Linear Programming Graphical Method • Linear Programming – a branch of applied Mathematics, which is a mathematical technique that involves maximizing and minimizing a linear function subject to given linear constraints The term “linear” refers to the relationship involving two or more variables, which show first degree mathematical statement. The term “programming” refers to the use of certain mathematical techniques or algorithms to obtain best possible solution or the OPTIMAL solution. Rev.S08 1 Characteristics of Linear Programming Problems • Two parts: - Objective function – is a mathematical statement reflecting the objective of the operation. A single quantifiable objective must be specified by the decision maker. The objective of the decision maker must be to maximize or minimize. - The decision maker must achieve the objective of the problem and must not violate the limitations or constraints. These “constraints” are referred to the availability of resources like labor time, machine time, raw materials, work or storage space, etc. These resources must be limited to supply. Two kinds of constraints in LPP, the explicit and the implicit. Rev.S08 2 Linear programming Problems • Simple Linear programming Problems • Duality and sensitivity Analysis • Transportation and Assignment Problems • Integer programming • Goal Programming Rev.S08 3 Linear Programming Model or Set up • Objective function: Maximize Subject to constraints • Objective Function: Minimize Subject to constraints where: a’s, b’s and c’s are numerical values called parameter and x’s are the decision variables that represent the level of activity in Rev.S08 4 the problem Methods of solving Simple linear Programming Problems. • Graphical Method or Geometric Method • Simplex Method or tabular Method Rev.S08 5 Possible Solutions of LPP • Feasible – the solution is said to be feasible if the graphical solutions of the problem constraints have a common intersection, called the feasible region. the feasible region may be bounded or unbounded; bounded if the region is a closed plane figure, and unbounded if the region is an open plane figure. • Infeasible – an LPP has infeasible solutions if the problem constraints do not intersect, that is, no feasible region is formed. Rev.S08 6 Examples: Solve the LPP by graphical method 1. Rev.S08 7 Examples: • Solve the LPP by graphical method 2. Rev.S08 8 Formulation of LP models • Analyze and interpret the problem • Determine the decision variables in the problem. These variables correspond to the decision that must made in order to identify a solution to the problem. • Present and summarize the data in tabular form (if possible). • Identify the objective of the problem (to maximize or to minimize). Translate the objective of the problem to a mathematical statement (this is the objective function). • Identify the limitations or restrictions in the problem and represent them as linear expressions involving the decision variables. Words or expressions to denote are “no more than”, “available”, “at most”, “limited to”, etc. • Gather pertinent data or make appropriate approximations for all arbitrary values in the problem. • Form the model. Rev.S08 9 LPP and their Corresponding Models • Production Problem the GEM maker of jewelry makes two bracelet designs, heart designs and flower design. The bracelets are made of gold and platinum. The store has 28 ounces of gold and 20 ounces of platinum. Each heart design bracelet requires 3 ounces of gold and 2.5 ounces of platinum and makes a profit of P2,500, while each flower design bracelet requires 4.5 ounces of gold and 3 ounces of platinum and makes a profit of P 3,400. How many heart design bracelets and flower design bracelets should be produced to maximize the profit? Rev.S08 10 LPP and their Corresponding Models • Project Mix Problem The Doodle food product company makes instant noodles from several ingredients. Three of the ingredients, flour, squash, and mixed vegetables provide vitamin A, B and C. The company wants to know how many grams of flour, squash and mixed vegetables should include in each pack to meet the minimum requirements of 240 mg of vitamin A, 198 mg of vitamin B and 135 mg of vitamin C while minimizing cost. The following table shows the information on the vitamin content of each gram of the ingredients. Ingredients Vitamin A(mg) Flour 5 Squash 3 2 Mixed vegetables 2 3 Rev.S08 Vitamin B(mg) Vitamin C(mg) 2 11