6s-1 Linear Programming

Linear
Programming

McGraw-Hill/Irwin
6s-2 Linear Programming

 Used to obtain optimal solutions to

problems that involve restrictions or
limitations, such as:
 Materials
 Budgets
 Labor
 Machine time
6s-3 Linear Programming

 Linear programming (LP) techniques

consist of a sequence of steps that will
lead to an optimal solution to
problems, in cases where an optimum
exists
6s-4 Linear Programming

 Objective: the goal of an LP model is

maximization or minimization
 Decision variables: amounts of either inputs
or outputs
 Feasible solution space: the set of all
feasible combinations of decision variables as
defined by the constraints
 Constraints: limitations that restrict the
available alternatives
 Parameters: numerical values
6s-5 Linear Programming

 Linearity: the impact of decision variables is

linear in constraints and objective function
 Divisibility:noninteger values of decision
variables are acceptable
 Certainty:values of parameters are known
and constant
 Nonnegativity: negative values of decision
variables are unacceptable
6s-6 Linear Programming

1. Set up objective function and constraints in

mathematical format
2. Plot the constraints
3. Identify the feasible solution space
4. Plot the objective function
5. Determine the optimum solution
6s-7 Linear Programming

 Objective - profit
Maximize Z=60X1 + 50X2
 Subject to
Assembly 4X1 + 10X2 <= 100 hours
Inspection 2X1 + 1X2 <= 22 hours
Storage 3X1 + 3X2 <= 39 cubic feet
X1, X2 >= 0
6s-8 Linear Programming

Assembly Constraint
4X1 +10X2 = 100

12
10
Product X2

8
6
4
2
0
0

8
10

12

14

16

18

20

22

24
Product X1
6s-9 Linear Programming

Add Inspection Constraint

2X1 + 1X2 = 22

25
20
Product X2

15
10
5
0
0

8
10

12

14

16

18

20

22

24
Product X1
6s-10 Linear Programming

Add Storage Constraint

3X1 + 3X2 = 39

25 Inspection
20 Storage
Product X2

Assembly
15
10
5
0
Feasible solution space
0

8
10

12

14

16

18

20

22

24
Product X1
6s-11 Linear Programming

Add Profit Lines

25

20 Z=900
Product X2

15

10
5

0 Z=300 Z=600
0

8
10

12

14

16

18

20

22

24
Product X1
6s-12 Linear Programming

 The intersection of inspection and storage

 Solve two equations in two unknowns
2X1 + 1X2 = 22
3X1 + 3X2 = 39

X1 = 9
X2 = 4
Z = $740
6s-13 Linear Programming

 Redundant constraint: a constraint that

does not form a unique boundary of the
feasible solution space
 Binding constraint: a constraint that
forms the optimal corner point of the
feasible solution space
6s-14 Linear Programming

 Surplus: when the optimal values of

decision variables are substituted into
a greater than or equal to constraint
and the resulting value exceeds the
right side value
 Slack: when the optimal values of
decision variables are substituted into
a less than or equal to constraint and
the resulting value is less than the
right side value
6s-15 Linear Programming

Simplex: a linear-programming
algorithm that can solve problems having
more than two decision variables
6s-16 Linear Programming

Figure 6S.15
6s-17 Linear Programming

Figure 6S.17
6s-18 Linear Programming

 Range of optimality: the range of values

for which the solution quantities of the
decision variables remains the same
 Range of feasibility: the range of values
for the fight-hand side of a constraint
over which the shadow price remains
the same
 Shadow prices: negative values indicating
how much a one-unit decrease in the
original amount of a constraint would
decrease the final value of the
objective function
6s-19 Linear Programming

 Pls. watch and study

 1.
https://www.youtube.com/watch?v=0TD9EQcheZM&list=RDC
MUC1S4Jeodbr5EbsCOIgBWJPQ&start_radio=1&t=13
 2.
 https://www.youtube.com/watch?v=pP0Qag694Go&list=RDC
MUC1S4Jeodbr5EbsCOIgBWJPQ&index=2
 3.
 https://www.youtube.com/watch?v=4hp0mJgzmgc
 4.
 https://www.youtube.com/watch?v=4hp0mJgzmgc&list=RDC
MUC1S4Jeodbr5EbsCOIgBWJPQ&index=1
 5.
https://www.youtube.com/watch?v=_eMA0LWsRQQ&t=131s
6s-20 Linear Programming