Linear Programming Final

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INTRODUCTION

Every day, business firms and even the public sector face decision making problems on
a daily basis. With so many things to take into consideration in order to achieve a
certain objective, a handful of alternatives arise, giving them so many possible
outcomes and action plans to push through with. However, given so many variables
affecting one another, there will always be that one alternative or solution to the problem
that would best achieve that certain goal.
Linear Programming has been extensively used nowadays in order to solve these
decision making problems in the field of businesses. It is a mathematical technique,
allowing decision makers, mostly managers, to determine the optimal solution with the
aim to maximize profit or to minimize costs, while taking into account several constraints
and limitations, including utilizing the available resources at their best usage. Through
linear programming, real world problems are translated into mathematical models that
would then serve as an algorithm in order to solve the given problem. From here, linear
programming gives a conclusion that can be interpreted and analyzed in order to come
up with the optimal decision which is backed up with a quantifiable basis.

SCOPE AND LIMITATION [*]

This discussion focuses on the use of linear programming in the business sector. Only
linear equations in one and two variable, as well as inequalities, which is also part of the
solution set are included.

LINEAR PROGRAMMING: THE GRAPHICAL METHOD

Linear Equations
Linear Equation in One Variable
𝒂𝒙 + 𝒃 = 𝟎
Where:
a and b are real numbers, a ≠ 0
Linear Equation in Two Variables
𝒂𝒙 + 𝒃𝒚 = 𝒄
Where:
a, b and c are constants and a and b ≠ 0

Finding the solution set of linear equations:


1. Intercept Method
2. Table Values Method

Intercept Method:
𝟒𝒙+𝟑𝒚=𝟏𝟐
Let y = 0 Let x = 0
𝟒𝒙+𝟑(𝟎)=𝟏𝟐 𝟒(𝟎)+𝟑𝒚=𝟏𝟐
𝟒𝒙/𝟒=𝟏𝟐/𝟒 𝟑𝒚/𝟑=𝟏𝟐/𝟑
𝒙=𝟑 𝒚=𝟒
"( 3 , 0 )" "( 0, 4 )"

System of Equations
System of Equations – a set or collection of equation that you have to deal with all at
the same time.
Linear System – a collection of linear equations

Methods in finding a common solution set to a system of equation:

 Addition or Subtraction Method


 Substitution Method
 Graphical Method

Addition or Subtraction Method


(Elimination of variables with the same coefficient)
1. Simplify and put both equations in the ax + by = c form
2. Multiply one or both equation by a number that will create negating coefficients
for either x or y (e.g. -5x and 5x; -4x and 4x)
3. Add the equations
4. Solve for the second variable
5. Checking

Example:
Step 1.
No simplification needed.

Step 2.
x+y=3 Multiply both sides of equation by -2 → -2x – 2y = -6
2x + 3y = -4

Step 3.
-2x – 2y = -6
2x + 3y = -4
y = -10
Step 4.
2x + 3(-10) = -4

2x = -4 + 30
2x = 26
2 2

x = 13
Step 5.
Using (13,-10)

x+y =3
13 + (-10) = 3
3=3

2x + 3y = -4
2(13) + 3(-10) = -4
26 + (-30) = -4
-4 = -4

Substitution Method
1. Solve for either x or y using one of the given equations
2. Substitute the value of the variable to the second equation
3. Solve for the remaining Variable
4. Checking

Example:
x+y=3
2x + 3y = -4
Step 1.
x+y=3
x=3–y
Step 2.
2(3-y) + 3y = -4
6 – 2y + 3y = -4
y = -4 – 6
y = -10
Step 3.
2x + 3(-10) = -4

2x = -4 + 30
2x = 26
2 2

x = 13

Step 4.
Using (13,-10)

x+y =3
13 + (-10) = 3
3=3

2x + 3y = -4
2(13) + 3(-10) = -4
26 + (-30) = -4
-4 = -4

Graphical Method
1. Find the x and y intercept of both equation
2. Plot the x and y intercepts on the Cartesian plane
The point where the coordinates two lines meet is the common solution to the system of
equations.
Inequalities

 a statement saying two mathematical expressions are not equal.

a<b a≤b
a>b a≥b

 solving inequalities means finding the solutions which can make the statement true.

y≥2
3≥2
true

Properties of Inequality

 Transitive Property If a < b and b < c, then a < c


If 4 < 8 and 8 < 10, then 4 < 10

 Addition Property If a < b, then a + c < b + c


If 4 < 8, then 4 + 10 < 8 + 10

 Subtraction Property If a<b, then a – c < b – c


If 4<8, then 4 – 10 < 8 – 10

 Multiplication Property If a < b and c > 0, then a c < b c


If 4 < 8, then 4 (10) < 8 (10)
If a < b and c < 0, then a c > b c
If 4 < 8, then 4 (-10) > 8 (-10)

 Division Property If a < b and c > 0, then a / c < b / c


If 4 < 8, then 4 / 10 < 8 / 10
If a < b and c < 0, then a / c > b / c
If 4 < 8, then 4 / -10 > 8 / -10
LINEAR PROGRAMMING
To solve linear programming problems using the graphical method, a linear
programming model should first be established. This serves as the algorithm and set of
rules that would be the basis of our action plan.
1. Defining the decision variables
2. Establishing the objective function
3. Defining the constraints

Defining the decision variables. This step involves knowing what decision choices are
to be dealt with. It usually answers about the quantity to be produced, sold, transported,
purchased, and so on.
Example:
Let x = units of apples to sell
y = units of mangoes to sell
Let x = chairs to produce
y = tables to produce

Establishing the objective function. “What is the goal in solving this problem?” It
could be to maximize profit or to minimize cost. From this objective, we then set up our
profit equation or cost equation.

Example:

Maximize: Profit = P600x + 500y


Minimize: Cost = P260 + 350y

Defining the constraints. Constraints can be anything that affects our decision. They
usually put a limit on what the decision maker could do. They shape the goal being tried
to achieve.

 Capacity Constraints
 Market Constraints
 Availability Constraints
 Quality or Blending Constraints
 Production Technology – Material Balance
 Definitional Constraints

These constraints listed usually deals with availability of raw materials, machine
capacity, hours of production period, laws and policies existing, etc.

Example:

Production Department is available for 12 hours in each production day


At least 15 chairs should be produced
There are 150 yards of cloth available for use

Non-negativity constraints – these are explicit constraints existing for the reason that in
defining these quantities to be produced, sold, purchased, etc., the numbers could
never be a negative number and the least it could be is zero. It is either there is
something or there is none.

x, y ≥ 0
Example:

Let x = long curtains


y = short curtains

A long curtain takes three (3) hours to make, while a short curtain takes (1). The
manufacturing department operates 120 hours each production period.

Constraints:
Number of hours each production period 3x + y ≤ 120
Non-negativity constraints x, y ≥ 0

To illustrate linear programming modelling:

A small generator burns two types of fuel: low sulfur and high sulfur to produce
electricity. For one hour, each gallon of low sulfur emits three (3) units of sulfur dioxide,
generates four (4) kilowatts electricity, and costs P60.00. Each gallon of high sulfur
emits (5) units of sulfur dioxide, generates (4) kilowatts electricity, and costs P50.00.
The environmental protection agency insists that the maximum amount of sulfur dioxide
that can be emitted per hour is 15 units. Suppose that at least 16 kilowatts electricity
must be generated per hour, how many gallons of low sulfur and how many gallons of
high sulfur must be utilized per hour in order to minimize the cost of fuel?

Let x = gallons of low sulfur


y = gallons of high sulfur

Linear Programming

Minimize: Cost = P60x + P50y


Subject to:
Sulfur dioxide omitted 3x + 5y ≤ 15

Electricity produced 4x + 4y ≥ 16
x, y ≥ 0

Once a linear programming has been created, we can solve this using the graphical
method.

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