Problem Formulation and

Basics of Linear Programming

Problem Formulation
Problem formulation or modeling is the process of
translating a verbal statement of a problem into a
mathematical statement.

Guidelines for Model Formulation
1. Understand the problem thoroughly.
2. Describe the objective in words.
3. Describe each constraint in words.
4. Define the decision variables.
5. Write the objective in terms of the decision
variables.
6. Write the constraints in terms of the decision
variables.

Linear Programming (LP) Problem
The maximization or minimization of some quantity is
the objective in all linear programming problems.

All LP problems have constraints that limit the degree
to which the objective can be pursued.

A feasible solution satisfies all the problem's
constraints.

An optimal solution is a feasible solution that results in
the largest possible objective value when maximizing
(or the smallest possible objective value when
minimizing).

Linear Programming (LP) Problem
If both the objective and the constraints can be written
as linear functions, the problem is referred to as a
linear programming problem.
Linear functions are functions in which each variable
appears in a separate term raised to the first power
and is multiplied by a constant (which could be 0).
Linear constraints are linear functions that are
restricted to be "less than or equal to", "equal to", or
"greater than or equal to" a constant.
The objective value that you are attempting to
minimize or maximize is referred to as the objective
function.
Examples of Linear Functions
Assume that x, y, and z are decision variables.
Identify the valid linear functions below.

a. 5xy
b. x/y + 2z
c. 4x + 3y + (2/3)z
d. 5x
2
+ 6y
2
e. 2 + x
f. (x + y) / z
Linear Function Example Answer
c and e are the only valid linear functions.
PAR, Inc Example
Par, Inc manufactures golf equipment and supplies. The
company wants to produce standard and deluxe golf bags.
Par profits $10 for each Standard bag produced and sold,
and $9 for each Deluxe bag produced and sold. Pars
distributor has agreed to purchase all golf bags that are
produced by Par for the next three months. Par has the
following operations for the production of bags
1. Cutting and dyeing the material
2. Sewing
3. Finishing (Inserting umbrella holder, club separators, etc.)
4. Inspection and packaging

Source - Management Science/Operations Research: A Strategic Approach by David Bell
Table of Production Requirements and
Resources
Department Standard
Production Time
(hours)
Deluxe
Production Time
(hours)
Hours Available
Cutting and Dyeing 7/10 1 630
Sewing 1/2 5/6 600
Finishing 1 2/3 708
Inspection and
Packaging
1/10 1/4 135
Formulating Par, Inc Example
OBJECTIVE: To maximize profits
CONSTRAINTS:
# of hours dedicated to cutting and dyeing must be less than or equal to
the number of available hours.

# of hours dedicated to sewing must be less than or equal to the number
of available hours.

# of hours dedicated to finishing must be less than or equal to the number
of available hours.

# of hours dedicated to inspecting and packaging must be less than or
equal to the number of available hours.

All decision variables must be nonnegative. Dont forget this one
Par Inc Problem Formulation
(continued)
DECISION VARIABLES:
x
1
- # of Standard bags to produce
x
2
- # of Deluxe bags to produce



In general, x
j
is the generic variable name for all
decision variables. The variable, x
j
represents the
j
th
decision variable.
Par Inc Problem Formulation
(continued)
Using these decision variables the objective is
to maximize profits. If we produce x
1

Standard bags and x
2
Deluxe bags our profits
would be
10 x
1
+ 9 x
2
. Thus our objective function can be
stated as
Maximize 10 x
1
+ 9 x
2
Par Inc Problem Formulation
(continued)
If we produce x
1
Standard bags and x
2
Deluxe bags,
then we would utilize 7/10 x
1
+ 1 x
2
hours of Cutting and
Dyeing. We only have 630 hours available, thus we
must ensure that
7/10 x
1
+ 1 x
2
630.
We would use 1/2 x
1
+ 5/6 x
2
hours of Sewing. We must
ensure that 1/2 x
1
+ 5/6 x
2
600.
We would use 1 x
1
+ 2/3 x
2
hours of Finishing. We must
ensure that 1 x
1
+ 2/3 x
2
708.
We would use 1/10 x
1
+ 1/4 x
2
hours of Inspection and
Packing. We must ensure that 1/10 x
1
+ 1/4 x
2
135.
We must make sure that a nonnegative number of bags
are produced. Thus x
1
0 and x
2
0.
Par Inc LP model
Collectively our objective function and
constraints can be written as the following linear
programming model:

Maximize 10 x
1
+ 9 x
2
Subject to:
7/10 x
1
+ 1 x
2
630
1/2 x
1
+ 5/6 x
2
600
1 x
1
+ 2/3 x
2
708
1/10 x
1
+ 1/4 x
2
135
x
1
0
x
2
0

Floataway Tours Example
Floataway Tours has $420,000 that may be used to
purchase new rental boats for hire during the summer.
The boats can be purchased from two different
manufacturers. Floataway Tours would like to purchase
at least 50 boats and would like to purchase the same
number from Sleekboat as from Racer to maintain
goodwill. At the same time, Floataway Tours wishes to
have a total seating capacity of at least 200.
Pertinent data concerning the boats are
summarized on the next slide. Formulate this problem
as a linear program to maximize the daily expected
profit.

Source - Management Science/Operations Research: A Strategic Approach by David Bell
Floataway Tours Example
Data
Maximum Expected
Boat Builder Cost Seating Daily
Profit

Speedhawk Sleekboat $6000 3 $ 70
Silverbird Sleekboat $7000 5 $ 80
Catman Racer $5000 2 $ 50
Classy Racer $9000 6 $110

Floataway Tours Example (continued)
Define the decision variables
x
1
= number of Speedhawks ordered
x
2
= number of Silverbirds ordered
x
3
= number of Catmans ordered
x
4
= number of Classys ordered

Define the objective function
Maximize total expected daily profit or
Max 70x
1
+ 80x
2
+ 50x
3
+ 110x
4

Floataway Tours Example (continued)
Define the constraints
(1) Spend no more than $420,000:
6000x
1
+ 7000x
2
+ 5000x
3
+ 9000x
4
< 420,000
(2) Purchase at least 50 boats:
x
1
+ x
2
+ x
3
+ x
4
> 50
(3) Number of boats from Sleekboat equals number of
boats from Racer:
x
1
+ x
2
= x
3
+ x
4
or x
1
+ x
2
- x
3
- x
4
= 0
Constraints should always be written with all variables
on one side and just a constant on the other.

Floataway Tours Example (continued)
Define the constraints (continued)
(4) Capacity at least 200:
3x
1
+ 5x
2
+ 2x
3
+ 6x
4
> 200

Nonnegativity of variables:
x
1
> 0
x
2
> 0
x
3
> 0
x
4
> 0


Floataway Tours LP Formulation
Max 70x
1
+ 80x
2
+ 50x
3
+ 110x
4

s.t.
6000x
1
+ 7000x
2
+ 5000x
3
+ 9000x
4
< 420,000
x
1
+ x
2
+ x
3
+ x
4
> 50
x
1
+ x
2
- x
3
- x
4
= 0
3x
1
+ 5x
2
+ 2x
3
+ 6x
4
> 200

x
1
> 0
x
2
> 0
x
3
> 0
x
4
> 0

U.S. Navy Example
The Navy produces up to 8,800 pounds of material in
Albany, Georgia which it ships to three installations:
San Diego, Norfolk, and Pensacola. They require at
least 3,700, 2,500, and 2,500 pounds, respectively. In
order to maintain outsourcing contracts, they must
ship at least 2000 pounds via each mode of
transportation (truck, railroad, and airplane).
The shipping costs per pound for truck, railroad,
and airplane transit are shown on the next slide.
Formulate and solve a linear program to determine the
shipping arrangements (mode, destination, and
quantity) that will minimize the total shipping cost.

Source - Management Science/Operations Research: A Strategic Approach by David Bell
U.S. Navy Example
Data
Destination
Mode San Diego Norfolk Pensacola

Truck $12 $ 6 $ 5
Railroad $20 $11 $9
Airplane $30 $26 $28

U.S. Navy Example
Define the Decision Variables

We want to determine the pounds of material, x
ij
, to
be shipped by mode i to destination j. The following
table summarizes the decision variables:

San Diego Norfolk Pensacola
Truck x
11
x
12
x
13

Railroad x
21
x
22
x
23

Airplane x
31
x
32
x
33

U.S. Navy Example (Continued)
Define the Objective Function

Minimize the total shipping cost.

Min: (shipping cost per pound for each mode
per destination pairing) x (number of pounds
shipped by mode per destination pairing).

Min 12x
11
+ 6x
12
+ 5x
13
+ 20x
21
+ 11x
22
+ 9x
23

+ 30x
31
+ 26x
32
+ 28x
33



U.S. Navy Example (Continued)
Define the Constraints

Destination material requirements:
x
11
+ x
21
+ x
31
3700 (San Diego requirement)
x
12
+ x
22
+ x
32
2500 (Norfolk requirement)
x
13
+ x
23
+ x
33
2500 (Pensacola requirement)
Maintain outsourcing contracts:
x
11
+ x
12
+ x
13
2000 (Truck)
x
21
+ x
22
+ x
23
2000 (Railroad)
x
31
+ x
32
+ x
33
2000 (Airplane)

Do not exceed 8800 pounds available
x
31
+ x
32
+ x
33
+x
11
+ x
12
+ x
13
+ x
21
+ x
22
+ x
23
8800

U.S. Navy Example (Continued)
Nonnegativity of variables:
x
11
> 0
x
12
> 0
x
13
> 0
x
21
> 0
x
22
> 0
x
23
> 0
x
31
> 0
x
32
> 0
x
33
> 0

U.S. Navy LP Formulation
Min 12x
11
+ 6x
12
+ 5x
13
+ 20x
21
+ 11x
22
+ 9x
23

+ 30x
31
+ 26x
32
+ 28x
33

s.t.
x
11
+ x
21
+ x
31
3700
x
12
+ x
22
+ x
32
2500
x
13
+ x
23
+ x
33
2500
x
11
+ x
12
+ x
13
2000
x
21
+ x
22
+ x
23
2000
x
31
+ x
32
+ x
33
2000

x
31
+ x
32
+ x
33
+x
11
+ x
12
+ x
13
+ x
21
+ x
22
+ x
23
8800

x
11
> 0, x
12
> 0, x
13
> 0, x
21
> 0, x
22
> 0, x
23
> 0, x
31
> 0, x
32
> 0, x
33
> 0

Police Scheduling Problem
The Clark County Sheriffs department schedules police officers for 8-hour
shifts. The beginning times for the shifts are 8:00AM, noon, 4:00PM,
8:00PM, midnight and 4AM. An officer beginning a shift at of these times
works for the next 8 hours. During normal and weekday operations, the
number of officers needed varies depending on the time of the day. The
department staffing guidelines require the following minimum number of
officers on duty.
Time of Day Minimum officers on Duty
8:00AM Noon 5
Noon 4:00PM 6
4:00PM 8:00PM 10
8:00PM Midnight 7
Midnight 4:00AM 4
4:00AM 8:00AM 6
The Department wants to minimize the total number of officers needed to
meet all shift requirements.
Source - Management Science/Operations Research: A Strategic Approach by David Bell
Police Scheduling Problem
Develop a linear program for this problem that
will determine the number of officers that
should be scheduled to begin the 8-hour shifts
at each of the six times (8:00AM, noon,
4:00PM, 8:00PM, midnight and 4AM) in order
to minimize the total number of officers
required. (Hint: Let x1= the number of officers
beginning work at 8AM, x2 = the number of
officers beginning work at noon and so on.)
Police Scheduling Problem (Continued)
Define Variables

x
1
= # of officers that begin work at 8AM & work shifts (8AM - Noon) & (Noon to
4PM)

x
2
= # of officers that begin work at Noon & work shifts (Noon - 4PM) & (4PM -
8PM)

x
3
= # of officers that begin work at 4PM & work shifts (4PM 8PM) & (8PM to
Midnight)

x
4
= # of officers that begin work at 8PM & work shifts (8PM - Midnight) &
(Midnight 4AM)

x
5
= # of officers that begin work at Midnight & work shifts (Midnight 4AM) &
(4AM to 8AM)

x
6
= # of officers that begin work at 4AM & work shifts (4AM 8AM) & (8AM -
Noon)
Police Scheduling Problem (Continued)
Define the Objective Function
Minimize the total number of officers needed to meet all shift
requirements.

Or

Min x
1
+ x
2
+ x
3
+ x
4
+ x
5
+ x
6



Police Scheduling Problem (Continued)
Define the Constraints
Each shift must have at least the minimum number of
officers
x
6
+x
1
5
x
1
+x
2
6
x
2
+x
3
10
x
3
+x
4
7
x
4
+x
5
4
x
5
+x
6
6
Nonnegativity constraints
x
1
0, x
2
0, x
3
0, x
4
0, x
5
0, x
6
0

Police Scheduling LP Formulation
Min x
1
+ x
2
+ x
3
+ x
4
+ x
5
+ x
6

s.t.
x
6
+x
1
5
x
1
+x
2
6
x
2
+x
3
10
x
3
+x
4
7
x
4
+x
5
4
x
5
+x
6
6
x
1
0, x
2
0, x
3
0, x
4
0, x
5
0, x
6
0