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LINEAR PROGRAMMING PROJECT

V.PAVITHRA
SUKANYAH .V.K

RIZWANA SULTANA

INTRODUCTI
ON
Modern technological advance growth of
scientific techniques
Operations Research (O.R.) recent addition
to scientific tools
O.R. new outlook to many conventional
management problems
Seeks the determination of best (optimum)
course of action of a decision problem under
the limiting factor of limited resources

WHAT IS
OR?
Operational

Research can be considered as


being the application of scientific method by
inter-disciplinary teams to problems
involving the control of organized
systems so as to provide solutions
which best serve the purposes of the
organization as a whole.

CHARACTERISTIC NATURE OF OR

Inter-disciplinary team approach


Systems approach
Helpful in improving the quality of solution
Scientific method
Goal oriented optimum solution
Use of models
Require willing executives
Reduces complexity

PHASES TO
OR
Judgment

phase

Determination of the problem


Establishment of the objectives and values
Determination of suitable measures of effectiveness

Research phase
Observation and data collection
Formulation of hypothesis and models
Observation and experimentation to test the hypothesis
Prediction of various results, generalization, consideration
of alternative method

Action phase

Implementation of the tested results of the model

METHODOLOGY
OF OR
Formulating the problem
Constructing the model
Deriving the solution
Analytical method
Numerical method
Simulation method
Testing the validity
Controlling the solution
Implementing the result

PROBLEMS IN OR
Allocation

Replacement
Sequencing
Routing
Inventory
Queuing
Competitive
Search

OR TECHINIQES
Linear programming
Waiting line or queuing theory
Inventory control / planning
Game theory
Decision theory
Network analysis
Program Evaluation and Review Technique
Critical Path Method (CPM) etc.
Simulation
Integrated production models

SIGNIFICANCE OF OR
Provides a tool for scientific analysis
Provides solution for various business problems
Enables proper deployment of resources
Helps in minimizing waiting and servicing costs
Enables the management to decide when to buy
and how much to buy?
Assists in choosing an optimum strategy
Renders great help in optimum resource allocation
Facilitates the process of decision making
Management can know the reactions of the
integrated
business systems.
Helps a lot in the preparation of future managers.

LIMITATIONS OF OR
The inherent limitations concerning mathematical
expressions
High costs are involved in the use of O.R. techniques
O.R. does not take into consideration the intangible
factors
O.R. is only a tool of analysis and not the complete
decision-making process
Other limitations
Bias
Inadequate objective functions
Internal resistance
Competence
Reliability of the prepared solution

INTRODUCTION TO LINEAR PROGRAMMING

es needed as inputs to operations are in limited supply.


understand the impact of this situation on meeting their objectives.
one way that operations managers can determine how best to alloca

Linear programming

help us develop computational solutions for a wide variety


ction (tool in your toolbox)
ams allows us to embed them in sophisticated algorithmic s
blems use the ideas from mathematical programming, linea

BASIC CONCEPT OF LP PROGRAM


Objective function
Constraints
Optimization
Solution of lpp.
Feasible solution
Optimal solution

LP PROBLEMS IN OM: PRODUCT MIX

hat results in maximum profits for the planning period


product or service for the planning period

ce demanded; Minimum amount of product or service policy will allo

is to be optimized i.e

maximized or minimized this may be expressed in linea

of the variable x1,x2xn which satisy the constraints is called the solution of Lpp.

of the variable x1,x2xn which satisy the constraints and also the non negative conditio

Recognizing LP Problems

Problems in OM
objective must be stated.
ative courses of action.
nt of the objective must be constrained by scarce resources
ch of the constraints must be expressed as linear mathema

Steps in Formulating LP Problems

ine the objective. (min or max)


ine the decision variables. (positive)
te the mathematical function for the objective.
te a 1- or 2-word description of each constraint.
te the right-hand side (RHS) of each constraint.
te <, =, or > for each constraint.
te the decision variables on LHS of each constraint.
te the coefficient for each decision variable in each constra

Linear Programming

roblem is said to be a linear program if it satisfied the fo


objective function.
sion variable appears in
ctive function or one of the
tions, it must appear only as a power term with an exponen
lied by a constant.

LP Problems in General

of each term in a constraint must be the same as the RHS


of each term in the objective function must be the same as
between constraints do not have to be the same
blem can have a mixture of constraint types

No term in the objective function or in any


of the constraints can contain products of
the decision variables.
The coefficients of the decision variables in
the objective function and each constraint
are constant.
The decision variables are permitted to
assume fractional as well as integer values

Examples of lpp

inequations. here we describe the application of linear equations and inequations i


15 and whose difference is at the most 7 such that the product is maximum.
2 positive numbers be x and y. this x and y are decision variables.

s to minimize the product x ,y


we have to maximize z

ollowing conditions on the variables as x and y.

r constraints .the mathemetical constraint of this equation is to maximize the objec

PROBLEMS

d labour and total endowment of skilled labouris1000. Similarly produ

SOLUTION
Max R =10x1 + 5x

Subject to:
Skilled labour constraint: 25x1 +10x2<=1000
Unskilled labour constraint: 20x1 +50x2 <=1500
Non-negativity constraints: x1 ,x2 >=0

Example: LP Formulation
Pounds of each alloy needed per frame
Aluminum Alloy Steel Alloy
Deluxe
2
3 deluxe
Professional

e the objective
mize total weekly profit
e the decision variables
= number of Deluxe frames produced weekly
= number of Professional frames produced
the mathematical objective function
ax Z = 10x1 + 15x2

we

Write a one- or two-word description of each constra


Aluminum available
Steel available
Write the right-hand side of each constraint
100
80
Write <, =, > for each constraint
< 100
< 80

e decision variables on the left-hand side of ea


100
80
oefficient for each decision in each constraint
x2 < 100
x2 < 80

LP in Final Form
Max Z = 10x1 + 15x2
Subject To
2x1 + 4x2 < 100 ( aluminum constraint)
3x1 + 2x2 < 80 ( steel constraint)
x1 , x2 > 0
(non-negativity constraints

Example:graphical method

Example:graphical method
20

Example:graphical method
y
20
15
(5,5)
0

Example:graphical method
y
20
15
(5,5)
0

Example:graphical method
20
15
(5,5)
0

Example:graphical method
20
15

Example:graphical method
20
15
(5,5)
0

Example:graphical method
y
20
15
(5,5)
0

THE SIMPLEX METHOD

So far we find an optimal point by searching


among feasible intersection points.
The search can be improved by starting with
an initial feasible point and moving to a
better solution until an optimal one is found.
The simplex method incorporates both
optimality and feasibility tests to find the
optimal solution(s) if one exists

An optimality test shows whether an


intersection point corresponds to a value of the
objective function better than the best value
found so far.
A feasibility test determines whether the
proposed intersection point is feasible.
The decision and slack variables are separated
into two nonoverlapping sets, which we call
the independent and dependent sets

THE SIMPLEX METHOD


Transform Linear Program into a system
of linear equations using slack variables:

THE SIMPLEX METHOD

THE SIMPLEX METHOD

rt from the vertex (x=0 , y=0)


ve to the next vertex that increases profit as much as possi

t (0,0), P = 0
Increasing x can increase P the most (x coefficient has larger magnitude than the
y coefficient)
Compute check ratios to find pivot row (smallest ratio)

ea: Start from a vertex (x=0, y=0)


Move to next vertex that increases profit as much as p

can increase P the most (x coefficient has larger magnitude than the
eck ratios to findpivot row (smallest ratio)
the element inboth pivot column and row

Pivoting means solve for that variable,


Then substitute into the other equations

x
RHS

s1

s2

Pivoting means solve for that variable,


Then substitute into the other equations
x

s1

s2

RHS

Pivoting means solve for that variable,


Then substitute into the other equations

s1 s2 P

RHS

THE
END

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