1

Linear Programming
Hamdy A. Taha, Operations Research: An
introduction, 8th Edition

Ts. Dr. Suziyanti binti Marjudi

UNISEL
 2

-In mathematics, linear

programming (LP) is a
technique for optimization of a
linear objective function,
subject to linear equality and
linear inequality constraints.

LINEAR -Linear programming

PROGRAMMIN determines the way to achieve
G (LP) the best outcome (such as
maximum profit or lowest
cost) in a given mathematical
model and given some list of
requirements represented as
linear equations.

Hamdy A. Taha, Operations Research: An introduction, Prentice Hall 2

 3

Step 1
- Study the given situation
- Find the key decision to be made
- Identify the decision variables of the
problem
Mathematical Step 2
- Formulate the objective function to be
formulation of optimized
Linear Step 3
- Formulate the constraints of the problem
Programming Step 4
model: - Add non-negativity restrictions or
constraints
The objective function , the set of
constraints and the non-negativity
restrictions together form an LP model.

Hamdy A. Taha, Operations Research: An introduction, Prentice Hall 3

 4

EXAMPLE:

TWO- “ THE GALAXY INDUSTRY PRODUCTION”

 Galaxy manufactures two toy models:

VARIABLE  Space Ray.

LP MODEL
 Zapper.
 Resources are limited to
 1200 pounds of special plastic.
 40 hours of production time per week.

Hamdy A. Taha, Operations Research: An introduction, Prentice Hall 4

 5

 Marketing requirement
 Total production cannot exceed 800 dozens.
 Number of dozens of Space Rays cannot exceed number of
dozens of Zappers by more than 450.
 Technological input
 Space Rays requires 2 pounds of plastic and 3 minutes of
labor per dozen.
 Zappers requires 1 pound of plastic and 4 minutes of labor
per dozen.

Hamdy A. Taha, Operations Research: An introduction, Prentice Hall 5

 6

 Current production plan calls for:

 Producing as much as possible of the more profitable product,
Space Ray ($8 profit per dozen).
 Use resources left over to produce Zappers ($5 profit
per dozen).

 The current production plan consists of:

Space Rays = 550 dozens

Zapper = 100 dozens

Profit = 4900 dollars per week

(550 dozens space ray*$8 profit)+(100 dozens zapper*$5profit)

Hamdy A. Taha, Operations Research: An introduction, Prentice Hall 6

 a) Identify the variables.
(2 marks)
b) Write the objective function.
(3 marks)
QUESTION? c) Write the constraints as a system of inequalities.
(5 marks)

d) Solve this linear programming problem graphically.

(5 marks)

Hamdy A. Taha, Operations Research: An introduction, Prentice Hall 7

 SOLUTION

show step-by-step!
Variables Profit ($) Resources Production time Total Mix
(Plastic/pound (minutes) production
)

Space Rays 8 2 3 1 1
(X1)
Zapper (X2) 5 1 4 1 -1

Constraint 1200 40 800 450

 9

a) Identify the variables.

X1 = Production level of Space

Rays (in dozens per week).

X2 = Production level of

ANSWER Zappers (in dozens per week).

b) Objective Function:
 Weekly profit, to be maximized

Hamdy A. Taha, Operations Research: An introduction, Prentice Hall 9

 10

The Linear Programming Model

b) Objective
Max (Z) = 8X1 + 5X2
(Weekly profit)

ANSWER
c) Constraint
2X1 + 1X2 < = 1200 (Plastic)
3X1 + 4X2 < = 2400 (Production Time)
X1 + X2 < = 800 (Total production)
X1 - X2 < = 450 (Mix)
Xj> = 0, j = 1,2 (Nonnegativity)

Hamdy A. Taha, Operations Research: An introduction, Prentice Hall 10

 11

Feasible  The set of all points that satisfy

Solutions for all the constraints of the model is
Linear called
Programs
FEASIBLE REGION

Hamdy A. Taha, Operations Research: An introduction, Prentice Hall 11

 12

Using a graphical presentation we

can represent all the constraints,
the objective function, and the
three types of feasible points.

Hamdy A. Taha, Operations Research: An introduction, Prentice Hall 12

 13

X2

1200
The plastic constraint:
The Plastic constraint
2X1+X2<=1200
Total production constraint:
X1+X2<=800
600 Infeasible

Production mix
Production Feasible constraint:
Time X1-X2<=450 X1
600
3X1+4X2<=2400 800
 14

Solving Graphically for an

Optimal Solution
We now demonstrate the search for an optimal solution15
Start at some arbitrary profit, say profit = $2,000...
1200
X2 Then increase the profit, if possible...
...and continue until it becomes infeasible
i o n
eg
Profit==$5040
Profit 4,$
2,
3, ib le R
800 s
000 e fea
t h
600
ca ll
Re

X1

400 600 800

 16

1200 X2
Let’s take a closer look
at the optimal point

800 Infeasible
600

Feasible
region X1
400 600 800
 17

X2

1200
The plastic constraint:
The Plastic constraint
2X1+X2<=1200
Total production constraint:
X1+X2<=800
600
A (0,600)
Infeasible

Production mix
Production Feasible
B (480,240)

C (550,100) constraint:
Time E (0,0)
D (450,0) X1-X2<=450 X1
600
3X1+4X2<=2400 800
 18

 To determine the value for X1 and X2 at the

optimal point, the two equations of the binding
constraint must be solved.

Hamdy A. Taha, Operations Research: An introduction, Prentice Hall 18

 19

The plastic constraint:

2X1+X2<=1200
2X1+X2=1200 X1= 480
3X1+4X2=2400 X2= 240

Production Production mix

Time constraint:
3X1+4X2<=2400 X1-X2<=450
2X1+X2=1200 X1= 550
X1-X2=450 X2= 100
 20

(X1, X2) Objective fn

By Compensation
(0,0) on : 0
Max 8X1 (450,0)
+ 5X2 3600
(480,240) 5040
(550,100) 4900
(0,600) 3000

ANSWER

The maximum profit (5040) will be by

producing:
Space Rays = 480 dozens, Zappers =
240 dozens
Hamdy A. Taha, Operations Research: An introduction, Prentice Hall 20
 21

 Interior point: satisfies all constraint but non with

equality.

Type of feasible  Boundary points: satisfies all constraints, at least

one with equality
points  Extreme point: satisfies all constraints, two with
equality.

Hamdy A. Taha, Operations Research: An introduction, Prentice Hall 21

 22

X2

1200
The plastic constraint:
The Plastic constraint
2X1+X2<=1200
Total production constraint:
X1+X2<=800
600
Infeasible
Production
Time Production mix
(200, 200) (550,100)
3X1+4X2 * (300,0) *
constraint:
<=2400 * X1-X2<=450 X1
600 800

Extreme
Interior
Boundary point
point
point
 23

 If a linear programming has an optimal solution ,

an extreme point is optimal.

Hamdy A. Taha, Operations Research: An introduction, Prentice Hall 23

 24

1- graph constraint to find the feasible point

2- set objective function equal to an arbitrary
value so that line passes through the feasible
Summary of region.
graphical 3- move the objective function line parallel to
solution itself until it touches the last point of the
feasible region .
procedure 4- solve for X1 and X2 by solving the two
equation that intersect to determine this point
5- substitute these value into objective function to
determine its optimal solution.

Hamdy A. Taha, Operations Research: An introduction, Prentice Hall 24