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    IES 210804:LINEAR PROGRAMMING

    Modeling and Graphical solution

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    Mathematics in Operation

    Mathematical Solution Method (Algorithm)

    Real Practical Problem

    Mathematical (Optimization) Problemx2

    Computer Algorithm

    Human Decision-Maker

    Decision Support Software System

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    General Optimization Model

    Problem(1):

    Min f(x)

    s.t. g(x)0 --------(1)

    x 0

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    Example: The Burroughs garment company manufactures men's

    shirts and womens blouses for Walmark Discount stores.

    Walmark will accept all the production supplied by Burroughs.

    The production process includes cutting, sewing and packaging.Burroughs employs 25 workers in the cutting department, 35 in

    the sewing department and 5 in the packaging department. The

    factory works one 8-hour shift, 5 days a week. The following

    table gives the time requirements and the profits per unit for the

    two garments:

    Garment Cutting Sewing Packaging Unitprofit($)

    Shirts 20 70 12 8.00

    Blouses 60 60 4 12.00

    Determine the optimal weekly production schedule for

    Burroughs!

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    Solution: Define decision variables

    x1: shirts produce per week andx2 : blouses produce per week.

    8x1 + 12x2Time spent on cutting =

    Profit got =

    Time spent on sewing = 70x1

    + 60x2

    mts

    Time spent on packaging =12x1 + 4x2 mts

    20x1 + 60x2mts

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    The objective is to findx1,x2 so as to

    Max z = 8x1 + 12x2

    st:

    20x1 + 60x2 25 40 60

    70x1 + 60x2 35 40 60

    12x1 + 4x2 5 40 60

    x1,x2 0, integers

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    This is a typical optimization problem.

    Any values ofx1, x2 that satisfy all

    the constraints of the model is called

    a feasible solution. We areinterested in finding the optimum

    feasible solution that gives the

    maximum profit while satisfying allthe constraints.

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    Wild West produces two types of cowboy hats.

    Type I hat requires twice as much labor as a

    Type II. If all the available labor time is

    dedicated to Type II alone, the company can

    produce a total of 400 Type II hats a day. Therespective market limits for the two types of

    hats are 150 and 200 hats per day. The profit is

    $8 per Type I hat and $5 per Type II hat.

    Formulate the problem as an LPP so as to

    maximize the profit.

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    Solution: Decision Variablesx1 produces Type

    I hats andx2 Type II hats per day.

    8x1 + 5x2

    Labour Time spent is (2x1 + x2) c minutes

    Per day Profit got =

    Assume the time spent in producing onetype II hat is c minutes.

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    The objective is to findx1,x2 so as to

    Max z = 8x1 + 5x2

    st:

    (2x1 +x2 ) c 400 c

    x1 150

    x2 200

    x1,x2 0, integers

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    Trim Loss problem: A company has to

    manufacture the circular tops of cans. Two

    sizes, one of diameter 10 cm and the other

    of diameter 20 cm are required. They are to

    be cut from metal sheets of dimensions 20

    cm by 50 cm. The requirement of smaller

    size is 20,000 and of larger size is 15,000.

    The problem is : how to cut the tops from

    the metal sheets so that the number of

    sheets used is a minimum. Formulate the

    problem as a LPP.

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    A sheet can be cut into one of the following

    three patterns:

    Pattern I

    Pattern II

    Pattern III

    10

    20

    20

    10

    10

    10

    20

    10

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    Pattern I: cut into 10 pieces of size 10 by 10

    so as to make 10 tops of size 1

    Pattern II: cut into 2 pieces of size 20 by 20

    and 2 pieces of size 10 by 10 so as to make

    2 tops of size 2and 2 tops of size 1

    Pattern III: cut into 1 piece of size 20 by 20

    and 6 pieces of size 10 by 10 so as to make1 top of size 2 and 6 tops of size 1

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    Define:x1 sheets are cut according to pattern

    I,x2

    according to pattern II,x3

    according to

    pattern III

    The problem is to

    Minimizez =x1 +x2 +x3

    Subject to 10x1 + 2x2 + 6x3 20,000

    2x2 + x3 15,000

    x1,x2,x3 0, integers

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    A Post Office requires different number of

    full-time employees on different days of the

    week. The number of employees required oneach day is given in the table below. Union

    rules say that each full-time employee must

    receive two days off after working for fiveconsecutive days. The Post Office wants to

    meet its requirements using only full-time

    employees. Formulate the above problem asa LPP so as to minimize the number of full-

    time employees hired.

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    Requirements of full-time employees

    day-wise

    Day No. of full-timeemployees required

    1 - Monday 10

    2 - Tuesday 6

    3 - Wednesday 8

    4 - Thursday 125 - Friday 7

    6 - Saturday 9

    7 - Sunday 4

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    Solution: Letxibe the number of full-time

    employees employed at the beginning of day

    i (i = 1, 2, , 7). Thus our problem is to findxi so as to

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    Minimize 1 2 3 4 5 6 7z x x x x x x x

    Subject to1 4 5 6 7

    10 (Mon)x x x x x

    1 2 5 6 76 (Tue)x x x x x

    1 2 3 6 78 (Wed)x x x x x

    1 2 3 4 712 (Thu)x x x x x

    1 2 3 4 57 (Fri)x x x x x

    2 3 4 5 69 (Sat)x x x x x

    3 4 5 6 7 4 (Sun)x x x x x

    xi 0.

    integers

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    A company with three plants produces twoproducts. First plant that operates for 4 hours

    produces only product 1. Second plantoperates for 12 hours but produces onlyproduct 2. The last plant operates for 18 hoursand produces both products. It takes one hour

    to produce product 1 at plant 1 and 3 hours atplant 3 while product 2 needs 2 hour to beproduced at available facilities. If the selling

    price for product 1 and 2 is $3,000 and$5,000, respectively. Find how many product 1and product 2 should be made to maximize theprofit? How much the profit?

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    Complete LP Model

    Max z =

    s.t21

    53 xx

    0,0

    1823

    122

    4

    21

    21

    2

    1

    xx

    xx

    x

    x

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    Solution: Graphical Method

    Corner point feasible solution (C.P.F.) solution:

    (0,0),(0,6),(2,6),(4,3),(4,0)

    .

    3 2

    ,

    1 2

    1

    2

    1 2

    1 2

    Max z 3x 5x

    s.t x 4

    2x 12

    x x 18

    x x 0

    feasibleregionconstraint

    boundary

    (0,6)

    (0,9) (2,6)

    (4,0)

    (4,3)

    (6,0)

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    Definitions

    For any L.P problem with n decisionvariables to C.P.F. solution are adjacentto each other if they share n-1 constraint

    boundaries. The two adjacent C.P.F. solutions are

    connected by a line segment that lies on

    these same shared constraintboundaries.

    Such a line segment is referred to as

    edgeof the feasible region

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    Example (Continued)

    CPF

    solution

    Adjacent CPF

    solutions

    (0,0)

    (0,6)

    (2,6)

    (4,3)(4,0)

    (0,6) and (4,0)

    (2,6) and (0,0)

    (4,3) and (0,6)

    (4,0) and (2,6)(0,0) and (4,3)

    feasible

    regionconstraint

    boundary

    (0,6)

    (0,9) (2,6)

    (4,0)

    (4,3)

    (6,0)

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    Example (Continued)

    CPF

    solution

    Adjacent CPF

    solutions

    (0,0)

    (0,6)

    (2,6)

    (4,3)(4,0)

    (0,6) and (4,0)

    (2,6) and (0,0)

    (4,3) and (0,6)

    (4,0) and (2,6)(0,0) and (4,3)Z=0 Z=12

    Z=27

    Z=36Z=30

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    Optimality Test

    Optimality testConsider any L.P problemthat possesses at least one optimalsolution. If a C.P.F. solution has no

    adjacent C.P.F. solution that are better,then it must be an optimal solution.

    ( 2, 6 ) is the optimal solution of the

    Example and the optimal value z=36.

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    The Answers

    Produce 2 of product 1 and 6 of product 2

    The maximum profit is $36,000

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    Some Definitions

    Optimal solution: An optimal solution isa feasible solution that has the most valueof the objective function. ( the largest

    value or smallest value )

    At least one optimal solution .

    Multiple optimal solution .

    No optimal solution

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    At Least One Optimal Solution

    Max z =

    s.t.

    optimal solution is ( ) = (0,6),optimal value is z = 30

    21 53 xx

    0,0

    1823122

    4

    21

    21

    2

    1

    xx

    xx

    x

    x

    21, xx

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    Multiple Optimal Solution

    Max z =

    s.t.

    optimal solution is ( ) =(2,6),(4,3),..

    optimal value is z = 36

    21 46 xx

    0,0

    1823122

    4

    21

    21

    2

    1

    xx

    xx

    x

    x

    21, xx

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    No Optimal Solution(1)

    Infeasible: no feasible solutionMax z =

    s.t.

    infeasible No optimal solution!

    21 53 xx

    0,0

    1823

    122

    7

    21

    21

    2

    1

    xx

    xx

    x

    x

    2x

    1x

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    No Optimal Solution(2)

    Unbounded: the constraints do not

    prevent improving the value of the

    objective function indefinitely in the

    favorable direction ( positively or

    negatively ),

    i.e. + , or -

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    No Optimal Solution(2)

    Max z =

    s.t.

    ( ) = (4, ), z =

    2153 xx

    0,0

    4

    21

    1

    xx

    x

    21, xx

    2x

    1x

    41 x

    2153z xx

    )0,4(