LP Mush

Linear Programming
Requirements
 Maximize or minimize an objective

 Constraints act as limiting factor
 There must be alternatives available
 Mathematical relationship is linear
1
Basic Assumptions of LP
 Certainty (R/M per unit, Profit per unit)
 Proportionality ( R/M for 10 U = 1 U x 10)
 Additivity ( Profit From A & B =?)
 Divisibility (non integer solution- no of
chair produced per week = 2.5)
2
An Example LP Problem
Blue Ridge Hot Tubs produces two types of hot

tubs: Type X & Type Y.
Type X Type Y
Pumps 1 1
Labor 9 hours 6 hours
Tubing 12 feet 16 feet
Unit Profit $350 $300
There are 200 pumps, 1566 hours of labor,

and 2880 feet of tubing available.
5 Steps In Formulating LP Models:
1. Understand the problem.

2. Identify the decision variables.
X1=number of Type X to produce
X2=number of Type Y to produce
3. State the objective function as a linear
combination of the decision variables.
MAX: 350X1 + 300X2
5 Steps In Formulating LP
Models
(continued)
4. State the constraints as linear combinations
of the decision variables.
1X1 + 1X2 <= 200 } pumps
9X1 + 6X2 <= 1566 } labor
12X1 + 16X2 <= 2880 } tubing
5. Identify any upper or lower bounds on the
decision variables.
X1 >= 0
X2 >= 0
LP Model for Blue Ridge Hot
Tubs
MAX: 350X1 + 300X2
S.T.: 1X1 + 1X2 <= 200
9X1 + 6X2 <= 1566
12X1 + 16X2 <= 2880
X1 >= 0
X2 >= 0
Solving LP Problems:
An Intuitive Approach
 Idea: Each Type X (X1) generates the highest unit profit
($350), so let’s make as many of them as possible!
 How many would that be?
 Let X2 = 0
 1st constraint: 1X1 <= 200

 2nd constraint: 9X1 <=1566 or X1 <=174
 3rd constraint: 12X1 <= 2880 or X1 <= 240
 If X2=0, the maximum value of X1 is 174 and the total
profit is $350*174 + $300*0 = $60,900
 This solution is feasible, but is it optimal?
 No!
Solving LP Problems:
A Graphical Approach
 The constraints of an LP problem
defines its feasible region.
 The best point in the feasible region is
the optimal solution to the problem.
 For LP problems with 2 variables, it is
easy to plot the feasible region and
find the optimal solution.
Plotting the First Constraint
X2
250
(0, 200)
200
boundary line of pump constraint
X1 + X2 = 200
150
100
50
(200, 0)
0
0 50 100 150 200 250 X1
Plotting the Second Constraint
X2
(0, 261)
250
boundary line of labor constraint
200 9X1 + 6X2 = 1566
150
100
50
(174, 0)
0
0 50 100 150 200 250 X1
Plotting the Third Constraint
X2
250
(0, 180)
200
150
boundary line of tubing constraint
12X1 + 16X2 = 2880
100
Feasible Region
50
(240, 0)
0
0 50 100 150 200 250 X1
X2 Plotting A Level Curve of the
Objective Function
250
200
(0, 116.67) objective function

150
350X1 + 300X2 = 35000
100
50 (100, 0)
0
0 50 100 150 200 250 X1
A Second Level Curve of the
X2 Objective Function
250
(0, 175) objective function

200
350X1 + 300X2 = 35000
objective function
150 350X1 + 300X2 = 52500
100
(150, 0)
50
0
0 50 100 150 200 250 X1
Using A Level Curve to Locate
X2 the Optimal Solution
250
objective function
200
350X1 + 300X2 = 35000
150
optimal solution
100
objective function
350X1 + 300X2 = 52500
50
0
0 50 100 150 200 250 X1
Calculating the Optimal

Solution
The optimal solution occurs where the “pumps” and “labor”
constraints intersect.
 This occurs where:
X1 + X2 = 200 (1)
and 9X1 + 6X2 = 1566 (2)
 From (1) we have, X2 = 200 -X1 (3)
 Substituting (3) for X2 in (2) we have,
9X1 + 6 (200 -X1) = 1566
which reduces to X1 = 122
 So the optimal solution is,
X1=122, X2=200-X1=78
Total Profit = $350*122 + $300*78 = $66,100
Enumerating The Corner Points
X2
250
obj. value = $54,000
200 (0, 180)

150
(80, 120)

100
(122, 78)
50
obj. value = $0 obj. value = $60,900
(0, 0) (174, 0)
0
0 50 100 150 200 250 X1
Summary of Graphical
Solution
to LP Problems
1. Plot the boundary line of each constraint
2. Identify the feasible region
3. Locate the optimal solution by either:
a. Plotting level curves
b. Enumerating the extreme points
Special Conditions in LP
Models
 A number of anomalies can occur in LP
problems:
 Alternate Optimal Solutions
 Redundant Constraints
 Unbounded Solutions
 Infeasibility
Example of Alternate Optimal
X2 Solutions
250
objective function level curve
200 450X1 + 300X2 = 78300
150
100
alternate optimal solutions

50
0
0 50 100 150 200 250 X1
Example of a Redundant Constraint
X2
250
boundary line of tubing constraint
200
boundary line of pump constraint
150
boundary line of labor constraint

100
Feasible Region
50
0
0 50 100 150 200 250 X1
Example of an Unbounded Solution
X2
1000 objective function
X1 + X2 = 600 -X1 + 2X2 = 400
800
objective function
X1 + X2 = 800
600
400
200
X1 + X2 = 400
0
0 200 400 600 800 1000 X1
 There are no points that satisfy both constraints, hence this problem has
no feasible region, and no optimal solution.

x2
8 2x1 + x2 > 8
4x1 + 3x2 < 12

4
x1
3 4
22
The XYZ Company owns a small paint factory that produces
both exterior and interior house paints. Two basic raw
materials A and B are required to manufacture the paints.
Maximum availability of raw material A and B are 6 tons and 8
tons per day respectively. To produce 1 ton of exterior paint
they need 1 ton of A and 2 tons of B. To produce 1 ton of
interior paint they need 2 tons of A and 1 ton of B. A market
survey has established that the daily demand for interior paint
cannot exceed that of exterior paint by 1 ton. The survey also
shows that the maximum demand for interior paint is limited
to 2 tons per day. Whole sale price for exterior and interior
paint is Tk. 3000 and Tk. 2, 000 respectively.
 (A) Represent the problem in standard LP form.
23

LP Mush

Uploaded by

Copyright:

Available Formats

LP Mush

Uploaded by

Document Information

Original Title

Copyright

Available Formats

Share this document

Share or Embed Document

Sharing Options

Did you find this document useful?

Is this content inappropriate?

Copyright:

Available Formats

LP Mush

Uploaded by

Copyright:

Available Formats

Linear Programming

 Maximize or minimize an objective

Blue Ridge Hot Tubs produces two types of hot

There are 200 pumps, 1566 hours of labor,

1. Understand the problem.

 1st constraint: 1X1 <= 200

200 9X1 + 6X2 = 1566

(0, 116.67) objective function

(0, 175) objective function

obj. value = $64,000

obj. value = $66,100

alternate optimal solutions

boundary line of labor constraint

4x1 + 3x2 < 12

You might also like