Linear Programming
Linear Programming
Email address:
nsipaulakpan@gmail.com (N. P. Akpan), okehchibuzorojoh@gmail.com (O. C. Ojoh)
Received: December 4, 2016; Accepted: February 13, 2017; Published: April 14, 2017
Abstract: In this work, the Karmarkar’s algorithm of the interior point method is compared to the simplex method by
ascertaining the effect of interior point algorithm on linear programming problem of high number of variables and study why it
is not so popularly used in solving linear programming problems. Six (6) products of coca-cola Hellenic Port Harcourt plant
(Coke 50cl, Coke35cl, Fanta 50cl, Fanta 35cl, Sprite 35cl and Schweppes 33cl) and their raw materials (Concentrates, Sugar,
Water and Carbon (iv) oxide) respectively were studied. The data were analysed using Scilab 5.5.2 software for Karmarmar’s
approach and Tora software for Simplex method and the results are compared. The Karmarkar’s algorithm gave a maximum
profit of N70,478,116.00 giving a breakdown that the company should produce 159300 crates of Coke 35cl, 64173 crates of
Fanta 50cl, 8419 crates of Coke 50cl, 4876 crates of Fanta 35cl, 1118 crates of Sprite and 7 crates of Schweppes from the
available resources to attain the optimal solution. The Simplex gave a maximum profit of N107,666,639.51 giving only the
production of about 339482 crates of Schweppes 33cl from the available resources to attain the optimal solution.
1. Introduction
Linear Programming according to Hoffman and Bradley requirements. Then in 1984, Karmarkar came up with
(1995) is a branch of mathematics that deals with an another interior point algorithm which he named after
important class of constrained Optimization problems in himself. This algorithm is generally accepted due to its
manufacturing industries for decision making. This is now ability to deal with huge number of variables and produce
very common in many areas of applied science. With this optimal solution. This prompt to the use of Karmarkar’s
vast application, Robere (2012) pointed out that there has algorithm in this work.
been interest in finding suitable algorithm to find the
solution to any linear programming problem. Having 1.1. Purpose of the Study
introduced linear programming by Leonid Kantorovich for To obtain the optimal solution of a linear programming
solving a production scheduling problem, the first problem using Karmarkar’s methods of an interior point
algorithm to solve this problem called the Simplex algorithm not a corner point algorithm.
Algorithm was introduced by Dantzig in 1947. This
algorithm has been working well in practice ever since it 1.2. Statement of Problem
was introduced but in the 1970s, it was found out that this
simplex algorithm work well in all possible linear programs. Linear programming models are concerned with the optimal
This lead to the introduction of the first interior point way in which available raw materials are utilized to produce
algorithm “Ellipsoid Method” by Khachiyan in 1979 the different products of a company. Whenever there is raw
though was criticised because of its inability to meet some material to be transformed into finished goods, there is need
2 Akpan Nsikan Paul and Ojoh Chibuzor Okeh: Karmarkar’s Approach for Solving Linear Programming
Problem for Profit Maximization in Production Industries: Nbc Port-harcourt Plant
3.1. The Duality Gap at Optimal 6. An artificial variable is now introduced in all the
equations, such that the sum of the coefficients in each
− C homogeneous equation will be zero and the artificial
Where C = (+ ? + ) + ? where P takes values of the
variable in the last equation is one. These artificial
( variables are to be minimized. The artificial variable to
matrix above , - and ? = [)"$*( )]? and is as stated
1 be introduced here is ?RS? S
above.
If: 4. Data Presentation and Analysis
− C = 0 or negative{strong duality}
Then The data of this work was gotten from the production and
> C{weak duality} commercial department of Coca-cola plant of Port Harcourt.
The researcher’s interest is to ascertain the products and their
3.2. Converting Linear Programming Problem to quantities to be produced in other to make an optimal profit
Karmarkar’s Form using karmarkar and comparing to simplex. The Tora
software is used to analyse the data for Simplex and the
When the problem is in linear programming form or in
scilab software is used to analyse the data for Karmarkar
standard form, we can convert it to Karmarkar’s form before
since the data cannot be analysed manually because of the
we can solve the problem manually by Karmarkar’s method.
numerous number of variables. This lead to a matrix 4x9
There are steps to be followed in order to achieve this:
which is difficult to solve manually.
Let us consider the LPP below
Max B =
Table 1. Available raw materials in stock.
GH I&5J J ≤
Raw Materials Quantity Available
(i) {primal) 1. Concentrates 4332 (units)
≥0 2. Sugar 467012 (kg)
3. Water (H2O) 1637660 (litres)
1. Firstly, we get the dual of the primal given above as: 4. Carbon (iv) oxide (CO2) 8796 (vol. per pressure)
GH I&5J J L ≥ 5 (ii) {dual) Table 2. Available raw materials needed to produce a crate of each product.
L≥0
Carbon (iv)
Flavours Concentrates Sugar Water
oxide
Coke 50cl ( ) 0.00359 0.89 7.552 0.0135
2. We introduce the slack and surplus variables in the Coke 35cl ( ? ) 0.0042 1.12 6.539 0.0133
primal and dual problems, and then combine the Fanta 50cl ( ) 0.0021 1.044 7.671 0.007
problems. Fanta 35cl ( T ) 0.00419 0.86 6.822 0.005
3. We introduce a boundary constraint K such that any Sprite 35cl ( U ) 0.00359 0.73 6.12 0.0149
feasible solution to the equation gotten in step 2 above Schweppes 33cl ( V ) 0.00438 0.23 4.824 0.0156
will satisfy sum of all variables in the said equation less
than or equal to K and then add a slack variable to get Source: Coca-cola Port Harcourt Plant
something like: ∑ N + ∑ LN + ' = O Table 3. Available cost of production and selling price of a crate of each
4. We homogenize the equations gotten in step 3 above by
introducing a dummy variable ) (subject to the
product.
∑ LN + ' + ) = O + 1
Coke 35cl ( ? ) 679.51 980 300.49
Fanta 50cl ( ) 762.63 1050 287.37
5. Transform the equations in step 4 above to have one Fanta 35cl ( T ) 691.91 980 288.09
variable in all the equations instead of different Sprite 35cl ( U ) 689.67 980 290.33
variables. By this, we have Schweppes 33cl ( V ) 682.85 980 317.15
d N + d LN + G = O
Ne Ne
d N + d LN + G − O) = 0
Ne Ne
d N + d LN + G + ) = (O + 1)
Ne Ne
N = N, $ = 1, 2, … , (Q + )
LN = RS SN , $ = 1, 2, … , (Q + )
'= ?RS? S ,) = ?RS? S?
Jℎ& " !& J#" ' #Q"J$ ' $&%) Jℎ& %% L$ * ' 'J&Q:
0.00359 + 0.0042 ? + 0.0021 + 0.00419 T + 0.00359 U + 0.00438 V + a − 4332 ?? =0
0.89000 + 1.12000 ? + 1.04400 + 0.86000 T + 0.7300 U + 0.2300 V + b − 467012 ?? =0
7.5520 + 6.5390 ? + 7.67100 + 6.82200 T + 6.1200 U + 4.82400 V + c − 1637660 ?? =0
6 Akpan Nsikan Paul and Ojoh Chibuzor Okeh: Karmarkar’s Approach for Solving Linear Programming
Problem for Profit Maximization in Production Industries: Nbc Port-harcourt Plant
d N −O ?? =0
Ne
??
d N =1
Ne
GH I&5J J :
0.00359 + 0.0042 ? + 0.0021 + 0.00419 T + 0.00359 U + 0.00438 V + a − 4332 ?? + 4332.978 ? =0
0.89000 + 1.12000 ? + 1.04400 + 0.86000 T + 0.7300 U + 0.2300 V + b − 467012 ?? + 467008.126 ? =0
7.5520 + 6.5390 ? + 7.67100 + 6.82200 T + 6.1200 U + 4.82400 V + c − 1637660 ?? + 1637621.625 ? =0
0.01350 + 0.01330 ? + 0.0070 + 0.0050 T + 0.01490 U + 0.01560 V + − 8796 ?? + 8796.931 ? =0
0.00359 + 0.89 ? + 7.552 + 0.0135 T − U − 289.45 ?? + 281.869 ? =0
0.0042 + 1.12 ? + 6.539 + 0.0133 T − V − 300.49 ?? + 293.814 ? =0
0.0021 + 1.044 ? + 7.671 + 0.007 T − a − 287.37 ?? + 279.646 ? =0
0.00419 + 0.86 ? + 6.822 + 0.005 T − b − 288.09 ?? + 274.577 ? =0
0.00359 + 0.73 ? + 6.12 + 0.0149 T − c − 290.33 ?? + 284.475 ? =0
0.00438 + 0.23 ? + 4.824 + 0.0156 T − ? − 317.15 ?? + 313.076 ? =0
?
d N −O ?? + (O − 21) ? =0
Ne
?
d N =1
Ne
Model formation
W" B = 289.45 + 300.49 ? + 287.37 + 288.09 T + 290.33 U + 317.15 V + 0G + 0G? + 0G + 0GT
GH I&5J J :
0.00359 + 0.0042 ? + 0.0021 + 0.00419 T + 0.00359 U + 0.00438 V + G + 0G? + 0G + 0GT = 4332
0.89000 + 1.12000 ? + 1.04400 + 0.86000 T + 0.7300 U + 0.2300 V + 0G + G? + 0G + 0GT = 467012
7.5520 + 6.5390 ? + 7.67100 + 6.82200 T + 6.1200 U + 4.82400 V + 0G + 0G? + G + 0GT = 1637660
0.01350 + 0.01330 ? + 0.0070 + 0.0050 T + 0.01490 U + 0.01560 V + G + 0G? + 0G + GT = 8796
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