APPLIED

MATHEMATICS
SEMESTER 2
UNIT 4

HI COLLEGE
 SYLLABUS

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 FORMULATION OF LINEAR PROGRAMMING
MODEL
Linear Programming is a method used to optimize a linear objective function,
subject to a set of linear constraints. The goal is to find the values of the decision
variables that maximize or minimize the objective function, while satisfying the
constraints.
Formulation of a Linear Programming Model
A linear programming model typically consists of the following components:
1. Decision Variables: These are the variables that are being optimized or
controlled. They are usually denoted by x, y, z, etc.
2. Objective Function: This is the function that is being optimized. It is usually a
linear function of the decision variables.
3. Constraints: These are the restrictions that the decision variables must satisfy.
They are usually linear equations or inequalities.
4. Coefficients: These are the numbers that are used to define the objective
function and constraints.
Standard Form

A linear programming model is typically formulated in standard form, which

consists of:

An objective function to be maximized or minimized

A set of constraints
A set of non-negativity constraints
The standard form can be represented as:

Maximize/Minimize: cx = c1x1 + c2x2 + ... + cnxn

Subject to:

Ax = b
x≥0

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where:

x = (x1, x2, ..., xn) is the vector of decision variables

c = (c1, c2, ..., cn) is the vector of coefficients for the objective function
A is the matrix of coefficients for the constraints
b is the vector of constants for the constraints
x ≥ 0 represents the non-negativity constraints
Example

Suppose we want to determine the optimal production plan for a company that
produces two products, A and B. The company has a limited capacity of 100 units
per day and wants to maximize its profit.

Let x1 be the number of units of product A produced per day and x2 be the
number of units of product B produced per day.

The objective function is:

Maximize: 2x1 + 3x2

The constraint is:

x1 + x2 ≤ 100

The non-negativity constraints are:

x1 ≥ 0 and x2 ≥ 0

The linear programming model can be represented in standard form as:

Maximize: 2x1 + 3x2

Subject to:

x1 + x2 ≤ 100
x1 ≥ 0 and x2 ≥ 0

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GRAPHICAL METHOD OF SOLVING
LINEAR PROGRAMMING PROBLEM
The graphical method is a visual approach to solve linear programming
problems. It involves graphing the constraint lines and finding the optimal
solution by identifying the intersection of the objective function and the
constraint lines.

Step 1: Graph the Constraints

The first step is to graph the constraints on a coordinate plane. The constraints
are typically represented as:
Ax + By ≤ C
Where A, B, and C are constants, and x and y are the decision variables.

Step 2: Graph the Objective Function

Next, graph the objective function on the same coordinate plane. The objective
function is typically represented as:
Maximize/Minimize: cx + dy
Where c and d are constants, and x and y are the decision variables.

Step 3: Identify the Feasible Region

The feasible region is the area of the graph where all the constraints are satisfied.
It is the region where all the points satisfy the inequality:
Ax + By ≤ C
The feasible region is typically bounded by the constraint lines.

Step 4: Identify the Optimal Solution

The optimal solution is the point that maximizes/minimizes the objective
function within the feasible region. This point is typically identified by finding the
intersection of the objective function and one of the constraint lines.

Step 5: Verify the Optimality

Once the optimal solution is identified, it is essential to verify that it is indeed
optimal by checking that it satisfies all the constraints.

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Example

Suppose we have a linear programming problem with two variables x and y, and two
constraints:

Maximize: 2x + 3y

Subject to:

x+y≤4
x ≥ 0, y ≥ 0

To solve this problem using the graphical method, we would first graph the constraints
on a coordinate plane:

x+y≤4

This constraint line is represented by the equation:

y = -x + 4

We would also graph the objective function:

2x + 3y

This function is represented by a line with a slope of 2/3.

The feasible region is bounded by the constraint line and the non-negativity
constraints. The optimal solution would be the point where the objective function
intersects one of the constraint lines.

In this case, the optimal solution is found at (x, y) = (2, 0), which corresponds to an
optimal value of Z = 4.

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Suppose we have a system of linear equations:

|2 1 ||3|
| 1 -1 | | 2 |
| -1 2 | | 1 |

We can use either the Gauss-Seidel or Gauss-Jacobi method to solve this system.

Using the Gauss-Seidel method:

x(0) = [0, 0, 0]
x(1) = [3/2, 2/2, -1/2]
x(2) = [5/4, 7/4, -3/4]
x(3) = [23/16, 31/16, -13/16]

Using the Gauss-Jacobi method:

x(0) = [0, 0, 0]
x(1) = [3/2, 2/2, -1/2]
x(2) = [5/4, 7/4, -3/4]
x(3) = [23/16, 31/16, -13/16]

As we can see, both methods converge to the same solution: x = [23/16, 31/16,
-13/16].

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SIMPLEX METHOD (MAXIMIZATION AND
MINIMIZATION)
The Simplex Method is a popular algorithm for solving linear programming
problems. It is a systematic and efficient method for finding the optimal solution
to a linear programming problem. The Simplex Method is used to solve both
maximization and minimization problems.
Maximization Problem
The Simplex Method can be used to solve a linear programming problem that has
the following form:
Maximize: c1x1 + c2x2 + ... + cnxn
Subject to: Ax ≤ b
where:
c1, c2, ..., cn are the coefficients of the objective function
x1, x2, ..., xn are the decision variables
A is the matrix of coefficients of the constraints
b is the vector of constants of the constraints

Step 1: Write the Initial Tableau

The first step is to write the initial tableau, which is a table that represents the
linear programming problem. The tableau has the following format:

| | x1 | x2 | ... | xn | RHS |
| --- | --- | --- | ... | --- | --- |
| 1 | c1 | c2 | ... | cn | -c |
| 2 | a11 | a12 | ... | a1n | b1 |
| 3 | a21 | a22 | ... | a2n | b2 |
| ... | ... | ... | ... | ... | ... |
| n | an1 | an2 | ... | ann | bn |

where:

x1, x2, ..., xn are the decision variables

c1, c2, ..., cn are the coefficients of the objective function
a11, a12, ..., ann are the coefficients of the constraints
b1, b2, ..., bn are the constants of the constraints
RHS is the right-hand side of the constraints

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Step 2: Find the Pivot Element
The next step is to find the pivot element, which is the element in the tableau
that has the maximum value in its column. The pivot element is used to pivot the
tableau.
Step 3: Pivot the Tableau
After finding the pivot element, pivot the tableau by performing row operations
on the tableau. The pivot element becomes zero, and all other elements in its
column become zero.
Step 4: Repeat Steps 2-3 Until Optimality
Repeat steps 2-3 until no more pivots are possible. This indicates that the optimal
solution has been reached.

Minimization Problem
The Simplex Method can also be used to solve linear programming problems that
have a minimization objective function. To do this, we can use a modified version
of the Simplex Method.
The modified version of the Simplex Method involves adding a new variable to the
problem, called a slack variable. The slack variable is used to convert the
minimization problem into a maximization problem.
For example, suppose we have a linear programming problem that has a
minimization objective function:
Minimize: c1x1 + c2x2 + ... + cnxn
Subject to: Ax ≤ b
We can add a slack variable s to convert this problem into a maximization
problem:
Maximize: -c1x1 - c2x2 - ... - cnxn + s
Subject to: Ax ≤ b + s
Now we can use the Simplex Method to solve this problem. The optimal solution
will be found at the point where the objective function intersects one of the
constraint lines.

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GENERAL STRUCTURE OF TRANSPORTATION
PROBLEM
General Structure:

The transportation problem deals with the optimal distribution of a single good
from multiple sources (origins) to various destinations with specific demands. The
objective is to minimize the total transportation cost while satisfying supply and
demand constraints.

Key Elements:
Sources: Locations with a certain quantity of the good to be transported
(supply).
Destinations: Locations requiring a specific quantity of the good (demand).
Transportation Cost: The cost (per unit) of transporting the good from each
source to each destination.
Decision Variables: The amount of the good to be shipped from each source to
each destination.

Solution Procedure:

Several methods exist to solve transportation problems, with the most common
being:
Northwest Corner Method: A simple but potentially suboptimal approach that
starts at the upper-left corner of the transportation table and assigns the
maximum possible amount to each cell while satisfying row (supply) and
column (demand) constraints.

Least Cost Method: This method prioritizes assigning goods from the source
with the lowest transportation cost to a destination that still needs the good.

Vogel's Approximation Method (VAM): This method calculates a penalty value

for each non-basic cell (unassigned unit) and prioritizes assigning goods based
on the highest penalty values, leading to a closer initial solution to the optimal
solution.

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Methods for Finding Initial Solution:

The Northwest Corner Method, Least Cost Method, and Vogel's Approximation
Method are all techniques for finding an initial feasible solution that satisfies
supply and demand constraints. You can then use more advanced algorithms like
the simplex method to refine this initial solution and reach the optimal
transportation cost.

Test for Optimality:

Once you have a solution, you need to check if it's optimal (the minimum
transportation cost). This is achieved by introducing artificial variables and
analyzing their shadow prices. If all shadow prices are non-negative, the solution
is optimal. If any shadow price is negative, it indicates a potential improvement
direction for the simplex method.

2. Assignment Problem:

Special Case of Transportation Problem:

The assignment problem is a specific type of transportation problem where there

is only one unit of the good available at each source (origin), and each destination
can only receive one unit. It deals with assigning a single resource (e.g., worker) to
a single task (e.g., job) while minimizing the total cost or maximizing the total
profit associated with each assignment.

Solution Procedure:

Similar to the transportation problem, various methods can be used to solve

assignment problems, including:

Hungarian Method: This is a highly efficient algorithm specifically designed for

solving assignment problems. It uses a combination of row and column
reductions to iteratively find the optimal assignment with minimum cost or
maximum profit.

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 TRANSPORTATION PROBLEM

The Transportation Problem is a fundamental problem in Operations Research

and Optimization, and the Maximization of Transportation Problem is a variant of
this problem that aims to maximize the total transportation cost or profit.

What is the Transportation Problem?

The Transportation Problem is a linear programming problem that involves
transporting goods or resources from a set of sources (supply nodes) to a set of
destinations (demand nodes) in a cost-effective manner. The problem is typically
formulated as follows:

Notation:

Let `n` be the number of supply nodes (sources) and `m` be the number of
demand nodes (destinations).
Let `a_i` be the amount of supply available at each supply node `i` (i.e., the
supply capacity).
Let `b_j` be the demand at each demand node `j` (i.e., the demand
requirement).
Let `c_ij` be the cost of transporting one unit of supply from node `i` to node
`j`.

Formulation:

The Transportation Problem can be formulated as a linear programming problem:

Minimize:

∑∑ c_ij x_ij

Subject to:

∑ x_ij = a_i for all i (supply constraint)

∑ x_ij = b_j for all j (demand constraint)
x_ij ≥ 0 for all i and j (non-negativity constraint)

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What is the Maximization of Transportation Problem?

The Maximization of Transportation Problem is a variant of the Transportation

Problem where we aim to maximize the total transportation cost or profit instead
of minimizing it. In other words, we want to find the optimal transportation plan
that maximizes the total revenue or profit generated by transporting goods or
resources.

Formulation:

The Maximization of Transportation Problem can be formulated as a linear

programming problem:

Maximize:

∑∑ r_ij x_ij

Subject to:

∑ x_ij = a_i for all i (supply constraint)

∑ x_ij = b_j for all j (demand constraint)
x_ij ≥ 0 for all i and j (non-negativity constraint)

Here, `r_ij` represents the revenue or profit generated by transporting one unit of
supply from node `i` to node `j`.

Solving the Maximization of Transportation Problem:

To solve the Maximization of Transportation Problem, we can use various

methods, including:

1. Linear Programming (LP) methods, such as the Simplex Method or the Dual
Simplex Method.
2. Decomposition methods, such as Benders' Decomposition.
3. Column Generation methods, which are particularly useful when the number of
variables is large.

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Applications:

The Maximization of Transportation Problem has numerous applications in

various fields, including:

1. Logistics and Supply Chain Management: Optimizing transportation plans to

maximize revenue or profit.
2. Resource Allocation: Allocating resources, such as personnel or equipment, to
maximize efficiency.
3. Finance: Optimizing investment portfolios or financial transactions to maximize
returns.

ASSIGNMENT PROBLEM APPROACH OF THE

ASSIGNMENT MODEL
The Assignment Problem is a special case of the Linear Programming problem
that deals with the allocation of resources to tasks. In the context of the
Unbalanced Transportation Problem, the Assignment Problem approach is used
to solve the problem by assigning the available resources to the demand locations
in an optimal way.
Formulation:
The Assignment Problem can be formulated as follows:
1. Resources: There are several resources (e.g., goods, materials) available for
allocation.
2. Tasks: There are several tasks (e.g., demand locations) that require resources.
3. Costs: There are costs associated with assigning each resource to each task.
4. Objective: The objective is to find the optimal assignment of resources to tasks
to minimize the total cost.
Mathematical Formulation:
The Assignment Problem can be formulated as a linear programming problem:
Minimize: ∑∑ C_ij * x_ij
Subject to:
∑x_ij = S_i (supply constraint) ∑x_ji = 1 (assignment constraint) x_ij ∈ {0,1} (binary
constraint)
where x_ij is a binary variable indicating whether resource i is assigned to task j (1
if yes, 0 if no), S_i is the supply of resources at location i, and C_ij is the cost of
assigning resource i to task j.

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Solution Methods:
There are several methods to solve the Assignment Problem, including:
Hungarian Algorithm: A popular algorithm for solving the Assignment
Problem, which uses a matrix-based approach to find the optimal assignment.
Linear Programming Methods: Standard linear programming algorithms like
the Simplex Method or Interior-Point Method can be used to solve the
Assignment Problem.
Network Flow Algorithms: Specialized algorithms like the Ford-Fulkerson
Algorithm or the Edmonds-Karp Algorithm can be used to solve Assignment
Problems with network flow constraints.
Advantages:
The Assignment Problem approach has several advantages when solving
Unbalanced Transportation Problems:
Simplification: The Assignment Problem reduces the complexity of the
Unbalanced Transportation Problem by focusing on one-to-one assignments.
Efficiency: The Hungarian Algorithm and other specialized methods can solve
large-scale Assignment Problems more efficiently than general-purpose linear
programming algorithms.
Interpretability: The Assignment Problem approach provides a clear and
interpretable solution, as each resource is assigned to exactly one task.

Maximization in an Assignment Problem:

In an Assignment Problem, the goal is to assign resources to tasks in a way that
optimizes a specific objective function. In a maximization problem, the goal is to
maximize the total value or profit obtained by assigning resources to tasks.
Formulation:
The maximization problem can be formulated as follows:
Maximize: ∑∑ P_ij * x_ij
Subject to:
∑x_ij ≤ S_i (supply constraint) ∑x_ji = 1 (assignment constraint) x_ij ∈ {0,1} (binary
constraint)
where P_ij is the profit or value obtained by assigning resource i to task j, S_i is
the supply of resources at location i, and x_ij is a binary variable indicating
whether resource i is assigned to task j (1 if yes, 0 if no).

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Unbalanced Assignment Problem:
In an Unbalanced Assignment Problem, the number of resources available is not equal to
the number of tasks that need to be assigned. This can be due to several reasons, such as:
Supply-Demand Mismatch: The supply of resources is greater than the demand for tasks.
Task Variability: The number of tasks that need to be assigned varies significantly.
Resource Heterogeneity: The resources available have different characteristics, making it
difficult to assign them efficiently.
To solve an Unbalanced Assignment Problem, we need to consider the following:
Unused Resources: How to handle resources that are not assigned to any task.
Underutilized Resources: How to handle resources that are not fully utilized.
Assignment Constraints: How to ensure that the assignment constraints are met while
maximizing the profit or value.

Restrictions on Assignment:
In addition to the standard assignment constraints, there may be other restrictions that
need to be considered when solving an Unbalanced Assignment Problem. These can
include:
Capacity Constraints: The resources available have limited capacity or capacity
utilization.
Task Priority: Some tasks may have higher priority than others, and should be assigned
accordingly.
Resource Compatibility: Some resources may be compatible with certain tasks, but not
with others.
Assignment Cycles: The assignment may need to avoid cycles or loops in the assignment
process.
To solve these restrictions, we can use various techniques, such as:
Graph Theory: Representing the assignment problem as a graph and using graph theory
algorithms to solve it.
Integer Programming: Formulating the problem as an integer programming problem
and using specialized algorithms to solve it.
Heuristics: Using approximation algorithms or heuristics to find a good solution.
Real-World Applications:
Unbalanced Assignment Problems have numerous applications in various fields, including:
Logistics and Supply Chain Management: Allocating goods and materials between
warehouses, factories, and customers.
Energy Distribution: Allocating energy resources between power plants, transmission
lines, and consumers.
Transportation Systems: Allocating passengers or goods between different modes of
transportation (e.g., buses, trains, planes).

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