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Preliminary
Programming in the OR sense means to find the values for several variables. (Not to be confused with computer coding). LP is part of a larger field called Mathematical Programming (MP) Objective of LP is to optimize (maximize or minimize) a function of several variables, subject to constraints on these variables. Huge variety of very large, practical problems can be expressed and solved as LP problems
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NBFC internal limit for this industry: Rs. 10 L SEBI limits: A 3000 shares; B 4000 shares Question: How many shares to buy in A and B?
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Transport costs from each to each are known. Question: How much to send from which warehouse to which customer?
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General LP Problem
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General Structure
We have
n decision variables: x1 --- xn An objective function to be optimized involving the decision variables: Z = c1x1 + --- +cnxn A set of constraints involving the decision variables:
a11x1 + a12x2 - - - +a1nxn b1 a21x1 + a22x2 - - - +a2nxn b2 ------- am1x1 + am2x2 - - - +amnxn bm
b1 b2 --bm
Graphical Representation
(Maximizing Z - For 2 Decision Variables)
Z = c1x1 + c2x2 a11x1 + a12x2 b1
(x1*, x2*)
a31x1 + a32x2 b3
x2
Feasible Region
a21x1 + a22x2 b2
x1
Graphical Representation
(Minimizing Z - For 2 Decision Variables)
x2
(x1*, x2*)
x1
Write constraints
250x1 + 180x2 10 L ---- investment constraint X1 + x2 4500 ----- SEBI constraint
Take any 2 arbitrary x1 in this range, write constraints as equations, solve for x2
(1) 250(1000) + 160(x2) = 10 L; x2 = 4687 250(3000) + 160(x2) = 10 L; x2 = 1563 (2) x1 = 3000 (3) x2 = 4000
x2
X1 = 3000
X2 = 4000
0
0
x1
6000
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Plot the points (1000, 1000) and (2000, - 1250). The line thru them is the Z = 85,000 line.
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x2
Z = 85,000
X2 = 4000 X1 = 3000
x1
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Final Solution
Moving the Z line parallely up, we can see that the Z line thru point A will have a higher value than thru any other point in the Feasible Region. Calculate the coordinates of A:
Clearly, x2 of A = 4000 Put this value in the other line equation, to get x1 for A
250(x1) + 160(4000) = 10 L, so x1 = 3.60 L/250 = 1440
A
X2 = 4000 X1 = 3000
x2
Z = 85,000
x1
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Transportation Problem
(Special Case Of General LP Problem)
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General Structure
We have mxn table of m sources and n destinations.
Table entries are transportation costs cij (per unit of some item) from each destination to each source Row totals Ai are availabilities at the sources Column totals Rj are requirements at the destinations
mxn decision variables (how much to ship) : x11 --- xmn An objective function to be optimized involving the decision variables: Z = c11x11 + --- +cmnxmn Constraints are shipments
Must not violate any availabilities Must meet all requirements
We have
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Transportation LP Table
Destinations Available s1 s2 ----sm Required d1 c11 c21 d2 c12 ----dn c1n A1 A2 ----Am
Sources
cm1 R1
R2
---
---
cmn Rm
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Sources
xm1 R1
R2
---
---
xmn Rm
X in rows must add up to Availability X in columns must add up to Required Some X can be zero.
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Bombay: 570
Nasik 4 5 8 Bombay 2 3 6
Suggest 3 distribution plans, and work out total cost for each plan.
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Assignment Problem
(Another Special Case Of General LP Problem)
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General Structure
We have mxm table of m jobs and m machines.
Table entries are operation costs cij of assigning each job to each machine
We have
mxm decision variables ( = 1 if assigned, = 0 otherwise) : x11 --- xmn An objective function to be optimized involving the decision variables: Z = c11x11 + --- +cmnxmn Constraints are shipments
Only 1 job can be assigned to each machine
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Jobs
j1 j2 ----jm
cm1
cmn
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Jobs
j1 j2 ----jm
xm1
There can be only one 1 in each row and in each column. All other entries must be 0
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xmn
27
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