LINEAR PROGRAMMING

Cueto, Bingo Beauty

Basic Concepts of Linear
Programming
A quantitative technique that involves a
sequence of steps that will lead to an
optimum solution to a class of problem. It is
planning by the use of linear relationship of
the variables involved. It makes use of certain
mathematical techniques to get the best
possible solution to a problem involving
limited resources.
Basic Concepts of Linear
Programming
A linear program consists of a set of
variables, a linear objective function
indicating the contribution of each variables
to the desired outcomes, and set of linear
constraints describing the limits on the
values of the variables.
Basic Concepts of Linear
Programming
Formulation is the process of translating a
real-world problem into a linear program.

The hardest part about applying linear

programming is formulating the problem and
interpreting the solution.
Review of Linear Programming
Concepts
Two main parts of a Linear Program:

 Objective Function – is an algebraic expression introduced by

the word “Maximize” or “Minimize”. This is the objective
of what we are trying to achieve in solving the
problem.

 Constraints (Limitations) – are introduced by the words

“subject to”. These restrict the available alternatives. The
algebraic sentences in the constraints are expressed in
equations or inequalities.
Decision Variables. Decision variables are variables whose
values are to be determined. These values are usually denoted
by X1, X2... Xn.. Variables that can be controlled by the
decision-maker are classified as controllable. The main
characteristics of a decision variable are controllable,
continuous, and non-negative.
Objective Function. The objective function is a mathematical
expression of the relationship between the decision variables
and a single goal. Goals are given as total profit, total cost,
market share, etc.
Profit or Cost Coefficients. Profit or cost coefficients are
expressed as the rate at which the value of the objective
function is increased based on the decision variables that are
included in the problem solution.

Constraints. The use of resources has limitations or production

has certain requirements, and these are considered
constraints. These constraints are expressed in the form of
linear inequalities or equalities..
Input-Output Coefficients. input-output coefficients of a
constraint's variables express the rate at which a resource is put
to use. These coefficients appear on the left side of the
constraints.
Capacities. The capacities or availability of the varying resources
are indicated by their highest or lowest limit. Capacities are found
on the right side of the constraints. Optimization. Optimization
means that the goals of the objective can be either maximize or
minimize.
Non-negativity. Decision variables are required to be non-
negative (0 or positive) values.
Linear Programming Concepts
Two parts of
Constraints:
3X1 + 2X2 < 5
 Explicit – are conditions which are to be expressed in
mathematical sentences from the condition of the problem.

 Implicit – are those that are implied.

Example: Variable representing time or raw material
(needless to say that the quantity is positive).
Structure of a Linear Programming Problem

• The standard structure of an LP problem consists of the

following components decision variables, objective
function, profit or cost coefficients, constraints, input-
output coefficients, capacities, optimization, and non-
negativity.
Guidelines on Linear Programming Model
Formulation
Following are the steps on formulating the LP model:
Step 1. Identify the decision variables. Gather data on the constraints and
explore the applicable objective function. Then, use the appropriate symbolic
notation and units of measurement for the decision variables.
Step 2. Identify the data/information related to the problem, such as the
constants and parameters.
Step 3. Formulate the constraints. Express the constraints in linear equality or
inequality based on the identified decision variables in step 1.
Step 4. Formulate the objective function. First, decide whether the objective is
maximization or minimization. Then, express it in linear mathematical terms
using the decision variables, taking into consideration the problem's desired
goal (profit or cost).
Example of LP Model
Decision Variables:
Let: X1 = quantity of product 1 to produce
X2 = quantity of product 2 to produce
Objective Function:
Maximize Profit = P3X1 + P2X2
Subject to: (constraints)
Labor: 2X1 + X2 ≤ 250 hours
Material: X1 +5X2 ≤ 100 kgs
X1, X 2 ≥ 0 (non-negativity)
Sample Problem No.1
A clock maker makes two types of wood clock to sell at
various malls. It takes him three (3) hours to assemble a pine
clock, which requires two (2) oz of varnish. It takes four (4)
hours to assemble a molave clock, which takes four (4) oz of
varnish. He has eight oz of varnish available in stock and he
can work 12 hours. If he makes P100 profit on each pine
clock and P120 on each molave clock, how many of each
type should he make to maximize his profits? Formulate the
linear program.
A clock maker makes two types of wood clock to sell at various malls. It
takes him three (3) hours to assemble a pine clock, which requires two
(2) oz of varnish. It takes four (4) hours to assemble a molave clock,
which takes four (4) oz of varnish. He has eight oz of varnish available in
stock and he can work 12 hours. If he makes P100 profit on each pine
clock and P120 on each molave clock, how many of each type should he
make to maximize his profits? Formulate the linear program.
A clock maker makes two types of wood clock to sell at various malls. It
takes him three (3) hours to assemble a pine clock, which requires two
(2) oz of varnish. It takes four (4) hours to assemble a molave clock,
which takes four (4) oz of varnish. He has eight oz of varnish available in
stock and he can work 12 hours. If he makes P100 profit on each pine
clock and P120 on each molave clock, how many of each type should he
make to maximize his profits? Formulate the linear program.
Sample Problem No.
The Margan Furniture makes two products: tables and chairs,
which must be processed through assembly and finishing
departments. Assembly department is available for 60 hours in
every production period, while the finishing department is
available for 48 hours of work. Manufacturing one table requires
four (4) hours in the assembly and two (2) hours in the finishing.
Each chair requires two (2) hours in the assembly and four (4)
hours in the finishing. One table contributes P80.00 to the profit,
while a chair contributes P60.00. The problem is to determine the
number of tables and chairs to make per production period, in
order to maximize the profit.
The Margan Furniture makes two products: tables and chairs, which must be processed
through assembly and finishing departments. Assembly department is available for 60
hours in every production period, while the finishing department is available for 48 hours
of work. Manufacturing one table requires four (4) hours in the assembly and two (2)
hours in the finishing. Each chair requires two (2) hours in the assembly and four (4) hours
in the finishing. One table contributes P80.00 to the profit, while a chair contributes
P60.00. The problem is to determine the number of tables and chairs to make per
production period, in order to maximize the profit.
The Margan Furniture makes two products: tables and chairs, which must be processed
through assembly and finishing departments. Assembly department is available for 60
hours in every production period, while the finishing department is available for 48 hours
of work. Manufacturing one table requires four (4) hours in the assembly and two (2)
hours in the finishing. Each chair requires two (2) hours in the assembly and four (4) hours
in the finishing. One table contributes P80.00 to the profit, while a chair contributes
P60.00. The problem is to determine the number of tables and chairs to make per
production period, in order to maximize the profit.
Graphical Method of Linear Programming
To make one unit of product A requires three (3) minutes in
Dept. I and one (1) minute in Dept. II. One unit of product B
requires four (4) minutes in Dept. I and two (2) minutes in
Dept. II. Profit contribution is P5/unit of A and P8/unit of B.
Find the number of units of A and B, which should be made
to maximize profit if Dept. I and Il have 150 and 60 minutes
available respectively. What is the maximum and minimum
profit?
To make one unit of product A requires three (3) minutes in Dept. I and one
(1) minute in Dept. II. One unit of product B requires four (4) minutes in
Dept. I and two (2) minutes in Dept. II. Profit contribution is P5/unit of A and
P8/unit of B. Find the number of units of A and B, which should be made to
maximize profit if Dept. I and Il have 150 and 60 minutes available
respectively. What is the maximum and minimum profit?
Graphical Method of Linear Programming Sample
Problem
A veterinarian mixes two types of animal feeds: Type X and Type
Y. Each unit of Type X feeds costs P200 and contains 40 grams of
fat, 20 grams of protein, and 1,600 calories. Each unit of Type Y
feeds costs P180 and contains 60 grams of fat, 60 grams of
protein, and 1,200 calories. Suppose the veterinarian wants each
unit of the final product to yield at most 360 grams of fat, at
least 240 grams of protein, and at most 9,600 calories. How
many of each type of feeds should the veterinarian use to
minimize the cost?
A veterinarian mixes two types of animal feeds: Type X and Type Y. Each unit of
Type X feeds costs P200 and contains 40 grams of fat, 20 grams of protein, and
1,600 calories. Each unit of Type Y feeds costs P180 and contains 60 grams of
fat, 60 grams of protein, and 1,200 calories. Suppose the veterinarian wants
each unit of the final product to yield at most 360 grams of fat, at least 240
grams of protein, and at most 9,600 calories. How many of each type of feeds
should the veterinarian use to minimize the cost?
Example:
1. Southern Fried Chicken sells two variants: regular and spicy. The profit
per bucket of regular is 585 and 600 for spicy. The food company has
commissaries in these locations that have operating hours for 20, 24,
and 18, respectively. The production time requirements of the two
variants in the three commissaries are presented below, in hours per
bucket:
The management would like to maximize the profit by producing their
products at the most optimal level.
VARIANT CAVITE BULACAN MALABON
COMMISARY COMMISARY COMMISARY
REGULAR CHICKEN 1 3 3
SPICY CHICKEN 2 2 1
Sample Problem:
Lovely Enterprise manufactures two types of slippers: rubber flip-flops and
bedroom slippers. The profitability, limitations on machine, labor, and sales are
listed below:
SLIPPER MACHINE LABOR PROFIT
Rubber flip- 2.5 hours 2 hours P150
flops
Bedroom 2 hours 1 hour P140
The store can only sell a maximum of 10 pairs per day of bedroom slippers.
slippers
Labor hours are limited to 30 hours of labor a day, while the machine time has
only 40 hours daily. The owner of Lovely Enterprise wants to decide on how
many pairs of each will be produced every day in order to achieve the highest
level of profit.
The Decision Variables. The decision variables are:
x1 = the number of pairs of rubber tip-flops produced daily
x2 = the number of pairs of bedroom slippers produced daily

The Objective Function:

Profit for rubber flip-flops is 150x1
Profit for bedroom slippers is 140x2
The total profit is therefore: Maximize P = 150x1 + 140x2

The Constraints:
The machine limitations for each variant can be expressed as: 2.5x1+ 2x2 ≤ 40
The labor limitations for each variant can be expressed as: 2x1 + 1x2≤ 30
The marketing constraint for bedroom slippers is: 1x2 ≤ 10
To summarize the problem:
Maximize P = 150x1+ 140x2
Subject to:
2.5x1+ 2x2≤ 40 (machine time constraint)
2x1+ 1x2 ≤ 30 (labor constraint)
1x2 ≤ 10 (marketing constraint)
x1≥ 0 (non-negativity constraint)
x2 ≥ 0 (non-negativity constraint)
The Graphical Method for Solving Linear
Programming Problems
The graphical method is appropriate for small problems dealing with
two decision variables and with few constraints. There are two phases to
this method: (a) graphing the feasible area and (b) determine the
optimal solution.
Graphing the feasible area.
In order to establish the feasible area, all inequalities and constraints
must be plotted in a graph. Let us graph the first constraint (machine
time constraint): 2.5x1+ 2x2≤ 40
Consider the equality part of the constraint only. So it will be
expressed as: 2.5x1+ 2x2= 40. The equation will form a straight
line by finding the coordinates of two points. In order to find
the coordinates, set x1 to 0, which means that rubber flip-flops
(x1) will not be produced. The calculations are done as follows:

If we set x1 = 0, then: 2.5(0) + 2x2 = 40 or x2= 20.

Next, we set x2 = 0, then: 2.5 x1 + 2(0) = 40 or x1 = 16.
This means that 20 rubber flip-flops (x1) must be produced
while 16 bedroom slippers must be produced for the machine
constraint. Repeat the same steps for the labor and marketing
constraint.
Labor constraint:
If we set x1 = 0, then: 2(0) + 1x2 = 30 or x2 = 30.
Next, we set x2 = 0, then: 2x1 + 2(0) = 30 or x1 = 15.
Marketing constraint: x2 = 10
The shaded area fits all the requirements of the constraints. The
shaded area in Figure 5.1 represents the feasible area. It means
that this area fits all the requirements of the constraints.
The values at each corner points in Figure 5.1 should be
compared to determine the optimal solution. Coordinates for
points A, B, C, and E can be easily identified by looking at the
graph.

Points x1 x2
A 0 0
B 0 10
C 8 10
E 15 0
However, for point D, the intersection of machine time and
labor constraint can be approximated or computed using
the substitution method:
1. ) 2.5 x1 + 2 x2 = 40
2.) 2x1 + 1 x2 = 30
Step 1. 2.5x1 + 2x2 = 40
2.5 x1 + 2x2 - 2 x2 = 40 - 2 x2
2.5 x1 = 40- 2 x2 x
divide both sides by 2.5 to get the value of 1

x1 =16-0.08x2
Step 2. 2 x1 + 1x2 = 30
2(16 - 0.08x2) + 1x2= 30
32 - 1.6x2 + 1x2 = 30 divide both sides by 0.6 to get the value of x2
X2=3.33

Step 3. 2.5 x1 + 2x2 = 40

2.5 x1 + 2(3.33) = 40
2.5 x1 + 6.66 = 40
2.5 x1 = 40 - 6.66
2.5 x1 = 33.34 divide both sides by 2.5 to get the value of x1
x1 =13.34
Table below now includes the coordinates of Point D.

Points x1 x2
A 0 0
B 0 10
C 8 10
D 13.34 3.33
E 15 0
Determine the optimal solution. The optimal solution is at the
point in the feasible area where the profit function is at its
maximum.
Points x1 x2 Total Profit

A 0 0 150(0) + 140(0) x2=0

B 0 10 150(0) + 140(10) x2=1,400

C 8 10 150(8) + 140(10)maximum
x2=2,600

D 13.34 3.33 150(13.34) + 140(3.33)

x2=2,467.2

E 15 0 150(15) + 140(0) x2=2,250

Comparing the profits from the five points result in the selection of Point C because it
has the highest profit. Thus, Lovely Enterprises should produce 8 units of rubber flip-
flops and 10 units of bedroom slippers per day to earn a profit of ₽2,600.
Example:
1. Southern Fried Chicken sells two variants: regular and spicy. The profit
per bucket of regular is 585 and 600 for spicy. The food company has
commissaries in these locations that have operating hours for 20, 24,
and 18, respectively. The production time requirements of the two
variants in the three commissaries are presented below, in hours per
bucket:
The management would like to maximize the profit by producing their
products at the most optimal level.
VARIANT CAVITE BULACAN MALABON
COMMISARY COMMISARY COMMISARY
REGULAR CHICKEN 1 3 3
SPICY CHICKEN 2 2 1
2. The Margan Furniture makes two products: tables and chairs,
which must be processed through assembly and finishing
departments. Assembly department is available for 60 hours in
every production period, while the finishing department is
available for 48 hours of work. Manufacturing one table
requires four (4) hours in the assembly and two (2) hours in the
finishing. Each chair requires two (2) hours in the assembly and
four (4) hours in the finishing. One table contributes P80.00 to
the profit, while a chair contributes P60.00. The problem is to
determine the number of tables and chairs to make per
production period, in order to maximize the profit.