Lecture # 5,6,7,8 Linear Equations Final

APPLIED LINER ALGEBRA
B.Sc. Industrial Engineering & Management

Semester: 2nd Session: 2020-24
Lecture # 5
Learning Tour
Application of Linear algebra
• Linear Equations
• Formulations
• Solutions
Applied Linear Algebra- 2020-2024 2

Software
• TORA
• Excel Solver

SOLVING PUZZLE USING ALGEBRA
Now a day’s Aptitude is very important for job. There are many
divisions in aptitude from that I have chosen puzzle to solve it. So
we have to solve the questions in a short period of time so if we
use the concept of Algebra it is very easy.
x+x+x=30-------(1)
x+2y+2y=18------(2)
2y-2z=2-----------(3)
y+x+z=?----------(4)

Linear equations

Self Test

Self Test

Why will it help us solve equations?
Because if we can express a system of equations in the
form
Ax  b
Then we can multiply both sides by the inverse matrix
1 1
A Ax  A b
And we can then know the values of X because 1
A AI
xA b 1

Linear System of equations
Solving the Matrix Equation AX = B
If A is an invertible matrix, then the matrix equation AX = B has
the unique solution:

Linear System of equations
2x + z = 9 The matrix A is invertible with inverse
2x + y − z = 6
3x + y − z = 9


Lecture # 6
SYSTEM Vs Its MODEL
REAL  SIMPLIFICATION MODEL

SYSTEM  ABSTRACTION
 ASSUMPTIONS

MODEL & Its TYPES
 MODEL: A model is a representation of the structure of a real
life system.
-Provides an alternative to working with reality
-Examples : an equation, an outline, a diagram, and a map
In general, models can be classified as fellows:
 SYMBOLIC MODELS: Symbolic (i.e., algebraic, numerical,

logical) models represent the properties of the real life system
through the means of symbols, mathematical equations,
computer programs and simulation models are also symbolic
models.

WHAT IS A PROCESS?  IPO Diagram
 Provides a visual representation of a process by defining a process and demonstrating the relationships
between input and output elements.
 The input and output variables are known as ‘factors’ (X) and ‘responses’ (Y) , respectively.
Y = f(x)
INPUTS
OUTPUTS
People
Perform a Service
Material
PROCESS
Equipmen
t “A blending
Policies of inputs to Produce a Product
Procedures achieve the
Methods
desired
outputs”
Environment Complete a Task
WHAT IS A PROCESS?
Y = f(x)
To get results, should we focus on the Y or X?
Y X1 . . . XN
Dependent Independent
Output Input
Effect Cause
Symptom Problem
Monitor Control
The Outputs should be measureable The inputs to a process are items that
outcomes from the process that will help us affect the outcome of the process. You
determine (i.e, measure) if a process is may or may not have control over these
improving.. items.
15
PROCESS INPUTS (X’s) & OUTPUTS (Y’s)
Output = f(Input)
Y = f(X)
 In an ENGINEERING (R&D, Manufacturing and Tool Design) case the output and input variables are
Yi = Symptom, Xi = Cause
 Yi: Yield, Waste, Capacity, Downtime, Cycle Time, etc.
 Xi: Design (Dimension, Plastic types, Material Properties, etc.)
 Xk: Material (Chemical types, Grade, Amorphous, Crystalline, Shrinkage, Melt Index, etc.)
 In an INJECTION MOLDING operation the process input and output variables are as follows:
 Yi: Yield, Cycle Time, Scrap, Dimensions, Quality, etc.
 Xi: Process (Pressure, Temperature, Speed, Flow rate, etc.)
 Xn: Mold (Cooling, Gate, Runner, etc.)
Example

Example- Self test

Self Test

MODEL & Its TYPES
 DETERMINISTIC MODELS: Deterministic models are models
which do not contain the element of probability.
Deterministic models involve optimization.
Examples are: Linear programming, Non – linear
programming, Integer programming, Network optimization,
and Dynamic programming.
 STOCHASTIC MODELS: stochastic models are models which

contain the element of probability. Stochastic models
characterize/estimate system performance.
Examples are: Queuing theory, Stochastic processes,
Reliability theory, and Simulation techniques.

O.R. TECHNIQUES
 One of the first attempts of classification was devised by Rivett and Ackoff
(1963). This classification is not complete because still more and more
techniques can be added in the following list.
 Linear Programming
 Assignment Problems
 Transportation Problems
 Integer Programming
 Network Analysis
 Queuing Theory
 Inventory Control Models
 Decision Theory and Game Theory
 Simulation
 Dynamic Programming
 Goal Programming

Linear Programming (LP)
–A family of mathematical techniques (algorithms) that can be
used for constrained optimization problems with linear
relationships.
• Graphical method
- Extreme Point Approach
- ISO Profit Line Approach
• Iterative method
- Simplex
- Two Phase
- Big M method
–The problems must involve a single objective, a linear objective
function, and linear constraints and have known and constant
numerical values.
Linear Programming in Action
 The Importance of Linear Programming
– Many real world problems lend themselves to linear
programming modeling.
– There are well-known successful applications in:

• Manufacturing
• Marketing
• Finance (investment)
• Advertising
• Agriculture


Lecture # 7
Linear Programming (LP)
A Linear Programming model seeks to
maximize or minimize a linear function,
subject to a set of linear constraints.
The linear model consists of the following
components:
– A set of decision variables.
– An objective function.
– A set of constraints.

Linear Programming Standard Format

WHAT IS LINEAR PROGRAMMING?
 A linear programming problem (LP)
is an optimization problem for
which:
– We attempt to maximize
(or minimize) a linear function of the
decision variables.
(Objective Function)
– The values of the decision

variables must satisfy a set of
constraints, each of which must
be a linear inequality or linear
equality.

Linear & Integer Programming- Notations
+…+
 Parameters Subject to:
 Decision Variables +…+
 Objective Function +…+
 Constraints ...
+…+
(Real Number)
(Integer Number)
Compact Form:
LP Model Using Matrix Notation

Example- LP Model

Solution-LP Model
• x1 = quantity of server model 1 to produce
x2 = quantity of server model 2 to produce
• maximize Z = 60x1+50x2
Subject to:

PRODUCT (PRODUCTION) MIX PROBLEM # 2: Four
varieties of ties produced:
1. one is an expensive, all-silk tie,
2. one is an all-polyester tie, and
3. two are blends of polyester and cotton.
The table on the following slide illustrates the cost and
availability (per monthly production planning period) of the
three materials used in the production process

 The following table summarizes the contract
demand for each of
o the four styles of ties,
o the selling price per tie, and
o the fabric requirements of each variety.

DEVELOPMENT (FORMULATION) OF LP MODEL
PRODUCT (PRODUCTION) MIX PROBLEM # 1:
A firm is engaged in producing two products ‘A’ and ‘B’. Each unit of product ‘A’ requires
3Kg of raw material and 5 labor hour for processing, where as each unit of product ‘B’
requires 6Kg of raw material and 4 labor hours of the same type. Every month the firm
has the availability of 60Kg of raw material and 70 Labor hours. One unit of product ‘A’
sold earns profit Rs. 30 and one unit of product ‘B’ sold gives Rs. 40 as profit.
Formulate this problem as linear programming problem to determine as to how many
units of each of the products should be produced per month so that the firm can earn
maximum profit, assume all unit produced can be sold in the market.
CONSTRAINTS:
Decision Variables: Let X1 and X2 be the
Material Constraint: 3X1 + 6X2 ≤ 60
number of products ‘A’ and ‘B’ respectively.
Labor Constraint: 5X1 + 4X2 ≤ 70
Objective Function: Non–negativity Constraint: As X1 and X2, being the
Product – A: As, ‘X1’ are the units of product number of units produced of products ‘A’ and
‘A’, So, Product ‘A’ contributes a profit of Rs. ‘B’ cannot have negative values thus, X1≥0 and
30X1 from one unit of product. X2≥0. i.e. X1,X2 ≥ 0.
Product – B: As, X2 are the units of product ‘B’, The Complete LP problem model is:
So, Product ‘B’ contributes a profit of Rs. 40X 2 Maximize: Z = 30X1 + 40X2
from one unit of product.
Subject to:
Maximize Z = 30X1 + 40X2 3X1 + 6X2 ≤ 60
Applied Linear Algebra- 2020-2024 5X1 + 4X2 ≤ 70 33
DEVELOPMENT (FORMULATION) OF LP MODEL
PRODUCT (PRODUCTION) MIX PROBLEM # 2: Four varieties of ties produced:
1. one is an expensive, all-silk tie,
2. one is an all-polyester tie, and
3. two are blends of polyester and cotton.
The table on the following slide illustrates the cost and availability (per monthly production planning period)
of the three materials used in the production process
Monthly cost &
availability of
material
 The following table summarizes the contract demand for each of

o the four styles of ties,
o the selling price per tie, and
o the fabric requirements of each variety.
Applied LinearItAlgebra- 2020-2024 34

Fifth Avenue’s goal is to maximize its monthly profit. must decide upon a policy for product mix.
LINEAR PROGRAMMING: MODEL FORMULATION
DECISION VARIABLES: Let X1 = # of all-silk ties; X2 = # polyester ties; X3 = # of
blend 1 poly-cotton ties; X4 = # of blend 2 poly-cotton ties produced per month
Calculate profit for each tie: Profit = Sales price – Cost per yard X Yards per tie
Silk ties = $6.70 – $21 x 0.125 = $4.08
Polyester = $3.55 – $6 x 0.08 = $3.07
Poly-blend 1 = $4.31 – ($6 x 0.05 + $9 x 0.05) = $3.56
Poly-blend 2 = $4.81 – ($6 x 0.03 + $9 x 0.07) = $4.00
Objective function: maximize profit = $4.08X1 + $3.07X2 + $3.56X3 + $4.00X4
Subject to:
0.125X1 ≤ 800 (Total Silk Availability Constraint)
0.08X2 + 0.05X3 + 0.03X4 ≤ 3,000 (Total Polyester Availability Constraint)
0.05X3 + 0.07X4 ≤ 1,600 (Total Cotton Availability Constraint)
X1 ≥ 6,000 (Contract Constraint – 1)
X1 ≤ 7,000 (Demand Constraint – 1)
X1, X2, X3, X4 ≥ 0
Self-Test
(Production Allocation Problem)
A firm produces three products. These products are processed on three different machines. The time
required manufacturing one unit of each of the three products and the daily capacity of the three
machines are given in the table below.
Time per unit (minutes) Machine capacity
Machine
Product 1 Product 2 Product 3 (Minutes/day)
M1 2 3 2 440
M2 4 - 3 470
M3 2 5 - 430
It is required to determine the daily number of units to be manufactured for each product. The profit per
unit for product 1, 2 and 3 is Rs. 4, Rs. 3 and Rs. 6 respectively. It is assumed that all the amounts
produced are consumed in the market. Formulate the mathematical (L.P.) model that will maximize the
daily profit.

The Medequip Company produces precision medical diagnostic
equipment at two factories. Three medical centers have placed orders
for this month’s production output. The below table shows what the
cost would be for shipping each unit from each factory to each of these
customers. Also shown are the number of units that will be produced
at each factory and the number of units ordered by each customer.
A decision now needs to be made about the shipping plan for

how many units to ship from each factory to each customer.
Formulate a linear programming model for this problem.

LP-Formulation (Diet Problem)
• A person wants to decide the constituents of a diet which will
fulfill his daily requirements of proteins, fats and
carbohydrates at the minimum cost. The choice is to be made
from four different types of foods. The yields per unit of these
foods are given in table#1.
Yield per unit Cost per unit
Food type
Proteins Fats Carbohydrates (Rs.)
1 3 2 6 45
2 4 2 4 40
3 8 7 7 85
4 6 5 4 65
Minimum
800 200 700
Requirement
Formulate linear programming model for the problem.

LP-Formulation (Blending Problem)
A firm produces an alloy having the following specifications:
• Specific gravity ≤ 0.98.
• Chromium ≥ 8%.
• Melting point ≥ 4500C
Raw materials A, B and C having the properties shown in the table can be
used to make the alloy.
Properties of raw material

Property
A B C
Specific gravity 0.92 0.97 1.04
Chromium 7% 13% 16%
Melting point 4400C 4900C 4800C
Costs of the various raw materials per ton are: Rs. 90 for A, Rs. 280 for B
and Rs. 40 for C. Formulate the L.P. model to find the proportions in which
A, B and C be used to obtain an alloy of desired properties while the cost of
raw materials is minimum.

Graphing the Model
• This method can be used only to solve

problems that involve two decision variables.
• The graphical approach:
1. Plot each of the constraints.
2. Determine the region or area that contains all
of the points that satisfy the entire set of
constraints.
3. Determine the optimal solution.

The Galaxy Industries Production Problem –
A Prototype Example
• Galaxy manufactures two toy doll models:

– Space Ray.
– Zapper.
• Resources are limited to
– 1000 pounds of special plastic.
– 40 hours of production time per week.

A Prototype Example
• Marketing requirement
– Total production cannot exceed 700 dozens.
– Number of dozens of Space Rays cannot
exceed number of dozens of Zappers by more
than 350.
• Technological input
– Space Rays requires 2 pounds of plastic and 3 minutes of labor per
dozen.
– Zappers requires 1 pound of plastic and 4 minutes of labor per
dozen.

A Prototype Example
• The current production plan calls for:
– Producing as much as possible of the more profitable
product, Space Ray ($8 profit per dozen).
– Use resources left over to produce Zappers ($5 profit
per dozen), while remaining within the marketing
guidelines.
• The current production plan consists of:
Space Rays = 450 dozen 8(450) + 5(100)
Zapper = 100 dozen
Profit = $4100 per week

Management is seeking a
production schedule that
will increase the company’s
profit.

The Galaxy Linear Programming Model
• Decisions variables:
– X1 = Weekly production level of Space Rays (in
dozens)
– X2 = Weekly production level of Zappers (in
dozens).
• Objective Function:
– Weekly profit, to be maximized
The Galaxy Linear Programming Model
Max 8X1 + 5X2 (Weekly profit)

subject to
2X1 + 1X2 £ 1000 (Plastic)
3X1 + 4X2 £ 2400 (Production Time)
X1 + X2 £ 700 (Total production)
X1 - X2 £ 350 (Mix)
Xj> = 0, j = 1,2 (Nonnegativity)

The Graphical Analysis of Linear
Programming
The set of all points that

satisfy all the constraints of
the model is called
a
FEASIBLE REGION

Graphical Analysis – the Feasible Region
X2
The non-negativity constraints
X1

X2
1000 The Plastic constraint

2X1+X2 £ 1000
700 Total production constraint:
X1+X2 £ 700 (redundant)
500
Infeasible
Production Feasible
Time
3X1+4X2 £ 2400 X1
500 700

X2
1000 The Plastic constraint
2X1+X2 £ 1000
700 Total production constraint:
X1+X2 £ 700 (redundant)
500
Infeasible
Production mix
constraint:
Production Feasible X1-X2 £ 350
Time
3X1+4X2£ 2400
X1
500 700
Interior points. Boundary points. Extreme points.
• There are three types of feasible points 51
Applied Linear Algebra- 2020-2024

The search for an optimal solution
X2 Start at some arbitrary profit, say profit = $2,000...

1000 Then increase the profit, if possible...
...and continue until it becomes infeasible
700 Profit
500
=$4360
X1
500
Summary of the optimal solution
Space Rays = 320 dozen
Zappers = 360 dozen
Profit = $4360
– This solution utilizes all the plastic and all the production
hours.
– Total production is only 680 (not 700).
– Space Rays production exceeds Zappers production by only

40 dozens.

Example- Graphical Solution of LP Model

Graphical Solution-LP Model
• x1 = quantity of server model 1 to produce
x2 = quantity of server model 2 to produce
• maximize Z = 60x1+50x2
Subject to:

A Graph Showing the Non-negativity
Constraints

Feasible Region Based on a Plot of the First
Constraint (assembly time) and the Non-
negativity Constraint

A Completed Graph of the Server Problem
Showing the Assembly and Inspection
Constraints and the Feasible Solution Space

Completed Graph of the Server Problem Showing All of
the Constraints and the Feasible Solution Space

Finding the Optimal Solution
• The extreme point approach

– Involves finding the coordinates of each corner
point that borders the feasible solution space and
then determining which corner point provides the
best value of the objective function.
– The extreme point theorem
– If a problem has an optimal solution at least one
optimal solution will occur at a corner point of the
feasible solution space.

The Extreme Point Approach
1. Graph the problem and identify the feasible solution space.

2. Determine the values of the decision variables at each corner
point of the feasible solution space.
3. Substitute the values of the decision variables at each corner
point into the objective function to obtain its value at each
corner point.
4. After all corner points have been evaluated in a similar
fashion, select the one with the highest value of the
objective function (for a maximization problem) or lowest
value (for a minimization problem) as the optimal solution.

Graph of Server Problem with Extreme Points of
the Feasible Solution Space Indicated

Extreme Point Solutions for the Server Problem

The Objective Function
(Iso-Profit Line) Approach
• This approach directly identifies the optimal

corner point, so only the coordinates of the
optimal point need to be determined.
– Accomplishes this by adding the objective
function to the graph and then using it to
determine which point is optimal.
– Avoids the need to determine the coordinates of
all of the corner points of the feasible solution
space.
The Server Problem with Profit Lines of $300,
$600, and $900

Finding the Optimal Solution to the Server
Problem

Graphing—Objective Function Approach
1. Graph the constraints.
2. Identify the feasible solution space.
3. Set the objective function equal to some amount
that is divisible by each of the objective function
coefficients.
4. After identifying the optimal point, determine
which two constraints intersect there.
5. Substitute the values obtained in the previous step
into the objective function to determine the value
of the objective function at the optimum.
A Comparison of Maximization and Minimization
Problems

Minimization
Determine the values of decision variables x1 and x2 that

will yield the minimum cost in the following problem.
Solve using the objective function approach.

Graphing the Feasible Region and Using the
Objective Function to Find the Optimum for
Example 3-3

Example 3-4

Summary of Extreme Point Analysis for
Example 3-4

Computing the Amount of Slack for the Optimal
Solution to the Server Problem

EXAMPLE: ABC Furniture Company produces computer tables
and chairs on a daily basis. Each computer table produced
results in Rs. 160 in profit; each chair results in Rs. 200 in
profit. The production of computer tables and chairs is
dependent on the availability of limited resources: Labor,
Wood, and Storage Space. The resource requirements for the
production of tables and chairs and the total resources
available are as follows.
RESOURCE REQUIREMENTS
Resources Computer Table Chair Total Available per day
Labor (hour) 2 4 40
Wood (feet) 18 18 216
Storage (Square feet) 24 12 240
 The company wants to know the number of computer tables and chairs to
produce per day in order to maximize the profit.
Self Test
1. The Service Shoe Company has contracted with an advertising firm to determine the types
and amount of advertising it should have for its stores. The three types of advertising
available are radio and television commercials and newspaper ads. The retail store desires
to know the number of each type of advertisement it should purchase in order to Maximize
exposure. It is estimated that each ad and commercial will reach the following potential
audience and cost the following amount.
Exposure (people/ad or
Type of Advertisement Cost
commercial)
Television commercial 20,000 Rs. 15,000
Radio commercial 12,000 Rs. 8,000
Newspaper ad. 9,000 Rs. 4,000
The following resource constraints exist:
i. There is a budget limit of Rs. 100,000 available for advertising.
ii. The television station has enough time available for four commercials.
iii. The radio station has enough time available for ten radio commercials.
iv. The newspaper has enough space available for seven ads.
v. The advertising agency has time and staff to produce at most a total of fifteen
commercials ads.
Formulate the problem as a LP model
QUESTIONS

Lecture # 5,6,7,8 Linear Equations Final

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APPLIED LINER ALGEBRA

B.Sc. Industrial Engineering & Management

Applied Linear Algebra- 2020-2024 2

Applied Linear Algebra- 2020-2024 3

Applied Linear Algebra- 2020-2024 4

Applied Linear Algebra- 2020-2024 5

Applied Linear Algebra- 2020-2024 6

Applied Linear Algebra- 2020-2024 7

Applied Linear Algebra- 2020-2024 8

Applied Linear Algebra- 2020-2024 9

Applied Linear Algebra- 2020-2024 10

B.Sc. Industrial Engineering & Management

REAL  SIMPLIFICATION MODEL

Applied Linear Algebra- 2020-2024 12

 SYMBOLIC MODELS: Symbolic (i.e., algebraic, numerical,

Applied Linear Algebra- 2020-2024 13

Applied Linear Algebra- 2020-2024 17

Applied Linear Algebra- 2020-2024 18

Applied Linear Algebra- 2020-2024 19

 STOCHASTIC MODELS: stochastic models are models which

Applied Linear Algebra- 2020-2024 20

Applied Linear Algebra- 2020-2024 21

– There are well-known successful applications in:

Applied Linear Algebra- 2020-2024 23

B.Sc. Industrial Engineering & Management

Applied Linear Algebra- 2020-2024 25

Applied Linear Algebra- 2020-2024 26

– The values of the decision

Applied Linear Algebra- 2020-2024 27

LP Model Using Matrix Notation

Applied Linear Algebra- 2020-2024 28

Applied Linear Algebra- 2020-2024 29

Applied Linear Algebra- 2020-2024 30

Applied Linear Algebra- 2020-2024 31

Applied Linear Algebra- 2020-2024 32

 The following table summarizes the contract demand for each of

Applied LinearItAlgebra- 2020-2024 34

Applied Linear Algebra- 2020-2024 36

A decision now needs to be made about the shipping plan for

Applied Linear Algebra- 2020-2024 38

Formulate linear programming model for the problem.

Applied Linear Algebra- 2020-2024 39

Properties of raw material

Applied Linear Algebra- 2020-2024 40

• This method can be used only to solve

Applied Linear Algebra- 2020-2024 41

• Galaxy manufactures two toy doll models:

Applied Linear Algebra- 2020-2024 42

Applied Linear Algebra- 2020-2024 43

Applied Linear Algebra- 2020-2024 44

Applied Linear Algebra- 2020-2024 45

Max 8X1 + 5X2 (Weekly profit)

Applied Linear Algebra- 2020-2024 47

The set of all points that

Applied Linear Algebra- 2020-2024 48

The non-negativity constraints

Applied Linear Algebra- 2020-2024 49

1000 The Plastic constraint

Applied Linear Algebra- 2020-2024 50

Applied Linear Algebra- 2020-2024

X2 Start at some arbitrary profit, say profit = $2,000...

...and continue until it becomes infeasible

– Total production is only 680 (not 700).