Optimization Techniques
Linear Programming Problem
Product Mix Problem
We produce two products: A fuel additive and a solvent base.
3 raw materials are required:
• 1 Kg of fuel additive requires 1 Kg of material1, 2 Kg of material2 and 1 Kg
of material3
• 1 Kg of the solvent base requires 0 Kg of material1, 3 Kg of material2 and 1
Kg of material3
There are 6 Kg of material1, 19 Kg of material2 and 8 Kg of material3.
Profit contributions are Rs5/Kg on Product 1 and Rs7/Kg on Product 2.
We want to maximize the profit
A Simple Maximization
Problem
Product Mix Problem Formulation
We produce two products: Decision Variables
A fuel additive and a solvent base. x1: Amount (Kgs) of fuel additive produced
x2: Amount (Kgs) of solvent base produced
Maximize the profits when the profit
contributions are Rs5/Kg on Product 1 Max 5x1 + 7x2 Objective Function
and Rs7/Kg on Product 2. Subject to
3 raw materials are reqd. x1 < 6 (Material 1)
• 1 Kg of fuel additive requires 1 Kg of 2x1 + 3x2 < 19 (Material 2)
material1, 2 Kg of material2 and 1 Kg of x1 + x2 < 8 (Material 3)
material 3.
• While 1 Kg of the solvent base requires x1 > 0 and x2 > 0 (Non-Negativity)
0, 3 and 1 Kg respectively.
• There are 6 Kg of material1, 19 Kg of
material2 and 8 Kg of material3.
Linear Programming (LP)
Problem
If both the objective function and the constraints are linear,
the problem is referred to as a linear programming
problem.
Linear functions are functions in which each variable
appears in a separate term raised to the first power and is
multiplied by a constant (which could be 0).
Linear constraints are linear functions that are restricted to
be "less than or equal to", "equal to", or "greater than or
equal to" a constant.
Linear Programming
• Linear programming has nothing to do with
computer programming.
• The use of the word “programming” here means
“choosing a course of action.”
• Linear programming involves choosing a course of
action when the mathematical model of the
problem contains only linear functions.
Linear Programming (LP)
Problem
The maximization or minimization of some quantity is the
objective in all linear programming problems.
All LP problems have constraints that limit the degree to
which the objective can be pursued.
A feasible solution satisfies all the problem's constraints.
An optimal solution is a feasible solution that results in the
largest possible objective function value when
maximizing (or smallest when minimizing).
Problem Formulation
Problem formulation or modeling is the process of
translating a verbal statement of a problem into a
mathematical statement.
Formulating models is an art that can only be mastered
with practice and experience.
Every LP problems has some unique features, but most
problems also have common features.
Guidelines for Model
Formulation
Understand the problem thoroughly.
Describe the objective.
Describe each constraint.
Define the decision variables.
Write the objective in terms of the decision variables.
Write the constraints in terms of the decision variables.
The Decision Variables
Variables whose values are under our control and
influence system performance are called decision
variables.
The Objective Function
In most models, there will be a function we wish to
maximize or minimize. This function is called the model’s
objective function.
Constraints
In most situations, only certain values of the decision
variables are possible. These restrictions on the decision
variable values are called constraints.
Non-negativity constraints.
MATH F212 Rakhee BITS Pilani, Deemed to be University under Section 3 of UGC Act, 1956
A Simple Maximization Problem
Example: The Levis garment company
manufactures men's shirts and women’s shirts
for Walmark Discount stores. Walmark will
accept all the production supplied by Levis. The
production process includes cutting, sewing and
packaging. Levis 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:
Minutes per unit
Garment Cutting Sewing Packaging Unit
profit($)
Men’s 20 70 12 8.00
Shirts
Shirts 60 60 4 12.00
Determine the optimal weekly
production schedule for Levis.
Example
A furniture makers produces desks,
chairs and racks. He has 100 s.f of wood
available.
Desk requires 0.8 s.f.
Chair requires 0.4 s.f.
Rack requires 0.5 s.f.
650 man-hours are available.
Desk requires 5 hrs.
Chairs requires 3 hours
Rack requires 3 hours
Capacity of storing is 1260 sq ft.
Area required by desk 9 sq. ft.
Area requires chair 6 sq ft.
Area requires rack 9 sq ft.
Market profit – value of
Desk of Rs. 20, Chair of Rs. 11
Rack of Rs. 15
Determine how many desks, chairs and racks should be made to
maximize the profit.
• Example 2.1-1: Ready Mikks produces both, interior and
exterior paints from two raw materials, M1 and M2. The
following table provides, the basic data of the problem:
Tons of raw material per ton of Max daily
availability
Exterior Paint Interior Paint (tons)
Raw material, M1 6 4 24
Raw material, M2 1 2 6
Profit per ton ($1000) 5 4
A market survey indicates that, the daily demand for
interior paint cannot exceed that of exterior paint by
more than 1 ton. Also, the maximum daily demand of
interior paint is 2 tons.
Reddy Mikks want to determine the optimum (best)
produced of exterior and interior paints that maximizes the
total daily profit.
Example 1: A Maximization Problem
• LP Formulation
Max 5x1 + 7x2
s.t. x1 < 6
2x1 + 3x2 < 19
x1 + x2 < 8
x1, x2 > 0
Example 1: Graphical Solution
• Constraint #1 Graphed
x2
8
7
6
x1 < 6
5
4
3
2
(6, 0)
1
x1
1 2 3 4 5 6 7 8 9 10
Example 1: Graphical Solution
• Constraint
x
#2 Graphed
2
8 (0, 6 1/3)
7
6
5
4 2x1 + 3x2 < 19
3
2 (9 1/2, 0)
1
x1
1 2 3 4 5 6 7 8 9 10
Example 1: Graphical Solution
• Constraint
x2 #3 Graphed
(0, 8)
8
7 x1 + x2 < 8
6
5
4
3
2
1
(8, 0)
x1
1 2 3 4 5 6 7 8 9 10
Example 1: Graphical Solution
x2
• Combined-Constraint Graph
x1 + x2 < 8
8
7
6 x1 < 6
5
4
3
2x1 + 3x2 < 19
2
1
x1
1 2 3 4 5 6 7 8 9 10
Example 1: Graphical Solution
• Feasible
x
Solution Region
2
8
7
6
5
4
3
Feasible
2 Region
1
x1
1 2 3 4 5 6 7 8 9 10
Example 1: Graphical Solution
• Objective Function Line
x2
8
7
(0, 5)
6 Objective Function
5 5x1 + 7x2 = 35
4
3
2
(7, 0)
1
x1
1 2 3 4 5 6 7 8 9 10
Example 1: Graphical Solution
• Optimal Solution
x2
Objective Function
8 5x1 + 7x2 = 46
7
6
Optimal Solution
(x1 = 5, x2 = 3)
5
4
3
2
1
x1
1 2 3 4 5 6 7 8 9 10
Graphical Solution to a 2-Variable LP
Consider the following LPP
Maximize Z = 3x1 + 2x2
2 x1 + x2 ≤ 100
x1 + x2 ≤ 80
x1 ≤ 40
x1 ≥ 0; x2 ≥ 0
A graph of the constraints and feasible region is shown on
the next slide.
Graphical Solution to a 2-Variable LP
X2
100
B
From figure, we
see that the set finishing constraint Feasible Region
of points D
80
satisfying the
constraints is demand constraint
bounded by the
five sided 60 G
polygon
z = 100
DGFEH. Any
40
carpentry constraint
point on or in
the interior of
this polygon (the
20
F
z = 180
shade area) is
z = 60
in the feasible E A C
region. H
10 20 40 50 60 80 X1
Graphical Solution to a 2-Variable LP
Having identified the feasible region for
the LP, a search can begin for the
optimal solution which will be the point in
the feasible region with the optimal z-
value.
Graphical Solution to a 2-Variable LP
X2
To find the optimal
100
B
solution, graph a finishing constraint Feasible Region
line on which the
D
points have the
80
same z-value. In a demand constraint
max problem, such
a line is called an 60 G
isoprofit line while
z = 100
in a min problem,
40
carpentry constraint
this is called the
isocost line. The
figure shows the
20
F
isoprofit lines for z z = 180
= 60, z = 100, and z = 60
E A C
z = 180 H
10 20 40 50 60 80 X1
Graphical Solution to a 2-Variable LP
X2
The last isoprofit
100
B
intersecting finishing constraint Feasible Region
(touching) the
D
feasible region
80
indicates the demand constraint
optimal solution
for the LP. 60 G
Optimal solution
z = 100
occurs at point G
40
carpentry constraint
(x1 = 20, x2 = 60,
z = 180).
20
F
z = 180
z = 60
E A C
H
10 20 40 50 60 80 X1
Convex sets, Extreme Points, and LP
A set of points S is a convex set if the line segment jointing
any two pairs of points in S is wholly contained in S.
For any convex set S, a point p in S is an extreme point if
each line segment that lines completely in S and contains the
point P has P as an endpoint of the line segment.
Consider the figures (a) – (d) below:
A E B A B
A B
C D
(a) (b) (c) (d)
• The manager of an oil refinery must decide on the
optimum minimum of two possible blending processes
of which the input and output for each production run
are as follows
Input Output
Proces Crude Crude B Gasoline X Gasoline Y
s A
1 6 4 6 9
2 5 6 5 5
• The maximum amount available of crudes A & B are 250
&200 units respectively. Market demand shows that at
least 150 units of gasoline X and 130 units of gasoline Y
must be produced. The profit per production run from
process 1 and process 2 are Rs. 4 and Rs. 5 respectively.
Formulate the problem for maximum profit.
