Linear Programming
Linear Programming
Problem
Linear programming problem
• LP is one of the operations research Technique employed for solving
optimization problems.
• Linear + Programming
Applications of LP
• Product mix problems.
• Advertising mix.
• Portfolio selection.
• Blending problem.
• Travelling salesman problem.
• Staffing problem.
Basic Assumptions
1. Conditions of Certainty.
It means that numbers in the objective and constraints are known with
certainty and do change during the period being studied.
2. Linearity or Proportionality.
We also assume that proportionality exits in the objective and constraints.
This means that if production of 1 unit of product uses 6 hours, then making
10 units of that product uses 60 hours of the resources.
3. Additively.
It means that total of all activities quails the sum of each individual activity. In
other words there is no interaction among all the activities of the resources.
4. Divisibility.
We make the divisibility assumption that solution need to be in whole numbers
(integers). Instead, they are divisible and may take any fractional value, if
product cannot be produced in fraction, and integer programming problem
exists.
5. Non-negative variable.
In LP problems we assume that all answers or variables are non-negative.
Negative values of physical quantities are an impossible situation. You simply
cannot produce a negative number of cloth, furniture, computers etc.
6. Finiteness.
An optimal solution cannot compute in the situation where there is infinite
number of alternative activities and resources restriction.
7. Optimality.
In linear programming problems of maximum profit solution or minimum cots
solution always occurs at a corner point of the set of the feasible solution.
Features of LP
• Wel defined objective.
• Limited resources.
• Graphical method
• Simplex method
Steps in graphical method
• Formulate LPP
• Convert each inequality in the constraint as equality.
• Draw straight lines to represent the equations concerning the
inequalities.
• Identify feasible region on the graph. An area in the graph which
satisfies all constraints is called feasible region.
• Locate the corner points of the feasible region.
• Calculate the coordinates at the corner points of the feasible region.
• Calculate the value of objective function at each corner point of feasible
region.
• Identify that corner point of the feasible region which maximises the
objective function or the minimum value of the objective function if it
is minimisation problem.
• The values taken as value of decision variables.