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Chapter 3 - Introduction To Linear Programming A

The document introduces linear programming and provides examples of how it can be used to optimize allocation of limited resources among competing activities. It describes the prototype example of a glass company determining the optimal product mix. It also discusses formulating linear programming models and solving them using spreadsheets or modeling languages for large models.

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129 views

Chapter 3 - Introduction To Linear Programming A

The document introduces linear programming and provides examples of how it can be used to optimize allocation of limited resources among competing activities. It describes the prototype example of a glass company determining the optimal product mix. It also discusses formulating linear programming models and solving them using spreadsheets or modeling languages for large models.

Uploaded by

salma2684hawamdeh
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as PPTX, PDF, TXT or read online on Scribd
You are on page 1/ 37

Chapter 3

Introduction to Linear
Programming

Frederick S. Hillier Gerald J. Lieberman


© 2015 McGraw-Hill Education. All rights reserved.
© 2015 McGraw-Hill Education. All rights reserved.
Introduction

• Linear programming
– Programming means planning
– Model contains linear mathematical functions
• An application of linear programming
– Allocating limited resources among competing
activities in the best possible way
– Applies to wide variety of situations

© 2015 McGraw-Hill Education. All rights reserved. 2


3.1 Prototype Example

• Wyndor Glass Co.


– Produces windows and glass doors
– Plant 1 makes aluminum frames and
hardware
– Plant 2 makes wood frames
– Plant 3 produces glass and assembles
products

© 2015 McGraw-Hill Education. All rights reserved. 3


Prototype Example

• Company introducing two new products


– Product 1: 8 ft. glass door with aluminum
frame
– Product 2: 4 x 6 ft. double-hung, wood-framed
window
• Problem: What mix of products would be
most profitable?
– Assuming company could sell as much of
either product as could be produced

© 2015 McGraw-Hill Education. All rights reserved. 4


Prototype Example

• Products produced in batches of 20


• Data needed
– Number of hours of production time available
per week in each plant for new products
– Production time used in each plant for each
batch of each new product
– Profit per batch of each new product

© 2015 McGraw-Hill Education. All rights reserved. 5


Prototype Example

© 2015 McGraw-Hill Education. All rights reserved. 6


Prototype Example

• Formulating the model


x1 = number of batches of product 1 produced
per week
x2 = number of batches of product 2 produced
per week
Z = total profit per week (thousands of dollars)
from producing these two products
• From bottom row of Table 3.1

© 2015 McGraw-Hill Education. All rights reserved. 7


Prototype Example

• Constraints (see Table 3.1)

• Classic example of resource-allocation


problem
– Most common type of linear programming
problem
© 2015 McGraw-Hill Education. All rights reserved. 8
Prototype Example

• Problem can be solved graphically


– Two dimensional graph with x1 and x2 as the
axes
– First step: identify values of x1 and x2
permitted by the restrictions
• See Figures 3.1 and Figure 3.2
– Next step: pick a point in the feasible region
that maximizes value of Z
• See Figure 3.3

© 2015 McGraw-Hill Education. All rights reserved. 9


Prototype Example

© 2015 McGraw-Hill Education. All rights reserved. 10


Prototype Example

© 2015 McGraw-Hill Education. All rights reserved. 11


Prototype Example

© 2015 McGraw-Hill Education. All rights reserved. 12


3.2 The Linear Programming Model

• General problem terminology and


examples
– Resources: money, particular types of
machines, vehicles, or personnel
– Activities: investing in particular projects,
advertising in particular media, or shipping
from a particular source
• Problem involves choosing levels of
activities to maximize overall measure of
performance
© 2015 McGraw-Hill Education. All rights reserved. 13
The Linear Programming Model

© 2015 McGraw-Hill Education. All rights reserved. 14


The Linear Programming Model

• Standard form

© 2015 McGraw-Hill Education. All rights reserved. 15


The Linear Programming Model

• Other legitimate forms


– Minimizing (rather than maximizing) the
objective function
– Functional constraints with greater-than-or-
equal-to inequality
– Some functional constraints in equation form
– Some decision variables may be negative

© 2015 McGraw-Hill Education. All rights reserved. 16


The Linear Programming Model

• Feasible solution
– Solution for which all constraints are satisfied
– Might not exist for a given problem
• Infeasible solution
– Solution for which at least one constraint is
violated
• Optimal solution
– Has most favorable value of objective function
– Might not exist for a given problem
© 2015 McGraw-Hill Education. All rights reserved. 17
The Linear Programming Model

• Corner-point feasible (CPF) solution


– Solution that lies at the corner of the feasible
region
• Linear programming problem with feasible
solution and bounded feasible region
– Must have CPF solutions and optimal
solution(s)
– Best CPF solution must be an optimal solution

© 2015 McGraw-Hill Education. All rights reserved. 18


3.3 Assumptions of Linear Programming

• Proportionality assumption
– The contribution of each activity to the value
of the objective function (or left-hand side of a
functional constraint) is proportional to the
level of the activity
– If assumption does not hold, one must use
nonlinear programming (Chapter 13)

© 2015 McGraw-Hill Education. All rights reserved. 19


Assumptions of Linear Programming

• Additivity
– Every function in a linear programming model
is the sum of the individual contributions of
the activities
• Divisibility
– Decision variables in a linear programming
model may have any values
• Including noninteger values
– Assumes activities can be run at fractional
values
© 2015 McGraw-Hill Education. All rights reserved. 20
Assumptions of Linear Programming

• Certainty
– Value assigned to each parameter of a linear
programming model is assumed to be a
known constant
– Seldom satisfied precisely in real applications
• Sensitivity analysis used

© 2015 McGraw-Hill Education. All rights reserved. 21


3.4 Additional Examples

• Example 1: Design of radiation therapy for


Mary’s cancer treatment
– Goal: select best combination of beams and
their intensities to generate best possible
dose distribution
• Dose is measured in kilorads

© 2015 McGraw-Hill Education. All rights reserved. 22


Example 1: Radiation Therapy Design

© 2015 McGraw-Hill Education. All rights reserved. 23


Example 1: Radiation Therapy Design

• Linear programming model


– Using data from Table 3.7

© 2015 McGraw-Hill Education. All rights reserved. 24


Example 1: Radiation Therapy Design

• A type of cost-
benefit tradeoff
problem

© 2015 McGraw-Hill Education. All rights reserved. 25


Example 2: Reclaiming Solid Wastes

• SAVE-IT company collects and treats four


types of solid waste materials
– Materials amalgamated into salable products
– Three different grades of product possible
– Fixed treatment cost covered by grants
– Objective: maximize the net weekly profit
• Determine amount of each product grade
• Determine mix of materials to be used for each
grade

© 2015 McGraw-Hill Education. All rights reserved. 26


Example 2: Reclaiming Solid Wastes

© 2015 McGraw-Hill Education. All rights reserved. 27


Example 2: Reclaiming Solid Wastes

© 2015 McGraw-Hill Education. All rights reserved. 28


Example 2: Reclaiming Solid Wastes

• Decision variables
(for i = A, B, C; j = 1,2,3,4)
number of pounds of material j allocated to
product grade i per week

• See Pages 56-57 in the text for solution

© 2015 McGraw-Hill Education. All rights reserved. 29


3.5 Formulating and Solving Linear
Programming Models on a Spreadsheet
• Excel and its Solver add-in
– Popular tools for solving small linear
programming problems

© 2015 McGraw-Hill Education. All rights reserved. 30


Formulating and Solving Linear
Programming Models on a Spreadsheet
• The Wyndor example
– Data entered into a spreadsheet

© 2015 McGraw-Hill Education. All rights reserved. 31


Formulating and Solving Linear
Programming Models on a Spreadsheet
• Changing cells
– Cells containing the decisions to be made
– C12 and D12 in the Wyndor example below

© 2015 McGraw-Hill Education. All rights reserved. 32


Formulating and Solving Linear
Programming Models on a Spreadsheet

© 2015 McGraw-Hill Education. All rights reserved. 33


Formulating and Solving Linear
Programming Models on a Spreadsheet

© 2015 McGraw-Hill Education. All rights reserved. 34


3.6 Formulating Very Large Linear
Programming Models
• Actual linear programming models
– Can have hundreds or thousands of functional
constraints
– Number of decision variables may also be
very large
• Modeling language
– Used to formulate very large models in
practice
– Expedites model management tasks

© 2015 McGraw-Hill Education. All rights reserved. 35


Formulating Very Large Linear
Programming Models
• Modeling language examples
– AMPL, MPL, OPL, GAMS, and LINGO
• Example problem with a huge model
– See Pages 73-78 in the text

© 2015 McGraw-Hill Education. All rights reserved. 36


3.7 Conclusions

• Linear programming technique


applications
– Resource-allocation problems
– Cost-benefit tradeoffs
• Not all problems can be formulated to fit a
linear programming model
– Alternatives: integer programming or
nonlinear programming models

© 2015 McGraw-Hill Education. All rights reserved. 37

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