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An Introduction to Operations
Research
Mr. Christopher Thomas R. Cruz
Mathematics Department
De La Salle University - Manila
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ë Linear Programming (LP) is a
mathematical modeling technique
designed to optimize the usage of limited
resources.
ë Successful applications of LP exist in the
areas of military, industry, agriculture,
transportation, economics, health systems,
and even behavioral and social sciences.
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ë The usefulness of the technique is
enhanced by the availability of highly
efficient computer codes.
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Êxample:
Reddy Mikks produces both interior and
exterior paints from two raw materials, M1
and M2. The following table provides the
basic data of the problem:
Tons of raw material per ton of
Êxterior Paint Interior Paint Max. daily availability
Raw material, M1 6 4 24
Raw material, M2 1 2 6

Profit per ton ($1000) 5 4

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A market survey restricts the maximum
daily demand of interior paint to 2 tons.
Additionally, the daily demand for interior
paint cannot exceed that of exterior paint
by more than 1 ton. Reddy Mikks wants to
determine the optimum product mix of
interior and exterior paints that maximizes
the total daily profit.
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The LP model includes three basic elements:
ë Decision variables that we seek to
determine
ë Objective that we aim to optimize

ë Constraints that we need to satisfy

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ë £ariables
x = tons produced daily of exterior paint
y = tons produced daily of interior paint
z = total daily profit (in $1000)
ë Objective
Maximize z = 5x + 4y
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ë Constraints
-- the usage of a raw material by both
paints should be less than or equal to the
maximum daily availability of the raw
material

6x + 4y 2 24 (usage of M1)
x + 2y 2 6 (usage of M2)
 

ë Proportionality requires the contribution of each
decision variable in both the objective function
and the constraints to be directly proportional to
the value of the variable.
ë Additivity stipulates that the total contribution of
all the variables in the objective function and
constraints be the direct sum of individual
contributions of each variable.
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ë Constraints
6x + 4y 2 24 (usage of M1)
x + 2y 2 6 (usage of M2)
y22 (market survey restriction)
yƛx21 (demand restriction)
x, y 0 (nonnegativity constraint)
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The complete Reddy Mikks model is written
as
Maximize z = 5x + 4y
Subject to
6x + 4y 2 24
x + 2y 2 6
-x + y 2 1
y22
x, y 0






r2x






r2x xr 2







r 2a

r2x xr 2







r 2a

r2x

r2x xr 2

 





B C
D
A

O
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Corner Point z = 5x + 4y
O(0,0) 0
A(0,1) 4
B(1,2) 13
C(2,2) 18
D(3,1.5) 21
Ê(4,0) 20


    —

Margarette is an aspiring senior in high school. She
realizes that Ơall work and no play make Margarette a
dull girl. As a result, she wants to apportion her available
time between studying and playing. She has up to 8
hours of free time daily. She estimates that playing is
twice as fun as studying. With her sense of discipline,
she would want to study as much she plays. However,
Margarette realizes that if she is going to get all her
assignments done, she must study for at least 3 hours a
day. Let us help her determine how to allocate her free
time between studying and playing that maximizes her
Ơfun factorơ.
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x = number of hours for studying
y = number of hours for playing
z = total Ơfun factorơ
Maximize z = x + 2y
Subject to x + y ƾ 8
xƿy
xƿ3
x, y ƿ 0


 


r 2D


 


r r 2D


 


D
A
r - r 2D


 



Corner Point z = x + 2y
A(3,0) 3
B(3,3) 9
C(4,4) 12
D(8,0) 8