0% found this document useful (0 votes)
16 views54 pages

Debre Markos University Debre Markos Institut of Technology

This document discusses resource optimization through linear programming (LP), detailing its formulation, assumptions, and properties. It provides examples of LP problems, including product mix, blending, production scheduling, transportation, and flow capacity problems. The document also outlines the steps for graphing linear inequalities and systems of inequalities to find feasible and optimal solutions.

Uploaded by

yalembeza
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
0% found this document useful (0 votes)
16 views54 pages

Debre Markos University Debre Markos Institut of Technology

This document discusses resource optimization through linear programming (LP), detailing its formulation, assumptions, and properties. It provides examples of LP problems, including product mix, blending, production scheduling, transportation, and flow capacity problems. The document also outlines the steps for graphing linear inequalities and systems of inequalities to find feasible and optimal solutions.

Uploaded by

yalembeza
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
You are on page 1/ 54

DEBRE MARKOS UNIVERSITY

DEBRE MARKOS INSTITUT OF TECHNOLOGY

SCOOL OF CIVIL AND HYDRUALIC ENGINEERING


CONSTRUCTION TECHNOLOGY AND MANAGEMENT
A/PROGRAM

CONSTRUCTION PERFORMANCE MANAGEMENT AND


RESOURCE OPTIMIZATION

CHAPTER FIVE:- RESOURCE OPTIMIZATION (PART II)

1
PART ONE
Formulation and Graphic solution.

✦ Introduction
✦ Concept of LP.
✦ Formulation of LP problems.
✦ Assumptions underlying LP.
✦ Graphical method.
✦ Some special cases of LP.

2
Introduction
 Linear programming is a mathematical programming
technique to optimize performance ( e.g profit or cost ) under a
set of resource constraint ( e.g machine-hours, man-hours,
money, materials, etc) as specified by an organization.
 Mathematical programming is used to find the best or optimal

solution to a problem that requires a decision or set of decisions


about how best to use a set of limited resources to achieve a state
goal of objectives.

3
Cont….
 Steps involved in mathematical programming

✦ Conversion of stated problem into a mathematical model that


abstracts all the essential elements of the problem.

✦ Exploration of different solutions of the problem.

✦ Finding out the most suitable or optimum solution.

 Linear programming requires that all the mathematical


functions in the model be linear functions.

4
Cont….

A linear programming problem consists


of a linear objective function to be
maximized or minimized subject to
certain constraints in the form of linear
equations or inequalities.

5
The Linear Programming Model
Let: X1, X2, X3, ………, X n = Decision variables
Z = Objective function or linear function

Requirement: Maximization of the linear function Z.


Z = c1X1 + c2X2 + c3X3 + ………+ c n X n …
Eq (1)
subject to the following constraints:

…Eq (2)

where aij, bi, and cj are given constants.


6
Assumptions in linear programming
 Linearity .The amount of resource required for a given activity level is
directly proportional to the level of the activity .
✦ For example ,if the number of hours required on a particular machine (for a
given activity level ) is 5 hour per unity of that activity, then the total number
of hours required on that machine to produce 10 units of that activity is 50
hours.
 Divisibility . This means that fractional values of the decision variables
are permitted .
 Non- negativity . This means that the decision variables are permitted to
have only the values which are greater than or equal to zero.
 Additivity. This means that the total output for a given combination of
activity levels is the algebraic sum of the output of each individual process.
7
Properties of linear programming solution
Feasible solution . If all the constraint of the given
linear programming model are satisfied by the solution
of the model, then that solution is known as a feasible
solution, .
Optimal solution .If there is no other superior
solution to the solution to obtained for a given linear
programming model, then the solution obtained is
treated as the optimal solution .
Alternate optimal solution . For some linear
programming model ,there may be more than one
combination of values of the decision variables yielding
the best objective function values .
8
Cont…
 Unbounded solution . For some linear programming
model, the objective function value can be
increased/decreased infinity without any limitation.
 Infeasible solution . If there is no combination of the
values of the decision variable satisfying all the
constraints of the linear programming model, then that
model is said to have infeasible solution .
✦ This means that there is no solution for the given model which
can be implemented .

9
Examples of LP Problems (1)
1. A Product Mix Problem
A manufacturer has fixed amounts of different
resources such as raw material, labor, and equipment.
 These resources can be combined to produce any one of
several different products.
 The quantity of the ith resource required to produce one
unit of the jth product is known.
 The decision maker wishes to produce the combination
of products that will maximize total income.

10
Examples of LP Problems (2)
2. A Blending Problem
 Blending problems refer to situations in which a number
of components (or commodities) are mixed together to
yield one or more products.
 Typically, different commodities are to be purchased.
Each commodity has known characteristics and costs.
 The problem is to determine how much of each
commodity should be purchased and blended with the
rest so that the characteristics of the mixture lie within
specified bounds and the total cost is minimized.
11
Examples of LP Problems (3)
3. A Production Scheduling Problem
 A manufacturer knows that he must supply a given
number of items of a certain product each month for the
next n months.
 They can be produced either in regular time, subject to a
maximum each month, or in overtime. The cost of
producing an item during overtime is greater than
during regular time. A storage cost is associated with
each item not sold at the end of the month.
 The problem is to determine the production schedule
that minimizes the sum of production and storage costs.
12
Examples of LP Problems (4)
4. A Transportation Problem
 A product is to be shipped in the amounts al, a2, ..., am
from m shipping origins and received in amounts bl,
b2, ..., bn at each of n shipping destinations.

 The cost of shipping a unit from the i th origin to the jth


destination is known for all combinations of origins and
destinations.
 The problem is to determine the amount to be shipped
from each origin to each destination such that the total
cost of transportation is a minimum.
13
Examples of LP Problems (5)
5. A Flow Capacity Problem
 One or more commodities (e.g., traffic, water, information, cash,
etc.) are flowing from one point to another through a network
whose branches have various constraints and flow capacities.
 The direction of flow in each branch and the capacity of each
branch are known.
 The problem is to determine the maximum flow, or capacity of
the network.

14
Developing LP Model

15
Applied Example 1: A Production Problem
 Muger cement manufacture wishes to produce two types
of cement: type-A will result in a profit of 10.00 birr, and
type-B in a profit of 12.00 birr.
 To manufacture a type-A cement requires 20 minutes on
machine I and 10 minute on machine II.
 A type-B cement requires 10 minute on machine I and
30 minutes on machine II.
 There are 3 hours available on machine I and 5 hours
available on machine II.
 How many cement of each type should Muger cement
make in order to maximize its profit ?
16
Applied Example 1: A Production Problem

Solution
 Let’s first tabulate the given information:
Type-A Type-B Time Available
Profit/Unit 10.00 birr 12.00 birr
Machine I 20 min 10 min 180 min
Machine II 10 min 30 min 300 min

 Let x be the amount of type-A cement and y the number of type-B


cement to be made.

17
Applied Example 1: A Production Problem
Solution
 Let’s first tabulate the given information:

Type-A Type-B Time Available


Profit/Unit 10.00birr 12.00birr
Machine I 20 min 10 min 180min
Machine II 10 min 30min 300 min

 Then, the total profit (in birr) is given by

 P = 10x+12y
which is the objective function to be maximized.

18
Applied Example 1: A Production Problem
Solution
 Let’s first tabulate the given information:

Type-A Type-B Time Available


Profit/Unit 10.00birr 12.00birr
Machine I 20 min 10 min 180 min
Machine II 10 min 30 min 300 min

 The total amount of time that machine I is used is

 20x+10y
and must not exceed 180 minutes.
 Thus, we have the inequality

 20x+10y ≤ 180
19
Applied Example 1: A Production Problem
Solution
 Let’s first tabulate the given information:

Type-A Type-B Time Available


Profit/Unit 10.00 12.00
Machine I 20min 10min 180 min
Machine II 10min 30min 300 min

 The total amount of time that machine II is used is

 10x+30y
and must not exceed 300 minutes.
 Thus, we have the inequality
 10x+30y ≤ 300
20
Applied Example 1: A Production Problem
Solution
 Let’s first tabulate the given information:

Type-A Type-B Time Available


Profit/Unit 10.00 12.00
Machine I 20 min 10min 180 min
Machine II 10 min 30 min 300 min

 Finally, neither x nor y can be negative, so

x 0
y 0

21
Applied Example 1: A Production Problem
Solution
 In short, we want to maximize the objective function

P = 10x+12y
subject to the system of inequalities

20x+10y ≤ 180
10x+30y ≤ 300

x 0
y 0

22
Excersice
A firm is engaged in producing two product , A and B. Each
unit of product A requires 2 kg of row material and 4 labour
hours for processing , whereas each unit of product B
requires 3 kg of row material and 3 hours of labour , of the
same type . Every week ,the firm has an availability of 60
kg of row material and 90 labor hours. one unit of product
A sold yields 40 birr and one unit of product B sold give 35
birr as profit .
Formulate this problem as LP to determine how many
unit of each of the product should be produced per week so
that the firm can earn the maximum profit . Assume that
there is no marketing constraint so that all that is produced
can be sold .
23
Graphing Linear Inequalities
 We’ve seen that a linear equation in two variables x and y
ax  by  c 0
has a solution set that may be exhibited graphically as points on
a straight line in the xy-plane.
 There is also a simple graphical representation for linear
inequalities of two variables:

ax  by  c  0
ax  by  c 0
ax  by  c  0
ax  by  c 0

24
Procedure for Graphing Linear Inequalities
1. Draw the graph of the equation obtained for the given inequality
by replacing the inequality sign with an equal sign .
✦ Use a dashed or dotted line if the problem involves a strict
inequality, < or >.
✦ Otherwise, use a solid line to indicate that the line itself
constitutes part of the solution.
2. Pick a test point lying in one of the half-planes determined by the
line sketched in step 1 and substitute the values of x and y into
the given inequality.
✦ Use the origin whenever possible.
3. If the inequality is satisfied, the graph of the inequality includes
the half-plane containing the test point.
✦ Otherwise, the solution includes the half-plane not containing
the test point.

25
Examples
 Determine the solution set for the inequality 2x + 3y  6.
Solution
 Replacing the inequality  with an equality =, we obtain
the equation 2x + 3y = 6, whose graph is:

y
7

2x + 3 y = 6 3

1
x
–5 –3 –1 1 3 5
–1
26
Examples
 Determine the solution set for the inequality 2x + 3y  6.
Solution
 Picking the origin as a test point, we find 2(0) + 3(0)  6,
or 0  6, which is false.
 Thus, the solution set is:

y
7

5
2x + 3 y  6
2x + 3 y = 6 3

1
(0, 0)
x
–5 –3 –1 1 3 5
–1
27
Graphing Systems of Linear Inequalities

The solution set of a system of linear


inequalities in two variables x and y is the
set of all points (x, y) that satisfy each
inequality of the system.
The graphical solution of such a system may
be obtained by graphing the solution set for
each inequality independently and then
determining the region in common with each
solution set. 28
Examples
 Graph x – 3y > 0.
Solution
 Replacing the inequality > with an equality =, we
obtain the equation x – 3y = 0, whose graph is:
y
3
x – 3y = 0

1
x
–5 –3 1 3 5
–1

–3 29
Examples
 Graph x – 3y > 0.
Solution
 We use a dashed line to indicate the line itself will not be
part of the solution, since we are dealing with a strict
inequality >.
y
3
x – 3y = 0

1
x
–5 –3 1 3 5
–1

–3 30
Examples
 Graph x – 3y > 0.
Solution
 Since the origin lies on the line, we cannot use the origin
as a testing point:

y
3
x – 3y = 0

1
(0, 0)
x
–5 –3 1 3 5
–1

–3 31
Examples
 Graph x – 3y > 0.
Solution
 Picking instead (3, 0) as a test point, we find (3) – 2(0) > 0,
or 3 > 0, which is true.
 Thus, the solution set is:
y
3
x – 3y = 0

1
(3, 0)
x
–5 –3 1 3 5
–1
x – 3y > 0

–3 32
Example
 Determine the solution set for the system
4 x  3 y 12
x y 0
Solution
 The intersection of the solution regions of the two
inequalities represents the solution to the system:
y
4x + 3y = 12
4

3 4x + 3y  12

x
–1 1 2 3
33
Example
 Determine the solution set for the system
4 x  3 y 12
x y 0
Solution
 The intersection of the solution regions of the two
inequalities represents the solution to the system:
y

4
x–y0 x–y=0
3

x
–1 1 2 3
34
Example
 Determine the solution set for the system
4 x  3 y 12
x y 0
Solution
 The intersection of the solution regions of the two
inequalities represents the solution to the system:
y
4x + 3y = 12
4 4 x  3 y 12
x y 0 x–y=0
3

2
P ( 127 , 127 )
1

x
–1 1 2 3
35
Bounded and Unbounded Sets

 The solution set of a system of linear inequalities


is bounded if it can be enclosed by a circle.
 Otherwise, it is unbounded.

36
Example
 The solution to the problem we just discussed is
unbounded, since the solution set cannot be
enclosed in a circle:

4x + 3y = 12
4 4 x  3 y 12
x y 0
3 x–y=0
2
P ( 127 , 127 )
1

x
–1 1 2 3

37
Example
 Determine the solution set for the system

x  y  6 0 2 x  y  8 0 x 0 y 0
Solution
 The intersection of the solution regions of the four
inequalities represents the solution to the system:

2 x  y  8 0
7

5 P (2, 4)
3
x  y  6 0
1
x
–1 1 3 5 9
38
Example
 Determine the solution set for the system

x  y  6 0 2 x  y  8 0 x 0 y 0
Solution
 Note that the solution to this problem is bounded, since it
can be enclosed by a circle:

2 x  y  8 0
7

5 P (2, 4)
3
x  y  6 0
1
x
–1 1 3 5 9
39
Linear Programming Problems

Maximize P  x  1.2 y
Subject to 2 x  y 180
x  3 y 300
x 0
y 0
Feasible Solution Set and Optimal Solution
 The constraints in a linear programming problem
form a system of linear inequalities, which have a
solution set S.
 Each point in S is a candidate for the solution of the
linear programming problem and is referred to as a
feasible solution.
 The set S itself is referred to as a feasible set.
 Among all the points in the set S, the point(s) that
optimizes the objective function of the linear
programming problem is called an optimal solution.
41
Theorem 1

Linear Programming
 If a linear programming problem has a
solution, then it must occur at a vertex, or
corner point, of the feasible set S associated
with the problem.
 If the objective function P is optimized at two
adjacent vertices of S, then it is optimized at
every point on the line segment joining these
vertices, in which case there are infinitely
many solutions to the problem.
42
Theorem 2
Existence of a Solution
 Suppose we are given a linear programming problem
with a feasible set S and an objective function
P = ax + by.
a. If S is bounded, then P has both a maximum and a
minimum value on S.
b. If S is unbounded and both a and b are nonnegative, then
P has a minimum value on S provided that the constraints
defining S include the inequalities x  0 and y  0.
c. If S is the empty set, then the linear programming
problem has no solution: that is, P has neither a maximum
nor a minimum value.

43
The Method of Corners
1. Graph the feasible set.
2. Find the coordinates of all corner points (vertices) of
the feasible set.
3. Evaluate the objective function at each corner point.
4. Find the vertex that renders the objective function a
maximum or a minimum.
✦ If there is only one such vertex, it constitutes a unique
solution to the problem.
✦ If there are two such adjacent vertices, there are infinitely
many optimal solutions given by the points on the line
segment determined by these vertices.

44
Applied Example 1: A Production Problem
 Recall Applied Example 1 from the last section (divide all
number by 10 for this calculation only ), which required us to
find the optimal quantities to produce of type-A and type-B
cements in order to maximize profits.
 We restated the problem as a linear programming problem in
which we wanted to maximize the objective function
P  x  1.2 y
subject to the system of inequalities
2 x  y 180
x  3 y 300
x 0
y 0
 We can now solve the problem graphically.
45
Applied Example 1: A Production Problem
 We first graph the feasible set S for the problem.
✦ Graph the solution for the inequality
2 x  y 180
considering only positive values for x and y:

y
200 (0, 180)

2 x  y 180
100

(90, 0)
x
100 200 300

2 x  y 180 46
Applied Example 1: A Production Problem

 We first graph the feasible set S for the problem.


✦ Graph the solution for the inequality
x  3 y 300
considering only positive values for x and y:

y
200

(0, 100)
100 x  3 y 300

x  3 y 300
(300, 0)
x
100 200 300

47
Applied Example 1: A Production Problem
 We first graph the feasible set S for the problem.
✦ Graph the intersection of the solutions to the inequalities,
yielding the feasible set S.
(Note that the feasible set S is bounded)

y
200

100

S x  3 y 300

x
100 200 300

2 x  y 180 48
Applied Example 1: A Production Problem

 Next, find the vertices of the feasible set S.


✦ The vertices are A(0, 0), B(90, 0), C(48, 84), and D(0, 100).

y
200

D(0, 100)
100 C(48, 84)

S x  3 y 300
A(0, 0) B(90, 0)
x
100 200 300

2 x  y 180 49
Applied Example 1: A Production Problem
 Now, find the values of P at the vertices and tabulate them:

Vertex P = x + 1.2 y
A(0, 0) 0
y
B(90, 0) 90
200
C(48, 84) 148.8
D(0, 100) D(0, 100) 120
100 C(48, 84)

S x  3 y 300
A(0, 0) B(90, 0)
x
100 200 300

2 x  y 180 50
Applied Example 1: A Production Problem
 Finally, identify the vertex with the highest value for P:
✦ We can see that P is maximized at the vertex C(48, 84) and
has a value of 148.8.
Vertex P = x + 1.2 y
A(0, 0) 0
y
B(90, 0) 90
200
C(48, 84) 148.8
D(0, 100) D(0, 100) 120
100 C(48, 84)

S x  3 y 300
A(0, 0) B(90, 0)
x
100 200 300

2 x  y 180 51
Applied Example 1: A Production Problem
 Finally, identify the vertex with the highest value for P:

✦ We can see that P is maximized at the vertex C(48, 84) and has
a value of 148.8.

✦ Recalling what the symbols x, y, and P represent, we


conclude that Muger cement manufacture would maximize
its profit at 148.80 birr by producing 48 pcs type-A cement
and 84 pcs type-B cement .

52
Solve the following LP problems graphically
1. Maximize Z= 20x1+80x2 3. Maximize Z= 20x1+30x2
subject to 4x1 + 6x2 ≤ 90
subject to 2x1 + x2 ≤ 40
8x1 + 6x2 ≤
100 4x1 -
5x1 + 4x2 ≤ 80 x2 ≤ 20
x1 and x2 ≥ 0
x1 ≤ 30
2. Minimize Z= 20X1+ 10X2
x1
subject to x1 + 2x2 ≤ 40
and x2 ≥ 0
3x1 + x2 ≥ 30
4x1 + 3x2 ≥ 60
x1 and x2 ≥ 0 4. Minimize Z= 6X1+ 14X2
subject to 5x1 + 4x2 ≥ 60
3x1
53
+ 7x2 ≥ 84
THANK YOU

54

You might also like