MT 2351 Chapter 2 An Introduction to Linear Programming.

Slides:



Advertisements
Similar presentations
Intro Management Science Fall 2011 Bruce Duggan Providence University College.
Advertisements

LP Formulation Practice Set 1
Thank you and welcome Linear Programming (LP) Modeling Application in manufacturing And marketing By M. Dadfar, PhD.
Strategic Allocation of Resources (Linear Programming)
Linear Programming Problem
Chapter 19 – Linear Programming
Introduction to Mathematical Programming
Introduction to Mathematical Programming Matthew J. Liberatore John F. Connelly Chair in Management Professor, Decision and Information Technologies.
LINEAR PROGRAMMING SENSITIVITY ANALYSIS
Lesson 08 Linear Programming
Linear Programming. Introduction: Linear Programming deals with the optimization (max. or min.) of a function of variables, known as ‘objective function’,
Linear Programming.
Planning with Linear Programming
Linear Programming Problem
Linear Programming Models & Case Studies
Session II – Introduction to Linear Programming
CCMIII U2D4 Warmup This graph of a linear programming model consists of polygon ABCD and its interior. Under these constraints, at which point does the.
Sherwood Furniture Company
2-1 Linear Programming: Model Formulation and Graphical Solution Chapter 2 Copyright © 2010 Pearson Education, Inc. Publishing as Prentice Hall.
1 1 Slide © 2008 Thomson South-Western. All Rights Reserved © 2011 Cengage Learning. All Rights Reserved. May not be scanned, copied or duplicated, or.
Chapter 2 Linear Programming Models: Graphical and Computer Methods © 2007 Pearson Education.
© 2008 Prentice-Hall, Inc. Chapter 7 To accompany Quantitative Analysis for Management, Tenth Edition, by Render, Stair, and Hanna Power Point slides created.
19 Linear Programming CHAPTER
Chapter 3 Linear Programming: Sensitivity Analysis and Interpretation of Solution MT 235.
To accompany Quantitative Analysis for Management, 8e by Render/Stair/Hanna 7-1 © 2003 by Prentice Hall, Inc. Upper Saddle River, NJ Chapter 7 Linear.
Linear Programming Special Cases Alternate Optimal Solutions No Feasible Solution Unbounded Solutions.
Linear Programming Introduction. linear function linear constraintsA Linear Programming model seeks to maximize or minimize a linear function, subject.
Introduction to Management Science
QM B Linear Programming
Pet Food Company A pet food company wants to find the optimal mix of ingredients, which will minimize the cost of a batch of food, subject to constraints.
1 2TN – Linear Programming  Linear Programming. 2 Linear Programming Discussion  Requirements of a Linear Programming Problem  Formulate:  Determine:Graphical.
6s-1Linear Programming CHAPTER 6s Linear Programming.
Linear Programming General Form of an LP Model. Linear Programming General Form of an LP Model where the c’s, a’s and b’s are constants determined from.
INTRODUCTION TO LINEAR PROGRAMMING
Introduction to Management Science
Linear Programming: Model Formulation and Graphical Solution
LINEAR PROGRAMMING: THE GRAPHICAL METHOD
Linear Programming Models: Graphical Methods 5/4/1435 (1-3 pm)noha hussein elkhidir.
Chapter 3 An Introduction to Linear Programming
1 1 Slide LINEAR PROGRAMMING: THE GRAPHICAL METHOD n Linear Programming Problem n Properties of LPs n LP Solutions n Graphical Solution n Introduction.
Linear Programming Models: Graphical and Computer Methods
Introduction to Quantitative Business Methods (Do I REALLY Have to Know This Stuff?)
Stevenson and Ozgur First Edition Introduction to Management Science with Spreadsheets McGraw-Hill/Irwin Copyright © 2007 by The McGraw-Hill Companies,
3.4 Linear Programming.
Chapter 19 Linear Programming McGraw-Hill/Irwin
On LT simulation Game ends at 8:45 p.m.
2-1 Linear Programming: Model Formulation and Graphical Solution Chapter 2 Copyright © 2010 Pearson Education, Inc. Publishing as Prentice Hall.
1 Linear Programming: Model Formulation and Graphical Solution.
THE GALAXY INDUSTRY PRODUCTION PROBLEM -
Copyright 2013, 2010, 2007, Pearson, Education, Inc. Section 7.6 Linear Programming.
CDAE Class 12 Oct. 5 Last class: Quiz 3 3. Linear programming and applications Today: Result of Quiz 3 3. Linear programming and applications Next.
McGraw-Hill/Irwin Copyright © 2007 by The McGraw-Hill Companies, Inc. All rights reserved. 6S Linear Programming.
A LINEAR PROGRAMMING PROBLEM HAS LINEAR OBJECTIVE FUNCTION AND LINEAR CONSTRAINT AND VARIABLES THAT ARE RESTRICTED TO NON-NEGATIVE VALUES. 1. -X 1 +2X.
1 Linear Programming (LP) 線性規劃 - George Dantzig, 1947.
作業研究(二) Operations Research II - 廖經芳 、 王敏. Topics - Revised Simplex Method - Duality Theory - Sensitivity Analysis and Parametric Linear Programming -
1 A Linear Programming model seeks to maximize or minimize a linear function, subject to a set of linear constraints. The linear model consists of the.
McGraw-Hill/Irwin Copyright © 2009 by The McGraw-Hill Companies, Inc. All Rights Reserved. Supplement 6 Linear Programming.
LINEAR PROGRAMMING.
Linear Programming.  Linear Programming provides methods for allocating limited resources among competing activities in an optimal way.  Linear → All.
LINEAR PROGRAMMING 3.4 Learning goals represent constraints by equations or inequalities, and by systems of equations and/or inequalities, and interpret.
LINEAR PROGRAMMING MEANING:
Introduction to Quantitative Business Methods (Do I REALLY Have to Know This Stuff?)
2-1 Modeling with Linear Programming Chapter Optimal Solution for New Objective Function Graphical Solution of Maximization Model (12 of 12) Maximize.
To accompany Quantitative Analysis for Management, 8e by Render/Stair/Hanna 7-1 1© 2003 by Prentice Hall, Inc. Upper Saddle River, NJ Chapter 7 Linear.
1 Simplex algorithm. 2 The Aim of Linear Programming A Linear Programming model seeks to maximize or minimize a linear function, subject to a set of linear.
6s-1Linear Programming William J. Stevenson Operations Management 8 th edition.
Linear Programming Models: Graphical and Computer Methods 7 To accompany Quantitative Analysis for Management, Twelfth Edition, by Render, Stair, Hanna.
Chapter 2 Linear Programming Models: Graphical and Computer Methods
Introduction to Linear Programs
Linear Programming Mr. Carpenter Alg. 2.
Presentation transcript:

MT 2351 Chapter 2 An Introduction to Linear Programming

MT 2352 Courtesy of NPR: The Mathematician Who Solved Major Problems &segNum=14& George Dantzig

MT 2353 General Form of an LP Model

MT 2354 General Form of an LP Model where the cs, as and bs are constants determined from the problem and the xs are the decision variables

MT 2355 Components of Linear Programming An objective Decision variables Constraints Parameters

MT 2356 Assumptions of the LP Model Divisibility - basic units of xs are divisible Proportionality - as and cs are strictly proportional to the xs Additivity - each term in the objective function and constraints contains only one variable Deterministic - all cs, as and bs are known and measured without error Non-Negativity (caveat)

MT 2357 Sherwood Furniture Company Recently, Sherwood Furniture Company has been interested in developing a new line of stereo speaker cabinets. In the coming month, Sherwood expects to have excess capacity in its Assembly and Finishing departments and would like to experiment with two new models. One model is the Standard, a large, high-quality cabinet in a traditional design that can be sold in virtually unlimited quantities to several manufacturers of audio equipment. The other model is the Custom, a small, inexpensive cabinet in a novel design that a single buyer will purchase on an exclusive basis. Under the tentative terms of this agreement, the buyer will purchase as many Customs as Sherwood produces, up to 32 units. The Standard requires 4 hours in the Assembly Department and 8 hours in the Finishing Department, and each unit contributes $20 to profit. The Custom requires 3 hours in Assembly and 2 hours in Finishing, and each unit contributes $10 to profit. Current plans call for 120 hours to be available next month in Assembly and 160 hours in Finishing for cabinet production, and Sherwood desires to allocate this capacity in the most economical way.

MT 2358 Sherwood Furniture Company – Linear Equations

MT 2359 Sherwood Furniture Company – Graph Solution

MT Sherwood Furniture Company – Graph Solution Constraint 1

MT Sherwood Furniture Company – Graph Solution Constraint 1

MT Sherwood Furniture Company – Graph Solution Constraint 2

MT Sherwood Furniture Company – Graph Solution Constraint 1 & 2

MT Sherwood Furniture Company – Graph Solution Constraint 3

MT Sherwood Furniture Company – Graph Solution Constraint 1, 2 & 3

MT Sherwood Furniture Company – Graph Solution

MT Sherwood Furniture Company – Graph Solution

MT Sherwood Furniture Company – Solve Linear Equations

MT Sherwood Furniture Company – Solve Linear Equations

MT Sherwood Furniture Company – Solve Linear Equations

MT Sherwood Furniture Company – Graph Solution Optimal Point (15, 20)

MT Sherwood Furniture Company – Slack Calculation

MT Sherwood Furniture Company - Slack Variables Max 20x x 2 + 0S 1 + 0S 2 + 0S 3 s.t. 4x 1 + 3x 2 + 1S 1 = 120 8x 1 + 2x 2 + 1S 2 = 160 x 2 + 1S 3 = 32 x 1, x 2, S 1,S 2,S 3 >= 0

MT Sherwood Furniture Company – Graph Solution 2 3 1

MT Sherwood Furniture Company – Slack Calculation Point 1 Point 1

MT Sherwood Furniture Company – Graph Solution 2 3 1

MT Sherwood Furniture Company – Slack Calculation Point 2 Point 2

MT Sherwood Furniture Company – Graph Solution 2 3 1

MT Sherwood Furniture Company – Slack Calculation Point 3 Point 3

MT Sherwood Furniture Company – Slack Calculation Points 1, 2 & 3 Point 1Point 2Point 3

MT Sherwood Furniture Company – Slack Variables For each constraint the difference between the RHS and LHS (RHS-LHS). It is the amount of resource left over. Constraint 1; S 1 = 0 hrs. Constraint 2; S 2 = 0 hrs. Constraint 3; S 3 = 12 Custom

MT 23532

MT 23533

MT 23534

MT 23535

MT 23536

MT 23537

MT Pet Food Company A pet food company wants to find the optimal mix of ingredients, which will minimize the cost of a batch of food, subject to constraints on nutritional content. There are two ingredients, P1 and P2. P1 costs $5/lb. and P2 costs $8/lb. A batch of food must contain no more than 400 lbs. of P1 and must contain at least 200 lbs. of P2. A batch must contain a total of at least 500 lbs. What is the optimal (minimal cost) mix for a single batch of food?

MT Pet Food Company – Linear Equations

MT Pet Food Company – Graph Solution

MT Pet Food Company – Graph Solution Constraint 1

MT Pet Food Company – Graph Solution Constraint 1

MT Pet Food Company – Graph Solution Constraint 2

MT Pet Food Company – Graph Solution Constraint 1 & 2

MT Pet Food Company – Graph Solution Constraint 3

MT Pet Food Company – Graph Solution Constraint 1, 2 & 3

MT Pet Food Company – Solve Linear Equations

MT Pet Food Company – Graph Solution

MT Pet Food Company – Solve Linear Equations

MT Pet Food Company – Solve Linear Equations

MT Pet Food Company – Graph Solution Optimal Point (300, 200)

MT Pet Food Company – Slack/ Surplus Calculation

MT Pet Food Co. – Linear Equations Slack/ Surplus Variables Min 5P 1 + 8P 2 + 0S 1 + 0S 2 + 0S 3 s.t. 1P 1 + 1S 1 = 400 1P 2 - 1S 2 = 200 1P 1 + 1P 2 - 1S 3 = 500 P 1, P 2, S 1,S 2,S 3 >= 0

MT Pet Food Co. – Slack Variables For each constraint the difference between the RHS and LHS (RHS-LHS). It is the amount of resource left over. Constraint 1; S 1 = 100 lbs.

MT Pet Food Co. – Surplus Variables For each constraint the difference between the LHS and RHS (LHS-RHS). It is the amount bt which a minimum requirement is exceeded. Constraint 2; S 2 = 0 lbs. Constraint 3; S 3 = 0 lbs.

MT 23556

MT 23557

MT 23558

MT 23559

MT 23560

MT Special Cases Alternate Optimal Solutions No Feasible Solution Unbounded Solutions

MT Alternate Optimal Solutions

MT Alternate Optimal Solutions

MT Alternate Optimal Solutions

MT Alternate Optimal Solutions

MT Alternate Optimal Solutions

MT Alternate Optimal Solutions

MT Alternate Optimal Solutions

MT Alternate Optimal Solutions

MT Alternate Optimal Solutions

MT Alternate Optimal Solutions A B

MT Alternate Optimal Solutions

MT Alternate Optimal Solutions

MT 23574

MT 23575

MT 23576

MT 23577

MT 23578

MT Special Cases Alternate Optimal Solutions No Feasible Solution Unbounded Solutions

MT No Feasible Solution

MT No Feasible Solution

MT No Feasible Solution

MT 23583

MT 23584

MT 23585

MT Special Cases Alternate Optimal Solutions No Feasible Solution Unbounded Solutions

MT Unbounded Solutions

MT Unbounded Solutions

MT Unbounded Solutions

MT Unbounded Solutions

MT 23591

MT 23592

MT 23593

MT 23594

MT 23595