LINEAR PROGRAMMING PROJECT

V.PAVITHRA
SUKANYAH .V.K RIZWANA SULTANA
 INTRODUCTI
ON
• Modern technological advance growth of
scientific techniques
• Operations Research (O.R.) recent addition
to scientific tools
• O.R. new outlook to many conventional
management problems
• Seeks the determination of best (optimum)
course of action of a decision problem under
the limiting factor of limited resources
 WHAT IS
OR?
• Operational Research can be considered as
being the application of scientific method by
inter-disciplinary teams to problems
involving the control of organized
systems so as to provide solutions
which best serve the purposes of the
organization as a whole.
 CHARACTERISTIC NATURE OF OR

Inter-disciplinary team approach

• Systems approach
• Helpful in improving the quality of solution
• Scientific method
• Goal oriented optimum solution
• Use of models
• Require willing executives
• Reduces complexity
 PHASES TO
OR

• Judgment phase
– Determination of the problem
– Establishment of the objectives and values
– Determination of suitable measures of effectiveness
• Research phase
– Observation and data collection
– Formulation of hypothesis and models
– Observation and experimentation to test the hypothesis
– Prediction of various results, generalization, consideration
of alternative method
• Action phase
– Implementation of the tested results of the model
 METHODOLOGY
OF OR

• Formulating the problem

• Constructing the model
• Deriving the solution
– Analytical method
– Numerical method
– Simulation method
• Testing the validity
• Controlling the solution
• Implementing the result
 PROBLEMS IN OR
• Allocation
• Replacement
• Sequencing
• Routing
• Inventory
• Queuing
• Competitive
• Search
 OR TECHINIQES
• Linear programming
• Waiting line or queuing theory
• Inventory control / planning
• Game theory
• Decision theory
• Network analysis
– Program Evaluation and Review Technique
– Critical Path Method (CPM) etc.
• Simulation
• Integrated production models
 SIGNIFICANCE OF OR

Provides a tool for scientific analysis

• Provides solution for various business problems
• Enables proper deployment of resources
• Helps in minimizing waiting and servicing costs
• Enables the management to decide when to buy
and how much to buy?
• Assists in choosing an optimum strategy
• Renders great help in optimum resource allocation
• Facilitates the process of decision making
• Management can know the reactions of the
integrated
business systems.
• Helps a lot in the preparation of future managers.
 LIMITATIONS OF OR
The inherent limitations concerning mathematical
expressions
• High costs are involved in the use of O.R. techniques
• O.R. does not take into consideration the intangible
factors
• O.R. is only a tool of analysis and not the complete
decision-making process
• Other limitations
– Bias
– Inadequate objective functions
– Internal resistance
– Competence
– Reliability of the prepared solution
 INTRODUCTION TO LINEAR PROGRAMMING

es needed as inputs to operations are in limited supply.

understand the impact of this situation on meeting their objectives.
one way that operations managers can determine how best to alloca
 Linear programming
help us develop computational solutions for a wide variety
ction (tool in your toolbox)
ams allows us to embed them in sophisticated algorithmic s
blems use the ideas from mathematical programming, linea
BASIC CONCEPT OF LP PROGRAM

Objective function
Constraints
Optimization
Solution of lpp.
Feasible solution
Optimal solution
 LP PROBLEMS IN OM: PRODUCT MIX

hat results in maximum profits for the planning period

product or service for the planning period

ce demanded; Minimum amount of product or service policy will allo

is to be optimized i.e maximized or minimized this may be expressed in linea

of the variable x1,x2……xn which satisy the constraints is called the solution of Lpp.

of the variable x1,x2……xn which satisy the constraints and also the non negative conditio
 Recognizing LP Problems
Problems in OM
objective must be stated.
ative courses of action.
nt of the objective must be constrained by scarce resources
ch of the constraints must be expressed as linear mathema
 Steps in Formulating LP Problems

ine the objective. (min or max)

ine the decision variables. (positive)
te the mathematical function for the objective.
te a 1- or 2-word description of each constraint.
te the right-hand side (RHS) of each constraint.
te <, =, or > for each constraint.
te the decision variables on LHS of each constraint.
te the coefficient for each decision variable in each constra
 Linear Programming

roblem is said to be a linear program if it satisfied the fo

objective function.
sion variable appears in
ctive function or one of the
tions, it must appear only as a power term with an exponen
lied by a constant.
 LP Problems in General

of each term in a constraint must be the same as the RHS

of each term in the objective function must be the same as
between constraints do not have to be the same
blem can have a mixture of constraint types
No term in the objective function or in any
of the constraints can contain products of
the decision variables.
The coefficients of the decision variables in
the objective function and each constraint
are constant.
The decision variables are permitted to
assume fractional as well as integer values
 Examples of lpp

inequations. here we describe the application of linear equations and inequations i

15 and whose difference is at the most 7 such that the product is maximum.

2 positive numbers be x and y. this x and y are decision variables.

s to minimize the product x ,y
we have to maximize z

ollowing conditions on the variables as x and y.

r constraints .the mathemetical constraint of this equation is to maximize the objec

 PROBLEMS
d labour and total endowment of skilled labouris1000. Similarly produ
 SOLUTION
Max R =10x1 + 5x 2

Subject to:
Skilled labour constraint: 25x1 +10x2<=1000
Unskilled labour constraint: 20x1 +50x2 <=1500
Non-negativity constraints: x1 ,x2 >=0
 Example: LP Formulation

Pounds of each alloy needed per frame

Aluminum Alloy Steel Alloy
Deluxe 2 3 deluxe

Professional 4 2
 e the objective
mize total weekly profit
e the decision variables
= number of Deluxe frames produced weekly
= number of Professional frames produced we
the mathematical objective function
ax Z = 10x1 + 15x2
Write a one- or two-word description of each constra
Aluminum available
Steel available
Write the right-hand side of each constraint
100
80
Write <, =, > for each constraint
< 100
< 80
e decision variables on the left-hand side of ea
100
80
oefficient for each decision in each constraint
x2 < 100
x2 < 80
LP in Final Form
Max Z = 10x1 + 15x2
Subject To
2x1 + 4x2 < 100 ( aluminum constraint)
3x1 + 2x2 < 80 ( steel constraint)
x1 , x2 > 0 (non-negativity constraints
Example:graphical method
Example:graphical method

20

0 x
Example:graphical method
y

20

15

(5,5)

0 x
Example:graphical method
y

20

15

(5,5)

0 x
Example:graphical method

20

15

(5,5)

0 x
Example:graphical method

20

15

0 x
Example:graphical method

20

15

(5,5)

0 x
Example:graphical method
y

20

15

(5,5)

0 x
THE SIMPLEX METHOD
So far we find an optimal point by searching
among feasible intersection points.
 The search can be improved by starting with
an initial feasible point and moving to a
“better” solution until an optimal one is found.
� The simplex method incorporates both
optimality and feasibility tests to find the
optimal solution(s) if one exists
An optimality test shows whether an
intersection point corresponds to a value of the
objective function better than the best value
found so far.
� A feasibility test determines whether the
proposed intersection point is feasible.
� The decision and slack variables are separated
into two nonoverlapping sets, which we call
the independent and dependent sets
 THE SIMPLEX METHOD
Transform Linear Program into a system
of linear equations using slack variables:
THE SIMPLEX METHOD
 THE SIMPLEX METHOD
rt from the vertex (x=0 , y=0)
ve to the next vertex that increases profit as much as possi
t (0,0), P = 0
Increasing x can increase P the most (x coefficient has larger magnitude than the
y coefficient)
Compute check ratios to find pivot row (smallest ratio)
ea: Start from a vertex (x=0, y=0)
Move to next vertex that increases profit as much as p

can increase P the most (x coefficient has larger magnitude than the
eck ratios to findpivot row (smallest ratio)
the element inboth pivot column and row
Pivoting means solve for that variable,
Then substitute into the other equations

x y s1 s2 P
RHS
Pivoting means solve for that variable,
Then substitute into the other equations

x y s1 s2 P RHS
 Pivoting means solve for that variable,
Then substitute into the other equations

x y s1 s2 P RHS
THE
END