IES 210804:

LINEAR PROGRAMMING
Modeling and Graphical solution

Mathematics in Operation
Real Practical Problem Mathematical (Optimization) Problem Mathematical Solution Method (Algorithm)

x2

Computer Algorithm
Decision Support Software System Human Decision-Maker

General Optimization Model

Problem(1):

Min f(x) s.t. g(x)0 --------(1) x 0

Example: The Burroughs garment company manufactures men's shirts and womens blouses for Walmark Discount stores. Walmark will accept all the production supplied by Burroughs. The production process includes cutting, sewing and packaging. Burroughs employs 25 workers in the cutting department, 35 in the sewing department and 5 in the packaging department. The factory works one 8-hour shift, 5 days a week. The following table gives the time requirements and the profits per unit for the two garments:
Garment Shirts Blouses Cutting 20 60 Sewing 70 60 Packaging 12 4 Unit profit($) 8.00 12.00

Determine the optimal weekly production schedule for Burroughs!

Solution: Define decision variables

x1: shirts produce per week and

x2 : blouses produce per week.

Profit got =

8 x1 + 12 x2

Time spent on cutting = 20 x1 + 60 x2 mts Time spent on sewing = 70 x1 + 60 x2 mts Time spent on packaging =12 x1 + 4 x2 mts

The objective is to find x1, x2 so as to

Max z = 8 x1 + 12 x2

st:
20 x1 + 60 x2 25 40 60

70 x1 + 60 x2 35 40 60
12 x1 + 4 x2 5 40 60 x1, x2 0, integers

This is a typical optimization problem.

Any values of x1, x2 that satisfy all the constraints of the model is called a feasible solution. We are interested in finding the optimum feasible solution that gives the maximum profit while satisfying all the constraints.

Wild West produces two types of cowboy hats. Type I hat requires twice as much labor as a Type II. If all the available labor time is dedicated to Type II alone, the company can produce a total of 400 Type II hats a day. The respective market limits for the two types of hats are 150 and 200 hats per day. The profit is $8 per Type I hat and $5 per Type II hat. Formulate the problem as an LPP so as to maximize the profit.

Solution: Decision Variables x1 produces Type I hats and x2 Type II hats per day. Per day Profit got = 8 x1 + 5 x2

Assume the time spent in producing one type II hat is c minutes. Labour Time spent is (2 x1 + x2) c minutes

The objective is to find x1, x2 so as to

Max z = 8 x1 + 5 x2

st:

(2 x1 + x2 ) c 400 c
x1
x2

150 200

x1, x2 0, integers

Trim Loss problem: A company has to manufacture the circular tops of cans. Two sizes, one of diameter 10 cm and the other of diameter 20 cm are required. They are to be cut from metal sheets of dimensions 20 cm by 50 cm. The requirement of smaller size is 20,000 and of larger size is 15,000. The problem is : how to cut the tops from the metal sheets so that the number of sheets used is a minimum. Formulate the problem as a LPP.

A sheet can be cut into one of the following three patterns: 10 10

Pattern I Pattern II 20 10 20 Pattern III 20

10
10

Pattern I: cut into 10 pieces of size 10 by 10 so as to make 10 tops of size 1 Pattern II: cut into 2 pieces of size 20 by 20 and 2 pieces of size 10 by 10 so as to make
2 tops of size 2 and 2 tops of size 1 Pattern III: cut into 1 piece of size 20 by 20 and 6 pieces of size 10 by 10 so as to make 1 top of size 2 and 6 tops of size 1

Define: x1 sheets are cut according to pattern I, x2 according to pattern II, x3 according to pattern III

The problem is to
Minimize z = x1 + x2 + x3

Subject to 10 x1 + 2 x2 + 6 x3 20,000
2 x2 + x3 15,000

x1, x2, x3 0, integers

A Post Office requires different number of full-time employees on different days of the week. The number of employees required on each day is given in the table below. Union rules say that each full-time employee must receive two days off after working for five consecutive days. The Post Office wants to meet its requirements using only full-time employees. Formulate the above problem as a LPP so as to minimize the number of fulltime employees hired.

Requirements of full-time employees day-wise

Day 1 - Monday 2 - Tuesday 3 - Wednesday 4 - Thursday 5 - Friday 6 - Saturday 7 - Sunday No. of full-time employees required 10 6 8 12 7 9 4

Solution: Let xi be the number of full-time employees employed at the beginning of day i (i = 1, 2, , 7). Thus our problem is to find xi so as to

Minimize z x1 x2 x3 x4 x5 x6 x7 Subject to x1 x4 x5 x6 x7 10 (Mon)

x1 x2 x5 x6 x7 6 (Tue) x1 x2 x3 x6 x7 8 (Wed) x1 x2 x3 x4 x7 12 (Thu) x1 x2 x3 x4 x5 7 (Fri) x2 x3 x4 x5 x6 9 (Sat) x3 x4 x5 x6 x7 4 (Sun)

xi 0. integers

A company with three plants produces two products. First plant that operates for 4 hours produces only product 1. Second plant operates for 12 hours but produces only product 2. The last plant operates for 18 hours and produces both products. It takes one hour to produce product 1 at plant 1 and 3 hours at plant 3 while product 2 needs 2 hour to be produced at available facilities. If the selling price for product 1 and 2 is $3,000 and $5,000, respectively. Find how many product 1 and product 2 should be made to maximize the profit? How much the profit?

Complete LP Model
Max z = s.t x

3 x1 5 x2
4

2 x2 12 3 x1 2 x2 18 x1 0, x2 0

Solution: Graphical Method

Max s.t. z 3x1 5x2 x1 2x2 3x1 2 x2 x1 , x2 4 12 18 constraint 0
boundary (4,0) (6,0) feasible region (0,9) (0,6) (2,6) (4,3)

Corner point feasible solution (C.P.F.) solution: (0,0),(0,6),(2,6),(4,3),(4,0)

Definitions
For any L.P problem with n decision variables to C.P.F. solution are adjacent to each other if they share n-1 constraint boundaries. The two adjacent C.P.F. solutions are connected by a line segment that lies on these same shared constraint boundaries. Such a line segment is referred to as edge of the feasible region

Example (Continued)
CPF solution (0,0) (0,6) (2,6) (4,3) (4,0)
(0,9) Adjacent CPF solutions (0,6) (0,6) and (4,0) (2,6) and (0,0) (4,3) and (0,6) constraint (4,0) and (2,6) boundary (0,0) and (4,3) (2,6) (4,3) feasible region

(4,0) (6,0)

Example (Continued)
CPF solution (0,0) (0,6) (2,6) (4,3) (4,0) Adjacent CPF solutions (0,6) and (4,0) (2,6) and (0,0) (4,3) and (0,6) (4,0) and (2,6) (0,0) and (4,3)
Z=30 Z=36 Z=27

Z=0

Z=12

Optimality Test
Optimality testConsider any L.P problem that possesses at least one optimal solution. If a C.P.F. solution has no adjacent C.P.F. solution that are better, then it must be an optimal solution. ( 2, 6 ) is the optimal solution of the Example and the optimal value z=36.

The Answers
Produce 2 of product 1 and 6 of product 2 The maximum profit is $36,000

Some Definitions
Optimal solution : An optimal solution is a feasible solution that has the most value of the objective function. ( the largest value or smallest value ) At least one optimal solution . Multiple optimal solution . No optimal solution

At Least One Optimal Solution

Max z = 3x1 5 x2 x1 4 s.t.

2 x2 12 x1 0, x2 0

3 x1 2 x2 18

x optimal solution is ( 1 , x2 ) = (0,6), optimal value is z = 30

Multiple Optimal Solution

Max z = 6 x1 4 x2 x1 4 s.t.

2 x2 12 x1 0, x2 0

3 x1 2 x2 18

optimal solution is ( 1 , x2 ) = x (2,6),(4,3),.. optimal value is z = 36

No Optimal Solution(1)
Infeasible: no feasible solution Max z = 3x1 5 x2 s.t. x1 7 x2

2 x2 12 3 x1 2 x2 18 x1 0, x2 0
infeasible No optimal solution!
x1

No Optimal Solution(2)
Unbounded: the constraints do not prevent improving the value of the objective function indefinitely in the favorable direction ( positively or negatively ), i.e. + , or -

No Optimal Solution(2)
Max z =

3x1 5x2
x2
x1 4

s.t.

x1 4 x1 0, x2 0

z 3x1 5 x2

( x1 , x2 ) = (4, ), z =

(4,0)

x1