LINEAR
PROGRAMMING
Quantitative Models for Decision Making
BES 222 – ENGINEERING MANAGEMENT
Linear Programming
First seriously attempted in the late 30s by the Soviet
mathematician Leonid Kantorovich and by the American
economist Wassily Leontief, however their work was ignored.
Further impetus for this method was gained in 1947, with the
introduction of American mathematician George Dantzig’s
simplex method which greatly simplified the solution of linear
programming problems.
Linear Programming
The term “linear programming” consists of two words linear
and programming, the word linear tells the relation between
various types of variables of degree one used in a problem
and the word programming tells us the step-by-step
procedure to solve these problems.
Is a mathematical technique that is used to produce an
optimum solution within the bounds imposed by constraints
upon the decision.
Linear programming’s objective function can be either
maximized or minimized, depending on the nature of the
problem.
Is Linear
Programming
Useful In Real
Linear programming Life?
is very useful as a decision making tool when
supply and demand limitations are constraints upon the system.
Commonly used in organization and allocation of resources.
Useful in the field of:
❑ Engineering
❑ Defense
❑ Health
❑ Transportation
❑ Manufacturing
❑ Advertising
❑ Telecommunications
Linear Programming As a
Decision Making Tool In
Engineering
Linear Programming can represent various engineering
problems, such as resource allocation, scheduling, transportation
of materials, as well as inventory management.
Components of Linear Programming
❑ Decision Variables – can be x and y, this are variables
which decide the output of the linear programming problem
and represent the final solution.
❑ Constraints – restrictions imposed on decision variables
that limit their values.
❑ Data
❑ Objective Function – variable that need to be optimized.
Characteristics of Linear
Programming
❑ Constraints – limitations should be expressed in mathematical
form, regarding the resource.
❑ Objective Function – specified in a quantitative way.
❑ Linearity – relationship between two or more variables in the
function must be linear.
❑ Finiteness – input and output numbers should be finite and
infinite. In case, the function has infinite factors, the optimal
solution is not feasible.
❑ Non-negativity – variable should always be positive or zero.
❑ Decision Variables – this will decide the output or gives the
ultimate solution of the problem.
Linear Programming Common Methods
❑ Simplex Method – an iterative process to get the optimal
solution. In this method, the value of the basic variables keeps
transforming to obtain the value of objective function.
Steps:
1. Set up the problem. Write the objective function and the
inequality constraints.
2. Convert the inequalities into equations.
3. Construct the initial simplex tableau. Write the objective
function as the bottom row.
4. The most negative entry in the bottom row identifies the
pivot column.
5. Calculate the quotients. Smallest quotient identifies a
row. The element in the intersection of the column
identified in step 4 and the row identified in this step is
identified as the pivot element. The quotients are computed by
dividing the far right column by the identified column in step 4. A
quotient that is a zero, or a negative number, or that has a zero in
the denominator, is ignored.
6. Perform pivoting to make all other entries in this column
zero. This is done the same way as we did with the Gauss-Jordan
method.
7. When there are no more negative entries in the bottom
row, we are finished; otherwise, we start again from step 4.
8. Read off your answers. Get the variables using the columns
with 1 and 0s. All other variables are zero. The maximum value you
are looking for appears in the bottom right hand corner.
❑ Graphical Method – used to optimize the two-variable linear
programming, wherein set of inequalities are subjected to
constraints. Then the inequalities are plotted in the XY plane.
Steps:
1. Formulate the problem.
2. Construct a graph and plot the constraint lines.
3. Determine the valid side of each constraint line.
4. Identify the feasible solution region, the one which is satisfied
by all constraints.
5. Plot the objective function on the graph.
6. Find the optimum points. An optimum point always lies on one of
the corner points.
7. Calculate the coordinates of the optimum points.
Application
❑ Niki holds two part-time jobs, Job I and Job II. She never wants to
work more than a total of 12 hours a week. She has determined
that for every hour she works at Job I, she needs 2 hours of
preparation time, and for every hour she works at Job II, she needs
one hour of preparation time, and she cannot spend more than 16
hours for preparation. If she makes $40 an hour at Job I, and $30
an hour at Job II, how many hours should she work per week at
each job to maximize her income?
SIMPLEX METHOD
Objective Function
Constraints
Thus, Niki can maximize her income at $400 if she works 8 hours at Job II and 4 hours at
Job I while also considering factors such as her preparation time.
Solution: GRAPHICAL METHOD
Z = 40x + 30y Objective Function
Constraints:
x + y ≤ 12 - x + y = 12
2x + y ≤ 16 - 2x + y = 16
x≥0 - x=0
y≥0 - First
y= 0 set of points (0,0)
Let x = 0 y=0
x + y = 12 2x + y = 16
y = 12 2x = 16
( 0 , 12 ) x=8
(8,0)
Equate two equations: (Solve for either x/y)
x + y - 12 = 2x + y - 16
x - 2x + y - y = -16 + 12
-x = - 4
x=4
y =( 8
4,8)
Graph:
Plug in values to the objective function
(0,0) ( 0 , 12 ) (8,0) (4,8)
z=0 z = 360 z = 320 z = 400
THANK YOU !!!
GROUP 7 – CE24
LUNA, KATRINA MAY
RARA, LORENCE
TENIO, JESSA M.
