Additional examples

LP

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Let: X1, X2, X3, ………, Xn = decision variables
Z = Objective function or linear function

Requirement: Maximization of the linear function Z.

Z = c1X1 + c2X2 + c3X3 + ………+ cnXn …..Eq (1)
subject to the following constraints:

…..Eq (2)
Formulating LP Problems
Hours Required
to Produce 1 Unit

X-pods BlueBerrys Available Hours

Department (X1) (X2) This Week
Electronic 4 3 240
Assembly 2 1 100
Profit per unit $7 $5
Table B.1
Decision Variables:
X1 = number of X-pods to be produced
X2 = number of BlueBerrys to be produced
Formulating LP Problems
Objective Function:
Maximize Profit = $7X1 + $5X2

There are three types of constraints

 Upper limits where the amount used is ≤ the
amount of a resource
 Lower limits where the amount used is ≥ the
amount of the resource
 Equalities where the amount used is = the
amount of the resource
Formulating LP Problems
First Constraint:
Electronic Electronic
time used is ≤ time available
4X1 + 3X2 ≤ 240 (hours of electronic time)

Second Constraint:
Assembly Assembly
time used is ≤ time available
2X1 + 1X2 ≤ 100 (hours of assembly time)
Graphical Solution
 Can be used when there are two
decision variables
1. Plot the constraint equations at their
limits by converting each equation to an
equality
2. Identify the feasible solution space
3. Create an iso-profit line based on the
objective function
4. Move this line outwards until the optimal
point is identified
 Graphical Solution
X2

100 –
–
80 – Assembly (constraint B)
–
Number of BlueBerrys

60 –
–
40 –
– Electronics (constraint A)
20 – Feasible
region
–
|– | | | | | | | | | | X1
Figure B.3 0 20 40 60 80 100
Number of X-pods
 Graphical Solution
Iso-Profit
X
Line Solution Method
2

Choose a possible
100 – value for the objective function
–
80 – Assembly (constraint B)
– $210 = 7X1 + 5X2
Number of Watch TVs

60 –
Solve for the axis– intercepts of the function and plot the line
40 –
– Electronics (constraint A)
20 – X2 = 42
Feasible X1 = 30
region
–
|– | | | | | | | | | | X1
Figure B.3 0 20 40 60 80 100
Number of X-pods
 Graphical Solution
X2

100 –
–
80 –
–
Number of BlueBerrys

60 – $210 = $7X1 + $5X2

–
(0, 42)
40 –
–
20 – (30, 0)
–
|– | | | | | | | | | | X1
Figure B.4 0 20 40 60 80 100
Number of X-pods
 Graphical Solution
X2

100 –
– $350 = $7X1 + $5X2
80 –
$280 = $7X1 + $5X2
–
Number of BlueBeryys

60 – $210 = $7X1 + $5X2

–
40 –
–
$420 = $7X1 + $5X2
20 –
–
|– | | | | | | | | | | X1
Figure B.5 0 20 40 60 80 100
Number of X-pods
 Graphical Solution
X2

100 –
– Maximum profit line
80 –
–
Number of BlueBerrys

60 – Optimal solution point

– (X1 = 30, X2 = 40)
40 –
–
$410 = $7X1 + $5X2
20 –
–
|– | | | | | | | | | | X1
Figure B.6 0 20 40 60 80 100
Number of X-pods
 Corner-Point Method
X2

100 –
2 –
80 –
–
Number of BlueBerrys

60 –
–
3
40 –
–
20 –
–
|– | | | | | | | | | | X1
Figure B.7 1
0 20 40 60 80 100
4
Number of X-pods
Corner-Point Method
 The optimal value will always be at a corner
point
 Find the objective function value at each
corner point and choose the one with the
highest profit

Point 1 : (X1 = 0, X2 = 0) Profit $7(0) + $5(0) = $0

Point 2 : (X1 = 0, X2 = 80) Profit $7(0) + $5(80) = $400
Point 4 : (X1 = 50, X2 = 0) Profit $7(50) + $5(0) = $350
Corner-Point Method
 The optimal value will always be at a corner
Solve for the intersection of two constraints
point
 Find the4X1 + 3X2 ≤ 240
objective (electronics
function valuetime)
at each
1X2 ≤choose
2X1 + and
corner point 100 (assembly
the onetime)
with the
highest profit
4X1 + 3X2 = 240 4X1 + 3(40) = 240
- 4X1 - 2X2 = -200 4X1 + 120 = 240
Point 1 : (X1 = 0, X2 = 0) Profit $7(0) + $5(0) = $0
+ 1X2 = 40 X1 = 30
Point 2 : (X1 = 0, X2 = 80) Profit $7(0) + $5(80) = $400
Point 4 : (X1 = 50, X2 = 0) Profit $7(50) + $5(0) = $350
Corner-Point Method
 The optimal value will always be at a corner
point
 Find the objective function value at each
corner point and choose the one with the
highest profit

Point 1 : (X1 = 0, X2 = 0) Profit $7(0) + $5(0) = $0

Point 2 : (X1 = 0, X2 = 80) Profit $7(0) + $5(80) = $400
Point 4 : (X1 = 50, X2 = 0) Profit $7(50) + $5(0) = $350
Point 3 : (X1 = 30, X2 = 40) Profit $7(30) + $5(40) = $410
The Galaxy Industries Production Problem –
A Prototype Example

• Galaxy manufactures two toy doll models:

– Space Ray.
– Zapper.
• Resources are limited to
– 1000 pounds of special plastic.
– 40 hours of production time per week.

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The Galaxy Industries Production Problem –
A Prototype Example
• Marketing requirement
– Total production cannot exceed 700 dozens.
– Number of dozens of Space Rays cannot exceed
number of dozens of Zappers by more than 350.
• Technological input
– Space Rays requires 2 pounds of plastic and
3 minutes of labor per dozen.
– Zappers requires 1 pound of plastic and
4 minutes of labor per dozen. 17
The Galaxy Industries Production Problem –
A Prototype Example
• The current production plan calls for:
– Producing as much as possible of the more profitable product,
Space Ray ($8 profit per dozen).
– Use resources left over to produce Zappers ($5 profit
per dozen), while remaining within the marketing guidelines.
• The current production plan consists of:
Space Rays = 450 dozen 8(450) + 5(100)
Zapper = 100 dozen
Profit = $4100 per week
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Management is seeking a
production schedule that will
increase the company’s profit.

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A linear programming model
can provide an insight and an
intelligent solution to this problem.

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 The Galaxy Linear Programming Model

• Decisions variables:
– X1 = Weekly production level of Space Rays (in dozens)
– X2 = Weekly production level of Zappers (in dozens).

• Objective Function:
– Weekly profit, to be maximized

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The Galaxy Linear Programming Model

Max 8X1 + 5X2 (Weekly profit)

subject to
2X1 + 1X2  1000 (Plastic)
3X1 + 4X2  2400 (Production Time)
X1 + X2  700 (Total production)
X1 - X2  350 (Mix)
Xj> = 0, j = 1,2 (Nonnegativity)
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Using a graphical presentation
we can represent all the constraints,
the objective function, and the three
types of feasible points.

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Graphical Analysis – the Feasible Region
X2

The non-negativity constraints

X1

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 Graphical Analysis – the Feasible Region
X2

1000 The Plastic constraint

2X1+X2  1000
700 Total production constraint:
X1+X2  700 (redundant)
500

Infeasible
Production Feasible
Time
3X1+4X2  2400 X1
500 700

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 Graphical Analysis – the Feasible Region
X2
1000 The Plastic constraint
2X1+X2 1000
700 Total production constraint:
X1+X2 700 (redundant)
500
Infeasible
Production mix
constraint:
Production Feasible X1-X2  350
Time
3X1+4X22400
X1
500 700
Interior points. Boundary points. Extreme points.
• There are three types of feasible points 26
Solving Graphically for an
Optimal Solution

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 The search for an optimal solution
X2 Start at some arbitrary profit, say profit = $2,000...
1000 Then increase the profit, if possible...
...and continue until it becomes infeasible

700 Profit =$4360

500

X1
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500
 Summary of the optimal solution
Space Rays = 320 dozen
Zappers = 360 dozen
Profit = $4360
– This solution utilizes all the plastic and all the production hours.

– Total production is only 680 (not 700).

– Space Rays production exceeds Zappers production by only 40

dozens.

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Extreme points and optimal solutions

– If a linear programming problem has an optimal

solution, an extreme point is optimal.

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 Multiple optimal solutions
• For multiple optimal solutions to exist, the objective
function must be parallel to one of the constraints

•Any weighted average of

optimal solutions is also an
optimal solution.

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 Minimization Problem

CHEMICAL CONTRIBUTION
Brand Nitrogen (lb/bag) Phosphate (lb/bag)
Gro-plus 2 4
Crop-fast 4 3

Minimize Z = $6x1 + $3x2

subject to
2x1 + 4x2  16 lb of nitrogen
4x1 + 3x2  24 lb of phosphate
x 1, x 2  0
Copyright 2006 John Wiley & Sons, Inc. Supplement 13-32
 Graphical Solution
x2

14 –
x1 = 0 bags of Gro-plus
12 – x2 = 8 bags of Crop-fast
Z = $24
10 –

8–A Z = 6x1 + 3x2

6–

4–
B
2–
C
0– | | | | | | |
2 4 6 8 10 12 14 x1
Copyright 2006 John Wiley & Sons, Inc. Supplement 13-33
Dual problem (2 vars primal)

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