LINEAR PROGRAMMING

- It is a branch of applied mathematics, which is a mathematical technique that involves

maximizing and minimizing a linear function subject to given linear constraints.

- The term linear refers to the relationship involving two or more variables, which show
first-degree mathematical statement.

- The term programming refers to the use of certain mathematical techniques or algorithms
to obtain best possible solution or the optimal solution.

Characteristics of Linear Programming Problem

- Knowing the characteristics of linear programming problems will enable one to recognize
problems that are amenable to a solution using linear programming models (also known
as mathematical representations of LPP)

1. The objective function is a mathematical statement reflecting the objective of the

operation. A single quantifiable objective must be specified by the decision-maker.

The objective of the decision-maker must be to maximize or minimize.

Maximization problems involve profit, market share, revenue, etc. Minimization
involves cost, distance, time etc.

2. The decision-maker must achieve the objective of the problem and must not violate the
limitations or constraints. These constraints are referred to the availability of resources
like labor time, machine time, raw materials, work or storage space, etc. These resources
must be limited to supply.

There are two kinds of constraints:

explicit constraints
- the conditions stated in the problem
- the relationship of variables could be expressed in terms of equations or inequalities.
implicit constraint
- states that the variables are always greater than or equal to zero such as the number of units
to be produced, number of hours, area, distance, volume, etc.

Methods of Solving Linear Programming Problems:

1- graphic method
2- simplex method

Formulation of LP Models

The formulation of L model is the first step in solving any linear programming problem.
The LPP must be formulated as mathematical model to be able t apply the mathematical techniques.
The following are the guidelines in formulating the LP models:
 1. Analyze and interpret the problem.
2. Determine the decision variables in the problem. These variables correspond to the
decision that must be made in order to identify a solution to the problem.
3. Present and summarize the data in tabular form (if possible).
4. Identify the objective of the problem ( to maximize or to minimize). Translate the
objective of the problem to a mathematical statement (this is the objective function).
5. Identify the limitations or restrictions in the problem and represent them as linear
expressions involving the decision variables. Words or expressions to denote are

≤: no more than
available
at most
limited to

≥: at least
more than
exceed
minimum

6. Gather pertinent data or make appropriate estimations for all arbitrary values in the
problem

7. Form the model.

Definition:
Linear Programming is planning by the use of linear relationships of variables involved. It
makes use of certain mathematical techniques to get the best possible solution to a problem
involving limited resources.

A minimization or maximization problem can be classified as linear programming if it has

the following properties:
1. The objective of the decision maker must be either to maximize or to minimize.
2. The actions of the decision maker must be constrained and the decision variables
must not violate the limitations or constraints.
3. All variables have a value greater than or equal to 0.
4. The relationship of variables could be expressed in terms of equations or
inequalities.

Two ways of solving a linear programming problem:

1. Graphical Method: can only be used if the problem has 2 or 3 variables, since there
are only 2 coordinate axes in a plane and 3 coordinates in space.
2. Simplex Method: can handle a problem having any number of variables.
The Graphical Method

Optimum Solution – is a solution that makes the objective function as large as possible in
the case of maximization process, and as small as possible in the case of minimization
process.

Feasible Solution – the set of all points in the graph satisfying the constraints and these
are located in the feasible region.

Two Main Parts of a Linear Program

1. Objective Function – is an algebraic expression introduced by the word “maximize”
or “minimize”.
2. Constraints are introduced by the “subject to”. These algebraic sentences in the
constraints are expressed in equations or inequalities. There are two parts of the
constraints: explicit and implicit.
a. Explicit constraints are conditions of the problems that are to be expressed
in mathematical sentences.
b. Implicit constraints are those that are implied.

Steps to follow in using the Graphical Method

1. Represent the unknown in the problem.
2. Tabulated the data about the unknown (if necessary)
3. Formulate the objective function and constraints.
4. Graph the constraints, and always solve for the coordinates at the point of
intersection of lines.
5. Substitute the coordinates at the vertices of the feasible region in the objective
function.
6. Formulate your decision by selecting the highest value of the objective if it is
maximization and the lowest value if it is minimization.

Example 1

The Margan Furniture makes two products: tables and chairs, which must be processed through
assembly and finishing departments. Assembly department is available for 60 hours in every
production period, while the finishing department is available for 48 hours of work. Manufacturing
one table requires 4 hours in the assembly and 2 hours in the finishing. Each chair requires 2 hours
in the assembly and 4 hours in the finishing. One table contributes P180 to profit, while a chair
contributes P100. The problem is to determine the number of tables and chairs to make per
production period in order to maximize the profit.

I Given:
Let x = the number of pieces of tables
y = the number of pieces of chairs
II Tabulation:

Product (Qty) Assembly Dept. Finishing Dept. Profit (Php/pc)

(hrs/pc.) (hrs/pc.)
x 4 2 180
y 2 4 100

III Objective: To maximize profit Z = 180x + 100y

Subject to the following constraints:
4x + 2y  60
2x + 4y  48 explicit constraints
x0
y0 implicit constraints
IV Graph:
Step 1, change the inequalities in the explicit contraints to equations
4x + 2y = 60
2x + 4y = 48

Step 2, determine two points of the line by getting the intercepts of the line:
Equation (1) 4x + 2y = 60
y-intercept: when x = 0, then y = 30, therefore a point is (0, 30)
x-intercept: when y = 0, then x = 15, therefore a point is (15, 0)
Equation (2) 2x + 4y = 48
y-intercept: when x = 0, then y = 12, therefore a point is (0, 12)
x-intercept: when y = 0, then x = 24, therefore a point is (24, 0)
x0
y0 the implicit constraints indicate that the points are found in the first
quadrant

Step 3, plot the equations by connecting their intercepts:

(0, 30)

+
2 (0, 12)
y
=
6
4
x
+
2 (15, 0) (24
y
=
6
0
 Step 4, label the the intercepts and indicate the equation of the line drawn.

(0, 30)

4x + 2y = 60
+
2 (0, 12)
y
=
6
2x
4
x
+
2 (15, 0) (24
y
= that satisfies the all the
Step 5, go back to the inequalities and shade the area
inequalities. 6
0
Step 6, label the shaded polygon “feasible region”.

(0, 30)

4x + 2y = 60
+
2 (0, 12)
y
=
feasible
6 region
2x
4
x
+
2 (15, 0) (24
y
Step 7, determine the vertices of the polygon formed = by the feasible region. For the
intersecting 6
lines, use elimination by addtion or subtraction,0or by substitution. Determinants may
also be
used.
To find point A, the coordinates of the the intersection of lines 4x + 2y =60 and 2x +
4y =48
is determined by (1) elimation using addition or subtraction or (2) by
determinants. Choose
any of these two methods:

By (1) elimation using addition or subtraction

Eliminate x
 4x + 2y =60 4x + 2y = 60
(2x + 4y =48 ) x (-2) - 4x - 8y = -96
- 6y = -36
y= 6
substitute y = 12 to eq1 or eq2
eq1: 4x +2(6) = 60
4x + 12 = 60
4x = 60 - 12
4x = 48
x =12

Therefore the point of intersection at point A is (12, 6)

(0, 30)

4x + 2y = 60
+
2 (0, 12)
y
= A(12, 6)
feasible
6 region
2x
4
x
+
2 (15, 0) (24
y
=
V Optimum Solution: 6
0
Vertices of the Maximum profit : 180x + 100y = Z
feasible region:
( 0, 12) 180 (0) + 100 (12) = 1200
(12, 6) 180 (12) + 100 (6) = 2760 This gives the maximum value.
(15, 0) 180 (15) + 100 (0) = 2700

VI Decision:
To maximize profit, the company should manufacture 12 pieces of tables and 6
pieces of
chairs to get a profit of Php2760 per batch.

Example 2

A small generator burns two types of fuel: low sulfur and high sulfur to produce electricity.
For one hour, each gallon of low sulfur emits 3 units of sulfur dioxide, generates 4 kilowatts
of electricity and cost P160. Each gallon of high sulfur emits 5 unit of sulfur dioxide,
generates 4 kilowatts and cost P150. The Environmental Protection Agency (EPA) insists
that the maximum amount of sulfur dioxide that can be emitted per hour is 15 units.
Suppose at least 16 kilowatts must be generated per hour, how many gallons of high sulfur
and low sulfur must be utilized per hour in order to minimize the cost of fuel?

I Given:
Let x = the number of gallons of low sulfur fuel
y = the number of gallons of high sulfur fuel
II Tabulation:

Fuel (gallon) Sulfur Dioxide Electricity Cost (Php/gal)

(units/gal.) (kwhr/gal.)
x 3 4 160
Y 5 4 150

III Objective: To minimiz cost Z = 160x + 150y

Subject to the following constraints:
3x + 5y  15 x0
4x + 4y  16 y0

IV Graph:
3x + 5y = 15
4x + 4y = 16

Equation (1) 3x + 5y = 15
y-intercept: (0, 3)
x-intercept: (5, 0)
Equation (2) 4x + 4y = 16
y-intercept: (0, 4)
x-intercept: (4, 0)
x0
y0 the implicit constraints indicate that the points are found in the first
quadrant

Solving for the point of intersection:

By (2) determinants

a b c columns
3x + 5y = 15
4x + 4y = 16

c b
15 5
Nx = = (15)(4) – (16)(5) = -20
16 4

a b c columns
3x + 5y = 15
4x + 4y = 16

a c
3 15
Ny = = (3)(16) – (4)(15) = -12
4 16
 a b c columns
3x + 5y = 15
4x + 4y = 16

a b
3 5
D= = (3)(4) – (4)(5) = - 8
4 4

x = Nx / D y = Ny / D
= - 20 / -8 = -12 / -8
x = 5/2 or 2 ½ y = 3/2 or 1 ½

Therefore the point of intersection at point A is (2 ½, 1 ½)

(0, 4)

+ 4x + 4y = 16
2 (0, 3)
y
= A(2 ½, 1
6
feasible region 3x
4
x
+
2 (4, 0)
y
=
V Optimum Solution: 6
0
Vertices of the Minimum cost : 160x + 150y = Z
feasible region:
(4, 0) 160 (4) + 150 (0) = 640
(5, 0) 160 (5) + 150 (0) = 800
(2 ½, 1 ½) 160 (2 ½) + 150 (1 ½) = 625 This gives the minimum value.

VI Decision:
To minimize cost, the company should consume 2 ½ gallons of high sulfur fuel
and 1 ½
gallons of low sulfur fuel for a minimum cost of Php625 per hour.
Exercises on Linear Programming Problems

1. A company produces two kinds of textile, textile Q and textile R, each which must be processed
through two machine centers. Machine Center I has a maximum of 120 hours available and
machine center II has a maximum of 180 hours available. Manufacturing a roll of textile Q
requires 6 hours in machine center I and 3 hours in machine center II. Manufacturing a role of
textile R requires 4 hours in machine center I and 10 hours in machine center II. If profit is P4
500 for a roll of textile Q and P5 500 for a roll of textile R, determine the number of rolls textile
Q and textile R should be manufactured in order to maximize the profit considering that the
number of rolls of textile R must not exceed 12 units and the number of rolls of textile Q must
be at least 10 units.

2. In the table, the vitamin and mineral content of two brands of cereals, C1 and C2 is given in
milligrams per gram. The third column gives the daily minimum requirements of these vitamins
and minerals. At the bottom of the first two columns, the costs per gram of each cereal are
listed. Find the number of grams for each cereal which taken together that satisfy the daily
minimum requirements of thiamin, niacin, and iron at lowest cost.

Vitamin/Mineral Cereal 1 Cereal 2 Daily Minimum

Requirement
Thiamin 0.50 0.25 2.00
Niacin 50.00 150.00 450.00
Iron 1.50 2.00 11.00
Cost P25.00 P20.00
3. A store sells original local and imported compact disks. The owners buy the local CD for P200
then sell it for P450; and buy an imported CD for P450 then sell it for P800. They can buy 200
to 350 pieces local CD and import 150 to 300 pieces of imported CD but more than 500 pieces
of both. How many pieces of local and imported CD should they buy to maximize their profit?

4. Protective Research, Inc. received an order to produce a specially designed fence for preventing
automobile accidents on the highways. The fence is manufactured in two sections, each
requiring no more than 9 units of material A and no more than 6 units of material B. While
each unit of material A weighs 4 kgs and B weighs 6 kgs, the final product must weigh exactly
48 kgs. Management figures profit in terms of input units, P240 per unit from material A and
P160 from material B. What is the most profitable mix

5. The owner of Black Angus Ranch of Australia is trying to determine the correct mix of two
types of beef feed A and feed B, which cost $2 and $3 per pound, respectively. Five essential
ingredients are contained in the feed, as shown in the table below, which also indicates the
minimum daily requirements of each ingredient:

______________________________________________
Percent per
pound o f feed
___________
 Minimum daily
Ingredient Feed A Feed B requirements (pounds)
_____________________________________________________

1 20 25 30
2 30 10 50
3 0 30 20
4 24 15 60
5 10 20 40
_______________________________________________________

6. A firm produces four products: A, B, C, and D. Each unit of product A requires two hours of
assembly, one hour of finishing, and P10 worth of in-process inventory. Each unit of product
B requires 1 hour of assembly, 3 hours of finishing, and P5 worth of in-process inventory.
Each unit of product of C requires 2.5 hours of assembly, 2.5 hours of finishing, and P2 worth
of in-process inventory. Finally each unit of product D requires five hours of assembly, no
finishing, and P12 worth of in-process inventory. The firm has 120,000 hours assembly time
and 160,000 hours of finishing time available. In addition, not more than P1 million may be
tied up in-process inventory. Each unit of product A returns a profit of P40; each unit of product
B returns a profit of P24; each unit of product C returns a profit of P36; and each unit of product
D returns a profit of P23. Not more than P20,000 units of product A can be sold; not more than
16,000 units of product C sold; any number of units of products B and D may be sold. However,
at least 10,000 units of product D must be produced and sold to satisfy a contract requirement.
The objective of the firm is to maximize the profit resulting from the sales of the four products.

7. The Super Sausage Company (SSC) has recently experienced drastic changes in raw material
prices, and the manager has directed an analyst to re-examine the proportions in which SSC
mixes ingredients to manufacture sausage. Sausage manufacture involves meeting two key
product requirements. The percentage of protein, by weight, must be at least 15%; and the
percentage of fat by weight, cannot exceed 30% (remaining weight is filter). SSC has the
following raw materials available for mixing, with the following characteristics:

Ingredient Percent Protein Percent Fat Cost per Gram

A 40% 10% P1.80
B 20 15 0.75
C 10 35 0.40
D 5 40 0.15

Help SSC in determining its most desirable mixing schedule which will minimize the cost.

8. The GEM maker of jewelry makes two bracelet designs, heart design and flower design.
The bracelets are made of gold and platinum. The store has 28 ounces of gold and 20 ounces of
platinum. Each heart design bracelet requires 3 ounces of gold and 2.5 ounces of platinum and
makes a profit of P2500, while each flower design bracelet requires 4.5 ounces of gold and 3
ounces of platinum and makes a profit of P3400. How many hear design bracelets and flower
design bracelets should be produced to maximize the profit?

9. Two machines, A and B produce items at the rate of 50 per hour and 40 per hour, respectively.
Under a certain production plan, the total number of items needed is at least 1000 items, and the
total number of man-hours available for running the machines is at most 24 hours. If the hourly
 is P100 for running machine A and P70 for machine B, determine the equation that will yield
the most economical production program.

10. The Doodle food product company makes instant noodles from several ingredients. Three of
the ingredients, flour (fortified), squash, and mixed vegetables should include in each pack to
meet the minimum requirements of 240 mg of Vitamin A, 198 mg of Vitamin B and 135 mg
of Vitamin C while minimizing cost. The following table shows the information on the vitamin
content of each gram of the ingredients.
Ingredients Vitamin A Vitamin B Vitamin C
Flour 5 --- ---
Squash 2 2 ---
Mixed Veg 2 3 2

A gram of flour costs P0.50, a gram of squash costs P1.00 and a gram of mixed vegetables
costs P2.50. Formulate the LP model.

11. The Radiant Trucking Co. (RTC) distributes three products to several stores in provinces and
Manila. Currently RTC is planning its shipments to Manila. The volume and weight
requirements of each unit of the three products are given in the following table:

Product Volume (in ft3) Weight (in lbs)

A 3 8
B 5 10
C 6 7

The capacity per container of truck is limited to 2500 ft3 of space and 10000 pounds of product.
The profit per unit of product A is P120, product B is P150 and product C is P175. Determine
the best amounts of each product to ship.

12. CT & GA company manufacturers two types of chandelier: special and ordinary. Each special
chandelier requires 8 pounds of brass and each ordinary chandelier requires 4 pounds of brass.
During each production period, the company’s brass supply is limited to 640 pounds. Each
special type requires 6 hours of assembly time in the machines and each ordinary type requires
2 hours of assembly time in the machines. The company’s assembly machines are available
only for 360 hours in each production period. Each special type requires 5 light bulbs that must
be imported from Hong Kong. The importation of these bulbs is limited to 200 units. The
contribution to profit of each special type is P2200 and P1050 on the ordinary. How many
units of the special and ordinary chandelier should be produced per production period to
maximize the profit?

13. Chemkris wants to mix up 500 pounds of a diet food for aerobic students. There are two
principal ingredients in the mixture, x1 and x2, both sources of protein. The first source of
protein, x1, costs P15 a pound and x2 costs P12 a pound. Chemical constraints dictate the
mixture contain more than 300 pounds of x1 and at most 200 pounds of x2. Find the optimum
product mix and the minimum cost.

14. Dimensions by Marchelle, makes two wood items, tables and chairs, which must be processed
through assembly and finishing departments. Assembly has 60 hours available per week;
finishing can handle up to 48 hours of work a week. Manufacturing one table requires 4 hours
 in assembly and 2 hours in finishing. Each chair requires 2 hours in assembly and 4 hours in
finishing. If profit is P7000 per table and P4000 per chair, determine the number of tables and
chairs that must be produced to maximize the profit?

15. A farmer has 10 hectare acres to plant in palay and corn. He has to plant at least 7 hectares.
However, he has only P12000 to spend and each hectare of palay costs P2000 to plant and each
hectare of corn costs P1000 to plant. Moreover, the farmer has to get the planting done in 12
hours and it takes an hour to plant an hectare of palay and 2 hours to plant an hectare of corn.
If the profit is P5000 per hectare of palay and P3000 per hectare of corn, how many hectares
of each should be planted to maximize profits?

16. A gold processor has two sources of gold ore, source A and source B. In order to keep his plant
running, at least three tons of ore must be processed each day. Ore from source A costs P2000
per ton to process, and ore from source B costs P1000 per ton to process. Costs must be kept
to less than P8000 per day. Moreover, the government requires that the amount of ore from
source B cannot exceed twice the amount of ore from source A. If ore from source A yields 2
ounces of gold per ton, and ore from source B yields 3 ounces of gold per ton, how many tons
of ore from both sources must be processed each day to maximize the amount of gold extracted
subject to the above constraints?

19. A company manufactures and sells two model s of lamps, L1 and L2. To
manufacture each lamp, the manual work involved in model L1 is 20 minutes
and for L2, 30 minutes. The mechanical (machine) work involved for L1 is 20
minutes and for L2, 10 minutes. The manual work available per month is 100
hours and the machine is limited to only 80 hours per month. Knowing that the
profit per unit is $15 and $10 for L1 and L2, respectively, determine the
quantities of each lamp that should be manufactured to obtain the maximum
benefit.

20. With the start of school approaching, a store is planning on having a sale on
school materials. They have 600 notebooks, 500 folders and 400 pens in stock,
and they plan on packing it in two different forms. In the first package, there
will be 2 notebooks, 1 folder and 2 pens, and in the second one, 3 notebooks, 1
folder and 1 pen. The price of each package will be P165 and P210, respectively.
How many packages should they put together of each type to obtain the maximum
benefit?

21. On a chicken farm, the poultry is given a healthy diet to gain weight. The
chickens have to consume a minimum of 15 units of Substance A and another 15
units of Substance B. In the market there are only two classes of compounds:
Type X, with a composition of one unit of A to five units of B, and another type,
Y, with a composition of five units of A to one of B. The price of Type X is
P100 and Type Y, P300. What are the quantities of each type of compound that
have to be purchased to cover the needs of the diet with a minimal cost?

22. There is only 600 milograms of a certain drug that is needed to make both large
and small pills for small scale pharmaceutical distribution. The large tablets
weigh 40 milograms and the small ones, 30 milograms. Consumer rese arch
determines that at least twice the amount of the smaller tablets are needed than
 the large ones and there needs to be least three large tablets made. Each large
tablet is sold for a profit of P20 and the small tablet, P10. How many tablets of
each type have to be prepared to obtain the maximum profit?

21. A transport company has two types of trucks, Type A and Type B. Type A has
a refrigerated capacity of 20 m 3 and a non-refrigerated capacity of 40 m 3 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
m 3 of refrigerated stock and 4 000 m 3 of non-refrigerated stock. The cost per
kilometer of a Type A is $30, and $40 for Type B. How many tr ucks of each
type should the grocer rent to achieve the minimum total cost?

22. 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.

23. 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?

24.Mindoro operates two: one in Katibo and the other on Itim na Uwak Island. The
ore from the mines is crushed at the site and then graded into high sulfur ore
(ligmite), low sulfur ore (pyrite) and mixed ore. The graded ore is then sold to a
cement factory which requires, every year, at least 12000 tons of ligmite, at least
8000 tons of pyrite and at least 2400 tons of mixed ore.

Each day, at a cost of P22,000 per day, the Katibo mine yields 60 tons of ligmite,
20 tons of pyrite and 30 tons of the mixed ore. In contrast, at the Itim na Uwak
Island mine, at a cost of P25,000 per day, then min e yields 20 tons of ligmite, 20
tons of pyrite and 120 of the mixed ore.

The management of Mindoro Mines want to de termine how many days a year it
will operate the two mines to fill the demand from the cement plant at minimum
cost.

25.On the average, an experienced salesman for a pharmaceutical company is paid

P1000 a week in salary but generates about P50,000 in sales per week. On the
other hand, a rookie salesman is paid P500 a week and averages P20,000 in sales
per week.

A pharmaceutical company wants to expand its operations and checks its sales
budget; P8000 for the weekly payroll (experienced and rookie salesmen
combined) and P20,000 for the training program for rookie. In addition to these
obvious constraints, the company also plans to limit its sales force (experienced
plus rookies) to ten or fewer.

Under these circumstances, determine the optimal number of experienced

salesmen and rookies which will maximize total sales.