LINEAR

PROGRAMMING
MELAI GAJITOS
KENNETH PARUNGAO
CARLO BESANA
ASCII OBRA
ENERGIZER
LINEAR PROGRAMMING

• Discipline in the 1940’s

• Its development accelerated
rapidly in the Postwar Period
LINEAR PROGRAMMING

George B. Dantzig John Von Neumann

 LINEAR PROGRAMMING

• Mathematical modeling technique in

which a linear functions is maximized or
minimized when subjected to various
constraints.
• Part of an important area of mathematics
called “OPTIMIZATION TECHNIQUES”
 BASIC COMPONENT OF
LINEAR PROGRAMMING

• DECISION VARIABLES – These are the quantities to be

determined.
• OBJECTIVE FUNCTION – This represents how each
decision variable would affect the cost, or simply, the value
that needs to be optimized.
• CONSTRAINTS – These represents how each decision
variable would use limited amount of resources.
• DATA – These quantify the relationships between the
objective and the constraints.
 LINEAR
INEQUALITIES
LINEAR INEQUALITIES

• A linear inequality is almost the

same as a linear equation, except
the equals sign is replaced with
as inequality symbol.
• Solving linear inequality is just like solving a regular
equality (or a regular equation)
Solve for x : 4x – 3 > 2x – 2
• We first start by combining our “like terms” or our “similar
terms”. Lets start by subtracting the 4x over to the right-
hand side 4x – 3 > 2x - 2
-4 -4
- 3 > - 2x – 2
• Now lets move our -2 over from the right hand side
- 3 > - 2x – 2
+2 +2
-1 > - 2x
• We’re almost done. Now we have to divide both
side by – 2. Since we’re dividing by a negative
number , We MUST switch the way the inequality
sign is pointing.

-1 > -2x
- 2 -2
1<x
2
 LINEAR INEQUALITIES
• When we use the equal sign in an equation we are stating
that both sides of the equation are equal to each other. In an
inequality, we are stating that both sides of the equation are
not equal to each other. It can also be seen as an order
relation; that is, it tells us which one of the two expressions is
smaller, or larger, than the other one. A linear inequality is an
equation in which the highest variable exponent is one.
• Examples:
x<3 Less than, <
2x+5<x–3 Less than or equal to, <
x > -2 Greater than, >
3x-2>x–6 Greater than or equal to, >
• The solution to an inequality is the value of the variable which makes the statement, or
the inequality, true.

• Examples:
3<x

This inequality is telling us that “x is less than 3”. Therefore, any number less than
three is a possible solution. Remember that on the number line, any number to the left is
less than a given number, and any number to the right of that given number is greater.

-3 -2 -1 0 1 2 3
 • 2 x +5 < x -3 This inequality is telling us that the
equation is 2 x +5
less than or equal to the equation . Solve
for x to find which number, or numbers,
make this equation true. 3−x

2 x + 5 < x -3  Solve for x by leaving the variables on

2 x + 5 – 5 < x -3 – 5 one side and the numbers on the other
2 x < x -8 side, just as you would solve a linear
equation.
2x–x< x–x–8
X<-8

-9 -8 -7 -6 -5 -4 -3 -2 -1 0
• Solve for

- 6 x + 3 > 21
- 6x > 21 -3
6x >18
x < -3

-2x – 3x > -8 -3
3 – 2x > - 8 + 3 x -5x > -11
X < 11
5

-4 < 2x +4 < 6
-4< 2x+4<6
-4-4 < 2x < 6 -4
-8 < 2x < 2
- 4< x < 1
Simplex Method
• The Simplex method is an approach to solving linear programming
models by hand using slack variables, tableaus, and pivot variables
as a means to finding the optimal solution of an optimization
problem. A linear program is a method of achieving the best
outcome given a maximum or minimum equation with linear
constraints. Most linear programs can be solved using an online
solver such as Math Lab, but the Simplex method is a technique for
solving linear programs by hand. To solve a linear programming
model using the Simplex method the following steps are necessary:
 Standard form

 Introducing slack variables

 Creating the tableau
 Pivot variables

 Creating a new tableau

 Checking for optimality
 Identify optimal values
• This document breaks down the Simplex method into the above
steps and follows the example linear programming model
shown below throughout the entire document to find the
optimal solution.
• Step 1: Standard Form
Standard form is the baseline format for all linear programs
before solving for the optimal solution and has three
requirements:
 must be a maximization problem
 all linear constraints must be in a less-than-or-equal-to
inequality
 all variables are non-negative.
• To transform a minimization linear program model into a
maximization linear program model, simply multiply both the
left and the right sides of the objective function by -1
• Transforming linear constraints from a greater-than-or-equal-
to inequality to a less-than-or-equal-to inequality can be done
similarly as what was done to the objective function. By
multiplying by -1 on both sides, the inequality can be
changed to less-than-or-equal-to.

• Once the model is in standard form, the slack variables can

be added as shown in Step 2 of the Simplex method.
• Step 2: Determine Slack Variables

Slack variables are additional variables that are

introduced into the linear constraints of a linear program to
transform them from inequality constraints to equality
constraints. If the model is in standard form, the slack
variables will always have a +1 coefficient. Slack variables are
needed in the constraints to transform them into solvable
equalities with one definite answer
• Step 3: Setting up the Tableau
A Simplex tableau is used to perform row operations on the
linear programming model as well as to check a solution for
optimality. The tableau consists of the coefficient
corresponding to the linear constraint variables and the
coefficients of the objective function. In the tableau below, the
bolded top row of the tableau states what each column
represents. The following two rows represent the linear
constraint variable coefficients from the linear programming
model, and the last row represents the objective function
variable coefficients.
• Step 4: Check Optimality
The optimal solution of a maximization linear programming
model are the values assigned to the variables in the objective
function to give the largest zeta value. The optimal solution
would exist on the corner points of the graph of the entire model.
To check optimality using the tableau, all values in the last row
must contain values greater than or equal to zero. If a value is less
than zero, it means that variable has not reached its optimal value.
As seen in the previous tableau, three negative values exists in the
bottom row indicating that this solution is not optimal.
• Step 5: Identify Pivot Variable
The pivot variable is used in row operations to identify which
variable will become the unit value and is a key factor in the
conversion of the unit value. The pivot variable can be
identified by looking at the bottom row of the tableau and the
indicator. Assuming that the solution is not optimal, pick the
smallest negative value in the bottom row. One of the values
lying in the column of this value will be the pivot variable. To
find the indicator, divide the beta values of the linear
constraints by their corresponding values from the column
containing the possible pivot variable. The intersection of the
row with the smallest non-negative indicator and the smallest
negative value in the bottom row will become the pivot
variable.
• Step 6: Create the New Tableau
The new tableau will be used to identify a new possible
optimal solution. Now that the pivot variable has been
identified in Step 5, row operations can be performed to
optimize the pivot variable while keeping the rest of the
tableau equivalent.

To optimize the pivot variable, it will need to be transformed

into a unit value (value of 1). To transform the value, multiply
the row containing the pivot variable by the reciprocal of the
pivot value. In the example below, the pivot variable is
1
originally 5, so multiply the entire row by .
5
• After the unit value has been determined, the other values in the
column containing the unit value will become zero. This is because the
x2 in the second constraint is being optimized, which requires x2 in the
other equations to be zero.

• In order to keep the tableau equivalent, the other variables not

contained in the pivot column or pivot row must be calculated by using
the new pivot values. For each new value, multiply the negative of the
value in the old pivot column by the value in the new pivot row that
corresponds to the value being calculated. Then add this to the old
value from the old tableau to produce the new value for the new
tableau.
• New tableau value = (Negative value in old tableau pivot
column) x (value in new tableau pivot row) + (Old tableau
value)
• Numerical examples are provided below to help explain this concept a little better.

• Numerical examples:
• To find the s2 value in row 1:
• New tableau value = (Negative value in old tableau pivot column) * (value in new tableau
pivot row) + (Old tableau value)

1 3
• New tableau value = (-3) * ( ) + 0 = -
5 5

• To find the x1 variable in row 3:

• New tableau value = (Negative value in old tableau pivot column) * (value in new tableau
pivot row) + (Old tableau value)
1
• New value = (10) * ( ) + -8 = -6
5

• Once the new tableau has been completed, the model can be checked for an optimal
solution.
• Step 7: Check Optimality
As explained in Step 4, the optimal solution of a maximization
linear programming model are the values assigned to the
variables in the objective function to give the largest zeta value.
Optimality will need to be checked after each new tableau to see if
a new pivot variable needs to be identified. A solution is
considered optimal if all values in the bottom row are greater than
or equal to zero. If all values are greater than or equal to zero, the
solution is considered optimal and Steps 8 through 11 can be
ignored. If negative values exist, the solution is still not optimal
and a new pivot point will need to be determined which is
demonstrated in Step 8.
• Step 8: Identify New Pivot Variable
If the solution has been identified as not optimal, a new pivot
variable will need to be determined. The pivot variable was
introduced in Step 5 and is used in row operations to identify
which variable will become the unit value and is a key factor
in the conversion of the unit value. The pivot variable can be
identified by the intersection of the row with the smallest non-
negative indicator and the smallest negative value in the
bottom row.
• Step 9: Create New Tableau
• After the new pivot variable has been identified, a new tableau will
need to be created. Introduced in Step 6, the tableau is used to
optimize the pivot variable while keeping the rest of the tableau
equivalent.

• Make the pivot variable 1 by multiplying the row containing the pivot
variable by the reciprocal of the pivot value. In the tableau below, the
1
pivot value was , so everything is multiplied by 5.
5
• Next, make the other values in the column of the pivot
variable zero. This is done by taking the negative of the old
value in the pivot column and multiplying it by the new
value in the pivot row. That value is then added to the old
value that is being replaced.
• Step 10: Check Optimality
• Using the new tableau, check for optimality. Explained in
Step 4, an optimal solution appears when all values in the
bottom row are greater than or equal to zero. If all values are
greater than or equal to zero, skip to Step 12 because
optimality has been reached. If negative values still exist,
repeat steps 8 and 9 until an optimal solution is obtained.
• Step 11: Identify Optimal Values
• Once the tableau is proven optimal the optimal values can be
identified. These can be found by distinguishing the basic
and non-basic variables. A basic variable can be classified to
have a single 1 value in its column and the rest be all zeros.
If a variable does not meet this criteria, it is considered non-
basic. If a variable is non-basic it means the optimal solution
of that variable is zero. If a variable is basic, the row that
contains the 1 value will correspond to the beta value. The
beta value will represent the optimal solution for the given
variable.
• For the variable x1, the 1 is found in the second row. This
shows that the optimal x1 value is found in the second row of
the beta values, which is 8.
• Variable s1 has a 1 value in the first row, showing the
optimal value to be 2 from the beta column. Due to s1 being
a slack variable, it is not actually included in the optimal
solution since the variable is not contained in the objective
function.
• The zeta variable has a 1 in the last row. This shows that the
maximum objective value will be 64 from the beta column.
• The final solution shows each of the variables having values
of:

• The maximum optimal value is 64 and found at (8, 0, 0) of the

objective function