CE593 – Construction Planning

Optimization Techniques:
Linear Programming

IMS Sathyaprasad
Department of Civil Engineering
Chapter Topics

n Model Formulation
n A Maximization Model Example
n Graphical Solutions of Linear Programming Models
n A Minimization Model Example
n Irregular Types of Linear Programming Models
n Characteristics of Linear Programming Problems

CE593 - Construction Planning

 Linear Programming: An Overview

n Objectives of business decisions frequently involve

maximizing profit or minimizing costs.
n Linear programming uses linear algebraic relationships
to represent a firm’s decisions, given a business
objective, and resource constraints.
n Steps in application:
1. Identify problem as solvable by linear
programming.
2. Formulate a mathematical model of the
unstructured problem.
3. Solve the model.
4. Implementation
CE593 - Construction Planning
 Model Components

• Decision variables - mathematical symbols representing levels of activity of a

firm.
• Objective function - a linear mathematical relationship describing an objective of
the firm, in terms of decision variables - this function is to be maximized or
minimized.
• Constraints – requirements or restrictions placed on the firm by the operating
environment, stated in linear relationships of the decision variables.
• Parameters - numerical coefficients and constants used in the objective function
and constraints.

CE593 - Construction Planning

 Summary of Model Formulation Steps

Step 1 : Clearly define the decision variables

Step 2 : Construct the objective function

Step 3 : Formulate the constraints

CE593 - Construction Planning

 LP Model Formulation
A Maximization Example (1 of 3)

• Product mix problem – XYZ Precast Concrete Yard

• How many cement grills and cover slabs should be produced to
maximize profits given labor and materials constraints?
• Product resource requirements and unit profit:

Resource Requirements

Labour Cement Profit

Product
(Hr./Unit) (kg./Unit) (LKR/Unit)

Cement Grill 1 4 40
Cover Slabs 2 3 50

CE593 - Construction Planning

 LP Model Formulation
A Maximization Example (2 of 3)

Resource 40 hrs of labour per day

Availability: 120 kgs of cement
Decision x1 = number of cement grills to produce per day
Variables: x2 = number of cover slabs to produce per day
Objective Maximize Z = 40x1 + 50x2
Function: Where Z = profit per day (LKR)
Resource 1x1 + 2x2 £ 40 hours of labour
Constraints: 4x1 + 3x2 £ 120 kgs of cement
Non-Negativity x1 ³ 0; x2 ³ 0
Constraints:
CE593 - Construction Planning
 LP Model Formulation
A Maximization Example (3 of 3)

Complete Linear Programming Model:

Maximize Z = 40x1 + 50x2

subject to: 1x1 + 2x2 £ 40

4x1 + 3x2 £ 120
x1, x2 ³ 0

CE593 - Construction Planning

 Feasible Solutions

A feasible solution does not violate any of the constraints:

Example: x1 = 5 grills
x2 = 10 slabs
Z = 40x1 + 50x2 = 700

Labour constraint check: 1(5) + 2(10) = 25 < 40 hours

Cement constraint check: 4(5) + 3(10) = 50 < 120 kgs

CE593 - Construction Planning

 Infeasible Solutions

An infeasible solution violates at least one of the

constraints:

Example: x1 = 10 grills
x2 = 20 slabs
Z = 40x1 + 50x2 = 1400

Labour constraint check: 1(10) + 2(20) = 50 > 40 hours

CE593 - Construction Planning

 Graphical Solution of LP Models

• Graphical solution is limited to linear programming models

containing only two decision variables (can be used with three
variables but only with great difficulty).

• Graphical methods provide visualization of how a solution for

a linear programming problem is obtained.

CE593 - Construction Planning

 Coordinate Axes
Graphical Solution of Maximization Model (1 of 10)

X2 is slabs

Maximize Z = 40x1 + 50x2

subject to: 1x1 + 2x2 £ 40
4x1 + 3x2 £ 120
x1, x2 ³ 0

X1 is grillls
Figure 1 Coordinates for Graphical Analysis
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 Labour Constraint
Graphical Solution of Maximization Model (2 of 10)

Maximize Z = 40x1 + 50x2

subject to: 1x1 + 2x2 £ 40
4x1 + 3x2 £ 120
x1, x2 ³ 0

Figure 2 Graph of Labour Constraint

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 Labour Constraint Area
Graphical Solution of Maximization Model (3 of 10)

Maximize Z = 40x1 + 50x2

subject to: 1x1 + 2x2 £ 40
4x1 + 3x2 £ 120
x1, x2 ³ 0

Figure 3 Labour Constraint Area

CE593 - Construction Planning
 Cement Constraint Area
Graphical Solution of Maximization Model (4 of 10)

Maximize Z = 40x1 + 50x2

subject to: 1x1 + 2x2 £ 40
4x1 + 3x2 £ 120
x1, x2 ³ 0

Figure 4 Cement Constraint Area

CE593 - Construction Planning
 Both Constraints
Graphical Solution of Maximization Model (5 of 10)

Maximize Z = 40x1 + 50x2

subject to: 1x1 + 2x2 £ 40
4x1 + 3x2 £ 120
x1, x2 ³ 0

Figure 5 Graph of Both Model Constraints

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 Feasible Solution Area
Graphical Solution of Maximization Model (6 of 10)

Maximize Z = 40x1 + 50x2

subject to: 1x1 + 2x2 £ 40
4x1 + 3x2 £ 120
x1, x2 ³ 0

CE593 - Construction Planning

Figure 6 Feasible Solution Area
 Objective Function Solution = LKR 800
Graphical Solution of Maximization Model (7 of 10)

Maximize Z = 40x1 + 50x2

subject to: 1x1 + 2x2 £ 40
4x1 + 3x2 £ 120
x1, x2 ³ 0

Figure 7 Objective Function Line for Z = LKR 800

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 Alternative Objective Function Solution Lines
Graphical Solution of Maximization Model (8 of 10)

Maximize Z = 40x1 + 50x2

subject to: 1x1 + 2x2 £ 40
4x1 + 3x2 £ 120
x1, x2 ³ 0

Figure 8 Alternative Objective Function Lines

CE593 - Construction Planning
 Optimal Solution
Graphical Solution of Maximization Model (9 of 10)

Maximize Z = 40x1 + 50x2

subject to: 1x1 + 2x2 £ 40
4x1 + 3x2 £ 120
x1, x2 ³ 0

Figure 9 Identification of Optimal Solution Point

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 Optimal Solution Coordinates
Graphical Solution of Maximization Model (10 of 10)

Maximize Z = 40x1 + 50x2

subject to: 1x1 + 2x2 £ 40
4x1 + 3x2 £ 120
x1, x2 ³ 0

CE593 - Construction Planning

Figure 10 Optimal Solution Coordinates
Finding Solution
from the Profits at the Extreme Corners

Point X1 X2 Profit

A 0 20 1000

B 24 8 1360

C 30 0 1200

CE593 - Construction Planning Figure 11 Profits at Extreme Corners