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CH 4 LP QM

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20 views40 pages

CH 4 LP QM

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hunny012king
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© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
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You are on page 1/ 40

8/31/2023

Linear Programming
(LP)
By: Zahid Qavi Srohi. FCA

P1 ( 2,3) P2 ( 7,1)

2X + Y = 8

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2X + Y = 8

X is at least 3
times of Y
X=3
Y=1

X is maximum 3
times of Y

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Linear Programming (LP)

LP is a mathematical modeling technique used to determine a


level of operational activity in order to achieve an objective,
subject to restrictions called constraints

Equation vs. Inequality


An equation defines a relationship where two expressions are equal
to each other.
An inequality defines a relationship where one expression is greater
than or less than another.

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X> Y
Means that x is greater than y
X≥Y
Means that x is greater than or equal to y
X<Y
Means that x is less than y
X≤Y
Means that x is less than or equal to y

RULES FOR MANIPULATING INEQUALITY

Adding or subtracting a term to both sides of an inequality


does not alter the inequality sign.

10 > 8 10 > 8
10+4 > 8+4 10 – 25 > 8 – 25
14 > 12 -15 > -17

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RULES FOR MANIPULATING INEQUALITY


Multiplying or dividing both sides of an inequality by a positive
number does not alter the inequality sign.

10> 8
10 x 4 > 8 x 4
40 > 32

RULES FOR MANIPULATING INEQUALITY

Multiplying or dividing both sides of an inequality


by a negative number changes the inequality sign.

10 > 8
10 x (-4) > 8 x (-4)
-40 < -32

10

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Feasible
Region

11

Y Demand & Supply constraints

X>100 X<1000

Y<500
FEASIBLE REGION

FEASIBLE REGION

FEASIBLE REGION

FEASIBLE REGION

Y>100

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A redundant constraint is a constraint that


can be omitted from the system without
changing the set of feasible solutions.

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How to construct constraints


when intercepts are given

C
D E

A
B

15

RESOURCE REQUIREMENTS
Labor Clay Revenue
PRODUCT (hr/unit) (lb/unit) (Rs./unit)
Bowl 1 4 40
Mug 2 3 50

There are 40 hours of labor and 120 pounds of clay available each
day

How many Bowl & Mugs should be produced to maximise revenue?

16

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Labor Clay Revenue


PRODUCT
Bowl ( X) 1 4 40
Mug (Y) 2 3 50
Maximum 40 120 Max

Let
X= number of bowls to produce
Y = number of mugs to produce
40 X + 50 Y = Max.
Subject to
X + 2Y  40 hr (labor constraint)
4X + 3Y  120 lb (clay constraint)
X , Y  0( Non negative constrain )
17

Graphical Solution Method

1. Plot model constraint on a set of coordinates


in a plane
2. Identify the feasible solution space on the
graph where all constraints are satisfied
simultaneously
3. Plot objective function to find the point on
boundary of this space that maximizes (or
minimizes) value of objective function

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4X + 3Y  120
X + 2Y 40 4X + 3Y =120
X + 2Y = 40 X=0 Y= 40
X=0 Y= 20 X=30 Y=0
X=40 Y=0

40 X + 50 Y = Max.

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50 –
4 X + 3 Y  120 lb
40 –

30 –

20 –

10 – X + 2 Y  40 hr

0– | | | | | |
10 20 30 40 50 60 X

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X = 0 bowls
Y = 20 mugs
Y Z = Rs.1,000
X = 24 bowls
Y = 8 mugs
Z = Rs.1,360
X = 30 bowls
Y = 0 mugs
Z = Rs.1,200
40 –
A
30 –

20 –
B
10 –
C
0– | | | |
X
10 20 30 40

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50 –
4 X + 3 Y  120 lb
40 –

30 –

20 –

10 – X + 2 Y  40 hr

0– | | | | | |
10 20 30 40 50 60 X

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50 –
4 X + 3 Y  120 lb
40 –

30 –

20 –

10 – X + 2 Y  40 hr

0– | | | | | |
10 20 30 40 50 60 X

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Y X + 2Y = 40
40 – 4X + 3Y = 120
4 X + 3 Y  120 lb
X=24 Y =8
30 –

20 –
X + 2 Y  40 hr
10 –

0– | | | | X
10 20 30 40

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X + 2Y = 40 4X + 3Y = 120
X=24 Y=8

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40 X + 50 Y = Z
Z = Rs.50(24) + Rs.50(8) = Rs.1,360

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Objective Function
Y
40 –
4X + 3Y  120 lb

30 – Z = 70X + 20Y
Optimal point:
X = 30 bowls
20 –A
Y = 0 mugs
Z = Rs.2,100
10 – B

X + 2Y  40 hr
0– | | | C |
10 20 30 40 X

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A manufacturer produce two products P and Q which must pass through the
same processes in departments A and B having weekly production capacities of
240 hours and 100 hours respectively. Product P needs 4 hours in department
A and 2 hours in department B. Product Q requires 3 hours and 1 hour
respectively, in department A and B. Profit yields for product P is Rs.700 and
for Q is Rs.500. The manufacturer wants to maximize the profit with the given
set of inequalities.

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A firm makes two types of products: Type A and Type B. The profit
on product A is Rs.20 each and that on product B is Rs.30 each.
Both types are processed on three machines M1, M2 and M3. The
time required in hours by each product and total time available in
hours per week on each machine are as follow:
Machine Product A Product B Available Time
M1 3 3 36
M2 5 2 50
M3 2 6 60
The constraints can be formulated taking x1 = number of units A
and x2 = number of unit of B as:

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M1 M2 M3 Profit
Product A (X1) 3 5 2 20
Product B(X2) 3 2 6 30
Maximum 36 50 60

3X1 + 3X2 ≤36


20X1 + 30X2------- Maximise
5X1 + 2X2 ≤ 50
2X1 + 6X2 ≤ 60
X1 ≥0, X2 ≥ 0

30

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3X1 + 3X2 ≤36 5X1 + 2X2 ≤ 50


X1 X2 X1 X2
0 12 0 25
12 0 10 0

2X1 + 6X2 ≤ 60
X1 X2
0 10
30 0

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3X1 + 3X2 =36 ----- ( 12,12)


5X1 + 2X2 = 50 -----(10,25) 20X1 + 30X2
2X1 + 6X2 = 60 -----(30,10) 1 (0,10) 300
2 (3,9) 330
3 (8.67,3.33) 273.3
4 (10,0) 200

1 2

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3X1 + 3X2 ≤36


5X1 + 2X2 ≤ 50
2X1 + 6X2 ≤ 60

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3X1 + 3X2 ≤36


5X1 + 2X2 ≤ 50
2X1 + 6X2 ≤ 60

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A manufacturer produces two products X1 and X2.


Resources available for the production of these two items
are restricted to 200 support staff hours, 320 machine hours
and 280 labour hours. X1 requires for its production 1
support staff hour, 1 machine hour and 2 labor hours. X2
requires 1 support staff hour, 2machine hours and 0.8 labor
hours. X1 yields Rs.300 profit per unit and X2 yieldsRs.200
profit per unit. The manufacturer wants to determine the
profit maximizing weekly output of each product while
operating within the set of resource limitations.

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Support Staff Machine Hr Labour Hr Profit


X1 (X) 1 1 2 300
X2 (Y) 1 2 0.8 200
Maximum Limit 200 320 280

X+Y ≤ 200 300 X + 200y = Z(Max)


X+2Y ≤ 320
2X+0.8Y ≤ 280

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X+Y ≤ 200 X+2Y ≤ 320


X Y X Y
0 200 0 160
200 0 320 0

2X+0.8Y ≤ 280
X Y
0 350
140 0

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X+Y ≤ 200 X+2Y ≤ 320


X Y X Y
0 0 160

2X+0.8Y ≤ 280
X Y

140 0

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(200,200)
X+Y ≤ 200
(320,160)
(140,350) X+2Y ≤ 320
2X+0.8Y ≤ 280

39

An employer recruits experienced (x) and fresh workmen (y) for his
firm under the condition that he cannot employ more than 9
people, x and y can be related by the inequality:

(a)x + y ≠9
(b) x + y ≤9, x ≥0, y ≥ 0
(c) x + y ≤ 9, x ≥ 0, y ≥ 0
(d) None of these

40

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On the average, an experienced person does 5 units of work while


a fresh recruit does 3 units of work daily and the employer has to
maintain an output of at least 30 units of work per day. This
situation can be expressed as:

a) 5x + 3y ≤30
b) 5x + 3y > 30
c) 5x + 3y ≥30, x >0, y >0
d) None of these

41

The rules and regulations demand that the employer should employ
not more than 5 experienced hands to 1 fresh one. This fact can be
expressed as:

a) X≤ Y/2
b) Y ≤ X/2
c) y ≥ X/5
d) None of above

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No. of experienced hands(X) should not be more than 5


That is, No. of experienced hands should be equal to 5 or less than 5
So, we have X ≤ 5
X/5 ≤ 1 -----(1)
According to the question, No. of fresh hands is equal to 1.
So, we have y = 1
Substitute y=1 in eqn (1).
X/5 ≤ y
y ≥ X/5

43

The union however forbids him to employ less than 2 experienced


person to each fresh person. This situation can be expressed as:

a) X≤ Y/2
b) Y ≤ X/2
c) y ≥ X/2
d) None of above

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Union does not allow the employer to employ less than 2


experienced hands. Therefore, the employer should employ 2 or
more than 2 experienced hands.
X ≥ 2
X/2 ≥ 1 -----(1)
And also, No. of fresh persons to be employed is equal to 1
y = 1
Substitute Y= 1 in (1).
X / 2 ≥ y = Y ≤ X/ 2
45

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49

4.9. A manufacturer produce two products P and Q which must pass through the same
processes in departments A and B having weekly production capacities of 240 hours and
100 hours respectively. Product P needs 4 hours in department A and 2 hours in
department B. Product Q requires 3 hours and 1 hour respectively, in department A and
B. Profit yields for product P is Rs.700 and for Q is Rs.500. The manufacturer wants to
maximize the profit with the given set of inequalities. The objective function and all the
constraints are:

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4.16. A manufacturer produces two products X1 and X2. Resources available for the
production of these two items are restricted to 200 support staff hours, 320 machine hours
and 280 labour hours. X1 requires for its production 1 support staff hour, 1 machine hour
and 2 labour hours. X2 requires 1 support staff hour, 2 machine hours and 0.8 labour hour.
X1 yields Rs.300 profit per unit and X2 yields Rs.200 profit per unit. The manufacturer
wants to determine the profit maximizing weekly output of each product while operating
within the set of resource limitations. Situation of the above data in the form of equations
and inequalities

57

4.17. A factory is planning to buy some machine to produce boxes and has a choice of B-1
or B-9 machines. Rs.9.6 million has been budgeted for the purchase of machines. B-1
machines costing Rs.0.3 million each require 25 hours of maintenance and produce 1,500
units a week. B-9 machines costing Rs.0.6 million each require 10 hour of maintenance
and produce 2,000 units a week. Each machine needs 50 square meters of floor area. Floor
area of 1,000 square meters and maintenance time of 400 hours are available each week.
Since all production can be sold, the factory management wishes to maximize output.
Situation of above data in the form of objective function and constraints is:

58

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4.18. A company produces two products A and B. Production of A will be at least five
times the production of B. This situation can be expressed as:
(a) b≥5a
(b) b≤5a
(c) a≤5b
(d) a≥5b

59

4.19. A manufacturer produces two products A and B. Each unit of A requires


3kg of raw material and 2 labour hours whereas each unit of B requires 2kg
or raw material and 2 labour hours. Total raw material available is 200kg
whereas total labour hours available are 150 hours. This situation can be
expressed as:
(a) 3a+2b ≥ 200 and 2a+2b ≥ 150
(b) 3a+2b ≤ 200 and 2a+2b ≤ 150
(c) 3a+2b ≤ 150 and 2a+2b ≤ 200
(d) 3a+2b ≥ 150 and 2a+2b ≥ 200

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4.20. Inequalities 𝑥 ≥ 0 and y ≥ 0 suggest that feasible region will be in _____


quadrant.
(a) 1st
(b) 2nd
(c) 3rd
(d) 4th

61

4.21. Which of the following values of 𝑥 and y does not satisfy the inequality
2𝑥+3y ≤ 6
(a) (1,1)
(b) (0,1)
(c) (3,1)
(d) (1,0)

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4.22. A machine can work for 16 hours per day at most. It takes 4 hours to
produce one unit of product A and 8 hours to produce one unit of product
B. This information can be expressed as:
(a) 4a+8b ≤ 16
(b) 4a+8b ≥ 16
(c) 4a+8b = 16
(d) Not possible to express information

63

4.23. Which of the following constraint will have a feasible region with
coordinate (2, 3) in it?
(a) 10𝑥+5y ≤ 40
(b) 10𝑥+5y ≤ 30
(c) 10𝑥+5y ≤ 10
(d) 10𝑥+5y ≤ 20

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4.24. Pharma limited produces two medicines. Each of which requires two
types of raw material with following details:
Product A(kg/unit) Product B(kg/unit) Total available (kg)

Raw material X 2 3 120


Raw material Y 4 6 360
Form appropriate constraints as per above information
(a) 2a+3b ≤ 120 and 4a+6b ≤ 360
(b) 2𝑥+4y ≤ 120 and 3𝑥+6y ≤ 360
(c) 4a+6b ≤ 120 and 2a+3b ≤ 360
(d) 2𝑥+3y ≤ 120 and 4a+6b ≤ 360

65

4.25. The maximum number of constraints while solving a business problem


using linear programming is
(a) 1
(b) 2
(c) 3
(d) there is no specific limit

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4.26. Feasible region is a _____


(a) Region which satisfies all given constraints
(b) Region which is in first quadrant
(c) Region above the last mentioned constraint
(d) Always below all the constraints in a given scenario

67

4.27. Corner point theorem states _____


(a) Optimal solution is at one of the corners of feasible region.
(b) Optimal solution is within feasible region.
(c) Profit is maximum at all corners of a feasible region.
(d) Revenue is maximum at all corners of a feasible region.

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4.28. Linear programming model can be used for --------------


(a) Profit maximization
(b) Cost minimization
(c) Both
(d) None

69

4.29. For the following set of inequalities and objective function. Identify the
optimal solution using corner point theorem
Constraints
i. 𝑥 ≥ 0
ii. y ≥0
iii. 𝑥+y ≤ 8
Objective function
Profit = 10𝑥+2y
(a) (8, 0)
(b) (0, 8)
(c) (4, 4)
(d) (0, 0)

70

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4.30. For the following set of inequalities and objective function. Identify the
optimal solution using corner point theorem
Constraints
i. 𝑥 ≥ 0
ii. y ≥0
iii. 2𝑥+y ≤ 8
iv. 2𝑥+2y ≤ 10
Objective function
Profit = 10𝑥+2y
(a) (0, 8)
(b) (5, 0)
(c) (0, 5)
(d) (8, 0)

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4.31. For the following set of inequalities and objective function. Identify
the optimal solution using corner point theorem
Constraints
i. 𝑥 ≥ 1
ii. y ≥2
iii. 𝑥+y ≤ 8
Objective function
Cost = 10𝑥+2y
(a) (0, 0)
(b) (1, 2)
(c) (2, 1)
(d) (0, 0)

72

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4.32. Identify the redundant constraint from the following set of


constraints:
i. 𝑥+y ≤ 6
ii. 𝑥 ≥ 0
iii. y ≥0
iv. 4𝑥+2y ≤ 8
(a) 4𝑥+2y ≤ 8
(b) 𝑥 ≥ 0
(c) y ≥ 0
(d) 𝑥+y ≤ 6

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4.33. A company wants to make product A which will contain both chemical 𝑥 and chemical
y. The product must contain at least 1 unit of 𝑥 and 2 units of y. The company has to be
careful that total of 𝑥 and y units in the product must not exceed 8 units.
If the cost of each unit of 𝑥 and y is 10 and 2 respectively, formulate constraints and objective
function respectively.
(a) Constraints (c) Constraints
i. 𝑥 ≥ 1 i. 𝑥 ≥ 0
ii. y ≥2 ii. y ≥0
iii. 𝑥+y ≤ 8 iii. 𝑥+y ≤ 8
Objective function Objective function
Cost = 10𝑥+2y Cost = 10𝑥+2y
(b) Constraints (d) Constraints
i. 𝑥 ≥ 1 i. 𝑥 ≥ 1
ii. y ≥2 ii. y ≥2
iii. 𝑥+y ≤ 8 iii. 𝑥+y ≤ 2
Objective function Objective function
Cost = 2𝑥+10y Cost = 10𝑥+2y

74

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4.34. A company produces two types of cola drinks. Each of which requires
two types of raw material with following details:
Product A(kg/unit) Product B(kg/unit) Total available (kg)
Raw material X 3 4 480
Raw material Y 2 6 540
How many units of each type of cola drink may be produced to maximise the
profit, if the profit on each unit of A and B is Rs 1,800 and Rs. 6,300
respectively?
(a) (72, 66)
(b) (0, 90)
(c) (160, 0)
(d) (66, 72)

75

4.35. For the following constraints:


i. 𝑥+y ≥ 40
ii. 𝑥+y ≤ 10
(a) There is no feasible region
(b) One feasible region
(c) Two feasible regions
(d) Three feasible regions

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4.36. Minimum number of constraints to draw a feasible region is/are:


(a) 1
(b) 2
(c) 3
(d) 4

77

4.37. A bounded feasible region will:


(a) Have both maximum and minimum value
(b) Have maximum value only
(c) Have minimum value only
(d) None of these

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4.38. Y ≤ X will have a feasible region: ----------


(a) Above Y axis only
(b) Below Y axis only
(c) Above X axis only
(d) Below or on the line Y=X

79

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