OPTIMIZATION WITH LINEAR

PROGRAMMING
Mr. John Llenord C. Villanueva
MGT 208
CABEIHM (BatStateU-TNEU)
• Graph a set of given constraints for a linear programming problem.
• Use linear programming to find the maximum and minimum value
given the objective function.
• Solve real-world contexts involving optimization using linear
programming.

• How do you use optimization with linear programming in finding

the maximum and minimum value given the objective function?
• How do you model and solve real-world problems using systems of
linear inequalities as constraints and the objective function for
optimization?
 Linear Programming
Linear programming is a model that
consists of linear relationships
representing a firm’s decision(s), given an
objective and resource constraints. Linear
programming is used to find the
maximum and minimum values of some
types of functions when certain conditions
are placed on the variables. For instance,
we may want to minimize cost, maximize
profit, minimize calories or maximize
storage capacity. The maximum and ❖ Nonnegativity constraints restrict the decision
variables to zero or positive values.
minimum values are also referred as
❖ Graphical solutions are limited to linear
extrema or optimum solution. The
programming problems with only two decision
process of finding the optimum solution in
variables. The graphical method provides a picture
a linear programming is called linear of how a solution is obtained for a linear
optimization. programming problem.
 A linear programming model consists of decision variables, an objective function,
and constraints. Parameters are numerical values that are included in the objective
functions and constraints. Decision variables are mathematical symbols that
represent levels of activity. The objective function is a linear relationship that
reflects the objective of an operation. A model constraint is a linear relationship
(usually system of linear inequalities) that represents a restriction on decision making.
Constraint lines are plotted as equations. If a problem involves constraints, which are
given by a set of linear inequalities, and 𝑓 𝑥, 𝑦 = 𝑎𝑥 + 𝑏𝑦 + 𝑐 is to be extremum
subject to the constraints, then the determination of the extremum and the point or
points where it occurs is called linear programming. The region S (also called as
feasible region) determined by the constraints is the solution space containing the set
of all possible points (feasible solutions) of linear programming that satisfy the
constraints is called the set of, and their linear function
Concept
Graphing a Feasible Region
Yum’s Bakery bakes two breads, A and B. One batch of A uses 5 pounds of
oats and 3 pounds of flour. One batch of B uses 2 pounds of oats and 3 pounds of
flour. The company has 180 pounds of oats and 135 pounds of flour available.
Write the constraints for the problem and graph the feasible region.
1 Let x = the number of bread A, and
y = the number of bread B. 3
2 Write the constraints:
x≥0
The number of batches cannot be
y≥0 negative.

5x + 2y ≤ 180 The combined amount of oats is less than

or equal to 180 pounds.
3x + 3y ≤ 135 The combined amount of flour is less than
or equal to 135 pounds.
4 Graph the feasible region. The feasible region is a quadrilateral with
vertices at (0, 0), (36, 0), (30, 15), and (0, 45).
 OPTIMIZATION
In most linear programming problems, you want to do more than
identify the feasible region. Often you want to find the best combination of
values in order to minimize or maximize a certain function. This function is the
objective function.
The objective function may have a minimum, a maximum, neither, or
both depending on the feasible region.

Yum’s Bakery wants to maximize its profits from bread sales. One batch
of A yields a profit of $40. One batch of B yields a profit of $30. Use the profit
information and the data from Example 1 to find how many batches of each
bread the bakery should bake.
5 Let P = the profit from the bread. Write the objective function:
P = 40x + 30y
x≥0
The feasible region is a quadrilateral with
y≥0 vertices at (0, 0), (36, 0), (30, 15), and (0, 45).

5x + 2y ≤ 180 6 Evaluate the objective function at the vertices of the feasible

region.
3x + 3y ≤ 135
(x, y) 40x + 30y P($)
(0, 0) 40(0) + 30(0) 0
(0, 45) 40(0) + 30(45) 1350 The maximum
value occurs at the
(30, 15) 40(30) + 30(15) 1650 vertex (30, 15).
(36, 0) 40(36) + 30(0) 1440

Yum’s Bakery should make 30 batches of bread A and

15 batches of bread B to maximize the amount of profit.
Example 2:
A book store manager is purchasing new bookcases. The store needs 320 feet
of shelf space. Bookcase A provides 32 ft of shelf space and costs $200. Bookcase B
provides 16 ft of shelf space and costs $125. Because of space restrictions, the store
has room for at most 8 of bookcase A and 12 of bookcase B. How many of each type
of bookcase should the manager purchase to minimize the cost?

The answer will be in two parts—the number of bookcases that provide

32 ft of shelf space and the number of bookcases that provide 16 ft of shelf space.

List the important information:

✓ Bookcase A cost $200. Bookcase B cost $125.
✓ The store needs at least 320 feet of shelf space. Of these space,
bookcase A needs 32 ft and bookcase B needs 16 ft.
✓ Manager has room for at most 8 of bookcase A and 12 of bookcase B.
✓ Minimize the cost of the types of bookcases.
Let x represent the number of Bookcase A and y represent the number of Bookcase B.
Write the constraints and objective function based on the important information.
x≥0 The number of Bookcase A cannot be negative.

y≥0 The number of Bookcase B cannot be negative.

x≤8 There are 8 or less of Bookcase A.

y ≤ 12 There are 12 or less of Bookcase B.

32x + 16y ≤ 320 The total shelf space is at least 320 feet.

Let P = The number of Bookcase A and Bookcase

B. The objective function is P = 200x + 125y.
Graph the feasible region, and identify the vertices.
Evaluate the objective function at each vertex.
P(4, 12) = (800) + (1500) = 2300
P(0, 12) = (0) + (1500) = 1500 The manager should purchase 0
P(8, 4) = (1600) + (500) = 2100 Bookcase A and 12 Bookcase B to have
P(8, 0) = (1600) + (0) = 1600 a minimum cost of $1500.
You TRY!
LANDSCAPING A landscaping company has crews who mow lawns and
prune shrubbery. The company schedules 1 hour for mowing jobs and 3
hours for pruning jobs. Each crew is scheduled for no more than 2
pruning jobs per day. Each crew’s schedule is set up for a maximum of 9
hours per day. On the average, the charge for mowing a lawn is $40 and
the charge for pruning shrubbery is $120. Find a combination of mowing
lawns and pruning shrubs that will maximize the income the company
receives per day from one of its crews.
Step 2 Write a system of inequalities.
Step 1 Define the variables. Since the number of jobs cannot be negative,
m and p must be nonnegative numbers.
m = the number of mowing jobs
m ≥ 0, p ≥ 0
p = the number of pruning jobs Mowing jobs take 1 hour. Pruning jobs take 3
hours. There are 9 hours to do the jobs.
1m + 3p ≤ 9
There are no more than 2 pruning jobs a day.
p≤2
Step 3 Graph the system of inequalities. Step 6 Substitute the coordinates of the
vertices into the function.

Step 4 Find the coordinates of the Answer: The maximum values are 360 at
vertices of the feasible region. (3, 2) and 360 at (9, 0). This
means that the company
From the graph, the vertices are receives the most money with
at (0, 2), (3, 2), (9, 0), and (0, 0). 3 mowings and 2 prunings or 9
Step 5 Write the function to be maximized. mowings and 0 prunings.
The function that describes the income
is f(m, p) = 40m + 120p. We want to find
the maximum value for this function.
Application Problems:
GulfGolf is a small family-run company in the United Arab Emirates. It manufactures golfing equipment aimed
at the increasing demand, primarily from tourists coming for golfing holidays in the Gulf region. The company
has decided to manufacture two new products: a medium-priced golf bag and a more up-market, expensive golf
bag. The company’s products are priced in US$ given its international customer base. The company’s distributor
is enthusiastic about the new product line and has agreed to buy all the golf bags the company produces over the
next three months. After a thorough investigation of the steps involved in manufacturing a golf bag,
management determined that each golf bag produced will require the following four operations:
❖ Cutting and dyeing the material needed.
❖ Sewing.
❖ Finishing (inserting umbrella holder, club separators, etc.).
❖ Inspection and packaging.
 7
If the company produces a medium-priced standard model, each bag will require hours
10
1
in the cutting and dyeing department, hour in the sewing department, one hour in the
2
1
finishing department, and hour in the inspection and packaging department. The more
10
5 2
expensive deluxe model will require one hour for cutting and dyeing, hour for sewing,
6 3
1
hour for finishing, and hour for inspection and packaging. This production information is
4
summarized in Table 2.1. Production is constrained by the limited number of hours available
in each department. After studying departmental workload projections, the director of
manufacturing estimates that 630 hours for cutting and dyeing, 600 hours for sewing, 708
hours for finishing and 135 hours for inspection and packaging will be available for the
production of golf bags during the next three months. The accounting department analyzed
the production data, assigned all relevant variable costs and arrived at prices for both bags
that will result in a profit contribution 1 of $10 for every standard bag and $9 for every
deluxe bag produced. How many of the two types of golf bag should it manufacture in order to
maximize profit contribution?
1 Let x = the number medium sized golf bags (standard)
y = the number expensive golf bags (deluxe)
2 Write the constraints:
x≥0
The number of golf bags cannot be negative.
y≥0
7 The combined production time in cutting & dyeing is less than
𝑥 + 𝑦 ≤ 630
10 or equal to 630 hours.
1 5 The combined production time in sewing is less than or equal
𝑥 + 𝑦 ≤ 600 to 600 hours.
2 6
2 The combined production time in finishing is less than or equal
𝑥 + 𝑦 ≤ 708
3 to 708 hours.
1 1 The combined production time in inspection & packaging is
𝑥 + 𝑦 ≤ 135 less than or equal to 708 hours.
10 4
3&4 Graph the feasible region and determine its vertices.

5 Write the objective function. Let 𝑍

be the profit contribution.

Z = 10x + 9y
6 Evaluate the objective function at the
vertices of the feasible region.
(𝑥, 𝑦) 10𝑥 + 9𝑦 𝑍($)
(0, 540) 10(0) + 9(540) $4,860
(300, 420) 10(300) + 9(420) $6,780
(540, 252) 10(540) + 9(252) $7,668
(708, 0) 10(708) + 9(0) $7,080

GulfGolf should produce 540 standard and 252 deluxe golf bags to maximize the profit
up to $7,668.
LANDSCAPING A landscaping company has crews who rake leaves and
mulch. The company schedules 2 hours for mulching jobs and 4 hours for
raking jobs. Each crew is scheduled for no more than 2 raking jobs per
day. Each crew’s schedule is set up for a maximum of 8 hours per day. On
the average, the charge for raking a lawn is $50 and the charge for
mulching is $30.
What is a combination of raking leaves and mulching that will maximize
the income the company receives per day from one of its crews?

A. 0 mulching; 2 raking

B. 4 mulching; 0 raking

C. 0 mulching; 4 raking

D. 2 mulching; 0 raking
Do the following:
✓ You TRY #s 3 – 7 on pp. 6-7
✓ You TRY #s 2 – 3 on pp. 11-12
✓ Supplementary Problems pp. 7-8
✓ Supplementary Problems p. 13
NO WORK, NO CREDIT
 Go to google classroom and look for
Exit Ticket (09122023)
This will be done in Google Form. You have
15 minutes to finish this warmup.
OPTIMIZATION WITH LINEAR
PROGRAMMING
Mr. John Llenord C. Villanueva
MGT 208
CABEIHM (BatStateU-TNEU)
• Graph a set of given constraints for a linear programming problem.
• Use linear programming to find the maximum and minimum value
given the objective function.
• Solve real-world contexts involving optimization using linear
programming.

• How do you use optimization with linear programming in finding

the maximum and minimum value given the objective function?
• How do you model and solve real-world problems using systems of
linear inequalities as constraints and the objective function for
optimization?
Concept
 An organization is interested in the analysis of two products which can
be produces from the idle time of labour, machine and investment. It was
notified on investigation that the labour requirement of the first and the second
products was 4 and 5 units respectively and the total available man hours was
48. Only first product required machine hour utilization of one hour per unit
and at present only 10 spare machine hours are available. Second product needs
one unit of byproduct per unit and the daily availability of the byproduct is 12
units. According to the marketing department the sales potential of first
product cannot exceed 7 units. In a competitive market, first product can be
sold at a profit of Rs.6 and the second product at a profit of Rs.10 per unit.
a) Formulate the problem as a linear programming model.
b) Determine graphically the feasible region. Identify the redundant
constraints if any
SENSITIVITY ANALYSIS
IN LINEAR PROGRAMMING
Mr. John Llenord C. Villanueva
MGT 208
CABEIHM (BatStateU-TNEU)
• Define and interpret the different features of constraints (binding,
non-binding, slack, surplus and artificial variables).
• Explain the importance of sensitivity analysis in linear
programming.
• Explain the management implications of sensitivity analysis.

• What is the importance of slack, surplus and artificial variables in

the constraints of linear programming problem?
• How do the changes in the LP’s parameters (objective functions and
constraints) change the optimal solution?
Features of the Constraints of a Linear Programming
• Nonnegativity constraints restrict the decision variables to zero or
positive values.
• RHS – represent the right-hand side value of the constraints. In the
context of the problem, these are the availability of the resources.
• LHS – represents the left-hand side expression of the constraints. In the
context of the problem, these are the usage of the resources by all the
model activities (variables).
• A constraint is binding if its LHS value is the same as the RHS value.
Binding constraints are the constraints that used to confirm the optimal
solution and they prevent a higher value for the objective function. Non-
binding constraints do not directly affect the optimal solution. A non-
binding constraint will have slack, or surplus, associated with it.
Slack, Surplus, and Artificial Variables
• Slack Variables 𝒔𝒊 – The excess amount of the RHS over the LHS which yields the
unused amount of the resources (any unused capacity for a ≤ constraint).
• Surplus Variables - represent the amounts by which the left sides of the
inequalities exceed the right sides(any excess quantity corresponding to a ≥
constraint). Surplus variables must be nonnegative. This is the amount by which
consumption exceeds the minimum requirement (that is the RHS value).
• Artificial Variables – they have no physical meaning in the real problem.
In the standard-form representation of a linear programming model, the
objective function coefficients for slack variables are zero. This zero coefficient implies
that slack variables, which represent unused resources, do not affect the value of the
objective function. However, in some applications, unused resources can be sold and
contribute to profit. In such cases, the corresponding slack variables become decision
variables representing the amount of unused resources to be sold. For each of these
variables, a nonzero coefficient in the objective function would reflect the profit
associated with selling a unit of the corresponding resource.
Maximization LP Problems:
GulfGolf is a small family-run company in the United Arab Emirates. It manufactures golfing equipment
aimed at the increasing demand, primarily from tourists coming for golfing holidays in the Gulf region.
The company has decided to manufacture two new products: a medium-priced golf bag and a more up-
market, expensive golf bag. The company’s products are priced in US$ given its international customer
base. The company’s distributor is enthusiastic about the new product line and has agreed to buy all the
golf bags the company produces over the next three months. After a thorough investigation of the steps
involved in manufacturing a golf bag, management determined that each golf bag produced will require
the following four operations:
❖ Cutting and dyeing the material needed.
❖ Sewing.
❖ Finishing (inserting umbrella holder, club separators, etc.).
❖ Inspection and packaging.
 7
If the company produces a medium-priced standard model, each bag will require hours
10
1
in the cutting and dyeing department, hour in the sewing department, one hour in the
2
1
finishing department, and hour in the inspection and packaging department. The more
10
5 2
expensive deluxe model will require one hour for cutting and dyeing, hour for sewing,
6 3
1
hour for finishing, and hour for inspection and packaging. This production information is
4
summarized in Table 2.1. Production is constrained by the limited number of hours available
in each department. After studying departmental workload projections, the director of
manufacturing estimates that 630 hours for cutting and dyeing, 600 hours for sewing, 708
hours for finishing and 135 hours for inspection and packaging will be available for the
production of golf bags during the next three months. The accounting department analyzed
the production data, assigned all relevant variable costs and arrived at prices for both bags
that will result in a profit contribution 1 of $10 for every standard bag and $9 for every
deluxe bag produced. How many of the two types of golf bag should it manufacture in order to
maximize profit contribution?
1 Let x = the number medium sized golf bags (standard)
y = the number expensive golf bags (deluxe)
2 Write the constraints:
x≥0
The number of golf bags cannot be negative.
y≥0
7 The combined production time in cutting & dyeing is less than
𝑥 + 𝑦 ≤ 630
10 or equal to 630 hours.
1 5 The combined production time in sewing is less than or equal
𝑥 + 𝑦 ≤ 600 to 600 hours.
2 6
2 The combined production time in finishing is less than or equal
𝑥 + 𝑦 ≤ 708
3 to 708 hours.
1 1 The combined production time in inspection & packaging is
𝑥 + 𝑦 ≤ 135 less than or equal to 708 hours.
10 4
3&4 Graph the feasible region and determine its vertices.

5 Write the objective function. Let 𝑍

be the profit contribution.

Z = 10x + 9y
6 Evaluate the objective function at the
vertices of the feasible region.
(𝑥, 𝑦) 10𝑥 + 9𝑦 𝑍($)
(0, 540) 10(0) + 9(540) $4,860
(300, 420) 10(300) + 9(420) $6,780
(540, 252) 10(540) + 9(252) $7,668
(708, 0) 10(708) + 9(0) $7,080

GulfGolf should produce 540 standard and 252 deluxe golf bags to maximize the profit
up to $7,668.
Binding vs Non-binding Constraints
x≥0
The number of golf bags cannot be
y≥0 negative.
7 The combined production time in
𝑥 + 𝑦 ≤ 630
10 cutting & dyeing
1 5 The combined production time in
𝑥 + 𝑦 ≤ 600 sewing
2 6
2 The combined production time in
𝑥 + 𝑦 ≤ 708
3 finishing
1 1 The combined production time in
𝑥 + 𝑦 ≤ 135 inspection & packaging
10 4

The constraints for sewing and finishing production time are called the binding while
the cutting and dyeing and inspection & packaging are called non-binding.
GulfGolf should produce 540 standard and 252 deluxe golf bags to maximize the profit
up to $7,668.

Production Hrs. Required 𝒙 = 𝟓𝟒𝟎 & 𝒚 = Unused Hours

Constraints (Slack)
Department 𝟐𝟓𝟐
Cutting & 7 7
Dyeing 𝑥 + 𝑦 ≤ 630 540 + 252 = 630 0
10 10
1 5 1 5
Sewing 𝑥 + 𝑦 ≤ 600 540 + 252 = 480 120
2 6 2 6
2 2
Finishing 𝑥 + 𝑦 ≤ 708 1 540 + 252 = 708 0
3 3
Inspection & 1 1 1 1
Packaging 𝑥 + 𝑦 ≤ 135 540 + 252 = 117 18
10 4 10 4

There are slack variables in sewing and inspection & packaging. Particularly, 120 hours
in sewing and 18 hours in finishing are unused.
Minimization LP Problems:
M&D Chemicals is based in Germany and manufactures a variety of
chemical products that are sold to other companies who produce bath soaps
and shower gels. Based on an analysis of current inventory levels and
potential demand for the coming week, M&D’s management specified that
the combined production for products A and B must total at least 350 litres.
Separately, a major customer’s order for 125 litres of product A must also be
satisfied. Product A requires two hours of processing time per litre and
product B requires one hour of processing time per litre. For the coming
week, 600 hours of processing time are available. M&D’s objective is to
satisfy these requirements at a minimum total production cost. Production
costs are $2 per litre for product A and $3 per litre for product B.
Continuation of M&D Chemicals Problem:
1 Let x = the number of litres of product A
y = the number of litres of product B
𝑧 = total production cost

2 Write the constraints:

x≥0
The number of golf bags cannot be negative.
y≥0
𝑥 ≥ 125 The customer’s order of product A

𝑥 + 𝑦 ≤ 350 The combined production of products A and B

2𝑥 + 𝑦 ≤ 600 The combined processing time is less than or equal to the

available total of 600 hours.

Objective Function: 𝑴𝒊𝒏 𝒛 = 2𝑥 + 3𝑦

4&5 Graph the feasible region and determine its vertices.

6 Evaluate the objective function at the

vertices of the feasible region.

(𝑥, 𝑦) 𝟐𝑥 + 𝟑𝑦 𝑍($)
(125, 350) 2(125) + 3(350) $1,300
(125, 225) 2(125) + 3(225) $925
(250, 100) 2(250) + 3(100) $800

M&D Chemical’s should produce 250 litres of product A and 100 litres of product B to
miniimize the total production cost up to $800.
Surplus Variable
This is the amount by which consumption exceeds the minimum requirement.
M&D Chemical’s should produce 250 litres of product A and 100 litres of product B to
miniimize the total production cost up to $800.

Production Litres of A & B Required Excess Litres

Constraints (Surplus)
Department 𝒙 = 𝟐𝟓𝟎 & 𝒚 = 𝟏𝟎𝟎
Order of
Product A 𝑥 ≥ 125 250 > 125 125
Combined
Production 𝑥 + 𝑦 ≤ 350 250 + 100 = 350 0
Combined
Processing Time 2𝑥 + 𝑦 ≤ 600 2 250 + 100 = 600 0

There are slack variables in sewing and finishing. Particularly, 120 hours in sewing and
18 hours in finishing are unused.
4. As part of a quality improvement initiative, government employees complete a three-day
training programme on teamwork and a two-day training programme on problem
solving. The manager of quality improvement requested that at least eight training
programmes on teamwork and at least ten training programmes on problem solving be
offered during the next six months. In addition, senior-level management specified that at
least 25 training programmes must be offered during this period. A consultant is used to
teach the training programmes. During the next six months, the consultant has 84 days
of training time available. Each training programme on teamwork costs $10,000 and each
training programme on problem solving costs $8000.
a. Formulate a linear programming model that can be used to determine the number of
training programmes on teaming and the number of training programmes on problem
solving that should be offered in order to minimize total cost.
b. Write the linear programming model in standard form.
c. Graph the feasible region.
d. Determine the coordinates of each extreme point.
e. Solve for the minimum-cost solution.
f. How many training programmes/days are considered slack? surplus?
Let x = the number of teamwork training programme
y = the number of problem-solving training programme
𝑧 = total cost
Write the constraints: Objective Function: 𝑴𝒊𝒏 𝒛 = 10000𝑥 + 8000𝑦
x≥0
The number of golf bags cannot be negative.
y≥0
𝑥≥8 Minimum required training for each (teamwork & problem-solving
𝑦 ≥ 10
Minimum required combined training
𝑥 + 𝑦 ≥ 25
3𝑥 + 2𝑦 ≤ 84 The available days of training

Objective Function: 𝑴𝒊𝒏 𝒛 = 10000𝑥1 + 8000𝑥2 + 0𝑠1 + 0𝑠2 + 0𝑠3 + 0𝑠4

Subject to: 𝑥1 + 0𝑥2 − 𝑠1 + 0𝑠2 + 0𝑠3 + 0𝑠4 = 8
0𝑥1 + 𝑥2 + 0𝑠1 − 𝑠2 + 0𝑠3 + 0𝑠4 = 10
𝑥1 + 𝑥2 + 0𝑠1 + 0𝑠2 − 𝑠3 + 0𝑠4 = 25
3𝑥1 + 2𝑥2 + 0𝑠1 + 0𝑠2 + 0𝑠3 + 𝑠4 = 84
Graph the feasible region and determine its vertices.
Evaluate the objective function at the
vertices of the feasible region.
(𝑥, 𝑦) 𝟏𝟎𝟎𝟎𝟎𝑥 + 𝟖𝟎𝟎𝟎𝑦 𝑍($)
(8, 17) 10000(8) + 8000(17) $216,000
(8, 30) 10000(8) + 8000(30) $320,000
(15, 10) 10000(15) + 8000(10) $230,000
1 10000 21
1
+ 8000(10) $293,333.33
(21 , 10) 3
3

Eight (8) teamwork and 17 problem-solving training programmes should be offered to

minimize the total cost up to $216,000.
Surplus Variable
Slack is the amount of unused available resources while the surplus variable is
the amount by which consumption exceeds the minimum requirement.
Eight (8) teamwork and 17 problem-solving training programmes should be offered to
minimize the total cost up to $216,000.

No. of Training Required Slack or Surplus

Constraints (# of training)
𝒙 = 𝟖 & 𝒚 = 𝟏𝟕

Required 𝑥≥8 8=8 0

Training for each
𝑦 ≥ 10 17 > 10 7
Combined
Training 𝑥 + 𝑦 ≥ 25 8 + 17 = 25 0
Training Days 3𝑥 + 2𝑦 ≤ 84 3 8 + 2 17 < 84 26
There are slack variables in the available training days of 26 days. There is a surplus
variable in the required training for problem solving of 7 trainings.