Mathematical Programming

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 Mathematical Modeling of
Linear Programming Problem

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 Example Problem
• A small cooperative craft workshop makes two types of table: a
standard rectangular table and a deluxe circular table. The market can
absorb as many of either type of table as the workshop can produce,
and so we can assume unlimited demand.
• Each type of table is made from the same wood and, once the wood
has been cut, each table has to go through three processes: joinery, pre
finishing and final finishing (in that order). Sufficient cut wood is always
available.
• Each rectangular table takes 2 hours for joinery, 40 minutes for pre
finishing and 5 hours 20 minutes for final finishing.

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Cont…
• Each circular table requires 3 hours for joinery, 2 hours for pre-finishing and 4
hours for final finishing.
• The workshop employs 5 joiners, 2 sanders and 8 polishers.
• The joiners each work a fixed 6-hour day, while the sanders and polishers each
work a fixed 8-hour day on the pre finishing and final finishing respectively.
• No overtime is worked, and full six-hour or eight-hour days are worked by each
employee irrespective of whether there is work for that employee to do. All
running costs, including wages, are fixed.
• The cooperative sells each rectangular table for £120 and each circular table
for £150. How many of each type of table should it produce each day in order
to maximize its profit?
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 Formulating the problem
• This example is obviously simplified, but it includes features common
to many mathematical programming problems:
• There is a quantity (the profit) to be maximized and there are
constraints (the available person-hours) on each process involved in
making the tables.
• We want to formulate a mathematical model of the problem, where
the purpose of the model is to decide how many of each type of table
should be produced each day in order to maximize profit.
• Having specified the purpose of the model, the mathematical
modelling process now suggests that we should state the
assumptions.
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we can identify the following assumptions from the given description.

• There is unlimited demand for both types of table.

• Each table is made from the same type of wood.
• Sufficient cut wood is always available.
• No overtime is worked.
• Full days are worked irrespective of whether there is work to do.
• All running costs, including wages, are fixed.

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 Objective Function
• The quantity to be optimized in a mathematical programming problem is
known as the objective function, and the objective is to optimize this
function.
• The first step in formulating a linear programming model is to identify the
objective and it’s objective function.
• In this example, we want to maximize the daily profit, so we could take
maximizing the daily pro as the objective and the daily profit as the
objective function.
• However, the daily profit is equal to the daily income from selling tables
less the fixed daily running costs (including the cost of wood and wages).
So, since the running costs are fixed, maximizing daily profit is equivalent
to maximizing daily income.
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• As omitting the fixed running costs will simplify the model, we shall
therefore take the objective to be to maximize daily income and the
objective function to the daily income.
• The second step is to identify the variables, other than the objective
function, and to specify their units of measurement.
• In this example, the only variables are the numbers of tables of each
type made per day.
• The third step is to identify the constraints and parameters. In this
example the only constraints are the numbers of person-hours available
for joinery, pre finishing and final finishing each day. The parameters
are the time it takes for each process for each type of table, the hours
available for each process each day, and the selling prices of the tables
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• The fourth step is to assign algebraic symbols to the objective
function, the variables and, if necessary, the parameters. It is usual in
linear programming to use z for the objective function and x1, x2, ...
for the variables. So, in this case, we have:
• z the daily income, in pounds
• x1 the number of rectangular tables made per day
• x2 the number of circular tables made per day.

• We shall therefore adopt this approach here, so that, usually, instead

of assigning symbols to the parameters, we shall state their numerical
values in a table that relates them to the variables, the objective
function and the constraints, as in the following Table .
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 Rectangle Table Circular Table upper limit(Per Day)
income (£) 120 150 -
joinery (hours) 2 3 30
Pre finishing (hours) 2/3 2 16

final finishing (hours) 5 1/3 4 64

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© 2020 KL University – The contents of this presentation are an intellectual and copyrighted property of KL University. ALL RIGHTS RESERVED
 • Given a precise statement of a linear programming problem,
including a specified purpose and any appropriate data and
assumptions, the problem may be formulated as a linear
programming model as follows.
• (a) Identify the objective of the model (for example maximizing

Formulating
profit or minimizing cost) and decide on the units in which the
objective function is to be measured (for example units of
currency).

linear • (b) Identify the variables and decide on the units in which
each is to be measured.

programming • (c) Identify the constraints and parameters for the problem.
• (d) Assign algebraic symbols to the objective function (usually

models
z) and to the variables (usually ), and write down precise
definitions, including units of measurement, for all of these. If
necessary, assign algebraic symbols to the parameters as well.
• (e) Using a table of parameter values or otherwise, identify the
linear relationships between the objective function and the
variables and between the constraints and the variables, being
careful to use consistent units when identifying these
relationships

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 • (f) Write down the objective of the
problem in the form optimize
• (g) Write down the non-trivial
constraints where the non-trivial
Formulating constraint is a linear relationship of one
linear of the following forms:

programming
models
• (h) Write down the non-negativity or
trivial constraints xj> 0 (j = 1,2,...,n).

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 Example
• A food manufacturer buys edible oils in their raw state, and refines
and blends them to produce margarine. The raw oils can be
vegetable or non-vegetable. The vegetable oils are ground-nut, soya-
bean and palm. The non-vegetable oils are lard and fish. The
margarine sells at £2400 a tonne, and the manufacturer can sell as
much margarine as can be made. The prices of the raw oils are shown
in Table . Sufficient quantities of all five oils can be assumed to be
readily available.

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© 2020 KL University – The contents of this presentation are an intellectual and copyrighted property of KL University. ALL RIGHTS RESERVED
• To avoid contamination, vegetable and non-vegetable oils are refined
separately, using different equipment. It is possible to refine up to 1000
tones of vegetable oil and up to 800 tones of non-vegetable oil in a month.
When refined, some or all of the oils are blended to produce the margarine.
• The quantities of oil lost during the refining and blending processes are
negligible.
• The hardnesses of the refined oils, given in Table , are assumed to combine
linearly to give the hardness of the margarine. To ensure that the margarine
spreads easily but is not runny, the hardness of the margarine must be
between 5.6 and 7.4, measured in the same units as the hardnesses of the
oils in Table . All running costs can be taken to be fixed. The manufacturer
wants to know how much of each type of oil to use in order to maximize
profit while maintaining the quality of the margarine.
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 Formulation
We follow the steps of Procedure
(a) The purpose of the model is to maximize profit, subject to
constraints on resources, while maintaining quality. Since the refining
capacities are given per month, it is sensible to work on a monthly
basis. We could therefore take maximizing monthly profit as the
objective. However, since the running costs are fixed, maximizing
monthly profit is equivalent to maximizing monthly income. Therefore,
as omitting the fixed running cost will simplify the model, we shall take
the objective as maximizing monthly income. This monthly income
could be measured in pounds. However, looking at the quantities
involved, it would seem more sensible to work in units of £10 000.
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(b) The variables are the quantities of each oil used per month in blending the
margarine. Also, as it will be useful to know the total quantity of margarine
manufactured per month, we shall regard this as a variable.
(c)identify the parameters .
(d) We now assign algebraic symbols to the objective function and the
variables, giving precise definitions, including units of measurement:
• z the monthly profit, in tens of thousands of pounds;
• x1 the quantity, in hundreds of tones, of ground-nut oil used per month;
• x2 the quantity, in hundreds of tones, of soya-bean oil used per month;
• x3 the quantity, in hundreds of tones, of palm oil used per month;
• x4 the quantity, in hundreds of tones, of lard used per month;
• x5 the quantity, in hundreds of tones, of fish oil used per month;
• x6 the quantity, in hundreds of tones, of margarine manufactured per month.
(e) We next identify the linear relationships for the objective function
and the constraints. We can do this by extending Table , and making
suitable adjustments to the numerical values to take into account the
units of measurement decided on in (a) and (b), and listed in (d). This
results in the following Table :

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• (f) Determine the objective function and objective of the problem in
terms of x1, . . . , x6
• (g) We now want to express the constraints algebraically in terms of
the variables.
• The hardness constraints require some thought.
• Remember that the hardnesses of the components combine linearly
to give the hardness of the margarine, which must be at least 5.6.
• Using Table this means that we must have

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• If, for consistency, we keep all variables to the left-hand side of
inequality or equality signs, this becomes

• We must also remember the quantity constraint, which can be written

as

• or, in the format of the other constraints, as

© 2020 KL University – The contents of this presentation are an intellectual and copyrighted property of KL University. ALL RIGHTS RESERVED
© 2020 KL University – The contents of this presentation are an intellectual and copyrighted property of KL University. ALL RIGHTS RESERVED
 Yeild per unit

Food Type Cost per Unit

Protiens Fats Carbohydrates

1 3 2 6 45

2 4 2 4 40

3 8 7 7 85

4 6 5 4 65

Minimum 800 200 700

requirement
Formulate linear programming problem for the given problem.
Solution:
• Let x1,x2,x3 and x4 denote the number of units of food type 1,2,3 and 4
respectively. The objective is to minimize the cost.

Minimize Z=45x1+40x2+85x3+65x4
subject to the constraints
3x1+4x2+8x3+6x4>=800
2x1+2x2+7x3+5x4>=200
6x1+4x2+7x3+4x4>=700
where x1,x2,x3 and x4>=0.
This is called an Linear Programming Problem( LPP).
 Time per unit ( minutes ) Machine
Machines capacity

Product-1 Product-2 Product-3

M1 2 3 2 440

M2 4 -- 3 470

M3 2 5 -- 430
Solution:
Let the amounts of products 1,2 and 3 manufactured daily be x1,x2 and
x3 units respectively. Clearly x1,x2 and x3 are clearly >=0
In this problem, The objective function is
Maximize Z=4x1+3x2+6x3
Since, the constraints are on machine capacities and can be
mathematically expressed as
2x1+3x2+2x3<=440
4x1+0x2+3x3<=470
2x1+5x2+0x3<=430
where x1,x2,x3 are >=0.
 Hence, The given problem can be formulated as an LP problem by
Maximize Z=4x1+3x2+6x3
Subject to the constraints
2x1+3x2+2x3<=440
4x1+0x2+3x3<=470
2x1+5x2+0x3<=430
where x1,x2,x3 are >=0