CERTIFICATE

Certified that this is a bona fide

report of the project entitled
'Linear Programming Problems'
done by DHRUVA AGRAWAL under
my supervision and guidance in
the partial fulfillment for the
internal assessment introduced in
the degree semester course.

Place :
Date :
 ACKNOWLEDGEMENT

I am deeply grateful to MATHS teacher

Mrs. NEHA BHATNAGAR and other
teachers in our Maths Department
from whom I received comments and
suggestions which have helped me
to improve the collection of this
project. I would like to express my
appreciation to the group members
who took my project and helped me
in improving the earlier versions of
the manuscript. I would like to place
on record my sincere appreciation to
DHRUVA AGRAWAL for his painstaking
efforts in typing the manuscript in a
record time. Last but not least, I
acknowledge with thanks the
sacrifices made by my dear friends
and family on account of my
involvement with the task of
completing this project work.

INTRODUCTION

Mathematics is the queen of science. In our

daily life, planning is required on various
occasions, especially when the resources
are limited. Any planning is meant for
attaining certain objectives. The best
strategy is one that gives a maximum output
from a minimum input. The objective which
is in the form of output may be to get the
maximum profit, minimum cost of
production or minimum inventory cost with
a limited input of raw material, manpower
and machine capacity. Such problems are
referred to as the problems of constrained
optimization. Linear programming is a
technique for determining an optimum
schedule of interdependent activities in view
of the available resources. Programming is
just another word for 'planning' and refers to
the process of determining a particular plan
of action from amongst several alternatives.
Linear programming applies to optimization
models in which objective and constraint
functions are strictly linear. The technique is
used in a wide range of applications,
including agriculture, industry,
transportation, economics, health systems,
behavioral and social sciences and the
military. It also boasts efficient
computational algorithms for problems with
thousands of constraints and variables.
Indeed, because of its tremendous
computational efficiency, linear
programming forms the backbone of the
solution algorithms for other operative
research models, including integer,
stochastic and non-linear programming. The
graphical solution provides insight into the
development of the general algebraic
simplex method. It also gives concrete ideas
for the development and interpretation of
sensitivity analysis in linear programming.
Linear programming is a major innovation
since World War II in the field of business
decision making, particularly under
conditions of certainty. The word 'linear'
means the relationships handled are those
represented by straight lines, i.e. the
relationships are of the form y = a + bx and
the word 'programming' means taking
decisions systematically. Thus, linear
programming is a decision making
technique under given constraints on the
assumption that the relationships amongst
the variables representing different
phenomena happen to be linear.
A linear programming problem consists of
three parts. First, there objective function
which is to be either maximized or
minimized. Second, there is a set of linear
constraints which contains thee technical
specifications of the problems in relation to
the given resources or requirements. Third,
there is a set of non negativity constraints -
since negative production has no physical
counterpart.

AIM
1. To find and know more about the
importance and uses of 'linear
programming'.
2. To formulate a linear programming
problem and solve in simplex method
and dual problem.

DATA COLLECTION
Linear programming is a versatile
mathematical technique in operations
research and a plan of action to solve a
given problem involving linearly related
variables in order to achieve the laid down
objective in the form of minimizing or
maximizing the objective function under a
given set of constraints

CHARACTERISTICS
Objectives can be expressed in a standard
form viz. maximize/minimize z = f(x) where z is
called the objective function.
Constraints are capable of being expressed in
the form of equality or inequality viz. f(x) = or ≤
or ≥ k, where k = constant and x ≥ 0.
Resources to be optimized are capable of
being quantified in numerical terms.
The variables are linearly related to each other.
More than one solution exist, the objectives
being to select the optimum solution.
The linear programming technique is based on
simultaneous solutions of linear equations.
USES
There are many uses of L.P. It is not possible to
list them all here. However L.P is very useful to
find out the following:
Optimum product mix to maximize the profit.
Optimum schedule of orders to minimize the
total cost.
Optimum media-mix to get maximum
advertisement effect.
Optimum schedule of supplies from
warehouses to minimize transportation costs.
Optimum line balancing to have minimum
idling time.
Optimum allocation of capital to obtain
maximum R.O.I
Optimum allocation of jobs between machines
for maximum utilization of machines.
Optimum assignments of jobs between
workers to have maximum labor productivity.
Optimum staffing in hotels, police stations and hospitals to maximize
efficiency.
Optimum number of crew in buses and trains to have minimum
operating costs.
Optimum facilities in telephone exchange to have minimum break
downs.
ADVANTAGES
Provide the best allocation of available resources.
meet overall objectives of the management.
Assist management to take proper decisions.
Provide clarity of thought and better appreciation of problem.
Improve objectivity of assessment of the situation.
Put across our view points more successfully by logical argument
supported by scientific methods.

PRINCIPLES
Following principles are assumed in L.P.P
Proportionality: There exist proportional relationships between objectives
and constraints.
Additivity: Total resources are equal to the sum of the resources used in
individual activities.
Divisibility: Solution need not be a whole number viz decision variable can
be in fractional form.
Certainty: Coefficients of objective function and constraints are known
constants and do not change viz parameters remain unaltered.
Finiteness: Activities and constraints are finite in number.
Optimality: The ultimate objective is to obtain an optimum solution viz
'maximization' or 'minimization'.

DEFINITION OF TERMS
a) Basic solution: There are instances where number of unknowns (p) are
more than the number of linear equations (q) available. In such cases we
assign zero values to all surplus unknowns. There will be (p-q) such
unknowns. With these values we solve 'q' equations and get values of 'q'
unknowns. Such solutions are called Basic Solutions.
b) Basic variables: The variables whose value is obtained from the basic
solution is called basic variables.
c) Non-basic variables: The variables whose value are assumed as zero in
basic solutions are called non-basic variables.
d) Solution: A solution to a L.P.P is the set of values of the variables which
satisfies the set of constraints for the problem.

e) Feasible solution: A feasible solution to a L.P.P the set of values of

variables which satisfies the set of constraints as well as the non-negative
constraints of the problem.

f) Basic feasible solution: A feasible solution to a L.P.P in which the vectors

associated with the non-zero variables are linearly independent is called basic
feasible solution
Note: Linearly independent: variables x1, x2, x3......... are said to be linearly
independent if k1x1+k2x2+.........+knxn=0, implying k1=0, k2=0,........
g) Optimum (optimal) solution: A feasible solution of a L.P.P is said to be
the optimum solution if it also optimizes the objective function of the
problem.

h) Slack variables: Linear equations are solved through equality form of

equations. Normally, constraints are given in the "less than or equal" (≤)
form. In such cases, we add appropriate variables to make it an "equality" (=)
equation. These variables added to the constraints to make it an equality
equation in L.P.P is called stack variables and is often denoted by the letter
'S'.

Eg: 2x1 + 3x2 ≤ 500

2x1 + 3x2 + S1 = 500, where S1 is the slack variable.

i) Surplus variables: Sometime, constraints are given in the "more than or

equal" (≥) form. In such cases we subtract an approximate variable to make it
into "equality" (=) form. Hence variables subtracted from the constraints to
make it an equality equation in L.P.P is called surplus variables and often
denoted by the letter 's'.

Eg: 3x1 + 4x2 ≥ 100

3x1 + 4x2 - S2 = 0, where S2 is the surplus variable.
j) Artificial variable : Artificial variables are fictitious variables. These are
introduced to help computation and solution of equations in L.P.P. There are
used when constraints are given in (≥) "greater than equal" form. As
discussed, surplus variables are subtracted in such cases to convert inequality
to equality form . In certain cases, even after introducing surplus variables,
the simplex tableau may not contain an 'Identity matrix' or unit vector. Thus,
in a L.P.P artificial variables are introduced in order to get a unit vector in the
simplex tableau to get feasible solution. Normally, artificial variables are
represented by the letter 'A'.

k) Big-M-method: Problems where artificial variables are introduced can be

solved by two methods viz.
Big-M-method and
Two phase method.

Big-M-method is modified simplex method for solving L.P.P when high

penalty cost (or profit) has been assigned to the artificial variable in the
objective function. This method is applicable for minimizing and maximizing
problems.

l) Two Phase method : L.P.P where artificial variables are added can be
solved by two phase method. This is a modified simplex method. Here the
solution takes place in two phases as follows:

Phase I - Basic Feasible solution: Here, simplex method is applied to a

specially constricted L.P.P called Auxiliary L.P.P and obtain basic feasible
solution.
Phase II - Optimum Basic solution: From basic feasible solution, obtain
optimum feasible solution.
m) Simplex Tableau : This is a table prepared to show and enter the values
obtained for basic variables at each stage of Iteration. This is the derived
values at each stage of calculation.
Optimal solution
An optimal solution of a linear programming problem is the set of real values
of the decision variables which satisfy the constraints including the non-
negativity conditions, if any and at the same time optimize the objective
function.
A vector (x1, x2... xn) which satisfies the constraints A x ≤ or ≥ b only is
called a solution. And a solution which satisfies all the constraints including
the non-negativity condition is called a feasible solution. The set of all
feasible solutions is called feasible space.
Integer Programming
A L.P.P in which solution requires integers is called an integer programming
problem. A mathematical programming in which the objective fn is quadratic
but all the constraints are linear un the decision variable is called a quadratic
programming.
eg: Max z = x12 + x22 Subject to 2x1 + x2 ≤ 6
7x1 + 8x2 ≤ 28
x1, x2 ≥ 0

Graphical L P solution

The graphical procedure includes two steps :

1. Determination of the solution space that defines all feasible solutions of the
model.
2. Determination of the optimum solution from among all the feasible points
in the solution space.

The proper definition of the decision variables is an essential first step in the
development of the model. Once done, the task of constructing the
objective function and the constraints is more straight forward.
FORMATION OF MATHEMATICAL MODEL OF L.P.P
There are three forms :
General form of L.P.P
Canonical form of L.P.P
Standard form of L.P.P

These are written in 'statement form' or in 'matrix' form as explained in

subsequent paragraphs. General form of L.P.P
a) Statement form: This is given as follows - "Find the values of x1, x2...
xn which optimize z = c1x1 + c2x2 + ... + cnxn subject to : a11x1 +
a12x2 + ... + a1nxn ≤ (or = or ≥) b1 a21x1 + a22x2 + ... + a2nxn ≤ (or =
or ≥) b2 am1x1 + am2x2 + ... + amnxn ≤ (or = or ≥) bm x1, x2,... xn ≥ 0
where all the coefficients (cj, aij, bi) are constants and xj's are variables.
(i = 1,2,... m) (j = 1,2,... n ) "
b) Matrix form of general L.P.P. This is stated as follows - "Find the
values of x1, x2, ... xn to maximize: z = c1x1 + c2x2 + ... +cnxn Let z be
a linear function on a Rn defined by
i. z = c1x1 + c2x2 + ... cnxn where cj are constants. Let aij be m*n
matrix and let { b1, b2, ... bm } be set of constraints such that
ii. a11x1 + a12x2 + ... + a1nxn ≤ (or = or ≥) b1 a21x1 + a22x2 + ... +
a2nxn ≤ (or = or ≥) b2 am1x1 + am2x2 + ... + amnxn ≤ (or = or ≥) bm
And let
iii. xj ≥ 0 j = 1,2,... n

The problem of determining an n-tuple (x1, x2,... xn) which make z a

minimum or a maximum is called 'General linear programming
problem'.

Canonical Form of L.P.P

a) Statement form: This form is given as follows:
"Maximize z=c1x1 + c2x2 +....... + cnxn
subject to constraints ai1x1 + ai2x2 +........+ ainxn ≤ bi ; (i= 1,2,....,m)
x1x2......xn ≥ 0 "
Characteristics of canonical form :
1. Objective function is of the "maximization" type. Note: minimization
of function f(x) is equivalent to maximization of function {-f(x)} ...
Minimize f(x) = Maximize {-f(x)}
2. All constraints are of the type "less than or equal to" viz "≤" except
the non-negative restrictions. Note: An inequality of more than (≥) can
be replaced by less than (≤) type by multiplying both sides by -1 and vice
versa.

eg: 2x1 + 3x2 ≥ 100 can be written as -2x1-3x2 ≤ -100

3. All variables are non-negative viz xj ≥ 0

b) Canonical form of L.P.P with matrix notations:

" Maximize Z = CX , subject to the constraints AX ≤ b

X≥0
Where X= (x1 ,x2 ,.......,xn); C= (c1 ,c2 ,......,cn)
bT = (b1 ,b2,..... ,bm) ; A= (aij) where i= 1, 2,..., m j= 1, 2,...., n "

The Standard Form of L.P.P

a) Statement form :-
" Maximize Z= c1x1 + c2x2 +....+ cnxn
Subject to the constraints ai1x1 + ai2x2 +.....+ ainxn = bi (i= 1, 2,...., m)
x1x2....xn ≥ 0 "

Characteristics of Standard form

1. Objective function is of maximization type.
2. All constraints are expressed in the function of equality form except
the restrictions.
3. All variables are non- negative.

Note: constraints given in the form of "less than or equal" (≤) can be
converted to the equality form by adding "slack" variables. Similarly,
those given in "more than or equal" (≥) form can be converted to the
equality form by subtracting "surplus" variables.
b) Standard form of L.P.P in matrix notations:

" Maximize Z = CX
subject to the constraints
AX =b b ≥0 and X ≥0
where X = (x1, x2, ..... xn) ; C = (c1, c2, ...., cn )
bT = (b1, b2,....., bm) ; A= (aij)
i = 1, 2, ....., m ; j = 1, 2, ....., n "
Note: coefficients of slack and surplus variables in objective function are
always assumed to be zero.
 BREIF HISTORICAL SKETCH
Programming problems first rise in economics, where the optimal allocation of
resources has long been of interest to economists. More specifically, however,
programming problems seem to be a direct outgrowth of the work done by a
number of individuals in the 1930's. One outstanding theoretical model developed
then was Von Newmann's linear model of an expanding economy, which was part
of the efforts of a number of Austrian and German economists and mathematicians
who were studying the generalization of wairasian equilibrium models of an
economy. A more practical approach was made by Leontief, who developed input-
output models of the economy. His work was concerned with determining how
much various industries would have to produce to meet a specified bill of
consumer demands. Input-output models did not actually involve any optimization;
instead they required the solution of a system of simultaneous linear equations.
During World War II, a group under the direction of Marshall K. Wood worked on
allocating problems for the United States Air Force. Generalization of Leontief
type models were developed to allocate resources in such a way as to maximize or
minimize some linear objective function. George B. Dantzig was a member of the
Air Force group ; he formulated the general linear programming problem and
devised the simplex method of solution in 1947. His work was not generally
available until 1951, when the Cowles-commission Monograph was published.
After 1951, progress in the theoretical development and in practical applications of
linear programming was rapid. Important theoretical contributions were made by
David Gale, H. W. Kuhn and A. W. Tucker, who had a major share in developing
the theory of duality in linear programming. A. Charnce, who also did some
important theoretical work, and W.W. Cooper took the lead in encouraging
industrial application of linear programming.

Economic Interpretation of Duality

1. At the optimum,
objective value = objective value
in the primal in the dual
2. At any Iteration of the primal,

Objective equation left side of right side of

coefficient of the = corresponding _ corresponding
variable xj dual constraint dual constraint
These two results lead to important economic interpretations of duality
and the dual variables. To present these interpretations formally, the
general primal and dual problems are presented below

Primal Dual

Maximize Z = cjxj Minimize Z= biyi

subject to subject to
aij xj = bi , i= 1, 2, ...., m aijyi ≥ cj , j= 1, 2,...., n
xj ≥ 0 , j= 1, 2, ....., n yi ≥ 0 , i= 1, 2, ...., m

We can think of the primal model in this manner. the coefficient cj

represents the profit per unit output of activity j. The available amount of
resources i, bi, is allocated at the rate of aij units of resource i per unit
output of activity j.
Problem of the linear- programming type had been formulated and
solved before the pioneering work of Dantzig. In 1941, Hitchcock
formulated and solved transportation problems which was
independently solved by the Koopmans in 1947. In 1942, Kantorovich
(Russian) also formulated the transportation problem, but did not solve
it. The economist Stigler worked out a minimum-cost diet in 1945.
Although this problem can be formulated as a linear programming
problem, Stigler did not use this technique. It was not until Dantzig's
work, however, that the general linear programming problem was
formulated as such, and a method devised for solving it.
APPLICATION OF LINEAR
PROGRAMMING
The primary reason for using linear programming methodology is to
ensure that limited resources are utilized to the fullest extent without any
waste and that utilization is made in such a way that the outcomes are
expected to be the best possible.
Some of the examples of linear programming are:
a) A production manager planning to produce various products with the
given resources of raw materials, man-hours, and machine-time for each
product must determine how many products and quantities of each
product to produce so as to maximize the total profit.
b) An investor has a limited capital to invest in a number of securities
such as stocks and bonds. He can use linear programming approach to
establish a portfolio of stocks and bonds so as to maximize return at a
given level of risk.
c) A marketing manager has at his disposal a budget for advertisement in
such media as newspapers, magazines, radio and television. The
manager would like to determine the extent of media mix which would
maximize the advertising effectiveness.
d) A Farm has inventories of a number of items stored in warehouses
located in different parts of the country that are intended to serve various
markets. Within the constraints of the demand for the products and
location of markets, the company would like to determine which
warehouse should ship which product and how much of it to each
market so that the total cost of shipment is minimized.
e) Linear programming is also used in production smoothing. A
manufacturer has to determine the best production plan and inventory
policy for future demands which are subject to seasonal and cyclical
fluctuations. The objective here is to minimize the total production and
inventory cost.
f) A marketing manager wants to assign territories to be covered by
salespersons. The objective is to determine the shortest route for each
salesperson starting from his base, visiting clients in various places and
then returning to the original point of departure. Linear programming
can be used to determine the shortest route.
g) In the area of personnel management, similar to the travelling
salesperson problem, the problem of assigning a given number of
personnel to different jobs can be solved by this technique. The
objective here is to minimize the total time taken to complete all jobs.
h) Another problem in the area of personnel management is the problem
of determining the equitable salaries and sales-incentive compensation.
Linear programming has been used successfully in such problems.
BASIC REQUIREMENTS OF A LINEAR
PROGRAMMING MODEL
a) The system under consideration can be described in terms of a series
of activities and outcomes. These activities (variables) must be
competing with other variables for limited resources and the
relationships among these variables must be linear and the variables
must be quantifiable.
b) The outcomes of all activities are known with certainty.
c) A well defined objective function exists which can be used to evaluate
different outcomes. The objective function should be expressed as a
linear function of the decision variables. The purpose is to optimize the
objective function which may be maximization of profits or
minimization of costs, and so on.
d) The resources which are to be allocated among various activities must
be finite and limited. These resources may be capital, production
capacity, manpower, time etc.
e) There must not be just a single course of action but a number of
feasible courses of action open to the decision maker, one of which
would give the best result.
f) All variables must assume non-negative values and be continuous so
that fractional value of the variables are permissible for the purpose of
obtaining an optimal solution.

L.P.P- Special cases

We have seen a L.P.P is given in the form

Maximize Z= CX
Subject to constraints AX = b; X ≥ 0
And the solution obtained is X= A-1b
Thus we see that simplex solution obtained in the Tableau which is
declared as optimum basic feasible solution (O.B.F.S) contains inverse
matrix A.
case of unbounded solutions: when L.P.P does not give finite values of
variable X, viz x1, x2, ...∞, such solutions are called UNBOUNDED.
Here variable X can take very high values without violating the
conditions of the constraints.
In such cases the final Tableau shows all Ratios viz R values are negative
so that no minimum ratio condition can be applied.
Establish the UNBOUND condition.
Maximize Z= 2x1 + x2
Subject to the constraints x1-x2 ≤ 10
2x1-x2 ≤ 40
x1, x2 ≥ 0
case of more than one optimum solution:
This is the case where L.P.P gives solutions which are optimum but not
UNIQUE. This means, more than one optimum solution is possible.
Case of Degeneracy: A basic feasible solution of a L.P.P is said to
degenerate if at least one of the basic variables is zero.

Types of Degeneracy :-
a) First Iteration: Degeneracy can occur right in the first (initial
tableau). This normally happens when the number of constraints
are less than number of variables in the objective function.
Problem can be overcome by trial and error method.

b) Subsequent Iteration: Degeneracy can also occur in subsequent

iteration. This is due to the fact that minimum Ratio values are the same
for two rows. This will make choice difficult in selecting the 'Replacing
Row'.

Case of cycling:
We have seen that when degeneracy exists, replacement of vector in the
BASIS does not improve objective function. Another difficulty
encountered in degeneracy is that the simplex Tableau gets repeated
without getting optimum solution. Such occurrences in L.P.P are called
CYCLING. Fortunately, such L.P.Ps are very rare. Also, in such cases,
certain techniques are developed to prevent cycling and reach optimum
solution.

Case of duality :
Every L.P.P is associated with another L.P.P which is called the DUAL of
the original L.P.P. The original L.P.P is called the PRIMAL. If the DUAL is
stated as a given problem, PRIMAL becomes its DUAL and vice-versa.
The solution of one contains the solution of the other. In other words,
when optimum solution of PRIMAL is known, the solution of DUAL is
also obtained from the very same optimum tableau.

USES OF DUAL CONCEPT

There are many uses of this concept. However, one of the very important
use is solve difficult L.P.P. Many times, a given L.P.P is complicated
having large number of constraints. In such cases, one method is to
design its dual which invariably will have less number of constraints.
Dual is now subjected to solution by simplex method.

Solution of a L.P.P
In general we use the following two methods for the solution if a linear
programming problem.
I. Geometrical (or graphical) method : If the objective function z is a
function of two variables only; then the problem can be solved by the
graphical method. A problem involving three variables can also be
solved graphically, but with complicated procedure.
II. Simplex method : This is the most powerful tool of the linear
programming as any problem can be solved by this method. Also, this
method is an algebraic procedure which progressively approaches the
optimal solution. The procedure is straight forward and requires only
time and patience to execute manually. Nowadays, computational
methods (using computers), are available for solving such problems.
Geometrical (or Graphical) method for solving a L.P.P
If the L.P.P is two variable problem, it can be solved graphically. The
steps required for solving a L.P.P by graphic method are :
1. Formulate the problem into a L.P.P
2. Each inequality in the constraint may be written as equality.
3. Draw straight lines corresponding to the equations obtained in step 2.
So there will be as many straight lines as there are equations.
4. Identify the feasible region. Feasible region is the area which satisfies
all constraints simultaneously.
5. The permissible region or feasible region is a many sided figure (a
polygon). The corner points of the figure are to be located and their co-
ordinates (ie. x1 and x2 values) are to be measured.
6. Calculate the value of the objective function Z at each corner point.
7. The solution is given by the co-ordinates of that corner point which
optimizes the objective function.

Dual Simplex Method

Any primal iteration zj - cj, the objective equation coefficient of xj,
equals the difference between the left and right sides of the associated
dual constraint. When, in the case of maximization, the primal iteration
is not optimal, zj - cj < 0 for t least one variable. Only at the optimum do
we have zj -cj ≥ 0 for all j.
Looking at this condition from the stand point of duality, we have
zj - cj = aijyi - cj
Thus, when zj - cj < 0, aijyi < cj , which means that the dual is infeasible
when the primal is non-optimal.
On the other hand, when zj - cj ≥ 0, aijyi ≥ cj , which means that the dual
becomes feasible when the primal reaches optimality.
ALLOCATION PROBLEM
A manufacturing firm has recently discontinued production of a certain
product due to unfavourable market conditions resulting in considerable
excess production capacity. The firm is planning to utilize this spare capacity
by increasing the production of the remaining one or more of the existing
three products. The currently available capacities are :

Milling capacity : 300 machine hours/day

Lathe capacity : 225 machine hours/day
Grinder capacity : 100 machine hours/day
The numbers of machine hours required for each of the products are:

The net profits realized from each of the three products are: Rs: 20, Rs. 9 and
Rs. 10 from A, B and C respectively. The production manager desires to
allocate the available capacities amongst the three products for a maximum
profit.
Let x1, x2 and x3 be the quantity of products A, B and C produced within the
available capacities to maximize the profit.
From the above problem given details, we can formulate the problem as a
linear programming problem as,
Maximize, z = 20 x1 + 9 x2 + 10 x3
Subject to 12 x1 + 3 x2 + 4 x3 300
6 x1 + 4 x2 + x3 225
3 x1 + x2 + 2 x3 100
x1, x2, x3 0
By using simplex method
By introducing slack variables, the problem can be restated as :
Maximize 20x1 + 9x2 + 10x3 + 0x4 + 0 x5 + 0 x6
Subject to 12x1 + 3x2 + 4x3 + x4 = 300
6x1 + 4x2 + x3 + x5 = 225
3x1 + x2 + 2x3 +x6 = 100
Where x1, x2 and x3 are structural variable and x4, x5, and x6 are stock
variables
In order to simplify handling the educations in the problem, they can be
placed in a tabular form, known as a tableau. The initial tableau is given
below
Simplex Tableau I: initial step
Ci Basic P1 P2 P3 P4 P5 P6 Po Qi
=
Poi/xoi
0 X4 12 3 4 1 0 0 300 25

0 X5 6 4 1 0 1 0 255 37.5

0 X6 3 1 2 0 0 1 100 33.3
Cj 20 9 10 0 0 0

Zj 0 0 0 0 0 0

j=cj-zj 20 9 10 0 0 0

Starting with the left hand column in the above tableau, the C1 column
contains the contributions per unit for the basic variables x4, x5 and x6.
The zero indicates that the contribution per unit is zero. The reasoning
is that no profits are made on unused raw materials or labour. The
second column, the basis, contains the variables in the solution which
are used to determine the total contribution. In the initial solution, no
products are being manufactured. This is represented in the cjth row
for the column under P0. Since no units are manufactured, the first
solution is,

x1 = 0 x4 = 300
x2 = 0 x5 = 225
x3 = 0 x6 = 100
The body matrix consists of the coefficients for the real product
(structural) variables in the first simplex tableau represents the
coefficients of the slack variables that have been included to the
original inequalities to make them equations.
The row cj contains coefficients of respective variables in the objective
function. The last two rows of the first simplex tableau are used to
determine whether or not the solution can be improved. The zero values
in the xj row are the amounts by which contribution would be reduced if
one unit of the variables x1, x2, x3, x4, x5 and x6 was added to the
product mix.
Another way of defining the variables of the zj row is the contribution
lost per unit of the variables.
Simplex Tableau II

Ci Basic P1 P2 P3 P4 P5 P6 Po Qi=poi/xoi
20 X4 1 1/4 1/3 1/12 0 0 25 100
0 X5 0 5/2 -1 -1/2 1 0 75 30
0 X6 0 1/4 1 -1/4 0 1 25 100
Cj 20 9 10 0 0 0
Zj 20 5 20/3 20/12 0 0
j=cj-zj 0 4 10/3 -20/12 0 0
 CONCLUSION
From this project we came to a conclusion that 'Linear programming' is
like a vast ocean where many methods, advantages, uses, requirements
etc. can be seen. Linear programming can be done in any sectors where
there is less waste and more profit. By this, the production of anything is
possible through the new methods of L.P. As we had collected many
datas about L.P, we came to know more about this, their uses,
advantages and requirements. Also, there are many different ways to
find out the most suitable L.P.

Also, we formulate an example for linear programming problem and

done using the two methods simplex method and dual problem. And
came to a conclusion that L.P is not just a technique but a planning the
process of determining a particular plan of action from amongst several
alternatives. Even there are limitations, L.P is a good technique,
especially in the business sectors.