UNIT 3: INTRODUCTION TO LINEAR PROGRAMMING

3.1 INTRODUCTION

Linear programming- is an optimization method which shows how to allocate scarce

resources in the best possible way subject to more than one limiting condition expressed
in the form of inequalities and /or equations. It
- enables users to find optional solution to certain problems in which the solution
must satisfy a given set of requirements or constraints.
- Optimization in linear programming implies either maximization (max) Profit,
revenue, sales, market share or minimization (min) Cost, time, distance, or a
certain objective function.

3.2 LINEAR PROGRAMMING MODELS

3.2.1 Components of LP Model
a) The Objective function: is the mathematical/ quantitative expression of the
objective of the company/ model. The objective might relate to profits, or costs or
market share, best to only one of these.
b) The Decision Variables: represent unknown quantities to be resolved for.
The components are the building blocks of an LP model. We can better understand their
meaning by examining a simple LP model as follows.

Example:
Maximize: 4X1 + 7X2 + 5X3 (profit)… objective function subject to
2X1 + 3X2 + 6X3 ≤ 300 labor hrs
5X1 + 4X3 ≤ 200 raw mata. System
Constraints
3X1 + 5X2 + 2X3 ≤ 360
X1 = 30 Individual
X1 – qty of product 1 X2 ≥ 40 Constraints
Variables
Decision

X2 qty of product 2 X1, X2, X3 ≥ 0 Non negativity constructs

X3 qty of product 3

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None-negativity constrains- specify that no variable will be allowed to take on a negative
value. The non negativity constraints typically apply in an LP model.
3.3 FORMULATING LP MODELS

Formulating linear programming models involves the following steps:

1) Define the problem/ problems definition: to determine the no. of type 1 and type 2
products to be produced per month so as to maximize the monetary profit given
the restriction.
2) Identity the decision variables or represent unknown quantities.
* Let X1 and X2 be the monthly quantities of type 1 and type 2 products.
3) Determine the objective function: Once the variables have been identified, the
objective function can be specified. It is necessary to decide if the problem is a
maximization or a minimization problem and the coefficients of each decision
variable.

4) Identify the constraints

Example
Type 1 Type 2
Profit per unit $ 60 $ 50
Assembly time per unit 4hrs 10hrs
Inspection time per unit 2hrs 1hr
Storage space per unit 3 cubic ft 3 cubic ft

The manager also has acquired information on the available company resources. These
(weekly) amounts are:
Resource Resource available
Assembly time 100hrs
Inspection time 22hrs
Storage space 39cubic feet

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Answer for the above check your progress question

Step 1: Problem definition

- To determine the no. of two types of microcomputers to be produced (and sold)
per week so as to maximize the weekly profit given the restrictions.

Step 2: Variable representation

- Let X1 and X2 be the weekly quantities of type 1 and type 2 microcomputers
respectively.

Step 3: Develop the objective function

Maximize or Z max = 60X1 + 50X2

Step 4: Constraint identification

• System constraints: 4X1 + 10X2 ≤ 100hrs Assembly
2X1 + X2 ≤ 22hrs Inspective
3X1 + 3X2 ≤ 39 cub Feet Storage
• Non-negativity constraint ….X1, X2 ≥ 0

In summary, the mathematical model for the microcomputer problem is:

Z max = 60X1 + 50X2
Subject to
4X1 + 10X2 ≤ 100
2X1 + X2 ≤ 22
3X1 + 3X2 ≤ 39
X1, X2 ≥ 0

3.4 SOLUTION APPROACHES TO LINEAR PROGRAMMING PROBLEMS

There are too approaches to solve linear programming problems.

1. The graphic solution method
2. The algebraic solution/ simplex algorithm

3.4.1 The Graphic solution Method

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It’s a relatively straight forward method for determining the optional solution to certain
linear programming problems. This method can be used only to solve problems that
involve two decision variables. However, linear programming involve more than two
decision variables, so the graphic approach is not used to solve these.

Example 1. Solving the micro-computer problem with graphic approach.

Z max: 60X1 + 50X2
S.t: 4X1 + 10X2 ≤ 100
2X1 + X2 ≤ 22
3X1 + 3X2 ≤ 39
X1 , X2 ≥ 0
Steps
1. Plot each of the constraints and identify its region.
2. Identify the common region, which is all area that contains all of the points that
satisfy the entire set of constraints.
3. Determine the optional solution-identify the point which lead to maximum benefit
or minimum cost.
4X1 + 10X2 = 100 2X1 + X2 = 22 3X1 + 3X2 = 39
X1 0 25 X1 0 11 X1 0 13
X2 10 0 X2 22 0 X2 13 0

24 Region ABCDE is called feasible region

(0 22) point C = ? 2x1 + x2 = 22 x-3
20
3x1 + 3x2 = 39
-6x1 + 3x2 = -66
16 3x1 + 3x2 = 39
-3x1 = -27
12
x1 = -27/-3 = 9
2(9) + x2 = 22
8 x2 = 22 – 18 = 4
Point D = 3x1 + 3x2 = 39 x - 4
4 4x1 + 10x2 = 100x3
= -12x1 + 12x2 = -156
12x1 + 30x2 = 300
0
18x2 = 144
A 4 8 B 12 16 20 24 x2 = 8
3x1 + 3(8) = 39
3x1 = 39 – 24
x1 = 15/3 = 5

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To identity the maximum (minimum) value we use the corner point approach or the
extreme point approach. The corner point theorem states that: For LP problems that have
optional solutions, a solution will occur at an extreme, or corner point. Determining the
value of the objective function at each corner point, we could identify the optional
solution by selecting the corner point that has the best value.

After all corner points have been so evaluated, select the one with the highest or lowest
value depending on the optimization case.
Value of the obi
Corner Coordinates How function Z = 60X1 + 50X2
Points X1 X2 determined?
A 0 0 observation 0 br
B 11 0 observation 660 br
C 9 4 Simultaneous 740 br
equation

D 5 8 Simultaneous 700 br
equation

E 0 10 Observation 500 br

Basic Solution
X1 = 9 X2 = 4 Z = 740 Br.
After we have got the optimal solution,

Interpretation: The company is advised to produce 9 units of type 1 micro computer and 4
units of type 2 micro computers per week to maximize its early profit to Br. 740.

Example 2: Solving the diet problem with graphic approach.

C min = 5X1 + 8X2
10X1 + 30X2 ≥ 140 10X1 + 30X2 = 140
20X1 + 15X2 ≥ 145 X1 0 14
X1 , X2 ≥ 0 X2 14/3 0
20X1 + 15X2 = 145 X1 0 +-25

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 X2 9.67 0

X2

12

8
A
4 B

0 C X1
4 8 12 16

20X1 +15X2 = 145

Value of obj
coordinates How determined Function cmin = 5X + 8X2
Points X1 X2
A 0 9.67 Observation 77.3 br.
B 5 3 Simul. equn. 49 br.
C 14 0 Observation 70 br.

Basic solution X1 = 5 pounds X2 = 3 pounds C = 49 br.

Interpretation to make the diet the minimum cost of br 49 we have to purchase 5
pounds of type 1 food and 3 pounds type 2 food.

3.4.2 The Simplex Algorithm/ Algebraic Solution Method

The simplex method is an iterative technique that begins with a feasible solution that is
not optimal, but serves as a starting point. Through algebraic manipulation, the solution is
improved until no further improvement is possible..

The optimal solution to a linear programming model will occur at an extreme point of the
feasible solution space. This is true even if a model involves more than two variables;
optsmal solutions will occur at these point of the feasible solution space; some will be
outside of the feasible solution space. Hence, not every solution will be a feasible
solution. Solutions which represent infasseetwim of constraints are called basic solutions;

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those which also satisfy all of the constraints, including the non-negativity constraints,
are called basic feasible solutions. The simplex method is an algebraic procedure for
systematically examining basic feasible solutions. If an optimal solution exists, the
simplex method will identify it. # of basic solution n + m.

The simplex procedure for a maximization problem with all ≤ constraints consists of the
following steps.
1. Write the LPM in a Standard form: When all of the constraints are written as
equalities, the LP program is said to be in a standard form. We convert the LPM in to
a standard form by applying the slack variables, s, which carries a subscript that
denotes which constraint it applies to. For example, s1 refers to the amount of slack in
the first constraint, S2 to the amount of slack in the second constraint, and so on.
When slack variables are introduced to the constraints, they are no longer inequalities
b/c the slack variable accounts, they become equalities. Further more, every variable
in a model must be represented in the objective function
2. Taking the microcomputer problem, its standard form is as follows
Z max = 60X1 + 50X2 Z max = 60X1 + 50X2 + 0S1 + 0S2 + 0S3
4X1 + 10X2 ≤ 100 4X1 + 10X2 + S1 = 100
2X1 + X2 ≤ 22 ⇒ 2X1 + X2 + S2 = 22
3X1 + 3X2 ≤ 39 3X1 + 3X2 + S3 = 39
X1, X2 ≥ 0 All variables ≥ 0
(X1, X2, S1, S2, S3 ≥ 0)
3. Develop the initial tableau
a. List the variables across the top of the table and write the objective function
coefficient of each variables just above it.
b. There should be one row in the body of the table for each constraint. List the slack
variables in the basis column, one per row.
c. In the Cj column, enter the objective function coefficient of zero for each slack
variable.
d. Compute values for row Zj. Cj = Coeff of variable J in the obj function.

e. Computer values for Cj – Zj. bj = RHSV of constraint i.

Aij – coefficient of variable j in constraint i

Pivot column Pivot element

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 Solution Cj 60 50 0 0 0
Basis X1 X2 S1 S2 S3 RHSV
S1 0 4 10 1 0 0 100 100/4 = 25
leaving
S2 0 2 1 0 1 0 22 22/2 = 11
39/3 = 13
S3 0 3 3 0 0 1 39
Zj 0 0 0 0 0 0
Cj - Zj 60 50 0 0 0
Initial feasible solution
S1 = 100 Obtained by
Entering variable S2 = 22 equating tow
S3 =39 Variables to
X1 = 0 Zero
X2 = 0 Decision
Z = 0 Variable

4. Develop subsequent tables

3.1 Identify the entry variable –variable that has a largest positive value in the Cj – Zj
row.
3.2 Identify the leaving variable –using the constraint coefficient or substitution rates
in the entering variable column divide each one into the corresponding quantity value.
However do not divide by a zero or negative value. The smalls non negative ratio that
results indicate which variable will leave the solution
5. Find unique vectors for the new basic variable using row operations on the pivot
element.
-1/2 R21 –4R2new + R1old, -3R2new + R3old
Solution Cj 60 50 0 0 0
Cj = bi/xj (aij)
Basics X1 X2 S1 S2 S3 RHSV 56/8 = 7
11/1/2 = 22
S1 0 0 8 1 -2 0 56 6/3/2 = 4
X1 60 1 ½ 0 ½ 0 11
S3 0 0 3/2 0 -3/2 1 6
Zs 60 30 0 30 0 660
Cj – Zj 0 20 0 -30 0

Incoming Variable

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 Solution Cj 60 50 0 0 0 RHSV
basis X1 X2 S1 S2 S3
S1 0 0 0 1 6 -16/3 24
X1 60 1 0 0 1 -1/3 9
X2 50 0 1 0 -1 2/3 4
Zj 60 50 0 10 40/3 740
Opportunity cost
Cj - Zj 0 0 0 -10 -40/3

6. Compute Cj – Zj row
7. If all Cj – Zj Values are zeros and negatives, you have reached optimality
8. If this is not the case (step 6), repeat 2 to 5 until you get optional solution.
“A simplex solution in a maximization problem in optional if the Cj – Zj row consists
entirely of zeros and negative numbers (i.e. there are no positive values in the bottom
row.)”
Note: The variables in solution all have unit vectors in their respective columns for
the constraint equations. Further, note that a zero appears in row C – Z in every
column whose variable is in solution, in row C – Z in every column whose variable is
in solution, indicating that its maximum contribution to the objective function has
been realized.
Example 2
A manufacture of lawn and garden equipment makes two basic types of lawn mowers; a
push type and a self propelled model. The push type require 9 minutes to assemble and 2
minutes to package; the self-propelled mover requires 12 minute to assemble and 6
minutes to package. Each type has an engine. The company has 12hrs of assembly time
available, 75 engines, and 5hrs of packing time profits are Birr 70 for the self propelled
model and br 45 for the push type mower per unit.
Required:
1. a. To determine how many units of each type of mower to produce so as to
maximize profit.
b. Let X1 be push type mower
X2 be self propelled mower

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 c. Determine the objective function
Z max = 45X1 + 70 X2
d. Identify constraints
9X1 + 12X2 ≤ 720 minutes ……assembly time
2X1 + 6X2 ≤ 300 minutes ……..packing time
X1 + X2 ≤ 75 engine ………….Engines
X1, X2 ≥ 0
In summary
Z max = 45X1 + 70X2
S.t. 9X1 + 12X2 ≤ 720
2X1 + 6X2 ≤ 300
X1 + 2 ≤ 75
X1, X2 ≥ 0
2. a. Write the Lpm in a standard form
Z max = 45X1 + 70X2 + 0S1 + 0S2 + 0S
S.T. 9X1 + 12X2 + S1 = 720
2X1 + 6X2 + S2 = 300
X1 + X2 + S3 = 75
X1 X2, S1, S2, S3 ≥ 0
b. Develop the initial tableau
Solution C 45 70 0 0 0 RHSV
Basis X1 X2 S1 S2 S3
Qij = Bi/aij
S1 0 9 12 1 0 0 720
720/12 = 60
S2 0 2 6 0 1 0 300
300/6 = 50 – Leaving
S3 0 1 1 0 0 1 75 75/1 = 75
Z 0 0 0 0 0 0
C-Z 45 70 0 0 0

entering

c. Develop the subsequent tableaus

1/6R2, - 1R2new + R3, -12R2new + R1

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 C 45 70 0 0 0
Solution Basis X1 X2 S1 S2 S3 RHSV
S1 0 5 0 1 -2 0 120
X2 70 1/3 1 0 1/6 0 50
S3 0 2/3 0 0 -1/6 1 25
Z 70/30 70 0 70/6 0 3500
C-Z 65/3 0 0 -70/6 0

Entering
1/5R1, -1/3 R1new + R2old, -2/3R, New + R3 old
C 45 70 0 0 0 Optimal solution
Solution Basis X1 X2 S1 S2 S3 RHSV X1 = 24units

X1 45 1 0 1/5 -2/5 0 24 X2 = 42units

S1 = 0
X2 70 0 1 -1/15 3/10 0 42
S2 = 0
S3 0 0 0 -2/15 1/10 1 9
S3 = 9 engine
Z 45 70 13/3 3 0 4020 Z = 4020
C-Z 0 0 -13/3 -3 0

9X1 + 12X2 = 720 2X1 + 6X2 = 300 X1 + X2 = 75

X1 0 80 X1 0 150 X1 0 75
X2 60 0 X2 50 0 X2 75 0

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 X2
120
9X1 + 12X2 = 720
100 2X1 + 6S2 = 300
9(150 – 3X2) + 12X2 = 720
80 1450 – 27X2 + 12X2 = 720
730 = 15X2
X2 = 730/15
60 9X1 = 720 – 4 (730/3)
9X1 + 12X2 = 720
E
40
D
20
C 2X1 + 6X2 = 300

0 20 40 60 B 80 100 120 140 X1

A

Coordinates How determinable? Profit

Points X1 X2 45X1 + 70X2
A 0 0 observation 45(0) + 70(0) = 0
B 75 0 observation 45(75) + 70(0) = 3375
C 60 15 simultaneous 45(60) + 70 (15) = 3750
D 24 42 simultaneous 45 (24) + 70 (42) = 4020
E 0 50 observation 45(0) + 70 (50) = 3500

X1 = 24 b) 2 (24) + 6 (42) =300

X2 = 42
Z = br. 4020 c) 24 + 42 = 75
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Constraints
a) (24) + 12(42) = 720 75 – 66 = 9
S3 = 9

Interpretation. The company is advised to produce 24 units of push type mower and 40
units of self-propelled mowers so as to realize a profit of Br. 4020. in doing so, the
company would be left with unused resource of engine which can be used for other
purposes.

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Exercises
1. firm manufactures three products which must be processed through some of or all
four departments. The table below indicates the number of hours a unit of each
product requires in the different departments and the number of pounds of raw
materials required. Also listed are the cost per unit, selling price, and weekly
capacities of both work-hours and raw materials. If the objective is to maximize
total weekly profit, formulate the linear programming model. (Only the model)

Weekly
Product A Product B Product C Availability
Department 1 3 4 2 120 hours
Department 2 2 2 100 hours
Department 3 4 1 80 hours
Department 4 2 3 6 150 hours
Pounds of raw 5 4 3 250 pounds
Material per
unit
Selling price $ 50 $ 60 $ 65
Cost / unit 41 40 43

2. Solve the following linear programming problem

(a) (Use simplex method)

Z max. 40X1 + 32X2

Subject to
40X1 + 20X2 ≤ 600
4X1 + 10X2 ≤ 100
2X1 + 3X2 ≤ 38
X1, X2 ≥0

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