Linear Programming

Lecture 2
Formulating the LLP problem:
Albite Mines Company
The Albite Mines Company own two different mines that produce an ore which,
after being crushed, is graded into three classes: ‘High’, ‘Medium’ and ‘Low’-grade.
The company has contracted to provide a smelting plant with 12 tons of high-
grade, 8 tons of medium-grade and 24 tons of low-grade ore per week. The two
mines have different operating characteristics as detailed below.
Ore Grade Mine A 1 Day O/P Mine B 1 Day O/P
tons/day tons/day How many days per week
High 6 1 should each mine be
Medium 3 1 operated to fulfil the
smelting plant contract?
Low 4 6
Cost of operating per day 180 160
(Rs.’000)
Solution

Guess????
Guess1 :
To explore the Albite Mines problem further we might simply guess (i.e.
use our judgement) how many days per week to work and see how they
turn out.
1. Work one day a week on A, one day a week on B
Grade Mine A 1 Mine B Demand Per Mine A +Mine B Remarks
Day O/P 1 Day O/P week in Tons 1 Day O/P
Guess1 :
To explore the Albite Mines problem further we might simply guess (i.e. use our
judgement) how many days per week to work and see how they turn out.
1. Work one day a week on A, one day a week on B
Mine A Mine A Mine B Demand Per Mine A +Mine B Remarks
1 Day 1 Day O/P week in Tons 1 Day O/P
O/P
High 6 1 12 6+1 =7 7< 12 does not meet
demand.
Medium 3 1 8 3+1 =4 4<8
Low 4 6 24 4+6 = 10 10 < 24

• This does not seem like a good guess We say that such a solution is infeasible.
• This does not seem like a good guess as it results in only 7 tonnes a week of
high-grade, insufficient to meet the contract requirement for 12 tonnes of high-
grade a week. We say that such a solution is infeasible
Guess2 :
To explore the Albite Mines problem further we might simply guess (i.e.
use our judgement) how many days per week to work and see how they
turn out.
2. Work 3 days a week on A, 2 days a week on B
Mine A Mine A 1 Mine B Demand Per Mine A +Mine B Remarks
Day O/P 1 Day O/P week in Tons 3 +2 Day O/P
High 6 x3 1x2 12 18+2 =20 20 > 12 does meet demand.
Medium 3x3 1x2 8 9+2 =11 11> 8
Low 4x3 6x2 24 12+12 = 24 24 = 24

This seems like a better guess as it results in sufficient ore to meet the
contract. We say that such a solution is feasible. However it is quite
expensive (costly).
Formulating the LLP problem
Rather than continue guessing we can approach the problem in a
structured logical fashion as below. Reflect for a moment though that
really we would like a solution which supplies what is necessary under
the contract at minimum cost. Logically such a minimum cost solution
to this decision problem must exist. However even if we keep guessing
we can never be sure whether we have found this minimum cost
solution or not. Fortunately our structured approach will enable us to
find the minimum cost solution.
 Albite Mines solution
• What we have is a verbal description of the Albite Mines problem. What we need
to do is to translate that verbal description into an equivalent mathematical
description.
• In dealing with problems of this kind we often do best to consider them in the
order:
1.Variables
2.Constraints
3.Objective.
• We do this below and note here that this process is often called formulating the
problem (or more strictly formulating a mathematical representation of the
problem).
Variables:
(1) Variables
These represent the "decisions that have to be made" or the
"unknowns".
Let
x = number of days per week mine A is operated
y = number of days per week mine B is operated
Note here that x >= 0 and y >= 0.
 2) Constraints :
Let
x = number of days per week mine A is operated
y = number of days per week mine B is operated
Note here that x >= 0 and y >= 0.
It is best to first put each constraint into words and then express it in a
mathematical form. Ore production constraints - balance the amount
produced with the quantity required under the smelting plant contract
Mine A Mine A 1 Mine B Demand Per Mine A +Mine B Remarks
Day O/P 1 Day O/P week in Tons weekly O/P
High 6x 1y 12 6x+1y ≥ 12 Why greater than and not equal to 12?

Medium 3x 1y 8 3x+1y ≥8 Why greater than and not equal to 8?

Low 4x 6y 24 4x+6y ≥ 24 Why greater than and not equal to 24?

2) Constraints Cont.…

Because :
If we choose an equality for the ore production constraints we
have the three equations
6x+y=12,
3x+y=8
4x+6y=24 and
there are no values of x and y which satisfy all three
equations (the problem is therefore said to be "over-
constrained").
• For example the (unique) values of x and y which satisfy
6x+y=12 and 3x+y=8 are x=4/3 and y=4, but these values do
not satisfy 4x+6y=24.
2) Constraints
Mine Cost per day (Rs.'000) Production (tons/day) Demand per week
High Medium Low High Medium Low
A 180 6 3 4 12 8 24
B 160 1 1 6
Ore
High 6x + 1y ≥ 12 x = number of days per week mine A is operated
Medium 3x + 1y ≥ 8 y = number of days per week mine B is operated
Low 4x + 6y ≥ 24
Note we have an inequality here rather than an equality. This implies that we may
produce more of some grade of ore than we need. In fact we have the general rule:
given a choice between an equality and an inequality choose the inequality.
• The reason for this general rule is that choosing an inequality rather
than an equality gives us more flexibility in optimising (maximising or
minimising) the objective (deciding values for the decision variables
that optimise the objective).
• days per week constraint - we cannot work more than a certain
maximum number of days a week e.g. for a 5 day week we have
x≤5 x = number of days per week mine A is operated
y≤5 y = number of days per week mine B is operated

• Constraints of this type are often called implicit constraints because

they are implicit in the definition of the variables.
(3) Objective
Again in words our objective is (presumably) to minimise cost which is given by
Z = 180x + 160y -------------------- Objective Function
Hence we have the complete mathematical representation of the problem as:
Minimise (Cost of Production )
Z= 180x + 160y
Subject to (Constraints)
6x + y ≥ 12
3x + y ≥ 8
4x + 6y ≥ 24
x≤5
y≤5
x, y ≥0
Formulation of linear programming
problems
EXAMPLE:
• A factory produces two products P1 and P2 each of the product P1
requires 2 hours for moulding, 3 hours for grinding and 4 hours for
polishing and each of the product P2 requires 4 hours of moulding, 2
hours for grinding and 2 hours for polishing. The factory has Moulding
machine available for 20 hours Grinding machine for 24 hours and
Polishing machine for 13 hours. The profit is rupees 5 per unit of P1
and rupees 3 per unit of P2 and the factory can sell all that it produces.
Formulate the problem as a linear programming problem to maximize
the profit
Soln. : The data represented in
tabular form
Product
Time required Time required Capacity in
in Hours to in Hours to hours
Resource produce P1 produce P2
Moulding 2 4 20
Grinding 3 2 24
Polishing 4 2 13
Profit 5 3
• Suppose x units of product P1 and y units of product P2 are produced to
maximize the profit. let Z denote the total profit.
Let x = Number of units of Product P1
y = Number of units of Product P2
• Since each unit of product P1 requires 2 hours for moulding and each
unit of product P2 requires 4 hours for moulding. Hence the total hours
required for moulding for x units of product P1 and y units of product P2
are 2 x + 4y this must be less than or equal to the total hours available
for moulding.
• Hence 2x+4y ≤ 20
• This is the first constraint
Formulating the LPP
• The total hours required for grinding for x units of product P1 and y units of
product P2 is 3x + 2y. But the maximum number of hours available for grinding is
24 therefore 3x + 2y ≤ 24
This is the second constraint.
Similarly for polishing the constraint is 4x + 2y ≤ 13.
This is the third constraint
Since x and y are non negative integers therefore x ≥0, y≥ 0
The total profit for x units of product P1 and y units of product P2 is 5 x + 3 Y.
Since we wish to maximize the profit therefore the objective function is maximize
Z= 5x + 3y
Soln. : The data represented in
tabular form
Product
Resource P1 P2 Capacity
Moulding 2x + 4y ≤ 20
Grinding 3x + 2y ≤ 24

Polishing 4x + 2y ≤ 13
Profit 5x + 3y
Formulating the LPP
Hence, the liner programming problem for the given problem is
formulated as follows
Maximize Z= 5x + 3y
Subject to Constraints
2x+4y ≤ 20
3x+2y≤ 24,
4x+2y ≤13,
And x≥0, y≥0 (Non- Negative Constraints)
Formulating the LPP
If we need to solve it further then :
CONVERT INEQUATIONS INTO EQUATIONS

2X+4Y ≤ 20 2X+4Y =20

3X+2Y≤ 24, 3X+2Y =24,

4X+2Y ≤13, 4X+2Y =13,
Formulate LPP: Example 1
An advertising company wish to plan an advertising campaign in three
different media ‘Television’, ‘Radio’ and ‘Magazine’ the purpose of the
advertising is to reach as many potential customer as possible.
Following are the results of the market study
Television (Rs) Radio (Rs) Magazine (Rs)
Prime Day Prime Time
(Rs) (Rs)

Cost of advertising unit 40000 75000 30000 15000

Number of Potential customers 40000 900000 50000 200000
reached per unit

Number of women customers reached 300000 40000 200000 100000

per unit
Cont….
The company does not want to spend more than rupees 800000 on
advertising. it is further required that
i) at least 2 million exposure takes place among women
ii) advertising on television be limited to rupees 500000
iii) at least three advertising units be bought on Prime day and two units
during prime time and
iv) the number of advertising units on radio and magazine should each
be between 5 and 10
Formulae this problem as an LP model to maximize potential customer
reach.
Solution
Let the variable be x1 = Prime day; x2 = Prime day ;
x3= Radio ; x4= Magazine
• Objective maximise Z= 40000x1+75000x2+30000x3+ 15000x4
• Constraint 1) 4x1+7.5x2+3x3+ 1.5x4 ≤ 800000
2) 3x1+0.4x2+2x3+x4 ≥ 20,00,000
3) 4x1+7.5x2 ≤ 500000
4) x1 ≥3 ; x2 ≥2
5) x3 ≥5 ≤10; x4 ≥5 ≤10
• Non-Negativity constraint x1,x2,x3,x4 ≥ 0
Formulating LPP: Example 2
• XYZ is an investment company. To aid in its investment decision, the
company has developed the investment alternatives for 10 year
period, As given in the following table. The return on investment is
expressed as an annual rate of return on the investor capital. The risk
Coefficient and growth potential are subjective estimates made by the
portfolio manager of the company. The terms of investment is the
average length of time period required to realise the return on
investment as indicated.
XYZ is an investment company. To aid in its investment decision,
the company has developed the investment alternatives for 10
year period, As given in the following table. The return on
investment is expressed as an annual rate of return on the investor
capital. The risk Coefficient and growth potential are subjective
estimates made by the portfolio manager of the company. The
terms of investment is the average length of time period required
to realise
Investment
the return on investment
Length of
as indicated.
Annual Rate of Risk Coefficient Growth Potential
Alternative Investment return (Year) Return (%)
A 4 3 1 0
B 7 12 5 18
C 8 9 4 10
D 6 20 8 32
E 10 15 6 20
F 3 6 3 7
CASH 0 0 0 0
The objective of the company is to maximize the return on its investment
the guidelines for selecting the portfolios are
(i) The average length of the investment for the portfolio should not
exceed 7 years
(ii) The average risk for the portfolio should not exceed 5
(iii) The average growth potential for the portfolio should be at least 10%
(iv) At least 10% of all available funds must be retained in the form of
cash at all times.
Formulate this problem as an LP model to maximum total Returns
Cases in LP
1) A unique optimal solution
2) An infinite no. of optimal solution
3) An unbounded solution
4) No solution
Some Terms used in LPP
• Basic Solution: Any set of values which satisfies non-negativity
constraints is called as basic solution
• Feasible Solution: Any set of values which satisfies constraints is
called as feasible solution
• Basic feasible solution: A solution which is basic as well as feasible is
called as basic feasible solution
• Optimum Solution: A basic feasible solution which gives maximum or
minimum value according to objective is called as Optimum Solution.
Graphical Method to solve LPP
• This is one of the methods to solve LPP. This is simplest method to solve
LPP. The method can be used when LPP involves only two variables. The
procedure of solving LPP using graphical method is as follows:
Procedure:
STEP I : Treat each inequality as equality
STEP II: Corresponding to each equality established in Step I choose
minimum two points which satisfy the equality (Easy way to find two
points is first assume value of x=0 and find value of y. Then assume y=0
and find value of x . If we choose more points it is easy to draw a straight
line
STEP III : Plot these two points on the graph and decide feasible region
(which satisfies the constraints) corresponding to each constraint.
STEP IV: Find out the common feasible region. This may be open region
or may be a closed polygon.

Step V: The Optimum value (Max or Min) may be at the vertices of

polygon. For each such point find the objective function value. Choose
that point which gives maximum or minimum value as required in
objective function.
Formulation of LPP and Solving by
graphical method.
EXAMPLE:
• A factory produces two products P1 and P2 each of the product P1
requires 2 hours for moulding, 3 hours for grinding and 4 hours for
polishing and each of the product P2 requires 4 hours of moulding, 2
hours for grinding and 2 hours for polishing. The factory has Moulding
machine available for 20 hours Grinding machine for 24 hours and
Polishing machine for 13 hours. The profit is rupees 5 per unit of P1
and rupees 3 per unit of P2 and the factory can sell all that it produces.
Formulate the problem as a linear programming problem to maximize
the profit and solve it by Graphical Method
Soln. : The data represented in
tabular form
Product
Time required Time required Capacity in
in Hours to in Hours to hours
Resource produce P1 produce P2
Moulding 2 4 20
Grinding 3 2 24
Polishing 4 2 13
Profit 5 3
• Suppose x units of product P1 and y units of product P2 are produced to
maximize the profit. let Z denote the total profit.
Let x = Number of units of Product P1
y = Number of units of Product P2
• Since each unit of product P1 requires 2 hours for moulding and each
unit of product P2 requires 4 hours for moulding. Hence the total hours
required for moulding for x units of product P1 and y units of product P2
are 2 x + 4y this must be less than or equal to the total hours available
for moulding.
• Hence 2x+4y ≤ 20
• This is the first constraint
Formulating the LPP
• The total hours required for grinding for x units of product P1 and y units of
product P2 is 3x + 2y. But the maximum number of hours available for grinding is
24 therefore 3x + 2y ≤ 24
This is the second constraint.
Similarly for polishing the constraint is 4x + 2y ≤ 13.
This is the third constraint
Since x and y are non negative integers therefore x ≥0, y≥ 0
The total profit for x units of product P1 and y units of product P2 is 5 x + 3 Y.
Since we wish to maximize the profit therefore the objective function is maximize
Z= 5x + 3y
Soln. : The data represented in
tabular form
Product
Resource P1 P2 Capacity
Moulding 2x + 4y ≤ 20
Grinding 3x + 2y ≤ 24

Polishing 4x + 2y ≤ 13
Profit 5x + 3y
Formulating the LPP
Hence, the liner programming problem for the given problem is
formulated as follows
Maximize Z= 5x + 3y
Subject to Constraints
2x+4y ≤ 20
3x+2y≤ 24,
4x+2y ≤13,
And x≥0, y≥0 (Non- Negative Constraints)
Formulating the LPP
If we need to solve it further then :
CONVERT INEQUATIONS INTO EQUATIONS

2X+4Y ≤ 20 2X+4Y =20 Equation 1

3X+2Y≤ 24, 3X+2Y =24 Equation 2

4X+2Y ≤13, 4X+2Y =13 Equation 3
Solving it by graphical method
Considering the equation of the straight line passing through the point
of intersection
We will solve these equations .
Equate equation 2X+4Y =20 to 1

Hence we get coordinate point as x= 10 and y= 5 i.e. (10,5)

Similarly solving for equation 2 and 3 we get it as (8,12) (3.25, 6.5)
respectively. So plot a graph from these three coordinate point.
 We know coordinates of Point A, B and D. We need
to find the coordinate point of C. C is resultant of
intersection of equation 1 and 3.
2X+4Y =20 Equation 1
• Graph
4X+2Y =13 Equation 3
Multiply Equation 1 by 2
4X+8Y= 40 and subtract eq. 3 from 1
B C -4X-2Y=-13
Feasible
6Y = 27 Y = 4.5 equate value of Y in Equation 1
Region i.e. 2X + 4 (4.5) = 20 therefore X = 1
D
Hence coordinate of point C is (1, 4.5)
A EQ 3 EQ 2 EQ 1
The value of Objective function is Z= 5X+3Y

Point (X,Y) Value of Objective Function Z = 5X+3Y

A (0,0) Z=0
B( 0,5) Z = 3*5 = 15
C(1,4.5) Z = 5*1+3*4.5 = 18.5
D (3.25, 0) z = 5*3.25 = 16.25

Maximizing of profit is possible at point C i.e. (1, 4.5)

Hence 1 unit of P1 should be produced and 4 Units of P2
should be produced.
LPP using Graphical Method:
• Use the graphical method to solve the following LP Problem
Maximize Z= 15X + 10Y
Subject to constraints
i) 4X+ 6Y ࣘ ≤ 360
ii) 3X + 0Y ≤ 180
iii) 0X + 5Y ≤ 200
and X, Y ≥ 0
Solution
1) The given Lpp problem is already in mathematical form.
2) We shall treat X as the horizontal axis and Y as the vertical Axis each
constraint will be plotted on the graph by treating it as a linear equation
and then appropriate inequality conditions will be used to mark the area
of feasible solutions.
• Consider the first constraint 4X + 6Y≤ 360. treat it as the equation for
4X+6Y=360. The easiest way to plot this line is to find any two points that
satisfy the equation then drawing a straight line through them. The two
points are generally the points at which the line intersects the X and Y
axis for example
• when X =0 we get 6Y= 360 Or Y= 60 (0,60)
• similarly when Y=0, 4X= 360, X=90 (90,0)
For the first constrain 4X + 6Y =360 The two points are generally the
points at which the line intersects the X and Y axis for example
when X =0 we get 6Y= 360 Or Y= 60 POINT 1: (0, 60)
similarly when Y=0, 4X= 360, X=90 POINT 2: (90,0)
Y
80
(X=0, Y=60)
60
1 4X + 6Y =360
40 1 4X+6Y = 360 2 3X =180
X= 90, Y = 0
3 5Y=200
20 Solution Space

0 20 40 60 80 90 X

FIGURE : 1
• These two points are then connected by a straight line as shown in
Figure 1 but the question is where are the points satisfying
4X + 6Y≤ 360 any point above the constraint line violates the
inequality condition but any point below the line does not violate the
constraint Thus the inequality and non negative condition can only be
satisfied by the shaded area (feasible region or solution space) as
shown in figure 1 similarly the constraints 3X≤ 80 and 5Y ≤ 200 are
also plotted on the graph and are indicated by the shaded area as
shown in figure 2
Since all constraints have been graphed, the area which is bounded by
all the constraints lines including all the boundary points is called the
feasible region (or solution space) The feasible region is shown in fig. 2
by the shaded area ABCD.
1 4X + 6Y =360
Y Y 2 3X =180
80
(X=0, Y=60) 80 3 5Y=200

60
60 1
2

1 4X+6Y = 360 D(00,40) 3

40 C(30,40)
40

X= 90, Y = 0 B(60,20)
20 Solution Space Solution
20 Space
A(60,00)
0 20 40 60 80 90 X 0 20 40 60 80 90 X
FIGURE : 2
FIGURE : 1
The constraint have been graphed, the area which is bounded by the
constraints lines including all the boundary points is called the feasible
region (or solution space) The feasible region is shown in fig. 1 by the
shaded area.
Y
80
(X=0, Y=60)
60
1 4X + 6Y =360
2 3X =180
1 4X+6Y = 360 3 5Y=200
40

(X= 90, Y = 0)
20 Solution Space /
Feasible Region

0 20 40 60 80 90 X

FIGURE : 1
Since all constraints have been graphed, the area which is bounded by
all the constraints lines including all the boundary points is called the
feasible region (or solution space) The feasible region is shown in fig. 2
by the shaded area ABCD.
1 4X + 6Y =360
Y Y 2 3X =180
80
(X=0, Y=60) 80 3 5Y=200

60
60 1
2

1 4X+6Y = 360 D(00,40) 3

40 C(30,40)
40

(X= 90, Y = 0) B(60,20)

20 Solution Space Solution
20 Space
A(60,00)
0 20 40 60 80 90 X 0 20 40 60 80 90 X
FIGURE : 2
FIGURE : 1
 Y-Values
70

60

50

D(0,40) C(30,40)
40

30

B(60,20)
20 Feasible Region
10

0
0 10 20 30 40 50 60 70 80 90 100
O(0,0)
A(60,00)
3a) Since the optimal value of the objective function occurs at one of
the extreme points of the feasible region, it is necessary to determine
their coordinates. The coordinates of extreme points of the feasible
region are :
O(0,0,),A(60,00), B(60,20), C(30,40), D(0,40)
3b) Evaluate objective function value at each extreme point of the
feasible region as shown below
Extrem Coordinates (X Y) Objective Function Value
e Point , Z= 15X+ 10Y

0 (0,0) 15(0) +10(0) =0

A (60,00) 15(60) +10(0) =900
B (60,20) 15(60) +10(20) =1,100
C (30,40) 15(30) +10(40) =850
D (0,40) 15(0) +10(40) =400
• 3 C)
Since maximum value of Z =1100 is achieved at point B(60,20), the
optimal solution to the given LP problem is X =60 , Y =20 and
Max Z = 1,100
Example : Minimization Problem
• Two different kinds of food A & b are being considered to form a
weekly diet. The minimum weekly requirements for fats,
carbohydrates and proteins are 18, 24 and 16 units respectively of
these ingredients. One Kg of food A has 4, 16 & 8 units respectively
and one Kg. of food B has 12,4 & 6 units respectively.
The prices of food A is Rs. 4 per Kg. and that of food B is Rs. 3 per Kg.
Construct the problem to minimise the cost and solve by graphical
method.
Example : Minimization Problem
• First formulate as L.P.P. • Then the problem is to find x and y
Let x = Kg of food A to be taken such that
y = Kg of food B to be taken Minimise Z = 4x+3y
The Table is Subject to Convert inequalities into equalities

PRODUCT Minimum Req.

4x+12y ≥ 18 4x+12y = 18
A B 16x+4y ≥ 24 16x+4y = 24
Fats 4 12 18
Carbohydrates 16 4 24
8x + 6y ≥ 16 8x+6y = 16
Proteins 8 6 16
COST 4 3
• Find Minimum two points for each equality
4x+ 12y = 18 x| 0 9/2 y| 3/2 0 (0,4.5) & (1.5,0)

16x + 4y = 24 x| 0 3/2 y| 6 0 (0,1.5) & (6,0)

8x + 6y = 16 x| 0 2 y| 8/3 0 (0,2) & ( 2.67,0)

1) Fats(0,4.5) & (1.5,0) 2) Carbohydrates (0,1.5) & (6,0) 3) Proteins (0,2) & ( 2.67, 0)
5
Y-Values
4.5

4 FATS
3.5

2.5

1.5

0.5
Proteins
0
0 1 2 3 4 5 6 7

1) 4x+ 12y = 18 2) 16x + 4y = 24 3) 8x + 6y = 16

1) Fats(0,4.5) & (1.5,0) 2) Carbohydrates (0,1.5) & (6,0) 3) Proteins (0,2) & ( 2.67,0)
5
N Y-Values
4.5 (4.5,0)
4

3.5

2.5

2 FEASIBLE REGION
1.5

M
1

0.5 (1.1, 1.25)

0
0 1 2 3 4 5 6 7
L
(6, 0)
1) 4x+ 12y = 18 2) 16x + 4y = 24 3) 8x + 6y = 16
To find the Minimum value
Point Coordinates (X, Y) Z= 4x +3Y
A (0,6) 0+ 6*3 =18
B (1.1, 1.25) 4.4+ 3.75 = 8.15
C (4.5,0) 18 + 0 = 18

The Minimum is at point M = 8.15

The cost will be minimised at point B i.e. The stipulated intake of 18,
24 and 16 units of Fats, Proteins and Carbohydrates respectively could
be met at the least cost at point M
Example:
Use the graphical method to solve the following LP problem maximize
Z= 2X + Y
• subject to constraints
1 )X +2Y ≤ 10
2) X + Y ≤ 6
3) X-Y ≤2
4) X - 2Y ≤ 1
and X, Y ≥0
Solution
• Plotting a graph of each constraint by first treating them as a linear
equation in the same way as discussed earlier use the inequality
condition of each constraint to mark the visible region as shown in
figure the feasible region is shown by shaded area here it may be
noted that we have not considered the area below the lions X - 62 is
equal to 2 and x square - 2 x 2 is equal to one for the negative values
of x to this is because of the non negative condition Y is greater than
or equal to zero which implies that negative values of x to are not
desirable
• Linear Programming (Definition, Methods & Examples) (byjus.com)
THANK YOU