SLM Unit 02 MB0048
SLM Unit 02 MB0048
SLM Unit 02 MB0048
2.1 Introduction
Welcome to the unit of Operations Research on Linear Programming. Linear
programming focuses on obtaining the best possible output (or a set of
outputs) from a given set of limited resources.
Minimal time and effort and maximum benefit coupled with the best possible
output or a set of outputs is the mantra of any decision-maker. Today,
decision-makers or managements have to tackle the issue of allocating
limited and scarce resources at various levels in an organisation in the best
possible manner. Man, money, machine, time and technology are some of
these common resources. The management’s task is to obtain the best
possible output (or a set of outputs) from these given resources.
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Operations Research Unit 2
You can measure the output from factors, such as the profits, the costs, the
social welfare, and the overall effectiveness. In several situations, you can
express the output (or a set of outputs) as a linear relationship among
several variables. You can also express the amount of available resources
as a linear relationship among various system variables. The management’s
dilemma is to optimise (maximise or minimise) the output or the objective
function subject to the set of constraints. Optimisation of resources in which
both the objective function and the constraints are represented by a linear
form is known as a linear programming problem (LPP).
Learning objectives
By the end of this unit, you should be able to:
Construct linear programming problem and analyse a feasible region
Evaluate and solve linear programming problems graphically
You can represent any LPP in the canonical form by using five elementary
transformations, which are as follows:
1. The minimisation of a function is mathematically equivalent to the
maximisation of the negative expression of this function. That is,
Minimise Z = c1 x1 + c2x2 + ……. + cn xn
is equivalent to
Maximise – Z = – c1x1 – c2x2 – … – cn xn
2. Any inequality in one direction (≤ or ≥) may be changed to an inequality
in the opposite direction (≥ or ≤) by multiplying both sides of the
inequality by –1. For example
2x1+3x2 5 is equivalent to –2x1–3x2 –5
3. An equation can be replaced by two inequalities in opposite direction.
For example:
2x1+3x2 = 5 can be written as 2x1+3x2 ≤ 5 and 2x1+3x2 ≥ 5 or 2x1+3x2 ≤ 5
and – 2x1 – 3x2 ≤ – 5
4. An inequality constraint with its left hand side in the absolute form can
be changed into two regular inequalities. For example:
2x1+3x2 ≤ 5 is equivalent to 2x1+3x2 ≤ 5 and 2x1+3x2 ≥ – 5 or – 2x1– 3x2 ≤ 5
5. The variable which is unconstrained in sign (≥ 0, ≤ 0 or zero) is equivalent
to the difference between 2 non-negative variables. For example:
if x is unconstrained in sign then x = (x+ – x–) where x+ ≥ 0, x– ≤ 0
Caselet
An automobile company has two units X and Y which manufacture three
different models of cars - A, B and C. The company has to supply 1500,
2500, and 3000 cars of A, B and C respectively per week (6 days). It
costs the company Rs. 1,00,000 and Rs. 1,20,000 per day to run the units
X and Y respectively. On a day unit X manufactures 200, 250 and 400
cars and unit Y manufactures 180, 200 and 300 cars of A, B and C
respectively per day. The operations manager has to decide on how many
days per week should each unit be operated to meet the current demand
at minimum cost.
The operations manager along with his team uses a LPP model to arrive
at the minimum cost solution.
Case Study 1
A firm engaged in producing 2 models namely, Model A and Model B,
performs only 3 operations - painting, assembly and testing. The relevant
data are as follows:
Table 2.1: Unit sale price and hours required for each unit
Total numbers of hours available each week are as under assembly 600,
painting 100, and testing 30. The firm wishes to determine the weekly
product-mix so as to maximise revenue
Case Study 2
A milk distributor supplies milk in bottles to houses in three areas A, B, C
in a city. His delivery charge per bottle is 30 paise in area A; 40 paise in
area B and 50 paise in area C. He has to spend on an average, 1 minute
to supply one bottle in area A; 2 minutes per bottle in area B and 3
minutes per bottle in area C. He can spare only 2 hours 30 minutes for
this milk distribution but not more than one hour 30 minutes for area A
and B together. The maximum number of bottles he can deliver is 120.
Find the number of bottles that he has to supply in each area so as to
earn the maximum. Construct a mathematical model.
Solution: The decision variables of the model can be defined as follows:
x1 : Number of bottles of milk which the distributor supplies in Area A.
x2 : Number of bottles of milk which the distributor supplies in Area B.
x3 : Number of bottles of milk which the distributor supplies in Area C.
The objective:
Maximise Z = 30 x 1 40 x 2 50 x 3 in rupees
100 100 100
Constraints:
1. Maximum number of milk bottles is 120 that is x1+x2+x3 ≤120.
2. Since he requires one minute per bottle in area A, 2 minutes per
bottle in area B and 3 minutes per bottle in area C and he cannot
spend more than 150 minutes for the work,
1.x1 + 2.x2 + 3.x3 ≤150.
3. Further, since he cannot spend more than 90 minutes for areas A and
B. 1.x1+2.x2 ≤ 90.
4. Non-negativity x1 ≥ 0, x2 ≥ 0.
The problem can now be stated in the standard L.P. form as
Maximise Z = 0.3x1 + 0.4x2 + 0.5x3
Subject to
x1 + x2 + x3 ≤ 120
x1 + 2x2 + 3x3 ≤ 150
x1 + 2x2 ≤ 90
and x1 ≥0, x2 ≥ 0
Case Study 3
An oil company has two units A and B which produce three different
grades of oil - super fine, medium and low grade. The company has to
supply 12, 8, 24 barrels of super fine, medium and low grade oil
respectively per week. It costs the company Rs. 1,000 and Rs. 800 per
day to run the units A and B respectively.
On a day unit A produces 6, 2 and 4 barrels and unit B produces 2, 2 and
12 barrels of super fine, medium and low grade oil per day. The manager
has to decide on how many days per week should each unit be operated
in order to meet the requirement at minimum cost.
Formulate the LPP model.
Let x1 and x2 be the number of days the units A and B be operated per
week respectively. Then the objective of the manager is to:
Minimise the cost function
Z = 1000 x1 + 800 x2
Subject to the constraints 6x1+2x2 12 (Super fine)
2x1+2x2 8 (medium)
4x1+12x2 24 (low grade)
and x1 0, x2 0
Any point on the line 4x1+3x2 = 210 or inside the shaded portion will satisfy
the restriction of the inequality, 4x1+3x2 210. Similarly the line 2x1+x2 = 90
meets the x1-axis at the point C(45, 0) and the x2 – axis at the point D(0, 90).
Combining the two graphs, you can sketch the area as follows:
E E E E E E
Figure 2.4: Convex regions
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Operations Research Unit 2
Solved Problem 1
Find all basic solutions for the system x1 + 2x2 + x3 = 4, 2x1 + x2 + 5x3 = 5.
Solution: Here:
x1
1 2 1 and b = 4 .
A = , X = x 2
2 1 5 x 3 5
2 1
i) If x1 = 0, then the basis matrix is B = . In this case 2x2 + x3 = 4,
1 5
x2 + 5x3 = 5.
5 2 5 2
If we solve this, then x2 = and x3 = . Therefore x2 = , x3 = is
3 3 3 3
a basic feasible solution.
1 1
ii) If x2 = 0, then the basis matrix is B = . In this case, x1 + x3 = 4,
2 5
2x1 + 5x3 = 5.If we solve this, then x1 = 5 and x3 = -1. Therefore
x1 = 5, x3 = -1 is a basic solution. (Note that this solution is not
feasible, because x3 = -1 < 0).
1 2
iii) If x3 = 0, then the basis matrix is B = . In this case, x1 + 2x2 = 4.
2 1
2x1 + x2 = 5. After solving, x1 = 2, and x2 = 1. Therefore x1 = 2, x2 = 1
is a basic feasible solution.
Therefore (i) (x2, x3) = (5/3, 2/3), (ii) (x1, x3) = (5, -1), and
(iv) (x1, x2) = (2, 1) are only the collection of all basic solutions
Solved Problem 2
Solve the given LPP using the graphical method. (Solve the LPP as
discussed in example 1) Maximise Z = 50x1 + 80x2
Subject to the constraints
1.0x1 + 1.5x2 600
0.2 x1 + 0.2x2 100
0.0x1 + 0.1x2 30
and x1 0, x2 0
Solution:
The horizontal axis represents x1 and the vertical axis x2. Plot the
constraint lines and mark the feasibility region as shown in the figure.
Any point on the thick line or inside the shaded portion will satisfy all the
restrictions of the problem. The ABCDE is the feasibility region carried out
by the constraints operating on the objective function. This depicts the
limits within which the values of the decision variables are permissible.
The inter-section points C and D can be solved by the linear equations
x2 = 30; x1 + 1.5 x2 = 600, and 0.2x1 + 0.2x2 = 100 and x1 + 1.5x2 = 600
That is C (150, 300) and D (300, 180).
The next step is to maximise revenues subject to the above shaded area.
You can work out the revenues at different corner points as tabulated
below:
Solved Problem 3
For conducting a practical examination, the chemistry department of a
college requires 10, 12 and 7 units of three chemicals X, Y, Z
respectively. The chemicals are available in two types of boxes: Box A,
Box B. Box A contains 3, 2 and 1 units of X, Y, Z respectively and costs
Rs. 300. Box B contains 1, 2 and 2 units of X, Y, Z respectively and costs
Rs. 200. Find how many boxes of each type should be bought by the
department so that the total cost is minimal.
Solution: First, you need to summarise the given data in the following
table:
Table 2.4: Representation of chemical units, number of units in box types
and units required
From the details tabulated in the table, we find that x1 and x2 are subject
to the following constraints:
3x1 + x2 10
2x1 + 2x2 12
x1 + 2x2 7
Now, you consider the lines L1: 3x1 + x2 = 10, L2: 2x1 + 2x2 = 12
L3: x1 + 2x2 = 7 as shown in figure 2.7
You can see that the co-ordinates (x1, x2) of a point satisfy the
inequalities. The convex region bounded by these lines and the co-
ordinate axes is the shaded region in the unbounded region. Check the
point (x1, x2) that lies inside or on the boundary lines of this region
satisfying the conditions x1 0, x2 0 and the constraints.
You will find that the vertices for the region are P, Q, R, S.
Where P is the point at which L meets the x2 – axis, Q is the point of inter-
section of L1 and L2, R is the point of inter-section of L2 and L3 and S is the
point at which L3 meets the x1 – axis. We find that P (0, 10), Q (2, 4), R(5,
1) and S(7, 0).
At P (0, 10), Z = 300 0 + 200 10 = 2000
At Q (2, 4), Z = 300 2 + 200 4 = 1400
At R (5, 1), Z = 300 5 + 200 1 = 1700
At S (7, 0), Z = 300 7 + 200 0 = 2100
Evidently, Z is minimum at the vertices Q (2, 4) for which x1 = 2, x2 = 4.
Thus the cost is minimal, if 2 boxes of type A and 4 boxes of type B are
bought. The minimum cost is Rs. 1400.
Solved Problem 4
1. By using graphical method, find the maximum and minimum values of
the function Z = x – 3y where x and y are non-negative and subject to
the following conditions:
3x + 4y 19,
2x – y 9
2x + y 15
x–y–3
Solution: You can start by writing the constraints (conditions) to be
satisfied by x, y in the following standard (less than or equal) form:
– 3x – 4y – 19
2x – y 9
2x + y 15
–x+y3
Consider the equations:
– 3x – 4y = – 19, 2x – y = 9,
2x + y = 15, – x + y = 3,
You can see the lines L1, L2, L3 and L4 form a quadrilateral ABCD lying in
the first quadrant of the xy – plane. You can see that the region bounded
by this quadrilateral is convex.
As such, the points (x, y) that lie within or on the boundary lines of this
quadrilateral satisfy the inequalities x 0, y 0 and the constraints. The
co-ordinates of the vertices A, B, C, D of the quadrilateral are obtained by
solving equations taking two at a time, you will find that A (1, 4), B (5, 1),
C (6, 3), D (4, 7), hence the solution is
Zat A(1, 4) = 1 – 34 = – 11
Zat B(5, 1) = 5 – 31 = 2
Zat C(6, 3) = 6 – 33 = – 3
Zat D(4, 7) = 4 – 37 = – 17
Z is maximum at the vertex B and minimum at the vertex D. The maximum
value of Z is Zat B(5, 1) = 2, which corresponds to x = 5, y = 1, and the
minimum values of Z is –17 at D(4, 7), which corresponds to x = 4, y = 7.
Solved Problem 5
Use the graphical method to solve the following LPP.
Maximise Z = 7x1+3x2
Subject to the constraints
x1+2x2 ≥ 3
x1+x2 ≤ 4
5
0 ≤ x1 ≤ 2
3
0 ≤ x2 ≤ 2
and x1, x2 0
Solution:
Rewriting the given constraints as follows:
x1 x
32 1
3 2
x1 x
2 1
4 4
x1 x
5
1 ; 32 1
2 2
x y
Note: The equation 1 is called intercept form of the straight line.
a b
A and B are the distance from the origin to the intersection points on the
co-ordinate axes.
Solved Problem 6
Solve the given LPP in the graphical method.
Maximise Z = 100x1 + 40x2
Subject to
10x1 + 4x2 2000
3x1 + 2x2 900
6x1 + 12x2 3000
and x1, x2 0
Solution: The given constraints can be rewritten as
x1 x
2 1
200 500
x1 x
2 1
300 450
x1 x
2 1
500 250
Solved Problem 8
Solve the given LPP in the graphical method.
Maximise Z = 4x1+3x2
Subject to
x1 – x2 – 1
– x1 + x2 0
and x1, x2 0.
Solution: Due to lack of point (x1, x2) common to both the shaded regions,
the LPP cannot be solved. Consequently the constraints are inconsistent
to arrive at the solution.
Solved Problem 9
A company making cold drinks has 2 bottling plants located at towns T1 and
T2. Each plant produces three drinks A, B and C and their production
capacity per day is shown below:
Plant at
Cold drinks
T1 T2
A 6000 2000
B 1000 2500
C 3000 3000
Solution: Let the plants at T1 and T2 work on x1 and x2 days. Then the
objective is to minimise the operation costs.
Minimum of Z = 6000 x1 + 4000 x2.
Constraints on the demand for the 3 cold drinks are
6000 x1 + 2000 x2 80,000 – (i)
1000 x1 + 2500 x2 22000 – (ii)
3000 x1 + 3000 x2 40000 – (iii)
Also x1, x2 0
Thus the minimum value of Z is Rs. 80,000 and it occurs at B. Hence the
optimal solution to the problem is x1 = 12 days, x2 = 4 days.
Its vertices are A (3, 3) B (10, 3) C (20, 10) D (18, 12) and B (12, 12). The
values of Z at the five vertices are
Zat A (3, 3) = 2 3 + 3 3 =15
Z at B (20, 3) = 49
Z at C (20, 10) = 70
Z at D (18, 12) = 72
Z zt E (12,12) = 60
2.6 Summary
In a LPP, you first identify the decision variables with economic or physical
quantities whose values are of interest to the management. The problems
must have a well-defined objective function expressed in terms of the
decision variable.
The objective function is to maximise the resources when it expresses profit
or contribution. Here, the objective function indicates that cost has to be
minimised. The decision variables interact with each other through some
constraints. These constraints arise due to limited resources, stipulation on
quality, technical, legal or variety of other reasons.
The objective function and the constraints are linear functions of the
decision variables. A LPP with two decision variables can be solved
graphically. Any non-negative solution satisfying all the constraints is known
as a feasible solution of the problem. The collection of all feasible solutions
is known as a feasible region. The feasible region of a LPP is a convex set.
The value of the decision variables, which maximise or minimise the
objectives function is located on the extreme point of the convex set formed
by the feasible solutions. Sometimes the problem may be unfeasible
indicating that no solution exists for the problem.
20 45 5
1. x1 x2 max Z
19 19 19
2.9 References