LINEAR PROGRAMMING

• L.P. is a versatile technique which can be applied to

a variety of problems of management. The technique
is applicable in problems characterized by presence
of number of decision variables , each of which can
assume values within a certain range & affect their
decision variables. The variables represent some
physical or economic quantities which are of interest
to the decision maker & whose domains are
governed by a number of practical limitations or
constraints. These may be due to availability of
resources like men , material or money etc.
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• The problem has well defined objective. The
common most objective are maximization of profit /
contribution or minimization of cost.
• L.P. indicates the right combination of various
decision variables which can be best employed to
achieve the objective taking full account the
practical limitations within which the problem must
be resolved.
• L.P. is a technique for choosing the best alternative
from a set of feasible alternatives, in situation in
which the objective function as well as the
 LINEAR PROGRAMMING
• Constraints can be expressed as linear mathematical
functions.
• FORMULATION OF LP PROBLEMS---
• The maximization case—
• EX. 1– A firm is engaged in producing two
products, A & B. Each unit of product A requires 2
Kg. of raw material & 4 labor hours for processing
where each unit of product B requires 3 Kg. of raw
material & 3 hours of labor of the same type. Every
week , the firm has an availability of 60 Kg. Of raw
material & 96 labor hours.
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• One unit of product A yields Rs. 40 & that of B
yields Rs 35 as profit. Formulate LPP for profit
maximization.
• Soln. – It must contain the objective function , the
constraints ( Concept of inequality ) & non negative
condition. It is important to note that for each of the
constraint, inequality rather than equation has been
used. This is because the profit maximization output
might not use all the resources to the full – leaving
some unused. Hence < / = sign.
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• Let x1 & x2 be the no. of units produced per week
of the products A & B resp. & Z be the total profit to
be maximized. ( Since the problem calls decision
about the optimal values of x1 & x2 , these value are
known as decision variables.)
• Maximize Z = 40 x1 + 35 x2 profit
• Subject to
• 2 x1 + 3 x2 < / = 60 Raw Matl. Constraint
• 4 x1 + 3 x2 < / = 96 Labor Hour Constraint
• x1 , x2 > / = 0 Non negativity restriction
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• The minimization case –
• An agriculture research institute has suggested to a
farmer to spread out at least 4800 Kg. Of a special
phosphate fertilizer & no less than 7200 Kg. Of a
special nitrogen fertilizer to raise productivity of
crops in his field.There are two sources of obtaining
these – mixture A & B. Both of these are available
in bags weighing 100 kg. each & they cost Rs. 40 &
Rs. 24 resp. Mixture A contains Phosphate &
Nitrogen equivalent of 20 kg & 80 kg. Resp.
Mixture B contains these ingredients of 50 kg each.
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• Write this as LPP & determine how many bags of
each type should the farmer buy in order to obtain
the required fertilizer at minimum cost.
• Let x1 & x2 are no. of bags of mixture A & B resp.
• Minimize Z = 40 x1 + 24 x2 ---- Cost
• Subject to
• 20 x1 +50 x2 > / = 4800 Phosphate requirement
• 80 x1 +50 x2 > / = 7200 Nitrogen Requirement
• x1 , x2 > / = 0 Non negativity
restriction
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• Ex.3– Suppose an organization is manufacturing
two products P1 & P2. The profit per tonne of these
products are Rs. 50 & 60 resp.Both the products
require processing in three types of machine . The
following table indicates the available machine hour
per week & the time required on each machine for
one tonne of P1 & P2. Formulate LPP.
Profit per Tonne Product 1 Product 2 Total Available
Rs. 50 Rs. 60 M/C Hr. per Week
Machine 1 2 1 300
Machine 2 3 4 509
Machine 3 4 7 812
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• Soln.– Let x1 & x2 be the amount of P1 & P2 to be
included in product mix.
• Maximize Z = 50 x1 + 60 x2
• Subject to
• 2 x1 + x2 < / = 300
• 3 x1 + 4 x2 < / = 509
• 4 x1 + 7 x2 < / = 812
• x1 , x2 >/ = 0
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• Ex. 4---Three nutrient components namely ,
Thiamine , Phosphorus & iron are found in a diet of
two food items A & B. The amount of each nutrient
( in mg. Per ounce –mg. / oz. ) is given below. The
cost of food A & B are Rs. 2 / oz. & Rs. 1.70 per oz.
Resp. The minimum daily requirement of these
nutrient a re at least 1.00 mg. Of thiamine , 7.50 mg.
of Phosphorus , & 10 mg. Of of iron. Write LPP.
A B
mg. / oz mg. / oz.
Thiamine 0.15 0.1
Phosphorus 0.75 1.7
Iron 1.3 1.1
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• Let x1 & x2 be no. of units ( ounces) of A & B resp.
purchased everyday. Since the purpose is to
minimize the total cost
• Minimize Z = 2 x1 + 1.7 x2
• Subject to
• 0.15 x1 + 0.10 x2 > / = 1.0
• 0.75 x1 + 1.70 x2 > / = 7.5
• 1.3 x1 + 1.1 x2 > / = 10.0
• X1 , x2 > / = 0
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• Ex. 5 – An oil refinery can blend three grades of
crude oil to produce quality R & quality S petrol.
Two possible blending processes are available. For
each production run the older process uses 5 units of
crude A , 7 units of crude B & 2 units of crude C to
produce 9 units of R & 7 units of S. The newer
process uses 3 units of crude A , 9 units of crude B
& 4 units crude C to produce 5 units of R & 9 units
of S petrol.
• Because of contract commitments the refinery must
produce at least 500 units of R & 300 units of S.
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• It has 1500 units of crude A , 1900 units of crude B
& 1000 units of crude C. For each unit of R the
refinery receives Rs. 60 & for S –Rs. 90. Formulate
LPP .
• Soln. –
• x1 = no. of production runs of older process
• x2 = no. of production runs of newer process
• Maximize Z =60 ( 9 x1 + 5 x2 ) + 90 ( 7 x1 + 9 x2 )
• Subject to 9 x1 + 5 x2 >/= 500 ( commitment on R )
• 7 x1 + 9 x2 >/= 300 ( commitment on S )
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• 5 x1 + 3 x2 </= 1500 ( Availability of A )
• 7 x1 + 9 x2 </= 1900 ( Availability of B )
• 2 x1 + 4 x2 </= 1000 ( Availability of C )
• x1 , x2 >/=0
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• KEY WORDS---
• Decision Variables are economic or physical
quantities whose numerical values indicate the
solution of the L.P.P.
• The Objective Function of a L.P.P. is a linear
function of the decision variables expressing the
objective of decision maker.
• Constraints of L.P.P. are linear equations or
inequalities arising out of practical limitations.
• A Feasible Solution of L.P.P. is a solution which
satisfies all the constraints including the non-
negativity constraints.
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• KEY WORDS---
• The Feasible Region is the collection of all feasible
solutions.
• A Redundant Constraint is a constraint which
does not affect the feasible region.
• A Convex Set is a collection of points such that for
any two points on the set , the line joining the points
belongs to the set.
• An Extreme Point of a Convex Set is a point such
that it is not possible to locate two distinct points in
or on the set such that the line joining the latter two
points will include the first point.
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• KEY WORDS---
• Multiple Solutions of L.P.P. are solutions each of
which maximize or minimize the objective function.
• An Unbounded Solution of a L.P.P. is a solution
whose objective function is infinite.
• An Infeasible L.P.P. has no feasible solution.