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Learning about Linear Programming

posted Feb 4, 201 1 , 4:29 AM by Muhammad Rusman [ updated Feb 12, 2011, 10:13 AM ]

Dr. Eng. Muhammad Rusman, ST. MT

Industrial Systems Engineering Research Group

Hasanuddin University
Makassar - INDONESIA
Email :
rusman@tiunhas.net
rusman@eng.unhas.ac.id
muh_rusman@yahoo.com
----------------------------

Linear programming is the process of taking various linear inequalities relating to

some situation, and finding the "best" value obtainable under those conditions. A typical
example would be taking the limitations of materials and labor, and then determining
the "best" production levels for maximal profits under those conditions.
In "real life", linear programming is part of a very important area of mathematics called
"optimization techniques". This field of study (or at least the applied results of it) are
used every day in the organization and allocation of resources. These "real life"
systems can have dozens or hundreds of variables, or more. In algebra, though, you'll
only work with the simple (and graphable) two-variable linear case.
The general process for solving linear-programming exercises is to graph the
inequalities (called the "constraints") to form a walled-off area on the x,y-plane (called
the "feasibility region"). Then you figure out the coordinates of the corners of this
feasibility region (that is, you find the intersection points of the various pairs of lines),
and test these corner points in the formula (called the "optimization equation") for
which you're trying to find the highest or lowest value.
Find the maximal and minimal value of z = 3x + 4y subject to the
following constraints:
The three inequalities in the curly braces are the constraints. The area of the
plane that they mark off will be the feasibility region. The formula "z = 3x + 4y"
is the optimization equation. I need to find the (x, y) corner points of the
feasibility region that return the largest and smallest values of z.
My first step is to solve each inequality for the more-easily graphed equivalent
forms:

It's easy to graph the system: Copyright Elizabeth Stapel 1999-2009 All Rights
Reserved

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To find the corner points -- which aren't always clear from the graph -- I'll pair the
lines (thus forming a system of linear equations) and solve:

y = ( 1/2 )x + 7
y = 3x

y = ( 1/2 )x + 7
y=x2

y = 3x
y=x2

( 1/2 )x + 7 = 3x
x + 14 = 6x
14 = 7x
2=x

( 1/2 )x + 7 = x 2
x + 14 = 2x 4
18 = 3x
6=x

3x = x 2
2x = 2
x = 1

y = 3(2) = 6

y = (6) 2 = 4

corner point at (2, 6)

corner point at (6, 4)

y = 3(1) = 3

corner pt. at (1, 3)

So the corner points are (2, 6), (6, 4), and (1, 3).
Somebody really smart proved that, for linear systems like this, the maximum
and minimum values of the optimization equation will always be on the corners of
the feasibility region. So, to find the solution to this exercise, I only need to plug
these three points into "z = 3x + 4y".

(2, 6):

z = 3(2) + 4(6) = 6 + 24 = 30

(6, 4): z = 3(6) + 4(4) = 18 + 16 = 34

(1, 3): z = 3(1) + 4(3) = 3 12 = 15
Then the maximum of z = 34 occurs at (6, 4),
and the minimum of z = 15 occurs at (1, 3).

Given the following constraints, maximize and minimize the value of z =

0.4x + 3.2y.

First I'll solve the fourth and fifth constraints for easier graphing:

The feasibility region looks like this:

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From the graph, I can see which lines cross to form the corners, so I know which
lines to pair up in order to verify the coordinates. I'll start at the "top" of the
shaded area and work my way clockwise around the edges:

y = x + 7
y=x+5

y = x + 7
x=5

x=5
y=0

x + 7 = x + 5
2 = 2x
1=x

y = (5) + 7 = 2

[nothing to do]

corner at (1, 6)

corner at (5, 2)

corner at (5, 0)

y=0
y = ( 1/2 )x + 2

y = ( 1/2 )x + 2
x=0

x=0
y=x+5

( 1/2 )x + 2 = 0
2 = (1/2)x
4=x

y = ( 1/2 )(0) + 2
y=0+2
y=2

y = (0) + 5 = 5

corner at (4, 0)

corner at (0, 2)

corner at (0, 5)

y = (1) + 5 = 6

Now I'll plug each corner point into the optimization equation, z = 0.4x + 3.2y:

(1, 6): z = 0.4(1) + 3.2(6) = 0.4 + 19.2 = 18.8

(5, 2): z = 0.4(5) + 3.2(2) = 2.0 + 6.4 = 4.4
(5, 0): z = 0.4(5) + 3.2(0) = 2.0 + 0.0 = 2.0
(4, 0): z = 0.4(4) + 3.2(0) = 1.6 + 0.0 = 1.6
(0, 2): z = 0.4(0) + 3.2(2) = 0.0 + 6.4 = 6.4
(0, 5): z = 0.4(0) + 3.2(5) = 0.0 + 16.0 = 16.0
Then the maximum is 18.8 at (1, 6) and the minimum is 2 at (5, 0).
Given the inequalities, linear-programming exercise are pretty straightforward, if
sometimes a bit long. The hard part is usually the word problems, where you have to
figure out what the inequalities are. So I'll show how to set up some typical linearprogramming word problems.
At a certain refinery, the refining process requires the production of at
least two gallons of gasoline for each gallon of fuel oil. To meet the
anticipated demands of winter, at least three million gallons of fuel oil a
day will need to be produced. The demand for gasoline, on the other
hand, is not more than 6.4 million gallons a day.
If gasoline is selling for $1.90 per gallon and fuel oil sells for $1.50/gal,
how much of each should be produced in order to maximize revenue?
The question asks for the number of gallons which should be produced, so I
should let my variables stand for "gallons produced".

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x: gallons of gasoline produced

y: gallons of fuel oil produced
Since this is a "real world" problem, I know that I can't have negative production
levels, so the variables can't be negative. This gives me my first two constraints:
namely, x > 0 and y > 0.
Since I have to have at least two gallons of gas for every gallon of oil,
then x > 2y. For graphing, of course, I'll use the more manageable form
"y < ( 1/2 )x".
The winter demand says that y > 3,000,000; note that this constraint the
eliminates the need for the "y > 0" constraint. The gas demand says
that x < 6,400,000.
I need to maximize revenue R, so the optimization equation is R = 1.9x + 1.5y.
Then the model for this word problem is as follows:

R = 1.9x + 1.5y, subject to:

x >0
x < 6,400,000

Copyright Elizabeth Stapel 1999-2009 All Rights Reserved

y > 3,000,000
y < ( 1/2 )x
Using a scale that counts by millions (so "y = 3" on the graph means "y is three
million"), the above system graphs as follows:

Taking a closer look, I can see the feasibility region a little better:

When you test the corner points at (6.4m, 3.2m), (6.4m, 3m), and (6m, 3m), you
should get a maximal solution of R = $16.96m at (x, y) = (6.4m, 3.2m).
A calculator company produces a scientific calculator and a graphing
calculator. Long-term projections indicate an expected demand of at
least 100 scientific and 80 graphing calculators each day. Because of
limitations on production capacity, no more than 200scientific
and 170 graphing calculators can be made daily. To satisfy a shipping
contract, a total of at least 200 calculators much be shipped each day.

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If each scientific calculator sold results in a $2 loss, but each graphing

calculator produces a $5 profit, how many of each type should be made
daily to maximize net profits?
The question asks for the optimal number of calculators, so my variables will
stand for that:

x: number of scientific calculators produced

y: number of graphing calculators produced
Since they can't produce negative numbers of calculators, I have the two
constraints, x > 0 andy > 0. But in this case, I can ignore these constraints,
because I already have that x > 100 andy > 80. The exercise also gives
maximums: x < 200 and y < 170. The minimum shipping requirement gives
me x + y > 200; in other words, y > x + 200. The revenue relation will be my
optimization equation: R = 2x + 5y. So the entire system is:

R = 2x + 5y, subject to:

100 < x < 200
80 < y < 170
y > x + 200
The feasibility region graphs as: Copyright Elizabeth Stapel 2006-2008 All Rights
Reserved

When you test the corner points at (100, 170), (200, 170), (200, 80), (120, 80),
and (100, 100), you should obtain the maximum value of R = 650 at (x, y) = (100,

170). That is, the solution is "100scientific calculators and 170 graphing calculators".
You need to buy some filing cabinets. You know that Cabinet X costs $10
per unit, requires six square feet of floor space, and holds eight cubic
feet of files. Cabinet Y costs $20 per unit, requires eight square feet of
floor space, and holds twelve cubic feet of files. You have been given
$140 for this purchase, though you don't have to spend that much. The
office has room for no more than 72 square feet of cabinets. How many of
which model should you buy, in order to maximize shorage volume?
The question ask for the number of cabinets I need to buy, so my variables will
stand for that:

x: number of model X cabinets purchased

y: number of model Y cabinets purchased
Naturally, x > 0 and y > 0. I have to consider costs and floor space (the
"footprint" of each unit), while maximizing the storage volume, so costs and floor
space will be my constraints, while volume will be my optimization equation.
cost: 10x + 20y < 140, or y < ( 1/2 )x + 7

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space: 6x + 8y < 72, or y < ( 3/4 )x + 9

volume: V = 8x + 12y
This system (along with the first two constraints) graphs as:

When you test the corner points at (8, 3), (0, 7), and (12, 0), you should obtain a
maximal volume of100 cubic feet by buying eight of model X and three of model Y.
In order to ensure optimal health (and thus accurate test results), a lab
technician needs to feed the rabbits a daily diet containing a minimum of
24 grams (g) of fat, 36 g of carbohydrates, and 4 g of protien. But the
rabbits should be fed no more than five ounces of food a day.
Rather than order rabbit food that is custom-blended, it is cheaper to
order Food X and Food Y, and blend them for an optimal mix. Food X
contains 8 g of fat, 12 g of carbohydrates, and 2 g of protein per ounce,
and costs $0.20 per ounce. Food Y contains 12 g of fat, 12 g of
carbohydrates, and 1 g of protein per ounce, at a cost of $0.30 per ounce.
What is the optimal blend?
Since the exercise is asking for the number of ounces of each food required for
the optimal daily blend, my variables will stand for the number of ounces of each:

x: number of ounces of Food X

y: number of ounces of Food Y
Since I can't use negative amounts of either food, the first two constrains are the
usual ones:x > 0 and y > 0. The other constraints come from the grams of fat,
carbohydrates, and protein per ounce:
fat:

8x + 12y > 24

carbs: 12x + 12y > 36

protein: 2x + 1y > 4
Also, the maximum weight of the food is five ounces, so:

x +y<5
The optimization equation will be the cost relation C = 0.2x + 0.3y, but this
time I'll be finding the minimum value, not the maximum.
After rearranging the inequalities, the system graphs as:

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(Note: One of the lines above is irrelevant to the system. Can you tell which
one?)
When you test the corners at (0, 4), (0, 5), (3, 0), (5, 0), and (1, 2), you should get a
minimum cost of sixty cents per daily serving, using three ounces of Food X only.
Sometimes you'll have more than just two things to deal with. The next example has
three things to juggle; the next page provides an example of juggling four things.
You have $12,000 to invest, and three different funds from which to
choose. The municipal bond fund has a 7% return, the local bank's CDs
have an 8% return, and the high-risk account has an expected (hoped-for)
12% return. To minimize risk, you decide not to invest any more than
$2,000 in the high-risk account. For tax reasons, you need to invest at
least three times as much in the municipal bonds as in the bank CDs.
Assuming the year-end yields are as expected, what are the optimal
investment amounts?
Since the question is asking me to find the amount of money for each account,
my variables will need to stand for those amounts. Since I'd like to deal with
smaller numbers, I'll count by thousands, so:

x: amount (in thousands) invested in bonds

y: amount (in thousands) invested in CDs
Um... now what? I only have two variables, but I have three accounts. To handle
this, I need the "how much is left" construction:

12 x y: amount (in thousands) invested in the high-risk account

I can't invest negative amounts of money, so the first two constraints are the
usual ones: x > 0and y > 0. The amount in the high-risk account can't be
negative either, so 12 x y > 0, which simplifies as:

y < x + 12
Also, the upper limit on the high-risk account gives me the inequality (12
x y) < 2. This simplifies as: Copyright Elizabeth Stapel 1999-2009 All Rights
Reserved

y > x + 10
And the tax requirements give me y < ( 1/3 )x. The optimization equation will be
the total investment yield, Y = 0.07x + 0.08y + 0.12(12 x y) = 1.44

0.05x 0.04y. The entire system is then as follows:

Maximize Y = 1.44 0.05x 0.04y, subject to:

x >0
y>0
y > x + 10

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y < x + 12
y < ( 1/3 )x
The feasibility region graphs as:

When you test the corner points at (9, 3), (12, 0), (10, 0), and (7.5, 2.5), you should
get an optimal return of $965 when you invest $7,500 in municipal bonds, $2,500 in
CDs, and the remaining $2,000in the high-risk account.
A building supply has two locations in town. The office receives orders
from two customers, each requiring 3/4-inch plywood. Customer A needs
fifty sheets and Customer B needs seventy sheets.
The warehouse on the east side of town has eighty sheets in stock; the
west-side warehouse has forty-five sheets in stock. Delivery costs per
sheet are as follows: $0.50 from the eastern warehouse to Customer A,
$0.60 from the eastern warehouse to Customer B, $0.40 from the western
warehouse to Customer A, and $0.55 from the western warehouse to
Customer B.
Find the shipping arrangement which minimizes costs.
Hmm... I've got four things to consider:
east warehouse to Customer A
east warehouse to Customer B
west warehouse to Customer A
west warehouse to Customer B
But I only have two variables. How can I handle this?
The variables obviously need to stand for the number of sheets being shipped,
but I have four different sets of sheets. This calls for subscripts and explicit
labelling:
shipped from east warehouse to Customer A: Ae
shipped from west warehouse to Customer A: Aw
shipped from east warehouse to Customer B: Be
shipped from west warehouse to Customer B: Bw
Since Customer A wants 50 sheets and Customer B wants 70 sheets, then:

Ae + Aw = 50, so Aw = 50 Ae (I'll call this Equation I)

Be + Bw = 70, so Bw = 70 Be (I'll call this Equation II)
Since the eastern warehouse can ship no more than eighty sheets and the
western warehouse can ship no more than forty-five sheets, then:

0 < Ae + Be < 80
0 < Aw + Bw < 45
And the optimization equation will be the shipping cost:

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C = 0.5Ae + 0.6Be + 0.4Aw + 0.55Bw

Where does leave me? The equations (labelled as Equations I and II above)
allow me to substitute and get rid of two of the variables in the second inequality
above, so:

0 < Ae + Be < 80
0 < (50 Ae) + (70 Be) < 45
Simplifying the second inequality above gives me:

0 < Ae + Be < 80
0 < 120 Ae Be < 45
Multiplying through by 1 (thereby flipping the inequality signs) and
adding 120 to all three "sides" of the second inequality, I get:

0 < Ae + Be < 80
120 > Ae + Be > 75
Since Ae + Be is no less than 75 and is no more than 80, then these two
inequalities reduce to one:

75 < Ae + Be < 80
I can also simplify the optimization equation:

C = 0.5Ae + 0.6Be + 0.4Aw + 0.55Bw

= 0.5Ae + 0.6Be + 0.4(50 Ae) + 0.55(70 Be)
= 0.1Ae + 0.05Be + 58.50
Due to the size of the orders, I have:

0 < Ae < 50
0 < Be < 70
Since I have only two variables now, and since I'll be graphing with x and y, I'll
rename the variables: Copyright Elizabeth Stapel 1999-2009 All Rights Reserved

x = Ae
y = Be
Then entire system is as follows:

Minimize C = 0.1x + 0.05y + 58.50, subject to the following:

x >0

x < 50

y>0
y > x + 75

y < 70
y < x + 80

The feasibility region graphs as:

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When you test the corner points, (5, 70), (10, 70), (50, 30), and (50, 25), you should
get the minimum cost when you ship as follows:

5 sheets from the eastern warehouse to Customer A

70 sheets from the eastern warehouse to Customer B
45 sheets from the western warehouse to Customer A
0 sheets from the western warehouse to Customer B
source : http://www.purplemath.com

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