LINEAR

PROGRAMMING
SHIFALI CHAWLA

Definition of Linear programming (LP)

Mathematical programming is used to find the best or optimal
solution to a problem that requires a decision or set of
decisions about how best to use a set of limited resources to
achieve a state goal of objectives.
Linear programming requires that all the mathematical
functions in the model be linear functions.

Some Applications of LPP

Product mix problem

Diet planning problem
Cargo loading problem
Capital budgeting problem
Manpower planning problem

Steps involved in mathematical programming

Conversion of stated problem into a mathematical model that
abstracts all the essential elements of the problem.
Exploration of different solutions of the problem.
Finding out the most suitable or optimum solution.

Terminology
Objective function: It is an expression representing the total
profit or cost of carrying out a set of activities at some levels.
The objective function will be either a maximization type or
minimization type.
Maximize or Minimize Z = c1X1 + c2X2 + c3X3 + + cnXn

Decision variable: It is used to represent the level of

achievement of a particular course of action.

Terminology
Set of Constraints: It is a kind of restriction on the total
amount of a particular resource to carry out the activities at
various levels.

Terminology
Non negativity Constraints: Each and every decision variable
in the linear programming model is a non negativity variable.
This is represented as

X1 , X2, X3 , , Xn 0

Product Mix problem

A company manufactures two different types of products A
and B. each product requires processing on milling machine
and drilling machine. But each type of machines has limited
hours available per week. The net profit per unit of the
products , resource requirements of the products and
availability of resources is as given the table below:
Machine type

Processing time (hrs.)

Product A

Product B

Machine
hours
available per
week

Miiling

200

Drilling

240

Profit/unit(Rs.) 250

400

Develop LP Models
(DIET Problem)
A nutrition scheme for babies is proposed by a committee of
doctors. Babies can be given two types of food (I and II) which
are available in standard sized packets weighing 50 grams. The
cost per packet of these foods are Rs.2 and Rs.3, resp. The
vitamin availability in each type of food per packet and the
minimum vitamin requirement for each type of vitamin are
summarized in given table. Develop a linear programming
model to determine the optimal combination of food types
with the minimum cost such that the minimum requirement
of vitamin in each type is satisfied.

Details of Food types

Vitamin

Vitamin availability per packet

Food type I

Food type II

Minimum daily
required vitamin

14

Cost/packet(Rs.)

Cargo Loading problem

Consider the cargo loading problem, where 5 items are to be
loaded on a vessel. The weight ( ) and volume ( ) of each
unit of the different items as well as their corresponding
returns per unit ( ) are tabulated below:

Item-i

.
The maximum cargo weight(W) and volume(V) are given as
112 and 109 resp. It is required to determine the optimal
cargo load in discrete units of each item such that the total
return is maximized. Formulate the problem as a programming
model.

Manpower Scheduling problem

In a multi-speciality hospital, nurses report to duty at the end of
every 4 hour as shown in table. Each nurse, after reporting will work
for 8 hours continuously. The minimum number of nurses required
during various periods are summarized in table. Develop a
mathematical model to determine the number of nurses to report at
the beginning of each period such that the total number of nurses
who have to report to duty in a day is minimized.
Interval number

Time period

From

To

Minimum no.of
nurses required

12 midnight

4 am

20

4 am

8 am

25

8 am

12 noon

35

12 noon

4 pm

32

4 pm

8 pm

22

8 pm

12 midnight

15

Problem 4 u
A company wants to engage casual labours to assemble works
for only one shift which consists of 8 hours and 6 days a week.
The casual labours consist of two categories : skilled and semiskilled. The daily production per skilled labour is 80 assemblies
and that of semi skilled labour is 60 assemblies. The rejection
rate of the assemblies produced by the skilled labours is 5%
and that of semi skilled labours is 10%. The loss to the
company for rejecting an assembly is rs.25. The daily wage per
labour of the skilled and semi skilled labours are Rs.240 and
Rs.160 resp. The required weekly production is 1,86,000
assemblies. The company wants to limit the no. of semi skilled
labours per day to utmost 400. Develop a LPP to determine
the optimal mix of casual labours to be employed so that the
total cost is minimized.

Types of Solution
Feasible solution
If all the constraints of the given LPP are satisfied by the solution
of the model, then that solution is known as feasible solution.
Optimal solution
If there is no other superior solution to the solution obtained for
a given LPP, then the solution obtained is treated as the optimal
solution.
Unbounded solution
For some LPP, the objective function value can be
increased/decreased infinitely without any limitation. Such
solution is known as unbounded solution.

.
Alternate optimal solution
For some LPP, there may be more than one combination of
values of the decision variables yielding the best objective
function value. Such combinations of the values of the decision
variables are known as alternate optimal solutions.
Infeasible solution
If there is no combination of the values of the decision variables
satisfying all the constraints of the LPP, then that model is said
to have infeasible solution.

Graphical Method

An equation of the form 4x1 + 5x2 = 1500 defines a

straight line in the x1-x2 plane. An inequality defines
an area bounded by a straight line. Therefore, the
region below and including the line 4x1 + 5x2 = 1500
in the Figure represents the region defined by 4x1 +
5x2 1500.
Same thing applies to other equations as well.
The shaded area of the figure comprises the area
common to all the regions defined by the constraints
and contains all pairs of xI and x2 that are feasible
solutions to the problem.
This area is known as the feasible region or feasible
solution space. The optimal solution must lie within
this region.

.
There are various pairs of x1 and x2 that satisfy the
constraints such as:

TryTrying different solutions, the optimal solution will be:

X1 = 270

X2 = 75

inTryinThis indicates that maximum income of $4335 is

obtained by producing 270 units of product I and 75 units
of product II.
g different solutions, the optimal soluti

.
In this solution, all the raw material and available
time are used, because the optimal point lies on the
two constraint lines for these resources.
However, 1500- [4(270) + 5(75)], or 45 ft2 of storage
space, is not used. Thus the storage space is not a
constraint on the optimal solution; that is, more
products could be produced before the company ran
out of storage space. Thus this constraint is said to
be slack.

Problem 4 u
Solve the LPP using graphical method:
1) Min z=2x+3y
subject to x+y 6
7x+y 14
x,y 0
2) Max z= 6x+8y
subject to 5x+10y 60
4x+4y 40
x,y 0

Problem 4 u
3) Max z=100x+80y
subject to 5x+10y 50
8x+2y 16
3x-2y 6
x,y 0

Simplex Method
Terms Used:
Basic variables: A variable is said to be a basic variable if it has
unit coefficient in one of the constraints and zero coefficient in
the remaining constraints.
If all the constraints are type, then the standard form is to be
treated as the canonical form. The canonical form is generally
used to prepare the initial simplex table.

Problems..
1) Max z= 6x+8y
subject to 5x+10y 60
4x+4y 40
x,y 0
2) Max z= 10x+15y+20z
subject to 2x+4y+6z 24
3x+9y+6z 30
x,y,z 0

BIG-M Method
1) Min z= 2x+3y
subject to x+y 6
7x+4 40
x,y 0
2) Min z= 10x+15y+20z
subject to 2x+4y+6z 24
3x+9y+6z 30
x,y,z 0

BIG-M Method
3) Max z= 20x+10y+15z
subject to 8x+6y+2z 60
5x+y+6z 40
2x+6y+3z 30
x,y,z 0