Chapter 1 .

Introduction to LP
④ Mathematical program .

Max or Min
tjcze ) , j E J

subject to Gion , { Iz ) bi ,
it I .

} constraints .

I
"

where EIR : a vector

of decision variables

function
fjcze ) :
objective .

Linearpnogram.CL#Geheralform- Max / Mir Z = Case, # Cz Kat . . -

t Cn Ku .

St .
Ah K, T G
, ,2 U2 x . . .
+ Ain kn (E ,
=
,
3 > b ,

Am ik T Gunz Mz t 1-
Amn Nh (E 3 ) bm
, . .

=
.

, ,

Kj ( Ef! )
,
j -
-

i. 2 .
- r .

.
h .

Properties :

(1) Unique objective function

{
.

② the
objective function and all constraints are linear .

(3) all
parameters are constants .
C laijb .
{ bib .
{ Cj 's ) .

(4)
Nj can be fractional as well as
integer values .

I satisfies
'
(5) D= (n seu is a feasible solution if all constraints

(7)
,
. . .

. .

67 Feasible region is the set of all feasible solutions .

A feasible It is an
optimal solution if it Max or Min E .

(8) Z*= I a- ni
't
is the optimal value .
of Je
't
.

i= ,
a- - *
f :÷:) .
e-
( ÷:) '
=L !:)
All A 12 Ath

(
- '
-

aim )
A- Az
Max / Attn Z = Cck, 't Cz Kat . . .
+ Cukor
=
azz azn
.

, . .
.

-
'

aim ,
a z
i. St .
a. " se, ta . > seat . . .

tansen CE .
=
,
s
. > b ,

Amite T Gunz Hz
, -1 1-
Amn Nh (E 3 ) bm
. .

=
.

, ,

Kj ( Ef! )
,
j -

- i. 2 .
- r .

.
h .

Canonical form
-
standard
-
form

Z = ITE 2- = ITE

St . AE I sit .
AE I CI J )
-
→

K o
£ §

b- 35 feasible form
if ,
canonical .

Any LP general form be converted LP

in can ihto an
equivalent
in either canonical form or standard form .

④ gewerakform→canonicalfor# .

① Min → Max

Min 2- = IF → ?

② I constraint
'
=
constraint
" "
→ E .

II. aijsej 3 bi →
?
 ③
"
constraint
= " "
= → E constraint .

II ,a Uj
'
-
bi →
?

④
Nj free →
nonnegative

Nj free → ?

generatform-standardform-D.ie
④

" i
constraint →
constraint
"

jiaijsej Ebi →

②
" ' '
= "

3 constraint → =
constraint .

Ihaijsej
ja
3 bi →

③
'

bi so .
→
bi > o

b; →
aijsej
=
 Example
Mth 22 , t 422

5. t . x. t Nz 3 3

32 , t 226 =
14

N, Z O .
.

Question :
why do we need two forms of LP ?
 Examptesoflp
(1) A production Problem . C How to allocate limited resources to maximize

profit / minimize cost 1 . - -

? )

A firm different
produces h products :

j
( ii. 2- ' '
'

' h )

unit
price :

different materials
using m .

( III. 2 .
.
-

im )

available amount :

Aij : amount of Mi used to produce one unit of Pj .

.

Goal : Maximize the total profit .

8¥ .
decision variable .

function
Step objective .

Steps .
constraints .
(Tt ) Diet Problem .
.

A nutritionist wants to recommend a balanced diet to a

patient which

satisfies the
daily minimum nutrient requirements at the minimum cost .

M
types of food :

(i =L 2.
,
- -

t.hr )
unit price :

h nutrients :

( j =L -2 .
' -

ish )

daily requirement :

Fi
Aij : amount
of Nj contained in one unit
of .
(TI ) Transportation Problem .

Ship goods from ports to markets at main cost .

I ports :

( i II. 2
.
' ' '

.
I)

supply :

J markets :

(
j -4.2 .
.-
i. J)

demand :

bij : unit transportation cost from Pi to

Mj .
CIV ) scheduling Problem
A hours and 7 The
manufacturing plant runs 24 a
day days a week .

number
of workers required each 4 hours time period fluctuates . The min

number of workers required to

safety run the plant during each 4 hours

period is given .

Time
-
period #
-
of workers
required
12AM -
4AM 8

4AM -

8AM 9

8AM -

12PM 15

12PM -
4PM 14

4PM -
8PM 13

8PM -
12AM I 1

A worker can
only start
working at the start
of each 4 hour period .

and work for 8 hours

straight .

Goal : find the min number of workers required daily to run the
plant

safely .
 Linearization
'dN one .

( I) Absolute value .

¥ : in the constraint : I
II. aijsej l E bi

F-
G .
12N -1231 E3
,
CI ) in the fun
obj .

Min Ici bei I C Ci > o )

i =L

sit .
AE > I

""

method
=/ : if :3:
*
.

!
 h

Min Ici beil C Li > o )

i = I

sit .
AE > I

M¥1 For each introduce Kit 30

-

:
Ki , .
30 . Ni .

by Kit
-

replace every ni ni

{ lxil
by Kit 't ki
-

New LP :

( LPnew )

Question :
Why method I works ?

PNP-osin.lorntheqop.to?oefogtaeleLPon.ews.wehaveeithers
=/?a÷÷ ) ( Igi )
-
*
PI .
Assume the opt Sol to ILPnew ) is Z .
a-
+
,
E- =

and there exists some 2

-

,
such that seat 325 > o .

"

Define
"
EIR in the
following way
'
y EIR
- -

, y .
:

Yat seat KJ yj O

{ I yj
= -
=

bit =

af ifjta .
=
nj , if j ta .
 set ai -

( )
35
.

A J
't
J I A AE AE
-

c -
= =
-

se
sea
.

i
,

Knt Ni -

It 5- forms ,
a feasible Sol of ( LP ) new
-

Besides ,

2-new =
I Cj l yjttbj
,
)

Cj ( aejt + Kj ) t ca C Kat -

25 >

Ig ,
Cj (
kjttscj-j-calkatka-s-GCN.at -

KI ,

=
Et -

2 CLUJ

<
z*

E I* opt sod LPnew

IT . . is not an
of , which leads to a

contradiction .

In the opt Sol of Lpnew either Ui o or ki o for all i

-
-
- -
.
,

he

Example Min 21 Kilt K2

St .
Kit R2 34 .
(II) Min -
Max problem .

f Ete Y
"

Min Max ,
d- E .
. .
.

few> 92N }
Example .
Min = Max -13 ,
2- 4k .

y=2xt3

*
y -2
-
-
kN

Max -
Min Problem .

"

Max Min { EZ ,
d- E, . . .
Y .
 122+3 Y
Example .
Max Mir ,
2- 4k .

y=2xt3

*
y -2
-
-
kN

(TI) Additional linearization .

E¥ .
Max seyz

St .

Ky El

Gt El

K Z E2

x.
y Z .
30 .
Example 1

Max z = 4x + 3y
Subject to x +y 4
5x + 3y  15
x 0, y 0

2
Example 1

Max z = 4x + 3y
Subject to x +y 4
5x + 3y  15
x 0, y 0

) Optimal solution: x = 1.5, y = 2.5

3
Example 1

Some observations:
1. The feasible region is a closed set,
which is bounded by straight lines, and
has finitely many corner points.

4
Example 1

Some observations:
1. The feasible region is a closed set,
which is bounded by straight lines, and
has finitely many corner points.
2. If we take two points in the feasible
region then the whole line segment
joining them remains in the feasible
region. Thus, the feasible region is a
closed, bounded convex set having
finitely many corner points.

4
Example 1

Some observations:
1. The feasible region is a closed set,
which is bounded by straight lines, and
has finitely many corner points.
2. If we take two points in the feasible
region then the whole line segment
joining them remains in the feasible
region. Thus, the feasible region is a
closed, bounded convex set having
finitely many corner points.
3. The optimal point to the above
problem cannot be an interior point. In
fact, it is a corner point.

4
Example 2

Max z = 2x + 5y
Subject to 3x + 2y  6
(1)
x + 2y 2
x 0, y 0

5
Example 2

Max z = 2x + 5y
Subject to 3x + 2y  6
(2)
x + 2y 2
x 0, y 0

• The feasible region is

unbounded.
• The problem is unbounded.
(No finite optimal solution)

6
Example 3

Max z = 4x + 2y
Subject to 3x + 2y  6
(3)
x + 2y 2
x 0, y 0

7
Example 3

Max z = 4x + 2y
Subject to 3x + 2y  6
(4)
x + 2y 2
x 0, y 0

• The feasible region is

unbounded.
• The problem has a finite
optimal solution.
• The optimal solution is
obtained at a corner point
of the feasible region.

8
Example 4

Max z = 3x + 2y
Subject to x +y 4
(5)
5x + 3y  15
x 2.5, y 1.5

9
Example 4

Max z = 3x + 2y
Subject to x +y 4
(6)
5x + 3y  15
x 2.5, y 1.5

• The problem is infeasible.

10
Example 5

Max z = 15x + 9y
Subject to x +y 4
(7)
5x + 3y  15
x 0, y 0

11
Example 5

Max z = 15x + 9y
Subject to x +y 4
(8)
5x + 3y  15
x 0, y 0

• The are infinite number of

optimal solutions.
• Two optimal solutions
attained at the corner point
of the feasible region.

12
Summary

• LP can be one of the following cases:

• infeasible
• bounded feasible region with an optimal solution, which occurs at
the corner point of the feasible region
• unbounded feasible region
• with no finite optimal solution
• with a finite optimal solution
• multiple optimal solutions
• If a finite optimal solution exists, an optimal solution occurred at a
corner point of the feasible region.

13