You are on page 1of 42

Linear Programming I

Solution Methods

Linear Programming

Is a mathematical technique for finding the best uses of an
organization’s resources.

LINEAR – is used to describe a relationship between two or
more variables, a relationship which is directly and precisely
proportional

PROGRAMMING – refers to the use of certain mathematical
techniques to get the best possible solution to a problem
involving limited resources

Four Major Characteristic

1. Objective
The firm must have an objective to achieve which can be
expressed as a function.

Total
selling price _ variable cost
sales volume
=
x
Contribution
per unit
per unit
in units

2. Alternative courses of action

- Should our firm allocate its manufacturing capacity to tables
& chair in the ratio of 50:50? 25:75? 70:30? And some other
ratio.

3. Resources must be in limited supply.

- Our furniture plant has limited number of machine hours
available per week; consequently, the more hrs it schedules
for tables, the fewer chairs it can make.

Profit per table P = 8 (number of tables + produced per week) Profit per chair 6 ( number of chairs produced per week) . 4. We must be able to express the firm’s objective and its limitation as mathematical equations or inequalities. and these must be linear equations or inequalities.

EQUATION Profit per table P = 8 (number of tables + produced per week) Profit per chair 6 ( number of chairs produced per week) INEQUALITIES Example : The statement that the total cost of T tables (at a unit cost of $5 per table) & C chairs (at a unit cost of $4 per chair) must not exceed $120 is 5T + 4C ≤ 120 .

.Graphic method to solve linear programs  It is possible to solve linear programming problems graphically as long as the number of variables is no more than two.

◦ If profit is $8 per table and $6 per chair the problem is to determine the best possible combination of tables & chairs to produce & sell in order to realize the maximum profit.. finishing can handle up to 48 hrs of work a week. Ltd. Each chair requires 2 hrs in assembly & 4 hrs in finishing. Manufacturing one table requires 4 hrs in assembly and 2 hrs in finishing. . which must be processed through assembly & finishing departments.Example:  Dimensions. tables and chairs. makes two products. There are two limitations (also called constraints) in the problem: the weekly time available in assembly & the weekly time available in finishing. Assembly has 60 hrs available per week.

FIRST STEP  Let us use T to represent the number of table & C to represent the number of chairs  8T = total weekly profit from sale of tables  6C = total weekly profit from sale of chairs  Objective function = 8T + 6C  Department Time Constraints:  Assembly:  Finishing: 4T + 2C ≤ 60 2T + 4C ≤ 48 .

thus all element of the solution to a linear programming problem must be greater than or equal to 0. the values calculated for T and C can’t be negative. Maximize: Profit = 8T + 6C Subject to the constraints: 4T + 2C ≤ 60 2T + 4C ≤ 48 T≥0 C≥0 Mathematical Summary of the Problem .C ≥ 0). In order to obtain meaningful answers. (T ≥ 0.

under this assumption we could produce up to 15 tables. The two terminal points for inequality can be found in the ff: manner. then T = 15. 30). then C = 30. Thus if we let T = 0 . is (0. In order to find the second point. Our second point. If we make the maximum numbers of tables. If we make the maximum numbers of chairs. then T ≤ 15. if we assume that none of the time available in assembly is used in making tables (the production of table is 0). ◦ 2. then up to 30 chairs could be made. . Thus if we let C = 0. then C ≤ 30. we assume that none of the time available in assembly is used in making chairs (the production of chairs is 0). is (15. 0). ◦ 1. thus. Our first point.SECOND STEP  The inequality 4T + 2C ≤ 60 may be located on the graph by first locating its two terminal points & joining these points by a straight line. thus.

. C 5 10 15 20 30 4T + 2C = 60 . 5 10 15 20 30 T Table of Values Sample .4T + 2C ≤ 60 C=0 4T 60 ___ = ___ 4 4 T=0 2C 60 ___ = ___ 2 2 C T 0 15 30 0 .

Assembly (4T + 2C ≤ 60)  1st point (0. C Numbers of chairs 30 b (0. .30) – this denotes the production of 0 tables & 30 chairs per week.0) – this denotes the production of 15 tables & 0 chairs per week .  2nd point is (15. 0) 5 10 15 20 25 Numbers of tables 30 T Capacity constraint in assembly department. 30) 25 20 15 10 5 0 a0 c (15.

0) f 4 8 12 16 20 Numbers of tables 24 T Capacity constraint in finishing department.12) – this denotes the production of 0 tables & 12 chairs per week. C Numbers of chairs 24 20 16 12 e (0.12) 8 4 0 a0 (24.  2nd point is (24. .0) – this denotes the production of 24 tables & 0 chairs per week .Finishing (2T + 4C ≤ 48)  1st point (0.

.12) Finishing department 8 d 4 a c (15.0) 4 8 12 16 20 f (24.Plot combination of Assembly and Finishing department.30) 28 24 20 ←Assembly department 16 12 e (0. C Numbers of chairs 32 b (0.0) 24 28 32 T Numbers of tables Graphic representation of problem constraints.

Combinations outside “aedc” are called infeasible. Example 1. .The combinations of tables and chairs that fall within “aedc” is the feasible region . For 10 tables and 5 chairs per week. Assembly: 4T + 2C ≤ 60 hr available 4(10)+ 2(5) = 50 hr required Finishing: 2T + 4C ≤ 48 hr available 2(10)+ 4(5) = 40 hr required The time required to make 10 tables and 5 chairs per week falls within the time available in both departments (see example figure 3) and so 10 tables and 5 chairs is a feasible region solution.

2.Example 1.12) 8 4 a . . (10.. week.10) d c 4 8 12 16 f 20 24 28 32 T Numbers of tables Example3 . 11 10tables tablesand and12 10 5 chairs chairsper perweek.5) (11. For 8 3. Assembly: 4T + 2C ≤≤60 60hr hravailable available 4(11)+ 4(8)+ 4(10)+2(12) 2(10) 2(5) ==56 50 64hrhrrequired required [Infeasible] [Feasible] Numbers of chairs Finishing: 2T + 4C ≤≤48 48hr hravailable available 2(11)+ 2(8)+ 2(10)+4(12) 4(10) 4(5) ==40 64 62hrhrrequired required C 32 b 28 24 20 16 12 e (8.

This is because we already have three points. all the points defining the shaded area “aedc” will have been delineated precisely. a (0.0) .0) 24 28 Numbers of tables 32 T .30) 28 24 20 ←Assembly department 16 12 e (0.0) 4 8 12 16 20 f (24. C 32 Numbers of chairs  b (0.12) and c (15.0) ◦ How can d be located? One possibility is to read its location from an accurately drawn graph below.12) Finishing department 8 d 4 a c (15. e (0.THIRD STEP Locate point D. because once that point is known.

-6T = -72 (divide both side by -6) T = 12 And now substitute 12 for T in the second equation: 2T + 4C = 48 2(12) + 4C = 48 24 + 4C = 48 = 24 + 4C = 48 4C = 24 C=6 so … 4C = (48-24) (divide both side by 4) So point d = (12. multiply the first equation by -2: -2 (4T + 2C=60) = -8T – 4C = -120 + 2T – 4C = 48 Add the second equation. the only point common to both equations. The equations to be solved are: 4T + 2C = 60 2T + 4C = 48 First. Another method is to solve simultaneously the equation of the two lines which intersect to from point d.6) Solving d algebraically .

FOURTH STEP  Test the four corners of the shaded area to see which yields the greatest weekly dollar profit.6) : 8 8 8 8 (0) + 6 (0) (0) + 6 (12) (15) + 6 (0) (12) + 6 (6) =0 = 72 = 120 = 132 The point which yields the greatest weekly profit is point d ($132). 0) : e (0.6) can be seen more clearly by first plotting the objective function 8T + 6C (given in the first step) directly on a graph of the feasible region.12) : c (15. Objective function/Profit = 8(T ) + 6(C) Point Point Point Point a (0.0) : d (12. The concept that the most profitable combination of tables and chairs is found at point d (12. .

a profit easily attainable. 4(8) + 2 ⅔(6) = 48 Numbers of chairs  20 16 12 8 4 a e 48 = (X) 8T d + 4 6C c 8 12 16 Numbers of tables 20 T . C=8 and when C=0.   To accomplish this. Objective function 48 = 8T + 6C First locate two terminal points and join them with a straight line. we first let profits equal some minimum dollar figure we know we can attain without violating a constraint. T=6) This line represent all the possible combinations of tables & chairs which would yield a total profit of $48. point “X” represents the manufacture of 4 tables and 2 ⅔ chairs per week. You might want to check one such combination. (when T=0. C For example. In this case we have elected to let weekly profits equal to $48.

… 96 = 8T + 6C Both profit equations (48 = 8T + 6C and 96 = 8T + 6C) are illustrated on the graph. C = 16 and when C = 0. T = 12.  Suppose we now graph another isoprofit line representing all combinations of tables and chairs which would produce a $96 weekly profit. When T = 0. that c 8 12 16 Numbers of tables 20 T . 20 16 12 d + 0 4 6C 6C 8T + a = 8T 4 48 = 8 e 96 Numbers of chairs It is obvious. C the isoprofit line which can be located farthest from the origin (a) will contain all the combination of tables & chairs which will generate the greatest possible profit. then.

point d. This particular profit line (line 3). Although most of the combinations of tables and chairs on profit line 3 do not fall within feasible region (aedc). thus it represent the most profitable combination of tables(12) and chairs (6) for Dimensions.. Point d lies on isoprofit line 3 and is still within the feasible region. That point represent the most profitable combinations of products. C 20 16 12 = + 0 4 6C 6C 8T + a d 8T 4 48 = 8 e 96 Numbers of chairs  c 8 12 16 20 Numbers of tables T . together with the first two profit lines. It is also true that one parallel isoprofit line will pass through point “d”. one point does. to manufacture each week. Ltd.

Assembly: 4T + 2C ≤ 60 4(12) + 2(6) ≤ 60 48 + 12 = 60 Finishing: 2T + 4C ≤ 48 2(12) + 4(6) ≤ 48 24 + 16 = 48 18 0 8 a d = 8T + 4 6C 0 4 48 6C 18 = T 24 + 144 = 8T + 6C 144 = 8T + 8 8 0 12 e 8T 24 = C 6 C 16 = 6 T 20 96 Isoprofit: 144 = 8T + 6C 144 = + 6C Numbers of chairs C c 8 12 16 20 Numbers of tables T . Checking Let say T=12. and C=6.

Significance of an Integer Solution ( Chapter 13) .

let’s suppose that Jeff wants to minimize the total manufacturing cost per chairs and tables.Graphic procedure for a minimization problem  The objective in our Dimension. Jeff has determined that it costs $20 per unit to manufacture a table & $8 per unit to manufacture a chair. the Director of Marketing at Dimensions. Ltd. we can also consider linear programming problems in which the objective is to be minimized. However. . has promised customers the firm will make at least 2 tables (T ≥ 2) and at least 4 chairs (C ≥ 4) per week. problem was to maximize profits. In order to see a simple example where the objective function is to be minimized. Ltd.. problem) Jeff Smith. Example: (Consider a modification of the Dimension..

When we add these two new constraints to the problem. the feasible region is now the shaded area “ghid” . Objective Quantity: Manufacturing Cost = 20T + 8C Constraints: T ≥2 C ≥4 Numbers of chairs C 20 16 12 g 8 4 a d i h 4 8 12 16 Numbers of tables 20 T .

20T + 8C = 288 (passing through point d) 20T + 8C = 180 20T + 8C = 72 (passing through point h)  In this case.Example (in order to do this. point h represents the least costly combination of tables (2) and chairs (4) for Dimensions to manufacture per week. 20 0 18 8 28 C= C= +8 g +8 16 12 T 20 T 20 Numbers of chairs C 8 4 a d i h Line 3 passes through point “h” 4 8 12 16 Numbers of tables 20 T . we have plotted three isocost lines) These 3 lines are.

Infeasibility Means there is no solution which satisfies all the constraints The problem of Dimentions. and the marketing manager must have at least 12 chairs a week. C 32 Numbers of chairs - Assembly constraint 28 Marketing constraint(1) T ≥ 16 24 20 Marketing constraint(2) C ≥ 12 16 12 e 8 Finishing constraint d 4 a c 4 8 12 16 20 24 28 Numbers of tables 32 T (2) .. Ltd. from earlier in this chapter with two additional constraints: (1) the marketing manager must have at least 16 tables a week.

Unboundedness If the objective can be made infinitely large without violating any of the constraints. C op Is e5 lin fit ro e4 lin fit ro 12 e1 lin fit ro 16 Marketing Constraint (1) T ≥ 16 op Is 20 op Is 24 e2 lin fit ro 28 op Is 32 Numbers of chairs - Marketing Constraint (2) C ≥ 12 op Is 8 e3 lin fit ro 4 4 8 12 16 20 24 28 32 36 Numbers of tables 40 44 48 T .

Redundancy Additional Constraint: he cannot sell more than 20 chairs a week. C 32 Numbers of chairs - Assembly constraint 28 24 Marketing constraint ≤ 20 20 16 12 e 8 Finishing constraint d 4 a c 4 8 12 16 20 24 28 Numbers of tables 32 T .

specially line “ed” Numbers of chairs - 12 8 4 e Line 4 concludes with Constraint line ed Iso pro fit Iso p Iso rofi t lin e lin e 3 d 2 pro fit l ine 1 c 4 8 12 Numbers of tables 16 .Alternative Optima In this situation below is the example of Alternative Optima. here the isoprofit line farthest from the origin coincides with one of the constraint lines.

.

Linear Programming II The simplex method .

unboundedness. alternative optima and degeneracy .Chapter Objectives      Introduce the simplex method of linear programming Examine in detail all the steps of the simplex method Define and discuss all the elements in the simplex tableau in terms of their significance to the problem statement and problem solution Demonstrate the use of the simplex method on minimization problems and how to handle all three kinds of constraints Show how the simplex method deals with infeasibility.

3. 2. Solution interpretation and implementation: checking that the solution to the linear program is indeed a solution to the original real problem . Problem solution: finding the optimal solution to this linear programming. learning what questions need to be answered. Problem formulation: gathering the relevant information. and setting the problem up as a linear program.Linear Programming is a three-stage process 1.

should manufacture per week. The algebraic statement of the problem is:  Maximize: Profit = 8T + 6C Subject to: Assembly: 4T + 2C ≤ 60 Finishing: 2T + 4C ≤ 48 All variables ≥ 0 .Recall that the variables in the problem were T and C.. the numbers of tables and chairs that Dimensions Ltd.

Using slack variables to generate equations Sᴀ = slack variable (unused weekly time) in assembly Sғ = slack variable (unused weekly time) in finishing   Sᴀ = 60hrs (assembly) Sғ = 48hrs (finishing) We can express these two statements in mathematical form by writing equations for slack variables Sᴀ and Sғ as follows: Assembly = Finishing = Sᴀ = 60 – 4T – 2T Sғ = 48 – 2T – 4T .

example  Assume that in assembly we process 5 tables and 3 chairs per week: Sᴀ = 60 – 4(5) – 2(3) = 34hr unused time in assembly  Assume that in assembly we process 4 tables and 6 chairs per week Sғ = 48 – 2T – 4T = 16hr unused time in finishing .

Constraint Equation  By adding a slack variable to each inequality constraint. we convert them into these equations: 4T + 2C + Sᴀ = 60 2T + 4C + Sғ = 48 (final form) Maximize: Profit = 8T + 6C + 0Sᴀ + 0Sғ Subject to: 4T + 2C + Sᴀ + 0Sғ = 60 2T + 4C + 0Sᴀ + Sғ = 48 All variables ≥ 0 .

Parts of the simplex tableau and their functions Cj column (profits per unit) Product-mix column Constant column (quantities of product in the mix) Variable columns Cj Product mix 0 0 Sᴀ Sғ Quantity 60 48 8 6 T C 4 2 2 4 0 0 Sᴀ Sғ 1 0 0 1 Real products Slack time Cj row Variable row 2 rows illustrating Constraint equations (coefficients only) .