LINEAR PROGRAMMING

Linear programming (LP), also known as linear optimization, is

a mathematical technique used to achieve the best outcome (such
as maximum profit or lowest cost) in a model where the
requirements and objectives are represented by linear relationships.
This can be used to know the quantity materials that can be
produced when the machines used for production are at their
minimum or maximum use. Linear programming provides a powerful
framework for decision-making and optimization across various
domains, making it a valuable tool in both theory and practice.
Let's explore some key points about linear programming:
1.Objective Function and Constraints:
○ Linear programming involves optimizing a linear
objective function subject to linear equality and
linear inequality constraints.
○ The objective function represents what we want to
maximize or minimize (e.g., profit, cost, production).
○ Constraints define limitations on the decision variables
(e.g., resource availability, capacity).
2.Feasible Region:
○ The feasible region is the set of all possible solutions that
satisfy the constraints.
○ It is defined as the intersection of finitely many half-
spaces, each represented by a linear inequality.
○ The feasible region is typically a convex polytope (a
bounded region in multi-dimensional space).
3.Optimization:
○ The goal is to find a point within the feasible region
where the objective function has the largest (or smallest)
value.
○ Linear programming algorithms search for this optimal
point.
○ The simplex method and the graphical method are
commonly used techniques for solving linear
programming problems.
 4.Applications:
○ Linear programming has applications in various fields:
■ Business and Economics: Optimal production
planning, resource allocation, supply chain
management.
■ Transportation: Finding the most efficient routes
for goods or people.
■ Energy: Optimizing energy production and
distribution.
■ Telecommunications: Network design and
capacity planning.
■ Manufacturing: Production scheduling and
inventory management.
Different methods of solving linear programming problems
Simplex Method:
○ The simplex method is one of the most widely used
techniques for solving linear programming problems.
○ It iteratively moves from one feasible solution to another
along the edges of the feasible region.
○ The algorithm starts at an initial feasible solution and
improves it until an optimal solution is reached.
○ The simplex method efficiently explores the vertices of
the feasible region by pivoting between basic and non-
basic variables1 4.
5.Graphical Method:
○ The graphical method is suitable for problems with two
decision variables.
○ It involves plotting the constraints and the objective
function on a graph.
○ The feasible region is the intersection of the constraint
lines.
○ The optimal solution corresponds to the vertex of the
feasible region that maximizes (or minimizes) the
objective function.
 ○ While limited to two variables, it provides a visual
understanding of the problem1 4.
6.Interior Point Methods:
○ Interior point methods are iterative algorithms that move
within the feasible region rather than along its edges.
○ These methods find optimal solutions by approaching the
optimal vertex from the interior.
○ They are efficient for large-scale linear programming
problems and handle both equality and inequality
constraints.
7.Dual Simplex Method:
○ The dual simplex method is an extension of the
simplex method.
○ It maintains feasibility while improving the dual variables.
○ Useful when the initial basic feasible solution violates the
dual constraints.
8.Integer Linear Programming (ILP):
○ In integer linear programming, some or all decision
variables are required to take integer values.
○ Solving ILP problems is more challenging than standard
linear programming due to the discrete nature of the
variables.
○ Techniques like branch-and-bound or branch-and-cut are
used to find optimal integer solutions.
9.Quadratic Programming (QP):
○ Quadratic programming extends linear programming
to quadratic objective functions.
○ It involves optimizing a quadratic function subject to
linear constraints.
○ QP problems arise in various fields, including portfolio
optimization and control systems2.
These methods play a crucial role in optimizing resource utilization,
production planning, and decision-making across diverse domains
such as economics, business, and manufacturing .
LImitations of Linear Programming
1. Cannot be used or nonlinear relationships which can be caused
by the following situations
(1) Mass production which makes for lesser time and
expense per unit of production, and this varies depending
on quantity of product
(ii) Economies of scale: For example, mechanization becomes
possible above some levels of farm sizes
The simplex method
The simplex method is a widely used algorithm for solving linear
programming (LP) problems. Let us break down the key aspects of
the simplex method:
10. Objective:
○ The simplex method aims to find the optimal solution
(maximum or minimum) to a linear programming
problem.
○ Linear programming involves optimizing a linear
objective function subject to linear equality and
inequality constraints.
11. Standard Form:
○ To apply the simplex method, the problem must be in
standard form.
○ Standard form constraints:
■ Minimize or maximize the objective function: (w =
c^Tx), where (c) is a vector of coefficients and (x) is
the vector of decision variables.
■ Equality constraints: (Ax = b), where (A) is the
coefficient matrix, (x) is the vector of decision
variables, and (b) is the vector of constants.
■ Non-negativity constraints: (x \geq 0).
12. Simplex Tableau:
○ The simplex method organizes the problem into a
tableau (matrix form).
 ○ Introduce slack variables to convert inequality
constraints into equations.
○ The initial tableau includes the objective function, slack
equations, and non-negativity constraints.
13. Pivot Column Selection:
○ Choose a pivot column (usually the one with the
smallest coefficient in the last row of the tableau).
○ The pivot column determines which variable will enter
the basis.
14. Pivoting:
○ Divide each element in the rightmost columns by the
corresponding element in the pivot column.
○ Update the tableau based on the pivot operation.
○ Repeat until no further improvement is possible (i.e., the
optimal solution is reached).
15. Basis and Non-Basis Variables:
○ The simplex method maintains a set of basic variables
(variables in the basis) and non-basic variables
(variables not in the basis).
○ The basis corresponds to a feasible solution.
16. Optimality and Termination:
○ The algorithm iterates by pivoting until it reaches an
optimal solution.
○ The optimal solution satisfies the non-negativity
constraints and optimizes the objective function.
17. Applications:
○ Linear programming problems arise in various fields,
including economics, operations research, transportation,
and resource allocation.
18. Fundamental Theorem of Linear Programming:
○ The simplex method either finds an optimal solution or
proves that the problem is unbounded.
19. Complexity:
 ○ The simplex method has exponential worst-case
complexity, but in practice, it performs efficiently for
most real-world problems.
In summary, the simplex method systematically explores the
feasible region to find the optimal solution by iteratively improving
the objective value. It has been a cornerstone of optimization for
decades and continues to be widely used in various applications.
Using linear programming to solve farm machinery problem
a company manufactures farm machinery and wants to optimize its
production to maximize profit. Here's the problem description:
**Farm Machinery Production Problem**
20. Objective:
○ The company wants to determine the quantities of two
types of farm machinery (let's call them BigPal and
SlimGuy) to produce.
○ The goal is to maximize the overall net profit.
21. Decision Variables:
○ Let (x_1) represent the number of BigPal machines
produced.
○ Let (x_2) represent the number of SlimGuy machines
produced.
22. Constraints:
○ Mechanical Hours Constraint:
■ Each BigPal machine requires 5 hours of
mechanical work.
■ Each SlimGuy machine requires 4 hours of
mechanical work.
■ The total available mechanical hours per week are
500 hours.
■ Constraint: (5x_1 + 4x_2 \leq 500)
○ Electrical Hours Constraint:
■ Each BigPal machine requires 3 hours of
electrical work.
 ■ Each SlimGuy machine requires 4 hours of
electrical work.
■ The total available electrical hours per week are
350 hours.
■ Constraint: (3x_1 + 4x_2 \leq 350)
○ Non-Negativity Constraints:
■ (x_1 \geq 0)
■ (x_2 \geq 0)
23. Profit:
○ The profit from selling each BigPal machine is €30.
○ The profit from selling each SlimGuy machine is €12.
○ Objective function (to maximize): (Z = 30x_1 + 12x_2)
24. Formulation:
○ Maximize: (Z = 30x_1 + 12x_2)
○ Subject to:
■ (5x_1 + 4x_2 ≤500)
■ (3x_1 + 4x_2 ≤350)
■ (x_1 ≥0)
■ (x_2 ≥0)
25. Solution:
○ Solve the linear programming problem using the simplex
method, graphical method or LP software.
○ The optimal solution will provide the quantities of BigPal
and SlimGuy machines that maximize the net profit.
26. Interpretation:
○ The company should produce a certain number of BigPal
and SlimGuy machines to achieve the highest profit
while respecting the available mechanical and electrical
hours.
By solving this linear programming model, the company can make
informed decisions about its farm machinery production strategy
and maximize its overall net profit.