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Linear Programming
Presented by Paul Moore
What is Linear Programming?
What is Linear Programming?
Say you own a 500 square acre farm. On
this farm you can grow wheat, barley, corn or
some combination of the 3. You have a limited
supply of fertilizer and pesticide, both of which
are needed (in different quantities) for each crop
grown. Lets say wheat sells at $7 a bushel,
barley is $3, and corn is $3.50.
2 Groups of Equations:
- Objective Equation (profit equation)
- Constraints (minimum constraints, resource constraints)
Constraints:
5x + 2y 60
Corner Point Principle
Which point is optimal?
Any point in feasible region will ( 0, 30 )
( 0, 0 )
Therefore the optimal solution would be
to produce 0 skateboards and 30 dolls
Quick Practice
A clothing company has 100 yards of cloth and produces shirts (x units) and
vests (y units). Shirts require 10 units and have profit value of $5, while
vests require 4 units and have profit value of $4.
What is the optimal production solution?
Step 1 & 2: Steps 3 & 4:
Identify Components & Mixture Chart Feasible Region & Corner Points
1. Resources Cloth (100) ( 0, 25 )
2. Products Shirts & Vests
3. Recipes Shirts (10), Vests (4)
4. Profits Shirts ($5), Vests ($4)
5. Objective Maximize profit
( 10, 0 )
( 0, 0 )
( 6, 10 )
( 3, 10 )
Great Job!
Simplex Method
Real world problems not as simple as previous examples
Some involve millions of corner points in feasible region
Would take fast computers days to compute.
B1 (8) 8 9 3
B2 (1) 15 1 12
B3 (2) 1 3 5
B2 15 1 12 1
Rim Conditions
B3 1 3 5 2
B2 15 1 12
1
value by s
3. Eliminate row or
B3 1 3 5
column associated 2
with s
Breads needed 3 7 1 11
(demand):
Transportation Problem
New Tableau:
Stores
1. Locate highest,
S2 S3 Breads made
leftmost cell and fill (supply):
with smallest rim 9 3
B1 5
value
2. Decrement other rim Bakeries
B2 1 12
1
value by s
3. Eliminate row or
B3 3 5
column associated 2
with s
Breads needed 7 1 11
4. Repeat (demand):
Transportation Problem
Tableau:
Stores
1. Locate highest,
S2 S3 Breads made
leftmost cell and fill (supply):
with smallest rim 9 3
B1 5
value 5
2. Decrement other rim Bakeries
B2 1 12
1
value by s
3. Eliminate row or
B3 3 5
column associated 2
with s
Breads needed 2
7 1 11
4. Repeat (demand):
Transportation Problem
Tableau:
Stores
1. Locate highest,
S2 S3 Breads made
leftmost cell and fill (supply):
with smallest rim 1 12
B2
value 1 1
2. Decrement other rim Bakeries 3 5
B3
value by s 2
3. Eliminate row or
column associated Breads needed 11
(demand): 2
1 1
with s
4. Repeat
Transportation Problem
Tableau:
Stores
1. Locate highest, S2 S3 Breads made
leftmost cell and fill (supply):
with smallest rim
Bakeries
B3 3 5
value 1 2
1
2. Decrement other rim
value by s Breads needed 11
(demand): 1 1
3. Eliminate row or
column associated
with s
4. Repeat
Transportation Problem
Tableau:
Store
s
1. Locate highest,
S3 Breads made
leftmost cell and fill (supply):
with smallest rim
Bakeries
B3 5
value 1 1
2. Decrement other rim
value by s Breads needed 1 11
1
3. Eliminate row or (demand):
column associated
with s
4. Repeat
Transportation Problem
Final Tableau:
Stores
S1 S2 S3 Breads made
(supply):
8 9 3
B1 8
3 5
Bakeries
B2 15 1 12
1
1
B3 1 3 5
1 1 2
Breads needed 3 7 1 11
(demand):
Problems with Northwest Corner Rule?
Only gives a feasible solution, not an optimal solution
B2 15 1 12
1
1 So the cost of this move is:
+39+35=-8
B3 1 3 5
1 1 2
+ - Want moves to have negative
value (decreasing cost)
Breads needed 3 7 1 11
(demand):
Improving Feasible Solution
Indicator Value for a cell (not filled in) is the cost
change associated with increasing or decreasing the
amounts shipped in a circuit of cells starting at this empty
cell.
Stores
One example would be the
S1 S2 S3 Breads made indicator value of (B1, S3). By
(supply): increasing (B1, S3), we must
8 9 3 decrease (B1, S2), decrease
B1 8
3 4 1 (B3, S3), and increase (B3, S2).
Bakeries
B2 15 1 12
1
1 So the cost of this move is:
+39+35=-8
B3 1 3 5
2 2
Want moves to have negative
value (decreasing cost)
Breads needed 3 7 1 11
(demand):
Improving Feasible Solution
Stores
Next, we can look cell (B3, S1)
S1 S2 S3 Breads made and its indicator value:
(supply):
8 9 3
B1 8
3 4 1 + 1 3 + 9 8 = -1
- +
Bakeries
B2 15 1 12
1 A negative value, so the move
1
should be performed.
B3 1 3 5
2 2 Since the minimum of the filled
+ -
numbers in the cell with a
Breads needed 3 7 1 11 negative label is 2, then we can
(demand): make this move twice
Improving Feasible Solution
Stores
S1 S2 S3 Breads made
(supply): By examining all other indicator
values for remaining empty
8 9 3
B1 8 cells, we find that they all yield
1 6 1
a positive cost change.
Bakeries
B2 15 1 12
1
1 This means we have found an
optimal solution.
B3 1 3 5
2 2
Breads needed 3 7 1 11
(demand):
Applications
Aviation fuel
Store management
Planning airline routes
Scheduling work crews
Energy efficiency
Telecommunications
Chex Mix
Discussion
Any other applications of linear
programming?