Linear Programming
Problem(LPP)
Linear Programming
Problem
A mathematical modeling technique.
Method to achieve the best outcome (maximum profit/minimum cost) in a
mathematical model whose requirements are represented by linear relationships.
Deals with optimum allocation of limited resources.
A Linear Programming Problem consists of the following components :
-A set of decision variables
-An objective function
-A set of constraints
How does an LPP look like?
An example…
Max Z = 25x1 + 35x2 (Objective function)
Subject to
10x1 + 15x2 ≤ 80
8x1 + 10x2 ≤ 60
(Structural constraints)
x1, x2 ≥ 0 (Non-negativity constraint)
Formulate the problem as LPP
Formulate the problem as LPP
• A diet for a sick person must contain at least 400 units of vitamins, 50
units of minerals and 1400 units of calories Three Goods A, B and C
are available at cost of Rs. 4, Rs. 3 and Rs. 3.50 per unit respectively. If
one unit of A contains 200 units of vitamin, 2 units of mineral and 40
units of calories, one unit of B contains 100 units of vitamins. 3 units
of minerals and 30 units of calories and one unit of C contains 200
units of vitamins, 2 units of minerals and 35 units of calories,
formulate it as a linear programming problem to find the combination
of food to be used to have the least cost.
Solve the following LPP using
graphical approach
• Max Z = 4x1 + 3x2
subject to,
x1 + 2x2 ≤ 2
3x1 + x2 ≤ 3
x1, x2 ≥ 0
Proportionality
Additivity
LPP- Divisibility
Assumptions
Certainty
Solution, Feasible solution and Optimal
solution of a Linear Programming Problem ?
Solution- Set of values of decision variables
that satisfy structural constraints is called
solution of an LPP.
Feasible Solution- The solution of an LPP
satisfying non-negativity constraint is called
the feasible solution of LPP.
Optimal Solution- The feasible solution of
an LPP that maximizes or minimizes the value
of objective function is called the Optimal
solution of LPP.
SLACK/SURPLUS
VARIABLES
SLACK VARIABLES- The term “slack” applies to less than equal to type (≤)
constraints. The slack value is the amount of resource, as represented by
the less than equal to constraint, that is not being used.
SURPLUS VARIABLES- The term “surplus” applies to greater than equal to
type (≥) constraints. The Surplus is the extra amount over the constraint
that is being produced or utilized.
STANDARD & CANONICAL
FORMS OF LPP
• An LPP is said to be in standard form if all the restrictions are
equalities and all variables are non-negative.
• An LPP is said to be in canonical form if all the restrictions are of less
than equal to type for maximization problem and greater than equal
to type for minimization problem, and the variables are restricted
ones.
