Linear Programming

for Optimization
Ade Febransyah
afebran@pmbs.ac.id
Where, when, how many, how?
Linear Programming
Characteristics

1. Problems seek to maximize or minimize

an objective: Objective Function
2. Constraints limit the degree to which
objective can be obtained
3. Mathematical relationships are linear
Example: Ebel Mining Company
It owns two different mines that produce a given kind of ore. The
mines are located in different parts of country and hence have
different production capacities and ore quality. After crushing, the
ore is graded into three classes: high, medium, and low.

Ebel has contracted to provide its parent company’s smelting plant

with 12 tons of high-grade, 8 tons of medium-grade, and 24 tons
of low-grade ore per week. It costs Ebel $20,000 per day to run
the first mine and $ 16,000 per day to run the second.

However, in a day’s operation the first mine produces 6 tons of

high-grade, 2 tons of medium-grade, and 4 tons of low-grade,
while the second mine produces daily 2 tons of high-grade, 2 tons
of medium-grade, and 12 tons of low-grade ore. How many days a
week should each mine operated in order to fulfill Ebel’s
commitment most economically?

5
Solution Ebel Mining Co.

 Number of production days per week mine 1= M1

Number of production days per week mine 2= M2
 Objective Function
Min 20,000 M1 + 16,000 M2
 Constraint
6 M1 + 2 M2  12 (High-grade ore requirement)
2 M1 + 2 M2  8 (Med-grade ore requirement)
4 M1 + 12 M2  24 (Low-grade ore requirement )
M1, M2  7 (Days in a week)
M1 0, M2  0

6
Graphical Solution of Linear
Programming Models

 Graphical solution is limited to linear

programming models containing only two
decision variables.
 Graphical methods provide visualization of
how a solution for a linear programming
problem is obtained.
Solution: Ebel Mining

M2
8
: 0.0 M1 + 1.0 M2 = 7.0
7

6
: 1.0 M1 + 0.0 M2 = 7.0

5
Payoff: 20000.0 M1 + 16000.0 M2 = 68000.0
4

3
: 6.0 M1 + 2.0 M2 = 12.0
2
: 4.0 M1 + 12.0 M2 = 24.0

1
: 2.0 M1 + 2.0 M2 = 8.0
0
M1
0 1 2 3 4 5 6 7 8

Optimal Decisions(M1,M2): ( 1.0, 3.0)

: 6.0M1 + 2.0M2 >= 12.0
: 2.0M1 + 2.0M2 >= 8.0 Optimal solution : M1= 1, M2= 3
: 4.0M1 + 12.0M2 >= 24.0
: 1.0M1 + 0.0M2 <= 7.0 Optimal Value : 68,000
: 0.0M1 + 1.0M2 <= 7.0