UNIT THREE

INTRODUCTION TO LINEAR PROGRAMMING

Contents
3.0 Aims and Objectives
3.1 Introduction
3.2 Linear Programming Models
3.3 Formulating Lp Models
3.4 Solution Approaches to Linear Programming Problems

3. Objectives and Aims

At the end of this chapter students will be able to apply the knowledge of linear programming
to solve managerial problems; they will be able to use linear programming models to solve
managerial problems having quantitative application.

3.1 Introduction
Dear students! Linear programming- is an optimization method which shows how to allocate
scarce resources in the best possible way subject to more than one limiting condition
expressed in the form of inequalities and /or equations. It
- enables users to find optional solution to certain problems in which the solution must
satisfy a given set of requirements or constraints.
- optimization in linear programming implies either maximization of:
 Profit
 Revenue
 sales
 market share
or minimization of:
 Cost
 time
 distance
 or a certain objective function.

*We can’t max/min two quantities in one model!

- involves linearly related multi-variety functions i.e. functions with more than one
independent variables.
- The goal in linear programming is to find the best solution given the constraints
imposed by the problem, hence the term constrained optimization.
3.2 Linear Programming Models
LP models are mathematical representation of LP problems. Some models have a specialized
format where as others have a more generalized format. Despite this, LPMs have certain
characteristics in common. Knowledge of these characteristics enables us recognize problems
that are amenable to a solution using LP models and to correctly formulate a LP model. The
characteristics can be grouped into two categories: Components and Assumptions. The
components relate to the structure of a model, where as the assumptions describe the
conditions under which the model is valid.
Components Assumptions
1. Objective function 1. Linearity
2. Decision variables Model 2. Divisibility
Model
3. Constraints Structure 3. Certainty Validity
4. Parameters and Right. 4. Non-negativity
Hand Side Values

3.2.1 Components of LP Model

a) The Objective function: is the mathematical/ quantitative expression of the objective
of the company/ model. The objective in problem solving is the criterion by which all
decisions are evaluated. In LPMs a single quantifiable objective must be specified by
the decision maker. For example, the objective might relate to profits, or costs or
market share, best to only one of these. Moreover, because we are dealing with
optimization, the objective will be either maximization or minimization, but not both
at a time

b) The Decision Variables: represent unknown quantities to be resolved for. These

decision variables may represent such things as the:
- number of units of different products to be sold
- the # of birr to invest in various projects
- the # of ads to place with different media advertisement
Since the decision maker has freedom of choice among actions, these decision variables are
controllable variables.
 c) The constraints: are restrictions which define or limit the attainability (achievability)
feasibility of a proposed course of action. They limit the degree to which the objective
can be pursued.
A typical restriction embodies scarce resources (such as labor supply, production capacity,
machine time, storage space), legal or contractual requirements (Product standards, work
standards), or they may reflect other limits based on forecasts, customer orders, company
policies etc.

d) Parameters- are fixed values that specify the impact that one unit of each decision
variable will have on the objective and on any constraint it pertains to as well as to the
numerical value of each constraint.
The components are the building blocks of a LP model. We can better understand their
meaning by examining a simple LP model as follows.

Example:
Maximize:
Maximize: 4X1 + 7X2 + 5X3 (profit)… objective function subject to
2X1 + 3X2 + 6X3 ¿ 300 labor hrs
System
5X1 + 4X3 ¿ 200 raw materials. Constraints
3X1 + 5X2 + 2X3 ¿ 360
X1 = 30 Individual
¿ 40 Constraints
X1 – qty of product 1 X2
Decision
Variable

X2 qty of product 2 X1, X2, X3 ¿ 0 Non negativity constructs

s

X3 qty of product 3

System constraints- involve more than one decision variables

Individual constraint- involve only one decision variable.
None-negativity constrains- specify that no variable will be allowed to take on a negative
value. The non negativity constraints typically apply in a LP model, whether they are
explicitly stated or not.

3.2.2 Assumption of LP models

a) Linearity
The linearity requirement is that each decision variable has a linear impact on the objective
function and in each constraint in which it appears. Taking the above example, producing one
more unit of products add br 4 to the total profit. This is true over the entire range of possible
values of x1. The same applies (true) to each of the constraints.

b) Divisibility: The divisibility requirement pertains to potential values of decision variables.

It is assumed that non-integer values are acceptable. For example: 3.5 TV sets/ hr would be
acceptable 7TV sets/ 2hr.

c) Certainty: The parameters are known and constant. The certainty requirement involves
two aspects of LP models. The constraint equations do not change.
(1) With respect to model parameters (i.e. the numerical values) –It is assumed that these
values are known and constant. Eg. In the above example each unit of product 1
requires 2 labor hours is known and remain constant, and also the 300 labor available is
deemed to be known and constant.
(2) All the relevant constraints identified and represented in the model are as they are.

d) Non-negativity- The non-negativity constraint is that negative values of variables are

unrealistic and, therefore, will not be considered in any potential solutions, only positive
values and zero will be allowed.

3.3 formulating LP Models

Once a problem has been defined, the attention of the analyst shifts to formulating a model.
Just as it is important to carefully formulate the model that will be used to solve the problem.
If the LP model is ill formulated, ill-structured, it can easily lend to poor decisions.

Formulating linear programming models involves the following steps:

1) Define the problem/ problems definition: to determine the no. of type 1 and type 2
products to be produced per month so as to maximize the monetary profit, given the
restriction.
2) Identity the decision variables or represent unknown quantities.
* Let X1 and X2 be the monthly quantities of type 1 and type 2 products.
3) Determine the objective function: Once the variables have been identified, the
objective function can be specified. It is necessary to decide if the problem is
 maximization or a minimization problem and the coefficients of each decision
variable.
4) Identify the constraints
- system constraints- more than one variable
- individual constraints- one variable
- non-negativity constraints.

Q(1) Check Your Progress- Question

1. A firm that assembles computers is about to start production of two new micro computers.
Each type of microcomputer will require assembly time, inspection time, and storage space.
The amount of each of there resources that can be devoted to the production of micro
computers is limited. The manager of the firm would like to determine the quantity of each
micro computer to produce in order to maximize the profit generated by sales of these micro
computers.

Additional information
In order to develop a suitable model of the problem, the manager has met with the design and
manufacturing personnel. As a result of these meetings, the manager has obtained the
following information:
Type 1 Type 2
Profit per unit $ 60 $ 50
Assembly time per unit 4hrs 10hrs
Inspection time per unit 2hrs 1hr
Storage space per unit 3 cubic ft 3 cubic ft

The manager also has acquired information on the available company resources. These
(weekly) amounts are:
Resource Resource available
Assembly time 100hrs
Inspection time 22hrs
Storage space 39cubic feet

The manager has also met with the firms marketing manager and learned that demand for the
micro computers was such that what ever combination of these two types of micro computers
is produced, all of the out put can be sold.
Solution
Step 1: Problem definition
- To determine the no. of two types of microcomputers to be produced (and sold) per
week so as to maximize the weekly profit, given the restrictions.

Step 2: Variable representation

- Let X1 and X2 be the weekly quantities of type 1 and type 2 microcomputers
respectively.
Step 3: Develop the objective function
Maximize or Z max = 60X1 + 50X2

Step 4: Constraint identification

 System constraints: 4X1 + 10X2 ¿ 100hrs Assembly
2X1 + X2 ¿ 22hrs Inspection
3X1 + 3X2 ¿ 39 cub Feet Storage
 Individual constraints ….No
 Non-negativity constraint ….X1, X2 ¿ 0

In summary, the mathematical model for the microcomputer problem is:

Z max = 60X1 + 50X2 subject to 4X1 + 10X2 ¿ 100
2X1 + X2 ¿ 22
3X1 + 3X2 ¿ 39
X1, X2 ¿ 0
Q(2) Check your progress
2. An electronics firm produces three types of switching devices. Each type involves a two-
step assembly operation. The assembly times are shown in the following table:
Assembly time per unit (minutes)
Station 1 Station 2
Model A 2.5hr 3.0hr
Model B 1.8hr 1.6hr
Model C 2.0hr 2.2hr
7.5hr 7.5hr
Each workstation has a daily working time of 7.5 hrs. The manager wants to obtain the
greatest possible profit during the next five working days. Model A yields a profit of br. 8.25
per unit, Model B a profit of br 7.5 per unit and model C a profit of Br 7.8 per unit. Assume
that the firm can sell all it products. During this time, it must fill outstanding orders for 20
units of each model type.
Required. Formulate the linear programming model of this problem.
Solution
Step 1: Problem definition: to determine the number of three types of searching devices
to be produced and sold for the next 5 days (working) so as to maximize the 5 days
profit.
Step 2. Variable representation
Let X1, X2, and X3 be the number of model A, B and C sketching devices to be
produced and sold.
Step 3. Develop objective function
Z max = 8.25X1 + 7.50X2 + 7.80X3
Step 4.Constraint identification
2.5X1 + 1.8X2 + 2.0X3¿ 450 minutes…Assembly time station 1 System
Constraints
3.0X1 + 1.6X2 + 2.2X3 ¿ 450minutes…. Assembly time station 2
X1 ¿ 20 …. Model A Individual
Constraints
X2 ¿ 20 ….Model B
X3 ¿ 20….Model C
X1, X2, X3 ¿ 0 ….no negativity
Summary
Z max = 8.25X1 + 7.50X2 + 7.8X3
Subject to: 2.5X1 + 1.8X2 + 2X3 ¿ 450
3X1 + 1.6X2 + 2.2X3 ¿ 450
X1 ¿ 20
X2 ¿ 20
X3 ¿ 20
X1 X2 X3 ¿ 0

3.4 Solution Approaches to Linear Programming Problems

There are two approaches to solve linear programming problems.
1. The graphic solution method
2. The algebraic solution/ simplex algorithm

3.4.1 The Graphic solution Method

It’s a relatively straight forward method for determining the optional solution to certain linear
programming problems.
It gives us a clear picture.

This method can be used only to solve problems that involve two decision variables.
However, most linear programming applications involve situations that have more than two
decision variables, so the graphic approach is not used to solve these

Example 1. Solving the micro-computer problem with graphic approach.

Z max=60X1 + 50X2
4X1 + 10X2 ¿ 100
2X1 + X2 ¿ 22
3X1 + 3X2 ¿ 39
X1 , X2 ¿ 0
Steps
1. Plot each of the constraints and identify its region.
2. Identify the common region, which is all area that contains all of the points that
satisfy the entire set of constraints.
3. Determine the optional solution-identify the point which leads to maximum benefit or
minimum cost.
  Region EGHBO is the commonest region point
 Region EGHBO is called feasible region point
 Point E Contains (0, 10)
 Point G contains (5,8) the intersection of L1 and L3
 Point H contains (9,4) the intersection of L2 and L3
 Point B Contains (11, 0)
To identity the maximum (minimum) value we use the corner point approach or the extreme
point approach. The corner point/ extreme point approach has one theorem. It states that:

For problems that have optional solutions, a solution will occur at an extreme, or corner
point. Thus if a problem has a single optional solution, it will occur at a corner point. If it has
multiple optional solutions, at least one will occur at a corner point consequently, in
searching for an optional solution to a problem, we need to consider the extreme points
because one of those must be optional. Further, determining the value of the objective
function at each corner point, we could identify the optional solution by selecting the corner
point that has the best value (i.e. maximum or minimum, depending on the optimization case)
of the objective function. Extreme points represent interactions of constraints.

Determine the values of the decision variables at each corner point. Some times, this can
be done by impaction (observation) and sometimes by simultaneous equation.
Substitute the value of the decision variables at each corner point into the objective
function to obtain its value at each corner point.
After all corner points have been so evaluated, select the one with the highest or lowest
value depending on the optimization case.
 COORDINATES
VALUE OF THE OBJECT
CORNER X1 X2 DETERMINED
FUNCTION
POINTS BY Z=60X1 + 50X2
O 0 0 OBSERVATION 0BIRR
A 0 22 OBSERVATION 1100 BIRR
B 11 0 OBSERVATION 660 BIRR
C 13 0 OBSERVATION 780 BIRR
D 25 0 OBSERVATION 1500 BIRR
E 0 10 OBSERVATION 500 BIRR
F 0 13 OBSERVATION 650 BIRR
G 5 8 SIMULTANEOUS 700 BIRR
H 9 4 Simultaneous 740 BIRR
I 5 12 Simultaneous 900 BIRR

BASIC SOLUTION
X1 = 9 X2 = 4 Z = 740 Br.
After we have got the optimal solution, we have to substitute the value of the decision
variables into the constraints and check whether all the resources available are used or not. If
there is any unused resource we can use it for any other purpose. The amount of unused
resource is known as slack- the amount of a scarce resource that is unused by a given
solution. The slack can range from zero, for a case in which all of a particular resource is
used; to the original amount of the resource that was available (i.e. none of it is used.)

Computing the amount of slack

Constraints Originally Used time Unused time (slack)

 Coordinates
Value of object Function
Point X1 Determined by
X2 20X1 +15X2 = 145

O 0 0 Observation
A 0 9.67 Observation 77.3 birr
B 5 3 Simult. equation 49 birr
C 14 0 Observation 70 birr
D 7.25 0 Observation 145 birr
E 0 4.67 Observation 70.05 birr
Available X1=9 X2=4 Available to use
Time
Assembly Time 100hr 4(9) + 10(4) = 76 100-76=24hr
Inspection Time 22hr 2(9) + 1(4) = 22 22-22=0hr
Storage 39sq.feet 3(9) + 3(4) = 39 39-39=0hr

Constraints that have no slack are sometimes referred to as binding constraints since they
limit or bind the solution. In the above cases, inspection time and storage space are binding
constraints, while assembly time has slack.

Knowledge of unused capacity can be useful for planning. A manager may be able to use the
remaining assembly time for other products, or, perhaps to schedule equipment maintenance,
safety seminars, training sermons or other activities

Interpretation: The Company is advised to produce 9 units of type 1 micro computer and 4
units of type 2 micro computers per week to maximize its early profit to Br. 740, and in doing
so the company would be left with unused resource of 24 assembly hrs which can be used for
other purposes.

Example 2: Solving the diet problem with graphic approach.

C min = 5X1 + 8X2
L1: 10X1 + 30X2 ¿ 140
L2: 20X1 + 15X2 ¿ 145
X1, X2 ¿ 0
Basic solution X1 = 5 pounds X2 = 3 pounds C = 49 br.
Interpretation
to make the
diet the
minimum
cost of br 49
we have to
purchase 5
pounds of
type 1 food
and 3 pounds
type 2 food.

If there is a difference between the minimum required amount and the optimal solution, we
call the difference surplus; that is: surplus is the amount by which the optimal solution causes
a ¿ constraint to exceed the required minimum amount. It can be determined in the same way
that slack can: substitute the optimum values of the decision variables into the left side of the
constraint and solve. The difference between the resulting value and the original right-hand
side amount is the amount of surplus.
Surplus can potentially occur in a ¿ constraint.

3.4.2 The Simplex Algorithm/ Algebraic Solution Method

The simplex method is an iterative technique that begins with a feasible solution that is not
optimal, but serves as a starting point. Through algebraic manipulation, the solution is
improved until no further improvement is possible (i.e. until the optional solution has been
identified.) Each iteration moves one step closer to the optional solution.

The optimal solution to a linear programming model will occur at an extreme point of the
feasible solution space. This is true even if a model involves more than two variables; optimal
solutions will occur at these point of the feasible solution space; some will be outside of the
feasible solution space. Hence, not every solution will be a feasible solution. Solutions which
represent in fasseetwim of constraints are called basic solutions; those which also satisfy all
of the constraints, including the non-negativity constraints, are called basic feasible solutions.
The simplex method is an algebraic procedure for systematically examining basic feasible
solutions. If an optimal solution exists, the simplex method will identify it. # of basic solution
n + mCm  not all basic solutions are feasible.

The simplex procedure for a maximization problem with all ¿ constraints consists of the
following steps.
1. Write the LPM in a Standard form: When all of the constraints are written as equalities,
the LP program is said to be in a standard form. We convert the LPM in to a standard
form by applying the slack variables, S, which carries a subscript that denotes which
constraint it applies to. For example, S 1 refers to the amount of slack in the first
constraint, S2 to the amount of slack in the second constraint, and so on. When slack
variables are introduced to the constraints, they are no longer inequalities b/c the slack
variable accounts, they become equalities. Further more, every variable in a model must
be represented in the objective function. However, since slack does not provide any real
contribution to the objective, each slack variable is assigned a coefficient of zero in the
objective function.
Slack = Requirement – Production,
Surplus = Production – Requirement

Taking the microcomputer problem, its standard form is as follows

Z max = 60X1 + 50X2 Z max = 60X1 + 50X2 + 0S1 + 0S2 + 0S3
4X1 + 10X2 ¿ 100hr 4X1 + 10X2 + S1 = 100
2X1 + X2 ¿ 22hr 2X1 + X2 + S2 = 22
3X1 + 3X2 ¿ 39hr 3X1 + 3X2 + S3 = 39
X1, X2 ¿ 0 All variables ¿ 0
(X1, X2, S1, S2, S3 ¿ 0)
2. Develop the initial tableau
 a. List the variables across the top of the table and write the objective function
coefficient of each variable just above it.
b. There should be one row in the body of the table for each constraint. List the slack
variables in the basis column, one per row.
c. In the Cj column, enter the objective function coefficient of zero for each slack
variable.
Cj = Coeff of variable J in the obj function.
d. Compute values for row Zj.
bj = RHSV of constraint i.
e. Computer values for Cj – Zj.
Aij – coefficient of variable j in constraint i

Pivot column Pivot element

Solution Cj 60 50 0 0 0
Basis X1 X2 S1 S2 S3 RHSV
S1 0 4 10 1 0 0 100 100/4 = 25
leaving
S2 0 2 1 0 1 0 22 22/2 = 11
39/3 = 13
S3 0 3 3 0 0 1 39
Zj 0 0 0 0 0 0
Cj - Zj 60 50 0 0 0
Initial feasible solution
S1 = 100 Obtained by
Entering variable S2 = 22 equating tow
S3 =39 Variables to
X1 = 0 Zero
X2 = 0 Decision
Z = 0 Variable

3. Develop subsequent tables

3.1 Identify the entry variable –variable that has a largest positive value in the Cj – Zj
row.
3.2 Identify the leaving variable –using the constraint coefficient or substitution rates in
the entering variable column divide each one into the corresponding quantity value.
However do not divide by a zero or negative value. The smalls non negative ratio that
results indicate which variable will leave the solution
4. Find unique vectors for the new basic variable using row operations on the pivot element.
-1/2 R21 –4R2new + R1old, -3R2new + R3old
 Solution Cj 60 50 0 0 0
Cj = bi/xj (aij)
Basics X1 X2 S1 S2 S3 RHSV 56/8 = 7
11/1/2 = 22
S1 0 0 8 1 -2 0 56 6/3/2 = 4
X1 60 1 ½ 0 ½ 0 11
S3 0 0 3/2 0 -3/2 1 6
Zs 60 30 0 30 0 660
Cj – Zj 0 20 0 -30 0

Incoming Variable

Solution Cj 60 50 0 0 0 RHSV
basis X1 X2 S1 S2 S3
S1 0 0 0 1 6 -16/3 24
X1 60 1 0 0 1 -1/3 9
X2 50 0 1 0 -1 2/3 4
Zj 60 50 0 10 40/3 740
Opportunity cost
Cj - Zj 0 0 0 -10 -40/3

5. Compute Cj – Zj row
6. If all Cj – Zj Values are zeros and negatives, you have reached optimality
7. If this is not the case (step 6), repeat 2 to 5 until you get optional solution.
“A simplex solution in a maximization problem in optional if the Cj – Zj row consists
entirely of zeros and negative numbers (i.e. there are no positive values in the bottom
row.)”
Note: The variables in solution all have unit vectors in their respective columns for the
constraint equations. Further, note that a zero appears in row C – Z in every column
whose variable is in solution, in row C – Z in every column whose variable is in solution,
indicating that its maximum contribution to the objective function has been realized.
Example 2
A manufacture of lawn and garden equipment makes two basic types of lawn mowers; a push
type and a self propelled model. The push type require 9 minutes to assemble and 2 minutes
to package; the self-propelled mover requires 12 minute to assemble and 6 minutes to
package. Each type has an engine. The company has 12hrs of assembly time available, 75
engines, and 5hrs of packing time profits are Birr 70 for the self propelled model and br 45
for the push type mower per unit.
Required:
1. a. To determine how many units of each type of mower to produce so as to maximize
profit.
b. Let X1 be push type mower
X2 be self propelled mower
c. Determine the objective function
Z max = 45X1 + 70 X2
d. Identify constraints
9X1 + 12X2 ¿ 720 minutes ……assembly time
2X1 + 6X2 ¿ 300 minutes ……..packing time
X1 + X2 ¿ 75 engine ………….Engines
X1, X2 ¿ 0
In summary
Z max = 45X1 + 70X2
S.t. 9X1 + 12X2 ¿ 720
2X1 + 6X2 ¿ 300
X1 + 2 ¿ 75
X1, X2 ¿ 0
2. a. Write the Lpm in a standard form
Z max = 45X1 + 70X2 + 0S1 + 0S2 + 0S
S.T. 9X1 + 12X2 + S1 = 720
2X1 + 6X2 + S2 = 300
X1 + X2 + S3 = 75
X1 X2, S1, S2, S3 ¿ 0
b. Develop the initial tableau
Solution C 45 70 0 0 0 RHSV
basis X1 X2 S1 S2 S3
Qij = Bi/aij
S1 0 9 12 1 0 0 720
720/12 = 60
S2 0 2 6 0 1 0 300
300/6 = 50 – Leaving
S3 0 1 1 0 0 1 75 75/1 = 75
Z 0 0 0 0 0 0
 C-Z 45 70 0 0 0

entering

c. Develop the subsequent tableaus

1/6R2, - 1R2new + R3, -12R2new + R1
C 45 70 0 0 0
Solution Basis X1 X2 S1 S2 S3 RHSV
S1 0 5 0 1 -2 0 120
X2 70 1/3 1 0 1/6 0 50
S3 0 2/3 0 0 -1/6 1 25
Z 70/30 70 0 70/6 0 3500
C-Z 65/3 0 0 -70/6 0

Entering

1/5R1, -1/3 R1new + R2old, -2/3R, New + R3 old

C 45 70 0 0 0 Optimal solution
Solution Basis X1 X2 S1 S2 S3 RHSV X1 = 24units

X1 45 1 0 1/5 -2/5 0 24 X2 = 42units

S1 = 0
X2 70 0 1 -1/15 3/10 0 42
S2 = 0
S3 0 0 0 -2/15 1/10 1 9
S3 = 9 engine
Z 45 70 13/3 3 0 4020 Z = 4020
C-Z 0 0 -13/3 -3 0

9X1 + 12X2 = 720 2X1 + 6X2 = 300 X1 + X2 = 75

X1 0 80 X1 0 150 X1 0 75
X2 60 0 X2 50 0 X2 75 0

X2
120
9X1 + 12X2 = 720
100 2X1 + 6S2 = 300
9(150 – 3X2) + 12X2 = 720
80 1450 – 27X2 + 12X2 = 720
730 = 15X2
 X2 = 730/15
60 9X1 = 720 – 4 (730/3)
9X1 + 12X2 = 720
40
E
D
20
C 2X1 + 6X2 = 300

0 20 40 60 B 80 100 120 140 X1

A

Coordinates How determinable? Profit

Points X1 X2 45X1 + 70X2

A 0 0 observation 45(0) + 70(0) = 0
B 75 0 observation 45(75) + 70(0) = 3375
C 60 15 simultaneous 45(60) + 70 (15) = 3750
D 24 42 simultaneous 45 (24) + 70 (42) = 4020
E 0 50 observation 45(0) + 70 (50) = 3500

X1 = 24 b) 2 (24) + 6 (42) =300

X2 = 42
Z = br. 4020 c) 24 + 42 = 75
66
Constraints
a) (24) + 12(42) = 720 75 – 66 = 9
S3 = 9

Interpretation. The company is advised to produce 24 units of push type mower and 40 units
of self-propelled mowers so as to realize a profit of Br. 4020. in doing so, the company would
be left with unused resource of engine which can be used for other purposes.

Exercises
1. firm manufactures three products which must be processed through some of or all
four departments. The table below indicates the number of hours a unit of each
 product requires in the different departments and the number of pounds of raw
materials required. Also listed are the cost per unit, selling price, and weekly
capacities of both work-hours and raw materials. If the objective is to maximize total
weekly profit, formulate the linear programming model. (Only the model)

Weekly
Product A Product B Product C Availability
Department 1 3 4 2 120 hours
Department 2 2 2 100 hours
Department 3 4 1 80 hours
Department 4 2 3 6 150 hours
Pounds of raw 5 4 3 250 pounds
Material per
Unit
Selling price $ 50 $ 60 $ 65
Cost / unit 41 40 43

2. Solve the following linear programming problem

(a) (Use simplex method)

Z max. 40X1 + 32X2

Subject to
40X1 + 20X2  600
4X1 + 10X2  100
2X1 + 3X2  38
X1, X2 0

(b) C min. : 50X1 + 80X2

Subject to
 20X1 + 30X2 1400
10X1 + 40X2 1200
X1 , X2  0
(Use the graphic method)

(c) Z max: X1 + 1.2X2 + 2X3

Subject to
X1 + 2X2  150
X1 + 2X3  150
2X1 + X2  80
2X1 + 3X2 + X3  225
X1X2X3  0
(Use the simplex method)

3. Use the three steps graphical proceder to find the optimum , as required , assuming x
≥0 and y≥ 0 :
a) Subject to 4x + 3y ≤ 24.
x + 2y ≤ 11.
Find өmax if:
a) ө= x + y b) ө= x + 3y c) ө= 3x + y d) ө= 2x + 1.5y
b) Subject to x + y ≤ 30
x + 2y ≤ 22
2x + y ≤ 2
x ≤4
Find өmax if:
a) ө= 5x + 8y b) ө= 4x -y c) ө= -2x + 7y d) ө= 5x + 10y

c) Subject to 4x + 5y ≥ 30
3x + 2y ≥ 19.
Find өmin if:
a) ө= 2x + 8y b) ө= 4x + 2y c) ө= 2x + 2y d) ө= 8x + 10y

4) Suppose that a Steel Company manufactures two kinds of wrought-iron rails: Model E, the
elegant, and Model D the Distinctive. Model E rails sell for $ 59 and cost $50 to make,
whereas Model D rails sell for $ 48 and costs $41 to make. To make one Model E rails
requires 2 hours on Machine A, 1 hour on Machine B and 4 hours on Machine C. On the
other hand, to make one Model D rails requires 1 hours on Machine A, 1 hour on Machine B
and 4 hours on A , 2 hours on B, and 5 hour on C. Production scheduling indicates that
during the coming week Machine A will be available for at most 30 hours, Machine for at
most 24 hours, and Machine C for at most 72 hours. Find the number of each kind of rail to
be made in the coming week in order for the company to maximize its profit. What is this
maximum profit? At maximum which machine, if any, are not fully utilized?