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Linear Programming
Range of feasibility : the range of values for the fight-hand side of a constraint over which the shadow
price remains the same
Shadow prices : negative values indicating how much a one-unit decrease in the original amount of a
constraint would decrease the final value of the objective function
Standard form for Linear Programs
An LP problem can always be written in the following form
Maximize or Minimize : 𝑓 = 𝒄𝒙
Subject to : 𝑨𝒙 = 𝒃 (equality constraint)
and 𝒍≤𝒙≤𝒖
𝑨 : 𝑚 𝑥 𝑛 matrix whose (𝑖,𝑗) element is the constraint coefficient 𝑎𝑖𝑗
𝒄, 𝒃, 𝒍, 𝒖 : vectors with components 𝑐𝑗 , 𝑏𝑗 , 𝑙𝑗 , 𝑢𝑗 respectively
Graphical Linear Programming
Graphical method can be used for finding optimal solutions to two-variable problems
1. Set up objective function and constraints in mathematical format
2. Plot the constraints
3. Identify the feasible solution space
4. Plot the objective function
5. Determine the optimum solution
Geometry of Linear Programs
Consider the problem
Maximize : 𝑓 𝑥1 , 𝑥2 = 𝑥1 + 3𝑥2
Subject to : −𝑥1 + 𝑥2 ≤ 1
𝑥1 + 𝑥2 ≤ 2
𝑥1 ≥ 0
𝑥2 ≥ 0
Galaxy manufactures two toy doll models; Space Ray and Zapper
Resources are limited to 1000 pounds of special plastic and 40 hours of production time per week
Marketing requirement
◦ Total production cannot exceed 700 dozens.
◦ Number of dozens of Space Rays cannot exceed number of dozens of Zappers by more than 350
Technological input
◦ Space Rays requires 2 pounds of plastic and 3 minutes of labor per dozen.
◦ Zappers requires 1 pound of plastic and 4 minutes of labor per dozen.
25
20
Product X2
15
10
Product X1
Formulate a linear diet problem to decide the optimal quantities of different food items to be consumed
daily in order to meet the daily requirement (DR) of several nutrients at minimum cost.
DECISION VARIABLES ?
OBJECTIVE FUNCTION ?
CONSTRAINTS (EQUALITY OR INEQUALITY) ?
Formulating Linear Programs
DECISION VARIABLES ?
**Produce graph and shade the feasible region
Units of wheats consumed every day, 𝑋𝑊
Units of rye consumed every day, 𝑋𝑅 Minimize Cost, C = 0.6𝑋𝑊 + 0.35𝑋𝑅
An external beam treatment machine called a linear accelerator is used to pass radiation through the
patient’s body.
Typically multiple beams of different strengths are used from different sides and different angles.
With the information given in the table, decide what beam strengths to use to achieve sufficient tumor
damage but limit damage to healthy regions.
Formulating Linear Programs
Formulating Linear Programs
Solution
DECISION VARIABLES ?
Number of Type 1 laptops, 𝑥
Number of Type 2 laptops, 𝑦
Number of Type 3 laptops, 𝑧
OBJECTIVE FUNCTION ?
Maximize Profit = 350 + 100𝑥 1/3 − 250 𝑥 + 150 + 400𝑦1/4 − 100 𝑦 + 200 + 50𝑧1/2 − 150 𝑧
Maxmize Profit = 350 + 100𝑥 1/3 − 250 𝑥 + 150 + 400𝑦1/4 − 100 𝑦 + 200 + 50𝑧1/2 − 150 𝑧
Subject to 9𝑥 + 3𝑦 + 5𝑧 ≤ 500
5𝑥 + 4𝑦 ≤ 350
3𝑥 + 2𝑧 ≤ 150
𝑥 ≥ 0, 𝑦 ≥ 0, 0 ≤ 𝑧 ≤ 20
The optimal values of 𝑥, 𝑦 and 𝑧 are determined as 0, 87 and 20 respectively, such that the maximum profit
is $116,893.
Slack Variables
It is easier to work with equality constraints than inequality constraints to solve optimization problem
most easily.
Note that there can be inequality constraints in any optimization problem.
Hence, if there exists inequality constraints in the original system, those can easily be transformed by
the use of slack variables.
If the inequality constraint is given as such,
𝑛
𝑎𝑖𝑗 𝑥𝑗 ≤ 𝑏𝑖
𝑗=1
𝑎𝑖𝑗 𝑥𝑗 + 𝑥𝑛+𝑖 = 𝑏𝑖
𝑗=1
𝑎𝑖𝑗 𝑥𝑗 ≥ 𝑏𝑖
𝑗=1
𝑎𝑖𝑗 𝑥𝑗 − 𝑥𝑛+𝑖 = 𝑏𝑖
𝑗=1
𝑎𝑖𝑗 𝑥𝑗 ≥ 𝑏𝑖
𝑗=1
𝑎𝑖𝑗 𝑥𝑗 − 𝑥𝑛+𝑖 = 𝑏𝑖
𝑗=1