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CH 03-1 Introduction To LP
CH 03-1 Introduction To LP
CH 03-1 Introduction To LP
George Dantzig
Junior Statistician U.S.
Bureau of Labor Statistics
(1937-39)
Head of USAF Combat
Analysis Branch (1941-46)
PhD Mathematics, Cal Berkeley (1946)
Invented “Simplex” method for solving
linear programs (1947)
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3.1 Prototype Example:
The Wyndor Glass Company Problem
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Example – Wyndor Glass
Formulate and take a guess at soln.
Time required per batch
Plant Product 1 x1 Product 2 x2 Time Avail
1 1 0 4
2 0 2 12
3 3 2 18
profit per batch (Z) $3,000 $5,000
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3.2 LP Models
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Standard Form
′
Concise version:
max 𝑐 𝑥
A is an m by n matrix: n variables, m constraints
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Sec. 3.2 Standard Form for LP
Max Z = c1 X 1 + c2 X 2 + . . . + cn X n Decision
Variables
s. t .
a11 X 1 + a12 X 2 + . . . + a1n X n £ b1
a21 X 1 + a22 X 2 + . . . + a2 n X n £ b2
:
:
am1 X 1 + am2 X 2 + . . . + amn X n £ bm
X 1 ³ 0, X 2 ³ 0, . . . , X n ³ 0
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Sec. 3.2 Standard Form for LP
Max Z = c1 X 1 + c2 X 2 + . . . + cn X n Objective
목적함수
s. t .
a11 X 1 + a12 X 2 + . . . + a1n X n £ b1 Ex. Z=3x+8y
X,y 에 들어가는
a21 X 1 + a22 X 2 + . . . + a2 n X n £ b2 최적해
: Z 값이 목적함
:
am1 X 1 + am2 X 2 + . . . + amn X n £ bm
X 1 ³ 0, X 2 ³ 0, . . . , X n ³ 0
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Sec. 3.2 Standard Form for LP
Max Z = c1 X 1 + c2 X 2 + . . . + cn X n
s. t .
a11 X 1 + a12 X 2 + . . . + a1n X n £ b1 Functional
Constraints
a21 X 1 + a22 X 2 + . . . + a2 n X n £ b2 제약식
:
:
am1 X 1 + am2 X 2 + . . . + amn X n £ bm
Nonnegativity
X 1 ³ 0, X 2 ³ 0, . . . , X n ³ 0
Constraints
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Other Forms
The other legitimate forms are the following:
1. Minimizing rather than maximizing the objective function:
Minimize Z = c1x1 + c2x2 + · · · + cnxn.
2. Some functional constraints with a greater-than-or-equal-to inequal-
ity:
ai1x1 + ai2x2 · · · + ainxn bi for some values of i.
3. Some functional constraints in equation form:
ai1x1 + ai2x2 · · · + ainxn = bi for some values of i.
4. Deleting the nonnegativity constraints for some decision variables:
xj unrestricted in sign for some values of j.
Converting a legitimate form into the standard form
• Slack/surplus variables
• Replacing ‘free’ variables
• Minimization is converted to maximization
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Linear Programming Terminology
Solution: any set of (x1, …,xn)
Feasible solution: all constraints satisfied
Optimal solution: no better solution exists
Corner point feasible (CPF): a solution that lies
at the corner of the feasible region.
Corner point feasible solution lies at a corner of
the feasible region. That is, it lies at the intersec-
tion of n constraints, where n is the number of
decision variables.
If there is an optimal solution, then there is al-
ways at a corner point feasible solution.
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4 Cases in Linear Programming
An LP can
LP can havehave a unique
multiple op- solutions
optimal
timal
Atsolution
least two corner points are optimal. There are infinite optimal solu-
tions lying
This is on the
always line between
a corner point the two CPF
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4 cases in Linear Programming
LP can be infeasible LP can be unbounded
The constraints are such that
no point exists that satisfies all
the contraints
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3.3 Assumptions of LP
Linear objective function, constraints
1. Proportionality: The contribution of each activity to the
value of the objective function is proportional to the level
of activity
2. Additivity: Every function in the LP model is the sum
of the individual contributions of the respective activities
(Interaction not allowed)
3. Divisibility: Continuous decision variables cf. Integer
variable
4. Certainty: Deterministic parameters (The value as-
signed to each parameter of a linear programming
model is assumed to be a known constant.) cf. stochas-
tic programming
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Violating Proportionality
Case 1 of Table 3.4
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Violating Proportionality
Case 2 of Table 3.4
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Violating Additivity
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Violating Divisibility & Certainty
Divisibilty
x1 > 0 , x 2 > 0 or x1 > 0 , x2 > 0 & integers
8
2
2 4 6 8 10 12
Certainty
Max Z = 3X1 + 5X2
s.t. X1 <8 How certain are we of
X2 <6 this demand?
3X1 + 4X2 < 36
X1 > 0 , X2 > 0 19/36
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3.4 Additional Examples
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bladder: 방광
tumor: 종양
rectum: 직장
Page 47 Design of Radiation Therapy coccyx: 꼬리뼈
femur: 대퇴골
pelvis: 골반
Mary
상당히 진전된 상태의 암
방광 부근에 대형 종양
방사선 시술
이온화된 방사선 빔 : 암 세포 조직은 물론
건강한 세포 조직도 파괴
몇 가지 방사선 빔이 2 차원상의 서로 다른
각도로 정교하게 시술
감쇠효과 : 출구점 주변의 조직보다 진입점
주변의 조직에 더 많은 방사선이 있음
산란현상 : 방사선 빔의 직접적인 경로
바깥의 조직에도 방사선이 도달
암 세포는 보통 현미경적으로 작은 단위로
정상 세포 사이에 퍼져 있고 , 암 세포는
정상 세포보다 조금 더 전파에 민감
방사선이 암세포 지역에 충분히 강하게
조사되어 암 세포를 죽일 수 있어야 하며
너무 강하게 조사되지 않아서 건강한
세포를 죽이지 말아야 함
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Radiation Therapy: Formulation
진입점에서의 방사선량
총 조사량 제한 ,
영역
빔 1 빔 2 킬로래드
(7.5,4.5), Z= 5.25
Objective
function
contour
.3x+.1y=2.7 .5x+.5y=6
0 9 10 12 x
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경작지 할당량 ( 에이커 )
Regional Planning of 작물 키부츠
1 2 3
Kibbutzim: Formulation 사탕무우 x1 x2 x3
면화 x4 x5 x6
사탕수수 x7 x8 x9
목적함수 : Z 의 효율성에 대한 척도는 총 수익
Maximize Z = 1,000(x1 + x2 + x3) + 750(x4 + x5 + x6) + 250(x7 + x8 + x9)
제약 조건 표 3.8 남부 키부츠 연합의 자원 자료
1. 각각의 키부츠의 사용가능한 경작지 경작 가능 농지 수자원 배분
키부츠
( 에이커 ) ( 에이커 * 피트 )
1 400 600
2 600 800
2. 각각의 키부츠의 용수 할당 :
3 300 375
4. 경작지의 비율 형평성
5. 비음 조건
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Page 53. Air Pollution Controlling
Nori & Leets: A Steel Company
Three pollutants: particulate matter, sulfur ox-
ides, hydrocarbons
Annual requirements of reduction of these
(60, 150, 125 million pounds)
Activities: some pollution abatement methods
Each activity reduce different amount of each pol-
lutant
Performance measure: Minimizing pollution
control cost with satisfying goals of pollution
reduction
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Air Pollution Controlling: Formulation
표 3.13 Nori & Leets 회사의 가능 경감 대책의 사용을 통한 배출율의 감소
굴뚝 높이 개선 필터 장치 사용 연료 첨가 사용
Annual
용광로 평로 용광로 평로 용광로 평로 requiremen
오염 형태
x1 x2 x3 x4 x5 x6 ts of
reduction
미립자 물질 12 9 25 20 17 13 of these
(60, 150,
유황산화물 35 42 18 31 56 49 125 million
탄화수소 37 53 28 14 29 20 pounds)
표 3.15 감소 대책의 최대 사용의 부분 비율 의사결정 변수 Minimize Z = 8x1 + 10x2 + 7x3 + 6x4 + 11x5 + 9x6
1. 배출 감소 :
개선 방법 용광로 평로 12x1 + 9x2 + 25x3 + 20x4 + 17x5 + 13x6 >= 60
굴뚝 높이 개선 x1 x2 35x1 + 42x2 + 18x3 + 31x4 + 56x5 + 49x6 >= 150
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Page 57. Reclaiming Solid Waste
Product Data for the Save-It Company
Amalgamation Cost per Selling Price per
Grade Specification Pound Pound
Material 1: Not more than 30% of total
Material 2: Not less than 40% of total
A $3.00 $8.50
Material 3: Not more than 50% of total
Material 4: Exactly 20% of total
Material 1: Not more than 50% of total
B Material 2: Not less than 10% of the total 2.50 7.00
Material 4: Exactly 10% of the total
C Material 1: Not more than 70% of the total 2.00 5.50
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Algebraic Formulation for Save-It Co.
xi1 + xi2 + xi3 + xi4 = 1 주일에 등급 i 에 생산한 용량 (
파운드 )
xAj + xBj + xCj = 1 주일에 물질 j 를 사용한 용량 ( 파운드 )
Let xij = Pounds of material j allocated to product i per week (i = A, B, C; j = 1, 2,등급
3, 4).i 에 들어있는 물질 j 의 비율 :Amalgamation Selling
Grade
Cost/Pound Price/Pound
A $3.00 $8.50
Maximize Profit = 5.5(xA1 + xA2 + xA3 + xA4) + 4.5(xB1 + xB2 + xB3 + xB4) + 3.5(xC1 + xC2 + xC3 + xC4)
subject to Mixture Specifications: B 2.50 7.00
Grade Specification
C 2.00 5.50
xA1 ≤ 0.3 (xA1 + xA2 + xA3 + xA4) Material 1: Not more than 30% of total
xA2 ≥ 0.4 (xA1 + xA2 + xA3 + xA4) A
Material 2: Not less than 40% of total
Material 3: Not more than 50% of total
xA3 ≤ 0.5 (xA1 + xA2 + xA3 + xA4) Material 4: Exactly 20% of total
xA4 = 0.2 (xA1 + xA2 + xA3 + xA4) Material 1: Not more than 50% of total
xB1 ≤ 0.5 (xB1 + xB2 + xB3 + xB4) B Material 2: Not less than 10% of the total
Material 4: Exactly 10% of the total
xB2 ≥ 0.1 (xB1 + xB2 + xB3 + xB4)
C Material 1: Not more than 70% of the total
xB4 = 0.1 (xB1 + xB2 + xB3 + xB4)
xC1 ≤ 0.7 (xC1 + xC2 + xC3 + xC4)
Pounds/Week Treatment
Availability of Materials: Material Available Cost/Pound Additional Restrictions
xA1 + xB1 + xC1 ≤ 3,000 1 3,000 $3.00 1. For each material, at least half of the pounds/
xA2 + xB2 + xC2 ≤ 2,000 week available should be collected and treated.
2 2,000 6.00 2. $30,000 per week should be used to treat
xA3 + xB3 + xC3 ≤ 4,000 these materials.
xA4 + xB4 + xC4 ≤ 1,000 3 4,000 4.00
Restrictions on amount treated: 4 1,000 5.00
xA1 + xB1 + xC1 ≥ 1,500
xA2 + xB2 + xC2 ≥ 1,000
xA3 + xB3 + xC3 ≥ 2,000
xA4 + xB4 + xC4 ≥ 500
Restriction on treatment cost:
3(xA1 + xB1 + xC1) + 6(xA2 + xB2 + xC2) + 4(xA3 + xB3 + xC3) + 5(xA4 + xB4 + xC4) = 30,000
and xij ≥ 0 (i = A, B, C; j = 1, 2, 3, 4). 30/36
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Page 60. Personnel Scheduling
Small sized version of United Airline (Union Airways)
Problem: adding more flights to and from its hub airport and
so needs to hire additional customer service agents
Activities: shifts
6-8 AM 48
8-10 79
10-12 65
12-2PM 87
2-4 64
4-6 73
6-8 82
8-10 43
10-12AM 52
12-6 15
Cost/agent-day 170 160 175 180 195
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Algebraic Formulation for Union Air
Shift coverage (8 hr each)
# of
Time pe- 1 2 3 4 5
agents
riod x1 x2 x3 x4 x5
Let xj = Number working shift j (for j = 1 to 5), needed
12-6 15
Cost/agent-
170 160 175 180 195
day
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Page 63. Distributing Goods in a Network
DISTRIBUTION UNLIMITED CO.
한 상품을 두 개의 다른 공장에서 생산하고 두 개의 창고로 운반
어느 공장에서든 어느 창고로도 보낼 수 있음
수송을 위한 유통 네트워크는 그림 3.13
F1, F2 는 두 개의 공장 , W1, W2 는 두 개의 창고를 의미 , DC 는 배송센터
의미
F1 이나 F2 로부터 보낼 용량의 상한은 공장을 나타내는 원의 왼쪽에 표시 ,
W1 과 W2 에서 받을 용량의 상한은 창고를 나타내는 원의 오른쪽에 표시
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Distributing Goods in a Network: Formulation
1. 흐름 보존 조건 : 유출 흐름의 양 - 유입 흐름의 양 = 필요한 양
2. 상한 조건 :
3. 비음 조건
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Homework
Solve the following problems
3.1.6
3.2.3
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