Chapter Two:

Linear Programming
(LP)

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 Introduction
 Linear programming(LP) is a mathematical model in
which the objective function and constraint functions are
linear in the decision variables.
 LP Models are mathematical representation of LP
problems
 LP is a problem solving approach developed to make
decisions (Solve business problems)

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 Components of LP models
The major components of LP Models are:
1. Objective function- maximization or minimization
2. Decision variables- unknown quantities to be
solved for
3. Constraints –availability of resource (restriction)
4. Parameters- Fixed values that specify the impact
that one unit of each decision variable will have on
the objective

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 Characteristics of LP Models
• The relationship between variables and
constraints must be linear
• The model must have an objective function
• The model must have structural constraints
• The model must have non-negativity
constraint

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 Example of LP Model

Where x1, x2, x3 are quantities of product1, product2, and

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product3 to be produced respectively= decision variables 5
Formulating Linear Programming Models
The formulation of LPM involves the following steps:

1. Define the problem: This involves the determination of specific

objectives.

Example: to determine the number of units of P1 and P2 to be

produced per month so as to maximize profit given the restrictions
(constraints).
2. Determine the decision variables: This involves the
representation of the unknown quantities by letters
Example: let x1 and x2 represent the number of units of P1 and P2 to be
produced per month respectively.
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Formulating Linear Programming Models
3. Formulate the objective function: in developing the
objective function make sure that:
• All the decision variables are represented in the
objective function
• The unit of measurement of all the coefficients in the
objective function must be the same.
 Example, if we use kg for x1, we should use kg for x2,
too.
• All the terms in the objective must include a variable

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Formulating Linear Programming Models

4. Formulate the constraints: decide on the

constraints and formulate the mathematical
relationship that is used to express the limitations
5. Determine the non-negativity assumptions

Set all decision variables greater or equal to zero

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Formulating Linear Programming Models

• The general linear programming problem can be

represented in the following mathematical forms
Maximization Example
Max Z= C1X1 + C2X2 + C3X3 + C4X14… CnXn
Subject to:
A11 x1 + A12x2+ A13x3+ A14x4+ A15x5+ A16x6+ A17x7+ …. + A1nxn <R1
A21 x1 + A22x2+ A23x3+ A24x4+ A25x5+ A26x6+ A27x7+ …. + A2nxn <R2
Ai1 x1 + Ai2x2+ Ai3x3+ Ai4x4+ Ai5x5+ Ai6x6+ Ai7x7+ …. + Ainxn < Rn
Xij > o for J= 1, 2,3,4… n

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Formulating Linear Programming Models

Minimization Example
Min Z= C1X1 + C2X2 + C3X3 + C4X14… CnXn
Subject to:
A11 x1 + A12x2+ A13x3+ A14x4+ A15x5+ A16x6+ A17x7+ …. + A1nxn >R1
A21 x1 + A22x2+ A23x3+ A24x4+ A25x5+ A26x6+ A27x7+ …. + A2nxn >R2
Ai1 x1 + Ai2x2+ Ai3x3+ Ai4x4+ Ai5x5+ Ai6x6+ Ai7x7+ …. + Ainxn > Rn
Xij > o for J= 1, 2,3,4… n

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 Example 1
Given: A firm that assembles computer equipments is about
to start production of two new micro computers (type 1 and
type2). Each type of micro computer will require assembly
time, inspection time and storage space. The amount of
each of these resources that can be devoted to the production
of the micro computers is limited.

The manager of the firm would like to determine the quantity of each
micro computer to be produce in order to maximize the profit
generated by the sale of the micro computers.
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 Further information
Type1 Type 2
Unit profit $60 $50
Assembly time/unit 4 10
Inspection time/unit 2 1
Storage space/unit 3 3
The manager has also information on the availability of company
resources:
Resources Amount available
Assembly time 100hrs
Inspection time 22hrs
Storage space 39cubic feet

Required: Formulate LP Model

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 Solution
Step1: Define the problem
 To determine the quantity of type I and type II micro
computers to be produced per day so as to maximize
profit, given the restrictions
Step2: Identify the decision variables
 Let x1 = the quantity of Type I micro computers to be
produced & sold per day.
 x2 = the quantity of Type II micro computers to be
produced& sold per day.
 Z = daily profit
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 Solution
Step 3: Develop the Objective Function

Max Z= 60x1 + 50x2

Step 4: Formulate the Constraints

Assembly time: 4x1 + 10x2 < 100
Inspection time: 2x1 + x2 <22
Storage Space: 3x1 + 3x2 <39
Step 5: Non-negativity

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X1, X2 > 0 14
 Solution

The complete LPM OR LP MODEL

Max Z = 60x1 + 50x2
Subject to:
4x1 + 10x2 < 100
2x1 + x2 <22
3x1 + 3x2 < 39
x1, x2 > 0
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 EXAMPLE 2
 A company has three operational departments (weaving,
processing and packing) with capacity to produce three
different types of clothes namely suiting, shirting and
woolens yielding a profit of Birr 2, 4 and 3 respectively.
One meter of suiting requires 3 minutes in weaving, 2
minutes in processing and 1 minute in packing. Similarly,
one meter of shirting requires 4 minutes in weaving, 1
minute in processing and 3 minutes in packing. One meter
of woolen requires 3 minutes in each department. In a
week, total run time of each department is 60, 40 and 80
hours for weaving, processing and packing respectively.
 Required: Formulate the linear programming problem
(LPP) to find the product mix to maximize the profit.

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 Solution
  Products in meters Availability
Dptmns Suiting Shirting Woolens (in minutes)

Weaving 3 4 3 60 x60 =3600

Processing 2 1 3 40 x 60=2400
Packing 1 3 3 80 x 60=4800
Profit 2 4 3  

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 LPP model formulation
Let x1, x2 and x3 represent the rate of production in the three departments.
Maximize Z = 2x1 + 4x2 + 3x3 …… objective function
Subject to:
3x1 + 4x2 + 3x3 ≤ 3600 …….. Weaving time constraint
2x1 + x2 + 3x2 ≤ 2400 ……. Processing time constraint
x1 + 3x2 + 3x3 ≤ 4800 ……. Packing time constraint
x1 , x2 , x3 ≥ 0. ……. Non-negativity condition.

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 Example 3. class work
Formulate LPM for the ff.
 Two machines C1 and C2 produce two grades of tyres A and B. In
one hour of operation, machine C1 produces 50 units of grade A
and 30 units of grade B tyres while machine C2 produces 30 units
of grade A and 40 units of grade B tyres. The machines are
required to meet a production schedule of at least 1400 units of
grade A and 1200 units of grade B tyres. The cost of operating
machine C1 is $50 per hour and the cost of operating machine C2 is
$80 per hour.
Required
• Formulate the LPM if the objective is to minimize the cost of
operating the machines.

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 Solution
Step 1: Define the Problem
Determine the number of hours the two machines operate
in order to minimize the cost, meeting the production
requirement.
Step 2: Determine the decision variables
Let x1= be the number of hours machine C1 should operate
x2= be the number of hours machine C2 should operate
Z= be the total cost
Step 3: Formulate the objective function
Min Z = 50x1 + 80x2
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 Solution
Step 4: List the constraints
Grade A: 50x1 + 30x2 > 1400
Grade B: 30x1 + 40x2 > 1200
Step 5: Non-negativity
x1, x2 > 0
Therefore ,The complete LPM is
Min Z = 50x1 + 80x2
Subject to:
50x1 + 30x2 > 1400
30x1 + 40x2 > 1200
x1, x2 > 0

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 Solving LP Problems (LPP)
• There are two methods to solve LP problems
1.Graphical Method
2.Simplex Method

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 Graphical Method

The graphic method is applicable when we have two

decision variables and the steps include the following:

Step 1: Formulate the mathematical model of the problem

Step 2: Plot the constraints in the graph

Step 3: Identify the area that satisfies the entire set of

constraints, determine corners and their coordinate
either from graphing procedure or by the elimination
procedure
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 Graphical Method

Step 4: Evaluate the objective function at each corner

 The largest value is the maximum and the smallest
value is the minimum
 If two corners have the same optimal value, then the
optimum occurs at every point on the line segment
joining the respective corners

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 Maximization Problem

Example: A furniture manufacturing company plans to make

two products namely, Chairs and Tables, from its available
resources which consist of 400 cubic feet of mahogany timber
and 450 man hours of labor. It is known that to make a chair
it requires 5 cubic feet of timber and 10 man hours and yields
a profit of Birr 45/chair. To manufacture a table, it requires
20 cubic feet of timber and 15 man hours and yields a profit
of Birr 80/table. The problem is to determine how many
chairs and tables the company can make keeping within the
resources constraints so that is maximizes the profit.
Required: Formulate LP Model and solve the LP problem
using a graphical method.
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 Solution
Formulate the LPM (Step wise)
Step 1: Define the problem
to determine the number of chairs and tables to be produced in order to maximize profit under the
limited resources/constraints/.
Step 2: Represent the decision variables
Let x1 =be the number of chairs to be produced
x2= be the number of tables to be produced
Z= be the total be the total profit
Step 3: Formulate the objective function
Max Z = 45x1 + 80x2
Step 4: List the constraints
M.Timber: 5x1 + 20x2 < 400
Man hr Labor: 10x1 + 15x2 <450
Step 5: Non-negativity x1, x2 > 0
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 Solution
Step 1: Formulate the mathematical model of the
problem
Max z = 45x1 + 80x2
Subject to: 5X1 + 20X2 < 400
10X1 + 15X2 < 450
x1, x2 > 0

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 Solution
Step 2: Plot the constraints on the graph by taking two
coordinates satisfying the equation
5X1 + 20X2 < 400 i.e. X1 + 4X2 < 80 - - - (a)
10X1 + 15X2 < 450 i.e. 2X1 + 3X2 < 90 - - - (b)
X1, X2 > 0
Converting (a) and (b) to equality, we get
X1 + 4X2 = 80 . . . . (1)
2X1 + 3X2 = 90 . . . (2)

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 Solution
Step 3: Identify the area that satisfies the entire set of constraints
(Feasible region), determine corners and their coordinate either from
graphing procedure or by the elimination procedure.

Step 4: Evaluate the objective function at each corner.

 The largest value is the maximum and the smallest value is the
minimum.

 If two corners have the same optimal value, then the optimum occurs
at every point on the line segment joining the respective corners.

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 Solution

Coordinate of corner point Objective Function Value

Max Z=45X1 + 80X2
(0, 0) 45 ×0 + 80×0 = 0 0
(0, 20) 0 + 1600 1600
(24, 14) 45 × 24 + 80 × 14 2200*
(45, 0) 45 × 45 + 80 × 0 2025

Hence, the maximum profit (2200) is obtained when the

company produces 24 chairs and 14 tables

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 Minimization Problem
• Graphical solutions to minimization problems are very
similar to solutions to maximization problems
• The difference in minimization problems are:
 The constraints are in (>=)greater than or equal to
sign, the feasible solution area is away from the origin,
instead of close to the origin
 Optimum solution is the smallest possible value,
instead of largest value

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 Minimization Problem
Example : Two machines C1 and C2 produce two grades of
tyres A and B. In one hour of operation, machine C1
produces 50 units of grade A and 30 units of grade B
tyres while machine C2 produces 30 units of grade A and
40 units of grade B tyres. The machines are required to
meet a production schedule of at least 1400 units of grade
A and 1200 units of grade B tyres. The cost of operating
machine C1 is $50 per hour and the cost of operating
machine C2 is $80 per hour.
Required: How many hours should each machine operate
so that the cost of production is minimized?
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 Solution
Formulate the LPM (Step wise)
Step 1: to determine the number of hours the two machines operate in order to minimize
cost, meeting the production requirement.
Step 2: Represent the decision variables
Let x1 be the number of hours machine C1 should operate
x2 be the number of hours machine C2 should operates
Z be the total cost
Step 3: Formulate the objective function
Min Z = 50x1 + 80x2
Step 4: List the constraints
Grade A: 50x1 + 30x2 > 1400
Grade B: 30x1 + 40x2 > 1200
Step 5: Non-negativity x1, x2 > 0
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 Solution
Step 1: Formulate the mathematical model of the
problem
Min Z= 50x1 + 80x2
Subject to:
50x1 + 30x2 > 1400
30x1 + 40x2 > 1200
x1, x2 > 0

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 Solution
Exercise the next steps
Step 2: Plot the constraints on the graph
Step 3: Identify the feasible region
Step 4: Evaluate the objective function at each corner
points

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 Solution
Coordinate of corner point Objective Function Value
Min Z= 50x1 + 80x2
(46.7, 0) 50 × 46.7 + 80× 0 2335
(16.40, 18.18 ) 50 ×18.18+ 80× 16.40 2221*
(0,40) 50× 0+ 80 × 30 2400

Therefore, the company can minimize its cost to $2221 by

operating machine 1 for 18.18 hours and Machine 2 for
16.40 hours

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Graphical Solutions for the Special Cases of
LP problems
1. Unbounded problems
2. Problems with no feasible solutions
3. Redundancy in constraints
4. Problems with Multiple optimal solutions

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Un bounded Problems

An unbounded problem occurs when the value of decision variable

increased indefinitely without violating any of the constraints. The
reason for it may be concluded to be wrong formulation of the
problem such as incorrectly maximizing instead of
minimizing and/or errors in the given problem.

Example : Max Z = 10X1 + 20X2

Subject to:
2X1 + 4X2 > 16
X1 + 5X2 > 15
X1, X2 > 0
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Problems with no feasible solutions
Infeasibility is a condition that arises when there is no solution to
a LP problem that satisfies all the constraints. This problem occurs
when the problem has a mix of greater and less than constraints
( LPP formulated with conflicting constraints).
Example: Max Z = 3X1+2X2
Subject to:
2X1 + X2 < 2
3X1 + 4X2 > 12
X1, X2 > 0

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Redundancy in constraints
• In some cases, a constraint does not form a unique boundary of the feasible
solution space.
• Such a constraint is called a redundant constraint. A constraint is redundant if its
removal would not alter the feasible solution space. Redundancy of any
constraint does not cause any difficulty in solving an LP problems graphically.
Constraints appear redundant when it may be more binding (restrictive) than
others.
Example: Max Z= x1 + x2
Subject to:
2x1+3x2<60
2X1+x2<20
X2<25
X1, x2>0
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 Problems with Multiple optimal solutions

•Recall the optimum solution is that extreme point for which

the objective function has the largest value.

•It is of course possible that in a given problem there may be

more than one optimal solution.
Example : Max Z = 8X1+16X2
Subject to:
X1 + X2 < 200
3X1 + 6X2 < 900
X2 < 125
X1, X2 > 0
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The Simplex
Method

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 The simplex Method
• Graphical method of solving LPP can be used when
we have two decision variables in the problem.
• If we have more than two decision variables, we can’t
use graphical method
• There fore, SIMPLEX Method is useful to solve LPP
with two and more decision variables

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 The simplex Method
• Simplex method deals with iterative process, which
consists of first designing a Basic Feasible Solution
and proceed towards the Optimal Solution and
testing each feasible solution for Optimality to know
whether the solution on hand is optimal or not

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 Comparison b/n graphical and Simplex

1. The graphical method is used when we have two

decision variables in the problem. Whereas in
simplex, the problem may have any number of
decision variables
2. In graphical method, the inequalities are assumed to
be equations, so as to enable to draw straight lines.
Whereas in simplex method the inequalities are
converted to equations by adding Slack variable
(in maximization) and Surplus variable (in
minimization)
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The Simplex Method: Maximization Example
There are 8 steps to be followed:
Step1:Formulate the linear programming model of the real
world problem, i.e., obtain a mathematical representation
of the problem's objective function and constraints.
Step2: Express the mathematical model of LP problem in
the STANDARD FORM by adding slack variables in
the left-hand side of the constraints and assign a zero
coefficient to these in the objective function.
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The Simplex Method: Maximization Example

Example : Maximize Z = C1X1+ C2X2 + ... +CnXn + OS1 + OS2 +... +0Sm
Subject to
a11X1+a12X2+... + a1nxn+s1=b1
a2lX1+al22X2+... + a2nXn+S2 = b2
amlXl + am2 X2 +... + amnxn + Sm = bm
where X1, X2... Xn and S1, S2 ... Sm are non-negative.

Step 3: Design the initial feasible solution

 An initial basic feasible solution is obtained by setting the decision
variables equal to zero
X1= X2 = ... = Xn = 0. Thus, we get S1 = b1, S2 = b2 ... Sm = bm
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The Simplex Method: Maximization Example

Step 4: Set up the initial simplex Tableau

• For computational efficiency and simplicity, the
initial basic feasible solution, the constraints of the
standard LPM as well as the objective function can be
displayed in a tabular form, called the simplex
tableau.

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The Simplex Method: Maximization Example

Cj C1 C2 Cn,…. 00..0 Quantity Ratio

Basic CB X1, X2, ... Xn S1 S2 ... Sm

variable
S1 CB1 a11 a12 ... a1n 1 0 ... 0 b1
S2 CB2 a21 a22 ... a2n 0 1 ... 0 b2
S3 CB3 am1 am2.amn 0 0 ... 1 b3
Zj=ΣCBiXj 0 0 ... 0 0 0 ... 0 ΣCBiXj
Cj-Zj C1-Z1 C2-Z2 ... Cn-Zn

Simplex Tableau

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The Simplex Method: Maximization Example

 Cj--coefficients of the variables in the objective function

 X1, X2. Xn----Non-basic variables
 S1, S2... Sm-------basic variables
 Zj entries represent the decrease in the value of
objective function that would result if one of the
variables not included in the solution were brought into
the solution.
 Cj-Zj--index row or net evaluation row, is used to
determine whether or not the current solution is
optimal or not
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The Simplex Method: Maximization Example
Step 5: Test if the current solution is optimum or not.
 If all the elements or entries in the Cj- Zj row (i.e., index
row) are negative or zero, then the current solution is
optimum.
 If there exists some positive number, the current
solution can be further improved by removing one basic
variable from the basis and replacing it by some non-
basic one.
 So, start trying to improve the current solution in line
with the following steps.

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The Simplex Method: Maximization Example

Step 6: Iterate, further, towards an optimum solution

 To improve the current feasible solution, we need to replace
one current basic variable (called the leaving variable) by
a new non-basic variable (called the entering variable)
Step 7:Evaluate the new solution by constructing the
next simplex tableau
 After identifying the entering and leaving/departing
variable, all that remains is to find the new basic feasible
solution by constructing a new simplex tableau from the
current one.
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The Simplex Method: Maximization Example
Step 8: If any of the numbers in Cj - Zj row are positive,
repeat the steps (6-7) again until an optimum solution
has been obtained.
Therefore : A simplex solution in a maximization problem
is optimal if the Cj-Zj row consists of entirely zeros and
negative numbers, i.e. there are no positive values in the
row.

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Maximization Example
Max Z = 60X1+50X2
Subject to:
4X1+10X2 < 100
2X1+ X2 < 22
3X1+ 3X2 <39
X1, X2 > 0

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 Solution
Step 1: Formulate the linear programming model of the real
world problem i.e mathematical representation of LPP
Step 2: Put in Standard form
Max Z = 60X1+50X2+0S1+0S2+0S3
Subject to:
4X1+10X2+S1 = 100
2X1+ X2+ S2 = 22
3X1+ 3X2+ S3 = 39
X1, X2, S1, S2, S3 > 0
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 Solution
Step 3: Design the initial feasible solution.
X1= X2=0 so S1= 100 S2= 22 S3=39
Step 4: Set up the initial simplex tableau

Cj 60 50 0 0 0 Quantity
Basic Variables X1 X2 S1 S2 S3
S1 0 4 10 1 0 0 100
S2 0 2 1 0 1 0 22
S3 0 3 3 0 0 1 39
Zj 0 0 0 0 0 0

Cj-Zj 60 50 0 0 0

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 Second Tableau
Cj 60 50 0 0 0 Quantity
BVs X1 X2 S1 S2 S3
S1 0 4 10 1 0 0 100 100/4= 25
2
S2 0 1 0 1 0 22 22/2= 11
S3 0 3 3 0 0 1 39 39/3=13
Zj 0 0 0 0 0 0 0
Cj-Zj 60 50 0 0 0
Smallest non-negative
quotient
Pivot Row Pivot Column Pivot Element
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 Second tableau
Cj60 50 0 0 0 Quantity
X1 X2 S1 S2 S3
S1 0 0 8 1 -2 0 56
X1 60 1 1/2 0 1/2 0 11
S3 0 0 3/2 0 -3/2 1 6
Zj 60 30 0 30 0 660
Cj-Zj 0 20 0 -30 0

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 Third tableau

Cj 60 50 0 0 0 Quantity
X1 X2 S1 S2 S3
S1 0 0 0 1 6 -16/3 24
X1 60 1 0 0 1
-1/3 9
X2 50 0 1 0 -1 2/3 4
Zj 60 50 0 10 40/3 740
Cj-Zj 0 0 0 -10 -40/3

Therefore, S1 = 24, X1 = 9, and X2 = 4 producing a

maximum profit of $740.

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Minimization
Examples

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 Minimization Example
The various steps involved in using simplex method for
minimization problems are:
Step1: Formulate the linear programming model, and
express the mathematical model of LPP in the standard
form by introducing surplus and artificial variables
in the left hand side of the constraints.
 Assign a 0 (zero) and +M as coefficient for surplus and
artificial variables respectively in the objective
function.
 M is considered to be a very large number so as to
finally drive out the artificial variables out of basic
solution.
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 Minimization Example
• Artificial variables have no physical interpretation,
they merely serve as a device to enable us to use
simplex process.
• During simplex process, any artificial variables are
quickly eliminated from the solution and hence the
optimal solution should never contains an artificial
variable with a non-zero value
• Artificial variables are required only for manual
solution; computer codes do not require to input
artificial variables
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 Minimization Example
Step 2: Set up an initial solution
• Just to start the solution procedure, the initial basic
feasible solution is obtained by assigning zero value to
decision variables.
• This solution is summarized in the initial simplex
tableau.
• Complete the initial simplex tableau by adding two
final rows Zj, and Cj- Zj. These two rows help us to
know whether the current solution is optimum or not.

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 Minimization Example
Step 3: Test for optimality of the solution
 If all the entries of Cj - Zj, row are positive and
zero, then the solution is optimum.
 However, this situation may come after a number of
iterations. But if at least one of the Cj - Zj values is
less than zero, the current solution can be further
improved by removing one basic variable from the
basis and replacing it by some non-basic one.

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 Minimization Example
Step 4: (i) Determine the entering variable into the
basic solution. To do this, we identify the column with
the largest negative value in the Cj - Zj row of the
tableau (the variable in this column is entering variable)
(ii) Next, determine the departing variable from the
basic solution. If an artificial variable goes out of
solution, then we discard it totally and even this
variable may not form part of further iterations. Same
procedure, as in maximization case, is employed to
determine the departing and entering variable.
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Minimization Example
Step 5: Update the new solution
• We evaluate the entries for next simplex tableau in
exactly the same manner as was discussed earlier
in the maximization example.

66
Minimization Example
Step 6: Step (3-5) are repeated until an optimum solution is
obtained
• So the following are the essential things to observe in solving for
minimization problems:
• The entering variable is the one with the largest negative
value in the Cj-Zj row while the leaving variable is the one
with the smallest non-negative ratio.
• The optimal solution is obtained when the Cj-Zj row contains
entirely zeros and positive values.
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 Example

Min Z = 7X1+9X2
Subject to
3X1+6X2 > 36
8X1+4X2 > 64
X1, X2 > 0

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 Solution
First, put the LPM in standard form

Min Z = 7X1+9X2+0S1+0S2+MA1+MA2
Subject to
3X1+6X2-S1+A1 = 36
8X1+4X2-S2+ A2 = 64
X1, X2 , S1,S2,A1, A2> 0

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 Solution
Then, develop the Initial Simplex Tableau
Cj 7 9 0 0 M M
BV X1 X2 S1 S2 A1 A2 Quantity
A1 M 3 6 -1 0 1 0 36
A2 M 8 4 0 -1 0 1 64
Zj 11M 10M -M -M M M 100M
Cj-Zj 7-11M 9-10M M M 0 0

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 Solution
Next, develop the second Simplex Tableau
Cj 7 9 0 0 M
X1 X2 S1 S2 A1 Quantity
A1 M 0 9/2 -1 3/8 1 12
X1 7 1 ½ 0 -1/8 0 8
Zj 7 7/2+9/2M -M 3/8M-7/8 M 56+12M
Cj-Zj 0 11/2-9/2M M 7/8-3/8M 0

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 Solution
Next, develop the third Simplex Tableau
Cj 7 9 0 0
X1 X2 S1 S2 Quantity
X2 9 0 1 -2/9 1/12 8/3
X1 7 1 0 1/9 -1/6 20/3
Zj 7 9 -11/9 -5/12 212/3
Cj-Zj 0 0 11/9 5/12

Therefore, the optimal solution is: X1 = 20/3 and X2 = 8/3 and value
of objective function is 212/3.

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Thank you