Introduction To LPP
Introduction To LPP
INTRODUCTION
Why do we study Linear Programming (LP)?
Many of our real life problems can be converted into mathematical problems. Say for
example:
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and many more...
(IV) Translate the result obtained back to its original real life form
■ Example 1 Maximize the area of the rectangle, if the perimeter of the same rectangle
is 100 units.
Solution Let x be the height and y be the breadth of the rectangle. Then by the second
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statement, we get 2(x + y) = 100. Also, we must have x, y ≥ 0. Let z be the area of the
rectangle, then according to the question, we need to have
Maximize z = xy
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Methods to Find the Solution of a LP
There are three methods to find the solution of a LP:
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• Graphical Method (only for 2 variables)
The daily demand for interior paint cannot exceed that for exterior paint by more than 1
ton. Also, the maximum daily demand for interior paint is 2 tons. Determine the optimum
(best) product mix of interior and exterior paints that maximizes the total daily profit.
Solution Let
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x2 ≥ 0 (Non Negative Constraint) (6)
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• Replace ≥ or ≤ by = in equations (1) to (4), that is,
6x1 + 4x2 = 24
x1 + 2x2 = 6
ba
−x1 + x2 = 1
x2 = 2
A(0,0) 0
B(4,0) 20
D(2,2) 18
E(1,2) 13
F(0,1) 4
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Therefore the solution is C(3,1.5). This means that 3 tons are produced of exterior paint
and 1.5 tons are produced of interior paint daily to make the daily profit of $21,000
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Example 3 — Minimization Problem. To feed her stock a farmer can purchase two
kinds of feed. The farmer has determined that the herd requires 60, 84, and 72 units of the
nutritional elements A, B, and C, respectively, per day. The contents and cost of a pound
of each of the two feeds are given in the following table.
ba
di
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Determine the least expensive way of providing an adequate diet by combining the two
feeds.
Solution Let
x = lb of Feed 1
y = lb of Feed 2
Minimize z = 10x + 4y
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3x + 2y ≥ 60 (For A)
7x + 2y ≥ 84 (For B)
3x + 6y ≥ 72 (For C)
x, y ≥ 0 (Non Negative Constraint)
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ba
di
(0,42) 168
(18,3) 192
(24,0) 240
Therefore the solution is (6,21). This means that 6 lb of Feed 1 and 21 lb of Feed 2 are
combine together to provide an adequate diet at the cost of 144 cents.
subject to
5x1 + 9x2 ≤ 45
x1 + x2 ≥ 2
x2 ≤ 4
x1 , x2 ≥ 0.
az
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ba
di
(9,0) 9
A
(2,0) 2→ Minimum
(0,4) 4
(0,2) 2→ Minimum
9 29
,4
5 5
This means all the points lying on the line joining (0, 2) and (2, 0), that is, x1 + x2 = 2
will minimize z as the value of the objective function is same at these two points. Therefore
infinite number of solutions exist for this LP.
■ Example 5 — No Feasible Solution. Maximize z = 3x1 − 2x2
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subject to
2x1 + x2 ≤ 2
3x1 + 4x2 ≥ 12
x1 , x2 ≥ 0.
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N
ba
di
A
Since there is no common region, therefore no feasible solution exists for this LP.
subject to
−3x1 + 2x2 ≤ 6
−x1 + 3x2 ≤ 18
x1 , x2 ≥ 0.
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Here the feasible region is unbounded.
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ba
Feasible Points Value of z = 3x1 + 4x2
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(0,0) 0
(0,3) 12
18 48 246
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, → Maximum
7 7 7
Since the region is unbounded, 246/7 may or may not be the maximum value of z. So
consider the region drawn by
246
3x1 + 4x2 >
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Substituting (0, 0) will give 0 > 246/7 which is false. We see that the resulting open half
plane has points in common with feasible region. Therefore 246/7 is not the maximum
value. Thus in this case, we say optimal solution is unbounded.
9
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Points to Remember N
Let the objective function be z = ax + by. Suppose M is the largest value and m is the
smallest value of z.
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• If the region is bounded, both M is the maximum value and m is the minimum value
of z.
(a) M is the maximum value of z, if the open half plane determined by ax + by > M
has no point in common with the feasible region. Otherwise, z has no maximum
value.
(b) Similarly, m is the minimum value of z, if the open half plane determined by
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ax + by < m has no point in common with the feasible region. Otherwise, z has
no minimum value.