Vigi Main 2
Vigi Main 2
LPP
0.1 Introduction
Many business and economic situations are concerned with a problem of planning
activity.
In each case, there are limited resources at our disposal and our problem is to make
such a use of these resources so as to yield the maximum production or to minimise
the cost of production, or to give the maximum profit, etc. Such problems are referred
to as the problems of constrained optimisation.
Linear programming is a technique for determining an optimum schedule of interde-
pendent activities in view of the available resources.
The word linear stands for indicating that all relationships involved in a particular
problem are linear. P rogramming is just another word for ’planning’ and refers to the
process of determining a particular plan of action from amongst several alternatives.
1
2
Basic Assumptions:
1. Certainty: In all LPP’s, it is assumed that all the parameters; such as availabil-
ity of resources, profit (or lost) contribution of a unit of decision variable and
consumption of resources by a unit decision variable must be known and fixed.
2. Divisibility (or continuity): This implies that solution values of the decision
variables and resources can take on any non-negative values, including fractional
values of the decision variables.
4. Additivity: The value of the objective function for the given values of decision
variables and the total sum of resources used, must be equal to the sum of the
contributions earned from each decision variable and the sum of the resources
used by each decision variable respectively.
4. Identify the constraints in the problem and express them as linear inequalities
or equations, LHS of which are linear functions of the decision variables.
5. Identify the objective function and express it as a linear function of the decision
variables.
Example 0.3.1 (Product Allocation Problem) A company has three operational de-
partments (weaving, processing and packing) with capacity to produce three different
types of cloths namely suitings, shirtings and woollens yielding a profit of Rs.2, Rs.4
and Rs.3 per metre respectively. One metre of suiting requires 3 minutes in weaving,
2 minutes in processing and 1 minute in packing. Similarly one metre of shirting
requires 4 minutes in weaving, 1 minute in processing and 3 minutes in packing. One
metre of woollen requires 3 minutes in each department. In a week, total run time of
each department is 60, 40 and 80 hours for weaving, processing and packing respec-
tively.
Formulate the linear programming problem to find the product mix to maximize the
profit
Solution The data of the given problem is listed as follows:
Suitings 3 2 1 2
Shirtings 4 1 3 4
Woollens 3 3 3 3
Availability
of time 60 × 60 40 × 60 80 × 60
Step 1: The key decision is to determine the weekly rate of production for the three
types of cloths.
4
Step2: Let us designate the weekly production of suitings, shirtings and woollens by
x1 metres, x2 meters and x3 meters respectively.
Step3: Since it is not possible to produce negative quantities, feasible alternatives
are sets of values of x1 , x2 and x3 satisfying x1 ≥ 0, x2 ≥ 0 and x3 ≥ 0.
Step 4: The constraints are the limited availability of three operational depart-
ments. One metre of suiting requires 3 minutes of weaving. The quantity being x1
meters, the requirement for suiting alone will be 3x1 units. Similarly, x2 meters of
shirting and x3 meters of woollen will require 4x2 and 3x3 minutes respectively. Thus,
the total requirement of weaving will be 3x1 + 4x2 + 3x3 , which should not exceed
the available 3600 minutes. So, the labour constraint becomes 3x1 +4x2 +3x3 ≤ 3600.
Similarly, the constraints for the processing department and packing depart-
ments are 2x1 + x2 + 3x3 ≤ 2400 and x1 + 3x2 + 3x3 ≤ 4800 respectively.
Step 5: The objective is to maximize the total profit from sales. Assuming that
whatever is produced is sold in the market, the total profit is given by the linear
equation
z = 2x1 + 4x2 + 3x3 .
The linear programming problem can thus be put in the following mathematical
format:
Find x1 , x2 and x3 so as to
maximize z = 2x1 + 4x2 + 3x3
subject to the constraints:
3x1 + 4x2 + 3x3 ≤ 3600
2x1 + x2 + 3x3 ≤ 2400
x1 + 3x2 + 3x3 ≤ 4800
x1 ≥ 0, x2 ≥ 0 and x3 ≥ 0.
bottles. However, each can be used on both types with some loss of efficiency. The
following data is available:
Machine 8−ounce bottles 16−ounce bottles
A 100/minute 40/minute
B 60/minute 75/minute
Each machine can be run 8−hours per day, 5 days per week. Profit on a 8−ounce
bottle is 25 paise and on a 16−ounce bottle is 35 paise. Weekly production of the
drink cannot exceed 3, 00, 000ounces and the market can absorb 25, 000 8−ounce
bottles and 7, 000 16−ounce bottles per week. The planner wishes to maximize his
profit subject, of course, to all the production and marketing restrictions.
Formulate this as a linear programming problem.
Solution The data of the problem is listed as follows:
Resource/
constraint Production Availability
8−ounce bottle 16−ounce bottle
Step:1 The key decision to be made is to determine the number of bottles (8-
ounces and 16-ounces) to be produced per week.
Step:2 Let x1 and x2 be the number of 8−ounce and 16−ounce bottles respec-
tively, produced per week.
6
1
1. Machine-time constraints: An 8−ounce bottle takes 100
minutes on machine A
1
and 60
minutes on machine B.
1 1
A 16−ounce bottle takes 40
minutes on machine A and 75
minutes on machine
B.
Since both the machines can run 8 hours per day for 5 days per week, the time
available on both the machines is 2, 400 minutes per week individually. Thus,
the two machine time constraints are:
x1 x2
+ ≤ 2, 400 (Machine A)
100 40
x1 x2
+ ≤ 2, 400 (Machine B)
60 75
That is,
4x1 + 10x2 ≤ 9, 60, 000
Find x1 and x2 so as to
maximize z = 0 · 25x1 + 0 · 35x2
0.3. Mathematical Formulation of an LPP 7
Example 0.3.3 (Blending Problem) The manager of an oil refinery must decide on
the optimum mix of two possible blending processes of which the input and output
production runs are as follows:
Process Input Output
Crude A Crude B Gasoline X Gasoline Y
1 6 4 6 9
2 5 6 5 5
The maximum amounts available of crudes A and B are 250 units and 200 units
respectively. Market demand shows that at least 150 units of gasoline X and 130
units of gasoline Y must be produced. The profits per production run from process 1
and process 2 are Rs.4 and Rs.5 respectively. Formulate the problem for maximising
the profit.
Solution Step:1 The key decision is to determine the number of units of gasoline
produced from process 1 and 2.
Step:2 Decision variables
Let x1 be the number of units of gasoline produced from process 1 and x2 be the
number of units of gasoline produced from process 2.
Step:3 Feasible alternatives
x1 ≥ 0 and x2 ≥ 0.
Step:4 Constraints
1. Availability constraints:
8
2. Demand constraints:
Step:5 The objective is to maximize the total profit of the production of gasoline
4x1 + 5x2 .
Therefore the required LPP is
Find x1 and x2 so as to
maximize z = 4x1 + 5x
subject to the constraints:
6x1 + 5x2 ≤ 250,
4x1 + 6x2 ≤ 200,
6x1 + 5x2 ≥ 150,
9x1 + 5x2 ≥ 130,
x1 ≥ 0 and x2 ≥ 0.
Example 0.3.4 Old hens can be bought for Rs.2 each and young ones Rs.5 each.
The old hens lay 3 eggs per week and the young ones 5 eggs per week. Each being
worth 30 paise. A hen costs Rs. 1 per week to feed. If I have only Rs.80 to spend
for hens, How many of each kind should I buy to give a profit of more than Rs.6 per
week. Also assuming that I cannot house more than 20 hens. Write a mathematical
model of the problem.
Solution Step:1 The key decision is to determine the number of old hens and young
hens to be bought.
Step:2 Decision variables
Let x1 be the number of old hens to be bought, and x2 be the number of young hens
0.3. Mathematical Formulation of an LPP 9
to be bought.
Step:3 Feasible alternatives
x1 ≥ 0 and x2 ≥ 0.
Step:4 Constraints
1. Availability constraints:
2. Profit constraint: Rate of 1 egg is 30 paise and one old hen lays 3 eggs per week.
So x1 number of old hens lay 3x1 eggs per week.
Therefore rate of 3x1 eggs is Rs.0 · 9x1 .
Similarly, the rate of 5x2 eggs is Rs.1 · 5x2 .
Also a hen costs Rs.1 per week to feed.
∴ In a week the total profit is 0 · 9x1 + 1 · 5x2 − (x1 + x2 )1 = −0 · 1x1 + 0 · 5x2 .
The constraint on the profit is more than Rs6.Hence the constraint on profit is
−0 · 1x1 + 0 · 5x2 ≥ 6.
Find x1 and x2 so as to
maximize z = −0 · 1x1 + 0 · 5x2
subject to the constraints:
2x1 + 5x2 ≤ 80,
x1 + x2 ≤ 20,
−0 · 1x1 + 0 · 5x2 ≥ 6,
x1 ≥ 0 and x2 ≥ 0.
10
Example 0.3.5 An animal feed company must produce 200 grams of a mixture
containing the inheridiant X1 and X2 . X1 costs Rs.3 per gram and X2 costs Rs.8 per
gram. Not more than 80 grams of X1 can be used and minimum quantity to be used
for X2 is 60 grams. Find how much of inheridiant should be used if the company
wants to minimize the cost. Formulate.
Solution Step:1 The key decision is to determine the total cost of both inheridiants.
Step:2 Decision variables
Let x1 be the quantity of X1 , and x2 be the quantity of X2 .
Step:3 Feasible alternatives
x1 ≥ 0 and x2 ≥ 0.
Step:4 Constraints
x1 ≤ 80
x2 ≥ 60
x1 + x2 = 200.
Step:5 The objective is to minimize the total cost 3x1 + 8x2 of inheridiants. Therefore
the required LPP is
Find x1 and x2 so as to
minimize z = 3x1 + 8x2
subject to the constraints:
x1 ≤ 80,
x2 ≥ 60,
x1 + x2 = 200,
x1 ≥ 0 and x2 ≥ 0.
0.3. Mathematical Formulation of an LPP 11
Example 0.3.6 A company makes two kinds of leather belts. Belt A is a high quality
belt and Belt B is of lower quality. The respective profits are Rs.4 and Rs.3 per belt.
Each belt of type A requires twice as much time as a belt of type B, and if all belts
were of type B, the company could make 1000 belts per day. The supply of leathere
is sufficient for only 800 belts per day (both A and B combined). Belt A requires a
fancy buckle and only 400 buckles are available. There are 700 buckles a day available
for belt B. Write a mathematical model of the problem.
Solution Let x1 be the number of belts of type A and x2 be the number of belts of
type B.
The mathematical formulation of the given LPP is,
of machine time and 2,800 hours of assembly time. The production of each C1 re-
quires 6 hours of machine time and 4 hours of assembly time, whereas the production
of each C2 requires 4 hours of machine time and 6 hours of assembly time. Formulate
this as an LPP so as to maximize the total profit to the company.
Solution Let x1 be the number of units of C1 and x2 be the number of units of C2 .
The mathematical format of the given LPP is:
minimize z = x1 + x2
subject to the constraints:
2x1 + x2 ≥ 12 (Demand of aspirin)
5x1 + 8x2 ≥ 74 (Demand of bicarbonate)
x1 + 6x2 ≥ 24 (Demand of codeine)
x1 ≥ 0 and x2 ≥ 0.
0.4. Graphical Method 13
Linear programming problems involving two decision variables can be solved by graph-
ical method.
Search Approach Method:
The major steps in the solution of a linear programming problem by graphical method
are listed as follows:
Step 1 : Identify the problem: the decision variables, the objective and the con-
straints.
Step 2 : Set up the mathematical formulation of the problem.
Step 3 : Plot a graph representing all the constraints of the problem and identify the
feasible region. The feasible region is the intersection of all the regions represented
by the constraints of the problem and is restricted to the first quadrant only.
Step 4 : The feasible region obtained in Step 3 may be bounded or unbounded.
Compute the coordinates of all the corner points of the feasible region.
Step 5 : Find out the value of the objective function at each corner point determined
in Step 4.
Step 6 : Select the corner point that optimizes (maximizes or minimizes) the value
of the objective function. It gives the optimum feasible solution.
Example 0.4.1 A company makes two kinds of leather belts. Belt A is a high quality
belt and Belt B is of lower quality. The respective profits are Rs.4 and Rs.3 per belt.
Each belt of type A requires twice as much time as a belt of type B, and if all belts
were of type B, the company could make 1000 belts per day. The supply of leathere
is sufficient for only 800 belts per day (both A and B combined). Belt A requires a
fancy buckle and only 400 buckles are available. There are 700 buckles a day available
for belt B. Determine the optimal product mix.
Solution Let x1 be the number of belts of type A and x2 be the number of belts of
type B.
14
Next we construct the graph by considering the carteasian plane. Now the inequalities
are graphed taking them as equations.
For example, the first constraint 2x1 + x2 ≤ 1000 will be graphed as 2x1 + x2 = 1000.
If x1 = 0, then x2 = 1000 and if x2 = 0 then x1 = 500.
These two points (0, 1000) and (500, 0) are then connected by a line which is shown
in following figure.
Any point that falls on this line or in the area below it, is acceptable in so far as
this constraint is concerned.
The region OAB formed by two axes and the line representing the equation
constraints, called feasible region or solution space is shown in the following figure by
the shaded area OPQRST.
0.4. Graphical Method 15
The optimum value of objective function occurs at one of the extreme(corner) points
of the feasible region. The coordinates of the extreme points are:
O = (0, 0), P = (400, 0), Q = (400, 200), R = (200, 600), S = (100, 700) and
T = (0, 700).
Now we compute the z-values corresponding to the extreme points:
P (400,0) 1600
Q (400,200) 2200
R (200,600) 2600 ←maximum
S (100, 700) 2500
T (0, 700) 2100
The optimum solution is that extreme point for which the objective function has
the largest value.
16
Linear programming problems involving two decision variables can be solved by graph-
ical method.
Iso-Profit or Iso-cost Method:
The major steps in the solution of a linear programming problem by graphical method
are listed as follows:
Step 1 : Identify the problem: the decision variables, the objective and the con-
straints.
Step 2 : Set up the mathematical formulation of the problem.
Step 3 : Plot a graph representing all the constraints of the problem and identify the
feasible region. The feasible region is the intersection of all the regions represented
by the constraints of the problem and is restricted to the first quadrant only.
Step 4 : The feasible region obtained in Step 3 may be bounded or unbounded.
Compute the coordinates of all the corner points of the feasible region.
Step 5 : Choose a convenient profit (or cost) and draw iso-profit (iso-cost) line so
that it falls within the feasible region.
Step 6 : Move this iso-profit (iso-cost) line parallel to itself farther (closer) from (to)
the origin.
Step 7 : Identify the optimum solution as the coordinates of that point on the fea-
sible region touched by the highest possible iso-profit line (or lower possible iso-cost
line).
Step 8 : Compute the optimum feasible solution.
Example 0.5.1 (0.4.1) A company makes two kinds of leather belts. Belt A is a high
quality belt and Belt B is of lower quality. The respective profits are Rs.4 and Rs.3
per belt. Each belt of type A requires twice as much time as a belt of type B, and
if all belts were of type B, the company could make 1000 belts per day. The supply
0.5. Graphical Method 2: 17
of leathere is sufficient for only 800 belts per day (both A and B combined). Belt A
requires a fancy buckle and only 400 buckles are available. There are 700 buckles a
day available for belt B. Determine the optimal product mix.
Solution Let x1 be the number of belts of type A and x2 be the number of belts of
type B.
The mathematical formulation of the given LPP is:
Next we construct the graph by considering the carteasian plane. Now the inequalities
are graphed taking them as equations.
For example, the first constraint 2x1 + x2 ≤ 1000 will be graphed as 2x1 + x2 = 1000.
If x1 = 0, then x2 = 1000 and if x2 = 0 then x1 = 500.
These two points (0, 1000) and (500, 0) are then connected by a line which is shown
in following figure.
Any point that falls on this line or in the area below it, is acceptable in so far as
this constraint is concerned.
The region OAB formed by two axes and the line representing the equation
constraints, called feasible region or solution space is shown in the following figure by
the shaded area OPQRST.
The optimum value of objective function occurs at one of the extreme(corner)
points of the feasible region. The coordinates of the extreme points are:
18
O = (0, 0), P = (400, 0), Q = (400, 200), R = (200, 600), S = (100, 700) and
T = (0, 700).
Let the profit to the company is Rs.1200(arbitrary). The objective function then
becomes:
4x1 + 3x2 = 1200.
We draw this equation as a straight line in the feasible region shown in following
figure. This line is known as iso-profit line.
Also note that the iso-profit function(objective value function) is a straight line on
which every point has the same total profit.
Now, move the iso-profit line parallel to itself farther from the origin.
Observe that one of the iso-profit line touches only point R before leaving the feasible
region. This iso-profit line is termed as highest possible iso-profit line and point R
gives the extreme point of the solution space.
Hence, the optimum feasible solution is:
Example 0.5.2 Old hens can be bought for Rs.2 each and young ones Rs.5 each.
The old hens lay 3 eggs per week and the young ones 5 eggs per week. Each being
0.5. Graphical Method 2: 19
worth 30 paise. A hen costs Rs. 1 per week to feed. Also assuming that I cannot
house more than 20 hens. If I have only Rs.80 to spend for hens, How many of each
kind should I buy to give a profit of more than Rs.6 per week?
Solution Step:1 The key decision is to determine the number of old hens and young
hens to be bought.
Step:2 Decision variables
Let x1 be the number of old hens to be bought, and x2 be the number of young hens
to be bought.
Step:3 Feasible alternatives
x1 ≥ 0 and x2 ≥ 0.
Step:4 Constraints
1. Availability constraints:
2. Profit constraint: Rate of 1 egg is 30 paise and one old hen lays 3 eggs per week.
So x1 number of old hens lay 3x1 eggs per week.
Therefore rate of 3x1 eggs is Rs.0 · 9x1 .
Similarly, the rate of 5x2 eggs is Rs.1 · 5x2 .
Also a hen costs Rs.1 per week to feed.
∴ In a week the total profit is 0 · 9x1 + 1 · 5x2 − (x1 + x2 )1 = −0 · 1x1 + 0 · 5x2 .
The constraint on the profit is more than Rs6.Hence the constraint on profit is
−0 · 1x1 + 0 · 5x2 ≥ 6.
Find x1 and x2 so as to
maximize z = −0 · 1x1 + 0 · 5x2
subject to the constraints:
2x1 + 5x2 ≤ 80,
x1 + x2 ≤ 20,
−0 · 1x1 + 0 · 5x2 ≥ 6,
x1 ≥ 0 and x2 ≥ 0.
Next we construct the graph by considering the carteasian plane. Now the inequalities
are graphed taking them as equations.
x1 + x2 = 20,
−0 · 1x1 + 0 · 5x2 = 6.
Therefore the corresponding feasible region is ABC. Where the coordinates are
A(0, 12), B( 20
3 3
, 40 ) and C(0, 16).
0.5. Graphical Method 2: 21
C C(0, 16) 8
Find x1 and x2 so as to
minimize z = 3x1 + 8x2
subject to the constraints:
x1 ≤ 80,
x2 ≥ 60,
x1 + x2 = 200,
x1 ≥ 0 and x2 ≥ 0.
Next we construct the graph by considering the carteasian plane. Now the inequalities
are graphed taking them as equations.
x1 = 80,
x2 = 60,
22
x1 + x2 = 200.
Therefore the corresponding feasible region is the line segment joining the points A
and B. Where the coordinates are A(80, 120) and B(0, 200).
x1 − x2 ≥ 0,
0 ≤ x1 ≤ 20 and 3 ≤ x2 ≤ 12.
Solution we construct the graph by considering the carteasian plane. Now the in-
equalities are graphed taking them as equations.
x1 + x2 = 30,
x1 − x2 = 0,
x1 = 20
x2 = 3 and x2 = 12.
Therefore the corresponding feasible region is ABCDE. Where the coordinates are
A(3, 3), B(20, 3), C(20, 10), D(18, 12) and E(12, 12).
C (20, 10) 70
D (18, 12) 72
E (12, 12) 60
Example 0.5.5 A firm manufactures two products A and B on which the profits
earned per unit are Rs.3 and Rs.4 respectively. Each product is processed on two
machines M1 and M2 . Product A requires one minute of processing time on M1
and two minutes on M2 while B requires one minute on M1 and one minute on M2 .
Machine M1 is available for not more than 7 hours and 30 minutes, while machine
M2 is available for 10 hours during any working day. Find the number of units of
products A and B to be manufactured to get maximum profit.
Solution The data of the given problem is listed as follows:
A 3 1 2
B 4 1 1
x1 + x2 ≤ 450,
and
2x1 + x2 ≤ 600 respectively.
The linear programming problem can thus be put in the following mathematical
format:
0.5. Graphical Method 2: 25
x1 + x2 ≤ 450,
and
2x1 + x2 ≤ 600
x1 ≥ 0 and x2 ≥ 0.
Next we construct the graph by considering the carteasian plane. Now the inequalities
are graphed taking them as equations.
x1 + x2 = 450,
and
2x1 + x2 = 600
Therefore the corresponding feasible region OABC. Where the coordinates are
O(0, 0), A(300, 0), B(150, 300) and C(0, 450).
26
This section considers the following three special cases that arise in the application
of the graphical method:
1. Alternative optima:
When the objective function is parallel to a binding constraint, the objective
function will assume the same optimum value at more than one solution point.
For this reason they are called alternative optima.
2. Unbounded solution:
When the values of the decision variables may be increased indefinitely without
violating any of the constraints, the solution space is unbounded. The value of
objective function, in such cases, may increase or decrease indefinitely. Thus,
both the solution space and the objective function value are unbounded.
Example 0.6.1 (Alternative optima) Use graphical method to solve the LPP:
0.6. Some exceptional cases of graphical method 27
x1 + 2x2 ≤ 5,
x1 + x2 ≤ 4
x1 ≥ 0 and x2 ≥ 0.
Solution we construct the graph by considering the carteasian plane. Now the
inequalities are graphed taking them as equations.
x1 + 2x2 = 5,
and
x 1 + x2 = 4
For x1 + 2x2 = 5, the line joins the points (0, 2 · 5) and (5, 0).
For drawing x1 + x2 = 4, the line joins the points (0, 4) and (4, 0). Therefore the
corresponding feasible region is the OABC shown in figure. Where the coordinates
are O(0, 0), A(4, 0), B(3, 1) and C(0, 2 · 5).
The unknown point B is obtained by solving the two equations
x1 + 2x2 = 5, and x1 + x2 = 4.
28
B (3, 1) 10
C (0, 2 · 5) 10
Here there are two extreme points gives the maximum value. Also note that any
point on the line segment BC gives the maximum value (z = 10) of the objective
function. So there are infinitely many solutions exist for the given problem.
Example 0.6.2 (Unbounded Solution) Use graphical method to solve the following
LPP:
maximize z = 6x1 + x2
subject to the constraints:
2x1 + x2 ≥ 3,
x2 − x1 ≥ 0
x1 ≥ 0 and x2 ≥ 0.
Solution we construct the graph by considering the carteasian plane. Now the
inequalities are graphed taking them as equations.
2x1 + x2 = 3, x2 − x1 = 0.
For drawing 2x1 + x2 = 3, the line joins the points (0, 3) and (1 · 5, 0).
For drawing x2 − x1 = 0, the line joins the points (0, 0) and (1, 1). Therefore the cor-
responding feasible region is unbounded and shown in figure. Where the coordinates
are A(1, 1), and B(0, 3).
0.6. Some exceptional cases of graphical method 29
Here, we observe, that the feasible region is unbounded and the value of the
objective function at the extreme points A(1, 1) and B(0, 3) are 7 and 3 respectively.
But there exist number of points in the feasible region for which the value of the
objective function is more than 7. For example, the point (1, 100) lies in the feasible
region and the objective function value at this point is 106 which is more than 7.
Thus both the variables x1 and x2 can be made arbitrarily large and the value of z
also increased. Hence, the problem has an unbounded solution.
That is there exist an infinite number of solutions to the given problem and the
optimal value of z lies at infinity.
Example 0.6.3 (Infeasible Solution) Use graphical method to solve the following
LPP:
maximize z = x1 + x2
30
x1 + x2 ≤ 1,
−3x1 + x2 ≥ 3
x1 ≥ 0 and x2 ≥ 0.
Solution we construct the graph by considering the carteasian plane. Now the in-
equalities are graphed taking them as equations.
x1 + x2 = 1, − 3x1 + x2 = 3
For drawing x1 + x2 = 1, the line joins the points (0, 1) and (1, 0).
For drawing −3x1 + x2 = 3, the line joins the points (0, 3) and (−1, 0). The problem
is depicted graphically shown in the following figure.
From the graph, there is no point (x1 , x2 ) which can lie in the common region (satisfy
both the constraints), there exists no solution to the given problem. Hence, there is
infeasible solution.
We shall consider the LPP in the general context, that is, when the number of
variables is more than two.
0.7. General Linear Programming Problem 31
Maximize z = c1 x1 + c2 x2 + · · · + cn xn
subject to the constraints :
ai1 x1 + ai2 x2 + · · · + ain xn ≤ bi ; i = 1, 2, · · · , m.
x1 , x2 , · · · , xn ≥ 0.
is called the canonical form of LPP.
Definition 0.7.8 (The standard form of LPP) The general linear programming prob-
lem in the form
Maximize or Minimize z = c1 x1 + c2 x2 + · · · + cn xn
subject to the constraints:
ai1 x1 + ai2 x2 + · · · + ain xn = bi ; i = 1, 2, · · · , m.
x1 , x2 , · · · , xn ≥ 0.
is called standard form of LPP.
The characteristics of the canonical form:
2. All the constraints are of the ≤ type, except for the non-negative restrictions.
An inequality of ≥ type can be changed to an inequality of the ≤ type by
multiplying both sides of the inequality by −1.
0.7. General Linear Programming Problem 33
1. All the constraints are expressed in the form of equations, except for the non-
negative restrictions.
Definition 0.7.9 (The Matrix form of Canonical form of an LPP) The general linear
programming problem in the form
Maximize z = cT x
subject to the constraints :
Ax≤ b,
x ≥ 0.
where x = (x1 , x2 , · · · , xn ), c = (c1 , c2 , · · · , cn ), bT = (b1 , b2 , · · · , bn ) and A =
(aij ); i = 1, 2, · · · , m; j = 1, 2, · · · , n.
is called the matrix form of canonical form of an LPP.
Definition 0.7.10 (The matrix form of standard form of an LPP) The general linear
programming problem in the form
Maximize or Minimize z = cT x
subject to the constraints:
Ax=b,
x ≥ 0.
Proof:
Let the LPP be to determine x so as to maximize the linear function z = cT x subject
to the constraints: Ax=b, x≥ 0.
Let x(1) ,x(2) be two feasible solutions to this problem, so that
x = λx(1) + (1 − λ)x(2) , 0 ≤ λ ≤ 1.
Clearly,
is a convex set.