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Introduction
A function f(x1, x2, , xn) of x1, x2, ,
xn is a linear function if and only if
for some set of constants, c1, c2, ,
cn, f(x1, x2, , xn) = c1x1 + c2x2 +
+ cnxn.
For any linear function f(x1, x2, , xn)
and any number b, the inequalities
f(x1, x2, , xn) b and f(x1, x2, , xn)
b are linear inequalities.
A.K.Singh, IMI, Delhi
(-1,6)
(2,5)
(0,3)
(0,1)
X
Y
A.K.Singh, IMI, Delhi
X=
1
Y=3
2x y 1
3x 2 y 12
Example:
2x y 1
5
4
3
(2, 3)
3 x 2 y 12
x
1
Gauss-Jordan Elimination
Fundamental operations:
1. Replace one equation with linear
combination
of other equations
2. Interchange two equations
3. Re-label two variables
Combine to reduce
1 0 to
? trivial system
as
?
0 1
Gauss-Jordan Elimination
Solve:
2 x1 3x2 7
4 x1 5 x2 13
13
Gauss-Jordan Elimination
Given:
2
13
Gauss-Jordan Elimination
3
13
13
4 5
0 * row2
A.K.Singh, IMI, Delhi
Gauss-Jordan Elimination
1
13
Negate row2
1
7
Gauss-Jordan Elimination
1
Class Exercise
Solve by Gauss Jordan Elimination
Method:
X+Y+Z =5
2X+3Y+5Z = 8
4X+5Z = 2
X= 3, Y = 4, Z = -2
A.K.Singh, IMI, Delhi
Home Exercise
Solve using Gauss Jordan elimination
method
x+y-z = -1
2x-2y+3z = 8
2x-y+2z = 9
a-2b+2c-3d = -7
3a+2b-c+5d = 22
2a-3b+4c-d = -3
3a-2b-c+2d = 12
A.K.Singh, IMI, New Delhi
Linear Inequalities
Ravi goes to market with Rs 200 to buy rice,
which is available in packets of 1kg. The
price of one packet of rice is Rs 30. If x
denotes the number of packets of rice,
which he buys, then the total amount spent
by him is Rs 30x. Since, he has to buy rice in
packets only, he may not be able to spend
the entire amount of Rs 200. (Why?)
Two real numbers or two algebraic
expressions related by the symbol <, >,
or form an inequality.
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Examples:
4X1 + 5X2 - 6X3
+ 2X5 34
2X1 - 5X2
+ 1X4
47
X1
0
X5 0
A.K.Singh, IMI, Delhi
Linear Programming
Linear Programming
In 1945, an English economist, G.Stigler,
described yet another linear programming
problem that of determining an optimal
diet.
In 1947, the American economist, G. B.
Dantzig suggested an efficient method
known as the simplex method which is an
iterative procedure to solve any linear
programming problem in a finite number
of steps.
A.K.Singh, IMI, Delhi
Introduction
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.
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
mathematical functions
functions.
requires
that
all
the
in the model be linear
Assumption of LP Explained
The fact that the objective function for
an LP must be a linear function of the
decision variables has two implications:
1.The contribution of the objective function
from each decision variable is proportional
to the value of the decision variable.
2.The contribution to the objective function
for any variable is independent of the other
decision variables.
The LP Model
Let: X1, X2, X3, , Xn be the decision variables & Z
be the objective function or linear function
Requirement: Maximization/ Minimization of the linear
function Z.
Z = c1X1 + c2X2 + c3X3 + + cnXn
subject to the following constraints where all a ij, bij
and cij are constants.
Example of a Linear
Program
MAX 4X1
s.t.
+ 7X3 - 6X4
2X1 + 3X2
- 2X4
= 20
10
All Xs 0
X1 0, X2 0, X3 0, X4 0
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Problem
A furniture dealer deals in only two items
tables and chairs. He has Rs 50,000 to invest
and has storage space of at most 60 pieces. A
table costs Rs 2500 and a chair Rs 500. He
estimates that from the sale of one table, he
can make a profit of Rs 250 and that from the
sale of one chair a profit of Rs 75. He wants to
know how many tables and chairs he should
buy from the available money so as to
maximise his total profit, assuming that he
can sell all the items which he buys.
A.K.Singh, IMI, Delhi
Solution
Let X1 Be the number of tables and
X2 be the number of chairs sold.
Objective Function :
Max Profit (Z) = 250*X1 + 75* X2.
Subject to
2500X1+500X2 <= 50000 (Budgetary
Const)
X1+X2 < = 60 ( Space Const)
Xi >= 0
A.K.Singh, IMI, Delhi
APPLICATIONS OF LINEAR
PROGRAMMING
3.2
4.9
0.8
13
Thiamin
1.12
1.3
0.19
1.5
Vitamin
32
93
45
Cost
0.2
0.25
Blending Problem
An oil company makes two blends of fuel by mixing
three oils. Figures on the costs and daily availability
of the oils and the requirements of the blends of fuel
are given in Tables below. Each litre of blend 1 can
be sold for $1.10 and each litre of blend 2 can be
sold for $1.20. Long-term contracts require at least
10,000 litres of each blend to be produced. Assume
no losses, maximize the profit by formulating this as
a linear programming problem:
Oil
Cost
($/
Ltr.)
Amount Available
(Ltrs)
0.3
6,000
0.4
10,000
0.48
12,000
Blend 1
At least 30 % of A
At most 50 % of B
At least 30 % of C
Blend 2
At most 40 % of A
At least 35 % of B
At most 40 % of C
Transportation Problem
A company has two plants producing a certain product that is
to be shipped to three distribution centers. The unit production
costs are the same at the two plants, and the shipping cost per
unit is shown below. Shipments are made once per week.
During each week, each plant produces at most 60 units and
each distribution center needs at least 40 units. Formulate this
as a Linear Programming problem to minimize the cost of
transportation.
Distribution Center
Plant
$4
$6
$4
$6
$5
$2
Type of Loan
Interest
Rates
Personal
14
Car
13
Home
12
Farm
12.5
New Delhi
Commercial A.K.Singh, IMI,10
Bad Debt
ratio
0.1
0.07
0.03
0.05
0.02
Advertising Problem
Dorian Auto manufactures luxury cars and trucks. The
company believes that its most likely customers are
high-income women and men. To reach these groups,
Dorian Auto has embarked on an ambitious TV
advertising campaign and will purchase 1-minute
commercial spots on two type of programs: comedy
shows and football games. Each comedy show is seen
by 7 million high income women and 2 million highincome men and costs $50,000. Each football game is
seen by 2 million high-income women and 12 million
high-income men and costs $100,000. Dorian Auto
would like for commercials to be seen by at least 28
million high-income women and 24 million high-income
men. Use LP to determine how Dorian Auto can meet its
advertising requirements at minimum cost.
A.K.Singh, IMI, New Delhi
Example : LP Formulation
Dorian must decide how many comedy and football
ads should be purchased, so the decision variables
are
x1 = number of 1-minute comedy ads
x2 = number of 1-minute football ads
Dorian wants to minimize total advertising cost.
Dorians objective functions is
min z = 50 x1 + 100x2
Dorian faces the following the constraints
Commercials must reach at least 28 million highincome women. (7x1 + 2x2 28)
Commercials must reach at least 24 million highincome men. (2x1 + 12x2 24)
The sign restrictions are necessary, so x1, x2 0.
A.K.Singh, IMI, Delhi
Employee Scheduling
A post office requires different numbers of full
time employees on different days of the week.
The number of full time employees required each
day from Mon. to Sun are 17, 13, 15, 19, 14, 16
and 11 respectively. Union rule says that each full
time employee must work for 5 consecutive days
and get an off for 2 days. For example any
employee wo starts his week from Monday will
work till Friday and will get off on Sat. & Sun. The
post office wants to meet its daily requirement
with minimum number of full time employees. It
can not use part time workers. Formulate this
situation as a LP problem and determine the
minimum number of workers required.
Cities Within
1000 Miles
AT, CH, HO, NO,
NY, PI
BO,NY,PI
AT, CH,NY, NO, PI
DE, SL
AT, HO, NO
LA, SL, SF
AT, CH, HO, NO
AT, BO, CH, NY, PI
AT, BO, CH, NY, PI
DE, LA, SL, SF, SE
LA, SL, SF, SE
1
2
3
4
5
6
7
8
9
10
11
Thank
You
A.K.Singh, IMI, Delhi