Lecture 14
Lecture 14
• Linear Programming
• Conversion
Assumptions
to Standard Form
• Examples
Introduction to LP
Linear Programming (LP) Problems
Both objective function and constraints are linear.
Solutions are highly structured and can be rapidly obtained.
Linear Programming (LP)
• Has gained widespread industrial acceptance since the 1950s for on-line optimization, blending etc.
• Linear constraints can arise due to:
1. Production limitation e.g. equipment limitations, storage limits, market constraints.
2. Raw material limitation
3. Safety restrictions, e.g. allowable operating ranges for temperature and pressures.
4. Physical property specifications e.g. product quality constraints when a blend property can be
calculated as an average of pure component properties:
P y iPi
5. Material and Energy Balances
- Tend to yield equality constraints.
- Constraints can change frequently, e.g. daily or hourly.
Course:
Course: Modeling, Process
Simulation Modeling
and andforSimulation
Optimization | Lecture:
Chemical Engineering
Process Modeling
Linear Programming Applications
A real-time example would be considering the limitations of labours and
materials and finding the best production levels for maximum profit in
particular circumstances. It is part of a vital area of mathematics known as
optimization techniques. The applications of LP in some other fields are:
•Engineering – It solves design and manufacturing problems as it is helpful
for doing shape optimization
•Efficient Manufacturing – To maximize profit, companies use linear
expressions
•Energy Industry – It provides methods to optimize the electric power
system.
•Transportation Optimization – For cost and time efficiency.
Course:
Course: Modeling, Process
Simulation Modeling
and andforSimulation
Optimization | Lecture:
Chemical Engineering
Process Modeling
How to Solve Linear Programming Problems
Course:
Course: Modeling, Process
Simulation Modeling
and andforSimulation
Optimization | Lecture:
Chemical Engineering
Process Modeling
Linear Programming by Simplex Method
1.Set up the problem. That is, write the objective function and the inequality constraints.
2.Convert the inequalities into equations. This is done by adding one slack variable for each inequality.
3.Construct the initial simplex tableau. Write the objective function as the bottom row.
4.The most negative entry in the bottom row identifies the pivot column.
5.Calculate the quotients. The smallest quotient identifies a row. The element in the intersection
of the column identified in step 4 and the row identified in this step is identified as the pivot
element. The quotients are computed by dividing the far right column by the identified column in step 4. A
quotient that is a zero, or a negative number, or that has a zero in the denominator, is ignored.
6.Perform pivoting to make all other entries in this column zero. This is done the same way as we did
with the Gauss-Jordan method.
7.When there are no more negative entries in the bottom row, we are finished; otherwise, we
start again from step 4.
8.Read off your answers. Get the variables using the columns with 1 and 0s. All other variables are zero.
The maximum value you are looking for appears in the bottom right hand corner.
Course:
Course: Modeling, Process
Simulation Modeling
and andforSimulation
Optimization | Lecture:
Chemical Engineering
Process Modeling
Linear Programming by Simplex Method
Course:
Course: Modeling, Process
Simulation Modeling
and andforSimulation
Optimization | Lecture:
Chemical Engineering
Process Modeling
Linear Programming by Simplex Method
Course:
Course: Modeling, Process
Simulation Modeling
and andforSimulation
Optimization | Lecture:
Chemical Engineering
Process Modeling
Linear Programming by Simplex Method
Course:
Course: Modeling, Process
Simulation Modeling
and andforSimulation
Optimization | Lecture:
Chemical Engineering
Process Modeling
Linear Programming by Simplex Method
Course:
Course: Modeling, Process
Simulation Modeling
and andforSimulation
Optimization | Lecture:
Chemical Engineering
Process Modeling
Linear Programming by Simplex Method
Course:
Course: Modeling, Process
Simulation Modeling
and andforSimulation
Optimization | Lecture:
Chemical Engineering
Process Modeling
Linear Programming by Simplex Method
Course:
Course: Modeling, Process
Simulation Modeling
and andforSimulation
Optimization | Lecture:
Chemical Engineering
Process Modeling
Linear Programming by Simplex Method
Course:
Course: Modeling, Process
Simulation Modeling
and andforSimulation
Optimization | Lecture:
Chemical Engineering
Process Modeling
Linear Programming by Simplex Method
Course:
Course: Modeling, Process
Simulation Modeling
and andforSimulation
Optimization | Lecture:
Chemical Engineering
Process Modeling
Linear Programming by Graphical Method
Course:
Course: Modeling, Process
Simulation Modeling
and andforSimulation
Optimization | Lecture:
Chemical Engineering
Process Modeling
Linear Programming by Graphical Method
Course:
Course: Modeling, Process
Simulation Modeling
and andforSimulation
Optimization | Lecture:
Chemical Engineering
Process Modeling
Linear Programming by Graphical Method
Course:
Course: Modeling, Process
Simulation Modeling
and andforSimulation
Optimization | Lecture:
Chemical Engineering
Process Modeling
Linear Programming by Graphical Method
Course:
Course: Modeling, Process
Simulation Modeling
and andforSimulation
Optimization | Lecture:
Chemical Engineering
Process Modeling
Linear Programming Examples
Course:
Course: Modeling, Process
Simulation Modeling
and andforSimulation
Optimization | Lecture:
Chemical Engineering
Process Modeling
Linear Programming Examples
Course:
Course: Modeling, Process
Simulation Modeling
and andforSimulation
Optimization | Lecture:
Chemical Engineering
Process Modeling
Linear Programming Examples
Course:
Course: Modeling, Process
Simulation Modeling
and andforSimulation
Optimization | Lecture:
Chemical Engineering
Process Modeling
Linear Programming Examples
Course:
Course: Modeling, Process
Simulation Modeling
and andforSimulation
Optimization | Lecture:
Chemical Engineering
Process Modeling
Linear Programming Examples
Course:
Course: Modeling, Process
Simulation Modeling
and andforSimulation
Optimization | Lecture:
Chemical Engineering
Process Modeling
Linear Programming Examples
Course:
Course: Modeling, Process
Simulation Modeling
and andforSimulation
Optimization | Lecture:
Chemical Engineering
Process Modeling
Linear Programming Examples
Course:
Course: Modeling, Process
Simulation Modeling
and andforSimulation
Optimization | Lecture:
Chemical Engineering
Process Modeling
Linear Programming Examples
Course:
Course: Modeling, Process
Simulation Modeling
and andforSimulation
Optimization | Lecture:
Chemical Engineering
Process Modeling
Linear Programming Examples
Course:
Course: Modeling, Process
Simulation Modeling
and andforSimulation
Optimization | Lecture:
Chemical Engineering
Process Modeling
Optimization Software
Course:
Course: Modeling, Process
Simulation Modeling
and andforSimulation
Optimization | Lecture:
Chemical Engineering
Process Modeling
Self-Assessment
Course:
Course: Modeling, Process
Simulation Modeling
and andforSimulation
Optimization | Lecture:
Chemical Engineering
Process Modeling