BCAC403 ClassNote Module-1
BCAC403 ClassNote Module-1
Study Material
Course Name: Optimization Techniques
Course Code: BCAC403
Module-1
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Table of Contents
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Module 1
1.1 Introduction
Linear Programming (LP) is a mathematical technique for optimization that is widely used in
business and industry. LP is used to determine the optimal way to allocate scarce resources
among competing demands. It is used in many different fields, including economics,
management science, operations research, and engineering.
LP is a mathematical method used to find the best possible solution to a given problem within
certain constraints. The problem is usually formulated as a system of linear inequalities or
equations, and the objective is to maximize or minimize a linear function of the variables
subject to these constraints. In other words, LP is used to find the optimal values of a set of
decision variables that satisfy a set of linear constraints and optimize a linear objective
function.
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constraints, and𝑏1 , 𝑏2 , … , 𝑏𝑚 are the constants that represent the right-hand sides of the
constraints.
The decision variables represent the quantities that the decision maker can control and are the
variables that the LP problem is trying to optimize. The objective function is the linear function
that is to be maximized or minimized, and the constraints represent the limitations or
restrictions that must be satisfied by the decision variables.
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The LP problem is formulated in such a way that the objective function is a linear combination
of the decision variables, and the constraints are linear inequalities or equations. This linear
structure is what makes LP problems solvable using a variety of mathematical techniques.
The Simplex algorithm works by moving from one vertex to another of the feasible region of
the LP problem. The feasible region is the set of all points in the n-dimensional space that
satisfy the constraints of the problem. The vertices of the feasible region are the extreme points
of the constraints, and the optimal solution is found at one of the vertices.
The Simplex algorithm moves from one vertex to another by examining the objective function
at each vertex and moving to the adjacent vertex that improves the objective function. This
process continues until the optimal solution is reached.
LP problems can also be solved using integer programming techniques. Integer programming
is a variation of LP in which the decision variables are restricted to integer values. This
restriction makes the problem more difficult to solve, but it is necessary in many real-world
applications.
Linear Programming (LP) is a mathematical method used to optimize complex systems with
constraints. It has many practical applications in business and industry. Here are some
examples:
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3.Resource Allocation: LP can also be used to allocate resources within a company, such as
budget, personnel, and equipment. This helps companies to optimize resource usage and
minimize costs.
6.Financial Planning: LP can help companies to plan their finances by determining the optimal
mix of debt and equity financing. This helps companies to minimize their financing costs while
maximizing their profitability.
Overall, LP is a powerful tool for businesses and industries to optimize their operations and
minimize costs while maximizing profits.
1. Flexibility: LP is a versatile tool that can be applied to a wide range of problems in different
fields, such as business, engineering, and economics.
2. Efficient: LP algorithms are highly efficient, and can solve large-scale problems quickly and
accurately.
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4. Sensitivity analysis: LP allows for the sensitivity analysis of the objective function and
constraints, which provides insight into the impact of changes in the parameters of the problem.
5. Multiple objectives: LP can handle problems with multiple objectives, providing a way to
balance competing goals.
6. Decision making: LP provides a rigorous and objective framework for decision making,
making it easier to compare and evaluate different options.
7. Integration: LP can be integrated with other optimization techniques and simulation models,
providing a powerful tool for problem-solving.
Overall, linear programming is a powerful and versatile optimization tool that has many
advantages over other methods.
Linear programming (LP) is a mathematical method for optimizing a linear objective function,
subject to linear constraints. While LP has been widely used in various fields, there are some
limitations and drawbacks to this method:
1. Linear programming assumes that the relationships between the variables are linear. In reality,
many relationships are not strictly linear, and this can lead to inaccurate results.
2. LP requires that all the decision variables be continuous. It cannot handle discrete or binary
variables, which are common in many real-world applications.
3. LP assumes that the objective function and constraints are known and fixed. However, in many
real-world problems, the objective function or constraints may change over time.
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4. LP is a deterministic method, meaning that it assumes that all the input parameters are known
with certainty. However, in many real-world problems, the input parameters are uncertain or
subject to variation.
5. LP assumes that the solution space is convex, meaning that the optimal solution lies at one of
the extreme points of the solution space. However, in some cases, the solution space may be
non-convex, and the optimal solution may lie in the interior of the solution space.
6. LP assumes that the objective function is additive, meaning that the total objective value is the
sum of the objective values of the individual decision variables. However, in some cases, the
objective function may have non-additive or non-linear components, which cannot be modeled
using LP.
7. LP assumes that the constraints are linear and do not interact with each other. However, in some
cases, the constraints may be non-linear or may interact with each other, making it difficult to
use LP to model the problem.
Suppose that the quantities of the m available resources to a manufacturer are 𝑏𝑖 (i=1,2,3,…,m).
He produces n commodities 𝐴1 , 𝐴2 , … , 𝐴𝑛 .The production of one unit of the j-th commodity
requires 𝑎𝑖𝑗 units of i-th resource. Let 𝑐𝑗 be the profit on one unit of the j-th commodity. Then
the manufacturer wants to know the best production so that the total profit is maximum.
𝑀𝑎𝑥𝑖𝑚𝑖𝑧𝑒 𝑧 = 𝑐1 𝑥1 + 𝑐2 𝑥2 + ⋯ + 𝑐𝑛 𝑥𝑛
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…………………………………………………..
…………………………………………………..
Also, there is a restriction on the variables that they are non-negative, i.e. 𝑥𝑗 ≥ 0, 𝑗 = 1,2, … , 𝑛
The numerical function of the decision variables (𝑥1 , 𝑥2 , … , 𝑥𝑛 ) which is to be optimize subject
to certain constraints and non-negativity restrictions is said be an objective function of an L.P.P
Slack variable:
If the constraint of an L.P.P is of ≤ sign, then adding some non-negative variable to the left-
hand side of the constraint, we may convert it an equal to sign. In this case the variable which
is added to the L.H.S of the inequation is called a slack variable.
Surplus variable:
If the constraint of an L.P.P is of ≥ sign, then adding some non-negative variable to the left-
hand side of the constraint, we may convert it an equal to sign. In this case the variable which
is a subtracted to the L.H.S of the inequation is called a surplus variable.
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Example: A firm can produce three types of cloth, say A, B and C. Three kinds of wool are
required for it, say red, green and blue wool. One-unit length of type A cloth need 2 yards of
red wool and 3 yards of blue wool; one unit length of type B cloth needs 3 yards of red wool,
2 yards of green wool and 2 yards of blue wool; and one unit of type C cloth needs 5 yards of
green wool and 4 yards of blue wool. The firm has only a stock of Rs. 800 yards of red wool,
1000 yards of green wool and 1500 yards blue wool. It is assumed that the income obtained
from one-unit length of type A cloth is Rs. 3.00 of type B cloth is Rs. 5.00 and of type C cloth
is Rs. 4.00. Determine how the firm should use the available materials, so as to maximize the
income from the finished cloth.
Ans.:
Solution:
Let to have maximum profit the firm produces 𝑥1 , 𝑥2 , 𝑥3 quatities(in yards) of types A, B, C
cloth respectively. As per condition each yard of cloth A requires 2 yards of red wool and so
for 𝑥1 yards of A cloth, total red wool required 2𝑥1 yards. Similarly 𝑥2 yards of B type cloth
needs 3𝑥2 yards of red wool and C type cloth needs no red wool and so on.
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Thus total quantities (in yards) of red, green and blue wools are:
Since maximum quantities of available wool are 800 yards of red, 1000 yards of green and
1500 yards of blue, so 𝑥1 , 𝑥2 , 𝑥3 satisfy the following inequalities:
2𝑥2 + 5. 𝑥3 ≤ 1000
𝑧 = 3𝑥1 + 5𝑥2 + 4. 𝑥3
Subject to,
2𝑥2 + 5. 𝑥3 ≤ 1000
And 𝑥1 ≥ 0, 𝑥2 ≥ 0, 𝑥3 ≥ 0
Example 2:
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At a cattle breeding firm it is prescribed that the food ration for one animal must contain at
least 12, 20 and 3 units of nutrients A, B and C respectively. Three different kinds of fodder
are available. Each unit weight of these contains the following units of the three nutrients:
It is given that the cost of each unit of fodder 1, 2 and 3 are Rs. 3, Rs. 2 and Rs. 5 respectively.
Formulate this problem as L.P.P.
Solution:
Let 𝑥1 , 𝑥2 and 𝑥3 amount of fodder 1, 2 and 3 respectively in unit of weight be used for ration
for each animal to satisfy the requirement of minimum nutrients.
𝑧 = 3𝑥1 + 2𝑥2 + 5𝑥3 and the total amounts of nutrients are 2𝑥1 + 𝑥2 + 5𝑥3 , 𝑥1 + 2𝑥2 + 𝑥3 ,
𝑥2 + 𝑥3
Subject to
2𝑥1 + 𝑥2 + 5𝑥3 ≥ 12
𝑥1 + 2𝑥2 + 𝑥3 ≥ 20
𝑥2 + 𝑥3 ≥ 3
And 𝑥1 , 𝑥2 , 𝑥3 ≥ 0
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𝑥1 − 𝑥2 ≥ 2
𝑥1 , 𝑥2 ≥ 0
−x1 + x2 ≤ −2
x1 , x2 ≥ 0
Minimize z=𝑥1 + 𝑥2 − 𝑥3
𝑥1 + 𝑥2 − 𝑥3 ≥ 4
2𝑥1 + 𝑥2 − 3𝑥3 ≤ 24
2𝑥1 − 𝑥2 + 𝑥3 ≥ 10
𝑥1 , 𝑥2 , 𝑥3 ≥ 0
Solution:
Introducing the surplus variables 𝑥4 , 𝑥6 ≥ 0 and a slack variable 𝑥5 ≥ 0, the given L.P.P can
be written as,
Minimize z = 𝑥1 + 𝑥2 − 𝑥3 + 0. 𝑥4 + 0. 𝑥5 + 0. 𝑥6
𝑥1 + 𝑥2 − 𝑥3 − 𝑥4 = 4
2𝑥1 + 𝑥2 − 3𝑥3 + 𝑥5 = 24
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2𝑥1 − 𝑥2 + 𝑥3 − 𝑥6= 10
𝑥1 , 𝑥2 , 𝑥3 , 𝑥4 , 𝑥5 , 𝑥6 ≥ 0
The basic variables are the variables that are non-zero in the basic solution, while the non-basic
variables are set to zero. The number of basic variables is equal to the number of constraints
in the problem.
2𝑥1 + 𝑥2 ≤ 5
𝑥1 + 2𝑥2 ≤ 4
𝑥1 , 𝑥2 ≥ 0
A basic solution to this problem can be found by selecting two constraints and solving for the
corresponding basic variables. For instance, if we choose the first two constraints, we obtain
the following system of equations:
2𝑥1 + 𝑥2 = 5
𝑥1 + 2𝑥2 = 4
Solving this system of equations, we get 𝑥1 = 2 and 𝑥2 = 1, which gives us a basic solution (2,1)
with basic variables 𝑥1 and 𝑥2 . The non-basic variables are set to zero, so we have 𝑥3 = 𝑥4 =
0.
Note:
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There can be many basic solutions to a linear programming problem, and the optimal solution
is the basic solution that gives the highest objective function value.
In linear programming, a feasible solution is a solution that satisfies all the constraints of the
problem. In other words, it is a point in the solution space that is consistent with the
requirements of the problem.
For example, suppose you have a linear programming problem to maximize profit subject to
constraints on the availability of resources. A feasible solution to this problem would be any
combination of values for the decision variables that satisfies the constraints of the problem.
If the problem has two decision variables, x and y, and the constraints are x + y ≤ 10, 2x + y
≤ 16, x ≥ 0, and y ≥ 0, then any point that satisfies these constraints is a feasible solution. For
example, (3,7), (4,6), and (5,5) are all feasible solutions.
It's worth noting that a feasible solution may not necessarily be an optimal solution. An optimal
solution is the best solution among all feasible solutions. Linear programming algorithms are
used to find the optimal solution to a problem by iteratively exploring the solution space and
evaluating the objective function at each point.
If all the basic variables in a basic solution are non-zero, then the basic solution is said to be a
non-degenerate basic solution.
If one or more of the basic variables in a basic solution is/are equal to zero, then it is said to be
a degenerate basic solution.
In a basic solution all the basic variable is non-negative then such type of basic solution is said
to be a basic feasible solution.
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In a basic feasible solution all the basic variables 𝑋𝐵 > 0, then this solution is said to be non-
degenerate Basic feasible solution.
In a basic feasible solution one or more of the basic variable is/are equal to zero, then it is said
to be degenerate basic feasible solution.
Optimum solution represents the pinnacle of problem-solving, embodying the ideal balance
between resources, constraints, and objectives. It serves as the cornerstone of optimization
endeavours across a myriad of disciplines, from engineering and economics to operations
research and beyond. In this lecture series, we embark on a journey through the intricacies of
finding and understanding optimal solutions within diverse contexts.
At the heart of every optimization endeavour lies the intricate interplay of objectives and
constraints. Optimization problems come in various forms, ranging from linear and nonlinear
to discrete and continuous. They necessitate a profound comprehension of objective functions
and constraints, serving as the guiding light towards the attainment of optimal outcomes.
Through illustrative examples spanning different domains, we unravel the essence of
optimization problems and their significance in decision-making processes.
In the quest for optimal solutions, a myriad of techniques and methodologies stand at our
disposal. Analytical methods offer a structured approach, employing mathematical
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If there is a solution to a linear programming problem, then it will occur at an extreme point,
or on a line segment between two corner points.
iii) The LP is unbounded (i.e. (for a maximization problem) for any bound L, there exists a
iv) If there is a feasible solution then there is a basic feasible solution and if there is an optimal
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Group –A
Module-I
a.1949 b.1950
c.1953 d.1957
a. intuitive b. objective
a. an approximation b. an idealization
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a. controllable b. uncontrollable
a. Parameters d. constants
9 Identify the following situation where Operations Research techniques are not applicable.
b. Sufficient input data is available for d. Scientific methods, techniques and tools
formulating the problem may be applied
a. provides decision within its limited context b. Mathematically provides the best decision
a. a model should be simple and coherent b. a model should not take much time in its
construction for any problem
c. A model representing the typical budget of d. a model which has the probability of
business accounts is called “account model” measuring observations is called “qualitative
model”
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a. Models are only an attempt in understanding b. Iconic models are pictorial representation
operations and should never be considered as of real system
absolute in any case.
c. Heuristic model are particular cases of Iconic d. Analogue models are most abstract than
models iconic ones.
a. Proportionality b. Uncertainty
c. Additivity d. Divisibility
a. variables are inter-related in terms of limited b. value of variables make sense and
resources correspond to real world problems
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a. least value chosen among the allowable b. greatest value chosen among the allowable
decision decisions
c. All the constraints and decision variables d. All decision variables must be non-
must be of either '≤ ‘or ′ ≥’ type negative
a. the constraints are strict equations b. the constraints are inequalities of ‘≤’type
c. the constraints are inequalities of ‘≥’type d. the decision variables are unrestricted in
sign
a. slack variables are used to convert the b. surplus variables are used to convert the
inequalities of the type '≤' into equations inequalities of the type '≥’ into equations
c. all LPP with all its constraints are of the type d. an LPP with all its constraints are of the
‘≥ ′ is said to be in standard form type '≤ ′ is said to be in canonical form
a. must satisfy all of the problem’s constraints b. must be a corner point of the feasible
simultaneously region
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c. need not satisfy all of the constraints, only d. must optimize the value of the objective
some of them function
Given a system of m simultaneous linear equations in n unknowns (m<n), select the number of
23 basic variables.
a. m b. n
C .n-m d. n+m
Group – B
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selling product A and B are Rs. 2000 and Rs. 3000 respectively. The manufacturer requires
90 kg. of resource R1 and 100 kg. of resource R2. Illustrate a relevant LP problem.
5. A manufacturing company produces two types of products, X and Y. Each unit of X requires
2 hours of labor and 1 hour of machine time, while each unit of Y requires 1 hour of labor and
3 hours of machine time. The company has 100 hours of labor and 120 hours of machine time
available per week. Product X yields a profit of $50 per unit, and product Y yields a profit of
$60 per unit. Deduce the LPP to maximize its weekly profit? 3
6. Egg contains 6 unit of vitamin -A per gram and 7 unit of vitamin-B per gram and costs 12
paisa per gram. Milk contains 8 unit of vitamin-A per gram and 12 units of vitamin-B per
gram and costs 20 paisa per gram. The daily minimum requirements for vitamin-A and
vitamin-B are 100 unit and 120 unit. Rewrite the most suitable objective function for this
problem after formulating an LP problem. 3
7. A manufacturer has two types of machine to choose from. He must have at least three A type
of machine and one B type of machine. The cost of the machine is Rs. 1000.00 and Rs. 1200
for the type A and B respectively. The floor area taken by the two type of machines are 4𝑚2
and 5𝑚2 respectively. The total cost must not exceed Rs. 15000 and the total available floor
space is 40𝑚2 . Illustrate a LP problem to minimize the cost. 3
8. A firm can produce three types of cloths say A, B and C. Three kinds of wools are required
for it, say red wool, green wool and blue wool. One
length of type A cloth needs 2 yards of red wool and 3 yards of green wool; One-unit length
of type B cloth needs 3 yards of red wool, 2 yards of green wool and 2 yards of blue wool
and one unit of type C cloth need 5 yards of green wool and 4 yards of blue wool. The firm
has only a stock of 8 yards of red wool, 10 yards of green wool and 15 yards of blue wool.
It is assumed that the income from the cloths are Rs 2.00, Rs. 3.00 and Rs. 4.00 respectively.
Illustrate a LPP to maximize the profit. 3
9. Evaluate all the basic feasible solution of the system of equations
x1 x2 x3 4
2 x1 5 x2 2 x3 3 3
10. Evaluate only two basic feasible solution of the system of equations
2 x1 6 x2 2 x3 x4 3
6 x1 4 x2 4 x3 6 x4 2 3
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Group – C
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3. A firm makes two types of furniture – chairs and tables. The profit for each product as 5
calculated by the accounting department is Rs. 20 per chair and Rs.30 per table. Both
products are to be processed on three machines M1, M2, M3. The time required in
hours by each product and total time available in hours per week on each machine is
as follows:
Machine Chair Table Available
Time(hrs)
M1 3 3 36
M2 5 2 50
M3 2 6 60
4. A firm makes two types of furniture – chairs and tables. The profit for each product as 5
calculated by the accounting department is Rs. 20 per chair and Rs.30 per table. Both
products are to be processed on three machines M1, M2, M3. The time required in
hours by each product and total time available in hours per week on each machine is
as follows:
Machine Chair Table Available Time(hrs)
M1 3 3 36
M2 5 2 50
M3 2 6 60
Solve by graphical method to describe this problem.
5. A person has two types of machines and he must have at least 2 first type of machine 5
and 5 second type of machine. The cost of each first type machine is Rs. 2000 and it
requires 20 𝑚2 space whereas the cost of each second type machine is Rs. 1500 and it
requires 30 𝑚2 space. His capital is Rs. 20000 and the available space is 220 𝑚2 . Profit
from each first type machine is Rs. 70 and Rs.110 from the second type. Describe the
above problem as a linear programming problem.
6. A Television Company has to decide on the number of 27- and 20- inch sets to be 5
produced at one of its factories. Market research indicates that at most 40 of 27- inch
sets and 10 of the 20-inch sets can be sold per month. The maximum number of work-
hours available is 500 per month. A 27-inch set requires 20 work-hour and a 20-inch set
requires 10 work-hour. Each 27 inch set produces a profit of $120 and each 20-inch set
produces a profit of $80. A wholesaler has agreed to purchase all the television sets
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produced if the numbers do not exceed the maxima indicated by the market research.
Identify an LPP in terms of maximizing total profit per month.
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10. A manufacturing company produces two types of furniture, chairs, and tables. Each 5
chair requires 5 units of wood and 2 units of steel, while each table requires 8 units of
wood and 4 units of steel. The company has 400 units of wood and 160 units of steel
available. If the profit per chair is $20 and the profit per table is $30, Evaluate the number
of chairs and tables that should the company be produced to maximize profit?
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