Linear

Programming
Models
Group Member :
1. Felicia Monika
1511011032
2. Astri Datmalem
1511011051
What is Linear Programing ?
 Linear programming (LP) is a widely used
mathematical modeling technique
designed to help managers in planning
and decision making relative to resource
allocation.
 All problems seek to maximize or minimize
some quantity, usually profit or cost.
Steps in Formulating
Understand the managerial problem being faced

Identify the objective and the constraints

Define the decision variables

Use the decision variables to write mathematical

expressions for the objective function and the
constraints
Flair Furniture Company
 The Flair Furniture Company produces inexpensive
tables and chairs
 Processes are similar in that both require a certain
amount of hours of carpentry work and in the
painting and varnishing department
 Each table takes 4 hours of carpentry and 2 hours
of painting and varnishing
 Each chair requires 3 of carpentry and 1 hour of
painting and varnishing
 There are 240 hours of carpentry time available
and 100 hours of painting and varnishing
 Each table yields a profit of $70 and each chair a
profit of $50
  The company wants to determine the
best combination of tables and chairs to
produce to reach the maximum profit

HOURS REQUIRED TO
PRODUCE 1 UNIT
(T) (C) AVAILABLE HOURS
DEPARTMENT TABLES CHAIRS THIS WEEK
Carpentry 4 3 240

Painting and varnishing 2 1 100

Profit per unit $70 $50

Table 7.2
Graphical Representation of a
Constraint
C

100 –
– This Axis Represents the Constraint T ≥ 0
80 –
Number of Chairs

–
60 –
–
40 – This Axis Represents the
– Constraint C ≥ 0
20 –
–
|– | | | | | | | | | | |
0 20 40 60 80 100 T

Figure 7.1 Number of Tables

 C
Graph of carpentry constraint equation
100 –
–
80 –
Number of Chairs

(T = 0, C = 80)
–
60 –
–
40 –
–
(T = 60, C = 0)
20 –
–
|– | | | | | | | | | | |
0 20 40 60 80 100 T

Figure 7.2 Number of Tables

 C  Any point on or below the constraint
plot will not violate the restriction
100 –
 Any point above the plot will violate
– the restriction
80 –
Number of Chairs

–
60 –
–
(30, 40) (70, 40)
40 –
–
20 –
– (30, 20)
|– | | | | | | | | | | |
0 20 40 60 80 100 T

Figure 7.3 Number of Tables

 The point (30, 40) lies on the plot and exactly
satisfies the constraint
4(30) + 3(40) = 240
 The point (30, 20) lies below the plot and
satisfies the constraint
4(30) + 3(20) = 180
 The point (30, 40) lies above the plot and
does not satisfy the constraint
4(70) + 3(40) = 400
 To produce tables and chairs, both
departments must be used
 We need to find a solution that satisfies both
constraints simultaneously
 A new graph shows both constraint plots
 The feasible region (or area of feasible
solutions) is where all constraints are satisfied
 Any point inside this region is a feasible
solution
 Any point outside the region is an infeasible
solution
 C
 Feasible solution region for Flair Furniture
100 –
–
80 –
Number of Chairs

Painting/Varnishing Constraint
–
60 –
–
40 –
–
Carpentry Constraint
20 – Feasible
– Region
|– | | | | | | | | | | |
0 20 40 60 80 100 T

Figure 7.5 Number of Tables

 For the point (30, 20)
Carpentry 4T + 3C ≤ 240 hours available
constraint (4)(30) + (3)(20) = 180 hours used 
Painting 2T + 1C ≤ 100 hours available
constraint (2)(30) + (1)(20) = 80 hours used 
 For the point (70, 40)

Carpentry 4T + 3C ≤ 240 hours available

constraint (4)(70) + (3)(40) = 400 hours used 
Painting 2T + 1C ≤ 100 hours available
constraint (2)(70) + (1)(40) = 180 hours used 
Isoprofit Line Solution Method

 Once the feasible region has been graphed, we

need to find the optimal solution from the many
possible solutions
 The speediest way to do this is to use the isoprofit
line method
 Starting with a small but possible profit value, we
graph the objective function
 We move the objective function line in the
direction of increasing profit while maintaining the
slope
 The last point it touches in the feasible region is the
optimal solution
 For Flair Furniture, choose a profit of $2,100
 The objective function is then
$2,100 = 70T + 50C
 Solving for the axis intercepts, we can draw the
graph
 This is obviously not the best possible solution
 Further graphs can be created using larger profits
 The further we move from the origin, the larger the
profit will be
 The highest profit ($4,100) will be generated when
the isoprofit line passes through the point (30, 40)
 C
 Isoprofit line at $2,100
100 –
–
80 –
Number of Chairs

–
60 –
– $2,100 = $70T + $50C
(0, 42)
40 –
–
(30, 0)
20 –
–
|– | | | | | | | | | | |
0 20 40 60 80 100 T

Figure 7.6 Number of Tables

 C
 Four isoprofit lines
100 –
–
$3,500 = $70T + $50C
80 –
Number of Chairs

– $2,800 = $70T + $50C

60 –
– $2,100 = $70T + $50C
40 –
– $4,200 = $70T + $50C
20 –
–
|– | | | | | | | | | | |
0 20 40 60 80 100 T

Figure 7.7 Number of Tables

 C
 Optimal solution to the
100 – Flair Furniture problem
–
80 –
Number of Chairs

Maximum Profit Line

–
60 – Optimal Solution Point
– (T = 30, C = 40)
40 –
– $4,100 = $70T + $50C
20 –
–
|– | | | | | | | | | | |
0 20 40 60 80 100 T

Figure 7.8 Number of Tables

Corner Point Solution Method
 This techniqueis simpler conceptually than
the isoprofit line approach, but it involves
looking at the profit at every corner point
of the feasible region.
 C
 Four corner points of
100 – the feasible region
2 –
80 –
Number of Chairs

–
60 –
–
3
40 –
–
20 –
–
1 |– | | | | | | | | | | |
0 20 40 60 80 100 T
4
Figure 7.9 Number of Tables
 Point 1 : (T = 0, C = 0) Profit = $70(0) + $50(0) = $0
 Point 2 : (T = 0, C = 80) Profit = $70(0) + $50(80) = $4,000
 Point 3 : (T = 50, C = 0) Profit = $70(50) + $50(0) = $3,500
 Point 4 : (T = 30, C = 40) Profit = $70(30) + $50(40) = $4,100

Because Point returns the highest profit, this is the optimal solution
To find the coordinates for Point accurately we have to solve for the
intersection of the two constraint lines

 Using the simultaneous equations method, we multiply the

painting equation by –2 and add it to the carpentry equation
4T + 3C = 240 (carpentry line)
– 4T – 2C = –200
(painting line)
C= 40
Substituting 40 for C in either of the original equations allows us to
determine the value of T
4T + (3)(40) = 240 (carpentry line)
4T + 120 = 240
T= 30
 Personal Mini Warehouses is planning to expand its successful

Example
Orlando business into Tampa. In doing so, the company must
determine how many storage rooms of each size to build. Its
objective and constraints follow:
Maximize monthly earnings = 50X1 + 20X2
subject to 2X1 + 4X2 ≤ 400
(advertising budget available)
100X1 + 50X2 ≤ 8,000 (square
footage required)
X1 ≤ 60 (rental limit expected)
X1, X2 ≥ 0
Where :

X1 = number of large spaces developed

X2 = number of small spaces developed
Solution
 An evaluation of the five corner points of the
accompanying graph indicates that corner point C
produces the greatest earnings. Refer to the graph
and table
Example
Max 8X1 + 5X2 (Weekly profit)
subject to
2X1 + 1X2  1000 (Plastic)
3X1 + 4X2  2400 (Production Time)
X1 + X2  700 (Total production)
X1 - X2  350 (Mix)
Xj> = 0, j = 1,2 (Nonnegativity)
 X2
1000 The Plastic constraint
2X1+X2 1000
700 Total production constraint:
X1+X2 700 (redundant)
500
Infeasible
Production mix
constraint:
Production Feasible X1-X2  350
Time
3X1+4X22400
X1
500 700
Interior points. Boundary points. Extreme points.
 X2 Start at some arbitrary profit, say profit = $2,000...
1000 Then increase the profit, if possible...
...and continue until it becomes infeasible

700 Profit =$4360

500

Space Rays = 320

dozen
Zappers = 360
dozen X1

Profit = $4360
SOLVING MINIMIZATION PROBLEM

Minimization problems can be solved graphically by

first setting up the feasible solution region and then
using either the corner point method or an isocost
line approach (which is analogous to the isoprofit
approach in maximization problems) to find the
values of the decision Variables (e.g., X1 and X2)
that yield the minimum cost.
Holiday Meal Turkey Ranch
 The Holiday Meal Turkey Ranch is considering buying
two different brands of turkey feed and blending
them to provide a good, low-cost diet for its turkeys
Let
X1 = number of pounds of brand 1 feed purchased
X2 = number of pounds of brand 2 feed purchased

Minimize cost (in cents) = 2X1 + 3X2

subject to:
5X1 + 10X2 ≥ 90 ounces (ingredient constraint A)
4X1 + 3X2 ≥ 48 ounces (ingredient constraint B)
0.5X1 ≥ 1.5 ounces (ingredient constraint C)
X1 ≥ 0 (nonnegativity
constraint)
X2 ≥ 0 (nonnegativity
constraint)
Holiday Meal Turkey Ranch
 Holiday Meal Turkey Ranch data

COMPOSITION OF EACH POUND

OF FEED (OZ.) MINIMUM MONTHLY
REQUIREMENT PER
INGREDIENT BRAND 1 FEED BRAND 2 FEED TURKEY (OZ.)
A 5 10 90
B 4 3 48
C 0.5 0 1.5
Cost per pound 2 cents 3 cents

Table 7.4
Holiday Meal Turkey
Ranch X 2
–
 Using the corner
point method
 First we construct 20 –

the feasible

Pounds of Brand 2
Ingredient C Constraint
solution region 15 –

 The optimal
a Feasible Region
solution will lie at 10 –
on of the corners
as it would in a 5–
Ingredient B Constraint
maximization b
problem c |A Constraint
Ingredient
0|– | | | |
5 10 15 20 25 X1
Pounds of Brand 1

Figure 7.10
Holiday Meal Turkey Ranch
 We solve for the values of the three corner points
 Point a is the intersection of ingredient constraints
C and B
4X1 + 3X2 = 48
X1 = 3
 Substituting 3 in the first equation, we find X2 = 12
 Solving for point b with basic algebra we find X1 =
8.4 and X2 = 4.8
 Solving for point c we find X1 = 18 and X2 = 0
Holiday Meal Turkey Ranch
 Substituting these value back into the objective
function we find
Cost = 2X1 + 3X2
Cost at point a = 2(3) + 3(12) = 42
Cost at point b = 2(8.4) + 3(4.8) = 31.2
Cost at point c = 2(18) + 3(0) = 36

 The lowest cost solution is to purchase 8.4 pounds of brand 1 feed

and 4.8 pounds of brand 2 feed for a total cost of 31.2 cents per
turkey
 X2
–
Feasible Region

 Using the isocost 20 –

approach

Pounds of Brand 2
15 –
 Choosing an
initial cost of 54
cents, it is clear 10 –

improvement is
possible 5–

(X1 = 8.4, X2 = 4.8)

0|– | | | | |
5 10 15 20 25 X1
Pounds of Brand 1

Figure 7.11
Four Special Cases in LP
Four special cases and difficulties arise at
times when using the graphical approach
to solving LP problems
 Infeasibility
 Unboundedness
 Redundancy
 Alternate Optimal Solutions
 infeasibility : When there is no
solution to an LP problem that
satisfies all of the constraints given,
then no feasible solution exists.
Graphically, it means that no
feasible solution region exists—a
situation that might occur if the
problem was formulated with
conflicting constraints.
 A problem with no feasible solution
X2

8–
–
6–
–
Region Satisfying
4– Third Constraint
–
2–
–
0– | | | | | | | | | |
2 4 6 8 X1

Region Satisfying First Two Constraints

Figure 7.12
 unboundedness : When the profit in a
maximization problem can be infinitely
large, the problem is unbounded and is
missing one or more constraints.
 A solution region unbounded to the right
X2

X1 ≥ 5
15 –

X2 ≤ 10
10 –

Feasible Region
5–
X1 + 2X2 ≥ 15

0|– | | | |
5 10 15 X1

Figure 7.13
redundancy, Redundancy causes no
major difficulties in solving LP problems
graphically, but you should be able to
identify its occurrence. A redundant
constraint is simply one that does not
affect the feasible solution region. And
 X2
30 –

 A problem with
25 –
a redundant 2X1 + X2 ≤ 30
constraint 20 –
Redundan
t
15 – Constraint
X1 ≤ 25

10 –
X1 + X2 ≤ 20
Feasible
5–
Region

0– | | | | | |
5 10 15 20 25 30 X1

Figure 7.14
 alternate optimal Solutions : An LP
problem may, on occasion, have two or
more alternate optimal solutions.
Graphically, this is the case when the
objective function’s isoprofit or isocost line
runs perfectly parallel to one of the
problem’s constraints—in other words,
when they have the same slope.
 X2
8–
 Example of 7–
alternate
optimal 6 –A
Optimal Solution Consists of All
solutions 5– Combinations of X1 and X2 Along
the AB Segment
4–

3– Isoprofit Line for $8

2–
B Isoprofit Line for $12
1 – Feasible Overlays Line Segment AB
Region
0– | | | | | | | |
1 2 3 4 5 6 7 8 X1

Figure 7.15
Sensitivity Analysis
 Sensitivity analysis often involves a series of what-
if? questions concerning constraints, variable
coefficients, and the objective function
 One way to do this is the trial-and-error method
where values are changed and the entire model
is resolved
 The preferred way is to use an analytic
postoptimality analysis
 After a problem has been solved, we determine
a range of changes in problem parameters that
will not affect the optimal solution or change the
variables in the solution
High Note Sound Company
 The High Note Sound Company manufactures
quality CD players and stereo receivers
 Products require a certain amount of skilled
artisanship which is in limited supply
 The firm has formulated the following product mix
LP model
Maximize profit = $50X1 + $120X2
Subject to 2X1 + 4X2 ≤ 80 (hours of electrician’s
time available)
3X1 + 1X2 ≤ 60 (hours of audio
technician’s time
available)
X 1 , X2 ≥ 0
 The High Note Sound Company graphical solution
X2
(receivers)
60 –

–
Optimal Solution at Point a
40 – X1 = 0 CD Players
X2 = 20 Receivers
a = (0, 20) – Profits = $2,400
b = (16, 12)
20 –
Isoprofit Line: $2,400 = 50X1 + 120X2
10 –

0– | | | | | |
10 20 30 40 50 60 X1
Figure 7.16 c = (20, 0) (CD players)
Changes in the
Objective Function Coefficient

 In real-life problems, contribution rates in the objective

functions fluctuate periodically
 Graphically, this means that although the feasible
solution region remains exactly the same, the slope of
the isoprofit or isocost line will change
 We can often make modest increases or decreases in
the objective function coefficient of any variable
without changing the current optimal corner point
 We need to know how much an objective function
coefficient can change before the optimal solution
would be at a different corner point
 Changes in the receiver contribution coefficients
X2
40 –
Profit Line for 50X1 + 80X2
(Passes through Point b)
30 –
Profit Line for 50X1 + 120X2
(Passes through Point a)
20 –
b
a Profit Line for 50X1 + 150X2
10 – (Passes through Point a)

0– | | c | | | |
10 20 30 40 50 60 X1
Figure 7.17