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Linear Programing Problems

This document describes two types of linear programming problems: general/primal problems and duality problems. It provides details on formulating general linear programming problems, including defining the objective function, constraint functions, and non-negativity conditions. It also gives examples of formulating problems to maximize profit from two products under capacity constraints and to minimize feed costs under vitamin requirements. Finally, it discusses solving formulated problems using graphic and simplex methods to find feasible, non-feasible, and optimal solutions.

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0% found this document useful (0 votes)
128 views

Linear Programing Problems

This document describes two types of linear programming problems: general/primal problems and duality problems. It provides details on formulating general linear programming problems, including defining the objective function, constraint functions, and non-negativity conditions. It also gives examples of formulating problems to maximize profit from two products under capacity constraints and to minimize feed costs under vitamin requirements. Finally, it discusses solving formulated problems using graphic and simplex methods to find feasible, non-feasible, and optimal solutions.

Uploaded by

Suman
Copyright
© © All Rights Reserved
Available Formats
Download as PPTX, PDF, TXT or read online on Scribd
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TYPES OF LINEAR PROGRAMMING PROBLEMS

LINEAR PROGRAMMING PROBLEMS ARE CLASSIFIED


INTO TWO TYPES. THEY ARE
(A) GENERAL OR PRIMAL LINEAR PROGRAMMING
PROBLEMS.
(B) DUALITY LINEAR PROGRAMMING PROBLEMS.
A. General or Primal Linear Programming Problem

Determination of the desired results under this type of problem will


involve the following steps:

Step No. 1. Formulation of the Given Problem.


Step No. 2. Solution of the Formulated Problem.
Formulation of L.P. Problem

Under this step the given data relating to a problem will be


arranged first, under the following three types of equation
functions.
(i) Objective function,
(ii) Constraint functions, and
(ii) Non-negative functions.
(I) Objective Function.

The objective function will be presented in the following


form
 Z(p)= P1X1 + P2X2 +….+ PnXn
 where, Z(p)= Maximum amount of profit.
 P1,P2,Pn= Rate of profit per different variables to be
produced, viz.,goods or services.
 X1,X2,Xn The number of different variables to be
produced under a decision.
In case of variables involving cost or loss the objective will be
minimization and in that case the objective function will be
formulated as under:
Z(c)= C1X1 + C2X2 + ... + CnXn
where, = Minimum amount of cost
C1, C2, Cn = Cost per unit of the variable
X1, X2, Xn = Different number of the different variables.
(II) Constraint Functions

The objective function will be followed by the constraint functions


in the following manner.
Constraint of the
 Process-I: a11x1 +a12x2 + .. +a1n xn ≤ b1
 Process-II: a21x1 +a22x2 + .. +a2n xn ≥ b2
 Process-Il: a31x1 +a32x2 + .. +a3n xn = b3
(III) Non-Negative Function

X1 ≥0, X2 ≥0, ….., Xn ≥0


Mathematical Formulation of L.P.P. (Primal)
Maximize or Minimize Z= C1X1 + C2X2 + ... + CnXn

Subject to the constraints:


a11x1 +a12x2 + .. +a1n xn ≤ b1
a21x1 +a22x2 + .. +a2n xn ≥ b2
a31x1 +a32x2 + .. +a3n xn = b3
And Subject to the non-negativity condition that
X1 ≥0, X2 ≥0, ….., Xn ≥0
 Alternatively:
Determine the real numbers, x1, x2,…..and xn such that

a11x1 +a12x2 + .. +a1n xn ≤ b1


a21x1 +a22x2 + .. +a2n xn ≥ b2
a31x1 +a32x2 + .. +a3n xn = b3

And for which expression (Objective Function)


Z= C1X1 + C2X2 + ... + CnXn
may be a maximum or minimum.
Illustration 1.
A firm produces two types of products P and Q through two processes,
viz Foundary and Machine shop. The number of man hours required
for each food unit of P and Q in each of the processes and the number
of man hours that can be availed at best in the two processes are given
as follows.
Foundary Process Machine Process
Product P 10 Units 5 Units

Product Q 6 Units 4 Units

Available at best 100 Units 600 Units

Net profit expected from each unit of the product are: P-Rs. 50 and Q-
Rs.40. Formulate the problem for solution to arrive at the optimal
number of the two products P and Q to be produced.
Solution:
Here, the problem obviously involves the maximization of
profits. Thus the formulation of the problem will be made in
the following order:
Step 1: Notation
 Let Z = Total of maximum possible Net profit
 X1 = No. of product P to be produced
 No. of product Q to be produced
 F = Foundry process
 M = Machine shop process.
 Step 2: Decision Table
In this step the given data will be arranged in a table in the following order:

Product Decision Variable F (process) units of M (process) units Net profit per unit
man hour of man hour (₹)

P X1 10 5 50
Q X2 6 4 40
Maximum Labour hours 1000 600 Units
available

Step 3: Construction of the different linear functions.


(i)Objective function
Maximize profit Z = 50 x1 + 40 x2
(ii) Constraint functions
(a) Foundry constraints 10 x1 + 6 x2 ≤ 1000
(b) Machine shop constraints 5 x1 + 4 x2 ≤ 600
(iii) Non-negative functions: x1 ≥ 0, x2 ≥ 0
Step 4: Formulation of L.P.P.
Determine the real numbers x1 and x2 such that
10 x1 + 6 x2 ≤ 1000
5 x1 + 4 x2 ≤ 600
x1, x2 ≥ 0
and for which the objective function Z = 50 x1 + 40 x2 may be a-maximum.
 Illustration 2.
A poultry firm contemplates to procure four special feeds in a combination
which would provide the required vitamin contents and minimize the cost as well.
From the following data formulate the linear programming problem.
Feed Units of vitamins A, B, C, in each feed Feed cost
(₹)
A B C

P 4 1 0 2
Q 6 1 2 5
R 1 7 1 6
S 2 5 3 8
Minimum vitamin contents needed per feed mix in units :
A-12
B-14
C-8
Solution:
Step 1: Notations
Let Z = Total minimum possible costs
x1 = Decision variable for the feed P
x2 = Decision variable for the feed Q
x3 = Decision variable for the feed R
x4 = Decision variable for the feed S
Step 2: Decision Table
Feed Decision Units of vitamins A, B, C, in each feed Feed cost
variable (₹)
A B C

P x1 4 1 0 2
Q x2 6 1 2 5
R x3 1 7 1 6
S x4 2 5 3 8

Minimum Needed 12 14 8
Step 3: Construction of the different Linear Functions
(i) Objective Function
Minimize cost
Z= 2x1 +5x2 +6x3 +8x4
(ii) Constraint Functions
Vitamin A constraints
4x1 +6x2 + x3 +2x4 ≥ 12
Vitamin B constraints
x1 + x2 + 7x3 + 5x4 ≥ 14
Vitamin C constraints
0x1 +2x2 + x3 + 3x4 ≥ 8
(iii) Non-negative Function
x1, x2, x3, x4 ≥ 0
Step 4: Formulation of the L.P.P.
(Minimize cost) Z= 2x1 +5x2 +6x3 +8x4
Subject to the constraints
4x1 +6x2 + x3 +2x4 ≥ 12
x1 + x2 + 7x3 + 5x4 ≥ 14
0x1 +2x2 + x3 + 3x4 ≥ 8
and subject to the non-negative condition that
x1, x2, x3, x4 ≥ 0
Solution of the Formulated Problems
After a linear programming problem has been properly formulated, the
next step is to attempt at its solution to determine the values of the
different decisive variables, viz., x1,x2, x3 etc. depicted in the formulation of
the said linear programming problem.
Solution of the L.P.P. may be of three types, viz.
(1) FEASIBLE SOLUTION,
(2) NON-FEASIBLE SOLUTION, AND
(3 OPTIMAL SOLUTION.
Methods of Solution of L.P.P.
There are two methods of solving a linear programming involving
allocation of resources viz.,
(1) Graphic Method and
(2) Simplex Method
Graphic Method
Procedure for Graphic Solution:
1st Step: Formulation of the L.P.P.
2nd Step: Conversion of the constraints functions into the equations and determination of the
values of each of the variables under each equation by assuming the other variable to be zero.
3rd Step: Drawl of the 1st quadrants of the graph in which only positive values of both the
variables are plotted on the basis of the non-negativity condition,
i.e, x1,x2, ≥ 0.
4th Step : Plotting of each set of points on the graph for the pair of values obtained under each of
the equations and joining them differently by straight lines.
5th Step: Identification of the feasible region through shaded area which satisfies all the
constraints. For "less than or equal to constraints" such region will lie below all the constraint
lines but for "greater than or equal to constraints“ the said region will lie above all the constraint
lines.
6th Step: Location of the corner points or the extreme points of the feasible region.
7th Step: Evaluation of the objective function at each of the corner points through
the following table.

Evaluation Table

Corner Points Values of the Objective Function Total of Values of


Variables
X1 X2 Z = RX1 + RX2 Z
On Maximization
Illustration: A firm proposes to purchase some fans and sewing machines. It has only ₹. 5760 to
invest and space for at most 20 items. A fan costs ₹.360 and a sewing machine ₹. 240. Profit
expected from a fan is ₹. 22 and a sewing machine is ₹. 18. Using graphic method of solution
determine the number of fans and sewing machines he should purchase to maximize his profit. Also
ascertain the maximum possible profit he can earn.
Solution:-
Ist Step : Formulation of the Problem.
Formulation of the problem can be made directly by the following two steps.
(i) Decision Table
Articles Decision Constraints Profit Per Unit
Variables (₹. )
Investment(₹. ) Space

Fan X1 360 1 22
sewing machine X2 240 1 18
(ii) Formulation of L.P.P.
Maximize (Profit) Z = 22 X1 + 18 X2
Subject to Constraints :
(1) 360 X1 + 240 X2 ≤ 5760
(2) X1 + X2 ≤ 20 and
Subject to non-negativity condition
X1 , X 2 ≤ 0
2nd Step: Conversion of constraints into equations and determination of the values of
the ordinates.
(1) 360 X1 + 240 X2 = 5760
Here , When X1 = 0 X2 = 24
When X2 = 0 X1 = 16
(2) X1 + X2 = 20
Here , When X1 = 0 X2 = 20
When X2 = 0 X1 = 20
3rd to 6th Step .
Graphic Representation of the Constraints lines of the L.P.P.
7th Step: Evaluation of the Objective Function.

Corner Values of the Co-ordinates Objective Function Total of Values


Points = 22 X1 + 18 X2 of Z
X1 X2

P 0 0 22 X 0 + 18 X 0 0
Q 0 20 22 X 0 + 18 X 20 360
R 8 12 22 X 8 + 18 X 12 392(Max)
S 16 0 22 X 16 + 18 X 0 352

Hence, the company should purchase 8 units of X1 i.e., Fan and 12 Units of X2
i.e., sewing machine to make the maximum profit of ₹. 392.
On Minimization
Illustration: A farmer is engaged in breeding pigs. The pigs are fed on various products
grown on the farm. Because of the need to ensure nutrients constituents, it is necessary to
buy additional one or two products, which we shall call A and B. The nutrient constituents
(vitamins and proteins) in each of the product are given below:

Nutrients Constituents Nutrient in the Product Minimum requirements of


nutrients constituents
A B

X 36 6 108
Y 3 12 36
Product A costs
Z ₹. 20 per unit and ₹. 40 per unit. Determine
20 product B costs 10 100how much of
products A and B must be purchased so as to provide the pigs nutrients not less than the
minimum required, at the lowest possible cost. Solve Graphically.
Solution:
Mathematical formulation of the above
Min: Z= 20 X1 + 40 X2 Cost Function
S.T. Constraints
36X1+ 6X2 ≥ 108
3X1 + 12X2 ≥ 36 Nutrient constraints
20X1 + 10X2 ≥ 100
Where X1, X2 ≥ 0 Non negativity

Treating the above constraints to equalities we get


36X1+ 6X2 = 108 ….A
3X1 + 12X2 = 36 ….B
20X1 + 10X2 = 100 ….C
From
   A When X1 = 0, X2 = =18 ……. { 0, 18 }
X2 = 0, X1 = =3 ……. { 3, 0 }

From B When X1 = 0, X2 = =3 ……. { 0, 3 }


X2 = 0, X1 = =12 ……. { 12, 0 }
From C When X1 = 0, X2 = =10 ……. { 0, 10 }
X2 = 0, X1 = =5 ……. { 5, 0 }
Plotting the above lines on the graph, we get
 Since each of them happened to be greater than or equal to type, constraints
the two points X1, X2 satisfying them all will lie in the region that falls towards
right of each of these lines. The region is unbounded upwards and to the right
of ABCD and is shown in shaded area in the figure.

 Now solving for point "B" and "C“ simultaneously we get


 For Point "B“ 36X1+ 6X2 = 108
20X1 + 10X2 = 100
After solving simultaneously we get
X1 = 2, X2 =6
 For Point “C“ 20X1 + 10X2 = 100
3X1 + 12X2 = 36
After solving simultaneously we get
X1 = 4, X2 =2
Now we evaluate the objective function at each of these four corner points A, B, C, D.

Corner point Co-ordinates Objective functions Value


X1, X2 Z= 20 X1 + 40 X2
A 0, 18 20(0)+ 40(18) 720
B 2, 6 20(2)+ 40(6) 280
C 4, 2 20(4)+ 40(2) 160
D 12, 0 20(12)+ 40(0) 240

Here, we find that minimum cost of Rs. 160 is at point "C", so


X1 = 4, X2 = 2, Z= 160
 Thus the optimum product mix is to purchase 4 units of product ‘A’ and 2 units of product ‘B’
in order to maintain a minimum costs ₹. 160/-
Illustration: The standard weight of a special purpose brick is 5 Kg. and it contains
two basic ingredients ‘P’ and ‘Q’ which costs ₹.5 and ₹.8 per kg. respectively. The
brick contains not more than 4 kg of ‘P’ and not less than 2kg of ‘Q’. If the demand for
the products is related to the price of the brick ascertain the minimum cost of the brick
by graphic method satisfying the above constraints.
Solution:-
1. Notation
Let Z= Objective which is the minimization of cost here.
X1 =amount of the ingredient P
X2 = amount of the ingredient Q
2. Decision Table

Ingredients Decision Variables Constraints of the ingredients Cost per kg.



P Q

P X1 1 0 5
Q X1 0 1 8
Total 5 kg. Maximum ≤ 4 kg.
Minimum ≥ 2 kg
3. Formulation of L.P.P.
Minimize cost Z = 5 X1 + 8 X2
Subject to the constraints:
(i) X1 + X2= 5
(ii) X1 + 0X2 ≤ 4
(iii) 0X1 + X2 ≥2 and
Non-negativity condition that X1, X2 ≥0 .
4. Conversion of the constraints into equations and determination of the
values of the different sets of the coordinates.
(i) X1 + X2= 5
Here if X1 = 0 X 2= 5
if X2 = 0 X 1= 5
(ii) X1 + 0X2= 4
Here if X1 = 0, X2 ≥ 0 i.e., ∞ (infinity)
if X2 = 0 X 1= 4
(iii) 0X1 + X2= 2
Here if X1 = 0, X2 =2
if X2 = 0 X1 ≥ 2 i.e., ∞ (infinity)
5. Graphic Representation of the constraint lines of the L.P.P.
 The above graph shows that there is no feasible region but has the feasible corner
points, viz., A and B which satisfy both the constraints X1≤4 and X2≥ 2. The corner
point 'C’ is not a feasible point as it does not satisfy the condition, X 2≥ 2.

6. Evaluation of the objective function by feasible corner points.

Feasible Corner Co-ordinates Objective Function Total Cost


Points Z = 5 X1 + 8 X2 ₹
X1 X2

A 3 2 5x3+8x2 31 (Min)
 BFrom the above evaluation
4 table2it is clear that
5 x the
4 + 8optimal
x2 solution lies at
36
the Corner point A, since it has the minimum cost of ₹. 31.
 Thus the minimum cost will be ₹. 31.

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