Introduction to Linear Programming
Mathematical Modeling:
Mathematical modeling is a technique within OR. It involves
representing real-world systems or processes using mathematical
structures, equations, and relationships to gain insights, make
predictions, or support decision-making.
Introduction to Linear Programming
Linear programming is an optimization method to maximize (or
minimize) an objective function in a given mathematical model with a
set of requirements represented as linear relationships.
The term "programming" in this context does not refer to computer
programming but rather to planning or scheduling. Linear
programming is particularly useful in various fields, including
operations research, economics, finance, manufacturing, and logistics.
General form of Linear programming problem
Formulation of linear programming problem
The formulation of a Linear Programming Problem (LPP) involves
expressing a real-world decision problem in mathematical terms. The
goal is to create a mathematical model that can be solved using linear
programming techniques. Formulation of LPP is based on three main
factor:
1. Identify the Decision Variables:
2. Formulate the Objective Function:
3. Identify Constraints:
1. Identify the Decision Variables:
Determine the variables that represent the quantities you want to
decide or determine in the problem. Assign symbols to these decision
variables.
Example: Let and represent the quantities of Product A and Product B
to produce.
2. Formulate the Objective Function:
Identify the goal or objective function. The objective function is
typically an expression involving the decision variables that needs to
be maximized or minimized.
Example: If the goal is to maximize profit, the objective function could
be , where and are the profit per unit for Product A and B.
3. Identify Constraints:
Identify the limitations or restrictions on the decision variables.
(resources used to make product). Constraints are expressed as linear
inequalities or equations.
Look for words like "at most," "at least," a maximum of , available of
Constraints could include limits on the availability of resources,
production capacities, or budget constraints. For instance, represents a
constraint on a certain resource.
3. Identify mathematical expressions for constraints
Identify the mathematical expressions representing the constraints.
Specifically, focus on the quantities of resources needed to produce
one unit of the product.
4. Non-Negativity Constraints:
Specify that decision variables must be non-negative. This reflects the
fact that negative quantities often do not have practical meaning in the
context of decision-making problems.
Exampleensures that the quantities produced are non-negative.
Problem 1
A company manufactures two products A and B. The resources are the
capacities Machine-1, Machine-2, and Machine-3. The available
capacities are 50, 25, and 15 hours respectively. Product A requires 1
hour of Machine-2 and 1 hour of Machine-3. Product B requires 2
hours of Machine-1, 2 hours of Machine-2 and 1 hour of Machine-3.
The profit contribution of products A and B are Rs. 5 and Rs. 4
respectively. Formulate the linear programming model.
A company manufactures two products A and B. The resources are the
capacities Machine-1, Machine-2, and Machine-3. The available capacities
are 50, 25, and 15 hours respectively. Product A requires 1 hour of Machine-2
and 1 hour of Machine-3. Product B requires 2 hours of Machine-1, 2 hours of
Machine-2 and 1 hour of Machine-3. The profit contribution of products A
and B are Rs. 5 and Rs. 4 respectively. Formulate the linear programming
model.
Machines Product A Product B= Availability
Machine-1
Machine-2
Machine-3
Profit -
Identify the decision Variables:
Let denotes units of product A, product B respectively
As the profit contributions of A and B are Rs 5 and Rs 4 respectively.
The objective of the problem is to maximize the profit Z
Identify objective function:
Maximize Z =
Identity constraints:
For Machine-1
For Machine-2 :
For Machine-3 :
Non negative constraints:
Thus, the linear programming model is
Maximize Z =
For Machine-1
For Machine-2 :
For Machine-3 :
Problem 2
A manufacturer of medicines is preparing a production plan on
medicines A and B. There are sufficient row material available to make
20000 bottles of A and 40000 bottles of B, but there are 45000 bottles
into which either of the medicines can be put. Further, it takes 3 hours
to prepare enough material to fill 1000 bottles of A, it takes 1 hours to
prepare enough material to fill 1000 bottles of B and there are 66 hours
available for this operation. The profit is Rs. 8 per bottle for A and Rs.
7 per bottle for B. Construct the maximization problem.
Identity decision variables:
Let and be number of bottles of medicines A and B be prepared.
Identify objective function:
Maximize
Identify the constraints:
x ≤ 20000,
y ≤ 40000
x + y ≤ 45000
x ≥ 0, y ≥ 0
Time taken to fill 1000 bottle of A is 3 hrs
Time taken to fill 1 bottle of A is hrs
Time taken to fill 1000 bottle of B is 1 hrs
Time taken to fill 1 bottle of B is 1/1000 hrs
Therefore
Maximize 𝑍 = 8𝑥 + 7𝑦
Subject to
