CHAPTER

19

Linear
Programming

Operations Management, Eighth Edition, by William J. Stevenson

McGraw-Hill/Irwin Copyright 2005 by The McGraw-Hill Companies, Inc. All rights reserved.
 Linear Programming

Used to obtain optimal solutions to problems

that involve restrictions or limitations, such
as:
Materials
Budgets

Labor

Machine time
 Linear Programming

Linear programming (LP) techniques

consist of a sequence of steps that will lead
to an optimal solution to problems, in cases
where an optimum exists
 Linear Programming Model

Objective: the goal of an LP model is maximization

or minimization
Decision variables: amounts of either inputs or
outputs
Feasible solution space: the set of all feasible
combinations of decision variables as defined by the
constraints
Constraints: limitations that restrict the available
alternatives
Parameters: numerical values
 Linear Programming Example

Objective - profit
Maximize Z =60X1 + 50X2
Subject to
4X1 + 10X2 <= 100 hours Assembly
2X1 + 1X2 <= 22 hours Inspection
3X1 + 3X2 <= 39 cubic feet Storage
X1, X2 >= 0
 Linear Programming Model

Objective: the goal of an LP model is maximization or

minimization
Decision variables: amounts of either inputs or
outputs
Feasible solution space: the set of all feasible
combinations of decision variables as defined by the
constraints
Constraints: limitations that restrict the available
alternatives
Parameters: numerical values
 Linear Programming Example

Objective - profit
Maximize Z =60X1 + 50X2
Subject to
4X1 + 10X2 <= 100 hours Assembly
2X1 + 1X2 <= 22 hours Inspection
3X1 + 3X2 <= 39 cubic feet Storage
X1, X2 >= 0
 Linear Programming Model

Objective: the goal of an LP model is maximization or

minimization
Decision variables: amounts of either inputs or
outputs
Feasible solution space: the set of all feasible
combinations of decision variables as defined by the
constraints
Constraints: limitations that restrict the available
alternatives
Parameters: numerical values
 Linear Programming Example

Objective - profit
Maximize Z =60X1 + 50X2
Subject to
4X1 + 10X2 <= 100 hours Assembly
2X1 + 1X2 <= 22 hours Inspection
3X1 + 3X2 <= 39 cubic feet Storage
X1, X2 >= 0
 Linear Programming Model

Objective: the goal of an LP model is maximization or

minimization
Decision variables: amounts of either inputs or
outputs
Feasible solution space: the set of all feasible
combinations of decision variables as defined by the
constraints
Constraints: limitations that restrict the available
alternatives
Parameters: numerical values
 Linear Programming Example

Objective - profit
Maximize Z =60X1 + 50X2
Subject to
4X1 + 10X2 <= 100 hours Assembly
2X1 + 1X2 <= 22 hours Inspection
3X1 + 3X2 <= 39 cubic feet Storage
X1, X2 >= 0
Linear Programming Assumptions

Linearity: the impact of decision variables is

linear in constraints and objective function
Divisibility: non-integer values of decision
variables are acceptable
Certainty: values of parameters are known and
constant
Non-negativity: negative values of decision
variables are unacceptable
 Formulating Linear Programming
Define the Objective
Define the Decision Variable

Write the mathematical Function for the Objective

Write one or two word description for each constraint
RHS for each constraint, including unit measure

Write = , <=, or >= for each constraint

Write in all of the decision variables on the LHS of

Constraint
Write Coefficient for each decision variable in each
Constraint
 Linear Programming Example

Objective - profit
Maximize Z =60X1 + 50X2
Subject to
4X1 + 10X2 <= 100 hours Assembly
2X1 + 1X2 <= 22 hours Inspection
3X1 + 3X2 <= 39 cubic feet Storage
X1, X2 >= 0
 Formulating Linear Programming
Define the Objective
Define the Decision Variable

Write the mathematical Function for the Objective

Write one or two word description for each constraint
RHS for each constraint, including unit measure

Write = , <=, or >= for each constraint

Write in all of the decision variables on the LHS of

Constraint
Write Coefficient for each decision variable in each
Constraint
 Linear Programming Example

Objective - profit
Maximize Z =60X1 + 50X2
Subject to
4X1 + 10X2 <= 100 hours Assembly
2X1 + 1X2 <= 22 hours Inspection
3X1 + 3X2 <= 39 cubic feet Storage
X1, X2 >= 0
 Formulating Linear Programming
Define the Objective
Define the Decision Variable
Write the mathematical Function for the
Objective
Write one or two word description for each constraint
RHS for each constraint, including unit measure
Write = , <=, or >= for each constraint
Write in all of the decision variables on the LHS of
Constraint
Write Coefficient for each decision variable in each
Constraint
 Linear Programming Example

Objective - profit
Maximize Z =60X1 + 50X2
Subject to
4X1 + 10X2 <= 100 hours Assembly
2X1 + 1X2 <= 22 hours Inspection
3X1 + 3X2 <= 39 cubic feet Storage
X1, X2 >= 0
 Formulating Linear Programming
Define the Objective
Define the Decision Variable
Write the mathematical Function for the Objective
Write one or two word description for each
constraint
RHS for each constraint, including unit measure
Write = , <=, or >= for each constraint
Write in all of the decision variables on the LHS of
Constraint
Write Coefficient for each decision variable in each
Constraint
 Linear Programming Example

Objective - profit
Maximize Z =60X1 + 50X2
Subject to
4X1 + 10X2 <= 100 hours Assembly
2X1 + 1X2 <= 22 hours Inspection
3X1 + 3X2 <= 39 cubic feet Storage
X1, X2 >= 0
 Formulating Linear Programming
Define the Objective
Define the Decision Variable

Write the mathematical Function for the Objective

Write one or two word description for each constraint
RHS for each constraint, including unit measure

Write = , <=, or >= for each constraint

Write in all of the decision variables on the LHS of

Constraint
Write Coefficient for each decision variable in each
Constraint
 Linear Programming Example

Objective - profit
Maximize Z =60X1 + 50X2
Subject to
4X1 + 10X2 <= 100 hours Assembly
2X1 + 1X2 <= 22 hours Inspection
3X1 + 3X2 <= 39 cubic feet Storage
X1, X2 >= 0
 Formulating Linear Programming
Define the Objective
Define the Decision Variable

Write the mathematical Function for the Objective

Write one or two word description for each constraint
RHS for each constraint, including unit measure

Write = , <=, or >= for each constraint

Write in all of the decision variables on the LHS of

Constraint
Write Coefficient for each decision variable in each
Constraint
 Linear Programming Example

Objective - profit
Maximize Z =60X1 + 50X2
Subject to
4X1 + 10X2 <= 100 hours Assembly
2X1 + 1X2 <= 22 hours Inspection
3X1 + 3X2 <= 39 cubic feet Storage
X1, X2 >= 0
 Formulating Linear Programming
Define the Objective
Define the Decision Variable

Write the mathematical Function for the Objective

Write one or two word description for each constraint
RHS for each constraint, including unit measure

Write = , <=, or >= for each constraint

Write in all of the decision variables on the LHS of

Constraint
Write Coefficient for each decision variable in each
Constraint
 Linear Programming Example

Objective - profit
Maximize Z =60X1 + 50X2
Subject to
4X1 + 10X2 <= 100 hours Assembly
2X1 + 1X2 <= 22 hours Inspection
3X1 + 3X2 <= 39 cubic feet Storage
X1, X2 >= 0
 Formulating Linear Programming
Define the Objective
Define the Decision Variable

Write the mathematical Function for the Objective

Write one or two word description for each constraint
RHS for each constraint, including unit measure

Write = , <=, or >= for each constraint

Write in all of the decision variables on the LHS of

Constraint
Write Coefficient for each decision variable in
each Constraint
 Linear Programming Example

Objective - profit
Maximize Z =60X1 + 50X2
Subject to
4X1 + 10X2 <= 100 hours Assembly
2X1 + 1X2 <= 22 hours Inspection
3X1 + 3X2 <= 39 cubic feet Storage
X1, X2 >= 0
 Slack and Surplus

Surplus: when the optimal values of decision

variables are substituted into a greater than or
equal to constraint and the resulting value
exceeds the right side value
Slack: when the optimal values of decision
variables are substituted into a less than or equal
to constraint and the resulting value is less than
the right side value
Example
Example