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Bangalore
Bangalore
Linear programming
Bangalore
An efficient method for determining an optimal decision from a large no. of decisions. - Selection of product mix - Maximize profits, subject to constraints
Bangalore
- Objective fn Z = c1x1 + c2x2 + cnxn - c1,c2 are uncontrollable variables - X1, x2 are different attributes
Bangalore
Optimize (maximize or minimize) Z = c1x1 + c2x2 + cnxn Subject to linear constraints A11x1 + a12x2 + .. + a1nxn (,=,>=) A21x1 + a22x2 + .. + a2nxn (,=,>=) . Am1x1 + am2x2 + .. + amnxn (,=,>=) X1,x2.xn 0
Bangalore
Graphical method
Bangalore
A small scale industry manufactures electrical regulators, the assembly of which is being accomplished by a small group of skilled workers, both men and women. Due to the limitations of space and finance, the no. of workers employed cannot exceed 11 and their salary bill not exceed more than Rs 60,000 per month.
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Bangalore
The male members of the skilled workers are paid Rs 6000 p.m. and female workers Rs 5000 p.m. data collected on the performance of these workers indicate that a male member contributes Rs 10,000 pm to total return of the industry and a female worker contributes Rs 8,500 p.m. determine the no. of male and female workers to be employed to maximize the monthly total return.
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Bangalore
X1 = male workers X2 = female workers Maximize Z = 10,000x1 + 8500 x2 X1 + x2 11 6000 x1 + 5000 x2 60,000 6x1 + 5 x2 60 x1 0; x2 0
Bangalore
Turn inequalities into equalities X1 + x2 11 X1 + x2 = 11 when x1 =0, x2 = 11 when x1 =11, x2 = 0 6x1 + 5 x2 60 6x1 + 5 x2 = 60 when x1 =0, x2 = 12 when x1 =10, x2 = 0
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Bangalore
11
x2
x1
Bangalore
12
Bangalore
Maximize Z = 10,000x1 + 8500 x2 O ; 10,000 * 0 + 8500 * 0 = 0 B ; 10,000 * 10 + 8500 * 0 = 1,00,000 C ; 10,000 * 0 + 8500 * 11 = 93,500 O ; 10,000 * 5 + 8500 * 6 = 1,01,000 X1 = 5 X2 = 6
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Bangalore
A company manufactures two types of products P1 and P2. each product uses lathe and milling machines. The processing time per unit of P1 on the lathe is 5 hours and on the milling machine is 4 hours. The processing time per unit of P2 on the lathe is 10 hours and on the milling machine is 4 hours. The maximum no. of hours available per week on the lathe and the milling machine are 60 hrs and 40 hrs. The profit per unit of P1 = Rs 6.00 and P2 = Rs 8.00. Formulate a LP model to determine the production volume of
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Bangalore
Each of the products such that the total profit is maximised. Soln : maximize Z = 6x1 + 8 X2 subject to 5 x1 + 10 x2 60 4 x1 + 4 x2 40 x1 0 ; x2 0
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Bangalore
16
Bangalore
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Bangalore
A company manufactures two types of products P1 and P2. each product uses lathe and milling machines. The processing time per unit of P1 on the lathe is 5 hours and on the milling machine is 4 hours. The processing time per unit of P2 on the lathe is 10 hours and on the milling machine is 4 hours. The maximum no. of hours available per week on the lathe and the milling machine are 60 hrs and 40 hrs. The profit per unit of P1 = Rs 6.00 and P2 = Rs 8.00. Formulate a LP model to determine the production volume of
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Bangalore
Each of the products such that the total profit is maximised. Soln : maximize Z = 6x1 + 8 X2 subject to 5 x1 + 10 x2 60 4 x1 + 4 x2 40 x1 0 ; x2 0
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Bangalore
maximize Z = 6x1 + 8 X2 + 0s1 +0s2 subject to 5 x1 + 10 x2 + s1 = 60 4 x1 + 4 x2 + s2 = 40 x1 0 ; x2 0; s1,s2 0 S1, s2 are called slack variables
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Bangalore
6 x1 5 4 0 6
8 x2
0 s1
0 s2 0 1 0 0
soluti ratio on
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10 1 4 0 0 8 0 0
60 40 0
Bangalore
Continue till last row entries are all zero or negative Choose largest value in last row = 8 Column with largest value is known as pivotal column Divide values of soln column with values of pivotal colum Choose min pivotal row 10 becomes pivot no. Reduce 10 to 1; reduce other values in col to 0
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Bangalore
6 x1
0 s2
x2 s1
solutiratio on
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1/2 1 2 0 4 2 8 0
6 16 48
6/1/2 = 12 16/2 = 8
Bangalore
CBi Cj
8 x2 1 0 8 0
0 s1
0 s2
solution
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Basic x1 variables 8 6 x2 x1 Zj Cj - Zj 0 1 6 0
2 8 64
Bangalore
Stop when all values in last row are 0 or negative The corresponding optimal solution is : X1(production volume of P1) = 8 units X2(production volume of P2) = 2 units
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Case
Bangalore
Maximize Z= 10x1 + 15 x2 + 20 x 3 Subject to 2x1 + 4x2 + 6x 3<= 24 3x1 + 9x2 + 6x3<= 30 x1,x2, x3 >=0
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Solution
Bangalore
Maximize Z= 10x1 + 15 x2 + 20 x3 +0s1 + 0s2 Subject to 2x1 + 4x2 + 6x 3 + s1 = 24 3x1 + 9x2 + 6x3 + s2 = 30 x1,x2, x3 s1, s2,s3 >=0 Where s1 & s2 are slack variables
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Bangalore
10 15 20 0 x1 2 3 x2 4 9 x3 6 6 s1 1 0
0 s2 0 1 0 0
soluti ratio on
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24 30 0
24/6 = 4 5
0 0 0 0 10 15 20 0
CBi Cj
10 x1
15 x2 2/3 5
20 x3 1 0
0 s1 1/6 -1 10/3
0 s2
soln ratio
Bangalore
Basic var 20 X3 0 s2 Zj
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1/3 1
0 1 0
4 6
12 6
20/3 40/3 20 0
80 (20*4)
Cj - Zj 10/3 5/3
-10/3 0
20 0 x3 s1 1 0 1/2 -1
Solution
Bangalore
30
2 6 100
10 30 0
20 0 0
-15 0
Bangalore
Since all the values of Cj-Zj are less than or equal to zero, the optimality is there and X1 = 6, X2 = 0; X3 = 2 and Zoptimum = 100
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Case
Bangalore
A company makes two kinds of leather bags bag A and bag B. Bag A is a high quality bag and bag B is of lower quality. The respective profits are Rs. 4 and Rs. 3 per bag. The production of each of type A requires twice as much time as a bag of type B. if all bags were of type B, the company could make 1000 bags per day.
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Bangalore
The supply of leather is sufficient for only 800 bags per day (Both A & B combined). Bag A requires a fancy buckle and only 400 of these are available . There are only 700 buckles a day available for belt B. What should be the daily production of each type of belt ? Formulate this problem as an LP problem and solve it using the simplex method.
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Bangalore
Maximize Z = 4x1 +3x2 Subject to the constraints 2x1 + x2 <=1000 X1 +x2 <= 800 X1<=400 X2<= 700 and x1,x2 >=0
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Bangalore
Subject to the constraints 2x1 + x2 + s1 =1000 X1 +x2 + s2= 800 X1+ s3 =400 X2 + s4 = 700 and x1,x2,s1,s2,s3,s4 >=0
Cj ITY GLOBAL AM
3
x2
0
s1
0
s4
Bangalore Min ratio
s2 s3
0 0 0 0
S1 S2 S3 S4
1 1 0 1 0 3
1 0 0 0 0 0
0 1 0 0 0 0
0 0 1 0 0 0
0 0 0 1 0 0
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Not defined
Cj - Zj
Cj
4 3 0 0 0
Bangalore
0 0 4 0
S1 S2 x1 S4 zj
0 0 1 0 4
1 1 0 1 0
1 0 0 0 0
0 1 0 0 0
-2 -1 1 0 4
0 0 0 1 0
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Cj - Zj
0 3 0 0 -4 0
Bangalore
38
AM Cj ITY GLOBAL
BUSINESS SCHOOL
0
s1
0 0
s2 s3
0
s4 Min ratio
Bangalore
3 0 4 0
X2 S2 X1 S4
0 0 1 0 4 0
1 0 0 0 3 0
1 -1 0 -1 3 -3
0 1 0 0 0
-2 1 1 2 -2
0 0 0 1 0 0
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Cj - Zj
0 2
Bangalore
40
AM Cj ITY GLOBAL
Profit per Basic unit Cb variables
BUSINESS SCHOOL
4 3
0
s1
0
s2
0
s3
0
Bangalore
Soln x1 x2 variables
s4
3 0 4 0
x2 S3 x1 S4 zj
0 0 1 0 4
1 0 0 0 3
-1 -1 1 1 1 -1
2 1 -1 -2 2
0 1 0 0 0
0 0 0 1 0 0
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Cj - Zj
0 0
-2 0
Bangalore
Since Cj Zj <= 0, the current solution cannot be improved upon. Thus , the company must manufacture x1 = 200 bags of type A and x2 = 600 bags of type B to obtain the max profit of Rs. 2,600.
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