CHAPTER 2

LINEAR PROGRAMMING-I

2.1 INTRODUCTION

Linear Programming (LP) is a widely used mathematical techniques designed to help

managers in planning and decision making relative to resource allocations. It is a
mathematical method for determining a way to achieve the best outcome in a given
mathematical model for some list of requirements represented as linear relationships.

Many management decisions involve trying to make the most effective use of
organization resources. These resources include Machinery, Labors, Money, Time,
Warehouse space or Raw materials to produce goods (machinery, furniture, food or
cooking) or service (schedules for machinery and production advertising policies or
investment decision).

More formally, linear programming is a technique for the optimization of a linear

objective function, subject to linear equality and linear inequality constraints. Given a
polytope and a real-valued affine function defined on this polytope, a linear
programming method will find a point on the polytope where this function has the
smallest (or largest) value if such point exists, by searching through the polytope
vertices.

2.2 History
The problem of solving a system of linear inequalities dates back at least as far as
Fourier, after whom the method of Fourier-Motzkin elimination is named. Linear
programming arose as a mathematical model developed during World War II to plan
expenditures and returns in order to reduce costs to the army and increase losses to the
enemy. It was kept secret until 1947. Postwar, many industries found its use in their
daily planning.

The founders of the subject are Leonid Kantorovich, a Russian mathematician who
developed linear programming problems in 1939, George B. Dantzig, who published the
simplex method in 1947, and John von Neumann, who developed the theory of the
duality in the same year. The linear programming problem was first shown to be
solvable in polynomial time by Leonid Khachiyan in 1979, but a larger theoretical and
practical breakthrough in the field came in 1984 when Narendra Karmarkar introduced a
new interior point method for solving linear programming problems.

Dantzig's original example of finding the best assignment of 70 people to 70 jobs

exemplifies the usefulness of linear programming. The computing power required to test
all the permutations to select the best assignment is vast; the number of possible
configurations exceeds the number of particles in the universe. However, it takes only a
moment to find the optimum solution by posing the problem as a linear program and

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applying the Simplex algorithm. The theory behind linear programming drastically
reduces the number of possible optimal solutions that must be checked.

2.3 SIGNIFICANT TERMS OF LINEAR PROGRAMMING

There are some significant terms in the linear programming, which need to be defined
so as to understand them clearly and make application of the important words. Some of
the important ones are given below
 Admissible Basis.. A set of m linearly independent activity vectors associated
with a basic feasible solution are termed admissible basis.
 Alternate Optima. Distinct solutions to the same optimization problem is
alternately termed as alternate optima.
 Basic Feasible Solution. A basic solution to the m equations of the linear
programming problem which also satisfies the non-negativity constraints is basic
feasible solution.
 Basic Solution. Given a system of m simultaneous linear equation in “n”
unknowns, Ax = b(m < n) and with rank m. If an m x m nonsingular matrix is
chosen from A, and if all the n-m variables associated with the remaining
columns of this matrix are set equal to zero, the solution to the resulting system
of equations is called a basic solution.
 Basic Variables. The m variables not initially set equal to zero in a basic
solution are basic variables
 Basis. A basis in e-dimensional Euclidean space is a set of n linearly
independent vectors. In linear programming, a basis is an (m x m) nonsingular
matrix composed of activity vectors, i.e., a basis matrix.
 Feasible Basis. A basis due to which there is yielding in a basic feasible
solution.
 Feasible Solution. A solution satisfying the constraints of A mathematical
programming problem in which all variables are non-negative.
 Inequality. A proposition which relates the magnitudes of two mathematical
expressions or functions A and B. Inequalities are of four types: A is greater than
B (A > B); A is less than B (A < B); A is greater than or equal to B (A ≥ B); A is
less than or equal to B (A ≤ B). The first two types are called “strict” and the last
two “relaxed” or “weak.”
 Inequality Relation. A relation within constraints which shows an inequality. Is
termed as inequality relation
 Infeasible Basis. A basis corresponding to an infeasible solution. Post
multiplying the inverse of such a basis by the constant vector, one obtains a
solution in which at least one variable value is negative.
 Initial Basis. The set of column vectors associated with the basic variables for
which a starting solution will be obtained in linear programming. It is often an
identity matrix.
 Initial Feasible Basis. The set of column vectors associated with the basic
variables of the first feasible solution to a linear programming problem.
 Initial Solution. The solution used at the beginning of an iterative solution to a
mathematical problem.

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 Linear Combination. An expression of the form a1x1 + a2x2 + ... + anxn where
the ai are coefficients and the xi are variables or vectors.
 Linear Constraint. A constraint which contains variables which are related in
terms of linear combinations.
 Linearly Dependent. A set of vectors {X} is linearly dependent if a set of
numbers aj, not all equal to zero, can be found such that a1X1 + a2X2 + ... +
akXk = 0.
 Linear Equation. An equation whose left-hand side and right-hand side are both
linear functions of the variables. Such an equation can always be put in the form
f(x, y, z,) = c, where f is a linear function and c is a constant.
 Linear Independence. A set of vectors (Xi)is linearly independent if the only set
of numbers ai for which alX1 + a2X2 + ... + akXk = 0 is al = a2 = ... = ak = 0.
 Linear Inequality. An inequality whose left-hand side and right-hand side are
both linear functions of the variables.
 Linear Model. A model where each dependent variable is a linear function of
independent variables.
 Linear Programming. The concept of expressing the interrelationship of
activities of a system in terms of a set of linear constraints in nonnegative
variables. A program, i.e., values of the variables, is selected which satisfies the
constraints and optimizes a linear objective function in these variables.
 Linear Programming Problem. The problem of minimizing or maximizing a
linear function in n variables subject to m linear constraints, with the variables
restricted to be nonnegative. Mathematically, we have Min (max) cX subject to
AX = b X ≥ 0 with A an (mxn) matrix. The constraints AX = b can also be
given in terms of inequalities, i.e., AX ≥ b, AX ≤ b or a combination of such
constraints.
 Near-Optimum Solution. A feasible solution to a mathematical programming
problem whose value of the objective function can be shown to be near the
optimum value.
 Nonbasic Variable. A variable in a solution to a linear programming problem
obtained by the simplex method and whose value has been arbitrarily set to
equal zero.
 Nondegeneracy Assumption. The assumption that all basic feasible solutions
to a linear programming problem are nondegenerate. This assumption is
convenient in some proofs which demonstrate the finiteness and convergence of
the simplex algorithm.
 Nondegenerate Feasible Solution. A basic feasible solution in which all of the
basic variables are positive.
 Nonegativity Constraint. A restriction that a variable can take on only positive
or zero values, e.g., x ≥ 0-
 Nonlinear Constraint. A constraint which contains variables whose relationship
cannot be expressed in terms of linear combinations.
 Nonlinear Equation. An equation at least one of whose terms is a nonlinear
function of the variables.

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  Nonlinear Function. A function defined as something other than a sum of terms
consisting of a constant times a single variable plus a final constant; net, not a
linear function
 Nonlinear Programming. An inclusive term covering all types of constrained
optimization problems except those where the objective function and the
constraints are all linear. Special types of nonlinear programming for which some
theory has been developed are convex programming, concave programming,
and quadratic programming.
2.4 CANONICAL FORM OF LP PROBLEM

Linear programs are problems that can be expressed in canonical form:

Where,
x represents
the vector of variables (to be determined),
c and b are vectors of (known) coefficients and
A is a (known) matrix of coefficients.

The expression to be maximized or minimized is called the objective function (cTx in

this case). The equations Ax ≤ b are the constraints which specify a convex polytope
over which the objective function is to be optimized. (In this context, two vectors are
comparable when every entry in one is less-than or equal-to the corresponding entry in
the other. Otherwise, they are incomparable.)

Linear programming can be applied to various fields of study. It is used most extensively
in business and economics, but can also be utilized for some engineering problems.
Industries that use linear programming models include transportation, energy,
telecommunications, and manufacturing. It has proved useful in modeling diverse types
of problems in planning, routing, scheduling, assignment, and design.

2.5 APPLICATION OF LINEAR PROGRAMMING

The linear programming has following applications

 Product-Mix:
Use in the selection of the product-mix in a factory to make best use of machine and
machine hours available while maximizing profit, that is, to find out which product to
include in production plan and in what quantities that should be produced.
 Blending Problems
Use for the selection of different blends of raw materials to produce the best
combinations at minimum cost e.g. food drinks, etc.
 Production Scheduled
Use to develop a production scheduled that will satisfy future demands for a firm’s
product and at the same time minimize production and inventory cost.
 Production Quantity

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 Use in determination of how much quantity to produce of different grades of
petroleum product (say) to yield maximum profit.
 Distribution System
Use in determining a distribution system that will minimize total shipping cost from
several warehouses to various market locations.
Limited Advertisement
 Use in the allocation of limited advertising budget among radio, TV and
newspaper spots in order to maximize the returns on investment.
 Investment
Use in selecting investment port-folio from a variety of stocks and bonds available in
such a way as to maximize the returns on investment.
 Work Scheduled
Use in the development of a work scheduled that allows a large restaurant to meet
staff needs at all hours of the day, while minimizing the total number of employees.

2,5,1 CONDITIONS OF LP PROBLEM

Application of LP requires following conditions to be met
 There must be well defined objective for maximizing profit or Minimizing cost
 The objective function must be linear
 There must be a constraint on availability of resources for the objective
functions
 Alternative course of action must be available to select the best
 Objective function must be expressed mathematically

Therefore, linear programming is a considerable field of optimization for several

reasons. Many practical problems in operations research can be expressed as linear
programming problems. Certain special cases of linear programming, such as network
flow problems and multicommodity flow problems are considered important enough to
have generated much research on specialized algorithms for their solution. A number of
algorithms for other types of optimization problems work by solving LP problems as sub-
problems. Historically, ideas from linear programming have inspired many of the central
concepts of optimization theory, such as duality, decomposition, and the importance of
convexity and its generalizations.

Summarily, linear programming is heavily used in microeconomics and company

management, such as planning, production, transportation, technology and other
issues. Although the modern management issues are ever-changing, most companies
would like to maximize profits or minimize costs with limited resources. Therefore, many
issues can be characterized as linear programming problems.

2.6 PROPERTIES OF LINEAR PROGRAMMING MODEL

All linear programming models have four basic properties in common. They are:
 All LP models seek to maximize or minimize some quantity, usually profit
or costs.

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ii. All LP models have constraints or limitations that limit the degree to which the
objective can be purse. E.g. deciding how many units of product in a product line to be
produced is restricted to the manpower and machinery available.
iii. There must be alternative course of action to choose from e.g. if there are 4 different
product, management may decide (using LP) how to allocate limited resources among
them.
iv. Objectives and constraints in LP model must be expressed in linear equations and
inequalities.

2.7 ASSUMPTION OF LINEAR PROGRAMMING

The linear programming has following assumptions
 Certainty
We assume that numbers in the objective and constraints are known with certainty
and does not change during the period being study
 Proportionality
We are sure that proportionality exists in the objective and the constraints. This
means that, if production of one unit of product uses two of a particular scare
resource; then making five units of that product uses ten resources.
 Additivity
This means that the total of all activities equals the sum of each individual activity.
 Divisibility
This means that solution may take fractional values and need not be in whole
numbers (integers). If a fraction of a product cannot be produced, integer
programming problem exist.
 Non-negativity
We assume that all answers or variables are non-negative. Negative values of
physical quantities are an impossible solution.

2.8 FORMULATION OF LINEAR PROGRAMMING MODEL

Linear programming problems are optimization problem which are stated verbally or in
words. The following steps can be used to formulate the model of any optimization
problem.
 Step 1
Choose variables and notations that will be used to form the objective and
constraints functions.
 Step 2
Identify the objective function to either maximize or minimize e.g. maximizes
profit or minimizes cost.
 Step 3
Develop mathematical relationships to describe objective and constraints.
 Step 4
Using the equations in any method of solving LP problem i.e. Graphical or Simplex
method

2.9 Standard form of linear programming

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Standard form is the usual and most intuitive form of describing a linear programming
problem. It consists of the following four parts:
 A linear function to be maximized
e.g.

.
 Problem constraints of the following form
e.g.

 Non-negative variables
e.g.

 Non-negative right hand side constants

The problem is usually expressed in matrix form, and then becomes:

Other forms, such as minimization problems, problems with constraints on alternative

forms, as well as problems involving negative variables can always be rewritten into an
equivalent problem in standard form.

Any LP can be transformed into STANDARD FORM

Minimise x0 = c1x1 + c2 x2 + ….. + cn xn

Subject to
a11 x1 + a12 x2 + ….. + a1n xn = b1

a 21 x1 + a22 x2 + ….. + a2n xn = b2

....... ….. ….. …
....... ….. ….. …
am1 x1 + am2 x2 + ….. + amn xn = bm
and
x1 0, x2 0 , xn 0
bi, cj, aij : fixed real constant; xi= 0…..n: real numbers to be determined
we assume that bi > 0 ( each equation may be multiplied by -1 to achieve this )

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 SOLVED EXAMPLES OF LP PROBLEM

Example 2.1: Production Planning Problem:

A factory manufacture a product each unit of which consist of 5 unit of part A and 4 unit of part
B. The two part A and B require different raw material of which 120 and 240 units respectively
are available. These parts can be manufactured by three different methods. Raw material
requirement per production run and the number of unit for each part produced are given below in
Table 2.1.
Table 2.1: Method, raw material input and product output
Input per run (units) Output per run (units)
Method
Raw material 1 Raw material 2 Part A Part B

1 7 5 6 4
2 4 7 5 8
3 2 9 7 3

Formulate a L.P. model to determine the number of production run for each method so as to
maximize the total number of complete unit of the final product.

Solution:

Formulation of Linear Programming Model

Let x1, x2, x3 represent the number of production run for method 1,2 and 3 respectively.
The objective is to maximize the total number of unit of the final product.
Now,
The total number of unit of part A produced by different method is 6x 1+5 x2+7 x3 and for part B
is 4x1+8 x2+3 x3.
Since each unit of the final product requires 5 unit of part A and 4 unit of part B, it is evident that
the maximum number of the final product cannot exceed the smaller value of
6 x1+5 x2+7 x3 and 4 x1+8 x2+3
5 4
Thus the objective is to maximize
Z = Minimum of (6 x1+5 x2+7 x3 , 4 x1+8 x2+3 )
5 4
Constraints are on the availability of raw materials. They are, for
raw material 1, 7 x1+4 x2+2 x3 ≤ 120,
And raw material 2, 5x1 + 7x2 + 9x3 ≤ 240.
The above formulation violates the linear programming properties since the objective function is
non-linear.(Linear relationship between two or more variable is the one in which the variable are
directly and precisely proportional). However the above model can be easily treduced to the
generally acceptable linear programming format.

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 (
Let y = Min 6 x1+5 x2+7 x3 , 4 x1+8 x2+3 ).
5 4
It follow that 6 x1+5 x2+7 x3  y and 4x1 + 8 x2+3 x3  y
5 4
i.e 6 x1+5 x2+7 x3  0, and 4 x1+8 x2+3 x3  0.
Thus mathematical model for the problem is
Maximize Z= y,
Subject to constraints 7 x1 + 4 x2 + 2 x3 ≤ 120,
5 x1+ 7x2 + 9 x3 ≤ 240.
6 x1+ 5 x2+ 7 x3 – 5y  0,
4 x1+ 8 x2+ 3 x3 – 4y  0,
Where x1, x2 , x3 , y  0.

Example 2.2: Product mix problem

A firm manufactures two items. It purchases casting which is then machined, bored and polished.
Casting for item a and b cost Rs. 2 and Rs. 3 respectively and are sold at Rs. % and Rs. 6 each
respectively . Running cost of three machines are Rs.20, Rs.14 and Rs. 17.50 per hour
respectively. Capacities of the machine are

Part A Part B
Machining Capacity 25/hr 40/hr
Boring Capacity 28/hr 35/hr
Polishing Capacity 35/hr 25/hr

Formulate the L. P. model to determine the product mix that maximizes the profit.

Solution:

Formulation of L.P. Model

Let x1 and x2 represent the number of units of A and b to be manufactured per hour.
The objective is to maximize the profit. Profit per part of item A and B is calculated in the table
2.2 below.
Table 2.2 Cost and profit per part
Part A (Rs.) Part B (Rs.)
Machining cost 20 = 0.80 20 = 0.50
25 40

14 = 0.50 14 = 0.40
Boring cost 28 35

17.50 = 0.50 17.50 = 0.70

Polishing Cost 35 25

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 Casting Cost 2.00 3.00
 Total Cost 3.80 4.60
Selling Price 5.00 6.00
 Profit 1.20 1.40

Therefore objective is to
Maximize z= 1.2 x1 + 1.4 x2

Constraints are on the capacities of the machine. For one hour running of each machine they are

1 x1 + 1 x2 ≤ 1,
25 40
1 x1 + 1 x2 ≤ 1,
28 35
1 x1 + 1 x2 ≤ 1,
35 25
Or 8 x1 + 5 x2 ≤ 200,
5 x1 + 4 x2 ≤ 140,
5 x1 + 7 x2 ≤ 175,
Where,
x1  0 , x2  0

Example 2.3: Investment problem

A mutual fund company has Rs. 20 lakhs available for investment in government bond, blue
chip stocks, speculative stocks and short term deposits. The annual expected return and risk
factor are given below:
Table 2.3: Type of investment , annual return and risk factor
Type of investment Annual expected return(%) Risk factor (0 to 100)
Government Bond 14 12
Blue Chip Stock 19 24
Speculative stock 23 48
Short term Deposit 12 6

Mutual Fund is required to keep at least Rs. 2 lakhs in short term deposit and not to exceed
average risk factor of 42. Speculative stock must be at most 20 percent of total amount invested.
How should the mutual fund invest the funds so as to maximize its total expected annual return?.
Formulate this as a linear programming problem.

Solution

Formulation of L.P. Model

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Let x1 , x2 ,x3 and x4 denote the amount of funds to be invested in government bonds, blue chip
stocks , speculative stocks and short term deposits respectively. Let z denote the total expected
return.
Since the Mutual Fund Company has Rs. 20 lakhs available for investment,
x1 + x2 + x3 + x4 ≤ 200000
Also , Mutual fund is required to keep at least Rs. 2 lakhs in short term deposits.
Hence x4  200000
The average risk factor is given by
12 x1 +24 x2 +48 x3 + 6 x4
x1 + x2 + x3 + x4

Since the average risk factor for Mutual Fund Company should not exceed 42, we get the
following constraint:
12 x1 +24 x2 +48 x3 + 6 x4 ≤ 42
x1 + x2 + x3 + x4
or 12 x1 +24 x2 +48 x3 + 6 x4 ≤ 42 ( x1 + x2 + x3 + x4)
or -30 x1 - 18 x2 + 6 x3 -36 x4 ≤ 0

Further , speculative stocks must be at most 20 per cent of total amount invested, hence
x3 ≤ 0.20 ( x1 + x2 + x3 + x4)
Or -0.2 x1 – 0.2 x2 + 0.8 x3 -0.2 x4 ≤ 0

Finally , since the objective is to maximize the total expected annual return, the objective
function for Mutual fund Company can be expressed as
Maximize Z = 0.14 x1 + 0.19 x2 + 0.23 x3 + 0.12 x4

Thus the linear programming model for Mutual fund Company is formulated as below:
Maximize Z = 0.14 x1 + 0.19 x2 + 0.23 x3 + 0.12 x4

Subject to constraints
x1 + x2 + x3 + x4 ≤ 200000
x4  200000
-30 x1 - 18 x2 + 6 x3 -36 x4 ≤ 0 or 30 x1 + 18 x2 - 6 x3 +36 x4  0
-0.2 x1 – 0.2 x2 + 0.8 x3 -0.2 x4 ≤ 0 or 0.2 x1 + 0.2 x2 - 0.8 x3 + 0.2 x4  0
Where,
x1  0, x2  0, x3  0, x4  0.

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Example 2.4 :Allocation of Resources in Production
A farmer has 100 acres on which to plant two crops: corn or wheat. To produce these crops, there
are certain expenses as shown in the table.
Table 2.4: Allocation of resources for production of crops
Item Cost per Acre (Rs)
Corn
Seed 12
Fertilizer 58
Planting/care/harvesting 50
Total 120
Wheat
Seed 40
Fertilizer 80
Planting/care/harvesting 90
Total 210

After the harvest, the farmer must store the crops awaiting proper market conditions. Each acre
yields an average of 110 bushels of corn or 30 bushels of wheat. The limitations of resources are
as follows:
Available capital: Rs15,000 , Available storage facilities: 4,000 bushels.
If net profit (the profit after all expenses have been subtracted) per bushel of corn is Rs1.30 and
for wheat is Rs2.00 , how should the farmer plant the 100 acres to maximize the profits?

Solution: Formulation of L.P. Model

To formulate a mathematical model, begin by letting:
x Number of acres to be planted in corn.
y Number of acres to be planted in wheat.
There are certain limitations or constraints.
The number of acres planted cannot be negative, so
x 0
y 0
The amount of available land is 100 acres:
x y 100 .
Why not x y 100? it might be more profitable for the farmer to leave some land out of
production i.e. it is not necessary to plant all the land.
We also know that:
Expenses for planting the corn 120x .
Expenses for planting the wheat 210y .
The total expenses cannot exceed #15,000 :
This is the available capital:
120x 210y 15000
The yields are:
Yield of acreage planted in corn 110x .
Yield of acreage planted wheat 30y .
The total yield cannot exceed the storage capacity of 4,000 bushels:

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 110x 30y 4000 .
Summary of constraints:
x y 100 [Available land]
120x 210y 15000 [Available capital]
110x 30y 4000 [Storage capacity]
x 0 [Non-negativity]
y 0 [Non-negativity]
Now, let P represent total profit. The farmer wants to maximize the profit, P.
Profit from corn value . amount 1.30 . 110x 143x .
Profit from wheat value . amount 2.00 . 30y 60y .
P profit from corn profit from wheat 143x 60y .
The linear programming model is stated as follows:
Maximise: P 143x 60y [Available land]
Subject to:
x y 100 [Available land]
120x 210y 15000 [Available capital]
110x 30y 4000 [Storage capacity]
x 0 [Non-negativity]
y 0 [Non-negativity]

Example 2.5 (Allocation of Resources in Manufacturing)

XYZ manufactures two types of settee; half-upholstered and full upholstered. The contribution
per unit to profit is Rs. 80 for half-upholstered and Rs 90 for full-upholstered. The amount of
materials needed per product and maximum available materials are given below:
Table 2.5: Allocation of resources for production of settee
Product Unit of material
Wood Foam Cover
Half-upholstered 2 2 5
Full-upholstered 1 4 5
Maximum available 12 24 35

Formulate the linear programming model for the above problem.

Solution: Formulation of L.P. Model

We want to maximize the profit, P. There are two types of items, half-upholstered and full-
upholstered.
Let,
x Number of half-upholstered produced.
y Number of full-upholstered produced.
Then,
Profit from half-upholstered Rs 80x .
Profit from full-upholstered Rs 90y .
P profit from half-upholstered profit from full-upholstered
P Rs 80x Rs 90y .

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The constraints are:
i. Non-negativity,
x 0 , y 0, The number of product must be non-negative
ii. Wood Material
2x Amount of wood material used for half-upholstered.
y Amount of wood material used for full-upholstered.
The total wood material cannot exceed 12:
This is the maximum available: 2x y 12 .
iii. Foam Material
2x Amount of foam material used for half-upholstered.
4y Amount of foam material used for full-upholstered.
The total foam material cannot exceed 24 :
This is the maximum available: 2x 4y 24 .
iv. Cover Material
5x Amount of cover material used for half-upholstered.
5y Amount of cover material used for full-upholstered.
The total cover material cannot exceed 35 :
This is the maximum available: 5x 5y 35 .
Thus, the linear programming model is:
Maximize: P Rs80x Rs90y .
Subject to:
2x y 12 [Wood material]
2x 4y 24 [Foam material]
5x 5y 35 [Cover material]
x 0 [Non-negativity]
y 0 [Non-negativity]

Example 2.6: Diet Problem

A convalescent hospital wishes to provide at a minimum cost, a diet that has a minimum of 200g
of carbohydrates, 100g of protein and 120g of fats per day. These requirements can be met with
two foods:
Table 2.6: Dietary requirement
Food Carbohydrates Protein Fats
A 10g 2g 3g
B 5g 5g 4g

If food A cost 29k per ounce and food B cost 15k per ounce, how many ounces of each food
should be purchased for each patient per day in order to meet the minimum requirements at the
lowest cost?
Formulate the LP model.

Solution: Formulation of L.P. Model

Let,
x Number of ounces of food A.

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 y Number of ounces of food B.
The minimum cost, C, is found by:
Cost of food A .29x .
Cost of food B .15y .
C .29x .15y
The constraints are:
x 0
y 0
The amounts of food must be non-negative.
The table gives a summary of nutrients provided:
Food type Amount Total consumption (in Grams)
(Ounces)
Carbohydrates Proteins Fats
1 x 10x 2x 3x
2 y 5y 5y 4y
Total 10x + 5y 2x + 5y 3x+ 4y

Daily requirements:
10x 5y 200
2x 5y 100
3x 4y 120
The LP model is:
Minimize: C .29x .15y
Subject to:
10x 5y 200 [Carbohydrates]
2x 5y 100 [Protein]
3x 4y 120 [Fats]
x 0 [Non-negativity]
y 0 [Non-negativity]

Example 2.7: Transportation Problem

Prestige Equipment transports certain refrigerator units from factories in Dehradun and Ludhiana
to distribution centres in Ambala and Noida. Transportation costs are summarized in the table
below:
Table 2.7: Transportation of product from source of production to distribution centre

Source Destination Transportation cost (Rs)

Dehradun Ambala 30
Noida 40
Ludhiana Ambala 60
Noida 50

The supply and demand, in number of units, is shown below:

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 Table 2.8: Capacity of supply and demand of refrigerator

Supply Demand
Dehradun, 200 Ambala 300
Ludhiana 600 Noida 400

How should transportation be made from Dehradun and Ludhiana to minimize the transporting
cost?

Solution: Formulation of L.P. Model

The information of this problem can be summarized by the following “map which is referred as fig 2.1”.

Fig: 2.1: Map of no of supply and demand of refrigerator along with transportation cost

Table 2.9: Source of supply to destinations with number and transportation cost

Source Destination Number Transportation cost (Rs)

Dehradun, Ambala X 30x
Noida Y 40y
Ludhiana Ambala Z 60z
Noida W 50w

Thus, the LP model is as follows:

Minimize: C 30x 40y 60z 50w
Subject to:
x y 200 [Supply]
z w 600 [Supply]
x z 300 [Demand]
y w 400 [Demand]
x 0 , y 0 , z 0, w 0 [Non-negativity]

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Example 2.8: Diet Problem
A patient wants to decide the constituents of diet., which will fulfill his daily requirements of proteins,
fats and carbohydrates at the minimum cost. The choice is to be made from three different types of
foods. The yields per unit of these foods are as follows
Table 2.10: Diet type, minimum requirement and cost
Food type Yield / unit Cost / Unit (Rs)
Proteins Fats Carbohydrates
1 2 2 4 40
2 4 2 4 50
3 8 10 8 60
Minimum 1200 400 800
requirement
Formulate linear programming for the problem.

Solution: Formulation of L.P. Model

Let,
a Number of yield of food protein.
b Number of yieldof food fats .
c Number of yield of food carbohydrates

The minimum cost, Z, is found by:

Cost of food protein .40a.
Cost of food fats b
Cost of food carbohydrates c.

 40abc (Objective function)
The constraints are:
a0
b 0
c 0
The amounts of food must be non-negative.
The table gives a summary of constituents of diet provided:
Table 2.11: Dietary requirement
Food type Yield / unit
Proteins Fats Carbohydrates
1 2a 2a 4a
2 4b 2b 4b
3 8c 10c 8c
Minimum 2a+ 4b+8c 1200 2a+ 2b+10c 400 4a+ 4b+8c 
requirement

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Example 2.9: A school is preparing a trip for 400 students. The company who is providing the
transportation has 10 buses of 50 seats each and 8 buses of 40 seats, but only has 9 drivers
available. The rental cost for a large bus is $800 and $600 for the small bus. Calculate how many
buses of each type should be used for the trip for the least possible cost.

Solution:

1Choose the unknowns.

x = small buses

y = big buses

2Write the objective function.

f(x, y) = 600x + 800y

3Write the constraints as a system of inequalities.

40x + 50y ≥ 400

x+y≤9

x≥0

y≥0

4 Find the set of feasible solutions that graphically represent the constraints.

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5 Calculate the coordinates of the vertices from the compound of feasible solutions.

6 Calculate the value of the objective function at each of the vertices to determine which of
them has the maximum or minimum values.

f(0, 8) = 600 · 0 + 800 · 8 = $6,400

f(0, 9) = 600 · 0 + 800 · 9 = $7,200

f(5, 4) = 6 00 · 5 + 800 · 4 = $6,200 € Minimum

The minimum cost is $6,200. This is achieved with 4 large and 5 small buses.

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Example 2.10: A store wants to liquidate 200 of its shirts and 100 pairs of pants from last season.
They have decided to put together two offers, A and B. Offer A is a package of one shirt and a
pair of pants which will sell for $30. Offer B is a package of three shirts and a pair of pants,
which will sell for $50. The store does not want to sell less than 20 packages of Offer A and less
than 10 of Offer B. How many packages of each do they have to sell to maximize the money
generated from the promotion?

1Choose the unknowns.

x = number of packages of Offer A

y = number of packages of Offer B

2Write the objective function.

f(x, y) = 30x + 50y

3Write the constraints as a system of inequalities.

A B Minimal

Shirts 1 3 200

Pants 1 1 100

x + 3y ≤ 200

x + y ≤ 100

x ≥ 20

y ≥ 10

4 Find the set of feasible solutions that graphically represent the constraints.

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5 Calculate the coordinates of the vertices from the compound of feasible solutions.

6 Calculate the value of the objective function at each of the vertices to determine which of
them has the maximum or minimum values.

f(x, y) = 30 · 20 + 50 · 10 = $1,100

f(x, y) = 30 · 90 + 50 · 10 = $3,200

f(x, y) = 30 · 20 + 50 · 60 = $3,600

f(x, y) = 30 · 50 + 50 · 50 = $4,000 Maximum

50 packages of each offer generates a maximum amount of $4,000 in sales.

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 QUESTION BANK: 2.1

1. What are essential characteristics of linear programming model

2. Discuss briefly the steps to formulate a linear programming problem. Explain with
an example
3. Write short note on the limitations of linear programming
4. In relation to Linear Programming, explain the implication of the following
assumptions of the model:
a. Linearity of the objective function and constraints
b. Certainty and
c. Decision variables
d. Non negativity constraints in a LPP
5. Explain the following terms
a. Linearity
b. Feasible solution
c. Objective function
d. Unbounded solution
e. Optimal solution
6. Orient Paper Mills produces two grades of paper X and Y Because of raw
material restrictions not more than 400 tons of grade X and not more than 300
tons of grades Y can be produced in a week. There are 160 production hour in a
week. It requires 0.2 and 0.4 hour to produce a ton of products X and Y
respectively with corresponding profit of Rs 20 and Rs 50 per ton. Formulate a
LPP to optimize the product mix for maximum profit.
7. Three products are produced on three different operations. The limit of available
time for the three operations are 430, 460 and 420 minutes respectively and
profit per unit for three products are 3,2 and 5 respectively. Times in minutes per
unit on each machine operation is as follows

Operations Product
I II III
1 1 2 1
2 3 0 2
3 1 4 0
Write LP model for this problem
8. A used car dealer wishes to stock up his lot to maximize his profit . He can select
car A, B and C which are valued wholesale at Rs 50000, Rs 70000 and Rs
80000 respectively. These can be sold at Rs 60000, Rs 85000 and Rs 105000
respectively. For each car type the probabilities of sale are as follows
Type of Car Probability of sale in 90 days
A 0.7
B 0.8
C 0.6

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 For every two car of type B, he should buy a one car of type A or C. If he has Rs
1000000 to invest, what should he buy to maximize his profit? Formulate the
linear programming for the problem.
9. Vitamin A and B is found in foods F1 and F2. One unit of food F1 contains 3 units
of vitamin A and 4 units of vitamin B and that of F2 contains 6 units of vitamin A
and 3 units of vitamin B One unit of vitamin F1 and F2 cost Rs 4 and Rs 5
respectively. The minimum daily need per person of vitamin A and B is 80 and
100 units respectively. Assuming that anything in excess of daily minimum
requirement is harmful. Find out the optimum mixture of F1 and F2 at the
minimum cost which meets the minimum requirement of vitamin A and B.
Formulate this as a LP problem.
10. A transport company has two types of trucks, Type A and Type B. Type A has a
refrigerated capacity of 20 m3 and a non-refrigerated capacity of 40 m3 while Type B has
the same overall volume with equal sections for refrigerated and non-refrigerated stock.
A grocer needs to hire trucks for the transport of 3,000 m3 of refrigerated stock and 4 000
m3 of non-refrigerated stock. The cost per kilometer of a Type A is $30, and $40 for Type
B. How many trucks of each type should the grocer rent to achieve the minimum total
cost?
11. A school is preparing a trip for 400 students. The company who is providing the
transportation has 10 buses of 50 seats each and 8 buses of 40 seats, but only has 9
drivers available. The rental cost for a large bus is $800 and $600 for the small bus.
Calculate how many buses of each type should be used for the trip for the least possible
cost.
12. A store wants to liquidate 200 of its shirts and 100 pairs of pants from last season. They
have decided to put together two offers, A and B. Offer A is a package of one shirt and a
pair of pants which will sell for $30. Offer B is a package of three shirts and a pair of
pants, which will sell for $50. The store does not want to sell less than 20 packages of
Offer A and less than 10 of Offer B. How many packages of each do they have to sell to
maximize the money generated from the promotion?

23