Scribd Logo
Upload

Welcome to Scribd!

  • 118 views

    Mekelle University College of Business and Economics Department of Management

    Uploaded by

    GK Maylomin
    This document provides an overview of linear programming concepts including the components, assumptions, and solution approaches. It discusses the graphical and simplex methods for solving linear programming problems. It provides examples of maximization and minimization problems and how they are solved using each method. Key aspects covered include defining decision variables, constraints, and objective functions as well as handling infeasible, unbounded, and multiple optimal solutions.

    Copyright:

    Attribution Non-Commercial (BY-NC)
    Download as PPT, PDF, TXT or read online from Scribd

    Mekelle University College of Business and Economics Department of Management

    Uploaded by

    GK Maylomin
    118 views29 pages
    This document provides an overview of linear programming concepts including the components, assumptions, and solution approaches. It discusses the graphical and simplex methods for solving linear programming problems. It provides examples of maximization and minimization problems and how they are solved using each method. Key aspects covered include defining decision variables, constraints, and objective functions as well as handling infeasible, unbounded, and multiple optimal solutions.

    Original Title

    Chapter II[1]

    Copyright

    © Attribution Non-Commercial (BY-NC)

    Available Formats

    PPT, PDF, TXT or read online from Scribd

    Did you find this document useful?

    Is this content inappropriate?

    This document provides an overview of linear programming concepts including the components, assumptions, and solution approaches. It discusses the graphical and simplex methods for solving linear programming problems. It provides examples of maximization and minimization problems and how they are solved using each method. Key aspects covered include defining decision variables, constraints, and objective functions as well as handling infeasible, unbounded, and multiple optimal solutions.

    Copyright:

    Attribution Non-Commercial (BY-NC)
    Download as PPT, PDF, TXT or read online from Scribd
    Download as ppt, pdf, or txt
    118 views29 pages

    Mekelle University College of Business and Economics Department of Management

    Uploaded by

    GK Maylomin
    This document provides an overview of linear programming concepts including the components, assumptions, and solution approaches. It discusses the graphical and simplex methods for solving linear programming problems. It provides examples of maximization and minimization problems and how they are solved using each method. Key aspects covered include defining decision variables, constraints, and objective functions as well as handling infeasible, unbounded, and multiple optimal solutions.

    Copyright:

    Attribution Non-Commercial (BY-NC)
    Download as PPT, PDF, TXT or read online from Scribd
    Download as ppt, pdf, or txt
    You are on page 1of 29

    Mekelle University College of Business and Economics Department of Management Course: Operations Research

    Chapter Two

    Linear Programming
    Linear Programming Management - Decision making.
    More formally, linear programming is a technique applied for the optimizing a linear objective function, subject to linear equality and linear inequality constraints.

    Components of LP
    The linear programming model consists of the following components:
    Decision variables: Mathematical symbols representing levels of activity of an operation Objective function: A linear relationship reflecting the objective of an operation. Constraint: A linear relationship representing a restriction on decision making

    Assumptions of Linear Programming

    Linearity Certainty Divisibility Additively Non-negativity Deterministic

    Solution Approaches to LP Problems


    There are two approaches to solve linear programming problems:

    The Graphical Algorithm The Simplex Algorithm

    Graphical Method
    A graphical approach is limited to linear programming problems with only two decision variables. The complexity of its application increases as the number of constraint functions increases. It is a relatively straightforward method for determining the optimal solution to certain linear programming problems.

    The following are the steps to be followed in solving LP problems graphically:


    Defining the problem Formulating the linear programming model By treating each inequality as equality drawing graph of the constraint functions. Pointing out the feasible region/ feasible solution area in the graph Pointing out the corner points in the graph Determining the value of the objective function at these corner points

    Identifying the optimal solution and the optimal


    Interpreting the results

    Graphical Solution of Maximization Models Example 1: Problem Definition


    A company manufactures two products, tables and chairs by using three machines A, B, and C so as to maximize a profit. Machine A has 10 hrs of capacity available during the coming week. Similarly, the available capacity of machine B and C during the coming week is 36 hrs and 32 hrs, respectively. One unit of a table requires 2 hrs of machine A, 3 hrs of machine B and 5 hrs of machine C. Similarly, one unit of a chair requires 1 hr, 12 hrs and 8 hrs of machine A, B, and C respectively. When one unit of table is produced and sold, it yields a profit of Birr 5 and that of a chair is Birr 7. Given the above information of the problem, answer the following questions;

    Graphical Solution of Minimization Models

    Example 1: Problem Definition


    A farmer from Tigray is preparing to plant a crop in the summer and needs to fertilize a field. There are two brands of fertilizers to choose from, Dap and Urea. Each brand yields a specific amount of nitrogen and phosphate, as in the following table. The farmers field requires at least 16 pounds of nitrogen and 24 pounds of phosphate. Dap costs $6 per bag, Urea costs $3 per bag. The farmer wants to know how many bags of each brand to purchase in order to minimize the total cost of fertilizing.

    Cont

    Table:

    Brand

    Nitrogen (Ib/bag) 2 4

    Phosphate (Ib/bag) 4 3

    Dap Urea

    Example 2: Problem Defined


    The water-supply manager for Mekelle city needs to supply the city with at least 10 million gallons of potable water per day. The supply may be drawn from water station I and water station II to the seven sub-cities of Mekelle. water station I has a maximum daily yield of 5 million gallons of potable water, and water station II has a maximum daily yield of 10 million gallons. By contract, water station II is required to supply a minimum of 6 million gallons/day. If the cost for 1 million gallons of water station I water is Birr 3000 and that for the water station II water is Birr 5000, how much water should the manager get from each source to minimize daily water costs for the city?

    Graphical Solution of Irregular Types of Linear Programming Problems: If a linear programming problem has a unique solution, then it must occur at a corner point of the feasible set.
    However, there are several special types of typical linear programming problems (linear programming models for which the general rules do not always apply).

    These special types of linear programming problems include the following:

    Multiple optimal solutions Infeasible problem Unbounded problem Redundancy

    Multiple optimal solutions:


    If the objective function is optimized at two adjacent corner points of the feasible area, it is optimized at every point on the line segment joining these corner points, in which case there are infinitely many solutions to the problem. Multiple optimal solutions can benefit the decision maker since the number of decision options is enlarged. Multiple optimal solutions provide greater flexibility to the decision maker.

    Con
    Example 1:
    Maximize Z = 40X + 30Y Subject to: X + 2Y 40 4X + 3Y 120 X, Y 0

    Infeasible problem:
    An infeasible problem has no feasible solution area; thus there is no solution to the problem. Every possible solution point violates one or more constraints. Infeasible problems do not typically occur, but when they do they are usually a result of errors in defining the problem or in formulating the linear programming model.

    Con
    Example 1:
    Maximize Z = 5X + 3Y Subject to: 4X + 2Y 8 X4 Y6 X, Y 0

    Unbounded problem:
    In an unbounded problem, the feasible solution area formed by the model constraints is not closed. In unbounded problem the objective function can increase indefinitely without reaching a maximum value. Unlimited profits are not possible in the real world; and an unbounded solution, like an infeasible solution, typically reflects an error in defining the problem or in formulating the model.

    Con
    Example 1: Maximize Z = 4X + 2Y Subject to: X 4 Y2 X, Y 0

    Redundancy:
    A redundant constraint is simply one that does not affect the feasible solution region. One constraint may be more binding or restrictive than the other and thereby negate its need to be considered.

    Con
    Example 1:
    Maximize Z = X + 2Y Subject to: X + Y 12 2X + Y 30 X 25 X, Y 0

    Simplex Method
    The simplex method is a set of mathematical steps for solving a linear programming problem carried out in a table called simplex tableau.

    Simplex Solution of Maximization Models


    Steps to be followed in solving linear programming problems using simplex method are:
    Transform the model constraint inequalities into equations by adding slack variables: standardizing the model. Set up the initial tableau for the basic feasible solution at the origin and compute the Zj and Cj Zj (net profit increase per unit) row values Determine the pivot column (entering non basic solution variable) by selecting the column with the highest positive value in the Cj Zj row.

    Con
    Determine the pivot row (leaving basic solution variable) by dividing the quantity column values by the pivot column values and selecting the row with the minimum nonnegative quotient. Compute the new pivot row values using the following formula:

    Con
    Compute all other row values using the following formula: Compute the new Zj and Cj Zj row values Determine whether the new solution is optimal by checking the Cj Zj row. If all Cj Zj row values are zero or negative, the solution is optimal. If a positive exists, return to step 3 and repeat the simplex steps.

    Example 1:
    MIE makes three kinds of automobile batteries: Model S, the super, Model N, the normal, and Model E, the economy. Each battery must be processed on three machines: Machine I, Machine II, and Machine III. To make one Model S battery requires 2 hours on I; 1 hour on II, and 3 hours on III; whereas to make one Model N battery requires 2 hours on I, 4 hours on II and 1 hour on III; while to make one Model E battery requires 5 hours on I, 2 hours on II, and 3 hours on III. Production scheduling indicates that during the coming week Machine I will be available for at most 40 hours, Machine II for at most 26 hours, and Machine III for at most 27 hours. If the company makes Birr 8 profit on each Model S battery, Birr 6 profit on each Model N battery, and Birr 12 profit on each Model E battery, how many of each kind should be made in the coming week in order to maximize profit? What is this maximum profit? (Solve Using Simplex Method)

    Simplex Solution of Minimization Models


    The following are the adjustments necessary to apply the above simplex method steps for maximization model to minimization problem: Transform all constraints to equations by subtracting a surplus variable and adding an artificial variable. An artificial variable allows for an initial basic feasible solution at the origin, but it has no real meaning. Assign a Cj value of M to each artificial variable in the objective function

    Con
    Change the Cj Zj row to Zj Cj (net per unit decrease in cost) Artificial variables should be assigned a large cost in the objective function to eliminate them from the final solutions. Once an artificial variable is selected as the leaving variable, it will never reenter the tableau, so it can be eliminated.

    Example 1:
    A special food for athletes is to be developed from three foods: Food x, Food Y, and Food Z. the new food is to contain at least 66 milligrams of vitamin A, at least 48 milligrams of vitamin B, at least 40 milligrams of vitamin C, and at least 58 milligrams of vitamin D. Each pound of Food X costs $1.50 and contains 2 milligrams of vitamin A, 4 milligrams of vitamin B, 1 milligram of vitamin C, and 6 milligrams of vitamin D. On the other hand, each pound of Food Y costs $2.50 and contains 9 milligrams of A, 3 milligrams of B, 4 milligrams of C, and 2 milligrams of D; whereas each pound of Food Z cost $2.00 and contains 7 milligrams of A, 2 milligrams of B, 8 milligrams of C, and 1 milligrams of D. How many pounds of each food should be used in the mixture in order to meet the above requirements at a minimum cost? What is this minimum cost? (Solve Using Simplex Method).

    You might also like