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ISyE 323 Lecture #2
First homework assignment will be posted on the course web site
this weekend, due Tues. Sep. 16
Readings
September 4, 2014
Outline
Outline
Outline
LP Solution Concepts
LP Solution Concepts
Problem Statement
Problem Statement
Example 1
Problem Definition
The problem:
Giapettos Woodcarving.
I
Unit Costs
I
I
We might find:
Problem Statement
Problem Statement
Data Requirements
We need to know:
Summarized Data
Production Time
(hrs/unit)
Resource
Finishing
Carpentry
Profit per unit
Maximum units
Soldiers
2
1
$3
40
Trains
1
1
$2
Available Hours
100
80
Decision Variables
Objective Function
I
Let
I
I
3x1 + 2x2
So we want to
maximize z = 3x1 + 2x2
10
Constraints
2x1 + x2 100
Check the units!
I Similarly, for carpentry:
x1 + x2 80
x1 40
I
I
I
11
100
80
40
0
0
x1 0, x2 0
f (x1 , x2 , . . . , xn ) = c1 x1 + c2 x2 + + cn xn
No x21 , x2 , x1 x2 , etc.
12
Linear inequalities
Outline
c1 x2 + c2 x2 + + cn xn b
or
are called linear inequalities.
LP Solution Concepts
x1
2x4 2
x1 + 2x2 + 5x3
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A note on notation
xj : decision variable j
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A generic LP model
LP assumes proportionality
Objective:
Proportionality Assumption
I The contribution of each decision variable to the objective
function is proportional to the value of the decision variable.
maximize
z=
c1 x1
c2 x2
...
cn xn
Constraints:
subject to
a11 x1
a21 x1
+
+
a12 x2
a22 x2
+
+
...
...
+
+
a1n xn
a2n xn
am1 x1
am2 x2
...
amn xn
..
.
b1
b2
bm
12
Sign restrictions:
9
x1
x2
xn
..
.
0
0
E.g., Objective
function: 3xj
0
1
17
xj
18
Proportionality
Proportionality
3xj 1, if xj > 0
0,
if xj = 0
Objective function:
Contribution
of xj to Z
Contribution
of xj to Z
12
xj
19
xj
20
Proportionality
Proportionality
Contribution
of xj to Z
xj
21
22
Additivity
Additivity
LP assumes additivity
Additivity Assumption
I The contribution of each decision variable to the objective
function is independent of the value of the other decision
variables.
In other words:
The variables in the objective functions and constraints are added
together, never multiplied.
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Divisibility
Certainty
LP assumes divisibility
Divisibility Assumption
The decision variables are allowed to take on fractional values
In other words:
All of the parameters cj , bi , and aij are known with certainty.
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LP Solution Concepts
Outline
Albert Einstein
A model should be as simple as possible and yet no simpler
LP Solution Concepts
Solution Terminology (3.1)
Graphical Solution Method for Two Variable LPs (3.2)
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LP Solution Concepts
LP Solution Concepts
Solution Terminology
I
Note: Feasible and infeasible points are also called feasible and
infeasible solutions.
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LP Solution Concepts
LP Solution Concepts
100
80
40
0
0
Lets plot it
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LP Solution Concepts
LP Solution Concepts
Next time
1
3
x2 = x1 + z
2
2
I
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