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Math 4 Final

The document discusses linear programming, which is a mathematical tool for maximizing or minimizing quantities subject to constraints. It provides an example of using linear programming to determine the optimal combination of crops for a farmer to grow on their 500 acre farm to maximize profit, given constraints on available resources. The example is then used to explain key concepts in linear programming, including feasible regions, corner point principle, and using the simplex method to efficiently find the optimal solution.

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Nilda Sahibul Baclayan
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101 views

Math 4 Final

The document discusses linear programming, which is a mathematical tool for maximizing or minimizing quantities subject to constraints. It provides an example of using linear programming to determine the optimal combination of crops for a farmer to grow on their 500 acre farm to maximize profit, given constraints on available resources. The example is then used to explain key concepts in linear programming, including feasible regions, corner point principle, and using the simplex method to efficiently find the optimal solution.

Uploaded by

Nilda Sahibul Baclayan
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as PPT, PDF, TXT or read online on Scribd
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Chapter 4:

Linear Programming
What is Linear Programming?
What is Linear Programming?
Say you own a 500 square acre farm. On
this farm you can grow wheat, barley, corn or
some combination of the 3. You have a limited
supply of fertilizer and pesticide, both of which
are needed (in different quantities) for each crop
grown. Let’s say wheat sells at $7 a bushel,
barley is $3, and corn is $3.50.

So, how many of each crop should


you grow to maximize your profit?
What is Linear Programming?
A mathematical tool for
maximizing or minimizing a
quantity (usually profit or cost
of production), subject to
certain constraints.

Of all computations and


decisions made by
management in business, 50-
90% of those involve linear
programming.
Brief Outline
• Short background to Linear Programming as a field of
mathematics
• Mixture Problems & Feasible Regions
• Optimal Production (Skateboards & Dolls)
– Corner Point Principle
– Optimal Production Policy
– Simplex Method
– Tableaus (Transportation Problems)
– Northwest Corner Algorithm
• Various Applications
• Discussion
Background on
Linear Programming
• As a field of mathematics, LP is still a small child (in
math years)
• Developed by Leonid Kantorovich
around the time of WWII
• Further developed over following
decades
• Today, easily the most commonly used
field for optimization
• Economics, business management,
transportation, technology, planning, production, …

the list goes on…


Mixture Problems
Problem where a limited
number of resources Production of…
are used to produce a
combination of
• Pretty much anything
products in a fashion
that maximizes profit
from the sale of these • Skateboards & Dolls
products
Mixture Problems
• Goal: to find a feasible solution that maximizes
profit
• …what will our solution look like?

• Mixture Problems consist of…


1. Resources
2. Products
3. Recipes
4. Profit
5. Objective
Mixture Problems
• An Optimal Production Policy, giving optimal
number of each product to produce where:
1. It is possible to produce this number of products &
2. This policy gives yields maximum profit
Setting Up Mixture Problems
Example 1: Toy manufacturer can produce
skateboards and dolls. Both require the
precious resource of plastic, of which there are
60 units available. Skateboards take five units
of plastic and make $1 profit. Dolls take two
units of plastic and make $0.55 profit.
What is the number of dolls and skateboards the
company can produce to maximize profit?
Setting Up Mixture Problems
First identify components of the problem:
1. Resources – Plastic (60 available)
2. Products – Skateboards & Dolls
3. Recipes – Skateboards (5 units), Dolls (2 units)
4. Profits – Skateboards ($1.00), Dolls $0.55)
5. Objective – Maximize profit

Second, make a mixture chart:


Resources Profit
Plastic (60)

Skateboards 5 $1.00
Products

(x units)
Dolls 2 $0.55
(y units)
Translate Mixture Chart into Formulas
Resources Profit
Plastic (60)

Skateboards 5 $1.00
Products
(x units)
Dolls 2 $0.55
(y units)

2 Groups of Equations:
- Objective Equation (profit equation)
- Constraints (minimum constraints, resource constraints…)

Objective Equation - total profit given number of units produced


P = 1x + 0.55y
Constraints – usually inequalities
5x + 2y ≤ 60

With these, create Feasible Region


Mixture Problems
Feasible Region – region which consists of all possible
solution choices for a particular problem

Using the constraint equation we get the following graph:

Constraints:
5x + 2y ≤ 60
Corner Point Principle
Which point is optimal?
• Any point in feasible region will ( 0, 30 )

satisfy constraint equation, but


which will maximize profit
equation?

Corner Point Principle


In LP problem, the maximal value ( 12, 0 )

for profit always corresponds to a ( 0, 0 )

corner point on feasible region


Corner Point Principle
Plug in corner points to profit
formula:
( 0, 30 )
Point Calculation of Profit Formula
$1.00x + $0.55y = P
(0, 0) $1.00 (0) + $0.55 (0) = $0.00

(0, 30) $1.00 (0) + $0.55 (30) = $16.50

(12, 0) $1.00 (12) + $0.55 (0) = $12.00

Corner point (0,30) is the optimal point ( 12, 0 )

( 0, 0 )
Therefore the optimal solution would be
to produce 0 skateboards and 30 dolls
Quick Practice
A clothing company has 100 yards of cloth and produces shirts (x units) and
vests (y units). Shirts require 10 units and have profit value of $5, while
vests require 4 units and have profit value of $4.
What is the optimal production solution?
Step 1 & 2: Steps 3 & 4:
Identify Components & Mixture Chart Feasible Region & Corner Points
1. Resources – Cloth (100) ( 0, 25 )
2. Products – Shirts & Vests
3. Recipes – Shirts (10), Vests (4)
4. Profits – Shirts ($5), Vests ($4)
5. Objective – Maximize profit
Resources Profit
Cloth (100)
Shirts 10 $5.00
Products

(x units)
( 10, 0 )
Vests 4 $4.00
(y units) ( 0, 0 )

10x + 4y ≤ 100 Point Calculation of Profit Formula


$5.00x + $4.00y = P
$5.00x + $4.00y = P
(0, 0) $5.00 (0) + $4.00 (0) = $0.00

(0, 25) $5.00 (0) + $4.00 (25) = $100.00

(10, 0) $5.00 (10) + $4.00(0) = $50.00


Simplex Method
• Real world problems not as simple as previous examples
• Some involve millions of “corner points” in feasible region
– Would take fast computers days to compute.

• Simplex method – developed to help solve large, real


world linear programming problems
– Ant crawling on edges of feasible region, from corner to corner
– Ant would do better if given temperature range (hotter, colder)

• Start with any point and evaluate profit at neighboring


points. Move to neighbor with higher profit and repeat.

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