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Lec 03 Linear Programming

Lec 03 Linear Programming

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You are on page 1of 33

by Simplex method

GRAPHICAL METHOD

Farming a Option…..

you can grow wheat, barley, corn or some

combination of the 3. You have a limited supply

of fertilizer and pesticide, both of which are

needed (in different quantities) for each crop

grown. Let’s say wheat sells at tk.700 a bushel,

barley is tk.300, and corn is tk. 350.

you grow to maximize your profit?

What is Linear Programming?

Cement Production Option…..

Say you importing 400 tons clinker to

produce cement. From this amount of clinker

you want to produce three different categories of

cement. You have a limited supply of three

different chemicals (in different quantities) for

cement production. Let’s say cement type1 sells

at tk.330 a bag, type II is tk.320, and type III is

tk. 350. At the same time your market demands

for these types of cement is different.

you grow to maximize your profit?

What is Linear Programming?

What is Linear Programming?

A mathematical tool for

maximizing or minimizing a

quantity (usually profit or

cost of production), subject to

certain constraints.

decisions made by

management in business, 50-

90% of those involve linear

programming.

Background on

Linear Programming

As a field of mathematics, LP is still a small child (in math

years)

Developed by Leonid Kantorovich

around the time of WWII

Further developed over following

decades

Today, easily the most commonly used

field for optimization

Economics, business management,

transportation, technology, planning, production, …

Maximizing Profit

number of resources

are used to produce a

combination of Pretty much anything

products to maximize

profit from the sale

Maximizing Problems consist of…

1. Resources

2. Products

3. Recipes

4. Profit

5. Objective

Setting Up

A toy manufacturer can produce skateboards and

dolls. Both require the precious resource of

plastic, of which there are 60 units available.

Skateboards take five units of plastic and

make $1 profit. Dolls take two units of

plastic and make $0.55 profit.

The company wants to make at least 1 doll and at

least 1 skateboard.

What is the number of dolls and skateboards the

company can produce to maximize profit?

Setting Up Mixture Problems

1. Variables (Products)

2. Constraints (Resources and Recipes)

3. Profits

4. Objective – Maximize profit

Make Mixture Chart or Formulas

Resources Profit

Plastic (60)

(x units)

Dolls 2 $0.55

(y units)

2 Groups of Equations:

- Profit Equation (profit equation)

- Constraint Inequalities

Feasible Region – region which consists of all

possible solution choices for a particular problem

graph:

Constraints:

5s + 2d ≤ 60

s>0

d>0

Corner Point Principle

The maximal value always

corresponds to a corner point

Corner Point Principle

formula:

Quick Practice

A clothing company has 100 yards of cloth and produces shirts (x units) and

vests (y units). Shirts require 10 units and have profit value of $5, while

vests require 4 units and have profit value of $4.

What is the optimal production solution?

Steps 3 & 4:

Feasible Region & Corner Points

( 0, 25 )

$5.00x + $4.00y = P

( 10, 0 )

( 0, 0 )

Quick Practice

What if the company decides to also put a

“non-zero constraint” on all production?

Must produce at least 3 shirts and 10 vests.

Constraints become:

10x + 4y ≤ 100 …

x≥3

y ≥ 10

Point Calculation of Profit Formula

$5.00x + $4.00y = P

( 6, 10 )

( 3, 10 )

Great Job!

Linear Programming

Find the minimum and maximum values by

graphing the inequalities and finding the

vertices of the polygon formed.

Substitute the vertices into the function and

find the largest and smallest values.

8 1 ≤ x ≤5

7

3

y≥2

2

y≤x+3

1

1 2 3 4 5

Linear Programming

are:

(1, 2) (1, 4) (5, 2) (5, 8)

Plug these points into the function P = 3x -

2y

Linear Programming

P = 3x - 2y

P(1, 2) = 3(1) - 2(2) = 3 - 4 = -1

P(1, 4) = 3(1) - 2(4) = 3 - 8 = -5

P(5, 2) = 3(5) - 2(2) = 15 - 4 = 11

P(5, 8) = 3(5) - 2(8) = 15 - 16 = -1

Linear Programming

f(1, 4) = -5 minimum

f(5, 2) = 11 maximum

Summary of Graphical/Pictorial Method

1. Identify resources and products

2. Make a Mixture Chart showing resources,

products, recipes for creating products, profit of each

product, and the amount of each resource on hand.

If problem has minimums, include that as well

3. Assign unknowns, x or y, to each product. Use the

mixture chart to write down the resource constraints,

the minimum constraints, and the profit formula

4. Graph the line corresponding to each resource

constraint and determine which side of the line is in

the feasible solution (≥ or ≤ )

5. Find the corner points and evaluate the profit

formula at these points

Mixture Problems with 2 Resources

second constraint of time.

Suppose there are 360 minutes of available labor.

One skateboard requires 15 minutes

One doll requires 18 minutes

Still maintain zero minimum constraints

New Mixture Chart

RESOURCES

Containers of Plastic Minutes

60 360 PROFIT

Skateboard 5 15 (1)$1.00

s

PRODUCTS

(x units)

Dolls 2 18 (1)$0.55

(y units)

Resource Constraints

5x + 2y ≤ 60 containers of plastic

15x + 18y ≤ 360 minutes available

Feasible Region for Skateboards and Dolls

35

30

25

Dolls

20 Plastics

15 Minutes

10

5

0

0 5 10 15 20 25 30

Skateboards

Find New Corner Points

Find the intersection point

5x+2y=60

15x+18y=360

Solve for one variable

18(5x+2y=60) -> 90x+36y=1080

-2(15x+18y=360) -> -30x-36y=-720

60x = 360

x=6

5(6)+2y=60

y = 15

(6,15) is last point

Evaluate

Evaluate your new points in your profit formula

$1x +$.55y

(0,0) = $0

(12,0) = 12 + 0 = $12

(0,20) = 0 + .55(20) = $11

(6,15) = 6 + .55(15) = $14.25

skateboards and 15 dolls for a profit of $14.25

Mixing Two Juices

beverages: Cranapple and Appleberry

1 gal of Cranapple is 3qts Cranberry Juice and

1qt Apple Juice

1 gal of Appleberry is 2qts Apple Juice and 2qts

Cranberry Juice

Cranapple makes a profit of 2cents/gallon

Appleberry makes a profit of 5cents/gallon

Constraints

You have 200 quarts of Cranberry Juice

available and 100 quarts of Apple Juice

available, how many gallons of each drink

mixture should we make?

Cranberry constraint 3x+2y ≤ 200

Apple Juice constraint 2x+2y ≤ 100

X = gallons of cranapple juice

Y = gallons of appleberry juice

With Minimum Constraints

Want y (gallons of appleberry juice) ≥ 10

(60,10)

Evaluate in profit formula 2x+5y

(20,40) is optimal point

But substituting (20,40) into our cranberry juice

constraint, we find we only use 3(20)+2(40)=140 of our

allotted 200 quarts available. So we have 60 quarts of

slack.

So perhaps sell cranberry juice separately or purchase more

apple juice if it’s profitable.

Complex Regions

feasible region that multiple calculations are needed to

determine the coordinates and profits for each one.

Computing the profit for every corner point for even

the fastest computer could be impossible

Also, it is not possible to visualize the feasible region

as a part of two-dimensional space where there are

more than two products. Each product is represented

by an unknown, and each unknown is represented by a

dimension of space. If we have 50 products, we would

need 50 dimensions and we couldn’t visualize such a

region.

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