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Operations Research - Lecture Five - Linear Programming

This lecture focuses on linear programming models. Key points covered include: - Defining linear programming and its three components: decision variables, constraints, and objective function - Providing examples to demonstrate how to formulate linear programming models to maximize profit or minimize costs - Explaining the general structure of a linear programming problem involving maximizing/minimizing an objective function subject to constraints on decision variables

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Ian Ng'Ang'A
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20 views7 pages

Operations Research - Lecture Five - Linear Programming

This lecture focuses on linear programming models. Key points covered include: - Defining linear programming and its three components: decision variables, constraints, and objective function - Providing examples to demonstrate how to formulate linear programming models to maximize profit or minimize costs - Explaining the general structure of a linear programming problem involving maximizing/minimizing an objective function subject to constraints on decision variables

Uploaded by

Ian Ng'Ang'A
Copyright
© © All Rights Reserved
Available Formats
Download as PDF, TXT or read online on Scribd
Download as pdf or txt
Download as pdf or txt
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OPERATIONS RESEARCH

LECTURE FIVE
Linear programming (1)
Lecturer: Dr. Emily Roche
INTRODUCTION
This lecture will focus on definition of terms and formulation of linear programming
models
Intended learning outcomes
At the end of this lecture, you will be able to
i. Explain the properties of Linear Programming Model
ii. Formulate linear programming models

References
These lecture notes should be supplemented with relevant topics from the books listed
in the Bibliography at the end of the lecture

Definition of Operations Research


Operations Research is a scientific methodology which is applied to the study of
observations of large and/or complex organizations or activities to assess the overall
implications of various alternative courses of action to provide an improved basis for
management decisions.
An operations research worker is required to:
• Minimize the input for a specific output and/or
• Maximize the output value for a scientific input and/or
• Maximize some function of these values for instance, the profit function, return on
investment function etc.
The structure of mathematical models
Model: -
A model in the sense used in operations research is defined as an idealized
representation of a real-life system. A mathematical model includes mainly three basic
sets of elements namely:
1. Decision variables and parameters – a variable is a quantity which takes different
values at different times. Decision variables are therefore the unknowns that are to
be determined.
2. Constraints or restrictions – these are the conditions that limit the decision
variables to their feasible (or permissible) values.
Illustration:
Let 𝑥1 and 𝑥2 be the number of units to be produced of two products (decision
variables) and let 𝑎1 and 𝑎2 be their respective per unit requirements of raw
material (parameters). If the total available of the raw material is 𝐴, then the
corresponding constraint function is given by
𝑎1 𝑥1 + 𝑎2 𝑥2 ≤ 𝐴
Another common constraint is the non-negativity constraint which requires that all
decision variables be either zero or positive. In the above illustration, they would
be 𝑥1 ≥ 0; 𝑥2 ≥ 0
3. Objective function – this defines the measure of effectiveness of the system as a
mathematical function of its decision variables. It acts as an indicator for the
achievement of the optimum solution.

The general Linear programming problem


The general linear programming problem calls for optimizing (maximizing or
minimizing) the linear function of variables called the objective function, subject to
a set of linear equalities and/or inequalities called constraints or restrictions.
Example
Consider the situation of deciding on the number of units to be manufactured of
two different products. Let the profits per unit of product 1 and product 2 be 2 an
5 respectively.
Each unit of product 1 requires 3 machine hours and 9 units of raw material while
each unit of product 2 requires 4 machine hours and 7 units of raw material. The
maximum available machine hours and raw material units are 200 and
300 respectively. A minimum of 20 units is required for product 1.
This problem can be formulated mathematically as follows:
Let 𝑥1 and 𝑥2 be the decision variables corresponding to product 1 and product
2 respectively. The information can be thus summarized as:

Product 1 Product 2
Number of units produced (variables) 𝑥1 𝑥2
Profit 2𝑥1 5𝑥2
Number of machine hours 3𝑥1 4𝑥2
Units of raw material 9𝑥1 7𝑥2
Minimum requirement 20 0

The objective of this problem is to maximize the total profit 2𝑥1 + 5𝑥2 for the two
products.
This maximization is subject to the machine hours constraints, the raw material
constraint, and the minimum requirement constraint.
The machine hours constraint specifies that the total number of machine hours
used by the two products should not exceed maximum number of hours available
i.e.
3𝑥1 + 4𝑥2 ≤ 200
Similarly for the raw material constraint,
9𝑥1 + 7𝑥2 ≤ 300
And for the minimum requirements constraints
𝑥1 ≥ 20; 𝑥2 ≥ 0
The problem is usually put in the format:
Maximize 𝑥0 = 2𝑥1 + 5𝑥2
3𝑥1 + 4𝑥2 ≤ 200
Subject to: 9𝑥1 + 7𝑥2 ≤ 300
𝑥1 ≥ 20; 𝑥2 ≥ 0
where 𝑥0 is the objective function.
The above example illustrates three main properties of the general linear
programming problem:
1. The objective function and the constraints are linear expressions of the decision
variables.
2. Each constraint may be one of the three types:
• Less than or equal to (≤)
• Greater than or equal to (≥)
• Equal to (=)
The last type is not illustrated in the above example. However, if a market
restriction requires that the ratio of product 1 to product 2 be equal to 6, then an
𝑥1
additional constraint = 6 or 𝑥1 − 6𝑥2 = 0 should be added to the above
𝑥2

problem.
3. All the variables of the linear programming problem are non-negative.

Formulation of linear optimization models


The objective is to familiarize ourselves with some of the areas where the above technique
may be applicable. We shall use examples to stress mainly the formulation aspect of the
problem rather than its solution aspect. Later we shall present the general method for
solving any liner programming problem.
Example 1
A textile factory in a certain town produces three different grades of cloth all of which are
wool/silk mixture. The number of units of wool and silk needed to make one unit of each
type of cloth together with profit to be made from each unit is given below:

Wool Silk Profit


Type 1 3 2 4
Type 2 1 1 1
Type 3 4 3 5

The maximum amount of raw wool or silk that may be used each week by the factory is
determined by the current limits being:
Wool 8,000 units
Silk 3,000 units

The factory manager is required to maximize his profits and wishes to know how to
achieve this.

Solution
Let 𝑥𝑖 , 𝑖 = 1,2,3 be the number of units of type 1,2,3 woven.
Objective is to maximize profit, thus;
Maximize 𝑥0 = 4𝑥1 + 𝑥2 + 5𝑥3
3𝑥1 + 𝑥2 + 4𝑥3 ≤ 8,000
Subject to 2𝑥1 + 𝑥2 + 3𝑥3 ≤ 3,000
𝑥1 ≥ 0; 𝑥2 ≥ 0; 𝑥3 ≥ 0

Example 2
A pig breeder requires feed weanes as quickly as possible. They require a diet consisting
of a minimum of 3 nutrients 𝑁1 , 𝑁2 , 𝑁3 . These nutrients form part of 4 commercial food
stuffs 𝑓1 , 𝑓2 , 𝑓3 , 𝑓4 .
Nutrients /unit food Minimum
required
𝑓1 𝑓2 𝑓3 𝑓4
𝑁1 5 8 4 1 50
𝑁2 3 8 7 5 42
𝑁3 4 0 5 4 8
Cost/unit 10 9 12 9

Form a linear optimization model (LOM).

Solution
Let 𝑥1 , 𝑥2 , 𝑥3 , 𝑥4 be the amount of 𝑓1 , 𝑓2 , 𝑓3 , 𝑓4 to be purchased.
Objective
Minimize 𝑥0 = 10𝑥1 + 9𝑥2 + 12𝑥3 + 9𝑥4
5𝑥1 + 8𝑥2 + 4𝑥3 + 𝑥4 ≥ 50
3𝑥1 + 8𝑥2 + 7𝑥3 + 5𝑥4 ≥ 42
Subject to
4𝑥1 + 0𝑥2 + 5𝑥3 + 4𝑥4 ≥ 8
𝑥1 ≥ 0, 𝑥2 ≥ 0, 𝑥3 ≥ 0, 𝑥4 ≥ 0

In general, the linear programming problem can now be defined as follows:

Maximize (or minimize) 𝑥0 = 𝑐1 𝑥1 + 𝑐2 𝑥2 + ⋯ + 𝑐𝑛 𝑥𝑛


𝑎11 𝑥1 + 𝑎12 𝑥2 + ⋯ + 𝑎1𝑛 𝑥𝑛 ≤, = 𝑜𝑟 ≥ 𝑏1
𝑎21 𝑥1 + 𝑎22 𝑥2 + ⋯ + 𝑎2𝑛 𝑥𝑛 ≤, = 𝑜𝑟 ≥ 𝑏2
Subject to ⋮
𝑎𝑚1 𝑥1 + 𝑎𝑚2 𝑥2 + ⋯ + 𝑎𝑚𝑛 𝑥𝑛 ≤, = 𝑜𝑟 ≥ 𝑏𝑚
𝑥1 ≥ 0, 𝑥2 ≥ 0, …, 𝑥𝑛 ≥ 0

Where 𝑐𝑗 , 𝑏𝑖 and 𝑎𝑖𝑗 (𝑖 = 1, 2, … , 𝑚; 𝑗 = 1, 2, … , 𝑛) are constants which are


determined depending on the technology of the problem and 𝑥𝑗′ 𝑠 are the decision
variables.
Noted that for each constraint, only one of the signs (≤, = 𝑜𝑟 ≥) holds.
The above formulation may be put in the following compact form by using the
summation sign:

Maximize (or minimize) 𝑥0 = ∑𝑛𝑗=1 𝑐𝑗 𝑥𝑗


∑𝑛𝑗=1 𝑎𝑖𝑗 𝑥𝑗 ≤, = 𝑜𝑟 ≥ 𝑏𝑖 𝑖 = 1, 2, … , 𝑚
Subject to
𝑥𝑗 ≥ 0 𝑗 = 1, 2, … , 𝑛

In matrix form we have;


𝑥1
𝑥2
Maximize (or minimize) 𝑥0 = (𝑐1 𝑐2 … 𝑐𝑛 ) ( )
⋮
𝑥𝑛
𝑎11 𝑎12 … 𝑎1𝑛 𝑥1 𝑏1
𝑎21 𝑎22 … 𝑎2𝑛 𝑥2 ≤ 𝑏2
( ⋮ ⋮ ⋱ ⋮ )( ⋮ )=( ⋮ )
Subject to
𝑎𝑚1 𝑎𝑚2 … 𝑎𝑚𝑛 𝑥𝑛 ≥ 𝑏𝑚
𝑥1 ≥ 0, 𝑥2 ≥ 0, …, 𝑥𝑛 ≥ 0

Bibliography
Lucey, T. (2002). Quantitative Techniques (6th ed.). Cengage Learning.

Taha, H. A. (2017). Operation Research An introduction (10th ed.). Prentice-Hall, Inc.

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