FM PPT Ch07
FM PPT Ch07
LINEAR PROGRAMMING
7.1 GRAPHING LINEAR
INEQUALITIES IN 2 VARIABLES
Terms:
– Boundary
– Half-plane
– Feasible region
1. Example 1: 3x – 2y 6
2. Example 2: y < – 3x + 12
x < 2y
7.1 GRAPHING LINEAR
INEQUALITIES IN 2 VARIABLES
1. Graph the boundary line. Decide
whether the line is part of the solution
(use solid line for and , dashed line
for > and <)
2. Solve the inequality for y: shade the
region above the line if y > mx + b;
shade the region below the line
if y < mx + b.
7.1 GRAPHING LINEAR
INEQUALITIES IN 2 VARIABLES
Applications:
A company makes platic plate and cups, both of
which require time on 2 machines. Producing
a unit of plates requires 1h on machine A and
2h on machine B, while producing a unit of
cups requires 3h on machine A and 1h on
machine B. Each machine is operated for at
most 15h per day. Write a system of
inequalities expressing these conditions, and
graph the feasible region.
7.2 LINEAR PROGRAMMING:
THE GRAPHICAL METHOD
• Terms: Linear programming, objective
function, constraints
• EXAMPLE 1:
Find the maximum and minimum values of
the objective function z = 2x + 5y, with the
following constraints:
3x + 2y 6 – 2x + 4y 8
x + y 1, x 0, y 0
CORNER POINT THEOREM
• If the feasible region is bounded, then the
objective function has both a maximum and a
minimum value, and each occurs at one or
more corner points.
• If the feasible region is unbounded, then the
objective function may not have a maximum
or minimum. But if a maximum or minimum
value exists, it will occur at one or more
corner points.
SOLVING LINEAR
PROGRAMMING PROBLEM
1. Write the objective function and all
necessary constraints.
2. Graph the feasible region.
3. Determine the cordinates of each corner
points.
4. If the feasible region is bounded, the
solution is given by the corner point
producing the optimum value of the
objective function.
SOLVING LINEAR
PROGRAMMING PROBLEM
5. If the feasible region is unbounded in the first
quadrant and both coefficients of the objective
function are positive, then the minimum value of the
objective function occurs at a corner point and there
is no maximum value.
Example: find max and min of z = 5x + 2y with the
following constraints:
3 y 2 x 0
y 8 x 52
y 2x 2
x 3
SOLVING LINEAR
PROGRAMMING PROBLEM
Example 3 (p. 380): Minimize z = x + 2y with the
following constraints:
x y 10
3 x 2 y 6
x0
y 0
SOLVING LINEAR
PROGRAMMING PROBLEM
Example 4 (p. 381): Minimize z = 2x + 4y with the
following constraints:
x 2 y 10
3x y 10
x0
y 0
7.3 APPLICATIONS OF LINEAR
PROGRAMMING
EXAMPLE 1 (p. 384): Raising geese and pigs
A club member raises geese and pigs. She
wants to raise no more than 16 animals,
including no more than 10 geese. She
spends $25 to raise a goose and $75 to
raise a pig, and she has $900 available for
the project. Find the maximum profit she
can make if each goose produces a profit
of $14 and each pig a profit of $40.
7.3 APPLICATIONS OF LINEAR
PROGRAMMING
EXAMPLE 2 (P. 385) Purchasing filing cabinets
An office manager needs to purchase new filling
cabinets. He knows that Ace cabinet cost $40
each, require 6 ft2 of floor space, and hold 8 ft3 of
files. Each Excello cabinet costs $80, requires 8 ft2
of floor space and holds 12 ft3. His budget permits
him to spend no more than $560 on files, while the
office has room for no more than 72 ft2 of cabinets.
The manager desires the greatest storage capacity
within the limitations imposed by funds and space.
How many of each type of cabinet should he buy?
7.3 APPLICATIONS OF LINEAR
PROGRAMMING
EXAMPLE 3 (P. 386) Buying food for animals
Certain laboratory animals must have at least 30g of
protein and at least 20g of fat per feeding period.
These nutrients come from food A, which costs
18¢ per unit and supplies 2g of protein and 4g of
fat, and food B, with 6g of protein and 2g of fat,
costing 12¢ per unit. Food B is bought under a
long-term contract that at least 2 units of B be used
per serving. How much of each food must be
bought to produce the minimum cost per serving?
7.4 THE SIMPLEX METHOD:
MAXIMIZATION
STANDARD MAXIMUM FORM
A Linear Programming Problem Is In
Standard Maximum Form If:
1. The Objective Function Is To Be Maximized;
2. All Variables Are Nonnegative.
3. All Constraints Involve .
4. The Constants On The Right Side In The
Constraints Are All Nonnegative (b 0).
Example 1 (p. 392).
TERMS
• Slack Variable
• Initial Simplex Tableau
• Indicators
• Pivot, Pivot Column, Pivot Row
• Pivoting
• Basic Variable
• Non-basic Variable
SIMPLEX METHOD
1. Determine The Objective Function.
2. Write All Necessary Constraints.
3. Convert Each Constraint Into An
Equation By Adding Slack Variables.
4. Set Up The Initial Simplex Tableau.
5. Locate The Most Negative Indicator. If
There Are Two Such Indicators,
Choose One. This Indicator
Determines The Pivot Column.
SIMPLEX METHOD (cont.)
6. Use The Positive Entries In The Pivot
Column To Form The Quotients
Necessary For Determining The Pivot.
If There Are No Positive Entries In The
Pivot Column, No Maximum Solution
Exists. If 2 Quotients Are Equally The
Smallest, Let Either Determines The
Pivot.
SIMPLEX METHOD (cont.)
7. Multiply every entry in the pivot row
by the reciprocal of the pivot to
change the pivot to 1. The use row
operations to change all other entries
in the pivot column to 0 by adding
suitable multiplies of the pivot to the
other rows.
SIMPLEX METHOD (cont.)
8. If the indicators are all positive or 0, this is
the final tableau. If not, go back to step 5
above and repeat the process until a
tableau with no negative indicators is
obtained.
9. Determine the basic and non-basic
variables and read the solution from the
final tableau. The maximum value of the
objective function is the number in the
lower right corner of the final tableau.
7.5 MAXIMIZATION
APPLICATIONS
EXAMPLE 1 (P. 405):
A farmer has 110 acres of available land he
wishes to plant with a mixture of potatoes, corn
and cabbage. It costs him $400 to produce an acre
of potatoes, $160 to produce an acre of corn and
$280 to produce an acre of cabbage. He has a
maximum of $20000 to spend. He makes a profit
of $120 per acre of potatoes, $40 per acre of corn,
and $60 per acre of cabbage. How many acres of
each crop should he plant to maximize his profit?
7.5 MAXIMIZATION APPLICATIONS
EXAMPLE 2 (P. 407)
Ana has $96000 to buy TV advertising time. Ads
cost $400 per minute on a local cable channel,
$4000 per minute on a regional channel, and
$12000 per minute on a national channel. The TV
stations can provide at most 30 minutes of
advertising time, with a maximum of 6 minutes on
the national channel. At any given time during the
evening, approx. 100000 people watch the local
channel, 200000 the regional channel, and 600000
the national channel. To get maximum exposure,
how much time should Ana buy from each station?
7.5 MAXIMIZATION APPLICATIONS
EXAMPLE 3 (P. 408)
A chemical plant makes 3 products – glaze,
solvent and clay – each of which brings in different
revenue per truckload. Production is limited, first
by the number of air pollution units the plant is
allowed to produce each day and second by the
time available in the evaporation tank. The plant
manager wants to maximize the daily revenue.
Using information not given here, he sets up an
initial simplex tableau and uses the simplex
method to produce the following final simplex
tableau:
7.5 MAXIMIZATION APPLICATIONS
EXAMPLE 3 (P. 408)
10 25 0 1 1 60
3 4 1 0 . 1 24
7 13 0 0 .4 96
2 1 5 2 6 3
6 8 0 1 8 7
is matrix
3 7 1 5 0 1
Example of minimization problem:
Minimize w = 8y1 + 16y2
Constraints: y1 + 5y2 9
2y1 + 2y2 10
y1 0, y2 0.
Dual problem:
Maximize z = 9x1 + 10 x2
Constraints x1 + 2x2 8
5x1 + 2x2 16
x1 0, x2 0
SUMMARY
Minimization problem Dual problem
M variables N variables
N constraints M constraints
Coefficients of objective Constants
function
Constants Coefficients of objective
function