Chapter 1
Chapter 1
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Linear Programming model
a unit of the respective variable x1 , x 2 , , x n . The optimal value of the given
objective function is obtained by the graphical method or simplex method.
3. The constraints There are always certain limitations(or constraints) on the use of
recourses,
Example: Labor, machine, raw material, space, money etc that limit the degree to
which an objective can be achieved such constraints must be expressed as linear
equalities or inequalities in terms of decisions variables. The solution of linear
programmining problem must satisfy theses constraints.
1.3 Model and model building.
The general linear optimization (programming) problem with n decisions variable and
m constraints can be stated mathematically as follows:
Find out the values of decisions variables: x1 , x 2 , , x n , which will optimize (either
maximize or minimize) the linear function(linear programming).
Z c1 x1 c 2 x 2 c n x n
Subject to the constraints:
a11 x1 a12 x 2 a1n x n (, , ) b1
a 21 x1 a 22 x 2 a 2 n xn (, , ) b2 - - - (1)
a m1 x1 a m12 x 2 a mn x n (, , ) bm
And x j 0 ( j 1, 2 , , n) ,
Where aij , c j and bi' s ( i 1, 2 , , m) are all constant and x j are variables.
Each of the linear expressions on the left side connected to the corresponding constants
on the right side, by only one of the signs " " , " " , and " " , is known as constraints.
The linear function Z c1 x1 c 2 x 2 c n x n is known as the objective function.
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Linear Programming model
By using the matrix and vector notations the problem can be expressed as:
Optimize Z cx
Subject to the constraints:
Ax ( , , ) b ------------------------- - - - (2)
x0
Where,
A [aij ] is a mxn coefficient matrix.
Definition: A set of values of the variables which satisfy all the constraints and all the
non-negative restrictions of variables is known as the feasible solution (FS) of the linear
optimization problem.
Definition: A feasible solution to a linear optimization problem which makes the
objective function an optimum is known as the optimal solution of the linear optimization
problem.
There are various methods of finding the optimal solution of a linear optimization
problem
i) Geometrical or graphical method
ii) Algebraic method or simplex method.
Example: 1 Four different metals namely, Iron, Copper, Zinc and Manganese are
required to produce three commodities A, B and C. To produce one unit of A: 40kg of
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Linear Programming model
Iron, 30kg of Copper, 7kg of Zinc and 4kg of manganese. Similarly to produce one unit
of B: 70kg Iron, 14kg copper and 9kg manganese are needed and for producing one unit
of C: 50kg Iron, 18kg Copper, and 8kg Zinc are required. The total available quantities of
metals are: 1 metric tone Iron, 5 quintals of Copper, 2 quintals of Zinc and manganese
each. The profit are 300 Birr, 200Birr, and 100Birr in selling per unit of A, B and C
respectively. Formulate the problem mathematically.
Solution:
LP model formulation: The data of the problem is summarized as follows
30 x1 14 x 2 18 x3 500
7 x1 0 x 2 8 x3 200
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Linear Programming model
4 x1 9 x 2 0 x3 200
and x1 , x 2 , x3 0
Example: 2. The manager of an oil refinery must decide on the optimal mix of two
possible blending processes of which the in put and output per production run are given
as follows:
Input (units) Output (units)
Process (units) Crude A Crude B Gasoline x Gasoline y
1 5 3 5 4
2 4 5 3 4
The maximum amount available of crude A and B are 200 units and 150 units,
respectively. Market requirements show that at least 100 units of gasoline x and 80 units
of gasoline y must be produced. The profit per production runs from process 1 and
process 2 are Birr 300 and Birr 400 respectively. Formulate this problem as a LP model
to maximum profit.
Solution:
LP model formulation: The data of the problem is summarized as follows in the above
table
Decision variables: Let x1 and x 2 be number of process 1 and 2 respectively.
The LP model:
Maximize Z 300 x1 400 x 2
5 x1 4 x 2 200
Subject to the constraints: maximum amount of crude A and B
3x1 5 x 2 150
5 x1 3 x 2 100
market requirements of gasoline x and y
4 x1 4 x 2 80
and x1 , x 2 0
Example: 3 Three different type of lorries A, B and C have been used to transport 60
tones solid and 35 tones liquid substance. A type lorry carries 7 tones solid and 3 tones
liquid. B type lorry carries 7 tones solid and 2 tones liquid and C type lorry carries 3
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Linear Programming model
tones solid and 4 tones liquid. The costs of transport are Birr 500, Birr 400 and Birr 450
per lorry of A, B and C type respectively. Formulate the problem mathematically.
Solution:
LP model formulation: The data of the problem is summarized as follows:
Substance
Type of Lorry Solid Liquid Cost of transport
A 7 tones 3 tones 500
B 6 tones 2 tones 400
C 3 tones 4 tones 450
Total 60 tones 35 tones
3x1 2 x 2 4 x3 35
and x1 , x 2 , x3 0
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Linear Programming model