AN INTRODUCTION TO DETERMINISTIC OPTIMIZATION

Linear Programming (LP)

Various types of LP

Boni Sena, 2013

LECTURER
Instructor : Boni Sena Contact : 0856-9-2423-611 (Only for class representative by phone or SMS) Email : boni.sena@binus.ac.id Web : binusmaya.binus.ac.id Text book :

Ernest F. Haussler, Richard S. Paul, Richard J. Wood, Introductory Mathematical Analysis, Prentice Hall P. Rama Murthy, Operations Research, New Age International Frederick S. Hiller, Gerald J. Lieberman, Introduction to operations research, Mc-Graw Hill Hamdy A. Taha, Operations research : an introduction, Pearson Prentice Hall

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YOU ARE ...

Each of you is responsible for your own decision

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CLASS IS LIKE..

We need some regulations to achieve our goal..

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TO ACHIEVE OUR GOALS..

Our class will be started at 11:10 WIB The last attendance allowed 20 minute after the class is started Students are responsible for all announcement, assignment, quiz and exam Students must show courtesy and respect to your friends and speaker during the class Dont working on other subject, sleeping, any informal chatter or activity not related to the lecture Any usage of cell-phone/blackberry is strictly prohibited during class period No late assignments accepted

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POINT OF EVALUATION

Exams (70%)

Exam 1: Exam 2: Project: Quizzes:

35% (midterm) 35% (final) 15% 15% (Quiz will be held every two weeks)

Assignment (30%)

No make up will be given under any circumstances

REGRADE POLICY No regrade request will be accepted more than one week after a paper has been returned Do not write on the original document, but turn in a separate Grade Groveling form with what you want regraded and why If no additional points given, then 20 points will be deducted

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Problem ?

Governor of Jakarta want to make MRT. Can you help them to design the track of MRT ?
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TRAFFIC JAM
How to solve traffic jam ?

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Car Assembly Line

How to weld all the weld beads within minimum time ?

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BRAIN CANCER TREATMENT [1]

Where to deploy radiotheraphy to maximize impact On carcinogenic cells and minimize damage in Other cells ?

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 Boni Sena, 2013

The best decision Maximize the benefit/achieve the goal

Model/ linear programming

Mathematics

Problem

Algorithm
Minimize the effort

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The best decision

MODEL OF DETERMINISTIC OPTIMIZATION [6]

Mathematics Actual system Simplified system

Linear Programming

Model

Stochastic

Statistic

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LINEAR PROGRAMMING

Linear Programming A model which is used for solving optimization problems under such assumptions as certainty, linearity, fixed technology and constant profit per unit [8]

Decision Variable

Component of LP [2]

Objective function

Constraints
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LP MODEL FORMULATION

Decision variables

mathematical symbols representing levels of activity of an operation

a linear relationship reflecting the objective of an operation most frequent objective of business firms is to maximize profit most frequent objective of individual operational units (such as a production or packaging department) is to minimize cost a linear relationship representing a restriction on decision making

Objective function

Constraint

TYPES OF LP [2]

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TYPES OF LP (CONT.)

Boni Sena, 2013

TYPES OF LP (CONT.)

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MATHEMATICAL MODEL OF LP [2]

Max/min z = c1x1 + c2x2 + ... + cnxn

subject to constraints : a11x1 + a12x2 + ... + a1nxn (, =, ) b1 a21x1 + a22x2 + ... + a2nxn (, =, ) b2 : am1x1 + am2x2 + ... + amnxn (, =, ) bm xj = decision variables bi = constraint levels cj = objective function coefficients aij = constraint coefficients

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EXAMPLE OF LP
Z = 4 x1 + 7 x2 Subject to 9 x1 + 4 x2 100 7 x1 + x2 60 x 1 , x2 0
Objective function

Constraints

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STEP TO FORMULATE MODEL OF LINEAR PROGRAMMING

1.

2.

3.

Identify the decision variables Quantify the decision consequences to be maximized or minimized through Objective Function What limits decisions? Formulate the constraints

Main constraints Variable-type constraints (sign restriction)

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MAXIMIZATION PROBLEM
RESOURCE REQUIREMENTS
PRODUCT Bowl Mug Labor (hr/unit) 1 2 Clay (lb/unit) 4 3 Revenue ($/unit) 40 50

There are 40 hours of labor and 120 pounds of clay available each day

Decision variables x1 = number of bowls to produce x2 = number of mugs to produce

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LP Formulation: Example of maximization

Maximize Z = 40 x1 + 50 x2
Subject to x1 + 2x2 40 hr (labor constraint) 4x1 + 3x2 120 lb (clay constraint) x1 , x2 0

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MINIMIZATION PROBLEM
CHEMICAL CONTRIBUTION
Brand Nitrogen (lb/bag) Phosphate (lb/bag)

Gro-plus Crop-fast

2 4

4 3

Minimize the production cost to buy nitrogen and phosphate every day. The cost of nitrogen $ 6/day and the cost of phosphate $ 3/day. There are 16 lb of Nitrogen and 24 lb of phosphate available each day Decision variables x1 = number of nitrogen x2 = number of phosphate
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LP FORMULATION : EXAMPLE OF MINIMIZATION

Minimize Z = $6x1 + $3x2 subject to 2x1 + 4x2 16 lb of nitrogen 4x1 + 3x2 24 lb of phosphate x 1, x 2 0

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REFERENCES
1.

2.

3.

4.

5.

Andrs Ramos, 2012. Operation Research and Optimization Techniques. Lecture Notes. Universidad Pontificia Comillas Beni Asllani. 2006. Linear Programming. Lecture Notes. University of Tennessee. John Wiley & Sons, Inc. Ernest F. Haussler, Richard S. Paul, Richard J. Wood, Introductory Mathematical Analysis, Prentice Hall Frederick S. Hiller, Gerald J. Lieberman, Introduction to operations research, Mc-Graw Hill Hamdy A. Taha. Operations research : an introduction, Pearson Prentice Hall

Boni Sena, 2013

REFERENCES
6.

7.

8.

9.

Jong Jek Siang. 2011. Riset Operasi Dalam Pendekatan Algoritmis. Yogyakarta, Andi K. Gita Ayu. 2011. An Introduction to deterministic optimization. Lecture Notes. Bina Nusantara University. (Available at binusmaya.binus.ac.id) P. Rama Murthy, Operations Research, New Age International Rosihan Asmara. Operation Research : Linear Programming. Lecture Notes. Brawijaya University

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