Linear Programming

&
Graphic Solution

Dr. Monther Tarawneh

In this Lecture
 This topic concentrates on model formulation and
computations in linear programming (LP).
 To illustrate the use of LP, real world applications in
different areas will be formulated and solved.
TWO-VARIABLE MODEL
 We will study the graphical solution of two-variables
LP.
 The two-variable s problem hardly exist in practice.
 The study will provide an introduction to the general
simples algorithm in chapter 3
Example 2.1-1: The Reddy Mikks Company
 Reddy Mikks produces interior and exterior paints
 from two raw materials, Ml and M2:

 The daily demand for interior paint cannot exceed that

for exterior paint by more than 1 ton.
 The maximum daily demand for interior paint is 2
tons.
The Reddy Mikks Company
 Reddy Mikks wants to determine the optimum (best)
product mix of interior and exterior paints that
maximizes the total daily profit.
The LP models basic components
LP Model

Decision
Constrains variables
Objective

 Decision variables : that we seek to determine.

 Objective : goal that we need to optimize (maximize or
minimize).
 Constraints: restrictions that the solution must satisfy.
Solution: The Reddy Mikks Company
 The first step in the development of the model is the
definition of the decision variables.
 Since we need to determine the daily amounts to be
produced of exterior and interior paints, we can define
the variables as:

x1=Tons produced daily of exterior paint

x2=Tons produced daily of interior paint
The objective function
 To construct the objective function, note that the company
wants to maximize (i.e., increase as much as possible) the
total daily profit of both paints.
 Given that the profits per ton of exterior and interior paints
are 5 and 4 (thousand) , respectively:

 Total profit from exterior paint=5x1

 Total profit from interior paint=4x2
Objective
 Maximize the total profit z:

Maximize z=5x1 + 4x2

 Next, we construct the constraints that restrict raw

material usage and product demand.
Constraints
 The raw material restrictions are expressed verbally as
usage of raw materials ≤ maximum raw material available

 The usage of raw material M1 by both paints is:

6x1 + 4x2 tons/day
 The usage of M2 by both is:
1x1 + 2x2 tons/day

 The daily availabilities of raw materials Ml and M2 are limited, hence we

have to have:
6x1 + 4x2 ≤ 24
1x1 + 2x2 ≤ 6
 Cont. Constraints
 The excess of the daily production of interior over exterior
paint should not exceed 1 ton, hence
x2 – x1 ≤ 1
 The maximum daily demand of interior paint is limited to
2 tons, hence
x2 ≤ 2
 An implicit restriction is that variables cannot assume
negative values:
x 1 , x2 ≥ 1
The complete Reddy Mikks model
The complete Reddy Mikks model
 Any values of the variables that satisfy all five
contraints constitue a feasible solution.

 The goal of the problem is to find the best feasible

solution, or the optimum, that maximizes the total
profit.
What is missing?
 We need to know how many feasible solution for
Reddy Mikks model.
 Using values make this impossible because we have a
huge number of possibilities we need to try.
 Graphical solution may leads us to the best solution.
Properties of LP model
 Proportional
 Additively
 Certainty

Graphical solution
 The graphical procedure includes two steps:
 Determination of the feasible solution space.
 Determination of the optimum solution from among all
the feasible points in the solution space.

 We will see how to maximize and minimize the

feasible solution.
The solution of the Reddy Mikks
model
 The solution of the Reddy Mikks model requires two
steps:
1. Determination of the Feasible Solution Space:
 The nonnegativity of the variables restricts the solution space area
to the first quadrant of the x-y plane that lies above the x1-axis and
to the right of the x2-axis.
x1 , x2 ≥ 0
 Replace each inequality with an equation and then graph the
resulting straight line by locating two distinct points on it.
Replace 6x1 + 4x2 ≤ 24 with 6x1 + 4x2 =24
1x1 + 2x2 ≤ 6 with 1x1 + 2x2 = 6
Cont...
 Determine the feasible side by choosing (0 0) point as a reference point.
 Draw a line for each equation by taking two values for x1 and x2.
Second step
2. Determination of the Optimum Solution:

 Identify the direction in which the profit function z=5x1 + 4x2

increases by assigning arbitrary increasing values to z.

 Graph the resulting lines.

 The optimum solution is always associated with a corner point of the
solution space.
 The solution space ABCDEF with infinite numbers of
solution replaced with finite number of solution
points.
 This is the key for the development of general algebric
algorithm called the Simples method.

 Will study it in ch3

Home work
 Problem set 2.2A: question 1 & 2, page 19
Solution of a Minimization Model
 A farm uses at least 800 kg of feed daily, which is a
mixture of corn and soybean meal with the following
composition:

• The dietary requirements of the feed are at least 30%

protein and at most 5% fiber.
What is required?
 The farm wants to determine the daily minimum cost
feed mix.
Decision variables & objectives
 Decision variables

X1 = kg of corn in the mix

X2 = kg of soybean in the mix

 The objective criterion is the minimize the total cost:

Minimize z = 0.3 X1 + 0.9 X2

Restrictions
 The farm needs 800 kg of feed a day:

X1 + X2 ≥ 800

 The other restrictions on the mix are:

0.09X1 + 0.6 X2 ≥ 0.3(X1 + X2 )

0.02X1 + 0.06 X2 ≤ 0.05(X1 + X2 )
The model
 Minimize z = 0.3 X1 + 0.9 X2

 Subject
x1 + x2 ≥ 800
0.21x1 - 0.30 x2 ≤ 0
0.03x1 - 0.01 x2 ≥ 0
x1 , x2 ≥ 0
Graphical solution
Notes:
 The second and the third constrains pass through the
origin point (0,0), e.g. (x1 =200)so cannot be used as a
reference point.
 That cannot help, because we need the area above the
lines and under z-line to minimize z
Home work
 Problem set 2.2B, question 1, page 26
 Any Questions about
the Unit’s Organisation

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