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Linear Programming

This document provides an overview of linear programming. It defines key terminology like mathematical models, decision variables, objective functions, and constraints. It explains that linear programming problems involve maximizing or minimizing a linear objective function subject to linear constraints. Graphical and algebraic methods are presented for finding the feasible region and optimal solution of a linear programming problem. The optimal solution provides the most beneficial outcome for the objective function out of all feasible solutions.

Uploaded by

Dr Rajesh Timane
Copyright
© Attribution Non-Commercial (BY-NC)
Available Formats
Download as PPT, PDF, TXT or read online on Scribd
308 views

Linear Programming

This document provides an overview of linear programming. It defines key terminology like mathematical models, decision variables, objective functions, and constraints. It explains that linear programming problems involve maximizing or minimizing a linear objective function subject to linear constraints. Graphical and algebraic methods are presented for finding the feasible region and optimal solution of a linear programming problem. The optimal solution provides the most beneficial outcome for the objective function out of all feasible solutions.

Uploaded by

Dr Rajesh Timane
Copyright
© Attribution Non-Commercial (BY-NC)
Available Formats
Download as PPT, PDF, TXT or read online on Scribd
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Linear Programming

Terminology
Contents
1. What is a Mathematical Model?
2. Illustration of LPP: Maximization Case
3. What is Linear Programming Problem (LPP)?
4. Graphical Solution
o Feasible Solutions
o Optimal Solution
5. Concepts:
o What is Feasibility?
o What is an Optimal Solution?
o Convex Sets & LPP

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I. What is a Mathematical Model ?
F=ma

‘Mathematical Expressions’

o Here m and a are called as ‘Decision Variables’

o F can be called as ‘Objective Functions’

o Now, F can be controlled or restricted by limiting m or a … say m <


50 kg …here, m can be called as a ‘Constraint’

o Similarly if a > o …always, then this condition is called as ‘Non-


Negativity Condition’

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II. Illustration:
Maximize: Z = 3x1 + 5x2 Objective
Function

Subject to restrictions:
x1 < 4
Functional
2x2 < 12 Constraints
3x1 + 2x2 < 18

Non negativity condition


x1 > 0 Non-negativity
x2 > 0 constraints

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III. What is Linear Programming?

 The most common application of LP is allocating


limited resources among competing activities in a
best possible way i.e. the optimal way.

 The adjective linear means that all the mathematical


functions in this model are required to be linear
functions.

 The word programming does not refer to computer


programming; rather, essentially a synonym for
planning.

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IV. Graphical Solution
Ex) Maximize: Z = 3x1 + 5x2

Subject to restrictions:
x1 < 4
2x2 < 12 i.e. x2 < 6
3x1 + 2x2 < 18

Non negativity condition


x1, x2 > 0

Solution: finding coordinates for the constraints (assuming perfect equality), by putting
one decision variable equal to zero at a time.

Restrictions (Constraints) Co-ordinates

x1 < 4 (4 , 0)

x2 < 6 (0 , 6)

3x1 + 2x2 < 18 (0 , 9) & (6 , 0)

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Restrictions (Constraints) Co-ordinates Non-negativity Constraint
x1 < 4 (4 , 0) x1, > 0
x2 < 6 (0 , 6) x2 > 0
3x1 + 2x2 < 18 (0 , 9) & (6 , 0)

X2

10

A B
6

4
C Feasible Region (Shaded / Points A, B, C, D and E)

0
D
E 2 4 6 8 10 X1

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Feasible Solutions

 Try co-ordinates of all the corner points of


the feasible region.

 The point which will lead to most


satisfactory objective function will give
Optimal Solution.

 Note: for co-ordinates at intersection; solve


the equations (constraints) of the two lines
simultaneously.

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Optimal Solution
Corner Limiting Constraint Co-ordinate Max. Z= 3x1 + 5x2

A x2 = 6 (0 , 6) 30

B x2 = 6 & 3x1 + 2x2 = 18 (2 , 6) 36

C x1 = 4 & 3x1 + 2x2 = 18 (4 , 3) 27

D x1 = 4 (4 , 0) 12

E Origin (0 , 0) 0

From the above table, Z is maximum at point ‘B’ (2 , 6) i.e. The


Optimal Solution is:
X1 = 2 and
X2 = 6 ANSWER

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Conceptual Understanding

 Feasibility

 Optimal Solution

 Convex Set

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What is Feasibility ?
 Feasibility Region
[Dictionary meaning of feasibility is possibility]

“The region of acceptable values of the


Decision Variables in relation to the
given Constraints (and the Non-Negativity
Restrictions)”

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What is an Optimal Solution ?

 It is the Feasible Solution which Optimizes.


i.e. “provides the most beneficial result for the specified
objective function”.

 Ex: If Objective function is Profit then Optimal Solution is the


co-ordinate giving Maximum Value of ‘Z’…
While; if objective function is Cost then the optimum solution
is the coordinate giving Minimum Value of ‘Z’.

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Convex Sets and LPP’s
“If any two points are selected in the feasibility region
and a line drawn through these points lies completely
within this region, then this represents a Convex Set”.

Convex Set Non-convex Set

A
A

B B

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Contact

For any further queries/details be in


touch with the author at:

http://www.rajeshtimane.com

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