ACFrOgAnYzslMLPdNowoFJLw p9uEgTk bTUooevHtlircswCPMjrr1Kx5j-31G68vewWZJt3-1FYebDN1EBgHnn1AcaSdmkbdIhgWh95myI4dQj4er6XI6jVPG7M8k4E8u35FdSfMtP8Mp9A7Gp

Linear
Programming
Y = m.X + C … That’s all folks!!! 1
Preetam K Sur, Assistant Professor, Computer Science & Engineering Department, GCETTS February 4, 2020
History
▪ 1947 - George B. Dantzig first used it in his paper “Programming in Linear Structure”
▪ 1948 - Koopmans used the term “Linear Programming”
▪ 1949 - Dantzig published the Simplex method to solve Linear Programming Problems
Preetam K Sur, Assistant Professor, Computer Science & Engineering Department, GCETTS February 4, 2020 2
How to Formulate?
1. Study and analyse the given problem carefully.
2. Identify the decision variables of the problem.
3. Formulate the objective function in terms of the decision variables.
4. Formulate the constraints of the problem in terms of the decision variables.
5. Add the non-negativity constraints.
▪ If you found all the above formulas of the problem are linear equation / inequality, then
the problem is a Linear Programming Problem.
Example : Product Mix
Problem
▪ A manufacturer makes two products A and B.
▪ Two resources R1 and R2 is required to make these products.
▪ 1 unit of A is made from 1 unit of R1 and 3 units of R2.
▪ 1 unit of B is made from 1 unit of R1 and 2 units of R2.
▪ Only 5 units of R1 and 12 units of R2 available.
▪ Profit of ₹6 is earned for one unit of product A.
▪ Profit of ₹5 is earned for one unit of product B.
▪ Manufacturer wants to produce A and B such that the profit is maximized.
1. Analyzing Problem
How
Whenmany
can A weand
sellB Availability of the
How
Whatcan
is stopping
we earn ByAsselling
many as
Maximizing the
the
the
should
Whatproducts
Whodowewe
aremake
A and
want?
we? to resources
After R1 and
we make
Manufacturers!! it.
profit?
us? Possible
products A and B
profit…
maximize
B? profit? R2
2. Identify Decision Variables
▪ What we need to decide?
▪ How many units of A and B needs to be manufactured.
▪ Let, X = units of A to be manufactured

▪ Let, Y = units of B to manufactured
▪ X and Y are the Decision Variables here
Decision Variables represents the decision

or output of the problem.
3. Formulate Objective
Function
▪ What is our objective?
▪ Maximize the profit
▪ How profit is defined?

▪ ₹6 for one unit of product A.
▪ ₹5 for one unit of product B.
▪ Therefore, overall profit, Z = 6.X + 5.Y
▪ Maximize Z = 6.X + 5.Y -- is our Objective Function
Represents the objective of making

the decisions
4. Formulate the Constraints
▪ What is stopping us from making A and B as many as possible?
▪ Availability of resources R1 and R2.
▪ How much R1 is available?

▪ 5 units
• Link up the resource requirement
▪ How much R1 is required to build one unit of A? with resource availability
▪ 1 unit
▪ Therefore, how much R1 is required to build X units of A?
• Usually restricts the values that the
▪ X units
decision variable can take
▪ How much R1 is required to build one unit of B?
▪ 1 unit
▪ Therefore, how much R1 is required to build Y units of B?
▪ Y units
▪ Therefore, as per the availability of resource R1, X+Y≤5 -- Constraint Function
4. Formulate the Constraints
▪ How much R2 is available?
▪ 12 units
▪ How much R2 is required to build one unit of A?

▪ 3 units
▪ Therefore, how much R2 is required to build X units of A?
▪ 3.X units
▪ How much R2 is required to build one unit of B?

▪ 2 units
▪ Therefore, how much R2 is required to build Y units of B?
▪ 2.Y units
▪ Therefore, as per the availability of resource R2, 3.X + 2.Y ≤ 12 (Constraint Function)
5. Add Non-negativity
Constraints
▪ Can you produce negative number of units of A?
▪ No
▪ Therefore, X ≥ 0
▪ Can you produce negative number of units of B?

▪ No
▪ Therefore, Y ≥ 0
Final LP Formulation
▪ Maximize Z = 6.X + 5.Y
subject to, X + Y ≤ 5
3.X + 2.Y ≤ 12
X, Y ≥ 0
Example : Chemistry of
Garden
▪ A person requires 10, 12, and 12 units of chemical A, B, C for his garden.
▪ A liquid product contains 5, 2 and 1 units of A, B, C respectively per jar.
▪ A dry product contains 1, 2 and 4 units of A, B, C respectively per carton.
▪ The liquid Product is sold for ₹3 per jar
▪ The dry product is sold for ₹2 per carton
▪ How many of Jars and Cartons should be purchased in order to minimize the cost and
meet requirements?
Solution
▪ Decision Variable
▪ Let X1 be the number of Jars to be purchased
▪ Let X2 be the number of Carton to be purchased
▪ Objective Function
▪ Min Z = 3.X1 + 2.X2
▪ Constraints
▪ 5.X1 + X2 ≥ 10 [ Requirement constraint for chemical A ]
▪ 2.X1 + 2.X2 ≥ 12 [ Requirement constraint for chemical B ]
▪ X1 + 4.X2 ≥ 12 [ Requirement constraint for chemical C ]
▪ X 1, X 2 ≥ 0 [ Non-Negativity Constraints]
Example : Reddy Mikks
Company
▪ Reddy Mikks produces both interior and exterior paints from two raw materials M1 and M2.
Tons of raw material per ton of Maximum availability

Exterior Paint Interior Paint (in tons/day)
Raw Material, M1 6 4 24
Raw Material, M2 1 2 6
Profit per ton($1000) 5 4
▪ Market survey indicates that daily demand for interior paint cannot exceed that of exterior paint by
more than 1 ton.
▪ Maximum daily demand for interior paint is 2 tons.
▪ Determine best product mix of interior and exterior paint that maximizes total daily profit.
Solution
▪ Decision Variable
▪ Let X1 be the number of Exterior paints
▪ Let X2 be the number of Interior paints
▪ max Z = 5.X1 + 4.X2
▪ Constraints
▪ 6.X1 + 4.X2 ≤ 24 [ Availability constraint for raw material M1 ]
▪ X1 + 2.X2 ≤ 6 [ Availability constraint for raw material M2 ]
▪ X2 – X 1 ≤ 1 [ Demand constraint for Interior & Exterior Paint ]
▪ X2 ≤ 2 [ Demand constraint for Interior paint ]
▪ X 1, X 2 ≥ 0 [ Non-Negativity Constraints]
Example : Farming
Vegetables
▪ A farmer has 100 acres farm.
▪ He can sell tomatoes, lettuce or radish for ₹1/kg, ₹0.75/head and ₹2/kg respectively.
▪ Average yield per acre is 2000 Kgs, 3000 heads and 1000 Kgs for tomatoes, lettuce
or radish respectively
▪ Fertilizer are available at ₹0.50/Kg
▪ Amount of fertilizer required per acre 100 Kgs/acre for both tomatoes and lettuce and
50 Kgs/acre for radish.
▪ Labour required for farming is 5 man-days/acre for tomatoes and radish, and 6
man-days/acre for lettuce
▪ A total of 400 man-days are available at ₹20 / man-day
▪ Determine farming area for each vegetables to maximize farmer’s profit.
Solution
▪ Decision variables
▪ Let X1 be the acres for farming tomatoes.
▪ Let X2 be the acres for farming lettuce.
▪ Let X3 be the acres for farming radish.
▪ Profit = Income – Expenditure
= (1 x 2000).X1 + (0.75 x 3000).X2 + (2 x 1000).X3
- ((0.50 x 100).X1 + (0.50 x 100).X2 + (0.50 x 50).X3) [for fertilizer]
- ((20 x 5).X1 + (20 x 6).X2 + (20 x 5).X3) [for labour]
=1850.X1 + 2080.X2 + 1875.X3
▪ Max Z = 1850.X1 + 2080.X2 + 1875.X3
Solution
▪ Constraints
▪ X1 + X2 + X3 ≤ 100 [Land Availability Constraint]
▪ 5.X1 + 6.X2 + 5.X3 ≤ 400 [Man-power Availability Constraint]
▪ X 1, X 2, X 3 ≥ 0 [Non-Negativity Constraint]
Properties of LP Model
▪ Proportionality
▪ Contribution of all decision variables has to be directly proportional to the value of the
variables in both the objective functions and constraints.
▪ Additivity
▪ Total contribution of all the variables in both the objective function and constraints has to be
the sum of individual contributions of all the decision variables
▪ Certainty
▪ All the coefficients of the objective function and constraints of LP model are deterministic.
General Formulation of LPP
▪
Matrix Form of LPP
▪
Summary
▪ To formulate linear programming problem, we first need to determine the decision
variables.
▪ Then we need to represent the objective function in terms of those decision variables.
▪ After that, we need to represent the constraints using those decision variables.
▪ And, finally have to add those non-negativity constraints.
▪ LP models holds the property of Proportionality, Additivity and certainty.
▪ LP models can be represented in matrix format.
Thank You!

ACFrOgAnYzslMLPdNowoFJLw p9uEgTk bTUooevHtlircswCPMjrr1Kx5j-31G68vewWZJt3-1FYebDN1EBgHnn1AcaSdmkbdIhgWh95myI4dQj4er6XI6jVPG7M8k4E8u35FdSfMtP8Mp9A7Gp

Încărcat de

Informații document

Titlu original

Drepturi de autor

Formate disponibile

Partajați acest document

Partajați sau inserați document

Opțiuni de partajare

Vi se pare util acest document?

Este necorespunzător acest conținut?

Drepturi de autor:

Formate disponibile

ACFrOgAnYzslMLPdNowoFJLw p9uEgTk bTUooevHtlircswCPMjrr1Kx5j-31G68vewWZJt3-1FYebDN1EBgHnn1AcaSdmkbdIhgWh95myI4dQj4er6XI6jVPG7M8k4E8u35FdSfMtP8Mp9A7Gp

Încărcat de

Drepturi de autor:

Formate disponibile

Linear

▪ Let, X = units of A to be manufactured

Decision Variables represents the decision

▪ How profit is defined?

▪ Maximize Z = 6.X + 5.Y -- is our Objective Function

Represents the objective of making

▪ How much R1 is available?

▪ Therefore, as per the availability of resource R1, X+Y≤5 -- Constraint Function

▪ How much R2 is required to build one unit of A?

▪ How much R2 is required to build one unit of B?

▪ Can you produce negative number of units of B?

Tons of raw material per ton of Maximum availability

S-ar putea să vă placă și