LINEAR PROGRAMMING

CHAPTER TWO

2. LINEAR PROGRAMMING
2.1. Introduction to Linear Programming
Linear Programming is a mathematical process that has been developed to
help management in decision making involving the efficient allocation of scares
resources to achieve a certain objective.

Diagrammatically,

Scares To be allocated to:

Resource

Resource
constraint
Objective Constraint s
s s

Non-
negativity
Constraints
Optimization

Maximization Minimizatio
n

LP is a method for choosing the best alternative from a set of feasible

alternatives to apply LP; the following conditions must be satisfied:

a. Objective Function: Is the goal or objective of a management, stated as

intent to maximize or to minimize some important quantity such as profits
or costs.
b. Constraints: Are limitations or restrictions imposed by the problems. And
constraints include:

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 LINEAR PROGRAMMING

- Resource constraints: Are restrictions that should be clearly identifiable

and measurable in quantitative terms, which arise from limitation of
available resources.
Examples of limited resources:

 Plant capacity
 Raw materials availability
 Labor power
 Market demand, etc
- Non-negativity constraints: Are constraints that require the decision
variables not to take on negative values
- Linearity: The Objective Function and the constraints must be linear in
nature in order to have a Linear Programming Problems (LPP)
- Feasible alternative: There should be a series of feasible alternative
course of action available to the decision-making determined by resource
constraints. Thus, we have to choose the best alternative.
Linear Programming Problems can be solved by using:
i. The Geometric method called” Graphical Method”
ii. The Algebraic method called” Simplex Method”
2.2. Formulation and solution of LP model
Decision variables are the variables whose values are unknown and are
searched
The coefficients of the variables in the Objective Function are called the
profit or cost coefficients. They express the rate at which the value of the
Objective Function increases or decreases by including in the solution one unit
of each of the decision variables.
The coefficients of the constraints’ variables are called the input- output
coefficients that indicate the rate at which the given resources are depleted
or utilized.

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Example:
Max.Z  50 X 180 X 2

St :
X 12 X 2 32
3 X 14 X 2 82
X 2  12
X1, X 2  0

2.2.1. Graphical Solution

To use the graphic method, the following steps are needed:
1. Identify the problem: i.e.: The decision variables, the objective function
and the constraints
2. Draw a graph including all the constraints and identify the feasible region
3. Obtain a point on the feasible region that optimizes the objective function-
Optimal solution
4. Interpret the results
 Graphical LP is a two-dimensional model.
A Maximization Problem
==>Maximize Z with inequalities of constraints in < form
Example: Consider two models of color TV sets; Model A and B, are produced
by a company to maximize profit. The profit realized is $300 from A and $250
from set B. The limitations are
a. availability of only 40hrs of labor each day in the production department.
b. a daily availability of only 45 hrs on machine time
c. ability to sale 12 set of model A.

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How many sets of each model will be produced each day so that the total
profit will be as large as possible?
Resources used per unit
Constraints Model A Model B Maximum
x 1 x2 Available hrs.
Labor hr. 2 1 40
Machine 1 3 45
hr.
Marketing 1 0 12
hr.
Profit $300 $250

Solution
1. Formulation of mathematical modeling of LPP
Max Z=300X1 +250X2
St:
2X1 +X2< 40
X1 +3X2< 45 LPP Model
X1 < 12
X1 , X2 > 0
2. Convert constraints inequalities into equalities
2X1 +X2 = 40
X1 +3X2= 45
X1 = 12
3. Draw the graph by intercepts
2X1 +X2 = 40 ==> (0, 40) and (20, 0)
X1 +3X2= 45==> (0, 15) and (45, 0)
X1 = 12==> (12, 0)
X1 , X2 = 0
2X1 +X2 = 40

X2
X1=0
40 X1=12

B
X1 +X2 = 45

15 4

Feasible C (12, 11)

Region X2=0
 LINEAR PROGRAMMING

4. Identify the feasible area of the solution which satisfies all constrains.
5. Identify the corner points in the feasible region
A (0, 0), B (0, 15), C (12, 11) and D (12, 0)
6. Identify the optimal point
7. Interprete the result
Corners Coordinates MaxZ=300x1+250x2
A (0, 0) $0
B (0, 15) $3750
C (12, 11) $6350
D (12, 0) $3600

Interpretation:
12 units of product A and 11 units of product B should be produced so that
the total profit will be $6350.
Exercise one:
A manufacturer of light weight mountain tents makes two types of tents,
REGULAR tent and SUPER tent. Each REGULAR tent requires 1 labor-hour
from the cutting department and 3labor-hours from the assembly
department. Each SUPER tent requires 2 labor-hours from the cutting
department and 4 labor-hours from the assembly department .The maximum
labor hours available per week in the cutting department and the assembly
department are 32 and 84 respectively.

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Moreover, the distributor, because of demand, will not take more than 12
SUPER tents per week. The manufacturer sales each REGULAR tents for $160
and costs$110 per tent to make. Whereas SUPER tent ales for $210 per tent
and costs $130 per tent to make.
Required:
A. Formulate the mathematical model of the problem
B. Using the graphic method, determine how many of each tent the company
should manufacture each tent the company should manufacture each week
so as to maximize its profit?
C. What is this maximum profit assuming that all the tents manufactured in
each week are sold in that week?

Solution
_____________________________________________________________________
Labor hours per tent
Department REGULAR (X1) SUPER(X2) Max.LHAPW
_____________________________________________________________________

Cutting department 1 2 32
Assembly department 3 4 84
Selling price per tent $160 $210
Cost per tent $110 $130
Profit per tent $50 $80

*The distributor will not take more than 12 SUPER tents per week. Thus, the
manufacturer should not produce more than 12 SUPER tents per week.
Let X1 =The No of REGULAR tents produced per week.
X2 =The No of SUPER tents produced per week.
X1 and X2 are called the decision variable

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Max.Z  50 X 180 X 2
St :
X 12 X 2 32 ……….Cutting department constraint
LPP Model
3 X 14 X 2 84
…….Assembly department constraint
X 2  12
X1, X 2  0 …….Demand constraint

Corners Coordinates MaxZ=50 X1 +800X2

A (0, 0) $0
B (0, 12) $960
C (8, 12) $1360
D (20, 6) $1480
E (28, 0) $1400

Interpretation:
The manufacturer should produce and sale 20 REGULAR tents and 6 SUPERS
tents to get a maximum weekly profit of $1480.

B Minimization Problem
==>Minimize Z with inequalities of constraints in > form
Example:
Suppose that a machine shop has two different types of machines; machine 1
and machine 2, which can be used to make a single product .These machines
vary in the amount of product produced per hr., in the amount of labor used
and in the cost of operation.
Assume that at least a certain amount of product must be produced and that
we would like to utilize at least the regular labor force. How much should we
utilize each machine in order to utilize total costs and still meets the
requirement?

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Solution
_______________________________________________________________
Resource used
Machine 1 (X1) Machine2 (X2) Min. required hr
_____________________________________________________________________

Product produced/hr 20 15 100

Labor/hr 2 3 15
Operation Cost $25 $30
Min.Z  25 X 130 X 2
St :
20 X 115 X 2 100 LPP Model
2 X 13 X 2 15
X1, X 2  0

Constraint equation:

20X1 +15X2=100 ==> (0, 20/3) and (5, 0)

2X1+3X2=15 ==> (0, 5) and (7.5, 0)
X1 X2 > 0
X2
X1 =0
A (0, 20/3)

Feasible Region

B (2.5,
3.33) X2 =0

X1
5 C (7.5, 0)

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 LINEAR PROGRAMMING

Corners Coordinates MinZ=25 X1 + 30X2

A (0, 20/3) 200

B (2.5, 3.33) 162.5

C (7.5, 0) 187.5
_______________________________________________________________
X1 =2.5
X2=3.33 and
MinZ= 162.5
Exercise two:
A company owns two flour mills (A and B) which have different production
capacities for HIGH, MEDIUM and LOW grade flour. This company has
entered contract supply flour to a firm every week with 12, 8, and 24 quintals
of HIGH, MEDIUM and LOW grade respectively. It costs the Co. $1000 and
$800 per day to run mill A and mill B respectively. On a day, mill A produces
6, 2, and 4 quintals of HIGH, MEDIUM and LOW grade flour respectively.
Mill B produces 2, 2 and 12 quintals of HIGH, MEDIUM and LOW grade flour
respectively. How many days per week should each mill be operated in order
to meet the contract order most economically standardize? Solve graphically.

Solution:
No of days per week of Minimum flour in
Mil A (X1) Mill B(X2) quintals
HIGH Capacity (in quintal) 6 2 12
MEDIUM Capacity (in quintal) 2 2 8
LOW Capacity (in quintal) 4 12 24
$1000 $800

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Min.Z  100 X 1800 X 2

St :
6 X 12 X 2 12
2 X 12 X 2 8
4 X 1  12 X 2  24
X1, X 2  0

Constraint equation:
6 X 12 X 2 12 (0, 6), (2, 0)

2 X 12 X 2 8 (0, 4), (4, 0)

4 X 1  12 X 2  24 (0, 2), (6, 0)
X1, X 2  0

Corners MinZ=$1000 X1 + 800X2

(0, 6) $4800
(1, 3) $3400
(3, 1) $3800
(6, 0) $6000
X1 =1
X2=3 and
MinZ= $3400

X2
X1 =0
6 6X1+2 X2=12
2X1+2 X2=8
4 FR
4X1+12 X2=24
(1, 3)
(3, 1)
X2 =0
X1
2 4 6

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 LINEAR PROGRAMMING

Note:
-In maximization problems, our point of interest is looking the furthest point
from the origin.
-In minimization problems, our point of interest is looking the point nearest
to the origin.

2.3. Special Cases in Graphics Methods

1. Redundant Constraint
If a constraint when plotted on a graph doesn’t form part of the boundary
making the feasible region of the problem that constraint is said to be
redundant.
Example:
A firm is engaged in producing two products A and B .Each unit of product
A requires 2Kg of raw material and 4 labor-hrs for processing, Where as
each unit of product B requires 3Kg of raw materials and 3hrs of labor.
Every unit of product A needs 4hrs to packaging and every unit of product
B needs 3.5hrs for packaging. Every week the firm has availability of 60Kg
of raw material, 96 labor-hours and 105 hrs I the packaging department.
1 unit of product A sold yields $40 profit and 1 unit of B sod yields $35
profit.
Required:
a. Formulate this problem as a LPP
b. Find the optimal solution

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Solution
__________________________________________________________________
Products Resource available
A B per week
_____________________________________________________________________

Raw materials (Kg) 2 3 60

Labor (hr) 4 3 96
Packaging (hr) 4 3.5 105
Profit per unit $40 $35

Let X1 =The No of units of product A produced per week

X2 =The No of units of product B produced per week
a. LPP Model

Max.Z  40 X 135 X 2
St :
2 X 13 X 2 60
4 X 13 X 2 96
4 X 1  3.5 X 2  105
X1, X 2  0

X2

(0, 32)

Labor: 4X1 +3X2 = 96

(0, 30)
Packaging: 4X1 +3.5X2 = 105
(0, 20) C (18,8)
Raw material: 2X1 +3X2 = 60
FR
X1
A (0, 0) D (24, 0) (26, 0) (30, 0)

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 LINEAR PROGRAMMING

 The packaging hr is redundant.

Corners Coordinates MinZ=40 X1 + 35X2

A (0, 0) 0
B (0, 20) 700
C (18, 8) 1000
D (24, 0) 960
X1 =18
X2=8 and
MinZ= 1000
Interpretation:
The company should produce and sale 18 units of product A and 8 units of
product B per week so as to get a maximum profit of 1000.
 By this production plan the entire raw material will be consumed.
 2X1 +3X2 <60
2(18) +3(8) =60
60=60==> N o idle or unused raw material
 4X1 +3X2 <96
4(18) +3(8) <96
96=96 ==>the entire labor hour will be consumed
 4X1 +3.5X2 <105
100<105==>There is to be idle or unused capacity of 5hrs in the packaging
department.
Note:
The packaging hour’s constraint does not form part of the boundary making
the feasible region. Thus, this constraint is of no consequence and is
therefore, redundant. The inclusion or exclusion of a redundant constraint
does not affect the optimal solution of the problem.

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 LINEAR PROGRAMMING

2. Multiple optimal Solutions

/Alternative optimal solutions/
-This is a situation where by a LPP has more than one optimal solution.
Multiple optimal Solutions will be found if two corners give optimal solution,
then the line segment joining these points will be the solution.
==>We have unlimited number of optimal solution without increasing or
decreasing the objective function.
Example:
The information given below is for the products A and B.
_____________________________________________________________________
Machine hours per week Maximum available
Department
Product A Product B per week
_____________________________________________________________________

Cutting 3 6 900
Assembly 1 1 200
Profit per unit $8 $16
_____________________________________________________________________
Assume that the company has a marketing constraint on selling products B and
therefore it can sale a maximum of 125units of this product.
Required:
a. Formulate the LPP of this problem
b. Find the optimal solution
Solution:
Let X1 =The No of units f product A produced per week
X2 =The No of units f product B produced per week
a. The LPP Model of the problem is:

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 LINEAR PROGRAMMING

Max.Z  8 X 116 X 2
St :
3 X 16 X 2 900
X 1 X 2 200
X 2  125
X1, X 2  0

X2
X1=0
(0, 200)

(0,150) X2=125 Marketing equation

B (0, 125) C (50, 125)
D (100,100)
Cutting: 3X1+6X2=900

FR X2=0

A (0, 0) X1
E (200, 0) (300,0)

Corners Coordinates MaxZ=8 X1 + 16X2

A (0, 0) 0
B (0, 125) 2000
C (50, 125) 2400
D (100, 100) 2400
E (200, 100) 1600

Interpretation:
Both C and D are optimal solutions. Any point on the line segment CD will also
lead to the same optimal solution.
==>Multiple optimal solutions provide more choices for management to reach
their objectives.
3. Infeasible Solution
A solution is called feasible if it satisfies all the constraints and the
constraints and non-negativity condition. However, it is sometimes possible

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that the constraints may be inconsistent so that there is no feasible solution

to the problem. Such a situation is called infeasibility.
Example:
Max Z=20X1+30X2
St:
2X1+X2< 40
4X1+X2< 60
X1 > 30
X1 , X2 > 0

Solution:

X2 X1=0
(0, 60) X1=30

4X1+X2= 60
(0, 40)

2X1+X2= 40
X2=0
X1
(15, 0) (20, 0) (30, 0)
Note:
-In the above graph, there is no common point in the shaded area.
-All constraints cannot be satisfied simultaneously and there is no feasible
solution to the problem.

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4. Mix of constraints
Example:
ABC Gasoline Company has two refineries with different production
capacities. Refinery A can produce 4,000gallons per day of SUPER UNLEADD
GASOLINE, 2000 gallons per day of REGULAR UNLEADED GASOLINE and
1000 gallons per day of LEADED GASOLINE.
On the other hand, refinery B can produce 1000 gallons per day of SUPER
UNLEADED, 3000 gallons per day of REGULAR UNLEADED and 4,000 gallons
per day of LEADED.
The company has made a contract with an automobile manufacturer to provide
24000 gasoline’s of SUPER UNLEADED, 42000 gallons of REGULAR
UNLEADED and 36000 gallons of LEADED .The automobile manufacturer
wants delivery in not more than 14 days.
The cost of running refinery A is $1500 per day and refinery B is $2400 per
day.
Required:
a. Formulate this problem as a LPP
b. Determine the number of days the gasoline company should operate each
refinery in order to meet the terms of the above contract most
economical.(i.e. At a minimum running cost)
c. Which grade of gasoline would be over produced?

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Solution:
_____________________________________________________________________
Production per day (in gallons) Contract with an automobile manuf
Grade of gasoline A B
_____________________________________________________________________
SUPER UNLEADED 4000 1000 24,000
REGULAR UNLEADED 2000 3000 42,000
LEADED 1000 4000 36,000
Running cost per day $1,500 $2,400
_____________________________________________________________________
 The automobile manufacturer wants delivery in not more than 14 days.
Let X1 =The No of days refinery A should work.
X2 =The No of days refinery B should work.

a. LPP of the problem

Min Z=1500X1+2400X2
St:
4000X1+1000X2>24000
2000X1+3000X2>42000
1000X1+2000X2> 36000
X1 < 14
X2< 14
X1 , X2 > 0
T o simplify the problem divide by 1000 the constraints

24 Delivery time: X1=14

SUG: 4X1+X2 =24

A (2.5, 14) B (14, 14) Delivery time: X2=14

FR

D (12, 6) C (14, 5.5)

LG: X1+4X2=36

RUG: 2X1+3X2 =42

(6, 0) (14, 0) (21, 0) (36, 0)

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Note: Point A, B, C, and D are solved by elimination-substitution method

________________________________________________________________
Corners Coordinates MinZ=1500X1 + 2400X2
A (2.5, 14) $37350
B (14, 14) 54600
C (14, 5.5) 34200
D (12, 6) 32400
E (3, 12) 33300
_________________________________________________________________
Interpretation:
The oil company should operate refinery A for 12 days and refinery B for 6
days at a minimum operating cost of $32,400.
c. Is there any over production
SUG: 4000X1+1000X2>24000
4000(12) +1000(6)>24000
54000 > 24000
Therefore, 30,000 gallons over production
RUG: 2000X1+3000X2>42000
2000(12) +3000(6)>42000
42000 > 42000
Therefore, there is no over production of RUG
LG: 1000X1+4000X2>36000
1000(12) +1000(6)>36000
36000 > 36000
Therefore, No over production of LG

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