Linear optimization:- chapter two

CHAPTER ONE

LINEAR OPTIMIZATION

2.1 INTRODUCTION

A key problem faced by managers is how to allocate scarce resources among

activities or projects. Linear programming problem is a method of allocating
resources, such as labor, material, machine, time etc in an optimal way. It is
one of the most widely used operation research (OR) tool. It has been used
successfully as a decision making aid in almost all industries and financial
and service organizations.

In a decision –making environment, model formulation is important because

it represents the essence of business decision problem. A mathematical
program refers to a mathematical description of decision problem related to
the allocation of resource.

Mathematical programming is used to find the best or optimal solution to a

problem that requires a decision about how best to use a set of limited
resources to achieve a state goal of objective.

2.2 Decision process and relevance of optimization

Structure of Linear Optimization Problem

The general structure of linear optimization problem consists of three basic

elements or components

1 Objective function: - the function which is to be optimized (either

maximized or minimized) is known as the objective function
2 Constraints: - These are always certain limitations on the use of
resources.
3 Decision variable (activity):- we need to evaluate various
alternatives (course of activity) for arriving at the optimal value of
objective function.
 Decision variables usually denoted by x 1 , x 2 , x 3 ,… , x n . The value
of these activities represents the extent to which each of these
is performed.
 In linear optimization problem all decision variables are
continuous, controllable and non – negative

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 Linear optimization:- chapter two

General Mathematical Model of Linear Optimization Problem

Linear programming problem (LPP) is optimization problem where the

objective function and the constraints of the problem are all linear. I.e. A
linear programming problem may be defined as the problem of maximizing
or minimizing a linear function subject to linear constraints.

Linear function

Definition: A function f ( x 1 , x 2 , .. . , x n )of x 1 , x 2 , . . ., x nis a linear function if

and only if for some set of constantsc 1 , c2 , .. . , c n,
f ( x 1 , x 2 , .. . , x n ) =c 1 x 1 +c 2 x 2 +·· ·+c n x n .

Linear constraints: - The constraints may be equalities or

inequalities.
Definition: For any linear function g ( x 1 , x 2 , . .. , x n )and any numberb, the
inequalities

g ( x 1 , x 2 , . .. , x n ) ≤b
and
g ( x 1 , x 2 , . .. , x n ) ≥b

are linear inequalities.

Definition: For any linear function g ( x 1 , x 2 , . .. , x n )and any numberb, the

equality g ( x 1 , x 2 , . .. , x n )=b is a linear equality.

The general linear programming problem with n decision variable and m

constraints can stated mathematically as follows

max ¿ min Z=c 1 x 2 +c 2 x 2 +, … ,+c n xn

subject ¿

a 11 x 1 +a12 x 2 +, … ,+a 1 n x n ( ≤ ,=,≥ ) b 1

a 21 x2 + a22 x 2+ , … ,+ a2 n x n ( ≤ ,=, ≥ ) b2

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 Linear optimization:- chapter two

⋮ ⋮⋮ ⋮

a m 1 x 1+ am2 x2 +, … ,+ amn x n ( ≤,=, ≥ ) b m

x i ≥ 0 for i=1 ,2 , … , n

Where

fori=1,2 , … , nand j=1 ,2 , … , m

The technological coefficient a ji , the cost (price) value c i=( c 1 , c 2 , … , c n )

and the requirement (right hand side) b j=( b1 ,b 2 , … , bm ) are real number
constants. And

x i=( x 1 , x 2 , … , x n )are variables .

Form the above linear programming problem

 The linear function Z=c 1 x 1 +c 2 x 2 +, .. . ,+c n x n is known as objective

function.
 Each of the linear expression on the left side connected to the
corresponding constants on the right side, by only one of the signs “≤ “
, “≥ “ and “¿ “ is known as constraints.
 x i ≥ 0 for i=1 ,2 , … , nis known as non – negative constrains.

By using the matrix and vector notation the problem can be expressed
as :-

max Z=C T X

subject ¿

AX ¿

X ≥0

Where

A=a jiism× n coefficient matrix

C=( c 1 , c 2 , … , c n )is cost value

b=( b 1 , b2 , … , bm )is requirement (right hand side)

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 Linear optimization:- chapter two

Definition: - a set of values of the variables which satisfy all the constraints
and all the non-negative restrictions of the variables is known as the
feasible solution of the linear programming problem.

Definition: - The feasible region in a linear program is the set of all

possible feasible solutions.
Definition: -A feasible solution to a linear optimization problem which
makes the objective function an optimum is known as the optimal
solution of the linear optimization problem.

Definition: - A linear program is infeasible if it has no feasible solutions,

i.e. the feasible region is empty.

Definition: - A linear program is unbounded if the optimal solution is

unbounded, i.e. it is either ∞or−∞. Note that the feasible region may be
unbounded, but this is not the same as the linear program being unbounded.

2.3 Model and model building

Steps involved in formulating linear programming problem

Step one

Determine the objective or goal of the linear programming problem.

i.e. does the objective of the LPP is maximization or minimization.

Step two

Identify and define the decision variables.

Step three

State the objective as a linear function of the decision variables.

Step four

Translate the requirement, restrictions or wishes that are in narrative

form to linear equality or linear inequality.

Step five

Identify any lower or upper bound on the decision variable (non-

negative constraints are very common).

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 Linear optimization:- chapter two

Example

Formulate the following problems mathematically

1. Suppose that a farmer has a piece of farm land, say A square kilometers
large, to be planted with either wheat or barley or some combination of
the two, the farmer has a limited permissible amount F of fertilizer and
P of insecticide which can be used, each of which is required in different
amounts per unit area for wheat ( F 1 , P1 ) and barley ( F 2 , P2 ) . Let S1 be the
selling price of wheat, and S2 be the selling price of barley. If we denote
the area planted with wheat or barley with x 1∧x 2 respectively, then the
optimal number of square kilometers to be plated with wheat vs. Barley
can be expressed as a linear programming problem.

Solution

The data of the problem is summarized as follows

Constrai Wheat Barle Total

nt y
Fertilize F1 F2 F
r
Insectici P1 P2 P
de
Farm A
land
Cost S1 S2  

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 Linear optimization:- chapter two

Step one:-The objective of the farmer is to optimize (maximize) his profit

Step two: -The decision in this problem is how many square kilometers of
the farm land will be caver by wheat and barley. As such, there are two
decision variables that represent the amount of farm land which was caver
by wheat and barley. Symbolically

x 1= the amount of farm land which was caver by wheat

x 2 = the amount of farm land which was caver by barley

Step three: The profit of the farmer is the sum of the profit which was
gained from wheat and barley

The profit which was gained from wheat =profit which was gained from
a square kilometers of farm land which was caver by wheat * total amount of
farm land which was cover by wheat = S1 x1

The profit which was gained from barley =profit which was gained from a
square kilometers of farm land which was caver by barley * total amount of
farm land which was cover by barley = S2 x2

max S1 x1 + S2 x 2

Step four: - The farmer has the following limitations those are total amount
of fertilizer, insecticide and farm land.

The total amount of fertilizer of the farmer must be greater or equal to

the fertilizer which will be consume for farm land which will be caver by
wheat and barley.

F 1 x 1+ F 2 x 2 ≤ F

The total amount of insecticide of the farmer must be greater or equal

to the insecticide which will be consume for farm land which will be
caver by wheat and barley.

P1 x 1 + P2 x 2 ≤ P

The area cove by wheat and barley must be less than or equal to the
total available farm land

x 1+ x2 ≤ A

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 Linear optimization:- chapter two

Step five: - The farm land which will caver by wheat and by barley can’t be
negative. x 1 , x 2 ≥ 0

The linear programming model of the problem can be summarized

as

max S1 x1 + S2 x 2

subject ¿

F 1 x 1+ F 2 x 2 ≤ F

P1 x 1 + P2 x 2 ≤ P

x 1+ x2 ≤ A

x1 , x2 ≥ 0

2. A potter is making cups and plates. It takes her 6 minutes to make a cup
and 3 minutes to make a plate. Each cup uses 3/4 lb. of clay and each
plate uses one lb. of clay. She has 20 hours available for making the
cups and plates and has 250 lbs. of clay on hand. She makes a profit of
2 birr from each cup and 1.50 birr from each plate. How many cups and
how many plates should she make in order to maximize her profit?

Solution

The data of the problem is summarized as follows

Constrai Cup Plate

Total
nt available
Resource
Time 6 3 1200
minute minute minute
Clay ¾ lb 1 lb 250 lb
Profit 2 1.5  

Step one:-The objective of the potter maker is to optimize (maximize) her

profit

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 Linear optimization:- chapter two

Step two: -The decision in this problem is how many cups and plates to
produce. As such, there are two decision variables that represent the
number of cups and plates to be produced. Symbolically

x 1= the number of cups to be produce

x 2 = the number of plates to be produce

Step three: The profit of the potter maker is the sum of the profits which
was gained from each cups and plates.

The profit which was gained from cups=profit of single cup * total number of
cups=2 x1

The profit which was gained from plates =profit of single plate * total
3
number of plates= x 2
2

3
max 2 x 1+ x 2
2

Step four: -The potter maker has two limitations those are total amount of
clay and time.

The total available amount of clay of the potter maker must be greater
than or equal to the total amount of clay in which the potter maker
consume to produce cups and plates

3
x + x ≤250
4 1 2

The total amount of time of the potter maker must be greater or equal
to the time taken to produce cups and plates

6 x 1+ 3 x 2 ≤1200

Step five: - The number of cups and plates can’t be negative. x 1 , x 2 ≥ 0

The linear programming model of the problem can be summarized

as

3
max 2 x 1+ x 2
2

subject ¿

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 Linear optimization:- chapter two

3
x + x ≤250
4 1 2

6 x 1+ 3 x 2 ≤1200

x1 , x2 ≥ 0

3. A farmer has a 320 acre farm on which she plants two crops: corn and
soybeans. For each acre of corn planted, her expenses are 50birr and for
each acre of soybeans planted, her expenses are 100birr. Each acre of
corn requires 100 bushels of storage and yields a profit of 60birr; each
acre of soybeans requires 40 bushels of storage and yields a profit of
90birr. If the total amount of storage space available is 19,200 bushels
and the farmer has only 20,000 birr on hand, how many acres of each
crop should she plant in order to maximize her profit? What will her
profit be if she follows this strategy?

Solution

The data of the problem is summarized as follows

Constrai Corn Soybea Total

nt ns
land     320
expense 50 100 20,000
s
storage 100 40 19,200
Profit 60 90  

The linear programming model of the problem can be summarized

as

max 60 x 1+ 90 x2

subject ¿

x 1+ x2 ≤320

50 x 1+100 x 2 ≤ 20000

100 x 1+ 40 x2 ≤19200

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 Linear optimization:- chapter two

x1 , x2 ≥ 0

4. A farmer wants to customize his fertilizer for his current crop. He can
buy plant food mix A and plant food mix B. Each cubic yard of food A
contains 20 pounds of phosphoric acid, 30 pounds of nitrogen and 5
pounds of potash. Each cubic yard of food B contains 10 pounds of
phosphoric acid, 30 pounds of nitrogen and 10 pounds of potash. He
requires a minimum of 460 pounds of phosphoric acid, 960 pounds of
nitrogen and 220 pounds of potash. If food A costs 30 birr per cubic yard
and food B costs 35 birr per cubic yard, how many cubic yards of each
food should the farmer blend to meet the minimum chemical
requirements at a minimal cost? What is this cost?

Solution

The data of the problem is summarized as follows

Constraint food food Total

mix A mix B available
Resource
phosphoric 20 10 460 at
acid least
nitrogen 30 30 960 at
least
potash 5 10 220 at
least
 cost 30 35  
The linear programming model of the problem can be summarized
as

min 30 x1 +35 x 2

subject ¿

20 x 1+10 x 2 ≥ 460

30 x 1+30 x 2 ≥ 960

5 x 1+10 x 2 ≤ 220

x1 , x2 ≥ 0

5. A farmer can use two types of plant food, mix A and mix B. The amounts
(in pounds) of nitrogen, phosphoric acid, and potash in a cubic yard of

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 Linear optimization:- chapter two

each mix are given in the table. Tests performed on the soil in a large
field indicate that the field needs at least 840 pounds of potash and at
least 350 pounds of nitrogen. The tests also indicate that no more than
630 pounds of phosphoric acid should be added to the field. A cubic yard
of mix A costs 7 birr, and a cubic yard of mix B costs 9 birr. How many
cubic yards of each mix should the farmer add to the field in order to
supply the necessary nutrients at minimal cost?

Constraint Food mix Food mix

A B
Phosphoric acid 9 6
constraint
Nitrogen 10 5
constraint
Potash constraint 8 24
Solution

The data of the problem is summarized as follows

Constraint food mix food Total

A mix B
Phosphoric 9 6 at least
acid constraint 350
Nitrogen 10 5 at least
constraint 840
Potash 8 24 At most
constraint 630
Cost 7 9  

The linear programming model of the problem can be summarized as

min 7 x 1+ 9 x 2

subject ¿

9 x 1+ 6 x2 ≥350

10 x 1+5 x 2 ≥ 840

8 x 1+ 24 x 2 ≤ 630

x1 , x2 ≥ 0

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 Linear optimization:- chapter two

6. Four different metals namely iron, copper, zinc and manganese are
required to produce three commodities A, B, and C. To produce one unit
of A; 40kg iron,30kg copper, 7kg zinc and 4kg manganese. Similarly to
produce one unit of B; 70kg iron,14kg copper and 9kg manganese are
needed and for producing one unit of C: 50kg iron,18kg copper, 8kg zinc
are required. The total available quantities of metals are: 1 metric ton
iron, 2 quintals of copper, 5 quintals of zinc and manganese each. The
profit are 300 birr, 200 birr and 100 birr in selling per unit of A, B and C
respectively. Formulate the problem mathematically.

Solution

The data of the problem is summarized as follows

Constrai A B C Total
nt available
Resource
iron 40kg 70kg 50kg 10000kg
copper 30kg 14kg 18kg 200kg
zinc 7kg   8kg 500kg
mangan 4kg 9kg   500kg
ese
Profit
300 200 100  
birr birr birr
The linear programming model of the problem can be summarized as

max 300 x 1+200 x 2 +100 x3

subject ¿

40 x 1 +70 x2 +50 x 3 ≤ 10000

30 x 1+14 x 2 +18 x 3 ≤ 200

7 x 1+ 8 x 3 ≤500

4 x1 +9 x 2 ≤ 500

x1, x2 , x3≥ 0

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 Linear optimization:- chapter two

7. Three different types of Lorries A, B and C have been used to transport

60 tons solid and 35 tons liquid substance. A type lorry can carry 7 tons
solid and 3 tons liquid. B type lorry can carry 6 tons solid and 2 tons
liquid and C type lorry can carry 3 tons solid and 4 tons liquid. The cost
of transportation is 500 birr, 400 birr and 450 birr per lorry of A, B and C
type respectively. Formulate the problem mathematically.

Solution

The data of the problem is summarized as follows

Constrain Lorry A Lorry B Lorry Total

t C
solid 7 tone 6 tone 3 tone 60
tone
liquid 3 tone 2 tone 4 tone 35
tone
cost 500 birr 400 birr 450  
birr

The linear programming model of the problem can be summarized as

min 500 x1 + 400 x 2 +450 x 3

subject ¿

7 x 1+ 6 x 2 +3 x 3 ≥ 60

3 x 1+2 x 2+ 4 x 3 ≥35

x1 , x2 , x3 ≥ 0

8. The PQR stone company sells stone procured from any of three adjacent
quarries. The stone sold by the company conforms the following
specification

Material X equal to 30%

Material Y equal to or less than 40%

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 Linear optimization:- chapter two

Material Z between to 30% and 40%

Stone from quarry A cost birr 10 per tone and has the following
properties; Material X = 20%, Material Y = 60% and Material Z =
70%, Stone from quarry B cost birr 12 per tone and has the following
properties; Material X = 40%, Material Y = 30% and Material Z =
30% and Stone from quarry C cost birr 15 per tone and has the
following properties; Material X = 10%, Material Y = 40% and
Material Z = 50% from what quarries should the PQR stone company
procure rocks in order to minimize cost per tone of rock. Formulate
this problem as an LP model.

Solution

The data of the problem is summarized as follows

Constrai Quarry Quarry Quarry Total

nt A B C
Material 20%, 40% 10%, equal to 30%
X
Material 60% 30% 40% equal to or less
Y than 40%
Material 70% 30% 50% between to 30%
Z and 40%
cost 10 birr 12 birr 15 birr  

The linear programming model of the problem can be summarized as

min 10 x1 +12 x 2+15 x 3

subject ¿

20 x 1+ 40 x2 +10 x 3=30

60 x 1+30 x 2 +4 0 x 3 ≤ 40

70 x 1+30 x 2+ 5 0 x 3 ≤ 40

70 x 1+30 x 2+ 5 0 x 3 ≥30

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 Linear optimization:- chapter two

x1, x2 , x3≥ 0

Exercise 1

Formulate the following problems mathematically

1. A company makes two types of sofas, regular and long, at two

locations, one in Hickory and one in Lenoir. The plant in Hickory has a
daily operating budget of $45,000 and can produce at most 300 sofas
daily in any combination. It costs $150 to make a regular sofa and
$200 to make a long sofa at the Hickory plant. The Lenoir plant has a
daily operating budget of $36,000, can produce at most 250 sofas daily
in any combination and makes a regular sofa for $135 and a long sofa
for $180. The company wants to limit production to a maximum of 250
regular sofas and 350 long sofas each day. If the company makes a
profit of $50 on each regular sofa and $70 on each long sofa, how
many of each type should be made at each plant in order to maximize
profit? What is the maximum profit?

2. The manager of an oil refinery must decide on the optimal mix of two
possible blending processes of which the input and output per
production run are given as follows

Process Input (units) output (units)

(units) Crude Crude Gasolin Gasoline

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 Linear optimization:- chapter two

A B eX Y
1 5 3 5 4
2 4 5 3 4
The maximum amount available of crude A and B are 200 unit and 150
units respectively. Market requirements show that at least 100 units of
gasoline X and 80 units of gasoline Y must be produce. The profit per
production run from process 1 and process 2 are birr 300 and birr 400
respectively. Formulate this problem as an LP model to maximize
profit.

3. A manufacturer of fiberglass camper tops for pickup trucks makes a

compact model and a regular model. Each compact top requires 5
hours from the fabricating department and 2 hours from the finishing
department. Each regular top requires 4 hours from the fabricating
department and 3 hours from the finishing department. The maximum
labor-hours available per week in the fabricating department and the
finishing department are 200 and 108, respectively. If the company
makes a profit of $40 on each compact top and $50 on each regular
top, how many tops of each type should be manufactured each week
to maximize the total weekly profit, assuming all tops can be sold?
What is the maximum profit?

4. A company makes two types of sofas, regular and long, at two

locations, one in Hickory and one in Lenoir. The plant in Hickory has a
daily operating budget of $45,000 and can produce at most 300 sofas
daily in any combination. It costs $150 to make a regular sofa and
$200 to make a long sofa at the Hickory plant. The Lenoir plant has a
daily operating budget of $36,000, can produce at most 250 sofas daily
in any combination and makes a regular sofa for $135 and a long sofa
for $180. The company wants to limit production to a maximum of 250
regular sofas and 350 long sofas each day. If the company makes a
profit of $50 on each regular sofa and $70 on each long sofa, how
many of each type should be made at each plant in order to maximize
profit? What is the maximum profit?

A manufacturing plant makes two types of boats, a two-person boat and a four-
person boat. Each two-person boat requires 0.9 labor-hours from the cutting
department and 0.8 labor-hours from the assembly department. Each four-person
boat requires 1.8 labor-hours from the cutting department and 1.2 labor-hours from
the assembly department. The maximum labor-hours available per month in the

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 Linear optimization:- chapter two

cutting department and the assembly department are 864 and 672, respectively.
The company makes a profit of $25 on each two-person boat and $40 on each four-
person boat how many boats of each kind should the company produce in order to
maximize profit?

A farmer wants to customize his fertilizer for his current crop. He can buy plant food
mix Aand plant food mix B. Each cubic yard of food A contains 20 pounds of
phosphoric acid, 30 pounds of nitrogen and 5 pounds of potash. Each cubic yard of
food B contains 10 pounds of phosphoric acid, 30 pounds of nitrogen and 10 pounds
of potash. He requires a minimum of 460 pounds of phosphoric acid, 960 pounds of
nitrogen and 220 pounds of potash. If food A costs $30 per cubic yard and food B
costs $35 per cubic yard, how many cubic yards of each food should the farmer
blend to meet the minimum chemical requirements at a minimal cost? What is this
cost?

A company makes three models of desks, an executive model, an office model and
a student model. Each desk spends time in the cabinet shop, the finishing shop and
the crating shop as shown in the table:

Type of Cabinet Finishing Crating Profi

desk shop shop shop t
Executive 2 1 1 150
Office 1 2 1 125
Student 1 1 .5 50
Available 16 16 10
hours
Inform, Inc., a media marketing firm, has contracted with a company to market its
product. The company wants its TV and radio advertising to reach different numbers
of customers within three age-groups: over 40, between 25 and 40, and under 25
year old. One minute of TV commercial time costs $7,000 and will reach an average
of 16,000 viewers in the over-40 group, 12,500 customers in the 25-to-40 group,
and 8,600 in the under-25 group. One minute of radio time costs $2,500 and will
reach 4,500 listeners in the over-40 age-group, 8,000 in the 25-to-40 age-group,
and 14,000 in the under-25 group. The company wants to have a total exposure of
65,000 in the over-40 group, 80,000 in the 25-40 age-group, and 70,000 in the
under-25 group. Formulate an LP model to determine the amount of different
commercial

Designing a diet

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 Linear optimization:- chapter two

A dietitian wants to design a breakfast menu for certain hospital patients.

The menu is to include two items A and B. Suppose that each ounce of A
provides 2 units of vitamin C and 2 units of iron and each ounce of B
provides 1 unit of vitamin C and 2 units of iron. Suppose the cost of A is
4birr/ounce and the cost of B is 3birr/ounce. If the breakfast menu must
provide at least 8 units of vitamin C and 10 units of iron. how many ounces
of each item should be provided in order to meet the iron and vitamin C
requirements for the least cost? What will this breakfast cost?

Bicycle factories

A small business makes 3-speed and 10-speedbicycles at two different factories.

Factory Aproduces 16 3-speed and 20 10-speed bikes in one day while factory B
produces 12 3-speed and 20 10-speed bikes daily. It costs $1000/day to operate
factory A and $800/day to operate factory B. An order for 96 3-speed bikes and 140
10-speed bikes has just arrived. How many days should each factory beoperated in
order to fill this order at a minimum cost? What is the minimum cost?

An A diet is being prepared for the University of Arizona dorms. The

objective is to feed the students at the least cost, but the diet must have
between 1,800 and 3,600 calories. No more than 1,400 calories can be
starch, and no fewer than 400 can be protein. The varied diet is to be made
of two foods: A and B. Food A costs $0.75 per pound and contains 600
calories, 400 of which are protein and 200 starches. No more than two
pounds of Food A can be used per resident. Foods B costs $0.15 per pound
and contains 900 calories, of which 700 are starch, 100 are protein, and 100
are fat.
Estimation of a Minimum Cost Healthy Diet for the Woldia
university students

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