Documenti di Didattica
Documenti di Professioni
Documenti di Cultura
Requirements Of A Linear
Programming Problem
Formulating Linear Programming
Problems
Shader Electronics Example
B1
Outline Continued
Graphical Solution To A Linear
Programming Problem
Graphical Representation of
Constraints
Iso-Profit Line Solution Method
Corner-Point Solution Method
B2
Outline Continued
Sensitivity Analysis
Sensitivity Report
Change in the Resources of the
Right-Hand-Side Values
Changes in the Objective Function
Coefficient
B3
Outline Continued
Linear Programming Applications
Production-Mix Example
Diet Problem Example
Production Scheduling Example
Labor Scheduling Example
B4
Learning Objectives
When you complete this module, you
should be able to:
Identify or Define:
Objective function
Constraints
Feasible region
Iso-profit/iso-cost methods
Corner-point solution
Shadow price
2006 Prentice Hall, Inc.
B5
Learning Objectives
When you complete this module, you
should be able to:
Describe or Explain:
How to formulate linear models
Graphical method of linear
programming
How to interpret sensitivity
analysis
B6
Linear Programming
A mathematical technique to
help plan and make decisions
relative to the trade-offs
necessary to allocate resources
Will find the minimum or
maximum value of the objective
Guarantees the optimal solution
to the model formulated
2006 Prentice Hall, Inc.
B7
LP Applications
1. Scheduling school buses to minimize
total distance traveled
2. Allocating police patrol units to high
crime areas in order to minimize
response time to 911 calls
3. Scheduling tellers at banks so that
needs are met during each hour of the
day while minimizing the total cost of
labor
2006 Prentice Hall, Inc.
B8
LP Applications
4. Selecting the product mix in a factory
to make best use of machine- and
labor-hours available while maximizing
the firms profit
5. Picking blends of raw materials in feed
mills to produce finished feed
combinations at minimum costs
6. Determining the distribution system
that will minimize total shipping cost
2006 Prentice Hall, Inc.
B9
LP Applications
7. Developing a production schedule that
will satisfy future demands for a firms
product and at the same time minimize
total production and inventory costs
8. Allocating space for a tenant mix in a
new shopping mall so as to maximize
revenues to the leasing company
B 10
Requirements of an
LP Problem
1. LP problems seek to maximize or
minimize some quantity (usually
profit or cost) expressed as an
objective function
2. The presence of restrictions, or
constraints, limits the degree to
which we can pursue our
objective
2006 Prentice Hall, Inc.
B 11
Requirements of an
LP Problem
3. There must be alternative courses
of action to choose from
4. The objective and constraints in
linear programming problems
must be expressed in terms of
linear equations or inequalities
B 12
Formulating LP Problems
The product-mix problem at Shader Electronics
Two products
1. Shader Walkman, a portable CD/DVD
player
2. Shader Watch-TV, a wristwatch-size
Internet-connected color TV
Determine the mix of products that will
produce the maximum profit
2006 Prentice Hall, Inc.
B 13
Formulating LP Problems
Hours Required
to Produce 1 Unit
Walkman Watch-TVs
Department
(X 1 )
(X 2 )
Electronic
4
3
Assembly
2
1
Profit per unit
$7
$5
Available Hours
This Week
240
100
Table B.1
Decision Variables:
X1 = number of Walkmans to be produced
X2 = number of Watch-TVs to be produced
2006 Prentice Hall, Inc.
B 14
Formulating LP Problems
Objective Function:
Maximize Profit = $7X1 + $5X2
There are three types of constraints
Upper limits where the amount used is
the amount of a resource
Lower limits where the amount used is
the amount of the resource
Equalities where the amount used is =
the amount of the resource
2006 Prentice Hall, Inc.
B 15
Formulating LP Problems
First Constraint:
Electronic is
Electronic
time used
time available
4X1 + 3X2 240 (hours of electronic time)
Second Constraint:
Assembly is
Assembly
time used
time available
2X1 + 1X2 100 (hours of assembly time)
2006 Prentice Hall, Inc.
B 16
Graphical Solution
Can be used when there are two
decision variables
1. Plot the constraint equations at their
limits by converting each equation to
an equality
2. Identify the feasible solution space
3. Create an iso-profit line based on the
objective function
4. Move this line outwards until the
optimal point is identified
2006 Prentice Hall, Inc.
B 17
Graphical Solution
X2
100
Number of Watch-TVs
Figure B.3
2006 Prentice Hall, Inc.
80
Assembly (constraint B)
60
40
Electronics (constraint A)
20 Feasible
|
0
region
|
20
|
40
|
60
|
80
Number of Walkmans
|
100
X1
B 18
Graphical Solution
Iso-Profit
Line Solution Method
X
2
100
Choose
a possible value for the
objective function
80
Assembly (constraint B)
60
and plot
line
Figure B.3
2006 Prentice Hall, Inc.
Electronics (constraint A)
X = 42
X1 = 30
20 Feasible
2
region
|
0
|
20
|
40
|
60
|
80
Number of Walkmans
|
100
X1
B 19
Graphical Solution
X2
100
Number of Watch-TVs
Figure B.4
2006 Prentice Hall, Inc.
80
60
40 (0, 42)
20
(30, 0)
|
0
|
20
|
40
|
60
|
80
Number of Walkmans
|
100
X1
B 20
Graphical Solution
X2
100
Number of Watch-TVs
Figure B.5
2006 Prentice Hall, Inc.
80
60
40
20
|
0
|
20
|
40
|
60
|
80
Number of Walkmans
|
100
X1
B 21
Graphical Solution
X2
100
Number of Watch-TVs
Figure B.6
2006 Prentice Hall, Inc.
80
60
40
20
|
0
|
20
|
40
|
60
|
80
Number of Walkmans
|
100
X1
B 22
Corner-Point Method
X2
100
Number of Watch-TVs
Figure B.7
2006 Prentice Hall, Inc.
80
60
40
20
|
0
|
20
|
40
|
60
|
80
Number of Walkmans
|
100
X1
B 23
Corner-Point Method
The optimal value will always be at a
corner point
Find the objective function value at each
corner point and choose the one with the
highest profit
Point 1 :
(X1 = 0, X2 = 0)
Point 2 :
(X1 = 0, X2 = 80)
Point 4 :
(X1 = 50, X2 = 0)
B 24
Corner-Point Method
The optimal value will always be at a
Solvepoint
for the intersection of two constraints
corner
1 + 3X2 240 (electronics time)
Find the4Xobjective
function value at each
(assembly
time)with the
1 + 1X
2 100
corner 2X
point
and
choose
the one
highest
4X profit
+ 3X = 240
4X + 3(40) = 240
1
Point 1 :
Point 2 :
Point 4 :
(X1 = 50, X2 = 0)
(X1 = 0, X2 = 0)
+ 1X =
40
4X +
120 = 240
1
Profit $7(0)
+ $5(0) = $0
X = 30
1
Profit $7(0) + $5(80)
= $400
B 25
Corner-Point Method
The optimal value will always be at a
corner point
Find the objective function value at each
corner point and choose the one with the
highest profit
Point 1 :
(X1 = 0, X2 = 0)
Point 2 :
(X1 = 0, X2 = 80)
Point 4 :
(X1 = 50, X2 = 0)
Point 3 :
B 26
Sensitivity Analysis
How sensitive the results are to
parameter changes
Change in the value of coefficients
Change in a right-hand-side value of a
constraint
Trial-and-error approach
Analytic postoptimality method
2006 Prentice Hall, Inc.
B 27
Sensitivity Report
Program B.1
2006 Prentice Hall, Inc.
B 28
Changes in Resources
The right-hand-side values of
constraint equations may change
as resource availability changes
The shadow price of a constraint is
the change in the value of the
objective function resulting from a
one-unit change in the right-handside value of the constraint
2006 Prentice Hall, Inc.
B 29
Changes in Resources
Shadow prices are often explained
as answering the question How
much would you pay for one
additional unit of a resource?
Shadow prices are only valid over a
particular range of changes in
right-hand-side values
Sensitivity reports provide the
upper and lower limits of this range
2006 Prentice Hall, Inc.
B 30
Sensitivity Analysis
X2
100
80 2
60
40
Electronics constraint
is unchanged
20
3
|
0
|
20
|
40
|
4 60
|
80
|
100
X1
Sensitivity Analysis
X2
100
80
2
60
3
40
Electronics constraint
is unchanged
20
|
0
|
20
|
|
40 4
|
60
|
80
|
100
X1
Changes in the
Objective Function
A change in the coefficients in the
objective function may cause a
different corner point to become the
optimal solution
The sensitivity report shows how
much objective function
coefficients may change without
changing the optimal solution point
2006 Prentice Hall, Inc.
B 33
Solving Minimization
Problems
Formulated and solved in much the
same way as maximization
problems
In the graphical approach an isocost line is used
The objective is to move the isocost line inwards until it reaches the
lowest cost corner point
2006 Prentice Hall, Inc.
B 34
Minimization Example
X1 = number of tons of black-and-white chemical
produced
X2 = number of tons of color picture chemical
produced
Minimize total cost = 2,500X1 + 3,000X2
Subject to:
X1
30
X2
20
X1 + X2 60
tons of black-and-white ch
tons of color chemical
tons total
X1, X2 $0
nonnegativity requirement
requiremen
B 35
Minimization Example
Table B.9
X2
60
X1 + X2 = 60
50
Feasible
region
40
30
20
10
|
0
2006 Prentice Hall, Inc.
a
X1 = 30
|
10
|
20
X2 = 20
|
30
|
40
|
50
|
60
X1
B 36
Minimization Example
Total cost at a =
=
=
2,500X1
+ 3,000X2
2,500 (40) + 3,000(20)
$160,000
Total cost at b =
=
=
2,500X1
+ 3,000X2
2,500 (30) + 3,000(30)
$165,000
B 37
LP Applications
Production-Mix Example
Department
Product
XJ201
XM897
TR29
BR788
Wiring Drilling
.5
3
1.5
1
1.5
2
1.0
3
Assembly
2
4
1
2
Inspection
.5
1.0
.5
.5
Unit Profit
$ 9
$12
$15
$11
Department
Capacity
(in hours)
Product
Minimum
Production Level
Wiring
Drilling
Assembly
Inspection
1,500
2,350
2,600
1,200
XJ201
XM897
TR29
BR788
150
100
300
400
B 38
LP Applications
X1 = number of units of XJ201 produced
X2 = number of units of XM897 produced
X3 = number of units of TR29 produced
X4 = number of units of BR788 produced
Maximize profit = 9X1 + 12X2 + 15X3 + 11X4
subject to
B 39
LP Applications
Diet Problem Example
Feed
Product
A
B
C
D
Stock X
Stock Y
Stock Z
3 oz
2 oz
1 oz
6 oz
2 oz
3 oz
0 oz
8 oz
4 oz
1 oz
2 oz
4 oz
B 40
LP Applications
X1 = number of pounds of stock X purchased per cow each month
X2 = number of pounds of stock Y purchased per cow each month
X3 = number of pounds of stock Z purchased per cow each month
Minimize cost = .02X1 + .04X2 + .025X3
Ingredient A requirement:
Ingredient B requirement:
Ingredient C requirement:
Ingredient D requirement:
Stock Z limitation:
3X1 +
2X1 +
1X1 +
6X1 +
2X2 +
3X2 +
0X2 +
8X2 +
4X3
1X3
2X3
4X3
X3
64
80
16
128
80
X1, X2, X3 0
Cheapest solution is to purchase 40 pounds of grain X
at a cost of $0.80 per cow
2006 Prentice Hall, Inc.
B 41
LP Applications
Production Scheduling Example
Month
July
August
September
October
November
December
Manufacturing
Cost
Selling Price
(during month)
$60
$60
$50
$60
$70
$80
$60
$70
$80
$90
B 42
LP Applications
Maximize profit = 80Y2 + 60Y3 + 70Y4 + 80Y5 + 90Y6
- (60X1 + 60X2 + 50X3 + 60X4 + 70X5)
July:
August:
September:
October:
November:
December:
I1
I2
I3
I4
I5
=
=
=
=
=
X1
I1 +
I2 +
I3 +
I4 +
X2
X3
X4
X5
Y2
Y3
Y4
Y5
I6 = I5 + X6 - Y6
Inventory at
end of
previous month
Current
+ months
production
months
Thissales
B 43
LP Applications
Maximize profit = 80Y2 + 60Y3 + 70Y4 + 80Y5 + 90Y6
- (60X1 + 60X2 + 50X3 + 60X4 + 70X5)
July:
August:
September:
October:
November:
I1
I2
I3
I4
I5
=
=
=
=
=
X1
I1 +
I2 +
I3 +
I4 +
X2
X3
X4
X5
Y2
Y3
Y4
Y5
December:
I6 = I5 + X6 - Y6
I1 100, I2 100 , I3 100, I4 100, I5 100, I6 = 0
for all
Yi 300
B 44
LP Applications
Maximize profit = 80Y2 + 60Y3 + 70Y4 + 80Y5 + 90Y6
- (60X1 + 60X2 + 50X3 + 60X4 + 70X5)
July:
I1 = X1
August:
I2 = I1 +
Final Solution
September:
I3 = I2 +
Profit = $19,000
October:
I4 = I3 +
X1 = 100, X2 = 200,
X =
November:
I5 = I43 +
X2 - Y2
X3 - Y3
X4 - Y4
400,
X5 - Y5
X4 = 300, X5 = 300,
December:
I6 = XI56 += X0
6 - Y6
I1 100, IY
=100
, I3 Y
2100,
I4 Y
100,
100,
= 300,
2 1
5 100, I6 = 0
3 = I300,
Y4 = 300, Y5 = 300, Y6 = 100
for all
Yi 300
I1 = 100, I2 = 0, I3 = 100,
I4 = 100, I5 = 100, I6 = 0
2006 Prentice Hall, Inc.
B 45
LP Applications
Labor Scheduling Example
Time
Period
Number of
Tellers Required
Time
Period
Number of
Tellers Required
9 AM - 10 AM
10 AM - 11 AM
11 AM - Noon
Noon - 1 PM
10
12
14
16
1 PM - 2 PM
2 PM - 3 PM
3 PM - 4 PM
4 PM - 5 PM
18
17
15
10
F
P1
P2
P3
P4
P5
2006 Prentice Hall, Inc.
=
=
=
=
=
=
Full-time tellers
Part-time tellers starting at 9 AM (leaving at 1 PM)
Part-time tellers starting at 10 AM (leaving at 2 PM)
Part-time tellers starting at 11 AM (leaving at 3 PM)
Part-time tellers starting at noon (leaving at 4 PM)
Part-time tellers starting at 1 PM (leaving at 5 PM)
B 46
LP Applications
Minimize total daily = $75F + $24(P + P + P + P + P )
1
2
3
4
5
manpower cost
F + P1
10 (9 AM - 10 AM needs)
F + P1 + P2
12 (10 AM - 11 AM needs)
1/2 F + P1 + P2 + P3
14 (11 AM - 11 AM needs)
1/2 F + P1 + P2 + P3 + P4
16 (noon - 1 PM needs)
F
+ P2 + P3 + P4 + P5 18 (1 PM - 2 PM needs)
F
+ P3 + P4 + P5 17 (2 PM - 3 PM needs)
F
+ P4 + P5 15 (3 PM - 7 PM needs)
F
+ P5 10 (4 PM - 5 PM needs)
F
12
4(P1 + P2 + P3 + P4 + P5) .50(10 + 12 + 14 + 16 + 18 + 17 + 15 + 10)
B 47
LP Applications
Minimize total daily = $75F + $24(P + P + P + P + P )
1
2
3
4
5
manpower cost
F
F
1/2 F
1/2 F
F
F
F
F
F
+ P1
+ P1 + P2
+ P1 + P2 + P3
+ P1 + P2 + P3
+ P2 + P3
+ P3
+ P4
+ P4
+ P4
+ P4
4(P1 + P2 + P3 + P4
10 (9 AM - 10 AM needs)
12 (10 AM - 11 AM needs)
14 (11 AM - 11 AM needs)
16 (noon - 1 PM needs)
+ P5 18 (1 PM - 2 PM needs)
+ P5 17 (2 PM - 3 PM needs)
+ P5 15 (3 PM - 7 PM needs)
+ P5 10 (4 PM - 5 PM needs)
12
+ P5) .50(112)
B 48
LP Applications
Minimize total daily = $75F + $24(P + P + P + P + P )
2
3
4
5
manpower
cost
There
are two
alternate optimal1 solutions
to this
problem
but both will cost
F + P1
10 ($1,086
9 AM - 10per
AM day
needs)
1
F + P1 + P2
First
1/2 F + P1 + P2 + P3
Solution
1/2 F + P1 + P2 + P3 + P4
F
+F
P2 +=P310
+ P4 + P5
P1 +=P30+ P4 + P5
F
P2 = 7+ P4 + P5
F
F
+ P5
P3 = 2
F
P4 = 2
4(P1 + P2 + P3 + P4 + P5)
P5 = 3
12 (10 AM - 11 AM needs)
Second
14 (11 AM - 11 AM needs)
Solution
16 (noon - 1 PM needs)
F (1=PM
10- 2 PM needs)
18
6 - 3 PM needs)
1P
71 (2=PM
P2 (3=PM
1 - 7 PM needs)
15
10
P3 (4=PM
2 - 5 PM needs)
12
P4 = 2
.50(112)
P5 = 3
B 49
B 50