,000. The manager has a budget of $2,000,000, and must
buy at least 20 magazine advertisements.

Formulate a linear program that would help the manager

decide how many units of each type of advertisement to
purchase. What does the objective function describe?