TOPIC
LINEAR PROGRAMMING
GRAPHICAL METHOD
by
Vikash Sonkar
Linear programming
Definition
A linear programming problem is an
optimization problem for which we do the
following.
★We attemp to maximize a linear function
of decision variables called objective
function .
A function f(x1,x2,.....xn) is a linear function .
There exist (cC1,cC2,........cn) such that
f(x1,x2,.......,xn)= x1c1+x2c2+......+xncn)
2. The valyevalues of decision varuables must
satisfy a set of constraints .Each constraints
must be a linear equation or inquality.
c1x1+c2x2+.........cnxn<_b
3.A sign restriction is associated with each
variable .
Steps in Developing a Linear
Programming (LP) Model
1) Formulation
2) Solution
3) Interpretation and Sensitivity Analysis
Properties of LP Models
1) Seek to minimize or maximize
2) Include “ constraints” or limitations
3) There must be alternatives available
4) All equations are linear
Example LP Model Formulation:
The Product Mix Problem
Decision: How much to make of > 2 products?
Objective: Maximize profit
Constraints: Limited resources
Example: Flair Furniture Co.
Two products: Chairs and Tables
Decision: How many of each to make this
month?
Objective: Maximize profit
Flair Furniture Co. Data
Tables Chairs
(per table) (per chair)
Profit Hours
$7 $5
Contribution Available
Carpentry 3 hrs 4 hrs 2400
Painting 2 hrs 1 hr 1000
Other Limitations:
• Make no more than 450 chairs
• Make at least 100 tables
Decision Variables:
T = Num. of tables to make
C = Num. of chairs to make
Objective Function: Maximize Profit
Maximize $7 T + $5 C
Constraints:
• Have 2400 hours of carpentry time
available
3 T + 4 C < 2400 (hours)
• Have 1000 hours of painting time available
2 T + 1 C < 1000 (hours)
More Constraints:
• Make no more than 450 chairs
C < 450 (num. chairs)
• Make at least 100 tables
T > 100 (num. tables)
Nonnegativity:
Cannot make a negative number of chairs or tables
T>0
C>0
Model Summary
Max 7T + 5C (profit)
Subject to the constraints:
3T + 4C < 2400 (carpentry hrs)
2T + 1C < 1000 (painting hrs)
C < 450 (max # chairs)
T > 100 (min # tables)
T, C > 0 (nonnegativity)
Graphical Solution
• Graphing an LP model helps provide insight
into LP models and their solutions.
• While this can only be done in two
dimensions, the same properties apply to
all LP models and solutions.
C
Carpentry
Constraint Line
3T + 4C = 2400 Infeasible
600
> 2400 hrs
3T
+4
Intercepts C
=
24
00
(T = 0, C = 600) Feasible
< 2400 hrs
(T = 800, C = 0) 0
0 800 T
C
1000
Painting
Constraint Line
T2
+
2T + 1C = 1000
1 C
600
1 =
0
00
Intercepts
(T = 0, C = 1000)
(T = 500, C = 0) 0
0 500 800 T
C
1000
Max Chair Line
C = 450
600
Min Table Line 450
T = 100
Feasible
0 Region
0 100 500 800 T
C
T7
Objective
+ 5
C
Function Line
= $
4
500
0 ,
7T + 5C = Profit
0 4
Optimal Point
400 (T = 320, C = 360)
T7
+
C 5
=
300
2$
T7
8 ,
+
0
5
0
C
200
=
,2$
01
0
100
0 100 200 300 400 500 T
C
Additional Constraint New optimal point
500 T = 300, C = 375
Need at least 75
more chairs than
tables 400
T = 320
C > T + 75 C = 360
300 No longer
Or feasible
C – T > 75
200
100
0 100 200 300 400 500 T
LP Characteristics
• Feasible Region: The set of points that
satisfies all constraints
• Corner Point Property: An optimal solution
must lie at one or more corner points
• Optimal Solution: The corner point with the
best objective function value is optimal
Special Situation in LP
1. Redundant Constraints - do not affect the
feasible region
Example: x < 10
x < 12
The second constraint is redundant
because it is restrictive.
Special Situation in LP
2. Infeasibility – when no feasible solution
exists (there is no feasible region)
Example: x < 10
x > 15
Special Situation in LP
3. Alternate Optimal Solutions – when there
is more than one optimal solution
C
Max 2T + 2C 10
T2
Subject to:
+
All points on
C2
T + C < 10
=
Red segment
02
6
T < 5 are optimal
C< 6
T, C > 0
0
0 5 10 T
Special Situation in LP
4. Unbounded Solutions – when nothing
prevents the solution from becoming
infinitely large
on
C ti n
e c tio
Max 2T + 2C r
Di olu
Subject to: f s
2 o
2T + 3C > 6
T, C > 0 1
0 1 23 T
Using Excel’ s Solver for LP
Recall the Flair Furniture Example:
Max 7T + 5C (profit)
Subject to the constraints:
3T + 4C < 2400 (carpentry hrs)
2T + 1C < 1000 (painting hrs)
C < 450 (max # chairs)
T > 100 (min # tables)
T, C > 0 (nonnegativity)
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