Linear Programming
GRAPHICAL METHOD
Linear Programming (LP)
A model consisting of linear relationships representing
a firm’s objective and resource constraints
LP is a mathematical modeling technique used to
determine a level of operational activity in order to
achieve an objective, subject to restrictions called
constraints
Linear Programming (LP) Problem
The maximization or minimization of some quantity is
the objective in all linear programming problems.
All LP problems have constraints that limit the degree
to which the objective can be pursued.
A feasible solution satisfies all the problem's
constraints.
An optimal solution is a feasible solution that results
in the largest possible objective function value when
maximizing (or smallest when minimizing).
A graphical solution method can be used to solve a
linear program with two variables.
Linear Programming (LP) Problem
If both the objective function and the constraints are
linear, the problem is referred to as a linear
programming problem.
Linear functions are functions in which each variable
appears in a separate term raised to the first power
and is multiplied by a constant (which could be 0).
Linear constraints are linear functions that are
restricted to be "less than or equal to", "equal to", or
"greater than or equal to" a constant.
Types of LP
Types of LP
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
Steps in Developing a Linear
Programming (LP) Model
Problem formulation or
1) Formulation
modeling is the process of
translating a verbal
statement of a problem
2) Solution
into a mathematical
statement.
3) Interpretation
Model Components in Developing a
Linear Programming (LP) Model
Decision Variables – mathematical symbols
representing levels of activity of a firm
Objective Function – a linear mathematical
relationship describing an objective of the firm, in
terms of decision variables. This function is to be
maximized or minimized
Constraints – requirements or restrictions on the firm
by the operating environment, stated as linear
relationships of the decision variables
Parameters – numerical coefficients and constants
used in the objective function and constraints
Linear Programming (LP) Model
Linear Programming problem is concerned with
finding the optimal value (maximum or minimum
value) of a linear objective function of the form
z = ax + by
where the decision variables x and y are subject to
problem constraints stated as a system of linear
inequalities and to nonnegative constraints x, y ≥ 0.
Linear Programming Model
examples Objective
Function
Find the maximum value of z 2 x 3 y
subject to
2 x 5 y 25
3 x 2 y 21 Constraints
x0
y0
Linear Programming Model
examples Objective
Function
Find the minimum value of z 4 x 5 y
subject to
2 x 3 y 6
3x y 9
Constraints
x 4 y 16
x, y 0
How to solve Linear Programming
problems?
geometric approach
simplex method approach
Geometric Approach
Step 1. Form a mathematical model for the
problem.
(a) Introduce decision variables and write a
linear objective function.
(b) Write problem constraints in the form of
linear inequalities.
(c) Write nonnegative constraints.
Step 2. Graph the feasible region and find the
corner points.
Geometric Approach
Step 3. Evaluate the objective function at each
corner point to determine the optimal solution.
Note: If the optimal value occurs at two corner
points, then any point on the line segment
joining the two corner points is also an optimal
solution.
Recall
Statements of the form
Ax By C 0 Ax By C 0
Ax By C 0 Ax By C 0
where A, B, and C are constants, and A and B are not
both zero, are linear inequalities in two variables.
Graph of Inequality
The graph of an inequality in two variables is
the set of all points (x,y) in a rectangular
cartesian coordinate system for which (x,y) is
an ordered pair satisfying the inequality.
Geometrically, the graph is a half plane.
Graph of Inequality
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Graph of Inequality
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FEASIBLE REGION
The set of points (x,y) satisfying all the
constraints is known as the feasible solution
to the problem. Geometrically, the solution is
the region common to the graphs of the
constraints.
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FEASIBLE REGION
If the feasible region, S, is If the feasible region, S, is
bounded, then one or unbounded, then a
more of the corner maximum or a minimum
points of the feasible value of z on S may not
region is an optimal exist.
solution to the problem.
However if either does
exist, then it must occur
at a corner point of S.
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FEASIBLE REGION
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Example1: Dimension’s Ltd. Problem
Dimensions, Ltd., makes two products tables and
chairs, which must be processed through assembly and
finishing departments. Assembly has 60 hours
available per week; finishing can handle up to 48 hours
of work a week. Manufacturing one table requires 4
hours in the assembly and 2 hours in finishing. Each
chairs requires 2 hours in the assembly and 4 hours in
the finishing.
If profit is $8 per table and $6 per chair, the
problem is to determine the best possible combination
of tables and chairs to produce and sell in order to
realize the maximum profit.
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Guidelines for Model Formulation
Understand the problem thoroughly.
Describe the objective.
Describe each constraint.
Define the decision variables.
Write the objective in terms of the decision
variables.
Write the constraints in terms of the decision
variables.
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Example1: Dimension’s Ltd. Problem
Dimension’s Ltd. Problem
Objective Function and constraints
Total Profit
Profit per unit times
the number of
tables
Objective Function: Maximize Profit: Z = 8x + 6y
Total time spent by certain number of tables Profit per unit times
and chairs in the assembly department the number of chairs
Subject to:
(Assembly constraint) 4x + 2y ≤ 60 Available time of the
assembly department
(Finishing constraint) 2x + 4y ≤ 48 Available time of the
finishing department
(Implicit constraint) x, y 0
Total time spent by certain number of tables
and chairs in the finishing department Nonnegative constraint
or implicit constraint
Dimension’s Ltd. Problem
Objective Function and constraints
Grapheach constraints given
Intercepts for the line 4x + 2y = 60
in one cartesian plane
(x = 0, y = 30)
(x = 15, y = 0)
Dimension’s Ltd. Problem
Objective Function and constraints
Grapheach constraints given
Intercepts for the line 2x + 4y = 48
in one cartesian plane (x = 0, y = 12)
(x = 24, y = 0)
Dimension’s Ltd. Problem
Objective Function and constraints
Grapheach constraints given
in one cartesian plane
Dimension’s Ltd. Problem
Objective Function and constraints
Grapheach constraints given
in one cartesian plane
Dimension’s Ltd. Problem
Feasible region
Find the feasible region
Coordinates Z = 8x + 6y
(0,0) Z = 8(0)+6(0) = $0
(0,12) Z = 8(0)+6(12) = $72
Feasible
(15,0) Z = 8(15)+6(0) = $120
region
(12,6) Z = 8(12)+6(6) = $132
Dimension’s Ltd. Problem
Feasible region
Coordinates Z = 8x + 6y
(0,0) Z = 8(0)+6(0) = $0
(0,12) Z = 8(0)+6(12) = $72
(15,0) Z = 8(15)+6(0) = $120
(12,6) Z = 8(12)+6(6) = $132
If profit is $8 per table and $6 per
chair,
There should be 12 tables and 6 chairs
to produce and sell in order to realize
the maximum profit worth $132.
Summary of the Graphical Solution Procedure
for Maximization Problems
Prepare a graph of the feasible solutions for each of the
constraints.
Determine the feasible region that satisfies all the
constraints simultaneously..
Draw an objective function line.
Move parallel objective function lines toward larger
objective function values without entirely leaving the
feasible region.
Any feasible solution on the objective function line with the
largest value is an optimal solution.
Example2: Minimization Problem
Objective Function: Minimize Cost: Z = 3A + 4B
Subject to constraints:
A + 3B 6
A+ B 4
A, B 0
Identify the feasible region and find the optimal solution
using the graphical method. What is the value of the
objective function?
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Example2: Minimization Problem
Intercepts for the line A + 3B = 6
Graph each constraints given Let A = x and B = y
in one cartesian plane
(x = 0, y = 2)
(x = 6, y = 0)
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Example2: Minimization Problem
Intercepts for the line A + B = 4
Graph each constraints given Let A = x and B = y
in one cartesian plane
(x = 0, y = 4)
(x = 4, y = 0)
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Example2: Minimization Problem
Graph each constraints given
in one cartesian plane
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Example2: Minimization Problem
Graph each constraints given
in one cartesian plane
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Example2: Minimization Problem
Find the feasible region Unbounded
Coordinates Z = 3A + 4B Feasible
(0,4) Z = 3(0)+4(4) = $16
region
(6,0) Z = 3(6)+4(0) = $18
(3,1) Z = 3(3)+4(1) = $13
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Dimension’s Ltd. Problem
Feasible region
Coordinates Z = 3A + 4B
(0,4) Z = 3(0)+4(4) = $16
(6,0) Z = 3(6)+4(0) = $18
(3,1) Z = 3(3)+4(1) = $13
If cost is $3 per A unit and $4 per B
unit, there should be 3 A units and 1 B
unit to minimize the cost up to $13
which is also the value of the objective
function
Practice Exercises
Each weekend in his spare time, Wayne Boggs uses his wood
lathe to produce either Jack Rice model baseball bats or Mitch
Gedman model bats. He spends 20 hours each weekend in this
pursuit. Each Jack Rice bat requires 30 minutes machine time
while Mitch Gedman bat requires 25 minutes of machine time.
Next week, Wayne has a firm commitment to deliver 25 Jack
Rice bats. Otherwise, he can expect to sell as many bats as he
can produce. Jack Rice bats contribute $9 per bat to profit,
and Mitch Gedman bats yield a contribution of $8 per bat.
How many of each type of bat should Wayne make this
weekend in order to maximize profit?
Practice Exercises
Sally assembles stereo equipment for resale in her shop. She
offers two products, turntables and cassette players. She
makes a profit of $10 on each turntable and $6 on each
cassette. Both must go through two steps in her shop-
assembly and bench checking. A turntable takes 12 hours to
assemble and 4 hours to bench check. A cassette player takes
4 hours to assemble but 8 hours to bench check. Looking at
this month’s schedule, Sally sees that she has 60 assembly
hours uncommitted and 40 hours of bench-checking time
available. Use graphic linear programming to find her best
combination of turntables and cassette players. What is the
total profit on the combination you found?
