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OR-1 2015 1 Chapter 1. Introduction Ex : Diet Problem Daily requirements : energy(2000kcal), protein(55g), calcium(800mg) Food Serving size Energy (kcal) Protein (g) Calcium (mg) Price per serving (cents) Max serving allowed Oatmeal28g1104234 Chicken100g2053212243 Eggs2 large1601354132 Wholemilk237cc160828598 Cherry pie170g420422202 Pork with beans 260g2601480192
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OR-1 2015 2 Formulation: Subject to
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OR-1 2015 3 Linear Programming Problem ( 선형계획법 문제 ) Subject to objective function ( 목적함수 ) Constraints ( 제약식 ) nonnegativity constraints ( 비음제약식 ) (may not exist for some variables, then they are called unrestricted or free variables) right hand side ( 우변상수 )
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OR-1 2015 4 Unusual formulations
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OR-1 2015 5 ex) raws W=100 in., need 97 finals of width 45 in.610 finals of width 36 in. 395 finals of width 31 in.211 finals of width 14 in. Min x 1 + x 2 + x 3 + … + x 37 Note: number of patterns grows fast as problem becomes large (We don’t solve the problem with all columns in the model. We start with a few columns and solve the LP, and then identify and add a new column to the model and solve the LP again, … (column generation method). round down fractional optimal solution to LP to obtain integer solution, then use a few more raws to meet demands. extensions to 2-dimensional cutting stock (nesting problem), 3-D packing
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Linear Programming 2012 7
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OR-1 2015 8 Minimization of piecewise linear convex function
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OR-1 2015 11 0
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OR-1 2015 13 Terminology
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OR-1 2015 14 Brief History of LP
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OR-1 2015 15 Standard form
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