Traditional Linear Programming Model Research Articles

Explicit Modeling of Multi-Product Customer Orders in a Multi-Period Production Planning Model

In many industries, companies receive customer orders that include multiple products. To simplify the use of optimization models for planning purposes, these orders are broken down, and the quantities of each product are grouped with the same products from other orders to be completed in the same period. Consequently, traditional production planning models enforce minimum demand constraints by product and period rather than by individual orders. An important drawback of this aggregation procedure is that it requires a fixed order fulfillment period, potentially missing opportunities for more efficient resource use through early completion. This paper introduces a novel mathematical formulation that preserves the integrity of customer orders, allowing for early fulfillment when possible. We compare a traditional linear programming model with a new mixed-integer programming approach using a sawmill case study. Although more complex than the traditional model, the proposed formulation reduces costs by approximately 6% by enabling early order completion and offers greater flexibility and control over the production process. This approach leads to better resource utilization and more precise order management, presenting a valuable alternative to conventional production planning models.

Randomized Objective Function Linear Programming in Risk Management

The traditional linear programming model is deterministic. The way that uncertainty is handled is to compute the range of optimality. After the optimal solution is obtained, typically by the simplex method, one considers the effect of varying each objective function coefficient, one at a time. This yields the range of optimality within which the decision variables remain constant. This sensitivity analysis is useful for helping the analyst get a sense for the problem. However, it is unrealistic because objective function coefficients tend not to stand still. They are typically profit contributions from products sold and are subject to randomly varying selling prices. In this paper, a realistic linear program is created for simultaneously randomizing the coefficients from any probability distribution. Furthermore, we present a novel approach for designing a copula of random objective function coefficients according to a specified rank correlation. The corresponding distribution of objective function values is created. This distribution is examined directly for central tendency, spread, skewness and extreme values for the purpose of risk analysis. This enables risk analysis and business analytics, emerging topics in education and preparation for the knowledge economy.

A linear programming based approach for composite-action Markov decision processes

We study a time homogeneous discrete composite-action Markov decision process (CMDP) which needs to make multiple decisions at each state. In this particular Markov decision process, the state variables are divided into two separable sets and a two-dimensional composite action is chosen at each decision epoch. To solve a composite-action Markov decision process, we propose a novel linear programming model (Contracted Linear Programming Model, CLPM). We show that the CLPM model obtains the optimal state values of a CMDP process. We analyze and compare the number of variables and constraints of the CLPM model and the Traditional Linear Programming Model (TLPM). Computational experiments compare running times and memory usage of the two models. The CLPM model outperforms the TLPM model in both time complexity and space complexity by theoretical analysis and computational experiments.

Optimal Design of Branch Distribution Network in Rural Drinking Water Safety Project

On the basis of the traditional linear programming model,this paper presents a optimal design mathematical model of gravity branch distribution network. Considering the coupling constraint, the model takes the length of main and subordinate pipe having standard diameter as decision variables. The minimum works investment is taken as objective variable, and the MATLAB is used to solve. There are a better result in the optimal design of branch distribution network with this method in the application cases, and which can provide a basis for the rural drinking water safety project.

Timber harvest scheduling in a fuzzy decision environment

Linear programming is a widely used tool for timber harvest scheduling in North America. However, some potential problems related to infeasible harvest schedules, overly optimistic objective function values, and the need to strictly satisfy all constraints included in deterministic model formulations have been raised. This paper describes a fuzzy approach for explicitly recognizing the imprecise nature of the harvest flow constraints usually included in harvest scheduling models. The objective function and selected constraints are viewed as soft, and satisfactory solutions are derived and discussed for several scenarios. An illustrative sample problem is presented to demonstrate the methodology, and a comparison with solutions derived from a traditional linear programming model is presented.