Documenti di Didattica
Documenti di Professioni
Documenti di Cultura
rESEARCH
INTRODUCTION
TO
MODEL BUILDING
PERSPECTIVE OR OPTIMIZATION
MODEL
The components of a perspective model include
Objective function(s)
Decision Variables
Constraints
Objective Function
Constraints
In most situations, only certain values of decision
variables are possible. For example, certain volume,
temperature and pressure combination might be
unsafe. Also A, B, & C must be non-negative numbers
that add to 1. Restrictions on the values of decision
variables are called constraints.
6
INTRODUCTION
TO
LINEAR
PROGRAMMING
10
Example 1 Giapettos
Woodcarviing
11
Solution
Decision Variables
x1 = number of soldiers produced each week
x2 = number of trains produced each week
Objective function
Fixed cost do not depend on x1 and x2. Thus, Giapetto
can concentrate on maximizing
[weekly revenues Raw material purchase cost other
variable cost]
(27x1 + 21x2) (10x1 + 9x2) (14x1 + 10x2) = 3x1 + 2x2
12
Constraints
Constraint1 = Each Week, no more than 100 hours
of finishing time may be used
Constraint2 = Each week, no more than 80 hours of
carpentry time may be used
Constraint3 = Because of limited demand, at most
40 soldiers should be produced each week
Constraint1 Constraint2 Constraint3 -
2x1 + x2 100
x1 + x2 80
x1 40
13
14
15
Optimization
model
(Carpentry Constraint)
x1 40
x1 0
(Sign Restriction)
x2 0
(Sign Restriction)
16
Example-2
Ryan corporation manufactures Brute and Chanelle perfumes. The
raw material needed to manufacture each type of perfume can be
purchased for $3 per pound. Processing 1 lb of raw material
requires 1 hour of laboratory time. Each pound of processed raw
material yield 3 oz of Regular Brute Perfume and 4 oz of Regular
Chanelle Perfumes. Regular Brute can be sold for $7/oz and
Regular Chanelle can be sold for $6/oz. Ryan also has the option
for further processing Regular Brute and Regular Chanelle to
produce Luxury Brute, sold at $18/oz, and Luxury Chanelle, sold at
$14/oz . Each ounce of Regular Brute processed further requires an
additional 3 hours of laboratory time and $4 processing cost and
yields 1 oz of Luxury Brute .Each ounce of regular Chenelle
processed further requires an additional 2 hours of laboratory time
and $4 processing cost and yield 1 oz of Luxury Chanelle. Each
year, Ryan has 6000 hours of laboratory time available and can
purchase up to 4000 lb of raw material. Formulate an LP that can be
used to determine how Ryan can maximize profits.17 Assume that the
cost of laboratory hours is fixed cost.
SolutionX1=no. of ounces of regular Brute sold annually
X2=no. of ounces of Luxury Brute sold annually
X3=no of ounces of Regular Chanelle sold annually
X4=no. of ounces of Luxury Chanelle sold annually
X5=no. of pounds of raw material purchased annually
Contribution to profit=revenues from perfumes salesprocessing costs-costs of purchasing raw material
=7X1+18X2+6X3+14X4-(4X2+4X4)-3X5
=7X1+14X2+6X3+10X4-3X5
18
19
MAX Z= 7X1+14X2+6X3+10X4-3X5
S.T.
X5 4000
3X2 +2X4 + X5 6000
X1+ X2 -3X5 =0
X3 + X4 - 4X5 =0
Xi0 (i=1,2,3,4,5)
(Ounce of Brute /Pounds of raw material)*(Ounce of Brute)
20
I1=10+X1+Y1-40
I2=I1+X2+Y2-60
I3=I2+X3+Y3-75
I4=I3+I4+Y4-25
MIN
Z=400X1+400X2+400X3+400X4+450Y1+450Y2+450Y3+450Y4
+20I1+20I2+20I3+20I4
S.T.
X1 40,
X2 40,
I1=10+X1+Y1-40 ,
I3=I2+X3+Y3-75,
Xt0, Yt0,
X3 40,
X4 40
I 2=I1+X2+Y2-60
I 4=I3+I4+Y4-25
It0 (t=1,2,3,4)
23
S.T.
X2 40,
X3 40,
X4 40,
X5 40
I2=15+X2+Y2-60,
I3=I2+X3+Y3-75
I4=I3+X4+Y4-25,
I5=I4+X5+Y5-36
It0,
Yt0 and
Xt0
(t=2,3,4,5)
24
-1
+0.5
+1
-1
+0.5
+1
-1
+1.2
-1
+1.9
-1
+1.5
26
27
MAX Z = B+1.9D+1.5E+1.08S2
S.T.
A+C+D+S0 = 100,000
0.5A+1.2C+1.08S0 = B+S1
A+0.5B+1.08S1 = E+S2
A 75,000
B 75,000
C 75,000
D 75,000
E 75,000
A,B,C,D,E,S0,S1,S2 0
28
Solution:
Xt= No. of technicians trained during month t (t= 1,2,3,4,5)
Yt= No. of experienced technicians at the beginning of month t
Total labor cost = cost of paying trainees + cost of paying
experienced technicians
MIN Z = 1,000X1 + 1,000X2 + 1,000X3 + 1,000X4 + 1,000X5
+ 2,000Y1 + 2,000Y2 + 2,000Y3 + 2,000Y4 + 2,000Y5
30
MIN Z = 1,000X1+1,000X2+1,000X3+1,000X4+1,000X5
+2,000Y1+2,000Y2+2,000Y3+2,000Y4+2,000Y5
S.T.
160Y1-50X1 6,000
Xt, Yt 0
Y1=50
160Y2-50X2 7,000
0.95Y1 + X1 =Y2
160Y3-50X3 8,000
0.95Y2 + X2 = Y3
160Y4-50X4 9,500
0.95Y3 + X3 = Y4
160Y5-50X5 11,000
0.95Y4 + X4 = Y5
(t= 1, 2, 3, 4, 5)
31
32
33
34
37
38
Exceptional Cases
Usually a LPP will have a unique optimal solution. But
there are problems where there may be no solution,
may have alternative optimum solutions and
unbounded solutions. We graphically explain these
cases in the following slides. We note that the (unique)
optimum solution occurs at one of the corners of the
set of all feasible points.
39
z 10 x1 5 x2
x1
150
x2 200
2 x1 x2 400
x1 , x2 0
40
Graphical Solution
x2
Maximize z=10x1+5x2
Subject to the constraints
2x1+x2 400
(100,200)
(0,200)
z=600 z=1500
z maximum
=2000 at
(150,100)
z=1000
z=400
150
x1
x2 200
x1,x2 0
z=2000
x1
(150,0)
41
42
Maximize Z = 5x1 + 7 x2
Subject to
2 x1 -
x2 -1
- x1 + 2 x2 -1
x1, x2 0
No feasible solution
43
Maximize z = x1 + x2
Subject to
- x1 + 3 x2 30
-3
x1 + x2 30
x1, x2 0
unbounded solution
z=70
z=50
z=30
z=20
44
Linear Programming
45
46
47
48
49
50
51
Continued
52
Continued
53
Continued
54
55
M- Method
56
Continued
57
L P Model ( M- Method )
58
Continued
59
60
Continued
61
Continued
62
63
SENSITIVITY
ANALYSIS
64
65
66
67
68
69
70
71