LINEAR PROGRAMMING

Linear programming is a simple technique where we depict complex relationships through

linear functions and then find the optimum points. The real relationships might be much more
complex – but we can simplify them to linear relationships.
Linear Programming is a mathematical technique for determining the optimum allocation of
resources and obtaining a particular objective when there are alternative uses of the
resources, money, manpower, material, machine and other facilities.
Thus Linear Programming is a mathematical way of planning, which involves three steps:
1. Identify the objective function as a linear function of its variables and state all the
limitations on resources as linear equations and/or inequations (constraints).
2. Use mathematical techniques to find all possible sets of values of the variables
(unknowns), satisfying the constraints.
3. Select the particular set of values of the variables obtained in (2) that lead to our objective
—maximum profit, least cost, etc.
The term linear indicates that the function to be maximized or minimized is linear in nature
and that the corresponding constraints be represented by a system of linear equalities or
linear equation involving the variable.
Requirements of LPP (Elements)

(1) Decision Variable and their Relationship:

The decision variables refer to candidates that are completing with one another for sharing
the given limited resources. These variables are usually interrelated in terms of utilization of
resources and need simultaneous solutions. The relationship among these variables should
be linear.

(2) Well-Defined Objective Function:

A linear programming problem must have a clearly- defined objective function to optimize
which may be either to maximize contribution by utilizing available resources, or it may be to
produce at the lowest possible cost by using a limited amount of productive factors. It should
be expressed as a linear function of decision variables and can be represented in the
following form.

Optimize (maximize or minimize) z = C1x1 + C2x2 +……………… + Cnxn

Where Z is the measure-of-performance variable. Which is a function of x1, x2, ……xn.

The C1, C2……….. C4 are parameters that give the contribution of a unit of the respective
Variable x1, x2, ………………… xn to the measure-of-performance Z.

(3) Presence of Constraints or Restrictions:

There must be limitations or constraints on the use of limited resources which are to be
allocated among various competitive activities. These constraints must be capable of being
expressed as linear equalities or inequalities in terms of decision variables. The solution of
on LP model satisfy these constraints.

(4) Alternative Courses of Action:

There must be alternative courses of action. For example, it must be possible to make a
selection between various combinations of the productive factors such as men, machines,
materials, market-etc.
(5) Non-Negative Restriction:

All decision variables must assume non-negative values as negative values of physical
quantities is an impossible situation.

In other words, x1 ≥ 0; x2 ≥ 0……….. xn ≥ 0

6. Linearity. The basic requirements of a linear programming problem is that both the
objectives and constraints must be expressed in terms linear equations or inequalities. The
relationships between variables must be linear. Linear means proportional relationship
between two ‘or more variable, i.e., the degree of variables should be maximum one.

Formulation of LPP
Linear programming is used for obtaining the most optimal solution for a problem with given
constraints. In linear programming, we formulate our real-life problem into a mathematical
model. It involves an objective function, linear inequalities with subject to constraints.
The process to formulate a Linear Programming problem
 Step 1:  Identify the ‘n’ number of decision variables which govern the behaviour of
the objective function (which needs to be optimized).
 Step 2: Identify the set of constraints on the decision variables and express them in
the form of linear equations /inequations. This will set up our region in the n-
dimensional space within which the objective function needs to be optimized. Don’t
forget to impose the condition of non-negativity on the decision variables i.e. all of
them must be positive since the problem might represent a physical scenario, and
such variables can’t be negative.
 Step 3: Express the objective function in the form of a linear equation in the decision
variables.
 Step 4: Optimize the objective function either graphically or mathematically.
Types of Linear Programming Problems
Following are the types of Linear Programming Problems:
 Manufacturing Problem
 Problem evaluates the number of units of various items produced or sold
when we have:
 It involves maximizing the production rate or net profits 
 Constraints: The number of workforces, machine hours, warehouse space,
labor hours, etc., are given.
 Objective Function: Production Rate
 Diet Problem
 Evaluates the amount of nutrition that is required to include in the diet.
 The purpose of the diet problem is to set the daily nutrition needs at a minimal
cost.
 Constraints: Calorie intake, level of sugar
 Objective Function: Cost of food Consumption
 Transportation Problem
  Used to evaluate the most cost-effective method of carrying or delivering
products from the factory to the market.
 Constraints: Amount of material, cost of products
 Objective Function: Transportation cost
 Optimal Assignment Problem
 It is used to assign a task or an assignment to a company at a minimal cost in
the minimum time. 
 Constraints: Number of employees, number of work hours
 Objective Function: Number of tasks to be completed at a minimal cost.
 Applications of Linear Programming Problems
 Linear programming is used to find optimal solutions for operations research. Linear
programming requires the creation of inequalities and then graphing those to solve
problems.
 Here’s a list of areas where linear programming is used.
 Marketing Management
 Linear programming allows marketers to analyze the audience coverage of
advertising based on constraints such as available media, advertising budge, etc.
Linear programming also helps the salespersons (field agents) to determine the
shortest route for their destination. A logistic head can easily find the optimal
distribution schedule for transporting the product from different warehouses to
various market locations in such a manner that the total transport cost is the
minimum.
 Financial Management
 Linear programming helps the financial firms, mutual fund firms, and banks to select
the investment portfolio of shares, bonds, etc. in such a manner that the return on
investment is maximized.
 Inventory Management
 Linear programming also helps the inventory firms in the better management of raw
materials and finished products. They can find the optimal solution to minimize the
inventory cost based on space and demand as constraints.
 Human Resource Management
 Linear programming allows the recruiting manager to solve the problems related to
recruitment, selection, training, and deployment of the workforce to different
departments of the firm. Linear programming can be used to determine the minimum
number of employees required in various shifts to meet the production schedule
within a schedule.
 Food and Agriculture Management
 Linear programming helps farmers to determine which crops to grow, in what quantity
the particular crops should be produced to increase their revenue.

Methods to solve Linear Programming Problems

There are different methods to solve any Linear Programming Problem.
1. Graphical Method
2. Simplex Method

GRAPHICAL METHOD
The graphic solution procedure is method of solving two variable linear programming
problems for LPPs that have one two variables, it is possible that the entire set of
feasible solution can be displayed graphically by plotting linear constraints on a graph
paper to locate the best solution. This method is called as graphical method for solution
of LPP.

This method consists following steps:

 Formulate the LPP.

 Construct the graph and plot all the constraint lines.
 Determine the valid side of each constraint line.
 Identify the feasible solution region.
 Find the optimum points.
 Calculate the coordinates of optimum points.
 Evaluate the objective function at the optimum point.

The practical steps involved in solving linear programming problems by Graphical

Method are given below:

Step 1 Consider each inequality constraint as equation.

→
Step 2 Take one variable (say x) in a given equation equal to zero and find the value of
→ other variable (say y) by solving that equation to get one co-ordinate [say (0, y)] for
that equation.
Step 3 Take the second variable (say y) as zero in the said equation and find the value of
→ first variable (say x) to get another co-ordinate [say (x, 0)] for that equation.
Step 4 Plot both the co-ordinates so obtained [i.e., (0, y) and (x, 0)] on the graph and join
→ them by a straight line. This straight line shows that any point on that line satisfies
the equality and any point below or above that line shows inequality. Shade the
feasible region which may be either convex to the origin in case of less than type
of inequality (<) or opposite to the origin in case of more than type of inequality (>).
Step 5 Repeat Steps 2 to 4 for other constraints.
→
Step 6 Find the common shaded feasible region and mark the co-ordinates of its corner
→ points.
Step 7 Put the co-ordinates of each of such vertex in the Objective Function. Choose that
→ vertex which achieves the most optimal solution (i.e., in the case of Maximisation,
the vertex that gives the maximum value of ‘Z’ & in case of Minimisation the vertex
that gives the minimum value of ‘Z). Solution can be obtained in the following
manner:

Vertex No. Co-ordinates of vertices of Common shaded feasible region Value of Z

1 (x1, y1) Z1 = …..

2 (x2, y2) Z2 = …..

3 Z3 = …..
(x3, y3)
4 & so on Z4 = …..
(x4, y4)

Optimal Solution:

Type of Problem Optimal Solution

(a) In case of The vertex which gives the

maximisation problem. maximum value of Z is the optimal
 Type of Problem Optimal Solution

solution.

(b) In case of The vertex which gives the minimum

minimisation problem. value of Z is the optimal solution.

Graphical Method-Special cases

Feasible solution/BOUNDED:
The set of values of decision variables Xj (j=1 2……n) which satisfy all the constraints and
non-negativity conditions of an LP problem simultaneously is said to be the feasible solution
to that linear programming problem.
Infeasible solution:
The set of values of decision variables Xj (j=1 2……n) which do not satisfy all the constraints
and non-negativity conditions of an LP problem simultaneously is said to constitute the
infeasible solution to that linear programming problem.
MULTIPLE SOLUTION
Multiple solutions of a linear programming problem are solutions each of which maximize or
minimize the objective function. Under graphical method, the existence of multiple solution is
indicated by a situation under which the objective function line coincides with one of the half
planes generated by a constraint. In other words, where both the objective function line and
one of constraint lines have the same slope.
UNBOUNDED SOLUTION
An unbounded solution of a linear programming problem is a solution whose objective
function is infinite. A linear programming problem is said to have unbounded solution if its
solution can be made infinitely large without violating any of the constraints in the problem.
Since there is no real applied problem which has infinite returns, hence an unbounded
solution always represents a problem that has been incorrectly formulated.
For example, in a maximization problem at least one of the constraints must be an 'equality'
or 'less than or equal to' (≤) type. If all of the constraints are 'greater than or equal to' (≥)
type, then there will be no upper limit on the feasible region. Similarly for minimization
problem, at least one of constraints must be an 'equality' or 'a greater than or equal to' type
(≥) if a solution is to be bounded.
Under graphical method, the feasible solution region extends indefinitely.