Operations Research | Dr.

Richa Saxena

Chapter 4

LINEAR PROGRAMMING
PROBLEM - I
Linear programming is a mathematical method involving optimizing a certain function, called
an objective function, subject to certain constraints and restrictions. However, it has wide
applications, the common type of problems handled in linear programming call for determining
a product mix that would maximise the total profit, given the profit rates of the products involved
and the resource requirements for each of them, along with the amount of resources given. The
problem could also be determining the product mix that would entail minimum cost provided it
satisfies certain minimum requirements. Thus, the linear programming method is a technique
for choosing the best alternative from a set of feasible alternatives in situations where the
objective function and constraints are expressed as linear mathematical functions.
In general terms, a linear programming problem can be written as:

Formulation of a linear programming model requires:

 A clear definition of the decision variables.
 Identify all constraints of the problem and consider each to determine whether it involves
a ≤, ≥, or = sign.

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 Operations Research | Dr. Richa Saxena

 Determining whether the decision variables involved are non-negative or unrestricted in

sign.

Assumptions Underlying Linear Programming

A linear programming model is based on the following assumptions:

1. Proportionality:
There exists proportionality (i) in the objective function so that doubling of output would yield, for
example, double the profit, and (ii) in constraints so that changing the output in a certain proportion
will require the resources required, also in the same proportion. This assumption means there are no
production efficiencies or lean production processes. Also, no quantity discount is offered.

2. Additivity:
The objective function and constraint inequalities are based on the assumption that the total of all
activities is given by the sum total of each activity conducted separately. Thus, the total profit would
equal the profit obtainable from each activity. Therefore, the time/material/cost/profit is individually
calculated. For example, a worker cannot simultaneously work for two products even if some spare
time is available.

3. Continuity:
The decision variables are assumed to be continuous to assume values both integer and fractional.

4. Certainty:
Linear programming is deterministic, so various parameters, including the objective function
coefficients, the coefficients of inequality/equality constraints, and the constraint values, are all
known and certain. No market conditions or environment affect production and distribution.

5. Finite Choices:
A linear programming model assumes that a limited number of choices are available to the decision-
maker. Only positive values of resources are considered.

Graphic Solution to the Linear Programming Problems

The solution of an LPP graphically requires plotting all the problem's constraints in the first instant.
After this, the feasible region for the constraints is identified in reference to the feasible area for each
constraint. The feasible region for the problem is the area common to all the constraints. Thus, it
represents the region at any point that would satisfy all the constraints. A constraint whose
elimination does not affect a feasible region is called a redundant constraint. The feasible region
ought to be a convex set. It could be bounded (if closed or bound from all sides) or unbounded (if not
so closed).

The optimal solution may be found by using iso-profit / iso-cost lines. An iso-profit line can be obtained
by putting the objective function equal to some numerical value and plotting that equation on the
graph similar to the constraints. Each point on an iso-profit line yields the same profit. Lines parallel
to the one obtained by moving away from the origin correspond to higher and higher profit levels.
The line whose one point touches the extreme corner point is considered; the profit corresponding to

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that is the highest profit attainable. And the variable values at that point are optimal values of the
decision variables.

Unique and Multiple Solutions

A problem may have a unique optimal solution, multiple optimal solutions, an unbounded solution,
or no feasible (and hence no optimal) solution. Multiple optimal solutions are obtained when the
objective function is parallel to a constraint (so that the objective function coefficients are proportional
to the coefficients of the constraint), binding and forming an edge or boundary on the feasible region.

Unbounded Solutions
An unbounded solution is present when the feasible region is unbounded from above, and the
objective function is of the maximisation type, so it is possible to indefinitely increase the objective
function value. A minimisation problem with non-negative variables will not have an unbounded
solution.

Point Solutions
A point solution is seen in problems where constraints are equations instead of inequalities. In such
cases, if the solution is feasible, it is optimal. If it is not feasible, the problem has no solution.

Infeasibility
Infeasibility (no feasible solution) exists when there is no common point in the feasible areas for the
constraints of a problem. The feasible region is empty in such a case.

Redundancy in Graphical Solutions to LPP

A constraint in a given linear programming problem is said to be redundant if the feasible region of
the problem is unchanged by removing that constraint.

Practice Problems
1. A firm is engaged in producing two products, A and B. Each unit of product A requires 2 kg of
raw material and 4 labour hours for processing, whereas each unit of product B requires 3 kg
of raw material and 3 hours of labour of the same type. Every week, the firm has an
availability of 60 kg of raw material and 96 labour hours. One unit of product A sold yields
₹40 and one unit of product B sold gives ₹35 as profit. Formulate this problem as a linear
programming problem to determine how many units of each product should be produced per
week so that the firm can earn the maximum profit. Assume that there is no marketing
constraint so that all that is produced can be sold.

2. Maximise 𝑍 = 𝑥1 + 3𝑥2
Subject to 𝑥1 + 2 𝑥2 ≤ 9
𝑥1 + 4 𝑥2 ≤ 11
𝑥1 − 𝑥2 ≥ 2
𝑥1 , 𝑥2 ≥ 0
Solve it using the graphical method.

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3. Find the solution to the following LP problem using the iso-profit line method.
Maximise 𝑍 = 3 𝑥1 + 2𝑥2
Subject to 2𝑥1 + 𝑥2 ≤ 12
𝑥1 + 𝑥2 ≤ 10
−𝑥1 + 3𝑥2 ≥ 6
𝑥1 , 𝑥2 ≥ 0

4. Cashewco has two grades of cashew nuts: Grade 1-750 kg and Grade II-1200 kg. These are to
be mixed in two types of packages of one kilogram each--economy and special. The economy
pack consists of grade I and grade II cashews in the proportion of 1: 3, while the special pack
combines the two in equal proportion. The profit margin on the economy and special packs
are, respectively, ₹5 and ₹8 a pack.
(a) Formulate this as a linear programming problem.
(b) Ascertain the number of packages of the economy and special types graphically to be made
to maximize profits.
(c) Would your answer be different if the profit margin on a special pack is ₹10?

5. A company produces two types of pencils: A and B. Pencil A is superior quality, and pencil B
is lower quality. Profits on pencils A and B are ₹5 and ₹3 per pencil, respectively. The raw
material required for each pencil A is twice as much as that of pencil B. The raw material
supply is sufficient only for 1000 pencils of type B per day. Pencil A requires a special clip;
only 400 clips are available daily. For Pencil B, only 700 clips are available per day. Use the
graphical method to find the product mix that the company can make to make maximum
profit. Use iso-profit line.

6. Suppose that you want to invest a sum of ₹100000 in a combination of only two stock
portfolios, with the maximum investment allowed in either portfolio being ₹75000. The first
portfolio has an average return of 10%, whereas the second has 20%. Regarding risk factors
associated with these portfolios, the first has a risk rating of 4 (on a scale of 10), and the
second has a 9. Since you want to maximise your returns, you will not accept an average rate
of return below 12% or a risk factor above 6. Formulate this as an LPP. Solve it using the
graphical method.

7. A retired person wants to invest up to an amount of ₹30,000 in fixed-income securities. His

broker recommends investing in Bond A, yielding 7%, and Bond B yielding 10%. After some
consideration, he decided to invest at most ₹12,000 in Bond B and at least ₹6,000 in Bond A.
He also wants the amount invested in Bond A to be at least equal to the amount invested in
Bond B. What should the broker recommend if the investor wants to maximise his return on
investment? Solve graphically.

8. (a) Is it necessary that the feasible region for a maximisation type of linear programming
problem must always be bounded?

(b) Maximise 𝑍 = 6𝑥1 − 2𝑥2

Subject to 8𝑥1 − 4𝑥2 ≤ 8

0 ≤ 𝑥1 ≤ 3
𝑥2 ≥ 0

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9. Two kinds of food for children, F1 and F2, are being considered to be purchased. Food F1 costs
₹20 a unit, while food F2 is available at ₹40 per unit. The nutrient contents of these foods are
as follows:

Nutrient content
Nutrients
Food F1 Food F2
N1 40 20
N2 3 12
N3 18 3
The minimum requirement for three nutrients is 200, 36, and 54 units. Draft this as an LPP
and find graphically the quantities of food units that should be bought so that the costs are
minimised to satisfy the given constraints.

10. Solve the following LPP:

Minimise 𝑍 = 3𝑥1 + 10𝑥2
Subject to 15𝑥1 + 4 𝑥2 ≥ 60
8𝑥1 + 8 𝑥2 ≥ 40
4𝑥1 + 16𝑥2 ≥ 32
𝑥1 , 𝑥2 ≥ 0

11. A company manufactures two kinds of machines, each requiring a different manufacturing
technique. The deluxe machine requires 18 hours of labour and 9 hours of testing, yielding a
profit of ₹400. The standard machine requires 3 hours of labour and 4 hours of testing, yielding
a profit of ₹200. 800 hours of labour and 600 hours of testing are available each month. A
marketing forecast has shown the monthly demand for the standard machine to be no more
than 150. The management wants to know each model's monthly numbers to produce that
will maximise total profit. Formulate and solve this as a linear programming problem.

12. Maximise 3𝑥1 + 4𝑥2 Subject to the following constraints:

2𝑥1 + 𝑥2 ≤ 10
𝑥1 + 4𝑥2 ≤ 36
𝑥1 + 2𝑥2 ≤ 10
𝑥1 ≥ 5, 𝑥2 ≥ 7
13. Find the maximum and the minimum values of the function = 8𝑥1 + 5𝑥2 , subject to the
following:

3𝑥1 − 2𝑥2 ≥ 6
−2𝑥1 + 7𝑥2 ≥ 7
2𝑥1 − 3𝑥2 ≤ 6
𝑥1 , 𝑥2 ≥ 0

14. Solve the following problem graphically,

Maximise 𝑍 = 5𝑥1 + 3𝑥2
Subject to 3𝑥1 + 5 𝑥2 = 15
5𝑥1 + 2 𝑥2 = 10
𝑥1 , 𝑥2 ≥ 0

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15. The standard weight of a special-purpose brick is 5 kg, containing two basic ingredients, A
and B. A cost ₹5 per kg, and B cost ₹8 per kg. Strength considerations dictate that the brick
should contain no more than 4 kg of A and a minimum of 2 kg of B. Since the demand for the
product is likely to be related to the price of the brick, find out graphically the minimum cost
of the brick satisfying the above conditions.

Revision Problems
205 (a) Solve the following Transportation Problem for optimal revenue.
Markets (Sales in thousands of Rupees)
Products Capacity
I II III IV
A 5 10 4 5 10
B 6 8 7 2 25
C 4 2 5 7 20
Demand 25 10 15 5
(b) Is there any alternate solution? If yes, find it.

206 A company spends Rs 1200 transporting its units from three plants to four distribution
centres. The supply and demand of units with the unit cost of transportation are given as
under:

Distribution Centers
Plants Supply
1 2 3 4
P1 20 30 50 17 7
P2 70 35 40 60 10
P3 40 12 60 25 18
Demand 5 8 7 15
What can be the maximum saving by optimal scheduling?

207 A company has four manufacturing plants and five warehouses. Each plant manufactures
the same product, sold at different prices at each warehouse area. The cost of
manufacturing and raw materials vary in each plant due to various factors. The capacities
of the plants are also different. The data is given in the following table:
Plant
Item
1 2 3 4
Manufacturing Cost (Rs.) per unit 12 10 8 7
Raw material cost (Rs.) per unit 8 7 7 5
Capacity per unit time 100 200 120 80
The company has five warehouses. The sales price, transportation costs, and demand are
given in the following table:
Transportation Cost (Rs) per unit Sale price Demand
Warehouse
1 2 3 4 (Rs) per unit
A 4 7 4 3 30 80
B 8 9 7 8 32 120
C 2 7 6 10 28 150
D 10 7 5 8 34 70

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E 2 5 8 9 30 90
Formulate and solve this transportation problem to maximize profit.

208. What is meant by the optimality test? How do you determine whether a given solution is
optimal or not?

209. What is unbalanced TP? How will you convert it into a balanced one?

210. How do you know that a transportation problem has:

(a) Alternate solution
(b) Feasible solution

301 Five machines can do any of the five required jobs, with different profits (in thousands of
rupees) from each assignment. Find the assignment that maximizes the total profit.
Machines
Jobs A B C D E
1 5 11 10 12 4
2 2 4 6 3 5
3 3 12 5 14 6
4 6 14 4 11 7
5 7 9 8 12 5

302 You are given information about the cost of performing different jobs by different people.
Using this information, state (i) the optimal assignment of jobs and (ii) the cost of each
assignment.
Job
Jobs 𝐽1 𝐽2 𝐽3 𝐽4 𝐽5
𝑃1 27 18 X 20 21
𝑃2 31 24 21 12 17
𝑃3 20 17 20 X 16
𝑃4 22 28 20 16 27