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CHAPTER FOUR
I. Linear Programming
Formulation and Graphic solution.
Contents
Introduction
Concept of LP.
Formulation of LP problems.
General statement of LP problems.
Assumptions underlying LP.
Graphical method.
Some special cases of LP.
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RESOURCEOPTIMIZATION
INTRODUCTION
In design, construction, and maintenance of any engineering system, engineers have to take
The ultimate goal of all such decisions is either to minimize the effort
optimization can be defined as the process of finding the conditions (decision variables)
alternatives. It is the act of obtaining the best result under given circumstances.
3 3
INTRODUCTION
Optimization is a process of finding the "best“(optimal) solution to
a problem
What do we mean by the "best"?
situation.
• Optimization is the process of adjusting the inputs to find the
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Linear Programming (LP)
Linear means a fixed, definable relationship between the variables in
the problem to be solved.
Programming refers to the orderly process by which this type of
problem is solved.
Their fore Linear programming :-
Is a mathematical technique to help plan and make decisions relative to
the trade-offs necessary to allocate resources.
is a mathematical programming technique to optimize performance
( e.g. profit or cost ) under a set of resource constraint ( e.g. machine-
hours, man-hours, money, materials, etc.) as specified by an
organization.
Mathematical programming is used to find the best or optimal solution to a
problem that requires a decision or set of decisions about how best to
use a set of limited resources to achieve a state goal of objectives.
Will find the minimum or maximum value of the objective.
6
Cont’d…..
As its name implies, the linear programming model consists of
linear objectives and linear constraints, which means that the
variables in a model have a proportionate relationship.
Is a widely used mathematical modeling technique to determine
the optimum allocation of scarce resources among competing
demands.
Resources typically include:-
Raw Materials
Manpower
Machinery
Time
Money and
Space
7
Cont’d…..
Essentials of a Linear Programming model
For a given problem situation, there are certain essential
conditions that need to be solved by using Linear
Programming.
1. Limited resources: limited number of labour, Space
material, equipment and finance.
2. Objective: refers to the aim to optimize (maximize the
profits or minimize the costs).
3. Linearity: increase in labour input will have a
proportionate increase in output.
8
Cont’d…..
The linear model consists of the following components:
1. Decision Variables
are physical quantities controlled by the decision maker and represented
to maximize or minimize.
An optimal solution for the model is the best solution as measured by
that criterion.
10
Cont’d…..
3. Constraints
are set of functional equalities or inequalities that represent
than is available.
11
Cont’d……
Linear programming requires that all the mathematical
functions in the model be linear functions.
A linear programming problem consists of a linear
objective function to be maximized or minimized
subject to certain constraints in the form of linear
equations of equalities or inequalities.
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Assumptions in linear programming
Linearity .The amount of resource required for a given activity level is directly
proportional to the level of the activity .For example ,if the number of hours
required on a particular machine (for a given activity level ) is 5 hour per unity
of that activity, then the total number of hours required on that machine to
produce 10 units of that activity is 50 hours.
Divisibility . This means that fractional values of the decision variables are
permitted .
Non- negativity . This means that the decision variables are permitted to
have only the values which are greater than or equal to zero.
Additivity. This means that the total output for a given combination of
activity levels is the algebraic sum of the output of each individual process.
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Linear Programming (LP) Problem
The maximization or minimization of some quantity is the
14
Cont’d….
If both the objective function and the constraints are
linear, the problem is referred to as a linear programming
problem.
Linear functions are functions in which each variable
appears in a separate term raised to the first power and is
multiplied by a constant (which could be 0).
Linear constraints are linear functions that are restricted to
be "less than or equal to", "equal to", or "greater than or
equal to" a constant.
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Problem Formulation(model formulation)
Problem formulation or modeling is the process of
translating a verbal statement of a problem into a
mathematical statement.
Formulating models is an art that can only be mastered
with practice and experience.
Every LP problems has some unique features, but most
problems also have common features.
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The Linear Programming Model
Let: X1, X2, X3, ………, X n = Decision variables
Z = Objective function or linear function
Requirement: Maximization of the linear function Z.
Z = c1X1 + c2X2 + c3X3 + ………+ c n X n …Eq (1)
subject to the following constraints:
…Eq (2)
Steps Involved:
✦ Determine the objective of the problem and describe it by a
criterion function in terms of the decision variables.
✦ Find out the constraints.
✦ Do the analysis which should lead to the selection of values
for the decision variables that optimize the criterion function
while satisfying all the constraints imposed on the problem.
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Example : A Simple Maximization Problem
Objective
Max 5x1 + 7x2 Function
s.t. x1 < 6
“Regular”
2x1 + 3x2 < 19 Constraints
x1 + x2 < 8
Non-negativity
x1 > 0 and x2 > 0 Constraints
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Applied Example : A Production Problem
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CONT’D…..
Solution
Given information:
Type-A Type-B Time Available
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CONT’D…
Solution
Type-A Type-B Time Available
Profit/Unit 10.00birr 12.00birr
Machine I 20 min 10 min 180 min
Machine II 10 min 30min 300 min
Z = 10X1+12X2
which is the objective function to be maximized.
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CONT’D…
Solution
Type-A Type-B Time Available
Profit/Unit 10.00birr 12.00birr
Machine I 20 min 10 min 180 min
Machine II 10 min 30 min 300 min
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CONT’D…..
Solution
Type-A Type-B Time Available
Profit/Unit 10.00 12.00
Machine I 20min 10min 180 min
Machine II 10min 30min 300 min
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CONT’D….
Solution
Type-A Type-B Time Available
25
CONT’D…..
Solution
In short, we want to maximize the objective function
Z = 10X1+12X2
subject to the system of inequalities
10X1+20X2 ≤ 180
10X1+30X2 ≤ 300
X1> 0
X2> 0
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Example: Maximizing Profit
How many bowls and mugs should be produced to maximize
profits given labor and materials constraints?( formulate a
linear programming model) for 40 hrs of labour per day and
120 lbs of clay
Given product resource requirements and unit profit:
Resource Requirements
Labor Clay Profit
Product
(hr/unit) (lb/unit) ($/unit)
Bowl 1 4 40
Mug 2 3 50
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Solution
Resource Availability:
40 hrs of labor per day, 120 lbs of clay
Decision Variables:
x1 = number of bowls to produce per day x2 =
number of mugs to produce per day
Objective Function: Maximize Z = $40x1 + $50x2,
where Z = profit per day
Resource Constraints: 1x1 + 2x2 40 hours of labor
4x1 + 3x2 120 pounds of clay
Non-Negativity Constraints: x1 0; x2 0
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CONT’D….
29
Example
A small company produces construction materials for the
commercial and residential construction industry. The company
produces two products: a universal concrete patching product
(CON) and a decorative brick mortar
(MORT). The company can sell the CON for a profit of $ 140/ton and
the MORT for a profit of $160/ton. Each ton of the CON requires 2 m3
of the red clay and each ton produced of the MORT requires 4 m3. A
maximum of 28 m3 of the red clay could be available every week. The
machine used to blend these products can work only a maximum of 50
per
hours
week. This machine blends a ton of either product at a time, and the
blending process requires 5 hours to complete. Each material must be
stored in a separate curing vat, thus limiting the overall production
volume of each product. The curing vats for CON and MORT have
capacities of 8 and 6 tons, respectively. What is optimal production
strategy for the company given this information?
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Solution Model Formulation
• Decision Variables
• Amounts of CON and MORT produced every week
Let 𝑥1 = amount of CON produced every
week
𝑥2 = amount of MORT produced every week
• Objective Function
• To maximize the profit obtained from the production of the two material per
week
• Every tone of CON earns $140 profit
• Every tone of MORT earns $160 profit Maximize 𝑍 = 140𝑥1 +
• Objective function 160𝑥2
• Constraints
Maximize total weekly profit, 𝑍 = 140𝑥1 + 160𝑥2 Subject to 2𝑥1 + 4𝑥 ≤
• Red clay required to produce a ton of CON is 2 m3 28
5𝑥12 + 5𝑥2 ≤ 50
• Red clay required to produce a ton of MORT is 4
m3 𝑥1 ≤ 8
Total available red clay every week is 28 m3
•1st Constraint 𝑥2 ≤ 6
2𝑥1 + 4𝑥2 ≤ 28
• Blending of each ton requires 5 hours at a time for each production and per week a
maximum of 50 hours of production is possible
2 Constraint
nd
5𝑥1 + 5𝑥2 ≤ 50
• Curing vats capacity is 8 tons for CON and 6 tons for Mortar
3rd Constraint
𝑥1 ≤ 8
4 Constraint
th
31 𝑥2 ≤ 6
Standard form of LP problems
• Standard form of LP problems must have following
three characteristics:
1. Objective function should be of maximization type
2. All the constraints should be of equality type
3. All the decision variables should be nonnegative
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General form Vs Standard form
General form • Violating points for
standard form of LPP:
Minimize Z 3x1 5x 2
• Objective function is of
subject to 2x1 3x2 15 minimization type
x1 x2 3
• Constraints are of
4x1 x2 2 inequality type
x1 0 • Decision variable, x2, is
unrestricted, thus, may
x 2 unrestricted
take negative values
also.
How to transform a general form of a LPP to the
33 standard form ?
General form Standard form
Transformatio
n
Standard form
• General form 1. Objective function
•
1. Objective function Maximize Z Z 5x 2
3x1
2.Minimize
First constraint Z 3x1 5x 2 2. First constraint
2x1 3x2 15 2x1 3x 2 x3 15
4x1 x2 x
35
Methods of Solving LP
Graphical method
is a method for finding optimal solutions to two-variable
problems.
Outline of Graphical Solution Method
The graphical method plots :-
the constraints on a graph and
identifies an area that satisfies all of the constraints.
The area is referred to as the feasible solution space.
Next, the objective function is plotted and used to identify
the optimal point in the feasible solution space.
• The coordinates of the point can sometimes be read directly from
the graph, although generally an algebraic determination of the
coordinates of the point is necessary.
36
Cont’d…
Methodology of graphical solution
38
Cont’d…
5. The function line moves in parallel with herself to the direction where
her value increases (or decreases if the aim is its minimization), until it
meets with the part of the level which is the intersection of all
constraints. From the family of lines meeting the intersection of the
constraints, only the lines crossing the intersection vertices are
considered.
6. The values of the lines crossing the intersection vertices are calculated.
The vertex, from which passes the line with the highest (smallest in
minimization problems) value is the optimum solution of the problem.
The values of the variables consisting the optimum solution are the
39 coordinates of this vertex.
Graphical Analysis – the Feasible Region
X2
X1
40
Example 1: A Simple Maximization Problem
Objective
Max 5x1 + 7x2 Function
s.t. x1 < 6
“Regular”
2x1 + 3x2 < 19 Constraints
x1 + x2 < 8
Non-negativity
x1 > 0 and x2 > 0 Constraints
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Example 1: Graphical Solution
First Constraint Graphed
x2
8
7 x1 = 6
6 Shaded region
contains all
5 feasible points
4 for this constraint
3
2
(6, 0)
1
x1
1 2 3 4 5 6 7 8 9 10
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Example 1: Graphical Solution
Second Constraint Graphed
x2
8 (0, 6 1/3)
7
6
5
2x1 + 3x2 = 19
4
Shaded
3
region contains
2 all feasible points (9 1/2, 0)
1 for this constraint
x1
1 2 3 4 5 6 7 8 9 10
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Example 1: Graphical Solution
Third Constraint Graphed
x2
(0, 8)
8
7
6 x1 + x2 = 8
5
4
Shaded
3
region contains
2 all feasible points
1 for this constraint (8, 0)
x1
1 2 3 4 5 6 7 8 9 10
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Example 1: Graphical Solution
Combined-Constraint Graph Showing Feasible Region
x2
8
x 1 + x2 = 8
7
6 x1 = 6
5
4
3
Feasible 2x1 + 3x2 = 19
2
Region
1
x1
1 2 3 4 5 6 7 8 9 10
45
Example 1: Graphical Solution
Objective Function Line
x2
8
7
(0, 5)
6 Objective Function
5 5x1 + 7x2 = 35
4
3
2
(7, 0)
1
x1
1 2 3 4 5 6 7 8 9 10
46
Example 1: Graphical Solution
Selected Objective Function Lines
x2
8
7
5x1 + 7x2 = 35
6
5 5x1 + 7x2 = 39
4
3 5x1 + 7x2 = 42
2
1
x1
47 1 2 3 4 5 6 7 8 9 10
Example 1: Graphical Solution
Optimal Solution
x2
Maximum
Objective Function Line
8
5x1 + 7x2 = 46
7
6 Optimal Solution
(x1 = 5, x2 = 3)
5
4
3
2
1
x1
1 2 3 4 5 6 7 8 9 10
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Example 2: A Nutrition Problem
meet the minimum iron and vitamin requirements at the lowest cost?
50
Cont’d…
Solution
Brand-A Brand-B Minimum Requirement
Cost/Pill 60¢ 80¢
Iron 40 mg 10 mg 2400 mg
Vitamin B1 10 mg 15 mg 2100 mg
Vitamin B2 5mg 15 mg 1500 mg
Z= 60X1+80X2
and is the objective function to be minimized.
51
Cont’d….
Solution
Brand-A Brand-B Minimum Requirement
Cost/Pill 60¢ 80¢
Iron 40 mg 10 mg 2400 mg
Vitamin B1 10 mg 15 mg 2100 mg
Vitamin B2 5mg 15 mg 1500 mg
52
Cont’d…
Solution
Brand-A Brand-B Minimum Requirement
Cost/Pill 60¢ 80¢
Iron 40 mg 10 mg 2400 mg
Vitamin B1 10 mg 15 mg 2100 mg
Vitamin B2 5mg 15 mg 1500 mg
53
Cont’d….
Solution
Brand-A Brand-B Minimum Requirement
60¢ 80¢
40 mg 10 mg 2400 mg
10 mg 15 mg 2100 mg
5mg 15 mg 1500 mg
5X1+15X2 >1500
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Cont’d….
We can now solve the problem graphically.
Z=6X1 + 8X2
S.t the constraints
40x1 + 10x2 > 2400
10x1 +15 x2 > 2100
5x1 +15x2 > 1500
x1, x2 > 0
Cont’d…...
We can graph the feasible set S for the problem
constraints .
Graph the solution for the inequality
(0, 240)
200
100
(60, 0)
X1
100 200 300
Cont’d…..
Graph the solution for the inequality
X2
200
(0, 140)
100
10 X1 +15 X2=2100
(210, 0)
X1
100 200 300
Cont’d….
Graph the solution for the inequality
X2
200
(0, 100)
100 5 X1 +15 X2= 1500
(300, 0)
X1
100 200 300
Cont’d…
Graph the intersection of the solutions to the inequalities,
yielding the feasible set S.
(Note that the feasible set S is unbounded)
X2
40 X1+10 X2=2400
200
S
100 10 X1+15 X2= 2100
5X1+15X2=1500
X1
100 200 300
Cont’d….
X2
40 X1+10 X2=2400 A(0, 240)
200
10 X1+15 X2= 2100 S
B(30, 120)
5X1+15X2=1500 100
C(120, 60)
D(300, 0)
X1
100 200 300
Cont’d….
Now, find the values of Z at the vertices and tabulate them:
Vertex Z = 6X1 + 8X2
A(0, 240) 1920
B(30, 120) 1140
C(120, 60) 1200
D(300, 0) 1800
X2
A(0, 240)
40 X1+10 X2=2400
200
10 X1+15 X2= 2100 S
B(30, 120)
5X1+15X2=1500 100
C(120, 60)
D(300, 0)
X1
100 200 300
Cont’d….
Finally, identify the vertex with the lowest value for Z:
We can see that Z is minimized at the vertex B(30, 120) and has
a value of 1140. Vertex Z = 6X1 + 8X2
can be implemented .
65
Unbounded solution: Graphical representation
66
Multiple solutions: Graphical representation
67
Infeasible solution: Graphical
representation
68
Unique feasible point: Graphical representation
69
EXERCISE 1
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EXERCISE 1
A concrete manufacturer is concerned about how many units of two types of
of the product should be produced per week so that the firm can earn the
maximum profit . Assume that there is no marketing constraint so that all
75 that is produced can be sold .
EXERCISE 3
A contractor may purchase material from two different sand and
gravel pits. The unit cost of material including delivery from pits
1 and 2 is $50 and $70 per cubic meter, respectively, the
contractor requires at least 100 cubic meter of mix. The mix must
contain a minimum of 30% sand. Pit 1 contains 25% and pit 2
contains 50% sand. If the objective is to minimize the cost of
material,
define the decision variables and formulate a mathematical model.
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