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Class 8-9 (IM)
Class 8-9 (IM)
• Additivity
– Every function in a linear programming model
is the sum of the individual contributions of
the activities
• Divisibility
– Decision variables in a linear programming
model may have any values
• Including noninteger values
– Assumes activities can be run at fractional
values
© 2015 McGraw-Hill Education. All rights reserved. 11
Assumptions of Linear Programming
• Proportionality assumption
– The contribution of each activity to the value
of the objective function (or left-hand side of a
functional constraint) is proportional to the
level of the activity
• Certainty
– Value assigned to each parameter of a linear
programming model is assumed to be a
known constant
Maximize 𝑍 = 6 𝑥1 + 5𝑥2
Subject to
𝑥1 + 𝑥2 ≤ 5
3𝑥1 + 2𝑥2 ≤ 12
𝑥1 ≥ 0
𝑥2 ≥ 0
(0, 5) A
𝑥1 + 𝑥2 = 5
𝑥1
(0, 0) O E
(5, 0)
𝑥1 + 𝑥2 = 5
𝑥1
(0, 0) O D E
(4, 0) (5, 0)
𝑭𝒆𝒂𝒔𝒊𝒃𝒍𝒆 𝑹𝒆𝒈𝒊𝒐𝒏 𝑥1 + 𝑥2 = 5
𝑥1
(0, 0) O D E
(4, 0) (5, 0)
𝑥1
(0, 0) O D E
(4, 0) (5, 0)
𝑥1
(0, 0) O D E
(4, 0) (5, 0)
𝑥1
(0, 0) O D E
(4, 0) (5, 0)
𝑥1
(0, 0) O D E
(4, 0) (5, 0)
𝑰𝒔𝒐 𝑷𝒓𝒐𝒇𝒊𝒕 𝑳𝒊𝒏𝒆𝒔
© 2015 McGraw-Hill Education. All rights reserved. 27
The Linear Programming Model
• Feasible solution
– Solution for which all constraints are satisfied
– Might not exist for a given problem
• Infeasible solution
– Solution for which at least one constraint is
violated
• Optimum/Optimal solution
– Has most favorable value of objective function
– Might not exist for a given problem
© 2015 McGraw-Hill Education. All rights reserved. 29
The Linear Programming Model