Scientific Content Template for the Course on Specialized

Linear programming
Section One: Basic Information:

College Engineering Department Industrial

Engineering
Number of Specialized Academic Fields SKU1.1 Linear Programming

Section Two: Course Objectives:

Recommends limiting the number of objectives to a maximum of four.

1. Introduce the fundamental concepts and mathematical foundations of linear

programming.
2. Develop the ability to formulate real-world problems as linear programming models.
3. Teach students how to solve linear programming problems using graphical and simplex
methods.
4. Enhance critical thinking and problem-solving skills through practical applications of
linear programming.

Section Three: Linear Programming:

This section refers to key learning outcomes as per the Education and Training Assessment
Document.

1. Formulate simple engineering and business linear programming problems

2. Solve linear programming problems using standard (simple) algorithms and software
packages.
3. Conduct sensitivity and post-optimal analysis and interpret results
4. Formulate business and engineering problems of a special network structure.
5. Solve network problems such as Shortest Route, PERT/CPM, Maximum Flow, and
Minimal Spanning Tree.
6. Solve assignment, transportation, and transshipment problems

Section Four: The Scientific Content of the Specialized Academic Standards:

Field Number: Followed by a description field.

Unit Number: Unit 1

Knowledge Unit Number:

Unit Description: Linear programming

Requires a description of at least three full lines, outlining key themes, objectives, and scope.

Linear programming is a mathematical method used to determine the best possible outcome in a
given mathematical model with linear relationships. This unit covers the foundational concepts,
including objective functions, constraints, decision variables, and feasible regions. Students will
learn how to model real-world problems, such as resource allocation and production planning,
using linear programming. The unit also introduces solution techniques like the graphical method
and the simplex algorithm, emphasizing their applications in industrial engineering.

Scientific Content of the Unit:

States that the content developer should ensure comprehensiveness, organization, and clarity.

Scientific Content of the Unit:

1. Introduction to Linear Programming

2. Components of LP Models
3. Formulating LP Problems
4. Graphical method for two-variable problems.
5. Simplex method for larger problems.
6. Applications: Case studies in logistics, manufacturing, and finance.

1. Introduction to Linear Programming (LP)

Linear Programming (LP) is a mathematical optimization technique used to determine the best
possible outcome (such as maximum profit or minimum cost) in a mathematical model with
linear relationships. It is widely applied in industries like manufacturing, logistics, finance, and
operations research to solve problems involving resource allocation, scheduling, and production
planning.
Key Characteristics of LP:
• Linearity: All equations (objective function and constraints) must be linear.
• Optimization Goal: Maximize (e.g., profit) or minimize (e.g., cost) an objective.
• Constraints: Limitations on resources (e.g., time, materials, budget).
• Non-Negativity: Decision variables must be ≥ 0.

2. Components of a Linear Programming Model

A standard LP model consists of three main components:
(a) Decision Variables
• Represent the unknowns to be determined (e.g., number of products to manufacture).
• Denoted as 𝑥1 , 𝑥2 , … , 𝑥𝑛 .
(b) Objective Function
• A linear equation representing the goal (maximization or minimization).
• Example:
Maximize 𝑍 = 3𝑥1 + 5𝑥2 (Profit)
Minimize 𝐶 = 2𝑥1 + 4𝑥2 (Cost)
(c) Constraints
• Linear inequalities that limit the feasible solutions.
• Example:
2𝑥1 + 𝑥2 ≤ 100 (Resource constraint)
𝑥1 + 3𝑥2 ≤ 90 (Time constraint)
𝑥1 , 𝑥2 ≥ 0 (Non-negativity)

3. Formulating LP Problems
Steps:
1. Define Decision Variables (What needs to be decided?).
2. Write the Objective Function (What is the goal?).
3. List Constraints (What limitations exist?).
4. Ensure Non-Negativity (Variables cannot be negative).
Example Problem:
A company produces two products, A and B. Each unit of A gives a profit of $3, and each unit of
B gives $5. Production requires:
• 2 hours of labor for A and 1 hour for B (total labor ≤ 100 hours).
• 1 hour of machine time for A and 3 hours for B (total machine time ≤ 90 hours).
Formulation:
• Variables: 𝑥1 = units of A, 𝑥2 = units of B.
• Objective: Maximize 𝑍 = 3𝑥1 + 5𝑥2 .
• Constraints:
2𝑥1 + 𝑥2 ≤ 100 (Labor)
𝑥1 + 3𝑥2 ≤ 90 (Machine)
𝑥1 , 𝑥2 ≥ 0

4. Solving LP Problems
(a) Graphical Method (for 2 Variables)
• Plot constraints on a graph to find the feasible region.
• The optimal solution lies at a corner point of the feasible region.
Steps:
1. Plot each constraint as an equation (equality).
2. Identify the feasible region (area satisfying all constraints).
3. Find corner points (intersection of constraints).
4. Evaluate the objective function at each corner point.
5. Select the point that maximizes/minimizes the objective.
(b) Simplex Method (for Multiple Variables)
• An iterative algorithm for solving larger LP problems.
• Moves from one feasible solution to another, improving the objective value each time.
Key Steps:
1. Convert inequalities to equations using slack/surplus variables.
2. Set up the initial simplex tableau.
3. Perform pivoting to improve the solution.
4. Repeat until the optimal solution is found.

5. Applications of Linear Programming

• Production Planning: Optimizing product mix for maximum profit.
• Supply Chain Management: Minimizing transportation costs.
• Finance: Portfolio optimization to maximize returns.
• Agriculture: Optimal crop allocation for maximum yield.
• Healthcare: Resource allocation in hospitals.

6. Solved Problems
1- For the following mathematical linear programming model,

𝑴𝒂𝒙𝒊𝒎𝒊𝒛𝒆 𝒁 = 𝟔𝒙𝟏 + 𝟖𝒙𝟐

𝑺𝒖𝒃𝒋𝒆𝒄𝒕 𝒕𝒐

𝟐𝒙𝟏 + 𝒙𝟐 ≤ 𝟏𝟐

𝟖 𝒙𝟏 + 𝟏𝟎 𝒙𝟐 ≤ 𝟖𝟎

𝒙𝟏 ≤ 𝟒

𝒙𝟏 , 𝒙𝟐 ≥ 𝟎
 A. Write the problem in standard form for simplex method.
B. Solve the linear programming model graphically.
C. Determine the optimal solution if the coefficient of objective function becomes
Z = 10x1 + 8 x2.

Solution
A. Write the problem in standard form for simplex method.

𝑴𝒂𝒙𝒊𝒎𝒊𝒛𝒆 𝒁 = 𝟔𝒙𝟏 + 𝟖𝒙𝟐 + 𝟎𝒔𝟏 + 𝟎𝒔 + 𝟎𝒔𝟑

𝑺𝒖𝒃𝒋𝒆𝒄𝒕 𝒕𝒐

𝟐𝒙𝟏 + 𝒙𝟐 + 𝒔𝟏 = 𝟏𝟐

𝟖 𝒙𝟏 + 𝟏𝟎 𝒙𝟐 + 𝒔𝟐 = 𝟖𝟎

𝒙𝟏 + 𝒔𝟑 = 𝟒

𝒙𝟏 , 𝒙𝟐 , 𝒔𝟏, 𝒔𝟐, 𝒔𝟑 ≥ 𝟎

Point Z =6x1 +8x2 Z =10x1 +8x2

0, 0 0 0
4, 0 24 40
4, 4 56 72
3.3, 5.5 62.2 75.4 (Max)
0, 8 64 (Max) 64
 Line 1 Line 2 Line 3
13

12 0, 12

11

10 4, 10

8 0, 8

0 4, 0 6, 0 10, 0
0 1 2 3 4 5 6 7 8 9 10 11

2- The Omega Manufacturing Company has discontinued the production of a certain unprofitable
product line. This act created considerable excess production capacity. Management is
considering devoting this excess capacity to one or more of three products; call them products 1,
2, and 3. The available capacity on the machines that might limit output is summarized in the
following table:

Available Time
Machine Type (Machine Hours per Week)
Milling machine 500
Lathe 350
 Grinder 150
The number of machine hours required for each unit of the respective products is Productivity
coefficient (in machine hours per unit)

Machine Type Product 1 Product 2 Product 3

Milling machine 9 3 5
Lathe 5 4 0
Grinder 3 0 2

The sales department indicates that the sales potential for product 3 is at most 20 units per week.
The unit profit would be $50, $20, and $25, respectively, on products 1, 2, and 3. The objective is
to determine how much of each product Omega should produce to maximize profit.

A. State the decision variables.

x1: number of units produced of Product 1

x2: number of units produced of Product 2

x3: number of units produced of Product 3

B. Formulate a linear programming model for this problem.

Max Z= 50x1+20x2+25x3

S.t

9x1 + 3x2 + 5x3 ≤ 500

5x1 + 4x2 ≤ 350

3x1 + 2x3 ≤ 150

x3 ≤ 2 0

x1 ≥ 0, x2 ≥ 0, x3 ≥ 0
C. How many basic variables will be equal to zero in the initial solution?

M=7

N=4

Number of variable in basic solution = 7 - 4 = 3

D. Develop the portion of the simplex tableau involving the objective function coefficients,
the coefficients of the variables in the constraints, and the constants for the right-hand sides.

Cj 50 20 25 0 0 0 0
CB R.H.S Ratio
B.V X1 X2 X3 S1 S2 S3 S4

0 S1 9 3 5 1 0 0 0 500

0 S2 5 4 0 0 1 0 0 350

0 S3 3 0 2 0 0 1 0 150

0 S4 0 0 1 0 0 0 1 20

3- The following partial initial simplex tableau is given:

a- Complete the initial tableau for the maximization objective function.

Cj 24 19 3 0 0 0
CB R.H.S Ratio
B.V X1 X2 X3 S1 S2 S3

0 S1 200 50
4 8 1 1 0 0

0 S2 300 -
0 2 1 0 1 0

0 S3 400 12.5
32 4 2 0 0 1
 Zj 0 0 0 0 0 0 0

Cj - Zj 24 19 3 0 0 0

0 S1 150 20
0 15/2 3/4 1 0 -1/8

0 S2 300 150
0 2 1 0 1 0

24 X1 12.5 100
1 1/8 1/16 0 0 1/32

Zj 24 3 1.5 0 0 0.75 300

Cj - Zj 0 17 1.5 0 0 -0.75

19 X2 20
0 1 0.1 2/15 0 -1/60

0 S2 260
0 0 0.8 -4/15 1 1/30

24 X1 10
1 0 0.05 -1/60 0 1/30

Zj 24 19 3.1 32/15 0 29/60 620

Cj - Zj 0 0 -0.1 -32/15 0 -29/60

b- Write the mathematical linear programming model for this problem.

𝑴𝒂𝒙𝒊𝒎𝒊𝒛𝒆 𝒁 = 𝟐𝟒𝒙𝟏 + 𝟏𝟖𝒙𝟐 + 𝟑𝒙𝟑

𝑺𝒖𝒃𝒋𝒆𝒄𝒕 𝒕𝒐

𝟒𝒙𝟏 + 𝟖 𝒙𝟐 + 𝒙𝟑 ≤ 𝟐𝟎𝟎

𝟐𝒙𝟐 + 𝒙𝟑 ≤ 𝟑𝟎𝟎

𝟑𝟐𝒙𝟏 + 𝟒𝒙𝟐 + 𝟐𝒙𝟑 ≤ 𝟒𝟎𝟎

𝒙𝟏 , 𝒙𝟐, 𝒙𝟑 ≥ 𝟎
c- Find the optimal solution using the simplex method.
X1= 10
X2= 20
X3= 0
Z= 24*10+20*19 = 620
4- Write the dual for each of the following primal problems

𝒂 − 𝑴𝒊𝒏𝒊𝒎𝒊𝒛𝒆 𝒁 = 𝟏𝟔𝒙𝟏 + 𝟏𝟖𝒙𝟐

𝑺𝒖𝒃𝒋𝒆𝒄𝒕 𝒕𝒐

𝟐𝒙𝟏 + 𝒙𝟐 ≥ 𝟏𝟐

𝟖 𝒙𝟏 + 𝟏𝟎 𝒙𝟐 ≥ 𝟖𝟎

𝟐𝒙𝟏 + 𝒙𝟐 ≥ 𝟏𝟎

𝒙𝟏 , 𝒙𝟐 ≥ 𝟎

Solution

𝑴𝒂𝒛 𝑾 = 𝟏𝟐𝒚𝟏 + 𝟖𝟎𝒚𝟐 + 𝟏𝟎𝒚𝟑

𝑺𝒖𝒃𝒋𝒆𝒄𝒕 𝒕𝒐

𝟐𝒚𝟏 + 𝟖𝒚𝟐 + 𝟐𝒚𝟑 ≤ 𝟏𝟔

𝒚𝟏 + 𝟏𝟎 𝒚𝟐 + 𝒚𝟑 ≤ 𝟏𝟖

𝒚𝟏 , 𝒚𝟐, 𝒚𝟑 ≥ 𝟎

𝒃 − 𝑴𝒂𝒛𝒊𝒎𝒊𝒛𝒆 𝒁 = 𝟔𝟔𝒙𝟏 + 𝟐𝟏𝒙𝟐

𝑺𝒖𝒃𝒋𝒆𝒄𝒕 𝒕𝒐

−𝟒𝒙𝟏 + 𝒙𝟐 ≤ −𝟏𝟔

𝟑 𝒙𝟏 + 𝟓 𝒙𝟐 ≤ 𝟐𝟓

𝒙𝟏 , 𝒙𝟐 ≥ 𝟎

Solution

𝑴𝒊𝒏 𝑾 = −𝟏𝟔𝒚𝟏 + 𝟐𝟓𝒚𝟐

𝑺𝒖𝒃𝒋𝒆𝒄𝒕 𝒕𝒐
 −𝟒𝒚𝟏 + 𝟑𝒚𝟐 ≥ 𝟔𝟔

𝒚𝟏 + 𝟓 𝒚𝟐 ≥ 𝟐𝟏

𝒚𝟏 , 𝒚𝟐, ≥ 𝟎

5- Five jobs are to be assigned to 5 machines to minimize the total time required to process the
jobs on machines. The times in hours for processing each job on each machine are given in the
matrix below. By using assignment algorithm make the assignment for minimizing the time of
processing.

Jobs A B C D E
V 12 11 18 19 11
W 9 14 13 16 12
X 19 10 12 21 13
Y 12 21 19 11 14
Z 12 16 15 21 12

Solution

Jobs A B C D E
V 1 0 7 8 0
W 0 5 4 7 3
X 9 0 2 11 3
Y 1 10 8 0 3
Z 0 4 3 9 0

Jobs A B C D E
V 1 0 5 8 0
W 0 5 2 7 3
X 9 0 0 11 3
Y 1 10 6 0 3
Z 0 4 1 9 0

Jobs M/c Time

V B 11
W A 9
 X C 12
Y D 11
Z E 12
Total Time 55

6- A delivery company in Paris (1) has to make a food delivery to Orleans (9) and has various
possibilities to reach its final destination.

a. Formulate the problem as a linear programming model.

b. What is the shortest path the company can take?
Solution

a- formulation

Minimize Z = 47x12 + 35x13 + 71x14 + 89x26 + 65x25 + 30x34 + 67x35 + 89x38 + 85x47 + 45x58 +
80x59 + 95x69 + 85x89

subject to: x12 + x13 + x14 = 1

x12 - x25 - x26 = 0

x13 - x34 - x35 - x38 = 0

x14 - x43 – x47 = 0

 x35 +x25 – x59 - x58 = 0

x47 - x78 = 0

x26 - x69 = 0

x38 + x78 + x58- x89 = 0

x69 + x59 + x89 = 1

xij = 0 or 1

b-The Shortest path the company can take is: 1-3-5-9

The shortest possible distance it has to cover = 35 + 67 + 80 = 182 unit distance

7- For the following mathematical linear programming model,

𝑴𝒂𝒙 𝒁 = 𝟓𝒙𝟏 + 𝟐𝟎𝒙𝟐 + 𝟐𝟓𝒙𝟑

𝑺𝒖𝒃𝒋𝒆𝒄𝒕 𝒕𝒐

𝟐𝒙𝟏 + 𝒙𝟐 ≤ 𝟒𝟎

𝟐 𝒙𝟐 + 𝒙𝟑 ≤ 𝟑𝟎

𝟔𝒙𝟏 − 𝟏𝒙𝟑 ≤ 𝟑𝟎

𝒙𝟏 , 𝒙𝟐 , 𝒙𝟑 ≥ 𝟎

Solve the linear programming model using simplex method.

Cj 5 20 25 0 0 0
CB R.H.S Ratio
B.V X1 X2 X3 S1 S2 S3
0 S1 2 1 0 1 0 0 40 --

0 S2 0 2 1 0 1 0 30 30

0 S3 6 0 -1 0 0 1 30 ---
 Cj 5 20 25 0 0 0
CB R.H.S Ratio
B.V X1 X2 X3 S1 S2 S3
Zj 0 0 0 0 0 0 0

Cj - Zj 5 20 25 0 0 0

0 S1 2 1 0 1 0 0 40 20

25 X3 0 2 1 0 1 0 30 --

0 S3 6 2 0 0 1 1 60 10

Zj 0 50 25 0 25 0 750

Cj - Zj 5 -30 0 0 -25 0

0 S1 0 1/3 0 1 -2 -2 20

25 X3 0 2 1 0 1 0 30

5 X1 1 1/3 0 0 1/3 1/3 10

Zj 5 5.,66 25 0 27.66 5/3 800

Cj - Zj 0 -32.66 0 0 -27.66 -5/3

8- Consider the following network representation of a transportation problem. The supplies,

demands, and transportation costs per unit are shown on the network.
Supply Demand
14
A 550
500 16
X
13
15 B 300
400 Y
15
20
400 12 15
Z
C 450
16
 1. Set up the transportation tableau for the problem
2. Using the Transportation method, find the least cost shipping schedule and state what it
is?

Solution

Destinations
Sources Capacities
A B C
X 14 13 15 500
Y 16 15 12 400
Z 20 15 16 400
Requirements 550 300 450

Quiz:

Requires the content developer to prepare a short quiz consisting of four multiple-choice
questions.

1. The maximization or minimization of a quantity is the

a. goal of management science.
b. decision for decision analysis.
c. constraint of operations research.
d. objective of linear programming.

2. Decision variables
a. tell how much or how many of something to produce, invest, purchase, hire,
etc.
b. represent the values of the constraints.
c. measure the objective function.
d. must exist for each constraint.
3. Which of the following is a valid objective function for a linear programming problem?
a. Max 5xy
b. Min 4x + 3y + (2/3)z
c. Max 5x2 + 6y2
d. Min (x1 + x2)/x3

4. Slack
a. is the difference between the left and right sides of a constraint.
b. is the amount by which the left side of a < constraint is smaller than the right
side.
c. is the amount by which the left side of a > constraint is larger than the right side.
d. exists for each variable in a linear programming problem.

6. The improvement in the value of the objective function per unit increase in a right-hand side is
the
a. sensitivity value.
b. shadow price.
c. constraint coefficient.
d. slack value.

7. Infeasibility means that the number of solutions to the linear programming models that
satisfies all constraints is
a. at least 1.
b. 0.
c. an infinite number.
d. at least 2.

8. A constraint that does not affect the feasible region is a

a. non-negativity constraint.
b. redundant constraint.
c. standard constraint.
d. slack constraint.

9. All of the following statements about a redundant constraint are correct EXCEPT
a. A redundant constraint does not affect the optimal solution.
b. A redundant constraint does not affect the feasible region.
c. Recognizing a redundant constraint is easy with the graphical solution method.
d. At the optimal solution, a redundant constraint will have zero slack.
10. All linear programming problems have all of the following properties EXCEPT
a. a linear objective function that is to be maximized or minimized.
b. a set of linear constraints.
c. alternative optimal solutions.
d. variables that are all restricted to nonnegative values.
11. What is the primary purpose of linear programming?
a) To solve quadratic equations
b) To perform statistical regression
 c) To optimize a linear objective function under constraints
d) To plot nonlinear graphs
12. Which of the following is NOT a component of an LP model?
a) Decision variables
b) Objective function
c) Random sampling
d) Constraints

13. In the graphical method, the optimal solution is found at:

a) A corner point of the feasible region
b) The center of the feasible region
c) Any point inside the feasible region
d) Outside the feasible region
14. The simplex method is used when:
a) There are only two decision variables
b) There are more than two decision variables
c) The problem has nonlinear constraints
d) The objective is to minimize variance
15. Which industry commonly uses LP for resource allocation?
a) Fashion design
b) Literature
c) Music production
d) Manufacturing
16. A feasible solution in LP must:
a) Satisfy all constraints
b) Violate at least one constraint
c) Be outside the feasible region
d) Ignore the objective function

17. A diet is being developed which must contain at least 100 mg of vitamin C. Two fruits are
used in this diet. Bananas contain 30 mg of vitamin C and Apples contain 20 mg of
vitamin C. The diet must contain at least 100 mg of vitamin C. Which of the following
constraints reflects the relationship between Bananas, Apples and vitamin C?
a) 20 A + 30 B ≥ 100
b) 20 A + 30 B ≤100
c) 20 A + 30 B = 100
d) 20 A = 100
18. The objective function for a LP model is 3 X1 + 2 X2. If X1 = 20 and X2 = 30, what is the
value of the objective function?

a) 0
b) 50
c) 60
d)120