Linear Programming

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 Introduction
• Mathematical programming is used to find the best or
optimal solution to a problem that requires a decision or
set of decisions about how best to use a set of limited
resources to achieve a state goal of objectives.

• Steps involved in mathematical programming

– Conversion of stated problem into a mathematical

model that abstracts all the essential elements of the
problem.

– Exploration of different solutions of the problem.

– Finding out the most suitable or optimum solution.

• Linear programming requires that all the mathematical

functions in the model be linear functions.
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 General LPP
Max/min Z = c1x1 + c2x2 + ... + cnxn
subject to:
a11x1 + a12x2 + ... + a1nxn (≤, =, ≥) b1
a21x1 + a22x2 + ... + a2nxn (≤, =, ≥) b2
:
am1x1 + am2x2 + ... + amnxn (≤, =, ≥) bm
and xj ≥ 0, j = 1, 2, 3, …, n.
xj = decision variables
bi = constraint levels
cj = objective function coefficients
aij = constraint coefficients
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 Formation of LPP
• A manufacturer produces two types of models M1
and M2. Each M1 model requires 4 hours of
grinding and 2 hours of polishing; whereas M2
model requires 2 hours of grinding and 5 hours of
polishing. The manufacturer has 2 grinders and 3
polishers. Each grinder works for 40 hours a week
and each polisher works for 60 hours a week.
Profit on an M1 model is Rs. 3 and on M2 model is
Rs. 4. Whatever is produced in a week is sold in
the market. How should the manufacturer allocate
his production capacity to the two types of models
so that he make the maximum profit in a week.

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 Solution
• Let x be the number of M1 models and y be the
number of M2 models produced in a week.
• Then the weekly profit is
Z = 3x + 4y.
• The total number of grinding hours needed in a week
to produce x and y is
4x + 2y.
• The total number of polishing hours needed in a
week to produce x and y is
2x + 5y.

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 Solution cont…
• Since the number of grinding hours is not
more than 80 and the number of polishing
hours not more than 180, therefore
4x + 2y ≤ 80
2x + 5y ≤ 180.
• Also, the negative number of models are
not produced, we must have
x ≥ 0 and y ≥ 0.
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 Solution cont…
• Now the problem is to find x, y which
Maximize Z = 3x + 4y
Subject to 4x + 2y ≤ 80
2x + 5y ≤ 180
and x, y ≥ 0.

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 Problem#2
• An aeroplane can carry a maximum of 200
passengers. A profit of Rs.400 is made on each
first class ticket and a profit of Rs. 300 is made on
each economy class ticket. The airline reserves at
least 20 seats for first class. However, at least 4
times as many passengers prefer to travel by
economy class than by the first class. How many
tickets of each class must be sold in order to
maximize profit for the airline ? Formulate the
problem as L.P. model and then solve.

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 Solution
• Maximize Z = 400x + 300y
subject to x + y ≤ 200
x ≥ 20
y ≥ 4x
and x, y ≥ 0.

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 Problem#3
• Consider the following problem faced by a
production planner in a soft-drink plant. He has
two bottling machines A and B. A is designed for
8-ounce bottles and B for 16-ounce bottles.
However, each can be used on both types with
some loss of efficiency. The following data is
available :
Machine 8-ounce bottle 16-ounce bottle
A 100/ minute 40/ minute
B 60/ minute 75/ minute

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 Problem#3
The machines can be run 8 hours per day, 5 days
per week. Profit on 8-ounce bottle is 15 paise
and on a 16-ounce bottle is 25 paise. Weekly
production of the drink cannot exceed 300,000
ounces and the market can absorb 25,000 8-
ounce bottles and 7,000 16-ounce bottles per
week. The planner wishes to maximize his profit
subject to all production and marketing
restrictions. Formulate the problem as L.P
model.

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 Solution
• Maximize Z = 0.15x+0.25y
subject to 2x + 5y ≤ 480,000
5x + 4y ≤ 720,000
8x + 16y ≤ 300,000
x ≤ 25, 000
y ≤ 7,000
and x, y ≥ 0.

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 General LPP
Max/min Z = c1x1 + c2x2 + ... + cnxn
subject to:
a11x1 + a12x2 + ... + a1nxn (≤, =, ≥) b1
a21x1 + a22x2 + ... + a2nxn (≤, =, ≥) b2
:
am1x1 + am2x2 + ... + amnxn (≤, =, ≥) bm

xj = decision variables
bi = constraint levels
cj = objective function coefficients
aij = constraint coefficients
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 Solutions of LPP
• A set of values x1, x2, …, xn which satisfies
the constraints of LPP is called its
solution.
• Any solution to a LPP which satisfies the
non-negativity restrictions is called its
feasible solution.
• Any feasible solution which maximizes or
minimizes the objective function is called
its optimal solution.
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 Solutions of LPP
• A solution is obtained by setting n-m variables to zero
(if m equality constraints and n variables of LPP) is
called a basic solution.
• Basic solution of LPP is also satisfies the non-
negativity restrictions is called basic feasible
solution.
• Basic feasible solution which maximizes or minimizes
the objective function is called its optimal solution.
• A basic feasible solution in which all basic variable are
non-zero is called a non-degenerate basic feasible
solution otherwise it is a degenerate basic feasible
solution.
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 Problem#1
• Find all the basic solutions of the following
system of equations identifying in each
case the basic and non-basic variables.
2x1 + x2 + 4x3 = 11
3x1 + x2 + 5x3 = 14
Ans : (3, 5, 0) basic x1, x2 non-basic x3.
(0, 3, -1) basic x2, x3 non-basic x1.
(1/2, 0, 5/2) basic x1, x3 non-basic x2.
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 Problem#2
• Find an optimal solution to the following LPP
by computing all basic solutions and then
finding one that maximizes objective function.
Max. Z = 2x1 + 3x2 + 4x3 + 7x4
Subject to 2x1 + 3x2 - x3 + 4x4 = 8
x1 - 2x2 + 6x3 -7x4 = -3
and x1, x2, x3, x4 ≥ 0.
Ans : (0, 0, 44/17, 45/17) and Z=28.9
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 Slack variables
• If the constraints of a general LPP be
ai1x1 + ai2x2 + ... + ainxn ≤ bi (i = 1, 2,…),
then the non-negative variables si which
satisfy
ai1x1 + ai2x2 + ... + ainxn + si = bi (i = 1, 2,…)
are called slack variables.

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 Surplus variables
• If the constraints of a general LPP be
ai1x1 + ai2x2 + ... + ainxn ≥ bi (i = 1, 2,…),
then the non-negative variables si which
satisfy
ai1x1 + ai2x2 + ... + ainxn - si = bi (i = 1, 2,…)
are called surplus variables.

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 Canonical form of LPP
The canonical form of LPP has

• Objective function is of maximization type.

• All constraints are of ≤ type.

• All variables are non-negative.

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 Standard form of LPP
The standard form of LPP has
• Objective function is of maximization type
• All constraints are expressed as equations
• Right hand side of each constraint is non-
negative
• All variables are non-negative.

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 Simplex Method
• Step#1: (i) Check whether the objective
function is to be maximized or minimized. If
minimized, then convert it into maximization
using
Min. Z = - Max. (-Z).
(ii) Check whether all b’s are positive. If
negative, then multiply by ‘-1’ both sides of
the corresponding constraint.
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 Simplex Method
Step#2: Express the problem in the standard
form.
Convert all inequalities into equations
by introducing slack or surplus variables in
the constraints of the LPP.
Step#3 : Find an initial basic feasible solution
and form the initial simplex table.

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 Initial Simplex Table
cj c1 c2 … cn 0 0 … 0 Mini
CB xB values a1 a2 … an an+1 an+2 … an+m ratio

0 s1 b1 a11 a12 … a1n 1 0 … 0

0 s2 b2 a21 a22 … a2n 0 1 … 0

… … …. … … … … … … … …
0 sm bm am1 am2 … amn 0 0 … 1

Zj-cj -c1 -c2 … -cn 0 0 … 0

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 Simplex Method
Step#4 : Optimality test
Compute Zj-cj, where Zj = ∑ cBiaij.
If all Zj-cj ≥ 0, then the current basic
feasible solutions is optimal.
If even one Zj-cj < 0, then the current
basic feasible solution is not optimal and
proceed to the next step.

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 Simplex Method
Step#5: (i) identifying incoming vector
Compute Zk-ck = Min. {Zj-cj/ Zj-cj < 0}, then ak is the
entering(incoming) vector. If there is a tie select any
one.
(ii) identifying outgoing vector
Compute Min.{xBi/aik, aik > 0} = xBr/ark, then ar is the
out going vector. The element ark is called key
element.
If all aik≤0, then the problem has an unbounded
solution and we stop the process.

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 Simplex Method
(iii) iterate towards an optimal solution
Covert the key element to unity by dividing the
key row by the key element. Then make all other
elements of the key column zero by subtracting
proper multiples of key row from other rows.
Step#6 : Go to step#4 and repeat the procedure
until either an optimal solution or an unbounded
solution is obtained.

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 Problem#1
Maximize Z = 5x1 + 3x2
Subject to x 1 + x2 ≤ 2
5x1 + 2x2 ≤ 10
3x1 + 8x2 ≤ 12
and x1, x2 ≥ 0.

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 Solution
• In standard form
Maximize Z = 5x1 + 3x2+0s1+0s2+0s3
Subject to x1 + x2 +s1 +0s2 +0s3= 2
5x1 + 2x2 +0s1+s2 +0s3=10
3x1 + 8x2 +0s1 +0s2+s3= 12
and x1, x2 , s1, s2, s3≥ 0.

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 Initial Simplex Table
cj 5 3 0 0 0 Mini
CB xB values a1 a2 a3 a4 a5 ratio

0 s1 2 11 1 1 0 0 2

0 s2 10 5 2 0 1 0 2

0 s3 12 3 8 0 0 1 4

Zj-cj -5 -3 0 0 0

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 First Simplex Table
cj 5 3 0 0 0 Mini
CB xB values a1 a2 a3 a4 a5 ratio

5 x1 2 1 1 1 0 0

0 s2 0 0 -3 -5 1 0

0 s3 6 0 5 -3 0 1

Zj-cj 0 2 5 0 0

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 Solution
• Since all Zj-cj ≥ 0, the current basic
feasible solution is optimal.
• Therefore the optimal solution to the given
problem is
x1= 2, x2 = 0 and
maximum Z= 5(2)+3(0)=10.

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 Problem#2
Minimize Z = x1 - 3x2 + 3x3
Subject to 3x1 - x2+ 2x3 ≤ 7
2x1 + 4x2 ≥ -12
-4x1 + 3x2 + 8x3≤ 10
and x1, x2, x3 ≥ 0.

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 Solution
• In standard form
Maximize Zʹ = -x1+3x2 -3x3+0s1+0s2+0s3
Subject to 3x1 - x2 +2x3+s1 +0s2 +0s3= 7
-2x1 - 4x2+0x3+0s1+s2 +0s3=12
-4x1 + 3x2+8x3+0s1 +0s2+s3= 10
and x1, x2, x3, s1, s2, s3≥ 0.

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 Initial Simplex Table
cj -1 3 -3 0 0 0 Mini
CB xB values a1 a2 a3 a4 a5 a6 ratio

0 s1 7 3 -1 2 1 0 0 --

0 s2 12 -2 -4 0 0 1 0 --

0 s3 10 -4 33 8 0 0 1 10/3

Zj-cj 1 -3 3 0 0 0

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 Improved Simplex Table-I
cj -1 3 -3 0 0 0 Mini
CB xB values a1 a2 a3 a4 a5 a6 ratio

0 s1 31/3 5/3
5/3 0 14/3 1 0 1/3 31/5

0 s2 76/3 -22/3 0 32/3 0 1 4/3 --

3 x2 10/3 -4/3 1 8/3 0 0 1/3 --

Zj-cj -3 0 11 0 0 1

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 Improved Simplex Table-II
cj -1 3 -3 0 0 0 Mini
CB xB values a1 a2 a3 a4 a5 a6 ratio

-1 x1 31/5 1 0 14/5 3/5 0 1/5

0 s2 352/5 0 0 156/5 22/5 1 14/5

3 x2 58/5 0 1 32/5 4/5 0 3/5

Zj-cj 0 0 82/5 9/5 0 8/5

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 Solution
• Since all Zj-cj ≥ 0, the current basic
feasible solution is optimal.
• Therefore the optimal solution to the given
problem is
x1= 31/5, x2 = 58/5, x3=0 and
maximum Zʹ= -1(31/5)+3(58/5)-3(0)=143/5.
Minimum Z = -(Max.Zʹ) = -143/5

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 Problem#3
• A farmer has 1,000 acres of land on which he can
grow corn, wheat or soya-bean. Each acre of corn
costs Rs. 100 for preparation, requires 7 man-days
of work and yields a profit of Rs. 30. An acre of
wheat costs Rs. 120 for preparation, requires 10
man-days of work and yields a profit of Rs. 40. An
acre of soya-beans costs Rs. 70 for preparation,
requires 8 man-days of work and yields a profit of
Rs. 20. If the farmer has Rs. 100,000 for preparation
and can count on 8,000 man-days of work, how
many acres should be allocated to each crop to
maximize profit?

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 Solution
Let x, y, z be the number of acres of corn,
wheat, soy-bean respectively. Then the
given problem in LPP model:
Maximize Z = 30x + 40y + 20z
Subject to 100x +120y+70z ≤ 1,00,000
7x + 10y + 8z ≤ 8,000
x + y + z ≤ 1000
and x, y, z ≥ 0.
Ans: x = 250, y = 625, z = 0.
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 Initial Simplex Table
cj 30 40 20 0 0 0 Mini
CB xB values a1 a2 a3 a4 a5 a6 ratio

0 s1 10000 100 12 7 1 0 0 833.3

0 s2 8000 7 10 8 0 1 0 800

0 s3 1000 1 1 1 0 0 1 1000

Zj-cj -30 -40 -20 0 0 0

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 Improved Initial Simplex Table
cj 30 40 20 0 0 0 Mini
CB xB values a1 a2 a3 a4 a5 a6 ratio

0 s1 4000 16 0 -26 1 -12 0 250

40 x2 800 7/10 1 8/10 0 1/10 0 1142

0 s3 200 3/10 0 1/5 0 -1/10 1 666.6

Zj-cj -2 0 12 0 4 0

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 Improved Initial Simplex Table
cj 30 40 20 0 0 0 Mini
CB xB values a1 a2 a3 a4 a5 a6 ratio

30 x1 250 1 0 -13/8 1/16 -3/4 0

40 x2 625 0 1 31/16 -7/16 5/8 0

0 s3 125 0 0 11/16 -3/16 1/8 1

Zj-cj 0 0 5/2 1/8 5/2 0

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 Solution
• Since all Zj-cj ≥ 0, the current basic feasible
solution is optimal.
• Therefore the optimal solution to the given
problem is
x1= 250, x2 = 625, x3=0 and

Maximum Z= 30(250)+40(625)+20(0)
= 32500
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 Problem#4
• A firm produces three products which are
processed on three machines. The
relevant data is given below
Machine Time per unit (Minutes) Machine
Product A Product B Product C capacity
(minute/day)

M1 2 3 2 440
M2 4 -- 3 470
M3 2 5 -- 430
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 Problem#4
The profit per unit for product A, B and C is
Rs. 4, Rs. 3 and Rs.6 respectively.
Determine the daily number of units to be
manufactured for each product. Assume
that all the units produced are consumed
in the market.

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 Solution
Let x1, x2, x3 be the number of units of Products A, B, C to be
produced, then the problem in LP model
Maximize Z = 4x1 + 3x2 + 6x3
Subject to 2x1 + 3x2+ 2x3 ≤ 440
4x1 + 3x3 ≤ 470
2x1 + 5x2 ≤ 430
and x1, x2, x3 ≥ 0.
The optimal solution x1=0, x2=380/9, x3=470/3
and Zmax= 1066.67 rupees.

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 Artificial variable Techniques
• Big M-Method or Method of Penalties :
Step#1: Express the problem in standard form
Step#2: Add non-negative variable to the left
hand side of all constraints which are of (≥)
or (=) type. Such new variables are called
artificial variables. The penalty or cost for
these variables in the objective function is –
M, M>0 and large.

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Big M-Method (Charne’s Penalty)
Step#3 : solve the modified LPP by simplex
method.
At any iteration of the simplex method, one
of the following three cases may arise:
Case(i)
There remains no artificial variable in the
basis and the optimality condition satisfied.
Then the solution is optimal solution.
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 Big M-Method
Case(ii): There is at least one artificial variable in the
basis at zero level and optimality is satisfied. Then
the solution is degenerate optimal basic feasible
solution.
Case(iii) : There is at least one artificial variable in
the basis at non-zero level and optimality satisfied.
Then the problem has no feasible solution.
Step#4: Continue simplex method until either
optimal solution or unbounded solution is obtained

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 Problem#1
Maximize Z = 3x1 + 2x2
Subject to 2x1 + x2 ≤ 2
3x1 + 4x2 ≥ 12
And x1, x2 ≥ 0.
Sol: In standard form
Maximize Z = 3x1 + 2x2+ 0s1+ 0s2
Subject to 2x1 + x2 + s1 + 0s2 = 2
3x1 + 4x2 + 0s1 – s2 = 12
And x1, x2 , s1, s2 ≥ 0.

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 Solution
After introducing the artificial variable, Modified
LPP

Maximize Z = 3x1 + 2x2+ 0s1+ 0s2+ 0A

Subject to 2x1 + x2 + s1 + 0s2 + 0A= 2
3x1 + 4x2 + 0s1 – s2 + A = 12
And x1, x2 , s1, s2 , A ≥ 0.

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 Initial Simplex Table
cj 3 2 0 0 -M Mini
CB xB values a1 a2 a3 a4 a5 ratio

0 s1 2 2 11 1 0 0 2

-M A 12 3 4 0 -1 1 3

Zj-cj -3-3M -2-4M 0 M 0

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 Improved Simplex Table
cj 3 2 0 0 -M Mini
CB xB values a1 a2 a3 a4 a5 ratio

2 x2 2 2 1 0 0 0

-M A 4 -5 0 -4 -1 1

Zj-cj -1+5M 0 4M M 0

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 Solution
• Since all Zj – cj ≥ 0 and artificial variable A
is presented in the basis at non zero level.
Therefore, the problem has no feasible
solution.

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 Problem
• The following table gives the various
vitamin contents of three types of food and
daily requirements of vitamins along with
cost per unit. Find the combination of food
for minimum cost.

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