Linear Programming Problem

Introduction
 Operation Research (OR) is “a scientific approach to
decision making which seeks to determine how best
to design and operate a system, under conditions
requiring the allocation of scarce resources.”
 Provides a set of algorithms that act as tools for
effective problem solving and decision making.
 Extensive applications in Engineering, business and
public systems.
 Origin during World War II when the British military
asked scientists to analyze military problems.
 The applications of Mathematics and Scientific
method to military applications was called operation
research.
 Today it is also called Management Science.
 It is a scientific approach to decision making that
seeks to determine how best to operate a system
under conditions of allocating scarce resources.
A first course in OR usually deals with topics such as:
 Linear Programming –Formulations
 Linear Programming –Solution
 Duality and sensitivity Analysis
 Transportation problem
 Assignment problem.
 Linear Programming –Formulations

Example 1 (Product Mix Problem)

 Consider a small manufacturer making two products
and .
 Two resources and are required to make these
product.
 Each unit of product requires unit of and units
of
 Each unit of product requires 1 unit of and units
of
 The manufacturer has units of and units of
 The manufacturer also makes a profit of
- Rs 6 per unit of product sold and
- Rs 5 per unit of product sold

Formulate a Linear Programming problem on how the

manufacturer use the available resources to maximize
the profit, assuming that all units produced are sold.
Solution:

 The manufacturer has to decide on the number of units

of products and to produce.
 It is acceptable that the manufacturer would like to make
as much profit as possible and would decide on the
production quantities accordingly.
 The manufacturer has to ensure that resources needed to
make the products are available.
 Before attempt to find out the decisions of the
manufacturer, let us redefine the problem in an algebraic
form.
 Manufacturer has to decide on the production
quantities. Let us call them and and define
 Let be the number of units of product made
 Let be the number of units of product made
 number of units
A 1 3 Rs 6
produced
number of units
B 1 2 Rs 5
produced

5 12 Profit

Maximize

Subject to
Terminology
The problem variables and are called decision variables and
they represent the solution or the output decision from the
problem.
The profit function that the manufacturer wishes to increase
represents the objective of making the decision on the product
quantities and is called the objective function.
The conditions matching the resource availability and resource
requirement are called constraints.
We have also explicitly stated that the decision variable should
take non-negative values. This is true for all linear
programming problems. This is called non-negativity
restriction.
A linear programming problem has a linear objective function
and the constraints are linear.
General Form of LPP
The general formula of the LPP can be stated as follows:
In order to find the values of decision variables ,……,
to maximize or minimize the objective function.
…………….(1)
and also satisfy -constraints

where constraints may be in the form of ( ) and finally

satisfy the non-negative restrictions
…….. .
Matrix Form of LP Problem

Maximize or Minimize Objective function

Subject to, ( ) Constraint
Non-negativity restrictions

where, ,

( ) ( )

( ) and ( )
Example 2
A person requires and units of chemicals ,
and , respectively for his garden. A liquid product
contains 5, 2 and 1 units of , and , respectively per
jar. A dry product contains 1, 2 and 4 units of , and
carton. If the liquid product is sold for Rs 3 per jar and
the dry product is sold for Rs 2 per carton, how many
units of each product should be purchased, in order to
minimize the cost and meet the requirements?
Solution:

L 5 2 1 Rs 3 number of units of
liquid product
D 1 2 4 Rs 2 number of units
dry product

10 12 12 Cost
 Minimize

Subject to
Example 3
A firm can produce three types of cloth, say and .
Three kinds of wool are required for it, say, red wool,
green wool, and blue wool. One unit length of type cloth
needs 2 yards of red wool and 3 yards of blue wool; one
unit length of type cloth needs 3 yards of red wool, 2
yards of green wool and 2 yards of blue wool and one unit
type cloth needs 5 yards of green wool and 4 yards of
blue wool. The firm has only a stock of 8 yards of red wool,
10 yards of green wool and 15 yards of blue wool. It is
assumed that the income obtained from the one unit
length of type A cloth is Rs. 3.00, of type B cloth is Rs. 5.00
and of type C cloth is Rs. 4.00. Formulate a problem how
should the firm use the available material so as to
maximize the income from the finished cloth, assuming
that all units produced are sold.
Solution:

2 0 3 Rs 3

3 2 2 Rs 5

0 5 4 Rs 4

8 10 15

Let be the number of units of Cloth produced

be the number of units of Cloth produced
be the number of units of Cloth produced

Profit
 Maximize

Subject to
 Linear Programming –Solution

The Graphical Method

Let us consider the following linear programming problem
Maximize

Subject to

Replacing all the inequalities of the constraints by forming

equations
………………(i)
If ⇒ , so straight line (i) intersects the -axis
at (5,0) .
Similarly straight line (i) intersects -axis at (0,5).
 X1+X2=5
6
5
4
3
2
1
X2
0
-1 0 2 4 6 8 10
-2
-3
-4
-5
 ………………(ii)
If ⇒ , so straight line (ii) intersects the -axis
at (4,0) .
Similarly straight line (ii) intersect -axis at (0,6).

3x1+2x2=12
7
6
5
4
3
2
x2
1
0
-1 0 1 2 3 4 5 6 7
-2
-3
-4
Now we try to find out the intersecting point of (i) and (ii).
Multiplying (i) by 3 and then subtract (ii) from it

In equation (i) replacing we have .

The straight lines (i) and (ii) intersect each other at (2,3).
The shaded region has all points satisfying all the constraints.
All the points in this region satisfy all the constraints and are
feasible solutions.
There are four corner points given by ( )( )( ) and
( ).
Let us consider the objective function . It is
enough to consider the boundary of the feasible region to
search for the best solution.
At ( ),
At ( ),
At ( )
At ( ),
We observed that the corner points ( ) given by the solution
and has the maximum objective function value
of . This is the best solution or optimal solution.

 A feasible solution which satisfies all the given

constraints. An infeasible solution is a solution
which violates at least one of the constraints. Set of
feasible solutions is known as feasible region.
  Some Necessary Analytic Results
Convex Set:
A set is said to be convex set, if for any two points
and in the set, the line segment joining these two
points be also in the set.

Theorem (1)
The set of all feasible solutions of a linear programming
problem is a convex set.

Theorem (2)
If an optimum (Maximum or minimum) value of a linear
programming problem exists then it must correspond to one of
the corner points of the feasible region.
Graphical Method:
1. Plot the constraints on graph.
2. Plot also the non-negativity restrictions (restrict yourself to
the quadrant where both and ).
3. Identify the feasible region that contains the set of points
satisfying all the constraints.
4. Identify the corner points.
5. Evaluate the objective function at all the corner points.
6. The corner points that has the best value of the objective
function (maximum or minimum depending on the
objective function) is optimal.
Example 2
Find the maximum value of

Subject to
Solution:

Replacing all the inequalities of the constraints by

forming equations
()
passes through ( ) and ( )

x1+x2=4
5
4
3
2
1
0
X2
-1 0 2 4 6 8 10
-2
-3
-4
-5
-6
 ( )
passes through ( ) and ( )

3x1+8x2=24
3.5
3
2.5
2
1.5
x2
1
0.5
0
0 2 4 6 8 10 12
-0.5
-1
 ( )

passes through ( )( )

10x1+7x2=35
6

0
0 2 4 6 8 10 12
-2 x2

-4

-6

-8

-10

Plot these lines on the graph and mark the region below the
lines as the inequality of the constraints as which is also lying
in the first quadrant.
The feasible region is OABCD.
Where B is the intersecting point of
………. (i)
and
( )
Multiplying (i) by 7 and then subtract (iii) from it

3 ⇒
In equation (i) replacing we have
.
The straight lines (i) and (iii) intersect each other at
( ).
Similarly ( ) is the intersecting point of (i) and (ii).

Corner Points value

( )
( )
( )
( ) (Maximum value)
( )
The maximum value of occurs at ( ) and the optimal
solution is and .
  Multiple optimal Solution
Example:
Solve the LPP by graphical method.
Maximize

Subject to
Solution:
The solution space is given by the feasible region OABC

Corner Point ( ) is the intersecting point of lines

and
Corner Points Value of
O(0,0) 0
A(200, 0) 20,000 (Max)
B(125,187.5) 20,000 (Max)
C(0, 250) 10,000
The maximum value of occurs at two points and
Since there are infinite number of points on the line joining
and it gives the same maximum value of .
For example, if we take then
⇒
For the point ( ) we have
.
  Infeasible Solution
Consider the following example.
Maximize

Subject to
Solution:

The feasible region corresponding to the first two constraints is

bounded by the convex region OABC, while the feasible region
in respect of the third constraint is also shown shaded
separately. We can easily observe there is no common point in
the shaded areas.
Therefore, all the constraints cannot be satisfied, and as such
there is no feasible solution to the given problem.
There is no optimal solution.
  Unbounded Solution
Consider the following example:

Maximize

Subject to
Solution:

Here the solution space is unbounded. In fact, the maximum

value of occurs at infinity. Hence, the problem has
unbounded solution. No solution to the LPP exists.
Example:
Solve by Graphical Method:

Minimize

Subject to
Solution:
The solution space is given by the feasible region ABCD
 Corner Points value

( )
( )

( )

( ) (Minimum value)

The cost line given by the objective function on the

assumption , given by the line
As this is the problem of minimization, the cost line is
translated towards the origin and the cost function take
minimum value at the corner point ( )

The minimum value of occurs at ( ) and the optimal

solution is and .
  Limitations of Graphical Method
When only two decision variables are involved –then
only we can think of a graphical solution to an LPP.
Method