LINEAR PROGRAMMING

MEANING:
it is a mathematical technique for finding the
best use of an organization’s resources.

It is designed to help managers in planning and

decision making.

It has demonstrated its value in different areas

such as production, finance, marketing, research
and personnel assignments.
.
TERMINOLOGY AND
REQUIREMENTS OF LPP
 OBJECTIVE FUNCTION
 PRESENCE OF CONSTRAINTS AND RESTRICTIONS
 ALTERNATIVE COURSE OF ACTION
 NON NEGATIVITY CONSTRAINTS
 LINEARITY
 FINITE NUMBER OF VARIABLES
 BASIC VARIABLES
 SLACK VARIABLES
 SURPLUS VARIABLES
 ARTIFICIAL VARIABLES
 OPTIMUM SOLUTION
APPLICATIONS OF LPP

 PRODUCT MIX
 DIET PROBLEM

 THE PORTFOLIO SELECTION PROBLEM

 MEDIA SELECTION

 BLENDING PROBLEM

 TRANSPORTATION PROBLEM

 TRAVELLING SALESMAN PROBLEM

PRODUCT MIX PROBLEM
Q1.
A firm is engaged in producing two products P1 and P2.
Each unit of product P1requires 2kg of raw material and
4 labor hours for processing, where each unit of product
P2 requires 5kg of raw materials and 3 labor hours of
the same type. Every week the firm has the availability
of 50kg of raw material and 60 labor hours. One unit of
product P1sold earn profit rs20 and one unit of product
P2 sold gives rs30 as profit.
SOLUTION :

MAXIMISE Z = 20x1 + 30x2

SUBJECT TO 2X1 + 5X2 ≤ 50
4x1 + 3x2 ≤ 60
Where x1, x2 ≥ 0
BLENDING PROBLEM
Q2.
THE MANAGER OF AN OIL REFINERY MUST DECIDE ON
THE OPTIMAL MIX OF 2 POSSIBLE BLENDING PROCESS OF
WHICH THE INPUTS AND OUTPUTS PER PRODUCTION RUN
ARE AS FOLLOWS:

INPUT INPUT OUTPUT OUTPUT

PROCESS
CRUDE A CRUDE B GASOLINE A GASOLINE B

1 6 3 6 9
2 5 6 5 5
The maximum availability crude A & B are 250 units and 200 units. The
market requirement shows that at least 150 units of gasoline X and 130
units of gasoline Y must be produce. the profit per production run from
process 1&2 are Rs.40 & Rs.50.Formulate the problems for maximize profit.
SOLUTION:
Max. Z= 40x1 +50x2
Subject to 6x1+5x2 ≤ 250
3x1+6x2 ≤ 200
6x1+5x2 ≥ 150
9x1+5x2 ≥ 130
Where x1,x2 ≥ 0
DIET PROBLEMS
Q3.
 Vitamins A&B are found in two different
food F1 & F2. one unit of food F1contains
2units vitamin A and 5 units vitamin B.
 One unit of F2 contains 4units of vitamin
A and 2units of vitamin B.
 One unit of F1&F2 cost Rs.10 & Rs.12.5.
the minimum daily requirements of
vitamin A&B is 40&50units.Find out the
optimal minimum of F1& F2 and
minimum cost which meets the daily
minimum requirements of vitamin A & B.
SOLUTION:

FOOD A B COST PER

UNIT

F1 2 5 10

F2 4 2 12.50

MIN. REQ. 40 50
Min Z= 10X1+12.5X2
SUBJECT TO 2X1+4X2 ≥ 40
5X1+2X2 ≥ 50
WHERE X1, X2 ≥ 0
 Q4. PORTFOLIO INVESTMENT
An investment group wants to invest up to Rs.10.00Lacs into
various bonds. They are currently considering 4 bonds.

bond Type return Maturity

time
A industrial 12% 15 yrs
B industrial 15% 3yrs
C Govt. 18% 10yrs
D Govt. 6% 4yrs
The group has decided not to put less than half of its investment in the
govt. bonds and that the average of the portfolio should not be more
than 6 yrs. The investment should be such which maximizes the return
.
MAX Z= .12X1+.15X2+.18X3+.6X4
SUBJECT TO X1+X2+X3+X4 ≤ 1000000
X3+X4 ≥ 500000
9X1-3X2+4X3-2X4 ≤ 0
WHERE X1,X2,X3,X4 ≥ 0
 Q5. MEDIA SELECTION
The owner of Spartan sports wishes to determine how
many adv. to place in the selected 3 monthly magazines
A, B and C. His objective is to adv. in such a way that
total exposure to principal buyers of expensive sports
goods is maximized. The quantum of readers for each
magazine is known. The budgeted amount is at cost Rs.
1lakh for the adv. The owner has already decided that
magazine A should have no more than 8 adv. And B&C
each have at least 20 adv. Formulate L.P. problem.

Magazine A B C
READERS 100000 60 000 40000
PRINCIPAL 12% 10% 7%
BUYERS
COST PER ADV. 5000 4500 4250
MAXIMISE Z=12000X1+6000X2+2800X3
SUBJECT TO 5000X1+4500X2+4250X3 ≤ 100000
X1 ≤ 8
X2 ≥ 20
X3 ≥ 20
WHERE X1, X2, x3 ≥ 0
Q7.
A dealer wishes to purchase a number of fans and
sewing machine. He has only Rs.5760/- to invest and
has space for almost 20 items. A fan cost him Rs.360/-
and a sewing machine Rs.240/- his expectation is that
he can sell a fan at profit of Rs.22/- and a sewing
machine @Rs.18/-.how should he invest his money in
order to maximize his profit.
SOLUTION

MAX. Z=22x1+18x2
Subject to 360x1+240x2 ≤ 5760 or 3x1+2x2 ≤ 48
x1 +x2 ≤ 20
Where x1, x2 ≥ 0
X1 0 16

X2 24 0

X1 0 20

X2 20 0
COORDINATE VALUES PROFIT
Z=22x1+18x2

(0,0) Z= 22x 0 + 18x 0 =0

(16,0) Z=22x 16+ 18x 0 =352

(8,12) Z=22x8+12x12= 392

(0,20) Z=22x0+ 18x20= 360

Q6. SOLVE GRAPHICALLY
Min. Z=6X1+14x2
Subject to 5x1+4x2 ≥ 60
3x1+7x2≤ 84
x1+2x2 ≥ 18
Where x1, x2 ≥ 0
SOLUTION:

X1 0 12

X2 15 0

X1 0 28

X2 12 0

X1 0 18

X2 9 0
COORDINATES Z(MIN)
Z=6x1+14x2
(8,5) Z=6x8+14x5= 118

(18,0) Z=6x18+14x0= 108

(28,0) Z=6x28+14x0= 168

(3,10) Z=6x3+14x10= 158

 Ques.
The standard weight of a special purpose brick is 5 kg
and it contains two basic ingredients B1 and B2 costs Rs.
8 per kg. Strength considerations dictate that the brick
contains not more than 4 kg of B1 minimum of 2 kg of
B2. Since the demand for the product is likely to be
related to the price of the brick, find out graphically
minimum cost of the brick satisfying the above
conditions.
 Solution

The mathematical formulation of the given LPP is:

Minimize Z = 5x₁ + 8x₂ (Cost function)
Subject to x₁ ˂ 4
x₂ ˃ 2
x₁ + x₂ = 5
Where x₁ , x₂ ˃ 0 (Non negativity)
Making the inequalities of the constraints to equalities
for the purpose to plot the above values on the graph,
we get
x₁ = 4 …. (a)
x₂ = 2 …. (b)
x₁ + x₂ = 5 …. (c)
Now in equation (c) , if x₁ = 0 , x₂ = 5
if x₂ = 0 , x₁ = 5
 x₂

Q(3,2)

x₁

Since one of the constraints is equality constraints i.e. x₁ + x₂=5. There is no

solution space rather a solution point which satisfies all the conditions i.e. point Q
(3 , 2) .
Ans. x₁ = 3 , x₂ = 2 , Z = 31
UNBOUNDED PROBLEM
 Ques.
Solve the LPP by Graphic Method:
Maximize Z = 5x₁ + 4x₂
Subject to 2x₁ - 4x₂ ˂ 1
2x₁ + 4x₂ ˃ 3
x₁ , x₂ > 0
 Solution

Making the inequalities into equalities:

2x₁ - 4x₂ = 1
x₁ = 0 x₂ = - 1/4
x₂ = 0 x₁ = 1/2
2x₁ + 4x₂ = 3
x₁ = 0 x₂ = 3/4
x₂ = 0 x₁ = 3/2
 X₂

2X₁+4X₂=3
2X₁-4X₂=1

X₁

It is not possible to find the farthest corner of the Unbounded Solution

Region. The given LPP therefore has unbounded solution.
INFEASIBLE PROBLEM
 Ques.
Solve graphically
Find the maximum value of Z = -5x₂
Subject to x₁ + x₂ < 1
-0.5x₁ - 5x₂ < -10
x₁ , x₂ > 0
 Solution

Making inequalities of the constraints to equalities:

x₁ + x₂ = 1
x₁ = 0 x₂ = 1
x₂ = 0 x₁ = 1
- 0.5x₁ - 5x₂ = -10 or .5x₁ + 5x₂ = 10
x₁ = o x₂ = 2
x₂ = 0 x₁ = 20
 X₂

X₁+X₂=1
5X₁+5X₂=10

X₁

From the graph it is very much clear that there is no set of points that satisfy
both the constraints. This means that there is infeasible solution.
MULTIPLE OPTIMAL SOLUTIONS
 Ques.
Maximize Z = 4x₁ + 4x₂
Subject to. x₁ + 2x₂ < 10
6x₁ + 6x₂ < 36
x₁ < 4
x₁ , x₂ > 0
 Solution
Making inequalities to equalities
x₁ + 2x₂ = 10

x₂ = 0 x₁ = 10
x₁ = 0 x₂ = 5
6x₁ + 6x₂ = 36
x₁ = 0 x₂ = 6
x₂ = 0 x₁ = 6

x₁ = 4 so (4,0)
 x₂

Feasible solution region

B(2,4)

C(4,2)

x₁

The objective function touches point B and C simultaneously. So B

and C represent optimal value.
At B x₂ = 4 , x₁ = 2 , Z = 24
At x₁ = 4 , x₂ = 2 , Z = 24
THANK YOU