College of Management, NCTU Operation Research I Fall, 2008

Chapter 3 Introduction to Linear Programming

‰ Usually (at least for now) deal with the problems of allocating limited
resources among competing activities in the best possible (optimal) way.
‰ Requires all functions to be linear functions.

‰ Example: The WYNDOR GLASS CO.

9 Two new products
¾ Product 1: aluminum-frame window
¾ Product 2: wood-frame window
9 Three plants
¾ Plant 1 produces aluminum frames
¾ Plant 2 produces wood frames
¾ Plant 3 produces the glass and assembles the products
9 Interview and gathering data yield the following information:
Plant Product 1 Product 2 Capacity Available
1 1 0 4
2 0 2 12
3 3 2 18
Profit (thousands) 3 5

9 Defining variables and formulating the model

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College of Management, NCTU Operation Research I Fall, 2008

‰ How to solve a LP problem – The Graphic Solution

9 Recall the Wyndor Problem
Max Z = 3x1 + 5x2
S.T. x1 ≤ 4
2x2 ≤ 12
3x1 + 2x2 ≤ 18
x1, x2 ≥ 0
9 The first step is to identify the values of (x1, x2) that are permitted by the
restrictions.
9 The resulting region of permissible values of (x1, x2), called the feasible region.

9 Then, we need to pick out the point in this feasible region that maximizes the
value of Z = 3x1 + 5x2.

‰ Take a look at the OR Tutor in the CD-ROM

9 Install the program and try it out.

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College of Management, NCTU Operation Research I Fall, 2008

‰ The Linear Programming Model

9 The key terms are resources and activities.
¾ m denotes the number of resources; n denotes the number of activities.
9 Once again, the most common type of application of linear programming
involves allocating resources to activities.
9 Back to our Wyndor example
Wyndor Example General Problem
3 Plants m resources
2 products n activities
Production rate of product j, xj Level of activity j, xj
Profit Z Overall measure of performance Z

‰ Our Standard Form of the Model

9 Some commonly used symbols:
¾ Z = value of overall measure of performance
¾ xj = level of activity j
¾ cj = increase in Z that would result from each unit increase in level of
activity j
¾ bi = amount of resource i that is available for allocation to activities
¾ aij = amount of resource i consumed by each unit of activity j

Max Z = c1x2 + c2x2 +…+cnxn

S.T. a11x1 + a12x2 +…+ a1nxn ≤ b1
a21x1 + a22x2 +…+ a2nxn ≤ b2
……………
am1x1 + am2x2 +…+ amnxn ≤ bm
x1, x2,…, xn ≥ 0

OR

n
Max ∑c
j =1
j xj

n
S.T. ∑a
j =1
ij x j ≤ bi , i = 1, 2, …,m

xj ≥ 0, j = 1, 2, …, n
9 Objective function, constraints, functional constraints, and nonnegativity
constraints.

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College of Management, NCTU Operation Research I Fall, 2008

‰ Other Forms
9 Minimizing rather than maximizing the objective function:

9 Some functional constraints with a greater-than-or-equal-to inequality:

9 Some functional constraints in equation form:

9 Deleting the nonnegativity constraints for some decision variables:

‰ Some Terminology
9 Solution—any specification of values for the decision variables is called a
solution (this is a bit different from what you are used to).

9 Feasible Solution—a solution for which all the constraints are satisfied.
9 Infeasible Solution—is a solution for which at least one constraint is violated.

9 Feasible Region—is the collection of all feasible solutions.

9 Note that it is possible to have no feasible solution.

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College of Management, NCTU Operation Research I Fall, 2008

9 Optimal Solution—is a feasible solution that that has the most favorable value
of the objective function.

9 Most problems will have just one optimal solution. However, it is possible to
have more than one.
9 Multiple optimal solutions—have an infinite number of them, each with the
same optimal value of the objective function.

9 No optimal solutions—occurs only if (1) it has no feasible solutions or (2) the

constraints do not prevent improving objective value (unbounded Z).

9 Corner-Point Feasible (CPF) Solution—is a solution that lies at a corner of the

feasible region.

‰ Relationship between optimal solution and CPF solution

9 Consider any LP problem with feasible solutions and a bounded feasible region.
9 This problem must possess CPF solutions and optimal solution.
9 The best CPF solution must be . That is, if a problem
has exactly one optimal solution, it must be .
9 If the problem has multiple optimal solutions, at lease must be CPF
solutions.

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College of Management, NCTU Operation Research I Fall, 2008

‰ Assumptions of Linear Programming

9 Proportionality
¾ The contribution of each activity to the value of the objective function Z is
proportional to the level of the activity xj.
¾ Similarly, the contribution of each activity to the left-hand side of each
functional constraint is proportional to the level of the activity xj.

9 Additivity
¾ Every function in a linear programming model is the sum of the individual
contributions of the respective activities.

9 Divisibility
¾ Decision variables in a LP model are allowed to have any values, including
noninteger values, that satisfy the functional and nonnegativity constraints.

9 Certainty
¾ The value assigned to each parameter of a LP model is assumed to be a
known constant.

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College of Management, NCTU Operation Research I Fall, 2008

‰ Example—Radiation Therapy
Fraction of Entry Dose
Absorbed by Area
Restriction on total
(Average)
Average Dosage, Kilorads
Area
Beam 1 Beam 2
Health Anatomy 0.4 0.5 Minimize
Critical tissues 0.3 0.1 ≤ 2.7

Tumor region 0.5 0.5 =6

Center of tumor 0.6 0.4 ≥ 6
9 Problem: Determine the number of doses required for beam 1 and beam2.

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College of Management, NCTU Operation Research I Fall, 2008

‰ Example —Region Planning

Farms Acres Water allocated in acre-foot
1 400 600
2 600 800
3 300 375

Corp Max quota Water consumption Net return

(acres) (acre-foot/acre) ($/acre)
Sugar beets 600 3 1,000
Cotton 500 2 750
Sorghum 325 1 250

¾ Political Concern: each farm will plant the same proportion of land.
¾ Problem: Determine how many acres of each crop should be planted on
each farm.

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College of Management, NCTU Operation Research I Fall, 2008

‰ Example—Air Pollution Control

Pollutants Required Reduction Rate
Particulate (1) 60
Sulfur oxides (2) 150
Hydrocarbons (3) 125
9 There are two major sources of pollution; each has three possible methods to
reduce its emissions.
Pollutants Method 1 Method 2 Method 3
Blast Open Blast Open Blast Open
furnaces furnaces furnaces furnaces furnaces furnaces
1 12 9 25 20 17 13
2 35 42 18 31 56 49
3 37 53 28 24 29 20
9 Annual Cost
Method Blast furnaces Open furnaces
1 8 10
2 7 6
3 11 9
9 Problem: Determine what fraction of each method to be applied to each type of
furnace.

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College of Management, NCTU Operation Research I Fall, 2008

‰ Example—Reclaiming Solid Wastes

Grade Specification Amalgamation Selling Price
Cost per Pound per Pound
A Material 1: Not more than 30% of total
Material 2: Not less than 40% of total 3.00 8.50
Material 3: Not more than 50% of total
Material 4: Exactly 20% of total
B Material 1: Not more than 50% of total
Material 2: Not less than 10% of total 2.50 7.00
Material 4: Exactly 10% of total
C Material 1: Not more than 70% of total 2.00 5.50

Material Pounds per Treatment Cost Additional Restrictions

Week Available
1 3,000
2 2,000
3 4,000
4 1,000
per Pound
3.00 1. For each material, at least half of
the pound per week available
6.00 should be collected and treated.
4.00 2. $30,000 per week should be used
5.00 to treat these materials.

Jin Y. Wang
Chap3-10
College of Management, NCTU Operation Research I Fall, 2008

‰ Example—Personnel Scheduling
9 Minimize number of customer service agents that need to be on duty at different
times of the day to provide a satisfactory level of service.
Time Periods Covered
Shift Minimum Number
Time Periods 1 2 3 4 5 of Agents Needed
6:00am~8:00am V 48
8:00am~10:00am V V 79
10:00am~12:00am V V 65
12:00am~2:00pm V V V 87
2:00pm~4:00pm V V 64
4:00pm~6:00pm V V 73
6:00pm~8:00pm V V 82
8:00pm~10:00pm V 43
10:00pm~12:00pm V V 52
12:00pm~6:00am V 15
Daily cost per agent $170 $160 $175 $180 $195

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Chap3-11
College of Management, NCTU Operation Research I Fall, 2008

‰ Example—Distributing Goods Through a Distribution Network

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Chap3-12
College of Management, NCTU Operation Research I Fall, 2008

‰ Bonus Example—A relief agency is sending agricultural experts to a certain

country to increase food production. Each full project undertaken in country
1 will increase food production to feed 2000 additional people; In country 2,
3000 people.
Amount used per project
Resources Country 1 Country 2 Availability
Equipment 0 5 20
Expert 1 2 10
Money 60 20 300
9 Assumed that we can carry out the fractional project.
9 Problem: maximize the min increase in food production in both countries.

Jin Y. Wang
Chap3-13