LESSON 1

LINEAR PROGRAMMING

Definition:
Linear Programming is planning by the use of linear relationships of variables involved. It
makes use of certain mathematical techniques to get the best possible solution to a problem
involving limited resources.

A minimization or maximization problem can be classified as linear programming if it has

the following properties:
1. The objective of the decision maker must be either to maximize or to minimize.
2. The actions of the decision maker must be constrained and the decision variables must
not violate the limitations or constraints.
3. All variables have a value greater than or equal to 0.
4. The relationship of variables could be expressed in terms of equations or inequalities.

Two ways of solving a linear programming problem:

1. Graphical Method: can only be used if the problem has 2 or 3 variables, since there are
only 2 coordinate axes in a plane and 3 coordinates in space.
2. Simplex Method: can handle a problem having any number of variables.

The Graphical Method

Optimum Solution – is a solution that makes the objective function as large as possible in the
case of maximization process, and as small as possible in the case of minimization process.

Feasible Solution – the set of all points in the graph satisfying the constraints and these are
located in the feasible region.

Two Main Parts of a Linear Program

1. Objective Function – is an algebraic expression introduced by the word “maximize” or
“minimize”.
2. Constraints are introduced by the “subject to”. These algebraic sentences in the
constraints are expressed in equations or inequalities. There are two parts of the
constraints: explicit and implicit.
a. Explicit constraints are conditions of the problems that are to be expressed in
mathematical sentences.
b. Implicit constraints are those that are implied.

Steps to follow in using the Graphical Method

1. Represent the unknown in the problem.
2. Tabulated the data about the unknown (if necessary)
3. Formulate the objective function and constraints.
4. Graph the constraints, and always solve for the coordinates at the point of intersection of
lines.
5. Substitute the coordinates at the vertices of the feasible region in the objective function.
6. Formulate your decision by selecting the highest value of the objective if it is
maximization and the lowest value if it is minimization.

Example 1

The Margan Furniture makes two products: tables and chairs, which must be processed through assembly
and finishing departments. Assembly department is available for 60 hours in every production period, while
the finishing department is available for 48 hours of work. Manufacturing one table requires 4 hours in the
assembly and 2 hours in the finishing. Each chair requires 2 hours in the assembly and 4 hours in the
finishing. One table contributes P180 to profit, while a chair contributes P100. The problem is to determine the
number of tables and chairs to make per production period in order to maximize the profit.

I Given:
 Let x = the number of pieces of tables
y = the number of pieces of chairs
II Tabulation:

Product (Qty) Assembly Dept. Finishing Dept. Profit (Php/pc)

(hrs/pc.) (hrs/pc.)
x 4 2 180
y 2 4 100

III Objective: To maximize profit Z = 180x + 100y

Subject to the following constraints:
4x + 2y  60
2x + 4y  48 explicit constraints
x0
y0 implicit constraints
IV Graph:
Step 1, change the inequalities in the explicit contraints to equations
4x + 2y = 60
2x + 4y = 48

Step 2, determine two points of the line by getting the intercepts of the line:
Equation (1) 4x + 2y = 60
y-intercept: when x = 0, then y = 30, therefore a point is (0, 30)
x-intercept: when y = 0, then x = 15, therefore a point is (15, 0)
Equation (2) 2x + 4y = 48
y-intercept: when x = 0, then y = 12, therefore a point is (0, 12)
x-intercept: when y = 0, then x = 24, therefore a point is (24, 0)
x0
y0 the implicit constraints indicate that the points are found in the first quadrant

Step 3, plot the equations by connecting their intercepts:

(0, 30)

(0, 12)

(15, 0) (24, 0)

Step 4, label the the intercepts and indicate the equation of the line drawn.

(0, 30)

4x + 2y = 60

(0, 12)

(15, 0) (24, 0)
 2x + 4y = 48

Step 5, go back to the inequalities and shade the area that satisfies the all the inequalities.

Step 6, label the shaded polygon “feasible region”.

(0, 30)

4x + 2y = 60

(0, 12)

feasible region
2x + 4y = 48

(15, 0) (24, 0)

Step 7, determine the vertices of the polygon formed by the feasible region. For the intersecting
lines, use elimination by addtion or subtraction, or by substitution. Determinants may also be
used.
To find point A, the coordinates of the the intersection of lines 4x + 2y =60 and 2x + 4y =48
is determined by (1) elimation using addition or subtraction or (2) by determinants. Choose
any of these two methods:

By (1) elimation using addition or subtraction

Eliminate x
4x + 2y =60 4x + 2y = 60
(2x + 4y =48 ) x (-2) - 4x - 8y = -96
- 6y = -36
y= 6
substitute y = 12 to eq1 or eq2
eq1: 4x +2(6) = 60
4x + 12 = 60
4x = 60 - 12
4x = 48
(0, 30)
x =12

Therefore the point of intersection at point A is (12, 6)

4x + 2y = 60
(0, 12)

A(12, 6)
feasible region
2x + 4y = 48

(15, 0) (24, 0)
 V Optimum Solution:

Vertices of the Maximum profit : 180x + 100y = Z

feasible region:
( 0, 12) 180 (0) + 100 (12) = 1200
(12, 6) 180 (12) + 100 (6) = 2760 This gives the maximum value.
(15, 0) 180 (15) + 100 (0) = 2700

VI Decision:
To maximize profit, the company should manufacture 12 pieces of tables and 6 pieces of
chairs to get a profit of Php2760 per batch.

Example 2

A small generator burns two types of fuel: low sulfur and high sulfur to produce electricity. For one
hour, each gallon of low sulfur emits 3 units of sulfur dioxide, generates 4 kilowatts of electricity
and cost P160. Each gallon of high sulfur emits 5 unit of sulfur dioxide, generates 4 kilowatts and
cost P150. The Environmental Protection Agency (EPA) insists that the maximum amount of sulfur
dioxide that can be emitted per hour is 15 units. Suppose at least 16 kilowatts must be generated per
hour, how many gallons of high sulfur and low sulfur must be utilized per hour in order to minimize
the cost of fuel?

I Given:
Let x = the number of gallons of low sulfur fuel
y = the number of gallons of high sulfur fuel
II Tabulation:

Fuel (gallon) Sulfur Dioxide Electricity Cost (Php/gal)

(units/gal.) (kwhr/gal.)
x 3 4 160
Y 5 4 150

III Objective: To minimiz cost Z = 160x + 150y

Subject to the following constraints:
3x + 5y  15 x0
4x + 4y  16 y0

IV Graph:
3x + 5y = 15
4x + 4y = 16

Equation (1) 3x + 5y = 15
 y-intercept: (0, 3)
x-intercept: (5, 0)
Equation (2) 4x + 4y = 16
y-intercept: (0, 4)
x-intercept: (4, 0)
x0
y0 the implicit constraints indicate that the points are found in the first quadrant

Solving for the point of intersection:

By (2) determinants

a b c columns
3x + 5y = 15
4x + 4y = 16

cb 155 164
Nx = = (15)(4) – (16)(5) = -20

a b c columns
3x + 5y = 15
4x + 4y = 16

ac 315
Ny = = = (3)(16) – (4)(15) = -12
416

a b c columns
3x + 5y = 15
4x + 4y = 16

a b
3 5

D= 4 4 = (3)(4) – (4)(5) = - 8

x = Nx / D y = Ny / D
= - 20 / -8 = -12 / -8
x = 5/2 or 2 ½ y = 3/2 or 1 ½

Therefore the point of intersection at point A is (2 ½, 1 ½)

(0, 4)

4x + 4y = 16
(0, 3)

A(2 ½, 1 ½)

feasible region 3x + 5y = 15

(4, 0) (5, 0)
V Optimum Solution:

Vertices of the Minimum cost : 160x + 150y = Z

feasible region:
(4, 0) 160 (4) + 150 (0) = 640
(5, 0) 160 (5) + 150 (0) = 800
(2 ½, 1 ½) 160 (2 ½) + 150 (1 ½) = 625 This gives the minimum value.

VI Decision:
To minimize cost, the company should consume 2 ½ gallons of high sulfur fuel and 1 ½
gallons of low sulfur fuel for a minimum cost of Php625 per hour.