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Chapter 1 Intro To LP
Chapter 1 Intro To LP
Chapter 1 Intro To LP
Introduction to LP
④ Mathematical program .
Max or Min
tjcze ) , j E J
subject to Gion , { Iz ) bi ,
it I .
} constraints .
I
"
function
fjcze ) :
objective .
St .
Ah K, T G
, ,2 U2 x . . .
+ Ain kn (E ,
=
,
3 > b ,
Am ik T Gunz Mz t 1-
Amn Nh (E 3 ) bm
, . .
=
.
, ,
Kj ( Ef! )
,
j -
-
i. 2 .
- r .
.
h .
Properties :
{
.
② the
objective function and all constraints are linear .
(3) all
parameters are constants .
C laijb .
{ bib .
{ Cj 's ) .
(4)
Nj can be fractional as well as
integer values .
I satisfies
'
(5) D= (n seu is a feasible solution if all constraints
(7)
,
. . .
. .
A feasible It is an
optimal solution if it Max or Min E .
(8) Z*= I a- ni
't
is the optimal value .
of Je
't
.
i= ,
a- - *
f :÷:) .
e-
( ÷:) '
=L !:)
All A 12 Ath
(
- '
-
aim )
A- Az
Max / Attn Z = Cck, 't Cz Kat . . .
+ Cukor
=
azz azn
.
, . .
.
-
'
aim ,
a z
i. St .
a. " se, ta . > seat . . .
tansen CE .
=
,
s
. > b ,
Amite T Gunz Hz
, -1 1-
Amn Nh (E 3 ) bm
. .
=
.
, ,
Kj ( Ef! )
,
j -
- i. 2 .
- r .
.
h .
Canonical form
-
standard
-
form
Z = ITE 2- = ITE
St . AE I sit .
AE I CI J )
-
→
K o
£ §
b- 35 feasible form
if ,
canonical .
④ gewerakform→canonicalfor# .
① Min → Max
Min 2- = IF → ?
② I constraint
'
=
constraint
" "
→ E .
II. aijsej 3 bi →
?
③
"
constraint
= " "
= → E constraint .
II ,a Uj
'
-
bi →
?
④
Nj free →
nonnegative
Nj free → ?
generatform-standardform-D.ie
④
" i
constraint →
constraint
"
jiaijsej Ebi →
②
" ' '
= "
3 constraint → =
constraint .
Ihaijsej
ja
3 bi →
③
'
bi so .
→
bi > o
b; →
aijsej
=
Example
Mth 22 , t 422
5. t . x. t Nz 3 3
32 , t 226 =
14
N, Z O .
.
Question :
why do we need two forms of LP ?
Examptesoflp
(1) A production Problem . C How to allocate limited resources to maximize
A firm different
produces h products :
j
( ii. 2- ' '
'
' h )
unit
price :
different materials
using m .
( III. 2 .
.
-
im )
available amount :
8¥ .
decision variable .
function
Step objective .
Steps .
constraints .
(Tt ) Diet Problem .
.
satisfies the
daily minimum nutrient requirements at the minimum cost .
M
types of food :
(i =L 2.
,
- -
t.hr )
unit price :
h nutrients :
( j =L -2 .
' -
ish )
daily requirement :
Fi
Aij : amount
of Nj contained in one unit
of .
(TI ) Transportation Problem .
I ports :
( i II. 2
.
' ' '
.
I)
supply :
J markets :
(
j -4.2 .
.-
i. J)
demand :
number
of workers required each 4 hours time period fluctuates . The min
period is given .
Time
-
period #
-
of workers
required
12AM -
4AM 8
4AM -
8AM 9
8AM -
12PM 15
12PM -
4PM 14
4PM -
8PM 13
8PM -
12AM I 1
A worker can
only start
working at the start
of each 4 hour period .
Goal : find the min number of workers required daily to run the
plant
safely .
Linearization
'dN one .
( I) Absolute value .
¥ : in the constraint : I
II. aijsej l E bi
F-
G .
12N -1231 E3
,
CI ) in the fun
obj .
sit .
AE > I
""
method
=/ : if :3:
*
.
!
h
sit .
AE > I
:
Ki , .
30 . Ni .
by Kit
-
replace every ni ni
{ lxil
by Kit 't ki
-
New LP :
( LPnew )
Question :
Why method I works ?
PNP-osin.lorntheqop.to?oefogtaeleLPon.ews.wehaveeithers
=/?a÷÷ ) ( Igi )
-
*
PI .
Assume the opt Sol to ILPnew ) is Z .
a-
+
,
E- =
,
such that seat 325 > o .
"
Define
"
EIR in the
following way
'
y EIR
- -
, y .
:
Yat seat KJ yj O
{ I yj
= -
=
bit =
af ifjta .
=
nj , if j ta .
set ai -
( )
35
.
A J
't
J I A AE AE
-
c -
= =
-
se
sea
.
i
,
Knt Ni -
It 5- forms ,
a feasible Sol of ( LP ) new
-
Besides ,
2-new =
I Cj l yjttbj
,
)
Cj ( aejt + Kj ) t ca C Kat -
25 >
Ig ,
Cj (
kjttscj-j-calkatka-s-GCN.at -
KI ,
=
Et -
2 CLUJ
<
z*
contradiction .
he
St .
Kit R2 34 .
(II) Min -
Max problem .
f Ete Y
"
Min Max ,
d- E .
. .
.
few> 92N }
Example .
Min = Max -13 ,
2- 4k .
y=2xt3
*
y -2
-
-
kN
Max -
Min Problem .
"
Max Min { EZ ,
d- E, . . .
Y .
122+3 Y
Example .
Max Mir ,
2- 4k .
y=2xt3
*
y -2
-
-
kN
E¥ .
Max seyz
St .
Ky El
Gt El
K Z E2
x.
y Z .
30 .
Example 1
Max z = 4x + 3y
Subject to x +y 4
5x + 3y 15
x 0, y 0
2
Example 1
Max z = 4x + 3y
Subject to x +y 4
5x + 3y 15
x 0, y 0
Some observations:
1. The feasible region is a closed set,
which is bounded by straight lines, and
has finitely many corner points.
4
Example 1
Some observations:
1. The feasible region is a closed set,
which is bounded by straight lines, and
has finitely many corner points.
2. If we take two points in the feasible
region then the whole line segment
joining them remains in the feasible
region. Thus, the feasible region is a
closed, bounded convex set having
finitely many corner points.
4
Example 1
Some observations:
1. The feasible region is a closed set,
which is bounded by straight lines, and
has finitely many corner points.
2. If we take two points in the feasible
region then the whole line segment
joining them remains in the feasible
region. Thus, the feasible region is a
closed, bounded convex set having
finitely many corner points.
3. The optimal point to the above
problem cannot be an interior point. In
fact, it is a corner point.
4
Example 2
Max z = 2x + 5y
Subject to 3x + 2y 6
(1)
x + 2y 2
x 0, y 0
5
Example 2
Max z = 2x + 5y
Subject to 3x + 2y 6
(2)
x + 2y 2
x 0, y 0
6
Example 3
Max z = 4x + 2y
Subject to 3x + 2y 6
(3)
x + 2y 2
x 0, y 0
7
Example 3
Max z = 4x + 2y
Subject to 3x + 2y 6
(4)
x + 2y 2
x 0, y 0
8
Example 4
Max z = 3x + 2y
Subject to x +y 4
(5)
5x + 3y 15
x 2.5, y 1.5
9
Example 4
Max z = 3x + 2y
Subject to x +y 4
(6)
5x + 3y 15
x 2.5, y 1.5
10
Example 5
Max z = 15x + 9y
Subject to x +y 4
(7)
5x + 3y 15
x 0, y 0
11
Example 5
Max z = 15x + 9y
Subject to x +y 4
(8)
5x + 3y 15
x 0, y 0
12
Summary
13