ME F344/MF F344

ENGINEERING OPTIMIZATION

Rajesh P Mishra,
1228A
rpm@pilani.bits-pilani.ac.in

Mute ur call
Plz add Engineering
Optimization group of
facebook (Rajesh Mishra)

Reddy Mikks Problem

The Reddy Mikks company owns a small paint factory that produces both
interior and exterior house paints for wholesale distribution. Two basic
raw materials, A and B, are used to manufacture the paints.
The maximum availability of A is 6 tons a day; that of B is 8 tons a day. The
daily requirements of the raw materials per ton of interior and exterior
paints are summarized in the following table.
Tons of Raw Material per Ton of Paint
Exterior

Interior

Maximum Availability (tons)

Raw Material A

Raw Material B

A market survey has established that the daily demand for the interior
paint cannot exceed that of exterior paint by more than 1 ton. The survey
also showed that the maximum demand for the interior paint is limited to
2 tons daily.
The wholesale price per ton is $3000 for exterior paint and $2000 per
interior paint. How much interior and exterior paint should the company
produce daily to maximize gross income?

Reddy Mikks Problem Formulation

Define:
XE = Tons of exterior paint to be produced
XI = Tons of interior paint to be produced
Thus, the LP formulation of the Reddy-Mikks Company is as follows:
Maximize z = 3XE + 2XI
Subject to:
XE + 2XI 6 (1) (availability of raw material A)
2XE + XI 8 (2) (availability of raw material B)
-XE + XI 1 (3) (Restriction in production)
XI 2 (4) (Demand Restriction)
XE , XI 0

Graphical Solution of an LP Problem

Used to solve LP problems with two (and sometimes
three) decision variables
Consists of two phases
Finding the values of the decision variables for which all
the constraints are met (feasible region of the solution
space)
Determining the optimal solution from all the points in the
feasible region (from our knowledge of the nature of the
optimal solution)

Finding the Feasible Region (2D)

Steps
Use the axis in a 2-dimensional graph to represent the
values that the decision variables can take
For each constraint, replace the inequalities with
equations and graph the resulting straight line on the 2dimensional graph
For the inequality constraints, find the side (half-space) of
the graph meeting the original conditions (evaluate
whether the inequality is satisfied at the origin)
Find the intersection of all feasible regions defined by all
the constraints. The resulting region is the (overall)
feasible region.

Graphical Solution of the Ready

Mikks Problem
Constraint 2: 2XE + XI 8

A solution is any
specification of values for
the decision variables.

Constraint 3: -XE + XI 1

A feasible Solution is a
solution for which all the
constraints are satisfied.
The feasible region is the
set of all feasible
solutions.

Constraint 4: XI 2

Notice that the feasible

region is convex
Constraint 1: XE + 2XI 6

Feasible
Region
1

0 + 2(0) 6

Finding the Optimal Solution

Determine the slope of the objective function (an
infinite set of straight lines-isoclines)
Select a convenient point in the feasible region
Draw the corresponding straight line (a single isocline)

Determine the direction of increase of the objective

function (we are maximizing)
Select a second point in the feasible region and simply
evaluate the objective function at that point

Follow the direction of increase until reaching the

(corner) point beyond which any increase of the
objective function would take you outside of the
feasible region
a line on a diagram or map connecting points of equal gradient or inclination

Graphical Solution of the Ready

Mikks Problem
Max z = 3XE + 2XI

Z= 9

Z = 12

An Optimal Solution is a
feasible solution that
has the most favorable
value of the objective
function.

Z = 12.66

Point 2:
XE =4/3,
XI = 1
Z=6

Point: XE =3.33, XI = 1.33

(How can we get this point?)

A Corner-point feasible
(CPF) solution is a
solution that lies at a
corner of the feasible
region.
The optimal solution is a
corner point feasible
(why?)
solution
E

Point 1: XE =2, XI = 0: Z = 6

Exercise (five minutes)

For the Ready Mikks problem, find all the cornerpoint feasible solutions
Suppose that another constraint is added to the
problem : XE + XI 1, and the problem is changed
from maximization to minimization. For this new
problem, find the new optimal solution
Discuss and answer the following question: Is it
possible to get a non-convex feasible region from the
addition of a linear constraint?

Solution
I

Z = 2: XE =0, XI = 1

Max: XE =3.33, XI = 1.33

Feasible
Region
New
Constraint:
XE + X I 1

GE produces two types of electric motors,

each on a separate assembly line. The
respective daily capacities of the two lines
are 150 and 200 motors. Type I motor uses
2 units of a certain electronic component,
and type II motor uses only 1 unit. The
supplier of the component can provide 400
pieces a day. The profits per motor of types
I and II are $8 and $5 respectively.
Formulate the problem as a LPP and find
the optimal daily production.

Let the company produce x1 type I motors

and x2 type II motors per day.
The objective is to find x1 and x2 so as to
Maximize the profit

z 8x1 5x2

Subject to the constraints

x1

150
x2 200

2 x1 x2 400
x1 , x2 0

Graphical solution

x2

Maximize z=8x1+5x2
Subject to the constraints
Optimum
=1800 at
(100,200)

(0,200)
z=1200

(150,100)

z=1800
z=1000
z=400

(150,0)

z=1700

2x1+x2 400
x1

150
x2 200

x1,x2 0
x1

Diet Problem
Minimize z = 2x1 + 3x2
Subject to x1 + 3 x2 15

2 x1 + 2 x2 20
3 x1 + 2 x2 24
x1, x2 0
Optimum = 22.5 at (7.5, 2.5)

Graphical Solution of Feed Mix Problem

(0,12)
z = 26
z = 30
z= 36
z = 39

(4,6)

z = 22.5

z = 42

Minimum at (7.5,2.5)

(15,0)

Maximize z = 2x1 + x2
Subject to x1 + x2 40
4 x1 + x2 100

x1, x2 0
Optimum = 60 at (20, 20)

(0,40)
z maximum at
(20,20)

(25,0)

Maximize z = 2x1 + x2
Subject to

x2 10
2 x1 5 x2 60
x1 x2 18
3 x1 x2 44
x1 , x2 0

z is maximum at (13, 5)
Max z = 31

(0,10)

z = 28
(5,10)
(10,8)
z = 20
(13,5)
z = 10
z = 31
z=4

(14.6,0)
[4]

[1]

[3]

[2]

Exceptional Cases
1.
2.
3.
4.
5.

Usually a LPP will have a unique optimal

solution.
But there are problems where there may be no
solution,
may have alternative optimum solutions and
unbounded solutions.
We graphically explain these cases in the
following slides.
We note that the (unique) optimum solution
occurs at one of the corners of the set of all
feasible points.

Alternative optimal solutions

Consider the LPP
Maximize z 10 x1 5x2

Subject to the constraints

x1

150
x2 200

2 x1 x2 400
x1 , x2 0

Graphical solution
Maximize z=10x1+5x2
Subject to the constraints

x2

2x1+x2 400
(100,200)

(0,200)
z=600

z maximum
=2000 at
z=1500

z=2000

z=1000
z=400

(150,100)

(150,0)

x1

150
x2 200

x1,x2 0
x1

1.

2.

3.
4.

Thus we see that the objective function z is

maximum at the corner (150,200) and also
has an alternative optimum solution at the
corner (100,200).
It may also be noted that z is maximum at
each point of the line segment joining
them.
Thus the problem has an infinite number of
(finite) optimum solutions.
This happens when the objective function
is parallel to one of the constraint

equations.

Maximize z = 5x1 + 7 x2
Subject to

2 x1 -

x2 -1

- x1 + 2 x2 -1
x1, x2 0
No feasible solution

Maximize z = x1 + x2
Subject to
z=70

- x1 + 3 x2 30
- 3 x1 + x2 30

z=50

x1, x2 0

z=30

unbounded solution

z=20

Multiple period production Inventory model

A Production Planning Problem Acme Manufacturing
Company has received a contract to deliver home windows
over the next 6 months. The successive demands for the six
periods are 100, 250, 190, 140, 220, and 110, respectively.
Production cost for window varies from month to month
depending on labor, material, and utility costs. Acme
estimates the production cost per window over the next 6
months to be $50, $45, $55, $48, $52, and $50,
respectively. To take advantage of the fluctuations in
manufacturing cost, Acme may elect to produce more than
is needed in a given month and hold the excess units for
delivery in later months. This, however, will incur storage
costs at the rate of $8 per window per month assessed on
end-of-month inventory. Develop a LP to determine an
optimum production schedule for Acme.

Questions/Queries?