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2 Introduction To Linear Programming

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13 views37 pages

2 Introduction To Linear Programming

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kaimontinola625
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© © All Rights Reserved
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Graphical Method

Prepared by: Jaynelle G. Domingo


Discussed by: Bryan Joshua V. Bacani
OUTLINE OF THE LESSON:

Basically, the report will end up discussing the following


topics:

ü Definition of Linear Programming;

ü Linear Programming Model

ü Linear Programming Problem: Graphical Method


LINEAR PROGRAMMING

Linear Programming (LP) is a scientific


method of solving problems which seek to
achieve the best possible solution under certain
restraining conditions. (Mercado, 2005)
LINEAR PROGRAMMING (LP) MODEL

LP is involving the use of mathematical models to provide


optimum solution to certain types of problems with following
characteristics:

1. Objective Function which expresses the objective of the


problem (ex. in business, the objective is to maximize
profit and minimize the cost).
2. Constraints or Limitations of resources such as the
availability of raw materials, processing time, market
limitations and other resource restrictions.
LINEAR PROGRAMMING (LP) MODEL

3. The objective function and the constraints can be


expressed as mathematical equations and/or
inequalities which must be linear in nature. Most of
the constraints in a linear programming problem are
expressed as inequalities since inequalities do not
express exact levels but just set upper or limits, thus,
permitting many possibilities.
4. There should be an alternative course of action, one
of which will achieve the objective.
LINEAR PROGRAMMING:
GRAPHICAL METHOD

Graphical method as the name implies, makes use of graphs to


arrive at the optimum solution.

- The word optimum means maximum (as large as possible) or


minimum (as small as possible).

- This method is useful in solving certain linear programming


problems. However, this method has certain limitations such as
the drawing of graphs in more than 3 dimensions.
LINEAR PROGRAMMING:
GRAPHICAL METHOD (cont.)

The following are the summary of the graphical approach to linear


programming.

1. Identify the unknowns in the problem and represent them by


using decision variables (math variables such as x and/or y).
2. State the objective function to be optimized (profit or cost) in
equation from.
3. Formulate the constraints. Express them as linear
equations/inequalities.
LINEAR PROGRAMMING:
GRAPHICAL METHOD (cont.)

4. Graph the linear constraints to form a convex polygon and find the
points which define the feasible region. The feasible region is the area of
feasible solution. Feasible solution means the solution that satisfies all
the constraints.

5. Determine the optimal solution. The optimal solution can be found


in at least one of the corner or vertex of the convex polygon formed.
Hence, to make things easier, evaluate only those points at the corners
or vertex of the feasible region using the objective function. For LP
problems with unique solution, the vertex that yields the highest value
(maximization) or lowest value (minimization) determines the optimal
solution.
LINEAR PROGRAMMING:
GRAPHICAL METHOD (cont.)

Some types of constraints are listed below:


a. Capacity Constraints. These are limits because of space, equipment or
manpower availability.
b. Market Constraints. These are limits on how many products can be sold
or used.
c. Availability Constraints. These are the limits because scarcity of raw
materials, funds or other resources.
d. Quality or Blending Constraints. These are constraints that put limits on
mixes of ingredients, usually defining the quality of output products.
e. Material Balance Constraints. These are constraints that define the
output of some process as a function if the inputs, often with a loss of
scrap.
LINEAR PROGRAMMING:
GRAPHICAL METHOD (cont.)
The following is a sample model of the mathematical statements of a linear
programming models:

I. Decision Variables. Let the decision variables identify the unknown(s).


II. Objective Function.
Optimize 𝑃𝑟𝑜𝑓𝑖𝑡 𝑃 𝑜𝑟 𝐶𝑜𝑠𝑡 𝐶 = 𝑘! 𝑥! + 𝑘" 𝑥" + ⋯ + 𝑘# 𝑥#
III. Subject to:
Explicit Constraints:
𝑎!! 𝑥! + 𝑎!" 𝑥" + ⋯ + 𝑎!# 𝑥# ≥ 𝑘
𝑎"! 𝑥! + 𝑎"" 𝑥" + ⋯ + 𝑎"# 𝑥# ≤ 𝑘
𝑎$! 𝑥! + 𝑎$" 𝑥" + ⋯ + 𝑎$# 𝑥# = 𝑘
Implicit Constraints:
𝑥! + 𝑥" + ⋯ + 𝑥# ≥ 0
or 𝑥! , 𝑥" , … , 𝑥# ≥ 0
LINEAR PROGRAMMING:
GRAPHICAL METHOD (cont.)
IV. Solution. (Graphical or Simplex) Determine the optimum solution.
V. Decision. Decide to which of the solution will be considered in decision
making.

In any given LP problem, the resources must be subject to constraints. The


explicit constraints refer to the limit/limitations on the resources on hand and
may be expressed with any of the three possible order relations (=, ≥ 𝑜𝑟 ≤).
On the other hand, The implicit constraints which are always present in LP
problems indicate that the decision variables should be “greater than or equal
to zero”.
Below are some of the symbols used in formulating the constraints:
a) at least (≥) d) no less than (≥)
b) at most (≤) e) at a maximum (≤)
c) no more than (≤) f) at a minimum (≥)
Graphical Method: Optimization Problem (Maximization)

Prepared by: Jaynelle G. Domingo


Discussed by: Bryan Joshua V. Bacani
GRAPHICAL METHOD:
MAXIMIZATION PROBLEM

Example 1: Ramirez Furniture Shop located in Makati makes two


kinds of products, cabinet and dressers, which pass through the
assembly and finishing departments. The assembly department
has 60 hours of work available each week, while the finishing
department has 48 hours each week. Making one dresser needs 2
hours for assembly and 4 hours for finishing while a cabinet
requires 4 hours of assembly and 2 hours of finishing. If the profit
generated per cabinet is P100 and per dresser is P80, how many
units of cabinets and dressers should be produced in order to
obtain the maximum profit?
GRAPHICAL METHOD: MAXIMIZATION
PROBLEM (cont.)
Example 1 Solution:
For easy reference, tabulate the given data and the unknown.

Cabinets Dressers Time


(𝒙𝟏 ) (𝒙𝟐 ) Available
Time in Assembly 4 hrs 2 hrs 60 hrs
Time in Finishing 2 hrs 4 hrs 48 hrs
Profit P100/unit P80/unit
GRAPHICAL METHOD: MAXIMIZATION
PROBLEM (cont.)
Example 1 Solution (cont.):

I. Decision Variables:
Let
𝑥! = no. of units of cabinets
𝑥" = no. of units of dressers

II. Objective Function:


maximize 𝑃 = 100𝑥! + 80𝑥"

II. Subject to:


Explicit Constraints: Implicit Constraints:
4𝑥! + 2𝑥" ≤ 60 (Assembly) 𝑥! , 𝑥" ≥ 0
2𝑥! + 4𝑥" ≤ 48 (Finishing)
Example 1 Solution (cont.):

IV. Graphical Method:


Graph all the constraints. 𝑃" (0,30)

4𝑥! + 2𝑥" ≤ 60

𝑃! (0,12)

𝑃$ (12,6)
2𝑥! + 4𝑥" ≤ 48

𝑃# (0,0) 𝑃% (15,0) 𝑃& (24,0)


GRAPHICAL METHOD: MAXIMIZATION
PROBLEM (cont.)
Example 1 Solution (cont.):

Test the four corners of the feasible


region.
𝑃' 0,0 𝑃$ 12,6
max 𝑃 = 100𝑥! + 80𝑥" max 𝑃 = 100𝑥! + 80𝑥"
= 100 0 + 80 0 = 0 = 100 12 + 80 6 = 1680

𝑃! 0,12 𝑃( 15,0
max 𝑃 = 100𝑥! + 80𝑥" max 𝑃 = 100𝑥! + 80𝑥"
= 100 0 + 80 12 = 960 = 100 15 + 80 0 = 1500
GRAPHICAL METHOD: MAXIMIZATION
PROBLEM (cont.)
Example 1 Solution (cont.):

The point 𝑃$ 12,6 yields the highest possible profit but this needs to
undergo checking using the constraints (constraints are satisfied).

V. Decision:

In order to maximize weekly profit to P1,680, Ramirez Furniture Shop


should manufacture and sell 12 units of cabinets and 6 units of
dressers.
GRAPHICAL METHOD: MAXIMIZATION
PROBLEM (cont.)

Example 2: Hazel’s Garment Inc. produces two styles of Jeans, Style


A and Style B (among their other shop). Raw materials available for
these two styles are 90 meters and manufacturing time is 78 hours
weekly. Style A requires 2 meters and 2 hours to finish, while Style B
needs 3 meters and 2 hours. The market has been surveyed and the
marketing manager feels that no more than 45 units of Style A can
be sold weekly. If the contribution to profit (net) of each Style A and
Style B are P50 and P60, respectively, how many units of Style A and
Style B jeans should be produced and sold in order to maximize the
weekly profit?
GRAPHICAL METHOD: MAXIMIZATION
PROBLEM (cont.)
Example 2 Solution:
Tabulate the given data and the unknown.

Style A Style B
Total
(𝒙𝟏 ) (𝒙𝟐 )
Raw Materials 2 hrs 3 hrs 90 meters
Manufacturing Time 2 hrs 2 hrs 78 hrs
Profit P60/unit P50/unit
GRAPHICAL METHOD: MAXIMIZATION
PROBLEM (cont.)
Example 2 Solution (cont.):
I. Decision Variables:
Let
𝑥! = no. of units of Style A
𝑥" = no. of units of Style B

II. Objective Function:


maximize 𝑃 = 50𝑥! + 60𝑥"

II. Subject to:


Explicit Constraints: Implicit Constraints:
2𝑥! + 3𝑥" ≤ 90 (Materials) 𝑥! , 𝑥" ≥ 0
2𝑥! + 2𝑥" ≤ 78 (Time)
𝑥! ≤ 45 (Demand)
Example 2 Solution (cont.):
𝑃" (0, 39)

IV. Graphical Method:


Graph all the constraints.
𝑥! ≤ 45

𝑃! (0, 30)
2𝑥! + 2𝑥" ≤ 78

𝑃$ (27, 12)
2𝑥! + 3𝑥" ≤ 90

𝑃% (39, 0) 𝑃& (45, 0)


𝑃# (0,0)
GRAPHICAL METHOD: MAXIMIZATION
PROBLEM (cont.)
Example 2 Solution (cont.):

Test the four corners of the feasible


region.
𝑃' 0,0 𝑃$ 27,12
max 𝑃 = 50𝑥! + 60𝑥" max 𝑃 = 50𝑥! + 60𝑥"
= 50(0) + 60(0) = 0 = 50(27) + 60(12) = 2070

𝑃! 0,30 𝑃( 39,0
max 𝑃 = 50𝑥! + 60𝑥" max 𝑃 = 50𝑥! + 60𝑥"
= 50(0) + 60(30) = 1800 = 50(39) + 60(0) = 1950
GRAPHICAL METHOD: MAXIMIZATION
PROBLEM (cont.)
Example 2 Solution (cont.):

V. Decision:

The factory should produce 27 units of Style A and 12 units of Style B


to maximize the profit to P2070.
Graphical Method: Optimization Problem (Minimization)

Prepared by: Jaynelle G. Domingo


Discussed by: Bryan Joshua V. Bacani
GRAPHICAL METHOD:
MINIMIZATION PROBLEM

Example 1: Dr. Arambulo, the owner of Arambulo’s Poultry and


Swine Farm wants to mix a specially blended feed supplement for
the farm’s chicken layers. On his first try, he wants to mix 250
kilos of this mixture, but chemical constraints dictate that no more
than 200 kilos of ingredients P and at least 100 kilos of ingredient
C should be used. If ingredient P and C cost P40/kilo and P30/kilo
respectively, how many kilos of each two ingredients should be
mixed to minimize his cost?
GRAPHICAL METHOD: MINIMIZATION
PROBLEM (cont.)
Example 1 Solution:
Tabulate the given data and the unknown.

Ingredient P Ingredient C
Total
(𝒙𝟏 ) (𝒙𝟐 )
Cost per Kilo P40 P30
Mass ≤200 ≥100 250 kilos
GRAPHICAL METHOD: MINIMIZATION
PROBLEM (cont.)
Example 1 Solution (cont.):
I. Decision Variables:
Let
𝑥! = no. of kilos of ingredient P to be mixed to minimize cost
𝑥" = no. of kilos of ingredient C to be mixed to minimize cost

II. Objective Function:


minimize C = 40𝑥! + 30𝑥"

II. Subject to:


Explicit Constraints: Implicit Constraints:
𝑥! + 𝑥" = 250 𝑥! + 𝑥" ≥ 0
𝑥! ≤ 200
𝑥" ≥ 100
Example 1 Solution (cont.):

IV. Graphical Method:


𝑃! (0, 250)
Graph all the constraints.
𝑥! ≤ 200
𝑥! + 𝑥" = 250

𝑃" (150,100)
𝑥" ≥ 100

𝑙𝑖𝑛𝑒 𝑜𝑓 𝑓𝑒𝑎𝑠𝑖𝑏𝑙𝑒 𝑠𝑜𝑙𝑢𝑡𝑖𝑜𝑛


GRAPHICAL METHOD: MINIMIZATION
PROBLEM (cont.)
Example 1 Solution (cont.):

To determine the minimum cost, substitute the coordinates of points 𝑃! and


𝑃" in the objective function.

𝑃! 0,250
min C = 40𝑥! + 30𝑥"
= 40(0) + 30(250) = 7,500

𝑃" 150,100
min C = 40𝑥! + 30𝑥"
= 40(150) + 30(100) = 9,000
GRAPHICAL METHOD: MINIMIZATION
PROBLEM (cont.)
Example 1 Solution (cont.):

The point 𝑃" 0,250 yields the lowest possible cost but this needs to
undergo checking using the constraints (constraints are satisfied).

V. Decision:
GRAPHICAL METHOD:
MINIMIZATION PROBLEM

Example 2: Arambulo company owns two mills, company policy dictates


that the company should operate at least as many hours at the second
mill as at the first. The first mill operates at a maximum of 40 hours per
week and the second mill at a maximum of 60 hours per week. For each
operation, the first mill can produce 3 tons of finished product, while the
second mill can produce 4 tons. The company has a contract to supply
customers for at least 175 tons of finished product. It costs P2,000 per
hour to operate mill and P4,000 per hour for the second mill. If the
company’s objective is to minimize the cost, how many hours in a week
should each mill operate in order to fulfill the company’s commitments to
its customers at the least cost?
GRAPHICAL METHOD: MINIMIZATION
PROBLEM (cont.)
Example 2 Solution:
Tabulate the given data and the unknown.

First Mill Second Mill


Total
(𝒙𝟏 ) (𝒙𝟐 )
Operating Time per Week 40 hours 60 hours 90 meters
Finished Product Tonnage 3 tons 4 tons 175 tons
Operating Cost per Hour P2000 P4000
GRAPHICAL METHOD: MINIMIZATION
PROBLEM (cont.)
Example 2 Solution (cont.):
I. Decision Variables:
Let
𝑥! = no. of hours/week of the first mill
𝑥" = no. of hours/week of the second mill

II. Objective Function:


minimize C = 2,000𝑥! + 4,000𝑥"

II. Subject to:


𝑥! ≤ 40 (mill #1 max. no of hrs/week)
𝑥" ≤ 60 (mill #2 max. no of hrs/week)
3𝑥! + 4𝑥" ≥ 175 (customers’ requirement)
𝑥" ≥ 𝑥! (company’s policy requirement)
𝑥! , 𝑥" ≥ 0 (implicit constraints)
Example 2 Solution (cont.):
𝑥! ≤ 40
IV. Graphical Method:
Graph all the constraints.

𝑥" ≤ 60
𝑃! (0, 60) 𝑃" (40, 60)

𝑥" ≥ 𝑥!

𝑃& (0, 43.75) 𝑃$ (40, 40)

𝑃% (25,25) 3𝑥! + 4𝑥" ≥ 175


GRAPHICAL METHOD: MINIMIZATION
PROBLEM (cont.)
Example 2 Solution (cont.):

The point 25,25 yields the lowest possible cost but this needs to undergo
checking using the constraints (constraints are satisfied).

V. Decision:

For the company to minimize its operation costs to P150,000 per week,
the company has to operate each mill for 25 hours weekly.
References:

Mercado, A. C. (2005). Quantitative Techniques for Business


Management.

Taha, H. A. (2001). Operations Research: An Introduction; 6th Ed.


Pearson Education Asia Pte Ltd., Singapore

Thank you!

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