Sei sulla pagina 1di 75

Linear Programming: Formulations

& Graphical Solution

1© 2003 by Prentice Hall, Inc.


Upper Saddle River, NJ 07458
Introduction To Linear
Programming

• After three decades of experimentation and


scrutiny, LP has been applied with impressive
success to problems ranging from the familiar
cases in industry, military, agriculture, economics,
transportation, and health systems to the extreme
cases in behavioral and social sciences.

2© 2003 by Prentice Hall, Inc.


Upper Saddle River, NJ 07458
Introduction To Linear
Programming

• Today many of the resources needed as inputs to


operations are in limited supply.
• Operations managers must understand the impact of this
situation on meeting their objectives.
• Linear programming (LP) is one way that operations
managers can determine how best to allocate their scarce
resources.
• A Linear Programming model seeks to maximize or
minimize a linear function, subject to a set of linear
constraints.

3© 2003 by Prentice Hall, Inc.


Upper Saddle River, NJ 07458
Linear Programming
Definition
• Linear Programming is a mathematical
technique for optimum allocation of limited
or scarce resources, such as labour,
material, machine, money, energy and so
on, to several competing activities such as
products, services, jobs and so on, on the
basis of a given criteria of optimality.

4© 2003 by Prentice Hall, Inc.


Upper Saddle River, NJ 07458
Introduction To Linear
Programming
• The maximization or minimization of some quantity is the
objective in all linear programming problems.
• All LP problems have constraints that limit the degree to
which the objective can be pursued.
• A feasible solution satisfies all the problem's constraints.
• An optimal solution is a feasible solution that results in the
largest possible objective function value when maximizing
(or smallest when minimizing).
• A graphical solution method can be used to solve a linear
program with two variables.

5© 2003 by Prentice Hall, Inc.


Upper Saddle River, NJ 07458
Introduction To Linear
Programming
• If both the objective function and the constraints are linear,
the problem is referred to as a linear programming
problem.
• Linear functions are functions in which each variable
appears in a separate term raised to the first power and is
multiplied by a constant (which could be 0).
• Linear constraints are linear functions that are restricted to
be "less than or equal to", "equal to", or "greater than or
equal to" a constant.
• Problem formulation or modeling is the process of
translating a verbal statement of a problem into a
mathematical statement.
6© 2003 by Prentice Hall, Inc.
Upper Saddle River, NJ 07458
Construction of the
Mathematical Model
• The construction of a mathematical model can be
initiated by answering the following three questions:

1. What does the model seek to determine? In other words,


what are the variables (unknowns) of the problem?
2. What constraints must be imposed on the variables to
satisfy the limitations of the modeled system?
3. What is the objective (goal) that needs to be achieved to
determine the optimum (best) solution from among all the
feasible values of the variables?

• An effective way to answer these questions is to give a


verbal summary of the problem. In terms of the Reddy Mikks
example, the situation is described as follows.
7© 2003 by Prentice Hall, Inc.
Upper Saddle River, NJ 07458
Guidelines for Model
Formulation

• Understand the problem thoroughly.


• Define the decision variables.
• Describe the objective.
• Describe each constraint.
• Write the objective in terms of the decision
variables.
• Write the constraints in terms of the decision
variables.

8© 2003 by Prentice Hall, Inc.


Upper Saddle River, NJ 07458
Reddy Mikks Problem (Taha)
• The Reddy Mikks company owns a small paint factory that
produces both interior and exterior house paints for wholesale
distribution. Two basic raw materials, A and B, are used to
manufacture the paints.
• The maximum availability of A is 6 tons a day; that of B is 8 tons
a day. The daily requirements of the raw materials per ton of
interior and exterior paints are summarized in the following table.
Tons of Raw Material per Ton of Paint
Exterior Interior Maximum Availability (tons)
Raw Material A 1 2 6
Raw Material B 2 1 8

9© 2003 by Prentice Hall, Inc.


Upper Saddle River, NJ 07458
Reddy Mikks Problem (Taha)
• A market survey has established that the daily
demand for the interior paint cannot exceed that of
exterior paint by more than 1 ton. The survey also
showed that the maximum demand for the interior
paint is limited to 2 tons daily.
• The wholesale price per ton is $3000 for exterior
paint and $2000 per interior paint. How much
interior and exterior paint should the company
produce daily to maximize gross income?

10© 2003 by Prentice Hall, Inc.


Upper Saddle River, NJ 07458
Reddy Mikks Problem
Formulation
• The company seeks to determine the amounts (in tons) of interior
and exterior paints to be produced to maximize (increase as much
as is feasible) the total gross income (in thousands of dollars)
while satisfying the constraints of demand and raw material
usage.

• Variables: since we desire to determine the amounts of interior


and exterior paints to be produced, the variables of the model can
be defined as
• XE = tons produced daily of exterior paint
• XI = tons produced daily of interior paint

11© 2003 by Prentice Hall, Inc.


Upper Saddle River, NJ 07458
Reddy Mikks Problem
Formulation
• Objective Function: since each ton of exterior paint sells for
$3000, the gross income from selling XE tons is 3XE thousand
dollars. Similarly, the gross income from XI tons of interior
paint is 2XI thousand dollars.
• Under the assumption that the sales of interior and exterior
paints are independent, the total gross income becomes the sum
of the two revenues.
• If we let Z represents the total gross revenue (in thousands of
dollars), the objective function may be written mathematically
as
• Z = 3XE +2XI
•  The goal is to determine the (feasible) values of XE and XI
that will maximize this criterion.
12© 2003 by Prentice Hall, Inc.
Upper Saddle River, NJ 07458
Reddy Mikks Problem
Formulation
• Constraints: The Reddy Mikks problem imposes restrictions on
the usage of raw materials and on demand. The usage restriction
may be expressed verbally as
(usage of raw material by both paints) ≤(maximum raw material
availability)
• This leads to the following restrictions (see the data for the
problem):
XE + 2XI ≤ 6 (raw material A)
2XE + XI ≤ 8 (raw material B)

13© 2003 by Prentice Hall, Inc.


Upper Saddle River, NJ 07458
Reddy Mikks Problem
Formulation
• The demand restrictions are expressed verbally as

(excess amount of interior over exterior paint) ≤ 1 ton per day


(demand for interior paint) ≤ 2 tons per day

• Mathematically, these are expressed, respectively, as

XI - XE ≤ 1
XI ≤ 2

14© 2003 by Prentice Hall, Inc.


Upper Saddle River, NJ 07458
Reddy Mikks Problem
Formulation
• An implicit (or "understood-to-be) constraint is that the amount
produced of each paint cannot be negative (less than zero). To
avoid obtaining such a solution, we impose the nonnegativity
restrictions, which are normally written

XI ≥ 0
XE ≥ 0

• The values of the variables XE and XI are said to constitute a


feasible solution if they satisfy all the constraints of the model.

15© 2003 by Prentice Hall, Inc.


Upper Saddle River, NJ 07458
Reddy Mikks Problem
Formulation
• The complete mathematical model for the Reddy Mikks
problem may now be summarized as follows:

16© 2003 by Prentice Hall, Inc.


Upper Saddle River, NJ 07458
This is a typical optimization problem.

Any values of x1, x2 that satisfy all the constraints of


the model is called a feasible solution. We are
interested in finding the optimum feasible solution
that gives the maximum profit while satisfying all
the constraints.

17© 2003 by Prentice Hall, Inc.


Upper Saddle River, NJ 07458
More generally, an optimization problem looks as
follows:
Determine the decision variables x1, x2, …, xn so as
to optimize an objective function f (x1, x2, …, xn)
satisfying the constraints

gi (x1, x2, …, xn) ≤ bi (i=1, 2, …, m).

18© 2003 by Prentice Hall, Inc.


Upper Saddle River, NJ 07458
Linear Programming
Problems(LPP)
An optimization problem is called a Linear
Programming Problem (LPP) when the objective
function and all the constraints are linear functions of
the decision variables, x1, x2, …, xn. We also include
the “non-negativity restrictions”, namely xj ≥ 0 for all
j=1, 2, …, n.
Thus a typical LPP is of the form:

19© 2003 by Prentice Hall, Inc.


Upper Saddle River, NJ 07458
Optimize (i.e. Maximize or Minimize)
z = c1 x1 + c2 x2+ …+ cn xn
subject to the constraints:
a11 x1 + a12 x2 + … + a1n xn ≤ b1
a21 x1 + a22 x2 + … + a2n xn ≤ b2
. . .
am1 x1 + am2 x2 + … + amn xn ≤ bm
x1, x2, …, xn  0

20© 2003 by Prentice Hall, Inc.


Upper Saddle River, NJ 07458
LP Assumptions
• When we use LP as an approximate representation of a real-life
situation, the following assumptions are inherent:
• Proportionality. - The contribution of each decision variable
to the objective or constraint is directly proportional to the
value of the decision variable.
• Additivity. - The contribution to the objective function or
constraint for any variable is independent of the values of the
other decision variables, and the terms can be added together
sensibly.
• Divisibility. - The decision variables are continuous and thus
can take on fractional values.
• Deterministic (Certainty). - All the parameters (objective
function coefficients, right-hand side coefficients, left-hand
side, coefficients) are known with certainty.
21© 2003 by Prentice Hall, Inc.
Upper Saddle River, NJ 07458
Example
• Cycle Trends is introducing two new lightweight
bicycle frames, the Deluxe and the Professional, to be
made from aluminum and steel alloys. The anticipated
unit profits are $10 for the Deluxe and $15 for the
Professional.
• The number of pounds of each alloy needed per frame
is summarized on the next slide. A supplier delivers 100
pounds of the aluminum alloy and 80 pounds of the steel
alloy weekly. How many Deluxe and Professional frames
should Cycle Trends produce each week?

22© 2003 by Prentice Hall, Inc.


Upper Saddle River, NJ 07458
Pounds of each alloy needed per frame

Aluminum Alloy Steel Alloy


Deluxe 2 3
Professional 4 2

23© 2003 by Prentice Hall, Inc.


Upper Saddle River, NJ 07458
Example: LP Formulation

• Define the objective


• Maximize total weekly profit
• Define the decision variables
• x1 = number of Deluxe frames produced weekly
• x2 = number of Professional frames produced
weekly
• Write the mathematical objective function
• Max Z = 10x1 + 15x2

24© 2003 by Prentice Hall, Inc.


Upper Saddle River, NJ 07458
Example: LP Formulation

• LP in Final Form
• Max Z = 10x1 + 15x2
• Subject To
• 2x1 + 4x2 < 100 ( aluminum constraint)
• 3x1 + 2x2 < 80 ( steel constraint)
• x1 , x2 > 0 (non-negativity constraints)

25© 2003 by Prentice Hall, Inc.


Upper Saddle River, NJ 07458
Example
The Burroughs garment company manufactures men's shirts
and women’s blouses for Walmark Discount stores.
Walmark will accept all the production supplied by
Burroughs. The production process includes cutting,
sewing and packaging. Burroughs employs 25 workers in
the cutting department, 35 in the sewing department and 5
in the packaging department. The factory works one 8-
hour shift, 5 days a week. The following table gives the
time requirements and the profits per unit for the two
garments:

26© 2003 by Prentice Hall, Inc.


Upper Saddle River, NJ 07458
Minutes per unit

Garment Cutting Sewing Packaging Unit


profit($)
Shirts 20 70 12 8.00

Blouses 60 60 4 12.00

Determine the optimal weekly production schedule for


Burroughs.

27© 2003 by Prentice Hall, Inc.


Upper Saddle River, NJ 07458
Solution
Assume that Burroughs produces x1 shirts and
x2 blouses per week.
Profit got = 8x 1 + 12 x2

Time spent on cutting = 20 x1 + 60 x2 mts

Time spent on sewing = 70 x1 + 60 x2 mts


Time spent on packaging = 12 x1 + 4 x2 mts

28© 2003 by Prentice Hall, Inc.


Upper Saddle River, NJ 07458
The objective is to find x1, x2 so as to
maximize the profit z = 8 x1 + 12 x2

satisfying the constraints:

20 x1 + 60 x2 ≤ 25  40  60
70 x1 + 60 x2 ≤ 35  40  60
12 x1 + 4 x2 ≤ 5  40  60

x1, x2 ≥ 0, integers
29© 2003 by Prentice Hall, Inc.
Upper Saddle River, NJ 07458
The Nutrition Problem

30© 2003 by Prentice Hall, Inc.


Upper Saddle River, NJ 07458
The Nutrition Problem
• Each fruit contains different nutrients
• Each fruit has different cost
• An apple a day keeps the doctor away – but apples are costly!
• A customer’s goal is to fulfill daily nutrition requirements at lowest
cost.
• Lets take a simpler case of just apples and bananas.
• Must take at least 100 units of Calories & 90 units of Vitamins for good
nutrition.
• A customer’s goal is to buy fruits in such a quantity that it minimizes
cost but fulfills nutrition.
Calories Vitamins Cost($)
2 3 5
4 3 7
31© 2003 by Prentice Hall, Inc.
Upper Saddle River, NJ 07458
The Nutrition Problem
Formulation

Objective Function
Min. Z = 5x1 + 7x2
Constraint Functions
2x1 + 4x2  100
3x1 + 3x2  90
x 1, x 2  0

32© 2003 by Prentice Hall, Inc.


Upper Saddle River, NJ 07458
An Electric Company Problem
• An electric company manufacturers two radio models,
each on a separate rate production line. The daily capacity
of the first line is 60 radios and that of the second is 75
radios. Each unit of the first model uses 10 pieces of a
certain electronic component, whereas each unit of the
second model requires 8 pieces of the same component.
The maximum daily availability of the special component
is 800 pieces. The profit per unit of models 1 and 2 is $30
and $20, respectively. Determine the optimum daily
production of each model.

33© 2003 by Prentice Hall, Inc.


Upper Saddle River, NJ 07458
An Electric Company Problem
Formulation
X1 = number of radios of model 1
X2 = number of radios of model 2

Objective Function
max Z =30X1 + 20X2

ٍٍ Subject To
X1 60
X2 75
10 X1+8X2  800

X1  0, X2  0

34© 2003 by Prentice Hall, Inc.


Upper Saddle River, NJ 07458
Furniture Factory Problem
• A small furniture factory manufacturers tables and chairs.
It takes 2 hours to assemble a table and 30 minutes to
assemble a chair. Assembly is carried out by four workers
on the basis of a single 8-hour shift per day. Customers
usually buy at least four chairs with each table, meaning
that the factory must produce at least four times as many
chairs as tables. The sale price is $150 per table and $50
per chair. Determine the daily production mix of chairs and
tables that would maximize the total daily revenue to the
factory.

35© 2003 by Prentice Hall, Inc.


Upper Saddle River, NJ 07458
Furniture Factory Problem
Formulation
X1 = number of tables
X2 = number of chairs

Objective Function
max Z =150X1 + 50X2

ٍٍ Subject To
X2 - 4X1  0

120 X1+30X2  4x8x60

X1  0, X2  0

36© 2003 by Prentice Hall, Inc.


Upper Saddle River, NJ 07458
Graphical Solution of an LP
Problem
• Used to solve LP problems with two (and sometimes three)
decision variables
• Consists of two phases
• Finding the values of the decision variables for which
all the constraints are met (feasible region of the
solution space)
• Determining the optimal solution from all the points in
the feasible region (from our knowledge of the nature
of the optimal solution)

37© 2003 by Prentice Hall, Inc.


Upper Saddle River, NJ 07458
Finding the Feasible Region
(2D)
• Steps
• Use the axis in a 2-dimensional graph to represent the
values that the decision variables can take
• For each constraint, replace the inequalities with
equations and graph the resulting straight line on the 2-
dimensional graph
• For the inequality constraints, find the side (half-space) of
the graph meeting the original conditions (evaluate
whether the inequality is satisfied at the origin)
• Find the intersection of all feasible regions defined by all
the constraints. The resulting region is the (overall)
feasible region.
38© 2003 by Prentice Hall, Inc.
Upper Saddle River, NJ 07458
Flair Furniture Company Data - Table
7.1
Hours Required to Produce One Unit
Available
T C Hours This
Department
Tables Chairs Week
• Carpentry 4 3 240
• Painting 2 1 100
&Varnishing
Mathematical formulation:
Profit Amount $7 $5

Constraints: 4T + 3C  240 (Carpentry)


2T + 1C  100 (Paint & Varnishing)
T ≥ 0 (1st nonnegative cons)
C ≥ 0 (2nd nonnegative cons)
39© 2003 by Prentice Hall, Inc.
Upper Saddle River, NJ 07458
Max. Objective, z: 7T + 5C
Flair Furniture Company
Constraints
The easiest way to solve a small LP problem, such as that of the Flair
Furniture Company, is with the graphical solution approach.
The graphical method works only when there are two decision
variables, but it provides valuable insight into how larger
problems are structured.
When there are more than two variables, it is not possible to plot the
solution on a two-dimensional graph; a more complex approach is
needed.
But the graphical method is invaluable in providing us with insights
into how other approaches work.

40© 2003 by Prentice Hall, Inc.


Upper Saddle River, NJ 07458
Flair Furniture Company
Constraints
120
Number of Chairs

100 2T + 1C ≤ 100
Painting/Varnishing
80

60 4T + 3C ≤ 240
Carpentry
40

20 40 60 80 100
20
Number of Tables
41© 2003 by Prentice Hall, Inc.
Upper Saddle River, NJ 07458
Flair Furniture Company Feasible
Region
Number of Chairs

120
Painting/Varnishing
100

80
Carpentry
60
Feasible
40 Region

20 20 40 60 80 100
Number of Tables
42© 2003 by Prentice Hall, Inc.
Upper Saddle River, NJ 07458
0
Isoprofit Lines Steps
1. Graph all constraints and find the feasible region.
2. Select a specific profit (or cost) line and graph it to
find the slope.
3. Move the objective function line in the direction
of increasing profit (or decreasing cost) while maintaining
the slope. The last point it touches in the feasible
region is the optimal solution.
4. Find the values of the decision variables at this last
point and compute the profit (or cost).

43© 2003 by Prentice Hall, Inc.


Upper Saddle River, NJ 07458
Flair Furniture Company
Isoprofit Lines
Isoprofit Line Solution Method
 Start by letting profits equal some arbitrary but small
dollar amount.
 Choose a profit of, say, $210.
- This is a profit level that can be obtained easily
without violating either of the two constraints.
 The objective function can be written as $210 = 7T +
5C.

44© 2003 by Prentice Hall, Inc.


Upper Saddle River, NJ 07458
Flair Furniture Company
Isoprofit Lines
Isoprofit Line Solution Method
• The objective function is just the equation of a line
called an isoprofit line.
- It represents all combinations of (T, C) that would yield a total
profit of $210.
 To plot the profit line, proceed exactly as done to plot a
constraint line:
- First, let T = 0 and solve for the point at which the line crosses
the C axis.
- Then, let C = 0 and solve for T.
 $210 = $7(0) + $5(C)
 C = 42 chairs 45© 2003 by Prentice Hall, Inc.
Upper Saddle River, NJ 07458

 Then, let C = 0 and solve for T.


Flair Furniture Company
Isoprofit Lines
Isoprofit Line Solution Method
 Next connect these two points with a straight line. This
profit line is illustrated in the next slide.
 All points on the line represent feasible solutions that
produce an approximate profit of $210
 Obviously, the isoprofit line for $210 does not produce
the highest possible profit to the firm.
 Try graphing more lines, each yielding a higher profit.
 Another equation, $420 = $7T + $5C, is plotted in the
same fashion as the lower line.

46© 2003 by Prentice Hall, Inc.


Upper Saddle River, NJ 07458
Flair Furniture Company
Isoprofit Lines
Isoprofit Line Solution Method
 When T = 0,
 $420 = $7(0) + 5(C)
 C = 84 chairs
 When C = 0,
 $420 = $7(T) + 5(0)
 T = 60 tables
 This line is too high to be considered as it no longer touches the
feasible region.
 The highest possible isoprofit line is illustrated in the second following
slide. It touches the tip of the feasible region at the corner point (T =
30, C = 40) and yields a profit of $410.

47© 2003 by Prentice Hall, Inc.


Upper Saddle River, NJ 07458
Flair Furniture Company
Isoprofit Lines
120
Number of Chairs

100 Painting/Varnishing
7T + 5C = 210
80
7T + 5C = 420

60 Carpentry

40

20 40 60 80 100
20 Number of Tables
48© 2003 by Prentice Hall, Inc.
Upper Saddle River, NJ 07458
Flair Furniture Company
Optimal Solution
120
Isoprofit Lines
Number of Chairs

100 Painting/Varnishing

80 Solution
(T = 30, C = 40)
60 Carpentry

40

20 40 60 80 100
20
Number of Tables 49© 2003 by Prentice Hall, Inc.
Upper Saddle River, NJ 07458
Flair Furniture Company
Corner Point
Corner Point Solution Method
 A second approach to solving LP problems
 It involves looking at the profit at every corner point
of the feasible region
 The mathematical theory behind LP is that the
optimal solution must lie at one of the corner points
in the feasible region

50© 2003 by Prentice Hall, Inc.


Upper Saddle River, NJ 07458
Corner Point
Corner Point Solution Method, Summary
1. Graph all constraints and find the feasible
region.
2. Find the corner points of the feasible region.
3. Compute the profit (or cost) at each of the
feasible corner points.
4. Select the corner point with the best value of the
objective function found in step 3. This is the
optimal solution.

51© 2003 by Prentice Hall, Inc.


Upper Saddle River, NJ 07458
Flair Furniture Company
Corner Point
Corner Point Solution Method
 The feasible region for the Flair Furniture Company problem
is a four-sided polygon with four corner, or extreme, points.
 These points are labeled 1 ,2 ,3 , and 4 on the next graph.
 To find the (T, C) values producing the maximum profit, find
the coordinates of each corner point and test their profit
levels.

Point 1:(T = 0,C = 0) profit = $7(0) + $5(0) = $0


Point 2:(T = 0,C = 80) profit = $7(0) + $5(80) = $400
Point 3:(T = 30,C = 40) profit = $7(30) + $5(40) = $410
Point 4 : (T = 50, C = 0) profit = $7(50) + $5(0) = $350
52© 2003 by Prentice Hall, Inc.
Upper Saddle River, NJ 07458
Flair Furniture Company
Optimal Solution
120
2 Corner Points
Number of Chairs

100 Painting/Varnishing

80 Solution
(T = 30, C = 40)
60 Carpentry
3
40 1
20 404 60 80 100
20
Number of Tables 53© 2003 by Prentice Hall, Inc.
Upper Saddle River, NJ 07458
Solving Minimization Problems
Many LP problems minimize an objective,
such as cost, instead of maximizing a
profit function. For example,
• A restaurant may wish to develop a work schedule to meet
staffing needs while minimizing the total number of
employees.
Or,
 A manufacturer may seek to distribute its products from
several factories to its many regional warehouses in such a
way as to minimize total shipping costs.
Or,
 A hospital may want to provide a daily meal plan for its
patients that meets certain nutritional standards
54© 2003 by Prentice while
Hall, Inc.
Upper Saddle River, NJ 07458
minimizing food purchase costs.
Solving Minimization Problems
Minimization problems can be solved
graphically by
 first setting up the feasible solution region and then
using either
 the corner point method or
 an isocost line approach (which is analogous to the
isoprofit approach in maximization problems)
to find the values of the decision variables
(e.g., X1 and X2) that yield the minimum
cost.

55© 2003 by Prentice Hall, Inc.


Upper Saddle River, NJ 07458
Solving Minimization Problems
Holiday Meal Turkey Ranch example
Minimize: 2X1 + 3X2

Subject to:
5X1 + 10X2 90 oz. (A)

4X1 + 3X2 48 oz. (B)

½ X1 1 ½ oz. (C)

X,
1 X  0
2 (D)
where,
X 1 = # of pounds of brand 1 feed purchased
X 2 = # of pounds of brand 2 feed purchased
(A) = ingredient A constraint
(B) = ingredient B constraint
(C) = ingredient C constraint 56© 2003 by Prentice Hall, Inc.
Upper Saddle River, NJ 07458
(D) = non-negativity constraints
Holiday Meal Turkey Ranch
Using the Corner Point Method
To solve this problem:
1. Construct the feasible solution region.
 This is done by plotting each of the three constraint equations.
2. Find the corner points.
 This problem has 3 corner points, labeled a, b, and c.

- Minimization problems are often unbound


outward (i.e., to the right and on top), but this causes no
difficulty in solving them.
- As long as they are bounded inward (on the left side and the
bottom), corner points may be established.
- The optimal solution will lie at one of the
corners as it would in a maximization
problem.
57© 2003 by Prentice Hall, Inc.
Upper Saddle River, NJ 07458
Holiday Meal Turkey Problem
Corner Points

58© 2003 by Prentice Hall, Inc.


Upper Saddle River, NJ 07458
Solving Minimization Problems
Using the Isocost Line Approach
 As with isoprofit lines, there is no need to compute
the cost at each corner point, but instead draw a
series of parallel cost lines.
 The lowest cost line (i.e., the one closest in toward
the origin) to touch the feasible region provides the
optimal solution corner.
1. Start, for example, by drawing a 54-cent cost line,
namely 54 = 2X1 + 3X2.
- Obviously, there are many points in the feasible region that
would yield a lower total cost.
59© 2003 by Prentice Hall, Inc.
Upper Saddle River, NJ 07458
Solving Minimization Problems
(continued)
2. Proceed to move the isocost line toward the
lower left, in a plane parallel to the 54-cent
solution line.
3. The last point touched while still in contact with
the feasible region is the same as corner point b
of the Corner Point diagram in the previous
slide.
- It has the coordinates (X1 = 8.4, X2 = 4.8) and an
associated cost of 31.2 cents.

60© 2003 by Prentice Hall, Inc.


Upper Saddle River, NJ 07458
Holiday Meal Turkey Problem

Isoprofit Lines

61© 2003 by Prentice Hall, Inc.


Upper Saddle River, NJ 07458
Example: Find the maximum
value of z, given:
objective function

Max. z = 2x + 3y and

 2 x  5 y  25
 3 x  2 y  21

 constraints
 x  0

 y0
62© 2003 by Prentice Hall, Inc.
Upper Saddle River, NJ 07458
y 3x  2 y  21

feasible region
2 x  5 y  25
x
y=0
x=0

63© 2003 by Prentice Hall, Inc.


Upper Saddle River, NJ 07458
If a linear programming problem has a solution, then the solution is
at a vertex of the feasible region.

Example continued: Maximize the value of z = 2x +3y over the


feasible region.
y
(0, 5) z = 2(0) + 3(5) = 15
Maximum value
of z
(5, 3) z = 2(5) + 3(3) = 19
feasible region
(7, 0) z = 2(7) + 3(0) = 14
x
(0, 0)
z = 2(0) + 3(0) = 0
Test the value of z at each of the vertices. The maximum value of
z is 19. This occurs at the point (5, 3) or when x =5 and y = 3.
64© 2003 by Prentice Hall, Inc.
Upper Saddle River, NJ 07458
Solving Linear Programming Problems Graphically

1. Graph the feasible region.


2. Find the vertices of the region.
3. Evaluate the objective function at each vertex.
4. Select the vertices that optimize the objective function.
a) If the feasible region is bounded the objective function
will have both a maximum and a minimum.
b) If the feasible region is unbounded and the objective
function has an optimal value, the optimal value will
occur at a vertex of the feasible region.
Note: If the optimum value occurs at two vertices, its value is the
same at both vertices and along the line segment joining them.
65© 2003 by Prentice Hall, Inc.
Upper Saddle River, NJ 07458
Example(1)
• Find the maximum and minimum value of
z = x + 3y
subject to the constraints
–x + 3y  6
x + 3y  6
x+y6
x , y 0

66© 2003 by Prentice Hall, Inc.


Upper Saddle River, NJ 07458
Example(1)\solution

Maximum value
y z = 3 + 3(3) = 12 of z
z = 0 + 3(2) = 6 (3, 3)  x  3y  6
(0, 2)

(6, 0) z = 6 + 3(0) = 6
x
x  3y  6
x y 6

•The maximum value of z is 12 and occurs at (3, 3).


•The minimum value of z is 6 and occurs at both (0, 2) and (6, 0)
and at every point along the line joining them.
67© 2003 by Prentice Hall, Inc.
Upper Saddle River, NJ 07458
Example(2)
• Objective Function
Minimize z = 3x – y
• Subject to
x– y1
x+ y5
x  0, and y  0.

68© 2003 by Prentice Hall, Inc.


Upper Saddle River, NJ 07458
Example(2)\solution

y x  y 1
vertex value of z at vertex (0, 5)
(0, 0) z = 3(0) – (0) = 0
(1, 0) z = 3(1) – (0) = 3 (3, 2)
(3, 2) z = 3(3) – (2) = 7
(0, 5) z = 3(0) – (5) = –5 x
(1, 0)
x y 5

The minimum value of z is –5 and this occurs at (0, 5).


69© 2003 by Prentice Hall, Inc.
Upper Saddle River, NJ 07458
Flair Furniture - QM for
Windows
To use QM for Windows,
1. Select the Linear Programming module.
2. Then specify
- the number of constraints (other than the non-negativity
constraints, as it is assumed that the variables must be
nonnegative),
- the number of variables, and
- whether the objective is to be maximized or minimized.
For the Flair Furniture Company problem, there are
two constraints and two variables.

3. Once these numbers are specified, the input window opens as


shown on the next slide.
70© 2003 by Prentice Hall, Inc.
Upper Saddle River, NJ 07458
Flair Furniture - QM for
Windows (continued)

4. Next, the coefficients for the objective function and the


constraints can be entered.
- Placing the cursor over the X1 or X2 and typing a new name
such as Tables and Chairs will change the variable names.
- The constraint names can be similarly modified.
- When you select the Solve button, you get the output shown
in the next slide.
71© 2003 by Prentice Hall, Inc.
Upper Saddle River, NJ 07458
Flair Furniture - QM for
Windows (continued)

72© 2003 by Prentice Hall, Inc.


Upper Saddle River, NJ 07458
Flair Furniture - QM for
Windows (continued)
5. Modify the problem by selecting the Edit button and
returning to the input screen to make any desired
changes.
6. Once these numbers are specified, the input window
opens as shown on the next slide.
7. Once the problem has been solved, a graph may be
displayed by selecting Window—Graph from the menu
bar in QM for Windows.
8. The next slide shows the output for the graphical
solution.
Notice that in addition to the graph, the corner points
and the original problem are also shown.
73© 2003 by Prentice Hall, Inc.
Upper Saddle River, NJ 07458
Flair Furniture - QM for
Windows
To use QM for Windows,
1. Select the Linear Programming module.
2. Then specify
- the number of constraints (other than the non-negativity
constraints, as it is assumed that the variables must be
nonnegative),
- the number of variables, and
- whether the objective is to be maximized or minimized.
For the Flair Furniture Company problem, there are
two constraints and two variables.

3. Once these numbers are specified, the input window opens as


shown on the next slide.
74© 2003 by Prentice Hall, Inc.
Upper Saddle River, NJ 07458
Flair Furniture - QM for
Windows (continued)

75© 2003 by Prentice Hall, Inc.


Upper Saddle River, NJ 07458

Potrebbero piacerti anche