Establishing a mathematical model (Ch.

2):
1. Define the problem, gathering data;
2. Formulate the model;
3. Derive solutions;
4. Test the solution;
5. Apply.

Linear Programming: Introduction (Ch. 3).

An example (p.26p.27):
The WYNDOR GLASS CO. has some production capacity available for two new products. The
problem is to determine how many of each new products to produce using the available capacity
so that the additional revenue can be maximized.
1. The data: The data gathered are summarized in the table:
Production Time
per Batch, Hours
Product
Production Time
Plant
1
2
Available per Week, Hours
1
1
0
4
2
0
2
12
3
3
2
18
Profit per batch $3,000 $5,000
2. The mathematical model:
(a) The variables:
z = the profit, in thousands of dollars; (the objective variable)
xi = the amount of product i to be produced.
(the decision varibles)
We want to

We also must have

M ax
z = 3x1 + 5x2
Subject to x1 4
2x2 12
3x1 + 2x2 18.
x1 0, x2 0.

All functions involved are linear.

There seems to be infinitely many (x1 , x2 ) satisfying the constraints. The graph:

10
8
6
4
2

-1 0

1 2 3 4 5 6 7

10
8
6
4
2

-1 0

1 2 3 4 5 6 7

3x1 + 5x2 = 10 and 3x1 + 5x2 = 15 added.

Some observations:
1. The maximum must appear at the boundary of the region;
2. The maximum must appear at least at one corner..
Therefore, even though there might be infinite many of candidates for the maximum, we only
need to consider a finite many of them (i.e. the corner points).
Note: At this point, these observations are only backed by this graph, unless we can prove
them mathematically, we can not consider them true in general.
The corners and the corresponding values of z are:
(0, 0)
(4, 0)
(0, 6)
(2, 6)
(4, 3)

0
12
30
36
27

Using the two observations, we find that the optimal solution is at (2, 6) with z = 36.
This method for solving simple linear programming systems with two variables is called the
graphical method.
2

General form and some terminologies.

For a standard linear programming model, we have
An objective function: such as z = 3x1 + 5x2 .
A number of decision variables: x1 , x2 , ...
Functional constraints: x1 4, 2x2 12, and 3x1 + 2x2 18.
Nonnegative constraints: xi 0 for all i.
The standard form of a general linear programming model is
Max z = c1 x1 + c2 x2 + + cn xn
Subject to
a11 x1 + a12 x2 + + a1n xn b1
a21 x1 + a22 x2 + + a2n xn b2
..
.
am1 x1 + am2 x2 + + amn xn bm
xi 0 for all i = 1, ..., n.
where c1 , ..., cn and a11 , a12 , ..., amn are constants.
feasible solution: a solution that satisfies all the constraints.
feasible region: the set of all feasible solutions.
optimal solution: a feasible solution that has the largest value (for a M ax problem, for a
M in problem it is the smallest value) of the objective function.
For the linear programming model to work, a number of conditions have to be satisfied. Read
Section 3.3 for more details.
Proportionality assumption: The contribution of each decision variable xi to the value of z
is proportional to their value.
Additivity assumption: Every function is the sum of the individual contributions of the
respective activities.
Divisibility assumption: Every decision variable xi are allowed to have any real value.
Certainty assumption: All the coecients are known constants.

Another example and other forms of LP

LP models may have dierent forms than the standard form. The M ax can be replaced by M in
and can be replaced by or = . We will see later that some times they may cause some problems
but the nature of the LP model remains the same.
Example. An auto company believes that its most likely customers are high-income women
and men. To reach these groups, the company developed a TV commercial to be aired on two
types of programs: comedy shows and football games. It is estimated that each comedy is seen by
7 million women and 2 million men in the targeted group and each football game is been watched
by 2 million women and 12 million men in the targeted group. An ad in a comedy show costs
$50,000 and an ad in a football game costs $100,000. The company wants its ad to reach at least
28 million women and 24 million men in its targeted group with the minimum cost.
The model: Let x1 be the number of times the ad to be shown in comedy shows and x2 be the
number of times the ad to be shown in football games, z the total cost.
Min z = 50x1 + 100x2
Subject to
7x1 + 2x2 28
2x1 + 12x2 24
x1 , x2 0
(To be precise, the divisibility assumption is not satisfied here. However if the campion is to be
repeated in a longer period of time, then this is not a problem.)
The dierence here: M in, .
14
12
10
8
6
4
2
0

10

12

14

50x1 + 100x2 = 500 and50x1 + 100x2 = 1000 added.

From the graph we see another dierence: The feasible region is unbounded. Still, this problem
has an optimal solution at (3.6, 1.4).
What happens if this is a Max problem?
This can happen even for problems in the standard form:
M ax z = 3x1 + 2x2
Subject to
3x1 + 2x2 6
4x1 + 9x2 36
x1 , x2 0
4

5
4
3
2
1
-1

-1

In this case, we say that the model has no optimal solution because of the unbounded feasible
region. In practice, that means some constraints have not been formulated into the model.
The opposite situation is that the feasible region is empty:
Max z = x1 + 2x2
Subject to
x1 + 2x2 2
5x1 + 3x2 15
x1 , x2 0
6
5
4
3
2
1
-1

-1

When the feasible region is bounded, then there is an optimal solution no matter it is a M ax
problem or a M in problem. Sometimes, it may have more than one optimal solution:
M ax z = 2x1 + 0.5x2
Subject to
6x1 + 5x2 30
4x1 + x2 12
x1 , x2 0

10
8
6
4
2

-1