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Oscar E. Sotomayor
Introduction to Linear Programming
• OBJECTIVES
A good understanding of linear programming (LP) problems
Formulation of the two-variable LP problem
Understanding optimization in the contexts of minimization and
maximization objective functions
Representing a two-variable LP model graphically.
FORMULATION OF LP PROBLEMS
• LP is an optimization model in which the objective functions and
constraints are strictly linear
• It is used in a wide range of areas such as agriculture, transportation,
economics, and industry.
Formulation 1 .- Product Mix Problem
RM company produces two types of lubricants, Oil1 and Oil2, from two raw
materials, BASE an ADDITIVE . To make one ton of Oil1 they need 3 tons of
BASE and 1 ton of ADDITIVE. To make one ton of Oil2 they need 2 tons of
BASE and 2 tons of ADDITIVE. They have 12 tons of BASE and 6 tons of
ADDITIVE. These products are sold at 500 USD/ton and 400 USD/ton
respectively. Find the best product mixt to maximize the revenue.
Let x1 be the tons of Oil1 made
Let x2 be the tons of Oil2 made
Maximize 500x1 + 400x2
3x1 +2x2 ≤ 12
x1 +2x2 ≤ 6
x1 ,x2 ≥ 0
Notation
Let x1 be the tons of Oil1 made
Decision variables
Let x2 be the tons of Oil2 made
3x1 +2x2 ≤ 12
x1 +2x2 ≤ 6 Constraints
The workers start work at the beginning of the shift (8am, 12 noon,
etc) and work for 8 continuous hours. What is the minimum number
of workers required to meet the daily demand?
Let X1 to X6 be the number of workers who start working at 8 am, 12noon,
4 pm, 8pm, 12 midnight an 4 am respectively
6
Minimize 𝑖=1 𝑥𝑖 = 𝑋1 + 𝑋2 + 𝑋3 + 𝑋4 + 𝑋5 + 𝑋6
x1+x2 ≥ 15
x2+x3 ≥ 10
x3+x4 ≥ 8
x4+x5 ≥ 6
x5+x6 ≥ 10
x6+x1 ≥ 12
X1 + Y1=800 +Z1
Formulation 3 – Production planning
Cost= 100X1+120Y1+100X2+120Y2+15Z1
X1 + Y1=800 +Z1
X1 + Y1 –Z1=800
Formulation 3 – Production planning
Cost= 100X1+120Y1+100X2+120Y2+15Z1
X1 + Y1 –Z1=800
Formulation 3 – Production planning
Cost= 100X1+120Y1+100X2+120Y2+15Z1
X1 + Y1 –Z1=800
X2 + Y2 + Z1 = 1000
X1 ≤ 700
Y1 ≤ 300
X2 ≤ 700
Y2 ≤ 300
X1 + Y1 –Z1=800
X1 + Y1 ≥ 800
X2 + Y2 + Z1 = 1000
X2 + Y2 + (X1+Y1-800) ≥ 1000
X1 ≤ 700 X1 ≤ 700
Y1 ≤ 300 Y1 ≤ 300
X2 ≤ 700 X2 ≤ 700
Y2 ≤ 300 Y2 ≤ 300
𝑿𝟏 ≥ 𝟏𝟎𝟎
Day 1 demand
𝑿𝟏 ≥ 𝟏𝟎𝟎
Day 1 demand
𝑿𝟏 ≥ 𝟏𝟎𝟎
Day 1 demand
𝑿𝟏 ≥ 𝟏𝟎𝟎
Day 1 demand
𝑿𝟏 ≥ 𝟏𝟎𝟎
Day 1 demand
𝑿𝟏 ≥ 𝟏𝟎𝟎
Day 1 demand
𝑿𝟏 ≥ 𝟏𝟎𝟎
Day 1 demand
𝑿𝟏 ≥ 𝟏𝟎𝟎
Day 1 demand
Non – Negativity 𝑿𝒊 ≥ 𝟎, 𝒀𝒊 ≥ 𝟎
restrictions
Formulation 5 – Maximum flow problem
Formulation 5 – Maximum flow problem
Formulation 5 – Maximum flow problem
Formulation 5 – Maximum flow problem
Formulation 5 – Maximum flow problem
Formulation 6 – Bin Packing
Formulation 6 – Bin Packing
Formulation 6 – Bin Packing
Formulation 6 – Bin Packing
Formulation 6 – Bin Packing
Solution to LP formulation – Graphical Method
Maximize Z=5X1+12X2
(0,0)
Solution to LP formulation – Graphical Method
Maximize Z=5X1+12X2
(0,0) (10,0)
Solution to LP formulation – Graphical Method
Maximize Z=5X1+12X2
(0,0) (10,0)
Solution to LP formulation – Graphical Method
Maximize Z=5X1+12X2
(0,8)
Subject to 10X1 + 20X2 ≤ 100
8X1+7X2 ≤ 56 (0,5)
X1, X2 ≥ 0
(0,8)
Subject to 10X1 + 20X2 ≤ 100 8X1+7X2 = 56
8X1+7X2 ≤ 56 (0,5)
X1, X2 ≥ 0
(0,6)
(0,6)
Minimization Problem
(0,6)
X1 + X 2 = 6
(0,6)
Minimization Problem
(0,14)
7X1 + X2 = 14
(0,6)
X1 + X 2 = 6
(2,0) (6,0)
Minimization Problem
Minimization Problem
Feasible region
(1.3,4.6)
Minimization Problem
C
Feasible region
(1.3,4.6)
B
A
Minimization Problem
C
Feasible region
(1.3,4.6)
B