OR – 2

LINEAR
PROGRAMMING

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 GENERAL: LPP
1. Mgt has to allocate Resources – Men,
material, money, time, technology or space –
so as to derive best possible output (or set of
outputs) under given constraints.
2. The output may be profits, costs, social
welfare, effectiveness etc.
3. In many situations, the outputs can be
expressed as a linear relationship among
number of variables.
4. The Available resources can also be
expressed as a linear relationship among a
number of variables.
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5. Mgt problem may be to optimize
(maximize or minimize) output
subject to constraints.
6. An optimization problem, in which the
objective function & the constraints
are represented in linear forms, is a
problem in linear programming.

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 LPP
1. LPP: Math Programming in which functions
of objectives and the constraints are linear.
2. Optimization means either to maximize or
minimize the objective function.
3. General LPP model is defined as:
Maximize or Minimize Z = c1x1 + c2x2 + …. + cnxn
Subject to constraints
A. a11 x1 + a12 x2 + ….. + a1n xn ~ b1
B. a21 x1 + a22 x2 + ….. + a2n xn ~ b2
C. ………… ...
D. ………… ..
E. am1 x1 + am2 x2 + ….. + amn xn ~ bm
and x1 ≥ 0, x2 ≥ 0, …. , xn ≥ 0 4
4. Where c , bi & aij (i = 1,2,…, m; j = 1,2,…,n) are
j

constants determined in formulating of problem.

5. And xj (j = 1,2,….,n) are the decision variables.
6. cj, bi & aij are interpreted as follows:
A.bi is the available amount of resources.
B.aij is the amount of resources i that be allocated
to reach unit of activity j.
C. The worth per unit of activity is equal to cj
.

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 LPP: Canonical Form
1. General LPP can be put into the following form known
as canonical form.
2. Maximize Z = c1x1 + c2x2 + …. + cnxn
Subject to :
A. a11 x1 + a12 x2 + ….. + a1n xn ≤ b1
B. a21 x1 + a22 x2 + ….. + a2n xn ≤ b2
C. ………… ..
D. ………… ..
E. am1 x1 + am2 x2 + ….. + amn xn ≤ bm
and x1 ≥ 0, x2 ≥ 0, …. , xn ≥ 0

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3. Characteristics of this form are:
A. All decision variables are non –
negative.
B. All Constraints are ≤ type.
C. The objective function is of
maximization type.

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How to Convert General LPP
into Canonical Form? - 5
elements
1. The minimization function is
mathematically equivalent to the max of
the negative expression of this function.
2. i.e.Min Z = c1x1 + c2x2+ …. + cnxn is
equivalent to Max Z = – c1x1 – c2x2 – …. –
cnxn
3. Any inequality in one direction (≤ or ≥)
may be changed to an inequality in the
opposite direction (≥ or ≤) by multiplying
both sides with –1.
For example, 2x1 + 3x2 ≥ 5 is equivalent to
– 2x1 – 3x2 ≤ – 5. 8
4. An equation can be replaced by two
inequalities in opposite direction.
For example, 2x1 + 3x2 = 5 can be written as
A. 2x1 + 3x2 ≥ 5 and 2x1 + 3x2 ≤ 5 or
B. – 2x1 – 3x2 ≤ – 5 and 2x1 + 3x2 ≤ 5
5. An inequality constraint with its LHS in the
absolute form can be changed into two
regular inequalities. For example:
|2x1 + 3x2| ≤ 5 is equivalent to
2x1 + 3x2 ≤ 5 and
2x1 + 3x2 ≥ – 5 or – 2x1 – 3x2 ≤ 5

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6. The variable which is unconstrained in
sign (i.e. ≥ 0, ≤ 0 or zero) is
equivalent to the difference between
two non – negative variables.
For example, if x is unconstrained in
sign, then
x = (x+ – x–) where x+ ≥ 0, x– ≤ 0.

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 EXAMPLES OF LPP
1. A firm engaged in producing two models, viz.,
Model A & Model B, performs only 3 operations –
manufacture, assembly and `quality control.
Relevant Data is:

Unit Sale Hours Required for Each Unit

Price
manufact assembly Quality
ure control
Model A Rs 1.0 0.2 0.0
50/
Model B Rs 1.5 0.2 0.1
80/

2. Total Number of hours available each week are as

under: manufacture 600, assembly 100, QC 30.
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3. Firm want to determine weekly produced –
mix to maximize revenue.
Solution:
4. Notations:
A. Z = Total Revenues
B. x1 = No. of units of Model A
x2 = No. of units of Model B
C. b1= Weekly hours available for manufacture
b2= Weekly hours available for assembly
b3 = Weekly hours available for QC

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5. Therefore, objective function is:
Max Z = 50x1 + 80x2
Subject to:
1.0x1 + 1.5x2 ≤ 600
0.2x1 + 0.2x2 ≤ 100
0.0x1 + 0.1x2 ≤ 30
and x1 ≥ 0, x2 ≥ 0 (non – negative
conditions)
Hence, x1 and x2 are decisions variables.
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 Example 2:
1. A milk distributor supplies milk in bottles to
houses in three areas A, B, C in a city. His
delivery charges per bottle is 20paise in Area
A, 30paise in Area B, 50paise in Area C. He
has to spend on an average 1 minute to
supply one bottle in Area A, 2 minutes per
bottle in Area B and 3 minutes per bottle in
Area C. He can spend only 2 hours & 30
minutes for this milk distribution but not
more than one hour 20 minutes for Area A &
B together. Max number of bottles he can
deliver is 100. Find the number of bottles
that he has to supply in each area so as to
earn the max. Construct a math model.

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 Solution
The decision variables of the model can be
defined as follows:
A.No. of bottles to which the supplier
distribute milk in area A – x1
B.No. of bottles to which the supplier
distribute milk in area B – x2
C.No. of bottles to which the supplier
distribute milk in area C – x3
The objective of the Distributor is to maximize
income.
Maximize Z =

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There are four constraints:
A.Max No. of milk bottles is 100,
i.e., x1 + x2 + x3 ≤ 100
B.Time spent in Area A per bottle 1 minute, 2
minutes in Area B, 3 minutes in Area C & max
time is 150 minutes, x1 + 2x2 + 3x3 ≤ 150
C.He cannot spend more than 80 minutes in Area
A & B, x1 + 2x2 ≤ 80
D.& non–negativity conditions:x1 ≥ 0, x2 ≥ 0, x3 ≥
0.

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Problem in Standard LPP form:
Maximize Z = 0.2x1 + 0.3x2 + 0.5x3
Subject to:
x1 + x2 + x3 ≤ 100
x1 + 2x2 + 3x3 ≤ 150
x1 + 2x2 ≤ 80
and x1 ≥ 0, x2 ≥ 0, x3 ≥ 0

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 GRAPHICAL ANALYSIS
1. An LPP with two decision variables can
be solved graphically.
Example:
Maximize Z = 700x1 + 500x2
Subject to:
4x1 + 3x2 ≤ 210
2x1 + x2 ≤ 90
and x1 ≥ 0, x2 ≥ 0

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Let the Horizontal Axis represents x1 & Vertical
Axis represents x2.
Put the line 4x1 + 3x2 = 210 by replacing
the inequality symbol which meets x1 axis at the
point A(52.5, 0) & B(0,70) by putting x2= 0 &
x1 = 0 respectively.

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Any point on line
AB
or within the
shaded
portion will satisfy
the constraint:
4x1 + 3x2 ≤ 210

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Similarly, plot for
2x1 + x2 ≤ 90
C(45, 0) & D(0,
90)

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Combining the
Constraints, we
can
sketch as
follows:
1. Take only
positive
values.
2. Shaded Area
is the feasible
region.
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 Basic Definition: Graphical
Analysis
1. Any non – negative value of x1 & x2 (i.e., x1 ≥
0 & x2 ≥ 0) is a feasible solution of the LPP if
it satisfies all constraints.
2. A set X is convex if for any points x1, x2 in X,
the line segment joining these points is also
in X.
3. A linear inequality in two variables is known
as a half plane. The corresponding equality
or the two is known as the boundary of the
half – plane.
4. A convex polygon is a convex set formed by
the inter – section of finite number of closed
half – planes.
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Note: the objective function is maximized or
minimized at one of the extreme points which is
the Optimum Solution. Extreme points are
referred to as vertices or corner points of the
convex regions.
5.A redundant constraint is one which does not
affect the feasible region.
6.A basic solution of a system of m equations & n
variables (m<n) is a solution where at least
n – m variables are zero.

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7. A basic feasible solution of m
equations & n variables (m<n) is a
solution where m variables are non –
negative (≥ 0) and n –m variables
are zero.
8. Any feasible solution that optimize
the objective function is called an
optimal feasible solution.

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 Example
Find all basic solutions for the system
x1 + 2x2 + x3 = 4, 2x1 + x2 + 5x3 = 5
Solution: Here A = ,X= &B=
If x1 = 0, then the basic matrix is B= . . In this
case 2x2 + x3 = 4, x2 + 5x3 = 5. By solving this,
x2 = 5/3, x3 = 2/3 (a basic feasible solution).

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If x2 = 0, then the basic matrix is B =2 5. In this

case x1 + x3 = 4, 2x1 + 5x3 = 5.
By solving this, x1 = 5, x3 = -1. Therefore, x1 =
5, x3=-1 is a basic solution,(not feasible since
x3 =-1 <0) 27
3. If x3 = 0, then the basic matrix is B = 1 2
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In this case x1 + 2x2= 4, 2x1 + x2 = 5. By solving

this, x1 = 2, x2 = 1 (a basic feasible solution).
Therefore,
i. (x2, x3) = (5/3, 2/3)
ii. (x1, x3) = (5, -1)
iii.(x1, x2) = (2, 1)
are only the collection of all Basic Solutions.

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 Graphical Methods to Solve the
LPP
1. LPP with 2 decision variables x1&x2 can be solved
easily by graphical method. We consider the x1, x2
plane where we plot the solution space – which is a
space enclosed by the constraints.
2. Usually the solution space is a Convex Set bounded by
Polygon. Since a linear Function attains extreme (max,
min) values only on the boundaries of the region, it is
sufficient to consider the vertices of the polygon and
find the value of the objective function of the problem.
This method of solving a LPP on the basis of the
alone analysis is known as the Graphical Method.

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Working Rules
Step 1: Write down the equation by replacing
inequality symbols by the equality symbols in the
given constraints.
Step 2: Plot the straight lines represented by the
equations obtained.
Step 3: Identify the convex polygon region
relevant to the problem we must decide on sides
of the line the half – plane is located.
Step 4: Determine the vertices of the polygon and
find the values of the given objective function Z
at each of these vertices.
Step 5: Identify the values of (x1,x2) which
corresponds to the desired extreme value of Z.
This is two optimal solution of the problem.

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Solution of the Example
1(Models A & B)
Max Z = 50x1 + 80x2
Constraints:
1.0x1 + 1.5x2 ≤
600
0.2x1 + 0.2x2 ≤
100
0.0x1 + 0.1x2 ≤ 30
and x1 ≥ 0, x2 ≥ 0
Put the constraints

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 Any point on the
line or in the shaded portion will
Satisfy all the
constraints. ABCDE is the feasible
Region of the
objective function with the
Constraints &
where decision variables are
Permissible.
The intersection
points C and D can be solved by
The linear
equations: C(150, 300), D(300, 200).
Now maximize
revenues subject to the alone
Shaded area. We
work out the revenue at different corner points.

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 Point Feasible Solution Corresponding Total
of Product Mix Revenue Revenue

x1 x2 From x1 From x2

A 0 0 0 0 0
B 0 300 0 24000 24000
C 150 300 7500 24000 31500
D 300 200 15000 16000 31000
E 500 0 25000 0 25000
We find that, Revenue is Maximum at Rs
31,500 where 150 units of x1 and 300 units of
x2 are produced.

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Example 2(Mixed Constraints
LP Problem)
1. By using Graphical Method
2. Find Max & Min value of the function Z = x –
3y where x & y are non –negative & are
subject to following constraints:
3x + 4y ≥ 19
2x – y ≤ 9
2x + y ≤ 15
x – y ≥ –3
3. Solution: First we write constraints to be
satisfied by x, y in standard (less than or
equal) form
–3x – 4y ≤ –19
2x – y ≤ 9
2x + y ≤ 15
–x + y ≤ 3
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4. Now consider
these equations
which
represents
straight lines in
the xy plane.
Let them by L1,
L2, L3 & L4 as
shown in the
figure.

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5. ABCD is a quadrilateral in xy plane &
region bounded by it is convex.
6. All points (x, y) within or on the
boundary lines of the quadrant will
satisfy the inequalities x ≥ 0, y ≥ 0,
and the constraints.
7. Coordinates of A, B, C, D are also
obtained by solving equations taking
two of them at a time, we find that
A(1, 4), B(5, 1), C(6, 3), D(4, 7).

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 Solution:
Z at A(1.4)= 1-3x4 = -11
Z at B(5,1) = 5 -3x1 = 2
Z at C(6,3) = 6 - 3x3 =-3
Z at D(4,7) = 4 - 3x7 =-17
Evidently Z is max at B and min at vertex D
for which values are x=5, y=1 and x=4.
Y=7 respectively.
 Conclusion
1. In LPP, we first identify the Decision
Variables – Economic or Physical
Quantities – whose values are of interest
to the Management.
2. Should be well – defined Objective
Function expressed in terms of decision
variables (maximize or minimize).
3. Decision Variables Interact with each
other through some constraints – due to
limited resources, technical, legal, time
or stipulation on quality.
4. These are linear functions.
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5. LPP with 2 decision variables can be
solved graphically.
6. Any non –negative solution which satisfies
all constraints is feasible solution of the
problem – collection is feasible region – it
is a convex set.
7. Value of Decision Variable which max or
min the objective function is located on
the extreme points of the convex set.
8. Sometimes problems are infeasible.

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