Linear Programming

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Operations Research  Jan Fábry
 Linear Programming
Modeling Process
Recognition and Formulation and
Real-World Definition of the Construction of the
Problem Problem Mathematical
Model

Interpretation
Validation and Solution
Implementation Sensitivity Analysis of the Model
of the Model

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Operations Research  Jan Fábry
 Linear Programming
Mathematical Model
 decision variables
 linear objective function
 maximization
 minimization

 linear constraints
 equations =
 inequalities  or 

 nonnegativity constraints

___________________________________________________________________________
Operations Research  Jan Fábry
 Linear Programming
Example - Pinocchio
 2 types of wooden toys: truck
train
 Inputs: wood - unlimited
carpentry labor – limited
finishing labor - limited

 Demand: trucks - limited

trains - unlimited

 Objective: maximize total profit (revenue – cost)

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Operations Research  Jan Fábry
 Linear Programming
Example - Pinocchio
Truck Train
Price 550 CZK 700 CZK
Wood cost 50 CZK 70 CZK
Carpentry labor 1 hour 2 hours
Finishing labor 1 hour 1 hour
Monthly demand limit 2 000 pcs. 

Worth per hour Available per month

Carpentry labor 30 CZK 5 000 hours
Finishing labor 20 CZK 3 000 hours
___________________________________________________________________________
Operations Research  Jan Fábry
 Linear Programming
Graphical Solution of LP Problems

Feasible area x2

Objective function z

Optimal solution
x1

___________________________________________________________________________
Operations Research  Jan Fábry
 Linear Programming
Graphical Solution of LP Problems
Feasible area - convex set

A set of points S is a convex set if the line segment joining

any pair of points in S is wholly contained in S.

Convex polyhedrons
___________________________________________________________________________
Operations Research  Jan Fábry
 Linear Programming
Graphical Solution of LP Problems
Feasible area – corner point

A point P in convex polyhedron S is a corner point if it does

not lie on any line joining any pair of other (than P) points in S.

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Operations Research  Jan Fábry
 Linear Programming
Graphical Solution of LP Problems
Basic Linear Programming Theorem

The optimal feasible solution, if it exists, will occur

at one or more of the corner points.

Simplex method

___________________________________________________________________________
Operations Research  Jan Fábry
 Linear Programming
Graphical Solution of LP Problems
x2
Corner point x1 x2 z
3000
A 0 0 0
E B 2000 0 900 000
C 2000 1000 1 450 000
2000 D
D 1000 2000 1 550 000
E 0 2500 1 375 000

1000 C

A B

0 1000 2000 x1

___________________________________________________________________________
Operations Research  Jan Fábry
 Linear Programming
Interpretation of Optimal Solution

 Decision variables
 Objective value
 Binding / Nonbinding constraint ( or )

Slack/Surplus
> 0
Slack/Surplus variable
= 0
variable

___________________________________________________________________________
Operations Research  Jan Fábry
 Linear Programming
Special Cases of LP Models
Unique Optimal Solution

x2

A
z

x1
___________________________________________________________________________
Operations Research  Jan Fábry
 Linear Programming
Special Cases of LP Models
Multiple Optimal Solutions

x2

B
z
C

x1
___________________________________________________________________________
Operations Research  Jan Fábry
 Linear Programming
Special Cases of LP Models
No Optimal Solution

x2

x1
___________________________________________________________________________
Operations Research  Jan Fábry
 Linear Programming
Special Cases of LP Models
No Feasible Solution

x2

x1

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Operations Research  Jan Fábry