Linear Programming (To Student)

Mathematics for Economics
Linear Programming
Nam-NGUYEN CANH
Department of Applied Mathematics
School of Applied Mathematics and Informatics
University of Science and Technology
namngc@gmail.com
Fall 2012
Nam-NGUYEN CANH (HUST) Mathematics for Economics Fall 2012 1 / 22
Outline
1
Introduction
Why linear programming
Linear programming problem
2
Geometric Approach
Outline
1
Introduction
2
Geometric Approach
Outline
1
Introduction
2
Geometric Approach
First example
A manufacturer of pickup trucks makes a standard version and a
customized version. Each standard pickup requires 8 stahours to
assemble, 2 sta hours to paint, 2 stahours to upholster and is sold for a
prot of $90. Each customized pickup requires 18 stahours to assemble,
2 stahours to paint, 1 stahour to upholster and is sold for a prot of
$100. During each day 360 stahours are available to assemble, 50
stahours to paint and 40 stahours to upholster the trucks.
Question :
How many of each type of pickup should be produced each day in order to
maximize the prot?
First example - Model
We denote
x : number of standard pickups produced each day
y : number of customized pickups produced each day
then x and y must satisfy
Each standard truck requires 8 stahours to assemble, Each
customized truck requires 18 stahours to assemble, 360
stahours are available to assemble
8x + 18y 360
Each standard truck requires 2 stahours to paint, Each
customized truck requires 2 stahours to paint, 50 stahours
to paint
2x + 2y 50
First example - Model (continue)
Each standard truck requires 2 stahours to upholster, Each
customized truck requires 1 stahour to upholster, 40
stahours to upholster
2x + y 40
x, y 0
We would like to maximize the prot
Each standard truck is sold for a prot of $90. Each customized truck
is sold for a prot of $100.
P = 90x + 100y
First example - Model (continue)
max P = 90x + 100y
subject to
8x + 18y 360
2x + 2y 50
2x + y 40
x, y 0
Second example
A nutritionist working for a company providing backpacking equipment is
told to produce a package of food sucient for one backpacker for
three days.She must meet certain nutritional requirements and yet keep
the weight of the food at a minimum. She is considering a combination of
two dehydrated foods which are packaged in plastic bags. Each bag of
food A contains 4 units of protein, 2 units of fat, and 2 units of
carbohydrates and weighs .3 pounds.Each bag of food B contains 3 units
of protein, 1 unit of fat and 6 units of carbohydrates and weighs .2
pounds.A backpacker needs 42 units of protein, 18 units of fat and 30
units of carbohydrates for a three day backpacking trip.
Question : How many bags of each food should she put in the package?
Second example - Model
We denote
x : number of bags of food A
y :number of bags of food B
then x and y must satisfy
Each bag of food A contains 4 units of protein, Each bag of
food B contains 3 units of protein, needs 42 units of protein
4x + 3y 42
Each bag of food A contains 2 units of fat, Each bag of food
B contains 1 unit of fat, needs 18 units of fat
2x + y 18
Second example - Model (continue)
Each bag of food A contains 2 units of carbohydrates, Each
bag of food B contains 6 units of carbohydrates, needs 30
units of carbohydrates
2x + 6y 30
x, y 0
We would like to minimize the weight
Each bag of food A weighs .3 pounds, Each bag of food B weighs .2
pounds
P = 0.3x + 0.2y
Second example - Model (continue)
min P = 0.3x + 0.2y
subject to
4x + 3y 42
2x + y 18
2x + 6y 30
x, y 0
Outline
1
Introduction
2
Geometric Approach
Problem statement
Denition
A linear programming problem in n variables, x
1
, x
2
, . . . x
n
, consists of
maximizing or minimizing an objective function
c
1
x
1
+ c
2
x
2
+ . . . + c
n
x
n
where c
1
, c
2
, . . . , c
n
are given real numbers,or constraints expressible as a
system of linear inequalities
a
i
1
x
1
+ a
i
2
x
2
+ . . . a
i
n
x
n
b
i
i L
a
i
1
x
1
+ a
i
2
x
2
+ . . . a
i
n
x
n
b
i
i E
Only the points that obey all the constraints are potential solutions.We
refer to such points as feasible points.
Remarks
Remark
Since
a
1
x
1
+ a
2
x
2
+ . . . a
n
x
n
b a
1
x
1
a
2
x
2
. . . a
n
x
n
b
so we can suppose that, in general, the contraints are always less
than or equal ()
Since
max{c
1
x
1
+ c
2
x
2
+ . . . c
n
} = min{c
1
x
1
c
2
x
2
. . . c
n
x
n
}
so we can suppose that, in general, the problem is the kind of
maximization
The problem now can be written in the matrix form as following
maxc, x
subject to
Ax b
x 0
Outline
1
Introduction
2
Geometric Approach
Idea
Consider the problem
min x + 2y
subject to
x + y 1
x, y 0
Figure : Feasible points
Idea
Figure : How to nd solution
Existence of a Solution
max x + 2y
subject to
x + y 1
x, y 0
Equalizing strategy
Figure : No solution
Existence of a Solution
Consider a linear programming problem in two variables, x and y, with the
set R of feasible points and objective function z = ax + by.
1
If R is bounded, then z has both a maximum and a minimum
value on R.
2
If R is unbounded and a 0, b 0, and the constraints include
x 0 and y 0, then z has a minimum value on R but not a
maximum value.
3
If R is the empty set, then the linear programming problem has no
solution and z has neither a maximum nor a minimum value.
Multiple solutions
min x + 2y
subject to
x + y 1
2x + 4y 3
x, y 0
Figure : Multiple solutions

Linear Programming (To Student)

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