ECS716/QMT710:OperationsResearch

PnPaezahHamzah

Part1:
WhatisLinearProgramming(LP)? GeneralformofLPmodel AssumptionsofLPmodel FormulationofLPmodel GraphicalSolution onlyforLPproblemsin2variables

Part2:
SimplexSolution ComputerSolution
2

Attheendofthisclass,studentsshouldbeable to: describethebasicapproachofLP explainthetypesofproblemsthatcanbe solvedusingLP formulateLPproblems solveLPproblemsin2variblesbythe graphicalmethod

3

Explainthemeaningoftheterms:
Linearprogramming Objectivefunction Constraints Feasiblesolutions Optimalsolution Equalityandinequality Graphicalmethod Isoprofit/isocostfunction Cornerpoint(extremepoint)
4

Linearprogrammingisamathematical programmingandanoptimizationtechnique thathasbeenwidelyusedbybusinessand industryformanyyears. Itinvolvesallocatingscarceresourcesonthe basisofagivencriterionofoptimality.

Mostoften,thiscriterioniseithermaximumprofit

orminimumcost.
5

ExamplesofproblemssolvedbyLP:
allocationofproductionfacilities,productionmix

determination,blending,manpowerallocationand assignment,personnelallocation,transportation planning,scheduling,advertisingbudgetallocation.

LPusesmathematicalmodeltodescribethe problemofconcern. Thewordlinear impliesthatallmathematical relationshipsinthemodelarelinear. Thewordprogramming doesnotreferto computerprogramming;itreferstoplanning.

6

EveryLPproblemconsistsof:
decisions thatmustbemade anobjectivetobeachieved asetofrestrictions(orconstraints)toconsider

ThegeneralLPmodelinvariablesXi forallocatingm resourceswith nconstraintscanbeformulatedasfollows: MAXIMIZE(orMINIMIZE)Z=c1X1 +c2X2 ++cnXn subjectto:a11X1 +a12X2 ++a1nXn b1 a21X1 +a22X2 ++a2nXn b2 ak1X1 +ak2X2 ++aknXn bk am1X1 +am2X2 ++amnXn bm wherei=1,,n Xi 0
theobjective function

constraints

nonnegativity constraints

Note: Allmathematicalrelationshipsarelinear. >and<relationshipsarenotallowed(sinceLPmodelisdeterministic.)

Ifallthefunctions inthemodelarelinear LinearProgramming(LP)problem. Ifallthevariables intheLPmodelareinteger IntegerLinearProgramming(ILP) problem. Ifsomeofthevariables areinteger MixedIntegerLinearProgramming(MILP) problem.
9

1.

Certainty Additivity

allparametersofthemodelareknownwithcertainty. thetotalconsumptionofeachresource,aswellastheoverall
objectivevaluearetheaggregatesoftheresourceconsumptions andthecontributionstotheproblemobjective,resultedfrom carryingouteachactivityindependently. thecontributionofeachvariableintheobjectivefunctionorits usageoftheresourcesaredirectlyproportionaltothevalueof thevariable.

2.

3.

Proportionality

4.

Divisibility

thedecisionvariablescantakeonanyfractionalvalues.

5.

Nonnegativity thedecisionvariablescantakeonanyvaluegreaterthanorequal
tozero.
10

Step1:Identifyanddefinethedecisionvariables (unknowns)oftheproblem. Step2:Writetheobjectivefunctiontobeoptimized (maximize/minimize)asalinearfunctionof thedecisionvariables. Step3:Translatetherequirements,restrictions,or wishes,thatareinnarrativeformtolinear equationsorinequalitiesintermsofthe decisionvariables. Step4:Addthenonnegativityconstraints.
11

ABCInc.producestwotypesofchandelier:Design1andDesign2. Thecriticalresourcesareavailablelaborhours,crystalsand switchesforthenextproductioncycle.Thefollowingtableoutlines usagefactorsandunitprofit:

Design1 Switch Labor Crystal UnitProfit 1 9hours 12pieces RM350 Design2 1 6hours 16pieces RM300

Thereare200switches,1566hoursoflabor,and2880piecesof crystalsavailable. FormulateanLPmodeltodeterminethequantityofeachtypeof chandeliertoproduceinordertomaximizeprofit.

12

MaxiDesignSdn.Bhd.hasbeenawardedacontracttodesignalabelforanew computerproducedbyKCComputerCompany.MaxiDesignestimatesthatat least160hourswillberequiredtocompletetheproject.Threeofthefirms graphicdesignersareavailableforassignmenttothisproject.Aida,aseniorteam leader;Bakri,aseniordesigner;andCarol,ajuniordesigner. SinceAidahasworkedonseveralprojectsforKC,themanagementhasspecified thatAidamustbeassignedwithatleast45%ofthetotalnumberofhours assignedtothetwoseniordesigners.Toprovidelabeldesigningexperiencefor Carol,Carolmustbeassignedatleast20%ofthetotalprojecttime.However,the numberofhoursassignedtoCarolmustnotexceed25%ofthetotalnumberof hoursassignedtothetwoseniordesigners.Duetootherprojectcommitments, Aidahasamaximumof50hoursavailabletoworkonthisproject. HourlysalaryratesareRM40forAida,RM30forBakri,andRM20forCarol. FormulateanLPmodeltodeterminethenumberofhourseachgraphicdesigner shouldbeassignedtotheprojectinordertominimizethetotalsalary.
13

ThereareTWOmethodstosolvebygraphing:
A.

Isoprofit/IsocostLineMethod
isoprofit linemethodformaximizationproblems. isocost linemethodforminimizationproblems.

B.

Corner(Extreme)PointMethod
forbothmaximizationandminimizationproblems.

14

Step1:Formulatetheproblem. Step2:Foreachconstraint,drawagraphofthefeasiblesolutions.

ThesolutionsetoftheLPproblemisthatregion(orsetof orderedpairs),whichsatisfiesALLtheconstraints simultaneously. Thisregioniscalledtheareaoffeasiblesolution (orfeasible region.)

Step3:Drawanobjectivefunctionline. Step4:Determinetheoptimumpoint.

15

Step4:Determinetheoptimumpoint. Formaximizationproblems:

Moveparallelobjectivefunctionlinestoward largerobjectivefunctionvalueswithoutentirely leavingthefeasibleregion.

Forminimizationproblems:

Moveparallelobjectivefunctionlinestoward smallerobjectivefunctionvalueswithoutentirely leavingthefeasibleregion.

16

Optimumpoint

Feasible Region

x
Objective Function

17

Step1:Graphtheconstraints. Step2:Locateallthecornerpointsofthegraph.

Thecoordinatesofthecornerswillbedeterminedalgebraically. Itisimportanttonotethattheoptimalpointisobtainedatthe boundaryofthefeasibleregionandfurthermoreatthecorner points. Forlinearprograms,itcanbeshownthattheoptimalpointwill alwaysbeobtainedatcornerpoints.

Step3:Determinetheoptimalvalue.

Testallthecornerpointstoseewhichoneyieldstheoptimum valuefortheobjectivefunction.

18

SolvetheABCCo.problembygraphing.
a. Ifthecompanycansellallthechandeliersitcan produce,howmanyofeachdesignshoulditmakein ordertomaximizetheprofit? b. Determinethequantityofeachresourceusedatthe optimalproductionlevel.Identifyallresourcesthatare fullyutilized.

19

Adieticianisconsideringasimplebreakfastmenu(excludingbeverages) consistingofscrambledeggandcurrypuffs,forparticipantsofan orientationprogram.Anadequateamountofthefollowingnutrientsin thebreakfast:vitaminA,vitaminB,andironmustbeincluded.Each smallscoopofscrambledeggcontains3milligramsofvitaminA,4 milligramsofvitaminB,and1milligramofiron.Eachcurrypuffcontains 3milligramsofvitaminA,2milligramsofvitaminB,and2milligramof iron.TheminimumrequirementsforvitaminA,vitaminBandironare30 milligrams,24milligramsand12milligramsrespectively.Eachscoopof scrambledeggcosts30senandeachcurrypuffcosts35sen.The dieticianwouldliketodeterminehowmuchofeachtypeoffoodtoserve inordertomeetthenutrientrequirementsandalsotominimisethetotal cost.Thefollowingtablesummarisestherelevantinformation.

20

NutrientContent(mg.) Nutrient VitaminA VitaminB Iron Unit Cost ScrambledEgg 3 4 1 30sen CurryPuff 3 2 2 35sen

Nutrient Requirement (mg.) 30 24 12

a. b. c.

Formulatealinearprogrammingmodelforthisproblem. Determinetheoptimalsolution.Whatisthelowestcostthat meetsthenutrientrequirements? Determinethequantityofeachnutrientintheoptimalsolution.

21