Operations Research | Roha Plaena

Chapter 4

LINEAR PROGRAMMING
PROBLEM - I
Linear programming is a mathematical method involving optimizing a certain function, called
an objective function, subject to certain constraints and restrictions. However, it has wide
applications, the common type of problems handled in linear programming call for determining
a product mix that would maximise the total profit, given the profit rates of the products involved
and the resource requirements for each of them, along with the amount of resources given. The
problem could also be determining the product mix that would entail minimum cost provided it
satisfies certain minimum requirements. Thus, the linear programming method is a technique
for choosing the best alternative from a set of feasible alternatives in situations where the
objective function and constraints are expressed as linear mathematical functions.
In general terms, a linear programming problem can be written as:
Maxinise Objective Function
Subject to
ta1nXy Sbi

Constraints
am XË ta,m2 X) t... tamn Xn Sbm
X}, N), ... x, 2 0 Non-negativity Restriction
Where the objective is to minimise the fumction, the problem may be stated as:
Mininise Z= c t czx2 + + Cn Objective Function
Subject to

Constraints

X}, 2, ... x,20 Non-negativity Restriction

Notes:
1. Generally, the constraints in maximisation problens are of the s type, and of 2 type in the
minimisation problems. But a given problem may involve a mix of constraints involving the signs of
s,2 and/or =.
2. Usually the decision variables are non-negative. However, they need not be so. Variables may be
unrestricted in sign as well.

Formulation of a linear programming model requires:

A clear definition of the decision variables.
Identify all constraints of the problem and consider each to determine whether it involves
a <, 2, or = sign.

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 Operations Research| o h a Puona
in
non-negative or unrestricted
Determining whether the decision variables involved are
sign.

Assumptions Underlying Linear Programming

Alinear programming model is based on the following assumptions:
1. Proportionality:
There exists proportionality ) in the obiective function so that doubling of output would yield, for
example, double the profit, and ) in constraints so that changing the output in acertain proportion
will require the resources required, also in the same proportion. This assumption means there are no
production efficiencies or lean production processes. Also, no quantity discount is offered.
2. Additivity:
The objective function and constraint inequalities are based on the assumption that the total of all
activities is given by the sum total of eachactivity conducted separately. Thus, the total profit would
equal the proit obtainable from each activity. Therefore, the time/materialcost/profit is individually
calculated. For example, a worker cannot simultaneously work for two products even if some spare
time is available.

3. Continuity:
The decision variables are assumned to be continuous to assume values both integer and
fractional.
4. Certainty:
Linear programming is deterministic, so various parameters, including the objective function
coeficients, the coeffhicients of inequalitylequality constraints, and the constraint values, are all
known and certain. No market conditions or environment affect production and distribution.
5. Finite Choices:
A linear programming model assumes that a limited number of choices are
available to the decision
maker. Only positive values of resources are considered.

Graphic Solution to the Linear Programming Problems

The solution of an LPP graphically requires plotting all the
After this, the feasible region for the constraints is problem's constraints in the first instant.
identified in
constraint. The feasible region for the problem is the area reference to the feasible area for each
represents the region at any point that would satisfy allcommon
to all the constraints. Thus, it
the constraints. A constraint whose
elimination does not affect a feasible region is called a redundant
ought to be a convex set.It could be bounded (if closed or constraint. The feasible region
so closed). bound from all sides) or unbounded (if not

The optimal solution may be found by

using
by putting the objective function equal to iso-profit/ iso-cost lines. An iso-profit line can be obtained
graph similar tothe constraints, Each pointsome
on an
numerical value and plotting that equation on the
to the one obtained by iso-proit line yields the same profit. Lines
The line whose one pointmoving away from the origin
correspond to higher and higher proftparallel
touches the extreme corner point is levels.
considered; the profit corresponding to
 Operation Research DA Rota Plasena
that is the highest profit attainable. And the variable values at that point are optimal values of the
decision variables.

Unique and Multiple Solutions

A problem may have a unique optimal solution, multiple optimal solutions, an unbounded solution,
or no feasible (and hence no optimal) solution. Multiple optimal solutions are obtained when the
objective function is parallel to a constraint (so that the objective function coefficients are proportional
to the coefficients of the constraint), binding and forming an edge or boundary on the feasible region.

Unbounded Solutions
An unbounded solution is present when the feasible region is unbounded from above, and the
objective function is of the maximisation type, so it is possible to indefinitely increase the objective
function value. A minimisation problem with non-negative variables will not have an unbounded
solution.

Point Solutions
Apoint solution is seen in problems where constraints are equations instead of inequalities. In such
cases, if the solution is feasible, it is optimal. If it is not feasible, the problem has nosolution.

Infeasibility
Infeasibility (no feasible solution) exists when there is no common point in the feasible areas for the
constraints of a problem. The feasible region is empty in such a case.

Redundancy in GraphicalSolutions to LPP

Aconstraint in a given linear programming problem is said to be redundant if the feasible region of
the problem is unchanged by removing that constraint.

Practice Problems
1. Afirm is engaged in producing two products, Aand B. Each unit of product Arequires 2 kg of
raw material and 4 labour hours for processing, whereas ech unit of product Brequires 3 kg
of raw material and 3 hours of labour of the same type. Every week, the firm has an
availability of 60 kg of raw material and 96 labour hoursr One unit of product Asold yields
R40and one unit of product Bsold gives 35 as profit. Formulate this problem as a linear
programming problem to determine how many units of each product should be produced per
week so that the firm can earn the maximum profit. Assume that there is no marketing
constraint so that all that is produced can be sold.18.8) low)
2. Maximise Z = X, +3x,
Subject to x, + 2 x, s9
XË +4 x S 11

Solve it using the graphical method.

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 Operations Research D Rloha Paena
3. Pind the solution to the following LP problem using the iso-profit line method.
Maximise Z=3 x t 2x 2,%
Subject to 2x; + x2 S 12
X t X s 10
-X} +3x, 26

4. Gashewco has two grades of cashewnuts: Grade 1-750kg and Grade II-1200 kg. These are to
be mixed in two types of packages of one kilogram each--economy and special. The economy
Pack consists of grade Iand grade I cashews in the proportion of 1: 3, while the special pack
u combines the two in equal proportion. The profit margin on the economy and special packs
are, respectively, 5and 28 a pack.
(a) Formulate this as a linear programming problem.
6) Ascertain the number of packages of the economy and special types graphically to be made
to maximize profits.
(c) Would your answer be different if the proft margin on a special pack is ?10?
5. Acompany produces two types of pencils: Aand B. Pencil Ais superior quality, and pencil B
is lower quality. Profts on pencils Aand Bare 5 and 23 per pencil, respectively. The raw
material required for each pencil Ais twice as much as that of pencil B. The raw material
supply is sufficient only for 1000 pencils of type Bper day. Pencil Arequiresa special clip:
only 400 clips are available daily. For Pencil B, only 700 clips are available per day. Use the
graphical method to find the product mix that the company can make to make maximun
profit. Use iso-profit line.

6. Suppose that you want to invest a sum of 100000 in a combination of only two stock
portfolios, with the maximum investment allowed in either portfolio being 75000. The first
portfolio has anaverage return of 10%, whereas the second has 20%. Regarding risk factors
nssociated with these portfolios, the first has a risk rating of 4 (on a scale of 10), and the
second has a9. Since you want to maximise your returns, you will not accept an averoge rate
of return below 12% or a risk factor above 6. Formulate this as an LPP. Solve it using the
graphical method.

7. Aretired person wants to invest up to an amount of 230,000 in fixed-income securities. His

broker recommends investing in Bond A, yielding 7%, and Bond Byielding 10%. After some
consjderation, he decided to invest at most 212,000 in Bond Band at least 26,000 in Bond A.
He also wants the amount invested in Bond Ato be at least equal to the amount invested in
Bond B. What should the broker recommend if the investor wants to maximise his return on
investment? Solve graphically.

8. (a) Is it necessary that the feasible region for a maximisation type of linear programming
problem must always be bounded?
(6) Maximise Z= 6x,- 2r,
Subject to 8x - 4x, S8
0< x S3

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 Operations Research | Plha(Puena
9. Two kinds of food for children, Fl and F2, are being considered to be purchased. Food Fl costs
R20 a unit, while food F2 is available at R40 per unit. The nutrient contents of these foods are
as follows:

Nutrient content
Nutrients
Food Fl Food F2
Ni 40 20
N2 3 12
N3 18
The minimum requirement for three nutrients is 200,36, and 54 units. Draft this as an LPP
and find graphically the quantities of food units that should be bought so that the costs are
minimised to satisfy the given constraints.
10. Solve the following LPP:
Minimise Z = 3x, + 10x,
Subject to 15x, + 4X, > 60
8x, +8x, > 40
4x, + 16x, >32

11. A company manufactures two kinds of machines, each requiring a different manufacturing
technique. The deluxe machine requires 18 hours of labour and 9 hours of testing, yieldinga
profit of Z400. The standard machine requires 3hours of labour and 4 hours of testing, yielding
a profit of 200. 800 hours of labour and 600 hours of testing are available each month. A
marketing forecast has shown the monthly demand for the standard machine to be no more
than 150. The management wants to know each model's monthly numbers to produce that
will maximise total profit. Formulate and solve this as a linear programming problem.

12. Maximise 3x, + 4x, Subject to the following constraints:

2x1 + x2s10
XË +4x,s36
X +2x,s 10

13. Find the maximum and the minimum values of the function = 8x, + 5x,,subject to the
following:
3x - 2x, 26
-2x, + 7x, 27
2x,- 3x, <6
XË, X, 2 0

14.Solve the following problem graphically,

Maximise Z = 5x, + 3x;
Subject to 3x, + 5X, = 15
5x, + 2x, = 10
X1, X2 0

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 Operations Rescarch rlsha Puena
15. The standard weight of a special-pupose brick is 5 kg, containing two basic ingredients, A
and B. A cost 5 per kg, and B cost S per kg. Strength considerations dictate that the brick
should contain no more than 4 kg of A and a minimum of 2 kg of B. Since the demand for the
product is likely to be related to the price of the brick, find out graphically the minimum cost
of the brick satisfying the above conditions.

Revision Problems
205
(a) Solve the following Transportation Problem for optimal revenue.
Products Markets (Sales in thousands of Rupees)
III IV Capacity
A 5 10 4 5 10
ls360 B 7 2 25
4 2 5 7 20
Demand 25 10 15 5

(b) Is there any alternate solution? If yes, find it.

206 A company spends Rs 1200 transporting its units from three plants to four distribution
centres. The supply and demand of units with the unit cost of transportation are given as
under:

Distribution Centers
Plants
3 4
Supply
P1 20 30 50 17 7
P2 70 35 40 60 10
P3 40 12 60 25 18
Demand 5 7 15

What can be the maximum saving by optimal scheduling?

207 Acompany has four manufacturing plants and five warehouses. Each plant manufactures
the same product, sold at different prices at each warehouse area. The cost of
manufacturing and raw materials vary in each plant due to various factors. The capacities
of the plants are also different. The data is given in the following table:
Plant
Item
4

Manufacturing Cost (Rs.) per unit 12 10 7

Raw material cost (Rs.) per unit 7 7 5

Capacity per unit time 100 200 120 80

The company has ive warehouses. The sales price, transportation costs, and demand are
given in the following table:
Warehouse
Transportation Cost (Rs) per unit Sale price Demand
2 3 4 (Rs) per unit
A 4 4 3 30 80
B 9 7 8 32 120
2 6 10 28 l50
D 10 5 34 70

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 Operation Research|Rlcha Plaaena
E 2 5 30 90
Formulate and solve this transportation problem to maximize profit.
208. What is meant by the optimality test? How do you determine whether a given solution is
optimal or not?
209. What is unbalanced TP? How will youconvert it into a balanced one?

210. How do you know that a transportation problem has:

(a) Alternate solution
(b) Feasible solution
301 Fivemachines can do any of the five required jobs,with different profits (in thousands of
rupees) firom each assignment. Find the assignment that maximizes the total profit.
Machines
Jobs A B D E
1 5 11 10 12 4
2 2 4 6 3 5
3 12 5 14 6
6 14 4 11 7
5 7 9 8 12 5

302 You are given information about the cost of performing diferent jobs by different people.
Using this information, state (0) the optimal assignment of jobs and (i) the cost of each
assignment.
Job
Jobs J4 Is
P 27 18 X 20 21
31 24 21 12 17
P2
P3 20 17 20 X 16
22 28 20 16 27
6 P