Chapter One: Linear Programming

ACT 512
No. Name ID
1. Most. Sumana Khatun 1703007
2. Rajwona Sharmin 1703015
3. Rima Akter 1703021
4. Md. Reazul Islam 1703025
5. Asma Anika 1703032

After completing this chapter, we will able to know:

1. Definition of linear programming and its assumptions.
2. Linear programming and business decision making.
3. Components of linear programming.
4. Advantages and uses of linear programming.
5. Limitations of linear programming.
6. Application of linear programming
7. How do you minimize objective function?
8. The problem of linear programming graphically model under minimization.

Definition of Linear Programming

Linear Programming is a mathematical technique for maximizing or minimizing a linear function of
several variables, such as output or cost. It is a mathematical tool for finding profit-maximizing (or cost-
minimizing) combinations of products to produce when a firm has several products that it can produce
but faces linear constraints on the resources available in the production processes or on maximum and
minimum production requirements.

Assumptions of linear programming

Linear programming is the method of considering different inequalities relevant to a situation and
calculating the best value that is required to be obtained in those conditions. Some of the assumptions
taken while working with linear programming are:
1. The number of constraints should be expressed in the quantitative terms.
2. The relationship between the constraints and the objective function should be linear.
3. The linear function (i.e., objective function) is to be optimized.

Linear Programming and Business Decision Making

Organizations are constantly confronted with choices that, with some ingenuity, can be structured in a
way that can be solved using a mathematical tool called linear programming. Some common decisions
organizations have solved using linear programming are:
1. Choosing the best short-term product mix.
2. Programming a refinery to generate the best yield from a barrel of crude oil.
3. Determining the best use of a raw material such as a fish or a tree.
4. Determining the best path in a distribution network, called the travelling salesman problem or the
transportation problem.
5. Choosing the least cost recipe to produce a product that meets given specifications.

Linear Programming Components

Linear programs have three components:
1. An objective function: which is a statement, in mathematical terms, of what has to be accomplished?
Some common examples include: maximize contribution margin, minimize cost, minimize distance
travelled and maximize the expected benefits of public expenditures.
2. The decision variables: which reflect the decision maker's choices? Some common examples include:
the product mix. the mix of input factors of production, the allocation of government funds to different
projects and the shortest or least path through a network.
3. The constraints: which reflect the factors that constrain the value of the objective function. Common
constraints include: machine hours, labor hours, funds that can be allocated to projects and amounts of
products that can be sold.

Advantages and Uses of Linear Programming

The advantages of linear programming are as follows:
1. Linear programming provides insights into business problems.
2. It helps to solve multi-dimensional problems.
3. According to change of the conditions, linear programming helps us in adjustments.
4. By calculating the profit and cost of different things, Linear programming also helps to take the best
solution.
Linear Programming is very much used in the field of Mathematics and some other fields like
economics, business, telecommunication, and the manufacturing fields.

The limitations of linear programming

The limitations of linear programming are:
1. If we assume that all relations are linear, then it may not hold good for all the situations.
2. All the constraints and coefficients are mentioned in Linear programming with certainty.
3. We can compute the solution manually if number of variables or constraints is very large
4. It is not simple to specify the constraints even after the determination of a given function. Specifying
constraints is difficult.
5. There is a possibility that both functions are linear.
6. Determining the given function mathematically in a linear programming problem is quite difficult.
7. While solving a linear programming problem, the main problem is to determine the coefficient values
at each step.
8. The assumptions made are not real since they are taken based on the elements in the given situation.
9. The solutions obtained can be real numbers all the time.
10. When the objective function is determined, it is not easy to find social, institutional, and other
constraints.

Applications of Linear Programming

Linear Programming is widely used in all fields, including agriculture, engineering, manufacturing,
energy, logistical, and supply chain activities.
1. Engineering: Using linear programming, engineers optimize resources in the manufacturing and
production industries to maximize profits..
2. Logistics: Transportation and logistics companies use linear programming to calculate the shortest
routes, travel times, and pricing strategies.
3. Agriculture: Engineering can use linear programming in agriculture to determine what crops to grow
and how much to grow to increase revenue.
4. Food Industry: To keep away from no communicable diseases, linear programming can help health
managers and nutritionists plan dietary needs.
5. Energy Sector: This technique is also applied in the energy sector to optimize the electric load, the
shortest distribution lines, and the electrical power grid design.
6. Programming and Data Science: Data Scientists encounter linear programming problems regularly.
Data science developers can benefit from linear programming.
7. Linear Programming in Python: Any linear programming problems can be solved by using Pulp, one
of the libraries in python ecosystems, to optimize any problems.
8. Efficient Manufacturing: To maximize profit, companies use linear expressions.
9. Transportation Optimization: For cost and time efficiency.

How do you minimize objective function?

Minimization linear programming problems are solved in a manner that’s pretty similar to the way
maximization problems are solved.
In standard minimization problems, the constraints are of the form 𝑎𝑥 + 𝑏𝑦 ≥ 𝑐, instead of the form 𝑎𝑥 +
𝑏𝑦 ≤ 𝑐 used in the standard maximization problems. Because of this, the feasible solution will extend
indefinitely to the upper right of the first quadrant, and is unbounded. But that isn’t an issue because for
the purpose of minimizing the objective function, the line associated with the objective function gets
moved towards the origin, and the critical point that minimizes the function that is closest to the origin.
You should know that in a situation where there is an unbounded feasibility region, there is no chance of
finding an optimal solution.
A linear program would also not have an optimal solution if there is no feasibility region. If the
inequality constraints aren’t compatible, there wouldn’t be a region in the graph that satisfies all the
constraints. If the linear program does not have a feasible solution that satisfies all the constraints, then it
is not possible for it to have an optimal solution.
Here are the basic steps involved in minimizing an objective function:
1. You have to first write the objective function.
2. Next, you need to write the constraints.
For the standard minimization linear programming problems, constraints will be of the form: 𝑎𝑥 + 𝑏𝑦 ≥
𝑐
Since the variables are non-negative, you should include the constraints: 𝑥 ≥ 0 ; 𝑦 ≥ 0
3. Now, you have to graph the constraints.
4. Next, you need to shade the feasibility region.
5. Now, you have to identify the corner points.
6. Figure out which of the corner points give you the minimum value.
This can be achieved by detecting the value of the objective function at each corner point.
You can also do this by moving the line associated with the objective function.
It is also possible that the problem will not have a solution.

Problem: 1
Let us go to solve a math on the minimization linear programming. This math is...
Objective Function (minimize), Z= 3x+2y
Subjected to Constraints:
5x+7y ≥ 35
10x+ 4y ≥ 40
x, y ≥ 0
Solve the maximization Linear Programming Graphically.
Solutions:
Given That, Objective Function, Z= 3x+2y
Subjected to Constraints:
5x+7y ≥ 35………. (I)
10x+ 4y ≥ 40……. (II)

Then these constraints must be converted into equation.

From Equation (I), we get,
5x+7y ≥ 35
Let, X=
Y =?
So, 5 ×0 + 7 Y = 35
Or, 0+ 7y = 35
Or, 7y = 35
Or, y = 5
Or, (x, y) = (0, 5)
Again,
Let, y=0
X =?
So, 5 x + 7 ×0 =35
Or, 5x+ 0 = 35
Or, 5x = 35
Or, x = 7
Or, (x, y) = (7, 0)

From equation (2) we get,

Let, x = 0
Y =?
10 x + 4 y = 40
Or, 10 ×0 + 4y = 40
Or, 0 + 4 y = 40
Or, 4y = 40
Or, y = 10
Or, (x, y) = (0, 10)

Again,
Let, y = 0
X =?
10 x + 4 y = 40
Or, 10 x + 4 x 0 = 40
Or, 10 x + 0 = 40
Or, 10 x = 40
Or, x = 4
Or, (x, y) = (4, 0)
Then, we have to write down the Coordinates of points, Here coordinates points are: (7, 10), (0, 5), (4, 0), (0, 10)

Than we have to draw a graph to base on the above coordinates points. So, it us to draw the graph.
 Figure: 1

The variable of “x” is a horizontal line, the variable of “x” is a vertical line and “0 “indicates the origin region.
Then by dividing “2 “in the number of equation (2), and then also subtracting equation (1) and (2), we get,
5x + 7y = 35
5x + 2y = 20

0 + 5y = 15
Or, y = 3
Putting the value of y into equation (1), we get,
5x +7. 3 = 35
Or, 5x + 21 =35
Or, 5x = 35 – 21
Or, 5x = 14
Or, x = 2.8

So, we can get the value of x and y that is 2.8 and 3 and respectively and this value indicates the point of “B”.
Then, we have to make a table that will involve the 3 columns and 4 rows. So, let us go to make a table.

Extreme points Coordinates ( x, x Objection functions, z = 3x +

2y
A ( 0, 10) 3x0 + 2 x 10 =20
B ( 2.8, 3) 3x 2.8 + 2 x 0 = 14.4
C ( 7, 0) 3x 7 + 2 x 0 = 21
So minimize cost is “B” that is TK 14.4.

Problem: 2. A nutrition scheme for babies is proposed by a committee of doctors. Babes can be given two types
of food (I and II)which are available in standard sized packets weighing 50 grams The cost per packet of these
foods are Rs. 2 and Rs.3, respectively. The vitamin availability in each type of food per packet and the minimum
vitamin requirement for each type of vitamin are summarized in Table e dot 2, 3. Develop a linear programming
model to determine the optimal combination of food types with the minimum cost such that the minimum
requirement of vitamin in each type is satisfied.

Details of food types.

Vitamin Vitamin availability per packet Minimum daily required

Food Types I Food Types II vitamin
1 1 1 6
2 7 1 14
Cost/packet (Rs) 2 3

Solution: Let, X and y, are the number of packets of food Type I and Type II, respectively to be suggested for
babies. A linear programming model of this situation is presented below. This model determines the number of
packets of each food type with the minimum cost to be suggested for babies such that the minimum daily required
vitamins are satisfied.

Minimize Z = 2X + 3y

Subject To

Or x+ y ≥ 6

Or, 7x + y ≥ 14

X, and y, 0

Firstly we have to change the structure equation of straight equation of straight equality

X + y = 6………… (1)

7x + y =14……… (2)

From equation (1), we have;

Let, X =0

Y =?

So, X + y = 6

Or, 0 + y =6

Or, y = 6

Or (x, y) = (0, 6)
Again,

X =?

Y=0

So, X + y = 6

Or, x + 0 = 6

Or, x = 6

(x, y) = (6, 0)

From equation (2), we have

Let, x =0

Y =?

So, 7 x + y = 14

Or, 7 x 0 + y = 14

Or, y =14

(x, y) = (0, 14)

Again,

Let, y = 0

X =?

So, 7x + y =14

Or, 7x + 0 = 14

Or, 7x =14

Or x = 14 / 7

Or, x = 2

(x, y) = (2, 0)

Then we have to write down the coordinates of points, Here coordinates points are : ( 0,6), (6, 0) , (0, 14) , (2,
0).
 Figure: 2

Subtracting (1) and (2) are now,

X+ y = 6

X + y = 14

-6x = - 8

Or, x = 1.33

Putting the value x into (1) we have,

X+y=6

Or, 1.33 + y =6

Or, y = 6 / 1.33

Or, y = 4. 67

Let us check the costs of the corner point of polygon

Costs corner Coordinates 2x+3y

A 0, 14 2×0+3×14=42
B 1.33, 4.67 2×1.33+3×4.67=16.67
 c 6, 0 2×6+3×0=12

So, minimum cost in the corner point of the polygon is C. Where x =6 and y = 0 And Z (optimum)

Example: 1. Solve the following LP problem graphically

Objective Function (minimize), Z= 100x+80y

Subjected to Constraints:
5x+10y ≤ 50
8x+2y ≥ 16
3x─ 2y ≥ 6
x and y ≥ 0

Example: 2. Solve the following LP problem graphically

Objective Function (minimize), Z= 3x+2y

Subjected to Constraints:
─2x+3y ≤ 9
x─5y ≥ 20
x, y ≥ 0

Example: 3. Solve the following LP problem graphically

Objective Function (minimize), Z= 100x+80y

Subjected to Constraints:
5x+10y ≤ 50
8x+2y ≥ 16
3x─ 2y ≥ 6
x and y ≥ 0

Example: 4. Solve the following LP problem graphically

Objective Function (minimize), Z= 214x+261y

Subjected to Constraints:
2x+2y ≤ 274
3x+2y ≤ 426
x ≥ 25
y ≥ 100
x and y ≥ 0

Problem: 5
Product M1 M2
K 1 6
D 1 1
Availability 8 hrs. (Per Week) 12 hrs. (Per Week)
Cost per Unit for K and D respectively TK.4 and TK.6
Find out the Production of K and D to minimize cost by graphical Method.

Problem: 6

Product M1 M2
A 4(hours) 2(hours)
B 3(hours) 1(hours)
Availability 240 (Per Months) 100 (Per Months)
Cost per unit for A and B are TK.7 and Tk.5 respectively
Find out the Production of A and B to minimize cost by graphical Method.

Problem: 7

Product M1 M2
R 1 7
S 1 1
Availability 6 hrs. (Per Week) 16 hrs. (Per Week)
Cost per unit for R and S are TK.2 and Tk.3 respectively
Find out the Production of R and S to minimize cost by graphical Method.

Problem: 1 (Profit Maximize linear programming)

Product Machine-1 Machine-2
P 8 hrs. 4 hrs.
Q 10 hrs. 10 hrs.
Availability 7200 4000
Profit per unit 80 TK 60 TK

Find out the monthly production P & Q to maximize profit by graphical method.

Example: 1. Solve the following LP problem graphically

Objective Function:
(Maximize), Z= 80x1+60x2

Subjected to Constraints:
8x1+60x2 ≤ 7200
4x1+10x2 ≥ 4000
X1 and x2 ≥ 0
From equation (1), we have;
Let, X1 =0

X2 =?

So, 8x1+10x2 = 7200

Or, 0 + 10x2 =7200

Or, x2 = 720

Or (x1, x2) = (0, 720)

Again,

X2 =0

X1 =?

So, 8x1+10x2 = 7200

Or, 8x1+0 =7200

Or, x1 = 900

Or (x1, x2) = (900, 0)

From equation (2), we have;

Let, X1 =0

X2 =?

So, 4x1+10x2 = 4000

Or, 0 + 10x2 =4000

Or, x2 = 400

Or (x1, x2) = (0, 400)

Again,

X2 =0

X1 =?

So, 4x1+10x2 = 4000

Or, 4x1+0 =4000

Or, x1 = 1000

Or (x1, x2) = (1000, 0)

Here coordinates points are,(x1,X2) : ( 0,720), (900, 0) , (0, 400) , (1000, 0).

Graphical Method Representation:

A= (0,400)

B= (0, 0)

C= (900, 0)

D= (800, 80)

Subtracting (1) and (2) are now,

8x1+10x2 = 7200
4x1+10x2 = 4000
4x1 =3200
X1 =800
Putting the value of x1, into equation (1)
8x1+10x2 = 7200
(8*800)+10x2=7200
6400+10x2=7200
10x2=7200-6400
10X2=800
X2=80

Extreme Point Co-Ordination (x1,x2) Objective Function, 80x1+60x2

 A 0,400 (80*0)+(60*400)=24000
B 0,0 (80*0)+(60*0)=0
C 900,0 (80*900)+(60*0)=72000
D 800,80 (80*8000)+(60*80)=68800
At the point of C profit will be maximize.