The process of modeling then solving a real life problem.

Example: transportation, allocation, management.

The solution provided is optimal.

Dr. Houssein Alaeddine

f(x)

Global optimum
Local optimum
Local optimum

x Dr. Houssein Alaeddine

 Formulation of problem
Objective function
Example: minimize the total travel time between origin-destination

Decision Variables
Example: vehicles, roads

Constraints
Example: capacity, velocity

Dr. Houssein Alaeddine

Photo by Denys Nevozhai on Unsplash.
https://towardsdatascience.com/what-is-operations-research-1541fb6f4963
 Linear pogramming
A technique used to solve linear problems.

The objective function is expressed by a linear function.

The constraints are expressed by linear inequalities.

Dr. Houssein Alaeddine

 Linear function
A function f ( x1 , x2 ,..., xm ) is linear if for some (c1 , c2 ,..., cm )

f ( x1 , x2 ,..., xm )  c1 x1  c2 x2  ...  cm xm

Example

Linear function: f ( x, y )  x  2 y

Non-linear functions: f ( x, y )  x  2 y 2 , f ( x, y )  2 xy

Dr. Houssein Alaeddine

 Linear inequality
For any linear function f ( x1 , x2 ,..., xm ) and any number b

f ( x1 , x2 ,..., xm )  b and f ( x1 , x2 ,..., xm )  b are linear inequalities.

Example

x  2 y  10

2x  y  4

Dr. Houssein Alaeddine

 Formulation of a LPP
A Linear Programming Problem can be stated as follows:

Find x1 , x2 ,..., xm so that:

The objective function c1 x1  c2 x2  ...  cm xm is maximal

subject to
a 1,1x1  a 1,2 x 2  ...  a 1, j x j  . . . a 1,m x m  b1
.
.

a i,1x1  a i,2 x 2  ...  a i, j x j  . . . a i, m x m  b i

.
.

a n,1x1  a n,2 x 2  ...  a n, j x j  . . . a n,m x m  b n

Where ai , j , bi , c j are constants and x j are variables. Dr. Houssein Alaeddine

 Example
Maximize 2 x1  x2

s.t.
2x1  x 2  8
x1 - 3x 2  2

Dr. Houssein Alaeddine