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Linear Programming in
Operations Research
An Introduction and Applications Operations Research
Definition: Operations Research (OR) is a discipline that uses
mathematical models, statistics, and algorithms to help make decisions and optimize processes. Key Objective: To provide solutions to complex decision-making problems, aiming to achieve the best outcome (maximum profit, minimum cost, etc.) Scope: Applications in various fields such as logistics, manufacturing, healthcare, finance, and more. Overview of Linear Programming
Programming Definition: Linear programming (LP) is a
mathematical method for determining a way to achieve the best outcome in a given mathematical model whose requirements are represented by linear relationships . Key Components: Objective Function: A linear function to be maximized or minimized (e.g., profit, cost). Constraints: Linear inequalities that restrict the feasible region . Decision Variables: The variables that decision-makers will decide upon. Formulation of a L. P. Problem
• Step 1: Identify decision variables.
• Step 2: Define the objective function. • Step 3: Set up constraints (linear equations/inequalities). • Step 4: Non-negativity constraints (usually x ≥ 0, y ≥ 0, etc.). • Example: Maximize: 𝑍=3𝑥+4𝑦 Subject to: 𝑥+2𝑦≤8 4𝑥+𝑦≤10 ; 𝑥,𝑦≥0 Graphical Method (2 Variables)
Objective: To visually solve linear programming problems when
there are only two decision variables . Steps • Plot the constraints on a graph Identify the feasible region. • Plot the objective function. • Find the optimal point where the objective function is maximized or minimized within the feasible region. Simplex Method
A powerful algorithm for solving LP problems with more than two
variables. It moves along the edges of the feasible region to find the optimal solution. Steps • Convert the problem into standard form. • Create the initial simplex tableau. • Perform pivot operations to move to adjacent basic feasible solutions. • Repeat until the optimal solution is found. Duality in Linear Programming
Every linear programming problem has a corresponding dual
problem. Primal Problem: The original LP problem (maximize or minimize). Dual Problem: The corresponding problem derived from the primal, where each constraint becomes a variable and vice versa. Key Concepts: The optimal solution of the primal is related to the optimal solution of the dual. Sensitivity Analysis
Sensitivity analysis examines how changes in the coefficients of the
objective function and constraints affect the optimal solution. Key Aspects: Objective Coefficients: How changing the coefficients of the objective function affect the optimal solution. Right-Hand Side Coefficients: How changes in the constraint values (resources, capacities, etc.) affect feasibility and optimality. BY