Linear Programming
Linear Programming
5. Certainty 6. Divisibility
7. Nonnegative variables
Explanation: The technique is very powerful and found especially useful because of its application to
many different types of real business problems in areas like finance, production, sales and distribution,
personnel, marketing, and many more areas of management.
As its name implies, the linear programming model consists of linear objectives and linear objectives,
and linear constraints, which means that the variables in a model have a proportionate relationship. For
example, an increase in manpower resource will resource in an increase in work output.
Objective Function- is the function of the decision variables that the decision maker wants to maximize
(revenue or profit) or minimize (costs).
Constraints – restrictions that limit the degree to which we can pursue our objective.
Decision variable
Objective function
One general relationship is that the amount of a resource used is to be less than or equal to the amount
of the resource available.
1. The hours of carpentry time used cannot exceed 240 hours per week.
Carpentry time used ≤ Carpentry time available
4T + 3C ≤ 240 (hours of carpentry time)
2. The hours of painting and varnishing time used cannot exceed 100 hours per week.
Painting and varnishing time used ≤ painting and varnishing time available
2T + 1C ≤ 100 (hours of painting and varnishing time)
Unboundedness Sometimes a linear program will not have a finite solution. This means that in a
maximization problem, for example, one or more solution variables, and the profit, can be made
infinitely large without violating any constraints
Redundancy The presence of redundant constraints is another common situation that occurs in large LP
formulations. Redundancy causes no major difficulties in solving LP problems graphically, but you should
be able to identify its occurrence. A redundant constraint is simply one that does not affect the feasible
solution region. In other words, other constraints may be more binding or restrictive than the redundant
constraint.
Alternate Optimal Solutions An LP problem may, on occasion, have two or more alternate optimal
solutions. Graphically, this is the case when the objective function’s isoprofit or isocost line runs
perfectly parallel to one of the problem’s constraints—in other words, when they have the same slope.