Linear Programming
Linear Programming
L.P. Model
Ex. - 1 ABC manufacturing company wishes to develop its monthly production schedule for
the next three month. Depending upon the sales commitments, the company can either keep
the production constant, allowing fluctuation in inventory; or its inventories can be
maintained at a constant level, with fluctuating production. fluctuating production makes
overtime work necessary, the cost of which is estimated to be double the normal production
cost of Rs 12 per unit. Fluctuating inventories result in an inventory carrying cost of Rs 2 per
unit/month. If the company fails to fulfil its sales commitment, it incurs a shortage cost of
RS 4 per unit/month. The production capacities for the next three months are in table:
Month Production capacities Sales
Regular Overtime
1 50 30 60
2 50 0 120
3 60 50 40
Formulate this problem as an LP model to minimize the total production cost.
Ex. - 2 Use the graphical method to solve the following LP problem.
Maximize Z = 2x1 + 3x2 , subject to the constraints
(1) x1 +x2 ≤ 30 (2) x2 ≥ 3 (3) 0 ≤ 𝑥2 ≤ 12 (4) ) 0 ≤ 𝑥1 ≤ 20 (5) x1 – x2 ≥ 0
And x1 , x2 ≥ 0.
Ex. - 3 Solve the following LP problem by using the two-phase simplex method.
Minimize Z = x1 – 2x2 – 3x3
Subject to the constraints
(1) -2x1 + x2 + 3x3 = 2, (2) 2x1 + 3x2 + 4x3 = 1
And x1 , x2 , x3 ≥ 0.
Ex. - 5 A firm manufactures two products A and B on machine 1 and 2 as shown below:
Machine Product Available
A B Hours
1 30 20 300
2 5 10 110
Profit per units 6 8
(Rs)
The total time available is 300 hours and 110 hours on machines 1 and 2, respectively.
Products A and B contribute a profit of 6 Rs and Rs 8 per unit, respectively. Determine the
optimum product mix. Write the dual of this LP problem and give its economic
interpretation.
Mathematical formulation The primal and the dual LP problems of the given problem
are
Prime problem Dual problem
x1 and x2 = number of units of A and B y1 and y2 = cost of one hour on
to machine 1 and 2,
be produced, respectively respectively
Max Zx =6x1 + 8x2 Min Zy = 300y1 + 110y2
Subject to the constraints Subject to the constraints
30x1 + 20x2 ≤ 300 30y1 + 5y2 ≥ 6
5x1 + 10x2 ≤ 110 20y1 + 10y2≥ 8
and x1 , x2 ≥ 0 and y1 , y2 ≥ 0
Ex-8 i. What do you mean by Infeasibility and Unboundness in LPP? How are the
following issues identified from the simplex tableau?
ii. Construct the dual of following Primal Problem;
Ex-9 The following tableau for a maximization type LPP is produced after few iterations of
simplex method;
Answer the following questions with brief reasons from above table;
i. Does the tableau represent an optimal solution? If not, carry out
necessary iterations and obtain an optimal solution.
ii. Is this solution degenerate?
iii. Are there more than single optimal solution to above problem?
iv. What are the shadow prices or dual values of resources?
v. What is optimum objective function value for the problem?
vi. If S1 represent the slack for production capacity constraint, how
much should company be willing to pay for each additional unit of
production capacity?
Operations Research(1ET1010702) SPCE, VISNAGAR
Ex-10 How is dynamic programming problem different from LPP? Explain the meaning of
following terms used in dynamic programming;
i. Stages
ii. States
iii. Principle of optimality
The company does not want to spend more than Rs.8,00,000 on advertising. It is further
required that
(i) at least 20,00,000 exposures take place among women
(ii) advertising on television be limited to Rs. 5,00,000
(iii) at least 3 advertising units be bought on prime day and two units during
prime time; and
(iv) the number of advertising units on radio and magazine
should each be between 5 and 10. Formulate this problem as an L.P. model
to maximize potential customer reach
Operations Research(1ET1010702) SPCE, VISNAGAR
Ex-13 State the general rules for formulating a dual LP problem from its primal.
Write the dual to the following LP problem.
Ex-14 Use the simplex method to solve the following L.P. problem.
15.