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Linear Programming with a Skeezy Toy Example

Posted 10 years ago
I am teaching myself a bit about linear programming. I have no problems setting up the analysis witht the Solver in Excel, but when I try to repeat the work in Mathematica, I struggle with setting up the function. I am using this posting from the Analtics Made Skeezy blog as my starting point:
http://analyticsmadeskeezy.com/2012/08/29/optimal-blending-of-cocaine/
I am using the LinearProgramming function as such:

LinearProgramming[c, m, b, {{l1, u1}, {l2, u2}, ...}]

I have set the "Dollars per Gram" variable for each ingredient as:

cocaineDpG = 100; methDpG = 30; benzedrineDpG = 15; ritalinDpG = 15; dextroADpG = 15; lactoseDpG = 0.25; talcomDpG = 0.10; bakingDpG = 0.10; inositolDpG = 0.50; b12DpG = 1; manitolDpG = 0.50; dextroseDpG = 0.25; cornDpG = 0.10;

and the uper and lower limits for each ingredient as:

cocaine = {0, 100}; meth = {0, 100}; benzedrine = {0, 100}; ritalin = {0, 100}; dextroamphetamine = {0, 100}; lactose = {0, 100}; talcom = {0, 100}; baking = {0, 100}; inositol = {0, 100}; b12 = {0, 100}; manitol = {0, 100}; dextrose = {0, 100}; corn = {0, 100};

Our goal is to find the minimum value for the "Price per Kilo" which I have set up as:
ppk = (cocaineDpG*cocaine) + (methDpG*meth) + (benzedrineDpG*benzedrine) + (ritalinDpG*ritalin) + (dextroADpG*dextroA) + (lactoseDpG*lactose) + (talcomDpG*talcom) + (bakingDpG*baking) + (inositolDpG*inositol) + (b12DpG*b12) + (manitolDpG*manitol) + (dextroseDpG*dextrose) + (cornDpG*corn);

I have set up the upper and lower limits for the attributes as:

buzz = {0.80, 1.10}; sweet = {-0.10, 0.10}; texture = {-0.05, 0.05}; comedown = {0, 0.30}; addictiveness = {0.90, Infinity};

and weight as:
grams= cocaine + meth + benzedrine + ritalin + dextroA + lactose + talcom + baking + inositol + b12 + manitol + dextrose + corn

My Mathematica fucntion is now set up as such:

LinearProgramming[ ppk, m, b, { {cocaine}, {meth}, {benzdrine}, {ritalin}, {dextroA}, {lactose}, {talcom}, {baking}, {inositol}, {b12}, {manitol}, {dextrose}, {corn} }, Method -> "Simplex"]

How should I incorporate the attributes and weight to complete the function? Since the attributes have upper and lower limits, should I add them into the ist of ingredients with limits or should they be set up to take the place of the "b" in the function?
Any thoughts? I really appreciate any help.
Thanks,
JR
POSTED BY: Jon Rogers
I suggest you do the problem with FindMinimum, with the Method option set to LinearProgramming.  That way you can enter the objective function and constraints directly, rather than having to convert the problem to matrix form.
POSTED BY: Frank Kampas
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