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OPTIMIZATION (LINEAR

PROGRAMMING) USING
MATLAB
By
Syahrul Fithry Senin
DEFINITION OF OPTIMIZATION
The process of searching the BEST PERFORMANCE of a requirement
subjected to several constraints

Can be either to MAXIMIZED or to MINIMIZED a requirement

Example of optimization : To find the least dimension of width and


breadth of fences area so that the width must be at least twice of its
breadth
TYPES OF OPTIMIZATION PROBLEM

LINEAR PROGRAMMING

NONLINEAR PROGRAMMING
HOW TO SOLVE OPTIMIZATION PROBLEM

Graphical Method
Simplex Method
Quadratic Programming
Genetic Algorithmn
Simulated Annealing
Ant Collonization
Standard Mathematical Expression for Linear
Programming Problem
Minimize f
Subjected to
1 1 , 2 0
2 1 , 2 0

1 , 2 0

where f = the objective function


1 =
1 =
TASK
Tasek Cement Sdn. Bhd. manufactured two cement products: Cement Chap
Bunga and Cement Chap Buaya. The assembly process for each product is
similar on that both requires separation and packaging phase. Each Cement
Chap Bunga takes 3 hours of separation and 2 hours of packaging phase.
Each Cement Chap Buaya must go through 2 hours of separation and 1 hour
of packaging. During the next production period, 240 hours of separation
phase time are available and up to 140 hours of packaging time may be used.
Each Cement Chap Bunga sold yields a profit of RM25, and RM 15 profit for
each unit sold for Cement Chap Buaya.

Formulate and solve the given problem to find the best combination of
Cement Chap Bunga and Cement Chap Buaya that yields the highest profit.
Use MATLAB and Microsoft Excel solver as the tool to help you.
STEPS ON SOLVING
Determine what is the decision
variables (and its units)?

Check whether the problemis to


MAXIMIZE or to MINIMIZE ?

Construct the objective function

Set up the constraint equations

Convert it to STANDARD NO Does the problem is in STANDARD


FORM FORM ?
YES
Solve the problem using linprog
command
Determine the decision variables
Formulate and solve the given problem to find the best combination
of Cement Chap Bunga and Cement Chap Buaya that yields the
highest profit. Use MATLAB and Microsoft Excel solver as the tool to
help you.

Determine the objective function


The decision variable
X = the number C.C. Bunga unit to be produced
Y = the number of C.C.Buaya to be produced

The objective , f, is to maximize profit


MAXIMIZE f = 25 X + 15 Y
Setting up the constraint equations
The assembly process for each product is similar on that both requires
separation and packaging phase. Each Cement Chap Bunga takes 3
hours of separation and 2 hours of packaging phase. Each Cement Chap
Buaya must go through 2 hours of separation and 1 hour of packaging.
During the next production period, 240 hours of separation phase time
are available and up to 140 hours of packaging time may be used
The complete mathematical expression of the
optimization problem is

Maximize f = 25 X + 15 Y

Subjected to

3 + 2 240
2 + 140
0
0
Is it in STANDARD FORM?
Maximize f = 25 X + 15 Y Minimize f

Subjected to Subjected to

3 + 2 240 1 1 , 2 0
2 + 140 2 1 , 2 0
0
0 1 , 2 0
THE NEW FORMULATION
Min G = -25X 15Y
S.t
3 + 2 240
2 + 140
0
0