LECTURE 4

LINEAR PROGRAMMING, GRAPHICAL METHOD AND SIMPLEX METHOD I

DR. ANUP KUMAR TRIPATHI

DEPARTMENT OF MINING ENGINEERING

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 LINEAR PROGRAMMING, GRAPHICAL METHOD AND SIMPLEX METHOD I

INTRODUCTION
 We often face situations where decision making is a problem of planning activity.

The problem generally is of utilizing the scarce resources in an efficient manner so as to maximize the profit or to minimize
the cost or to yield the maximum production.

Such problems are called optimization problems.

Linear programming in particular deals with the optimization (maximization or minimization) of linear functions subject to
linear constraints.

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 Linear programming is widely used to tackle a number of industrial, economic, marketing and distribution problems.

This technique has found its applications in numerous important areas.

Oil refineries, chemical industries, steel industries and food processing industries are using linear programming with
considerable success.

In defence, this technique is being employed in inspection, optimal bombing pattern, design of weapons, etc.

Actually linear programming can be applied to any situation where a linear function of variables has to be optimized subject to
a set of linear equations or inequalities.

 This lecture and next seven lectures present the principles of linear programming and the solution methods.

Beginning with the graphical method, the different forms of simplex method for solving linear programming problems and
duality theory are described.

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FORMULATION OF THE LINEAR PROGRAMMING PROBLEM
 To begin with, a problem is to be presented in a linear programming form which requires defining the variables involved,
establishing relationships between them and formulating the objective function and the constraints.

It is illustrated through a few examples, wherein the stress is on the analysis of the problem and formulation of the linear
programming model.

Example 1
A company produces two types of models: M1 and M2.

Each M1 model requires 4 hours of grinding and 2 hours of polishing, whereas each M2 model requires 2 hours of grinding and 5
hours of polishing.

The company has 2 grinders and 3 polishers.

Each grinder works for 40 hours a week and each polisher works for 60 hours a week.

Profit on an M1 model is $3 and on an M2 model is $4.

Whatever is produced in a week is sold in the market.

How should the company allocate the production capacity to two types of models so that it makes the maximum profit in a week?

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Solution
Let x1 be the number of M1 models and x2 the number of M2 models produced per week.

Then the weekly profit in dollars is:

(i)

To produce these number of models, the total number of grinding hours needed per week:

and the total number of polishing hours required per week:

Since the number of grinding hours available is not more than 80 and the number of polishing hours is not more than 180,
therefore:

(ii)

(iii)

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Also since the negative number of models are not produced, obviously we must have:

(iv)

Hence this allocation problem is to find x1, x2 which:

 The variables that enter into the problem are called decision variables.

The expression (i) showing the relationship between the company's goal and the decision variables is called the objective
function.

The inequalities (ii), (iii) and (iv) are called the constraints.

 The objective function and the constraints being all linear, it is a linear programming problem (L.P.P.).

This is an example of a real situation from industry.

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Example 2
Consider the following problem faced by a production planner in a soft-drink plant.

He has two bottling machines A and B.

A is designed for 8-ounce bottles and B for 16-ounce bottles.

However, each can be used on both types with some loss of efficiency.

The following is available:

The machines can be run 8 hours per day, 5 days per week.

Profit in a 8-ounce bottle is 15 cents and on a 16-ounce bottle is 25 cents.

Weekly production of drink cannot exceed 300,000 ounces and the market can absorb 25,000 8-ounce bottles and 7,000 16-ounce
bottles per week.

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The planner wishes to maximize his profit subject, of course, to all the production and marketing restrictions.

Formulate this as a linear programming problem.

Solution
Let x1 units of 8-ounce bottle and x2 units of 16-ounce bottle be produced per week.

Then, the weekly profit in dollars of the production planner is:

(i)

Since an 8-ounce bottle takes 1/100 minutes and a 16-ounce bottle 1/40 minutes on machine A and the machine can run 8 hours
per day, 5 days per week, which means 2400 minutes per week, we therefore have:

(ii)

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Also since an 8-ounce bottle takes 1/60 minutes and a 16-ounce bottle 1/75 minutes on machine B which can run 2400 minutes
per week, we therefore have:

(iii)

As the total weekly production cannot exceed 300,000 ounces, therefore:

(iv)

As the market can absorb at the most 25,000 8-ounce bottles and 7,000 16-ounce bottles per week, therefore:

(v)

Hence this allocation problem of the production planner is to find x1, x2 which:

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Example 3
A firm making castings uses electric furnace to melt iron with the following specifications:

Specifications and costs in dollars of various raw materials used for this purpose are given below:

If the total charge of iron metal required is 4 tonnes, find the weight in kg of each raw material that must be used in the optimal
mix at minimum cost.

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Solution
Let x1, x2, x3 be the amounts in kg of these raw materials.

The objective is to minimize the cost, which means:

(i)

For iron melt to have a minimum of 3.2% carbon:

(ii)

For iron melt to have a maximum of 3.4% carbon:

(iii)

For iron melt to have a minimum of 2.25% silicon:

(iv)

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For iron melt to have a maximum of 2.35% silicon:

(v)

Also since the materials added up must be equal to the full charge weight of 4 tonnes, we have:

(vi)

Finally, since the amounts of raw materials cannot be negative:

(vii)

The linear programming problem thus is to find x1, x2, x3 which:

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