CHAPTER Linear Programming McGraw-Hill/Irwin Operations Management, Eighth Edition, by William J. Stevenson Copyright © 2005 by The McGraw-Hill Companies, Inc.

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Transcript CHAPTER Linear Programming McGraw-Hill/Irwin Operations Management, Eighth Edition, by William J. Stevenson Copyright © 2005 by The McGraw-Hill Companies, Inc.

CHAPTER
19
Linear
Programming
McGraw-Hill/Irwin
Operations Management, Eighth Edition, by William J. Stevenson
Copyright © 2005 by The McGraw-Hill Companies, Inc. All rights reserved.
Linear Programming

Used to obtain optimal solutions to problems
that involve restrictions or limitations, such
as:

Materials
 Budgets
 Labor
 Machine time
Linear Programming

Linear programming (LP) techniques
consist of a sequence of steps that will lead
to an optimal solution to problems, in cases
where an optimum exists
Linear Programming Model

Objective: the goal of an LP model is maximization
or minimization

Decision variables: amounts of either inputs or
outputs

Feasible solution space: the set of all feasible
combinations of decision variables as defined by the
constraints

Constraints: limitations that restrict the available
alternatives

Parameters: numerical values
Linear Programming Example

Objective - profit
Maximize Z =60X1 + 50X2

Subject to
4X1 + 10X2 <= 100 hours
2X1 + 1X2 <= 22 hours
3X1 + 3X2 <= 39 cubic feet
X1, X2 >= 0
Assembly
Inspection
Storage
Linear Programming Model

Objective: the goal of an LP model is maximization or
minimization

Decision variables: amounts of either inputs or
outputs

Feasible solution space: the set of all feasible
combinations of decision variables as defined by the
constraints

Constraints: limitations that restrict the available
alternatives

Parameters: numerical values
Linear Programming Example

Objective - profit
Maximize Z =60X1 + 50X2

Subject to
4X1 + 10X2 <= 100 hours
2X1 + 1X2 <= 22 hours
3X1 + 3X2 <= 39 cubic feet
X1, X2 >= 0
Assembly
Inspection
Storage
Linear Programming Model

Objective: the goal of an LP model is maximization or
minimization

Decision variables: amounts of either inputs or
outputs

Feasible solution space: the set of all feasible
combinations of decision variables as defined by the
constraints

Constraints: limitations that restrict the available
alternatives

Parameters: numerical values
Linear Programming Example

Objective - profit
Maximize Z =60X1 + 50X2

Subject to
4X1 + 10X2 <= 100 hours
Assembly
2X1 + 1X2 <= 22 hours
Inspection
3X1 + 3X2 <= 39 cubic feet Storage
X1, X2 >= 0
Linear Programming Model

Objective: the goal of an LP model is maximization or
minimization

Decision variables: amounts of either inputs or
outputs

Feasible solution space: the set of all feasible
combinations of decision variables as defined by the
constraints

Constraints: limitations that restrict the available
alternatives

Parameters: numerical values
Linear Programming Example

Objective - profit
Maximize Z =60X1 + 50X2

Subject to
4X1 + 10X2 <= 100 hours
2X1 + 1X2 <= 22 hours
3X1 + 3X2 <= 39 cubic feet
X1, X2 >= 0
Assembly
Inspection
Storage
Linear Programming Assumptions

Linearity: the impact of decision variables is
linear in constraints and objective function

Divisibility: non-integer values of decision
variables are acceptable

Certainty: values of parameters are known and
constant

Non-negativity: negative values of decision
variables are unacceptable
Formulating Linear Programming

Define the Objective
 Define the Decision Variable
 Write the mathematical Function for the Objective

Write one or two word description for each constraint
 RHS for each constraint, including unit measure
 Write = , <=, or >= for each constraint
 Write in all of the decision variables on the LHS of
Constraint
 Write Coefficient for each decision variable in each
Constraint
Linear Programming Example

Objective - profit
Maximize Z =60X1 + 50X2

Subject to
4X1 + 10X2 <= 100 hours
2X1 + 1X2 <= 22 hours
3X1 + 3X2 <= 39 cubic feet
X1, X2 >= 0
Assembly
Inspection
Storage
Formulating Linear Programming

Define the Objective
 Define the Decision Variable
 Write the mathematical Function for the Objective

Write one or two word description for each constraint
 RHS for each constraint, including unit measure
 Write = , <=, or >= for each constraint
 Write in all of the decision variables on the LHS of
Constraint
 Write Coefficient for each decision variable in each
Constraint
Linear Programming Example

Objective - profit
Maximize Z =60X1 + 50X2

Subject to
4X1 + 10X2 <= 100 hours
2X1 + 1X2 <= 22 hours
3X1 + 3X2 <= 39 cubic feet
X1, X2 >= 0
Assembly
Inspection
Storage
Formulating Linear Programming

Define the Objective
 Define the Decision Variable
 Write the mathematical Function for the
Objective

Write one or two word description for each constraint
 RHS for each constraint, including unit measure
 Write = , <=, or >= for each constraint
 Write in all of the decision variables on the LHS of
Constraint
 Write Coefficient for each decision variable in each
Constraint
Linear Programming Example

Objective - profit
Maximize Z =60X1 + 50X2

Subject to
4X1 + 10X2 <= 100 hours
2X1 + 1X2 <= 22 hours
3X1 + 3X2 <= 39 cubic feet
X1, X2 >= 0
Assembly
Inspection
Storage
Formulating Linear Programming

Define the Objective
 Define the Decision Variable
 Write the mathematical Function for the Objective

Write one or two word description for each
constraint
 RHS for each constraint, including unit measure
 Write = , <=, or >= for each constraint
 Write in all of the decision variables on the LHS of
Constraint
 Write Coefficient for each decision variable in each
Constraint
Linear Programming Example

Objective - profit
Maximize Z =60X1 + 50X2

Subject to
4X1 + 10X2 <= 100 hours
2X1 + 1X2 <= 22 hours
3X1 + 3X2 <= 39 cubic feet
X1, X2 >= 0
Assembly
Inspection
Storage
Formulating Linear Programming

Define the Objective
 Define the Decision Variable
 Write the mathematical Function for the Objective

Write one or two word description for each constraint
 RHS for each constraint, including unit measure
 Write = , <=, or >= for each constraint
 Write in all of the decision variables on the LHS of
Constraint
 Write Coefficient for each decision variable in each
Constraint
Linear Programming Example

Objective - profit
Maximize Z =60X1 + 50X2

Subject to
4X1 + 10X2 <= 100 hours
Assembly
2X1 + 1X2 <= 22 hours
Inspection
3X1 + 3X2 <= 39 cubic feet Storage
X1, X2 >= 0
Formulating Linear Programming

Define the Objective
 Define the Decision Variable
 Write the mathematical Function for the Objective

Write one or two word description for each constraint
 RHS for each constraint, including unit measure
 Write = , <=, or >= for each constraint
 Write in all of the decision variables on the LHS of
Constraint
 Write Coefficient for each decision variable in each
Constraint
Linear Programming Example

Objective - profit
Maximize Z =60X1 + 50X2

Subject to
4X1 + 10X2 <= 100 hours
2X1 + 1X2 <= 22 hours
3X1 + 3X2 <= 39 cubic feet
X1, X2 >= 0
Assembly
Inspection
Storage
Formulating Linear Programming

Define the Objective
 Define the Decision Variable
 Write the mathematical Function for the Objective

Write one or two word description for each constraint
 RHS for each constraint, including unit measure
 Write = , <=, or >= for each constraint
 Write in all of the decision variables on the LHS of
Constraint
 Write Coefficient for each decision variable in each
Constraint
Linear Programming Example

Objective - profit
Maximize Z =60X1 + 50X2

Subject to
4X1 + 10X2 <= 100 hours
2X1 + 1X2 <= 22 hours
3X1 + 3X2 <= 39 cubic feet
X1, X2 >= 0
Assembly
Inspection
Storage
Formulating Linear Programming

Define the Objective
 Define the Decision Variable
 Write the mathematical Function for the Objective

Write one or two word description for each constraint
 RHS for each constraint, including unit measure
 Write = , <=, or >= for each constraint
 Write in all of the decision variables on the LHS of
Constraint
 Write Coefficient for each decision variable in
each Constraint
Linear Programming Example

Objective - profit
Maximize Z =60X1 + 50X2

Subject to
4X1 + 10X2 <= 100 hours
2X1 + 1X2 <= 22 hours
3X1 + 3X2 <= 39 cubic feet
X1, X2 >= 0
Assembly
Inspection
Storage
Slack and Surplus

Surplus: when the optimal values of decision
variables are substituted into a greater than or
equal to constraint and the resulting value
exceeds the right side value

Slack: when the optimal values of decision
variables are substituted into a less than or equal
to constraint and the resulting value is less than
the right side value
Example
Example