What is Linear Programming?

Linear programming (LP) or Linear Optimization may be defined as the problem of maximizing
or minimizing a linear function that is subjected to linear constraints. The constraints may be
equalities or inequalities. The optimisation problems involve the calculation of profit and
loss. Linear programming problems are an important class of optimisation problems, that helps to
find the feasible region and optimise the solution in order to have the highest or lowest value of the
function.
In other words, linear programming is considered as an optimization method to maximize or
minimize the objective function of the given mathematical model with the set of some requirements
which are represented in the linear relationship. The main aim of the linear programming problem is
to find the optimal solution.
Linear programming is the method of considering different inequalities relevant to a situation and
calculating the best value that is required to be obtained in those conditions. Some of the
assumptions taken while working with linear programming are:

• The number of constraints should be expressed in the quantitative terms

• The relationship between the constraints and the objective function should be linear
• The linear function (i.e., objective function) is to be optimised

Components of Linear Programming

The basic components of the LP are as follows:

• Decision Variables
• Constraints
• Data
• Objective Functions

Characteristics of Linear Programming

The following are the five characteristics of the linear programming problem:
Constraints – The limitations should be expressed in the mathematical form, regarding the resource.
Objective Function – In a problem, the objective function should be specified in a quantitative way.
Linearity – The relationship between two or more variables in the function must be linear. It means
that the degree of the variable is one.
Finiteness – There should be finite and infinite input and output numbers. In case, if the function
has infinite factors, the optimal solution is not feasible.
Non-negativity – The variable value should be positive or zero. It should not be a negative value.
Decision Variables – The decision variable will decide the output. It gives the ultimate solution of
the problem. For any problem, the first step is to identify the decision variables.

Linear Programming Problems

The Linear Programming Problems (LPP) is a problem that is concerned with finding the optimal
value of the given linear function. The optimal value can be either maximum value or minimum
value. Here, the given linear function is considered an objective function. The objective function
can contain several variables, which are subjected to the conditions and it has to satisfy the set of
linear inequalities called linear constraints. The linear programming problems can be used to get the
optimal solution for the following scenarios, such as manufacturing problems, diet problems,
transportation problems, allocation problems and so on.

Methods to Solve Linear Programming Problems

The linear programming problem can be solved using different methods, such as the graphical
method, simplex method, or by using tools such as R, open solver etc. Here, we will discuss the two
most important techniques called the simplex method and graphical method in detail.

Linear Programming Simplex Method

The simplex method is one of the most popular methods to solve linear programming problems. It is
an iterative process to get the feasible optimal solution. In this method, the value of the basic
variable keeps transforming to obtain the maximum value for the objective function. The algorithm
for linear programming simplex method is provided below:
Step 1: Establish a given problem. (i.e.,) write the inequality constraints and objective function.
Step 2: Convert the given inequalities to equations by adding the slack variable to each inequality
expression.
Step 3: Create the initial simplex tableau. Write the objective function at the bottom row. Here,
each inequality constraint appears in its own row. Now, we can represent the problem in the form of
an augmented matrix, which is called the initial simplex tableau.
Step 4: Identify the greatest negative entry in the bottom row, which helps to identify the pivot
column. The greatest negative entry in the bottom row defines the largest coefficient in the
objective function, which will help us to increase the value of the objective function as fastest as
possible.
Step 5: Compute the quotients. To calculate the quotient, we need to divide the entries in the far
right column by the entries in the first column, excluding the bottom row. The smallest quotient
identifies the row. The row identified in this step and the element identified in the step will be taken
as the pivot element.
Step 6: Carry out pivoting to make all other entries in column is zero.
Step 7: If there are no negative entries in the bottom row, end the process. Otherwise, start from
step 4.
Step 8: Finally, determine the solution associated with the final simplex tableau.

Graphical Method
The graphical method is used to optimize the two-variable linear programming. If the problem has
two decision variables, a graphical method is the best method to find the optimal solution. In this
method, the set of inequalities are subjected to constraints. Then the inequalities are plotted in the
XY plane. Once, all the inequalities are plotted in the XY graph, the intersecting region will help to
decide the feasible region. The feasible region will provide the optimal solution as well as explains
what all values our model can take. Let us see an example here and understand the concept of linear
programming in a better way.
Example:
Calculate the maximal and minimal value of z = 5x + 3y for the following constraints.
x + 2y ≤ 14
3x – y ≥ 0
x–y≤2
Solution:
The three inequalities indicate the constraints. The area of the plane that will be marked is the
feasible region.
The optimisation equation (z) = 5x + 3y. You have to find the (x,y) corner points that give the
largest and smallest values of z.
To begin with, first solve each inequality.
x + 2y ≤ 14 ⇒ y ≤ -(1/2)x + 7
3x – y ≥ 0 ⇒ y ≤ 3x
x–y≤2⇒y≥x–2
Here is the graph for the above equations.

Now pair the lines to form a system of linear equations to find the corner points.
y = -(½) x + 7
y = 3x
Solving the above equations, we get the corner points as (2, 6)
y = -1/2 x + 7
y=x–2
Solving the above equations, we get the corner points as (6, 4)
y = 3x
y=x–2
Solving the above equations, we get the corner points as (-1, -3)
For linear systems, the maximum and minimum values of the optimisation equation lie on the
corners of the feasibility region. Therefore, to find the optimum solution, you only need to plug
these three points in z = 3x + 4y
(2, 6) :
z = 5(2) + 3(6) = 10 + 18 = 28
(6, 4):
z = 5(6) + 3(4) = 30 + 12 = 42
(–1, –3):
z = 5(-1) + 3(-3) = -5 -9 = -14
Hence, the maximum of z = 42 lies at (6, 4) and the minimum of z = -14 lies at (-1, -3)

Linear Programming Applications

A real-time example would be considering the limitations of labours and materials and finding the
best production levels for maximum profit in particular circumstances. It is part of a vital area of
mathematics known as optimisation techniques. The applications of LP in some other fields are

• Engineering – It solves design and manufacturing problems as it is helpful for doing shape
optimisation
• Efficient Manufacturing – To maximise profit, companies use linear expressions
• Energy Industry – It provides methods to optimise the electric power system.
• Transportation Optimisation – For cost and time efficiency.

Importance of Linear Programming

Linear programming is broadly applied in the field of optimisation for many reasons. Many
functional problems in operations analysis can be represented as linear programming problems.
Some special problems of linear programming are such as network flow queries and multi-
commodity flow queries are deemed to be important to have produced much research on functional
algorithms for their solution.
Linear Programming Practice Problems
Solve the following linear programming problems:
A doctor wishes to mix two types of foods in such a way that the vitamin contents of the mixture
contain at least 8 units of vitamin A and 10 units of vitamin C. Food ‘I’ contains 2 units/kg of
vitamin A and 1 unit/kg of vitamin C. Food ‘II’ contains 1 unit/kg of vitamin A and 2 units/kg of
vitamin C. It costs Rs 50 per kg to purchase Food ‘I’ and Rs 70 per kg to purchase Food ‘II’.
Formulate this problem as a linear programming problem to minimise the cost of such a mixture
One kind of cake requires 200g of flour and 25g of fat, and another kind of cake requires 100g of
flour and 50g of fat. Formulate this problem as a linear programming problem to find the maximum
number of cakes that can be made from 5kg of flour and 1 kg of fat assuming that there is no
shortage of the other ingredients used in making the cakes.