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LINEAR PROGRAMMING
Introduction
31
Prototype example
32
Plant 1
Plant 2
Plant 3
Doors
$3.000
Windows
$5.000
Hours available
per week
4
12
18
maximize
subject to:
34
Doors
$3.000
3 x 1 + 2 x 2 18
Windows
$5.000
Z = 3 x1 + 5 x2
x1 4
2 x 2 12
Plant 1
Plant 2
Plant 3
33
and x 1 0, x2 0.
Hours available
per week
4
12
18
35
Graphical solution
Constraints x1 0, x2 0, and x1 4.
36
37
Excel Solution
Wyndor Glass Co. Product-Mix Problem
Z = 3x 1 + 5 x2
3
1
x2 = x1 + Z
5
5
(y = mx + b)
Doors
$3.000
Plant 1
Plant 2
Plant 3
Batches Produced
38
Matlab solution
Doors
2
Hours
Used
2
<=
12
<=
18
<=
Windows
6
Hours
Available
4
12
18
Range Name
BatchesProduced
HoursAvailable
HoursUsed
HoursUsedPerBatchProduced
ProfitPerBatch
TotalProfit
Cells
C12:D12
G7:G9
E7:E9
C7:D9
C4:D4
G12
Total Profit
$36.000
39
solution
Windows
$5.000
Prototype example
General problem
Resources
3 plants
m resources
Production of products
Activities
2 products
n activities
Level of activity j, xj
Profit Z
41
42
maximize:
subject to:
Z = c1 x 1 + c2 x2 + + cn x n
a11 x 1 + a12 x2 + + a1 n x n b1
43
Amount of
Resource available
Resource
a11
a12
a1n
b1
a21
a22
a2n
b2
am1
am2
amn
bm
Contribution
to Z per unit of
activity
c1
c2
cn
44
45
46
47
Examples of solutions
48
49
50
Violations of proportionality
51
Violations of proportionality
52
53
Value of Z
(x1, x2)
Additivity
satisfied
Additivity violated
(next slide)
Case 1
Case 2
(1, 0)
(0, 1)
(1, 1)
54
Additivity violated
(0, 3)
(2, 3)
12
15
10.8
Case 4
(2, 0)
55
Additivity violated
(x1, x2)
Additivity violated
58
57
59
Beam 2
Restriction on
total average
dosage (kilorads)
Healthy anatomy
0.4
0.5
Minimize
Critical tissues
0.3
0.1
2.7
Tumor region
0.5
0.5
=6
Center of tumor
0.6
0.4
and
60
Graphical solution
Minimize:
and
Z = 0.4 x 1 + 0.5 x2
0.6x 1 + 0.4 x2 6
x 1 0, x 2 0.
Healthy Anatomy
Critical Tissues
Tumor Region
Center of Tumor
Entry Dosage (kilorads)
62
Cells
G7:G9
C11:D11
C6:D9
E6:E9
E6
4,5
subject to
0
0
0
0
0
0
0
0
1
1
Range Name
DosageRestriction
EntryDosage
FractionAbsorbed
TotalDosage
TotalDosageToHealthyAnatomy
63
7,5
Total
Restriction on
Dosage
Total Average
5,25
Dosage (Kilorads)
2,7 <=
2,7
6
=
6
6,3 >=
6
1
1
1
1
0
0
0
0
0
0
Time Period
6am-8am
8am-10am
10am- 12pm
12pm-2pm
2pm-4pm
4pm-6pm
6pm-8pm
8pm-10pm
10pm-12am
12am-6am
61
6am-2pm
Shift
Cost per Shift
$170
0.5 x1 + 0.5 x2 = 6
0.6 x 1 + 0.4 x2 6
x 1 0, x2 0.
Minimum
Needed
48
79
65
87
64
73
82
43
52
15
x 1 48
x 1 + x 2 79
x 1 + x 2 65
x 1 + x 2 + x 3 87
x 2 + x 3 64
x 3 + x 4 73
and x j 0, j = 1,2,3,4,5.
x 3 + x 4 82
x 4 43
x 4 + x 5 52
x 5 15
64
65
Optimal solution
Conclusions
Linear programming models can be solved using:
Number Working
1
1
1
1
0
0
0
0
0
0
6am-2pm
Shift
48
0
0
0
0
0
0
0
0
1
1
Total
Working
48
79
79
118
70
82
82
43
58
15
>=
>=
>=
>=
>=
>=
>=
>=
>=
>=
Minimum
Needed
48
79
65
87
64
73
82
43
52
15
Range Name
CostPerShift
MinimumNeeded
NumberWorking
ShiftWorksTimePeriod
TotalCost
TotalWorking
Cells
C5:G5
J8:J17
C21:G21
C8:G17
J21
H8:H17
Total Cost
$30.610
66
67