Operations Research I

(CSM 393)
Linear Programming

Dr. Bright Owusu

January 21, 2025

Introduction

The application of specific operations research techniques to determine the

choice among several courses of action, so as to get an optimal value of
the measures of effectiveness (objective or goal), requires to formulate (or
construct) a mathematical model. Such a model helps to represent the
essence of a system that is required for decision-analysis. The term
formulation refers to the process of converting the verbal description and
numerical data into mathematical expressions, which represents the
relationship among relevant decision variables (or factors), objective and
restrictions (constraints) on the use of scarce resources (such as labour,
material, machine, time, warehouse space, capital, energy, etc.)

Dr. Bright Owusu Operations Research I (CSM 393) Linear ProgrammingJanuary 21, 2025 2 / 24
Structure Of Linear Programming Model
The general structure of an LP model consists of following three basic
components (or parts)
Decision variables (activities). The evaluation of various courses of
action (alternatives) and select the best to arrive at the optimal value of
objective function, is guided by the nature of objective function and
availability of resources. For this, certain activities (also called decision
variables) usually denoted by x1 , x2 , ..., xn are conducted. The value of
these variables (activities) represents the extent to which each of these is
performed. For example, in a product-mix manufacturing problem, an LP
model may be used to determine units of each of the products to be
manufactured by using limited resources such as personnel, machinery,
money, material, etc.
These decision variables, usually interrelated in terms of consumption of
resources, require simultaneous solutions. In an LP model all decision
variables are continuous, controllable and non negative. That is,
x1 ≥ 0, x2 ≥ 0, ..., xn ≥ 0.
Dr. Bright Owusu Operations Research I (CSM 393) Linear ProgrammingJanuary 21, 2025 3 / 24
The objective function The objective function of each LP problem is
expressed in terms of decision variables to optimize the criterion of
optimality (also called measure-of-performance) such as profit, cost,
revenue, distance etc. In its general form, it is represented as:

Optimize (Maximize or Minimize) Z = c1 x1 + c2 x2 + ... + cn xn ,

where Z is the measure-of-performance variable, which is a function of

x1 , x2 , ..., xn . Quantities c1 , c2 , ..., cn are parameters that represent the
contribution of a unit of the respective variable x1 , x2 , ..., xn to the
measure-of-performance Z. The optimal value of the given objective
function is obtained by the graphical method or simplex method

Dr. Bright Owusu Operations Research I (CSM 393) Linear ProgrammingJanuary 21, 2025 4 / 24
The constraints There are always certain limitations (or constraints) on
the use of resources, such as: labour, machine, raw material, space,
money, etc., that limit the degree to which an objective can be achieved.
Such constraints must be expressed as linear equalities or inequalities in
terms of decision variables. The solution of an LP model must satisfy
these constraints

Dr. Bright Owusu Operations Research I (CSM 393) Linear ProgrammingJanuary 21, 2025 5 / 24
General Mathematical Model of Linear Programming

The general linear programming problem (or model) with n decision

variables and m constraints can be stated in the following form:

Optimize (Max. or Min.) Z = c1 x1 + c2 x2 + · · · + cn xn subject to the

linear constraints,

a11 x1 + a12 x2 + · · · + a1n xn (≤, =, ≥) b1 ,

a21 x1 + a22 x2 + · · · + a2n xn (≤, =, ≥) b2 ,
..
.
am1 x1 + am2 x2 + · · · + amn xn (≤, =, ≥) bm ,

and x1 , x2 , . . . , xn ≥ 0.
The above formulation can also be expressed in a compact form as follows.
Dr. Bright Owusu Operations Research I (CSM 393) Linear ProgrammingJanuary 21, 2025 6 / 24
Cont’d

n
X
Optimize (Max. or Min.) Z = cj xj (Objective function) (1)
j=1

subject to the linear constraints

n
X
aij xj (≤, =, ≥) bi , i = 1, 2, . . . , m (Constraints) (2)
j=1

and

xj ≥ 0, j = 1, 2, . . . , n (Non-negativity conditions) (3)

where, cj are coefficients representing the per unit profit (or cost) of
decision variable xj to the value of the objective function. The aij ’s are
referred to as technological coefficients (or input-output coefficients).
These represent the amount of resource, say i, consumed per unit of
variable (activity) xj . These coefficients can be positive, negative, or zero.
Dr. Bright Owusu Operations Research I (CSM 393) Linear ProgrammingJanuary 21, 2025 7 / 24
Cont’d

The bi represents the total availability of the ith resource. The term
resource is used in a very general sense to include any numerical value
associated with the right-hand side of a constraint. It is assumed that
bi ≥ 0 for all i. However, if any bi < 0, then both sides of the constraint
are multiplied by −1 to make bi > 0 and reverse the inequality of the
constraint.

In the general LP problem, the expression (≤, =, ≥) means that in any

specific problem each constraint may take on any one of the three possible
forms:
less than or equal to (≤),
equal to (=), or
greater than or equal to (≥).

Dr. Bright Owusu Operations Research I (CSM 393) Linear ProgrammingJanuary 21, 2025 8 / 24
Guidelines on Linear Programming Model Formulation

The effective use and application requires, as a first step, the

mathematical formulation of an LP model. Steps of LP model formulation
are summarized as follows:

1 Step 1: Identify the decision variables

Express each constraint in words.
Express verbally the objective function.
Verbally identify the decision variables with the help of the previous
Steps.
Having followed these Steps, decide the symbolic notation for the
decision variables and specify their units of measurement. Such
specification of units of measurement would help in interpreting the
final solution of the LP problem.

Dr. Bright Owusu Operations Research I (CSM 393) Linear ProgrammingJanuary 21, 2025 9 / 24
Cont’d

2 Step 2: Identify the problem data

To formulate an LP model, identify the problem data in terms of
constants, and parameters associated with decision variables

3 Step 3: Formulate the constraints

Convert the verbal expression of the constraints in terms of resource
requirement and availability of each resource. Then express each of
them as linear equality or inequality, in terms of the decision variables
defined in Step 1.

Dr. Bright Owusu Operations Research I (CSM 393) Linear ProgrammingJanuary 21, 2025 10 / 24
Cont’d

4 Step 4: Formulate the objective function.

Identify whether the objective function is to be maximized or
minimized. Then express it in the form of linear mathematical
expression in terms of decision variables along with profit (cost)
contributions associated with them.

Dr. Bright Owusu Operations Research I (CSM 393) Linear ProgrammingJanuary 21, 2025 11 / 24
Examples of LP Model Formulation

Example
Midtown Manufacturing Company makes plastic plates and cups, both of
which require time on two machines. Manufacturing a run of plates
requires one hour on machine A and two on machine B, and producing a
run of cups requires three hours on machine A and one on machine B.
Each machine is operated for at most 15 hours per day. Write a system of
inequalities that express these restrictions, and sketch the feasible region

Dr. Bright Owusu Operations Research I (CSM 393) Linear ProgrammingJanuary 21, 2025 12 / 24
Solution

Start by making a table that summrize the given information

Plates Cups Total

Number of Units Made x y
Hours on A 1 3 ≤ 15
Hours on B 2 1 ≤ 15
Table: Example Table

machine A: machine B:
x + 3y ≤ 15 2x + y ≤ 15

Since it is not possible to produce a negative of cups or plates, x ≥ 0 and

y ≥0

Dr. Bright Owusu Operations Research I (CSM 393) Linear ProgrammingJanuary 21, 2025 13 / 24
Cont’d

Example
A manufacturing company is engaged in producing three types of
products: A, B and C. The production department produces, each day,
components sufficient to make 50 units of A, 25 units of B and 30 units of
C. The management is confronted with the problem of optimizing the
daily production of the products in the assembly department, where only
100 man-hours are available daily for assembling the products. The
following additional information is available:
Types of Products Profit Contribution per Product Assembly Time(hrs)
A 12 0.8
B 20 1.7
C 45 2.5
Table: Example Table

Dr. Bright Owusu Operations Research I (CSM 393) Linear ProgrammingJanuary 21, 2025 14 / 24
Cont’d

Example Continued
The company has a daily order commitment for 20 units of products A
and a total of 15 units of products B and C. Formulate this problem as an
LP model so as to maximize the total profit.

Dr. Bright Owusu Operations Research I (CSM 393) Linear ProgrammingJanuary 21, 2025 15 / 24
Solution

Figure: Solution Table

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Solution Cont’d
Decision Variables: Let x1 , x2 , and x3 = number of units of products A,
B, and C to be produced, respectively.
The LP Model: Maximize (total profit):

Z = 12x1 + 20x2 + 45x3 (4)

subject to the constraints:
(i) Labour and materials:
(a) 0.8x1 + 1.7x2 + 2.5x3 ≤ 100
(b) x1 ≤ 50
(c) x2 ≤ 25
(d) x3 ≤ 30
(ii) Order commitment:
(a) x1 ≥ 20
(b) x2 + x3 ≥ 15
and
x1 , x2 , x3 ≥ 0.
Dr. Bright Owusu Operations Research I (CSM 393) Linear ProgrammingJanuary 21, 2025 17 / 24
Example
A tape recorder company manufactures models A, B and C, which have
profit contributions per unit of Rs 15, Rs 40 and Rs 60, respectively. The
weekly minimum production requirements are 25 units for model A, 130
units for model B and 55 units for model C. Each type of recorder requires
a certain amount of time for the manufacturing of the component parts
for assembling and for packing. Specifically, a dozen units of model A
require 4 hours for manufacturing, 3 hours for assembling and 1 hour for
packaging. The corresponding figures for a dozen units of model B are 2.5,
4 and 2 and for a dozen units of model C are 6, 9 and 4. During the
forthcoming week, the company has available 130 hours of manufacturing,
170 hours of assembling and 52 hours of packaging time. Formulate this
problem as an LP model so as to maximize the total profit to the company.

Dr. Bright Owusu Operations Research I (CSM 393) Linear ProgrammingJanuary 21, 2025 18 / 24
Solution

LP model formulation: The data of the problem is summarized as

follows:

Figure: Example 3 Solution Table

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Solution Cont’d

Decision variables: Let x1 , x2 and x3 = units of model A, B and C to be

produced per week, respectively.
The LP model

Maximize (total profit) = 15x1 + 40x2 + 60x3

subject to the constraints

(i) Minimum production requirement:
(a) x1 ≥ 25
(b) x2 ≥ 130
(c) x3 ≥ 55
(ii) Manufacturing time:

4x1 2.5x2 6x3

+ + ≤ 130
12 12 12

Dr. Bright Owusu Operations Research I (CSM 393) Linear ProgrammingJanuary 21, 2025 20 / 24
Solution Cont’d

(iii) Assembling time:

3x1 4x2 9x3
+ + ≤ 170
12 12 12
(iv) Packaging time:
x1 2x2 4x3
+ + ≤ 52
12 12 12
and x1 , x2 , x3 ≥ 0.

Dr. Bright Owusu Operations Research I (CSM 393) Linear ProgrammingJanuary 21, 2025 21 / 24
Example
A person requires at least 10 and 12 units of chemicals A and B
respectively, for his garden. A liquid product contains 5 and 2 units of A
and B respectively per bottle. A dry product contains 1 and 4 units of A
and B respectively per box. If the liquid product sales for Rs. 30 per
bottle, dry product sales for Rs. 40 per box. How many of each should be
purchased in order to minimize the cost and meet the requirements?
Formulate the L.P.P.

Dr. Bright Owusu Operations Research I (CSM 393) Linear ProgrammingJanuary 21, 2025 22 / 24
Solution

Product Units of A Units of B Cost per item (Rs.)

Liquid Product (x1 ) 5 2 30
Dry Product (x2 ) 1 4 40
Table: Chemical contributions and costs of products

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The constraints for the problem are as follows:
1 Chemical A Requirement:

5x1 + 1x2 ≥ 10

2 Chemical B Requirement:

2x1 + 4x2 ≥ 12

3 Non-Negativity Constraints:

x1 ≥ 0, x2 ≥ 0

Minimize the total cost:

C (x1 , x2 ) = 30x1 + 40x2

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