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CE593 Linear Programming

This document discusses linear programming optimization techniques for construction planning. It provides an example of using linear programming to determine the optimal product mix for a precast concrete business to maximize profits given constraints on labor and materials. The example is formulated as a linear programming model and solved both analytically and graphically to find the feasible region and optimal solution that maximizes the objective function. Key steps in linear programming including defining decision variables, constraints, and the objective function are covered.
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© © All Rights Reserved
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Download as PDF, TXT or read online on Scribd
0% found this document useful (0 votes)
38 views

CE593 Linear Programming

This document discusses linear programming optimization techniques for construction planning. It provides an example of using linear programming to determine the optimal product mix for a precast concrete business to maximize profits given constraints on labor and materials. The example is formulated as a linear programming model and solved both analytically and graphically to find the feasible region and optimal solution that maximizes the objective function. Key steps in linear programming including defining decision variables, constraints, and the objective function are covered.
Copyright
© © All Rights Reserved
Available Formats
Download as PDF, TXT or read online on Scribd
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CE593 – Construction Planning

Optimization Techniques:
Linear Programming

IMS Sathyaprasad
Department of Civil Engineering
Chapter Topics

n Model Formulation
n A Maximization Model Example
n Graphical Solutions of Linear Programming Models
n A Minimization Model Example
n Irregular Types of Linear Programming Models
n Characteristics of Linear Programming Problems

CE593 - Construction Planning


Linear Programming: An Overview

n Objectives of business decisions frequently involve


maximizing profit or minimizing costs.
n Linear programming uses linear algebraic relationships
to represent a firm’s decisions, given a business
objective, and resource constraints.
n Steps in application:
1. Identify problem as solvable by linear
programming.
2. Formulate a mathematical model of the
unstructured problem.
3. Solve the model.
4. Implementation
CE593 - Construction Planning
Model Components

• Decision variables - mathematical symbols representing levels of activity of a


firm.
• Objective function - a linear mathematical relationship describing an objective of
the firm, in terms of decision variables - this function is to be maximized or
minimized.
• Constraints – requirements or restrictions placed on the firm by the operating
environment, stated in linear relationships of the decision variables.
• Parameters - numerical coefficients and constants used in the objective function
and constraints.

CE593 - Construction Planning


Summary of Model Formulation Steps

Step 1 : Clearly define the decision variables

Step 2 : Construct the objective function

Step 3 : Formulate the constraints

CE593 - Construction Planning


LP Model Formulation
A Maximization Example (1 of 3)

• Product mix problem – XYZ Precast Concrete Yard


• How many cement grills and cover slabs should be produced to
maximize profits given labor and materials constraints?
• Product resource requirements and unit profit:

Resource Requirements

Labour Cement Profit


Product
(Hr./Unit) (kg./Unit) (LKR/Unit)

Cement Grill 1 4 40
Cover Slabs 2 3 50

CE593 - Construction Planning


LP Model Formulation
A Maximization Example (2 of 3)

Resource 40 hrs of labour per day


Availability: 120 kgs of cement
Decision x1 = number of cement grills to produce per day
Variables: x2 = number of cover slabs to produce per day
Objective Maximize Z = 40x1 + 50x2
Function: Where Z = profit per day (LKR)
Resource 1x1 + 2x2 £ 40 hours of labour
Constraints: 4x1 + 3x2 £ 120 kgs of cement
Non-Negativity x1 ³ 0; x2 ³ 0
Constraints:
CE593 - Construction Planning
LP Model Formulation
A Maximization Example (3 of 3)

Complete Linear Programming Model:

Maximize Z = 40x1 + 50x2

subject to: 1x1 + 2x2 £ 40


4x1 + 3x2 £ 120
x1, x2 ³ 0

CE593 - Construction Planning


Feasible Solutions

A feasible solution does not violate any of the constraints:

Example: x1 = 5 grills
x2 = 10 slabs
Z = 40x1 + 50x2 = 700

Labour constraint check: 1(5) + 2(10) = 25 < 40 hours


Cement constraint check: 4(5) + 3(10) = 50 < 120 kgs

CE593 - Construction Planning


Infeasible Solutions

An infeasible solution violates at least one of the


constraints:

Example: x1 = 10 grills
x2 = 20 slabs
Z = 40x1 + 50x2 = 1400

Labour constraint check: 1(10) + 2(20) = 50 > 40 hours

CE593 - Construction Planning


Graphical Solution of LP Models

• Graphical solution is limited to linear programming models


containing only two decision variables (can be used with three
variables but only with great difficulty).

• Graphical methods provide visualization of how a solution for


a linear programming problem is obtained.

CE593 - Construction Planning


Coordinate Axes
Graphical Solution of Maximization Model (1 of 10)

X2 is slabs

Maximize Z = 40x1 + 50x2


subject to: 1x1 + 2x2 £ 40
4x1 + 3x2 £ 120
x1, x2 ³ 0

X1 is grillls
Figure 1 Coordinates for Graphical Analysis
CE593 - Construction Planning
Labour Constraint
Graphical Solution of Maximization Model (2 of 10)

Maximize Z = 40x1 + 50x2


subject to: 1x1 + 2x2 £ 40
4x1 + 3x2 £ 120
x1, x2 ³ 0

Figure 2 Graph of Labour Constraint


CE593 - Construction Planning
Labour Constraint Area
Graphical Solution of Maximization Model (3 of 10)

Maximize Z = 40x1 + 50x2


subject to: 1x1 + 2x2 £ 40
4x1 + 3x2 £ 120
x1, x2 ³ 0

Figure 3 Labour Constraint Area


CE593 - Construction Planning
Cement Constraint Area
Graphical Solution of Maximization Model (4 of 10)

Maximize Z = 40x1 + 50x2


subject to: 1x1 + 2x2 £ 40
4x1 + 3x2 £ 120
x1, x2 ³ 0

Figure 4 Cement Constraint Area


CE593 - Construction Planning
Both Constraints
Graphical Solution of Maximization Model (5 of 10)

Maximize Z = 40x1 + 50x2


subject to: 1x1 + 2x2 £ 40
4x1 + 3x2 £ 120
x1, x2 ³ 0

Figure 5 Graph of Both Model Constraints


CE593 - Construction Planning
Feasible Solution Area
Graphical Solution of Maximization Model (6 of 10)

Maximize Z = 40x1 + 50x2


subject to: 1x1 + 2x2 £ 40
4x1 + 3x2 £ 120
x1, x2 ³ 0

CE593 - Construction Planning


Figure 6 Feasible Solution Area
Objective Function Solution = LKR 800
Graphical Solution of Maximization Model (7 of 10)

Maximize Z = 40x1 + 50x2


subject to: 1x1 + 2x2 £ 40
4x1 + 3x2 £ 120
x1, x2 ³ 0

Figure 7 Objective Function Line for Z = LKR 800


CE593 - Construction Planning
Alternative Objective Function Solution Lines
Graphical Solution of Maximization Model (8 of 10)

Maximize Z = 40x1 + 50x2


subject to: 1x1 + 2x2 £ 40
4x1 + 3x2 £ 120
x1, x2 ³ 0

Figure 8 Alternative Objective Function Lines


CE593 - Construction Planning
Optimal Solution
Graphical Solution of Maximization Model (9 of 10)

Maximize Z = 40x1 + 50x2


subject to: 1x1 + 2x2 £ 40
4x1 + 3x2 £ 120
x1, x2 ³ 0

Figure 9 Identification of Optimal Solution Point


CE593 - Construction Planning
Optimal Solution Coordinates
Graphical Solution of Maximization Model (10 of 10)

Maximize Z = 40x1 + 50x2


subject to: 1x1 + 2x2 £ 40
4x1 + 3x2 £ 120
x1, x2 ³ 0

CE593 - Construction Planning


Figure 10 Optimal Solution Coordinates
Finding Solution
from the Profits at the Extreme Corners

Point X1 X2 Profit

A 0 20 1000

B 24 8 1360

C 30 0 1200

CE593 - Construction Planning Figure 11 Profits at Extreme Corners

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