GENERAL OPTIMIZATION

PROBLEM

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 COMPONENTS OF AN
OPTIMIZATION MODEL

• Decision Variables

• Objective Function

• Constraints

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 CLASSIFICATION

• Linear Programming Problems (LPP)

• Nonlinear Programming Problems (NLPP)

• Unconstrained Optimization Problems

• Constrained Optimization Problems

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 CLASSIFICATION BASED ON
TYPE OF DECISION VARIABLES

• Dynamic Programming

• Geometric Programming

• Integer Programming

• Quadratic Programming
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 CLASSIFICATION BASED ON
OBJECTIVE FUNCTION

• Multi-objective Programming

• Goal Programming

• Multi-level Programming

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DEF. OF LINEAR PROGRAMMING

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IN MATRIC NOTATION

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• Feasible Solution:
Any vector X satisfying all constraints

• Feasible Region:
The set of all feasible solutions

• Optimal solution:
The best feasible solution

• Optimum Value: The value of the

objective function at the optimal solution
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MODELLING REAL LIFE PROBLEMS AS
LINEAR PROGRAMMING PROBLEMS

Linear Programming
Formulation

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Mathematical Modeling

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 Tabulate the Given Data

Desk Chair Bedframe Total

Labour (hrs) 2 1 2 225
Metal (/unit) 1 1 1 117
Wood (/unit) 3 3 4 420
Profit 13 12 17
($/unit))

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STEP 1: Identify Decision Variables

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STEP 2: Identify Constraints

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STEP 3: Identify Objective Function

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Reference: Hamdy A Taha, Operations Research: An Introduction, 8th Edition, Pearson/Prentice Hall, USA