1.What is Linear Programming?

Now, what is linear programming? Linear programming is a simple technique where

we depict complex relationships through linear functions and then find the optimum points. The
important word in previous sentence is depict. The real relationships might be much more
complex – but we can simplify them to linear relationships.
Applications of linear programming are every where around you. You use linear programming at
personal and professional fronts. You are using linear programming when you are driving from
home to work and want to take the shortest route. Or when you have a project delivery you make
strategies to make your team work efficiently for on time delivery.
Example of a linear programming problem
Let’s say a FedEx delivery man has 6 packages to deliver in a day. The warehouse is located at
point A. The 6 delivery destinations are given by U, V, W, X, Y and Z. The numbers on the lines
indicate the distance between the cities. To save on fuel and time the delivery person wants to
take the shortest route.

So, the delivery person will calculate different routes for going to all the 6 destinations and then
come up with the shortest route. This technique of choosing the shortest route is called linear
programming.
In this case, the objective of the delivery person is to deliver the parcel on time at all 6
destinations. The process of choosing the best route is called Operation Research. Operation
research is an approach to decision-making, which involves a set of methods to operate a system.
In the above example, my system was the Delivery model.
Linear programming is used for obtaining the most optimal solution for a problem with given
constraints. In linear programming, we formulate our real life problem into a mathematical
model. It involves an objective function, linear inequalities with subject to constraints.
Is the linear representation of the 6 points above representative of real world? Yes and No. It is
oversimplification as the real route would not be a straight line. It would likely have multiple
turns, U turns, signals and traffic jams. But with a simple assumption, we have reduced the
complexity of the problem drastically and are creating a solution which should work in most
scenarios.

Formulating a problem – Let’s manufacture some chocolates

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Example: Consider a chocolate manufacturing company which produces only two types of
chocolate – A and B. Both the chocolates require Milk and Choco only.  To manufacture each
unit of A and B, following quantities are required:
 Each unit of A requires 1 unit of Milk and 3 units of Choco
 Each unit of B requires 1 unit of Milk and 2 units of Choco
The company kitchen has a total of 5 units of Milk and 12 units of Choco. On each sale, the
company makes a profit of
 Rs 6 per unit A sold
 Rs 5 per unit B sold.
Now, the company wishes to maximize its profit. How many units of A and B should it produce
respectively?
Solution: The first thing I’m gonna do is represent the problem in a tabular form for better
understanding.
Milk Choco Profit per unit
A 1 3  Rs 6
B 1 2  Rs 5
Total 5 12
 
Let the total number of units produced of A be = X
Let the total number of units produced of B be = Y
Now, the total profit is represented by Z
The total profit the company makes is given by the total number of units of A and B produced
multiplied by its per unit profit Rs 6 and Rs 5 respectively.
Profit: Max Z = 6X+5Y
which means we have to maximize Z.
The company will try to produce as many units of A and B to maximize the profit. But the
resources Milk and Choco are available in limited amount.
As per the above table, each unit of A and B requires 1 unit of Milk. The total amount of Milk
available is 5 units. To represent this mathematically,
X+Y ≤ 5
Also, each unit of A and B requires 3 units & 2 units of Choco respectively. The total amount of
Choco available is 12 units. To represent this mathematically,
3X+2Y ≤ 12
Also, the values for units of A can only be integers.
So we have two more constraints, X ≥ 0  &  Y ≥ 0
For the company to make maximum profit, the above inequalities have to be satisfied.
This is called formulating a real-world problem into a mathematical model.
 
Common terminologies used in Linear Programming
Let us define some terminologies used in Linear Programming using the above example.
 Decision Variables: The decision variables are the variables which will decide my
output. They represent my ultimate solution. To solve any problem, we first need to
identify the decision variables. For the above example, the total number of units for
A and B denoted by X & Y respectively are my decision variables.
 Objective Function: It is defined as the objective of making decisions. In the above
example, the company wishes to increase the total profit represented by Z. So, profit is
my objective function.

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  Constraints: The constraints are the restrictions or limitations on the decision variables.
They usually limit the value of the decision variables. In the above example, the limit on
the availability of resources Milk and Choco are my constraints.
 Non-negativity restriction: For all linear programs, the decision variables should always
take non-negative values. Which means the values for decision variables should be
greater than or equal to 0.
Process to formulate a Linear Programming problem
Let us look at the steps of defining a Linear Programming problem generically:
1. Identify the decision variables
2. Write the objective function
3. Mention the constraints
4. Explicitly state the non-negativity restriction
For a problem to be a linear programming problem, the decision variables, objective function and
constraints all have to be linear functions.
If the all the three conditions are satisfied, it is called a Linear Programming Problem.
 
2. Solve Linear Programs by Graphical Method
A linear program can be solved by multiple methods. In this section, we are going to look at the
Graphical method for solving a linear program. This method is used to solve a two variable
linear program. If you have only two decision variables, you should use the graphical method to
find the optimal solution.
A graphical method involves formulating a set of linear inequalities subject to the constraints.
Then the inequalities are plotted on a X-Y plane. Once we have plotted all the inequalities on a
graph the intersecting region gives us a feasible region. The feasible region explains what all
values our model can take. And it also gives us the optimal solution.
Let’s understand this with the help of an example.
Example: A farmer has recently acquired an 110 hectares piece of land. He has decided to grow
Wheat and barley on that land. Due to the quality of the sun and the region’s excellent climate,
the entire production of Wheat and Barley can be sold. He wants to know how to plant each
variety in the 110 hectares, given the costs, net profits and labor requirements according to the
data shown below:
Variety Cost (Price/Hec)  Net Profit (Price/Hec)  Man-days/Hec
Wheat 100  50  10
Barley 200  120  30
The farmer has a budget of US$10,000 and an availability of 1,200 man-days during the
planning horizon. Find the optimal solution and the optimal value.
Solution: To solve this problem, first we gonna formulate our linear program.
Formulation of Linear Problem
Step 1: Identify the decision variables
The total area for growing Wheat = X (in hectares)
The total area for growing Barley  = Y (in hectares)
X and Y are my decision variables.
 
Step 2: Write the objective function
Since the production from the entire land can be sold in the market. The farmer would want to
maximize the profit for his total produce. We are given net profit for both Wheat and Barley. The
farmer earns a net profit of US$50 for each hectare of Wheat and US$120 for each Barley.
Our objective function (given by Z) is, Max Z = 50X + 120Y
 
Step 3: Writing the constraints 
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1. It is given that the farmer has a total budget of US$10,000. The cost of producing Wheat and
Barley per hectare is also given to us. We have an upper cap on the total cost spent by the farmer.
So our equation becomes:
100X + 200Y ≤ 10,000 
2. The next constraint is, the upper cap on the availability on the total number of man-days for
planning horizon. The total number of man-days available are 1200. As per the table, we are
given the man-days per hectare for Wheat and Barley.
10X + 30Y ≤ 1200
3. The third constraint is the total area present for plantation. The total available area is 110
hectares. So the equation becomes,
X + Y ≤ 110
 
Step 4: The non-negativity restriction
The values of X and Y will be greater than or equal to 0. This goes without saying.
X ≥ 0, Y ≥ 0
We have formulated our linear program. It’s time to solve it.
Solving a LP through Graphical method
Since we know that X, Y ≥ 0. We will consider only the first quadrant.
To plot for the graph for the above equations, first I will simplify all the equations.
100X + 200Y ≤ 10,000 can be simplified to X + 2Y ≤ 100 by dividing by 100.
10X + 30Y ≤ 1200 can be simplified to X + 3Y ≤ 120 by dividing by 10.
The third equation is in its simplified form, X + Y ≤ 110.
Plot the first 2 lines on a graph in first quadrant (like shown below)
The optimal feasible solution is achieved at the point of intersection where the budget & man-
days constraints are active. This means the point at which the equations X + 2Y ≤ 100 and X +
3Y ≤ 120 intersect gives us the optimal solution.
The values for X and Y which gives the optimal solution is at (60,20).
To maximize profit the farmer should produce Wheat and Barley in 60 hectares and 20 hectares
of land respectively.
The maximum profit the company will gain is,
Max Z = 50 * (60) + 120 * (20)
=  US$5400

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3. Solve Linear Program Using R
R is an open source tool which is very popular among the data scientists for essential data
science tasks. Performing linear programming is very easy and we can attain an optimum
solution in very few steps. Come let’s learn.
Example: A toy manufacturing organization manufactures two types of toys A and B. Both the
toys are sold at Rs.25 and Rs.20 respectively. There are 2000 resource units available every day
from which the toy A requires 20 units while toy B requires 12 units. Both of these toys require a
production time of 5 minutes. Total working hours are 9 hours a day. What should be the
manufacturing quantity for each of the pipes to maximize the profits?
Here:
The objective function is:
Max.Z=25x+20y
where x are the units of pipe A
y are the units of pipe B
Constraints:
20x+12y<=2000
5x+5y<=540

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