Introduction To Linear Programming

Today many of the resources needed as inputs to

operations are in limited supply.
Operations managers must understand the impact of
this situation on meeting their objectives.
Linear programming (LP) is one way that operations
managers can determine how best to allocate their
scarce resources.
NOTE: Linear Programming is presented in
Supplement I for Chapter 11. We will focus on
formulation in this class.
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Linear Programming (LP) in OM

There are five common types of decisions in which

LP may play a role
Product mix
Production plan
Ingredient mix
Transportation
Assignment

LP Problems in OM: Product Mix

Objective
To select the mix of products or services that results
in maximum profits for the planning period
Decision Variables
How much to produce and market of each product or
service for the planning period
Constraints
Maximum amount of each product or service
demanded; Minimum amount of product or service
policy will allow; Maximum amount of resources
available
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LP Problems in OM: Production Plan

Objective
To select the mix of products or services that results
in maximum profits for the planning period
Decision Variables
How much to produce on straight-time labor and
overtime labor during each month of the year
Constraints
Amount of products demanded in each month;
Maximum labor and machine capacity available in
each month; Maximum inventory space available in
each month
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Recognizing LP Problems
Characteristics of LP Problems in OM
A well-defined single objective must be stated.
There must be alternative courses of action.
The total achievement of the objective must be
constrained by scarce resources or other restraints.
The objective and each of the constraints must be
expressed as linear mathematical functions.

Steps in Formulating LP Problems

1.
2.
3.
4.
5.
6.
7.
8.

Define the objective. (min or max)

Define the decision variables. (positive, binary)
Write the mathematical function for the objective.
Write a 1- or 2-word description of each constraint.
Write the right-hand side (RHS) of each constraint.
Write <, =, or > for each constraint.
Write the decision variables on LHS of each constraint.
Write the coefficient for each decision variable in each
constraint.
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Example: LP Formulation
Cycle Trends is introducing two new lightweight
bicycle frames, the Deluxe and the Professional, to be
made from aluminum and steel alloys. The anticipated
unit profits are $10 for the Deluxe and $15 for the
Professional.
The number of pounds of each alloy needed per
frame is summarized on the next slide. A supplier
delivers 100 pounds of the aluminum alloy and 80
pounds of the steel alloy weekly. How many Deluxe
and Professional frames should Cycle Trends produce
each week?
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Example: LP Formulation
Pounds of each alloy needed per
frame
Deluxe
Professional

Aluminum Alloy
2
4

Steel Alloy
3
2

Example: LP Formulation
Define the objective
Maximize total weekly profit
Define the decision variables
x1 = number of Deluxe frames produced weekly

x2 = number of Professional frames produced

weekly
Write the mathematical objective function
Max Z = 10x1 + 15x2

Example: LP Formulation
Write a one- or two-word description of each constraint
Aluminum available
Steel available
Write the right-hand side of each constraint
100
80
Write <, =, > for each constraint
< 100
< 80

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Example: LP Formulation

Write all the decision variables on the left-hand side

of each constraint
x1 x2 < 100

x1 x2 < 80

Write the coefficient for each decision in each constraint

+ 2x1 + 4x2 < 100

+ 3x1 + 2x2 < 80

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Example: LP Formulation

LP in Final Form
Max Z = 10x1 + 15x2

Subject To
2x1 + 4x2 < 100 ( aluminum constraint)

3x1 + 2x2 < 80 ( steel constraint)

x1 , x2 > 0

(non-negativity constraints)

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Example: LP Formulation
Montana Wood Products manufacturers twohigh quality products, tables and chairs. Its profit is
$15 per chair and $21 per table. Weekly production is
constrained by available labor and wood. Each chair
requires 4 labor hours and 8 board feet of wood while
each table requires 3 labor hours and 12 board feet of
wood. Available wood is 2400 board feet and available
labor is 920 hours. Management also requires at least
40 tables and at least 4 chairs be produced for every
table produced. To maximize profits, how many chairs
and tables should be produced?
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Example: LP Formulation
Define the objective
Maximize total weekly profit
Define the decision variables
x1 = number of chairs produced weekly

x2 = number of tables produced weekly

Write the mathematical objective function

Max Z = 15x1 + 21x2

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Example: LP Formulation
Write a one- or two-word description of each constraint
Labor hours available
Board feet available
At least 40 tables
At least 4 chairs for every table
Write the right-hand side of each constraint
920
2400
40
4 to 1 ratio
Write <, =, > for each constraint
< 920
< 2400
> 40
4 to 1

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Example: LP Formulation

Write all the decision variables on the left-hand side of each

constraint
x1 x2 < 920

x1 x2 < 2400
x2 > 40
4 to 1 ratio x1 / x2 4/1

Write the coefficient for each decision in each constraint

+ 4x1 + 3x2 < 920

+ 8x1 + 12x2 < 2400

x2 > 40
x1 4 x2
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Example: LP Formulation

LP in Final Form
Max Z = 15x1 + 21x2

Subject To
4x1 + 3x2 < 920 ( labor constraint)

8x1 + 12x2 < 2400 ( wood constraint)

x2 - 40 > 0 (make at least 40 tables)
x1 - 4 x2 > 0 (at least 4 chairs for every table)
x1 , x2 > 0
(non-negativity constraints)
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Example: LP Formulation
The Sureset Concrete Company produces
concrete. Two ingredients in concrete are sand (costs
$6 per ton) and gravel (costs $8 per ton). Sand and
gravel together must make up exactly 75% of the
weight of the concrete. Also, no more than 40% of the
concrete can be sand and at least 30% of the concrete
be gravel. Each day 2000 tons of concrete are
produced. To minimize costs, how many tons of gravel
and sand should be purchased each day?

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Example: LP Formulation
Define the objective
Minimize daily costs
Define the decision variables
x1 = tons of sand purchased

x2 = tons of gravel purchased

Write the mathematical objective function

Min Z = 6x1 + 8x2

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Example: LP Formulation
Write a one- or two-word description of each constraint
75% must be sand and gravel
No more than 40% must be sand
At least 30% must be gravel
Write the right-hand side of each constraint
.75(2000)
.40(2000)
.30(2000)
Write <, =, > for each constraint
= 1500
< 800
> 600

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Example: LP Formulation

Write all the decision variables on the left-hand side

of each constraint
x1 x2 = 1500

x1 < 800

x2 > 600
Write the coefficient for each decision in each constraint
+ x1 + x2 = 1500

+ x1 < 800

x2 > 600
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Example: LP Formulation

LP in Final Form
Min Z = 6x1 + 8x2

Subject To
x1 + x2 = 1500 ( mix constraint)

x1 < 800 ( mix constraint)

x2 > 600 ( mix constraint )
x1 , x2 > 0
(non-negativity constraints)

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LP Problems in General

Units of each term in a constraint must be the same as

the RHS
Units of each term in the objective function must be
the same as Z
Units between constraints do not have to be the same
LP problem can have a mixture of constraint types

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LP Problem

Galaxy Ind. produces two water guns, the Space Ray

and the Zapper. Galaxy earns a profit of $3 for every
Space Ray and $2 for every Zapper. Space Rays and
Zappers require 2 and 4 production minutes per unit,
respectively. Also, Space Rays and Zappers require .5
and .3 pounds of plastic, respectively. Given
constraints of 40 production hours, 1200 pounds of
plastic, Space Ray production cant exceed Zapper
production by more than 450 units; formulate the
problem such that Galaxy maximizes profit.
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LP Model
R = # of Space Rays to produce
Z = # of Zappers to produce
Max Z = 3.00R + 2.00Z
ST
2R + 4Z 2400
cant exceed available hours (40*60)
.5R + .3Z 1200
cant exceed available plastic
R - S 450
Space Rays cant exceed Zappers by more
than 450
R, S 0
non-negativity constraint
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LP Problem
The White Horse Apple Products Company purchases apples
from local growers and makes applesauce and apple juice. It
costs $0.60 to produce a jar of applesauce and $0.85 to
produce a bottle of apple juice. The company has a policy that
at least 30% but not more than 60% of its output must be
applesauce.
The company wants to meet but not exceed demand for each
product. The marketing manager estimates that the maximum
demand for applesauce is 5,000 jars, plus an additional 3 jars
for each $1 spent on advertising. Maximum demand for apple
juice is estimated to be 4,000 bottles, plus an additional 5
bottles for every $1 spent to promote apple juice. The
company has $16,000 to spend on producing and advertising
applesauce and apple juice. Applesauce sells for $1.45 per jar;
apple juice sells for $1.75 per bottle. The company wants to
know how many units of each to produce and how much
advertising to spend on each in order to maximize profit.

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LP Model
S = # jars apple Sauce to make
J = # bottles apple Juice to make
SA = $ for apple Sauce Advertising
JA = $ for apple Juice Advertising
Max Z = 1.45S + 1.75J - .6S - .85J SA JA
ST
S .3(S + J)
at least 30% apple sauce
S .6(S + J)
no more than 60% apple sauce
S 5000 + 3SA
dont exceed demand for apple sauce
J 4000 + 5JA
dont exceed demand for apple juice
.6S + .85J + SA + JA 16000
budget
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LP Problem
A ship has two cargo holds, one fore and one aft. The fore cargo hold has a
weight capacity of 70,000 pounds and a volume capacity of 30,000 cubic
feet. The aft hold has a weight capacity of 90,000 pounds and a volume
capacity of 40,000 cubic feet. The shipowner has contracted to carry loads
of packaged beef and grain. The total weight of the available beef is
85,000 pounds; the total weight of the available grain is 100,000 pounds.
The volume per mass of the beef is 0.2 cubic foot per pound, and the
volume per mass of the grain is 0.4 cubic foot per pound. The profit for
shipping beef is $0.35 per pound, and the profit for shipping grain is $0.12
per pound. The shipowner is free to accept all or part of the available
cargo; he wants to know how much meat and grain to accept in order to
maximize profit.

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LP Model
BF = # lbs beef to load in fore cargo hold
BA = # lbs beef to load in aft cargo hold
GF = # lbs grain to load in fore cargo hold
GA = # lbs grain to load in aft cargo hold
Max Z = .35 BF + .35BA + .12GF + .12 GA
ST
BF + GF 70000
fore weight capacity lbs
BA + GA 90000
aft weight capacity lbs
.2BF + .4GF 30000
for volume capacity cubic feet
.2BA + .4GA 40000
for volume capacity cubic feet
BF + BA 85000
max beef available
GF + GA 100000
max grain available
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LP Problem
In the summer, the City of Sunset Beach staffs lifeguard
stations seven days a week. Regulations require that city
employees (including lifeguards) work five days a week and
be given two consecutive days off. Insurance requirements
mandate that Sunset Beach provide at least one lifeguard per
8000 average daily attendance on any given day. The average
daily attendance figures by day are as follows: Sunday
58,000, Monday 42,000, Tuesday 35,000, Wednesday
25,000, Thursday 44,000, Friday 51,000 and Saturday
68,000. Given a tight budget constraint, the city would like to
determine a schedule that will employ as few lifeguards as
possible.

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LP Model

X1 = number of lifeguards scheduled to begin on Sunday

X2 =

Monday
X3 =

Tuesday
X4 =

Wednesday
X5 =

Thursday
X6 =

Friday
X7 =

Saturday

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LP Model
Min X1 + X2 + X3 + X4 + X5 + X6 + X7
ST
X1 + X4 + X5 + X6 +X7 8 (Sunday)
X1 + X2 + X5 + X6 +X7 6 (Monday)
X1 + X2 + X3 + X6 +X7 5 (Tuesday)
X1 + X2 + X3 + X4 +X7 4 (Wednesday)
X1 + X2 + X3 + X4 +X5 6 (Thursday)
X2 + X3 + X4 + X5 +X6 7 (Friday)
X3 + X4 + X5 + X6 +X7 9 (Saturday)
All variables 0 and integer

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