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Linear Programming problem

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6 views

Linear Programming problem

Notes

Uploaded by

xinejo2126
Copyright
© © All Rights Reserved
Available Formats
Download as PDF, TXT or read online on Scribd
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Introduction to Linear Programming (L.

P)

The mathematical definition of linear programming (L.P.) can be stated


as –
“It is the analysis of problems in which a linear function of a number of
variables is to be maximized (minimized), when those variables are
subject to a number of restraints in the form of linear inequalities”.
Here are a few examples:
• A product mix problem: Decide the combination of various product quantities to maximise
profit or to minimise production cost.
• Allocation of bank funds: To achieve highest possible returns. This should be achieved within
liquidity limits set by RBI and maintaining flexibility to meet the customers demand for loans.
• Manufacturing problem: To manufacture goods (say furniture) so as to give maximum profits
bearing in mind the time constrain and the market demand for the goods.
• Advertising application: To achieve the best possible exposure to the client’s product at the
lowest possible advertising cost.
• Portfolio selection: Select specific investments among available alternatives so as to maximise
return or to minimise risk.
• Staffing problem: Develop a work schedule that allows say, a large restaurant or a hospital or
a police station to meet their man power needs at all hours with minimum number of
employees.
• Trim loss problem: Find the combination of components to be produced from standard sheets
in order to keep trim loss to a minimum.
TERMINOLOGY OF LINEAR PROGRAMMING:

A typical linear programming problem(L.P.P) has the following


components:
1. An objective function.
2. Constraints or restrictions.
3. Non-negativity restriction.
And the following terms are commonly used
to describe a typical L.P.P.
• Decision variables: Decision variables are the unknowns whose values
are to be determined from the solution of the problem.

• E.g. decision variables in the furniture manufacturing problem are say


the tables and chairs whose values or actual units of production are
to be found from the solution of the problem.
Objective function:
• Objective function is prominently used to represent and solve the
optimization problems of linear programming.
• The objective function is of the form Z = ax + by, where x, y are the
decision variables.
• The function Z = ax + by is to be maximized or minimized to find the
optimal solution.
• The objection function z = ax + by has the variables x, and y as the
decision variables.
Constraints:
• A constraint represents the limitations imposed on the values of
decision variables in the solution. These limitations exist due to
limited availability of resources as well as the requirements of these
resources in the production of each unit of the decision variable.

As an example,
the number of boys is represented as x,
and the number of girls is represented as y,
and the constraint exists that the number of children who can be
accommodated in the bus is less than 60.
This constraint can be expressed as an inequality x + y < 60.
Linear relationships:
• Linear programming deals with problems in which the objective
function and the constraints can be expressed as linear functions.
Hence, when the problem is solved graphically, in a two variable case
the constraints the objective function, gives a straight line on a two
dimensional graph.
Equations and inequalities:
• Equations are represented by = (equality) sign. They are specific
statements. But many business problems cannot be neatly expressed
in equations (called strict equality).
• Instead of precise statements, we may have only minimum or
maximum requirements or availability.
• For example we may state that available labour time is 40 hours per
week, hence, labour time used in production should be less than or
equal to 40 hours per week. We thus need inequalities.
• Most of the constraints in a LPP are expressed as inequalities.
Non-negativity restrictions:
• Linear programming technique is used to obtain solution to real world
problems. The solution to the problem implies finding values of the
decision variables. These must be non-negative.
• As one cannot think of manufacture of -4 tables or -6 chairs i.e.
negative production.
• Hence, decision variable should assume either zero or positive values.
• If we denote two decision variables as X1 and X2 then the non
negativity restriction is expressed as X1 > = 0; X2 >= 0.
• Feasible Region: The common region determined by all the
constraints including non-negative constraints x > 0, y > 0 of a linear
programming problem is called the feasible region.
• Feasible Solutions: These points within or on the feasible region
represent feasible solutions of the problem. Any point outside the
scenario is called an infeasible solution.
• Optimal(Most Feasible) Solution: Any point in the emerging region
that provides the right amount (maximum or minimum) of the
objective function is called the optimal solution.
Special cases in an LPP
• When a LP is solved, one of the following cases will occur:
• Case 1 The LP has a unique solution when has only one
optimal solution
• Case 2 The LP has more than one ( actually an infinite
number of ) optimal solutions. This is the case of alternative
(Multiple) optimal solutions.
• Case 3 The LP is infeasible (it has no feasible solution). This
means that the feasible region contains no points.
• Case 4 The LP is unbounded. This means (in a max problem)
that there are points in the feasible region with arbitrarily
large z-values (objective function value ).
METHODS OF SOLUTION:

The Linear Program problem can be solved by using:


•Graphical method: This method can be used if there
are only two decision variables in the LPP.

•Simplex method: This method is useful in solving LP


problems with two or more than two decision variables.
GRAPHICAL METHOD:
If the objective function Z is a function of two variables, then the problem
can be solved by graphical method.
• A procedure of solving LPP by graphical method is as follows:
1. Formulation of the problem into LPP model (i.e) objective function and the constraints are written down.
2. Consider each inequality constraints as equation.
3. Plot each equation on the graph as each equation will geometrically represent a straight line.
4. Shade the feasible region and identify the feasible solutions.
Every point on the line will satisfy the equation of line. If the inequality constraints corresponding to that line is
≤ then the region below the line lying in the first quadrant (due to non-negativity of variables) is shaded. For
the inequality constraints with ≥ sign the region above the line in the first quadrant is shaded. The point lying in
common region will satisfy all the constraints simultaneously. Thus, the common region obtained is called
feasible region. This region is the region of feasible solution. The corner points of this region are identified.
5. Finding the optimal solutions. The values of Z at various corners points of the region of feasible solution are
calculated. The optimum (maximum or minimum) Z among these values is noted. Corresponding solution is the
optimal solution.
and x = 0, y- axis y = 0, x -axis.
Practice

Solution
𝑆𝑜𝑙𝑢𝑡𝑖𝑜𝑛 ∶ 𝑥1 = 0, 𝑥2 = 144, 𝑚𝑖𝑛𝑖𝑚𝑢𝑚 𝑍 = 3426
𝑓𝑜𝑟 𝑥1 + 𝑥2 = 200, 𝑝𝑢𝑡 𝑥1 = 0, 𝑡ℎ𝑒𝑛 𝑥2 =200
𝑥1 + 𝑥2 = 200, 𝑝𝑢𝑡 𝑥2 = 0, 𝑡ℎ𝑒𝑛 𝑥1 =200
The end points are (0,200) and (200,0)

𝑓𝑜𝑟 𝑥2 = 125, 𝑝𝑢𝑡 𝑥1 = 0, the point is (0,125)


𝑓𝑜𝑟 3𝑥1 + 6𝑥2 = 900, 𝑝𝑢𝑡 𝑥1 = 0, 𝑡ℎ𝑒𝑛 𝑥2 =150
3𝑥1 + 6𝑥2 = 900, 𝑝𝑢𝑡 𝑥2 = 0, 𝑡ℎ𝑒𝑛 𝑥1 =300
The end points are (0,150) and (300,0)
𝐵 𝑖𝑠 𝑖𝑛𝑡𝑒𝑟𝑠𝑒𝑐𝑡𝑖𝑜𝑛 𝑜𝑓
𝑥2 = 125 and 3𝑥1 + 6𝑥2 = 900
Sub 𝑥2 = 125 in 3𝑥1 + 6𝑥2 =
900, we get

3𝑥1 + 6 × 125 = 900


𝑥1 =50,
Therefore B is (50,125)

C is the intersection of 𝑥1 + 𝑥2 =
200 𝑎𝑛𝑑 3𝑥1 + 6𝑥2 = 900

Solving by multiplying first


equation by 3
3𝑥1 + 3𝑥2 = 600
3𝑥1 + 6𝑥2 = 900
𝑇ℎ𝑒 𝑝𝑜𝑖𝑛𝑡 C is
(100,100)
40𝑥1 + 20𝑥2 = 200, 𝑃𝑜𝑖𝑛𝑡𝑠 𝑎𝑟𝑒 0,10 and 5,0
3𝑥1 + 12𝑥2 = 36, 𝑃𝑜𝑖𝑛𝑡𝑠 𝑎𝑟𝑒 0,3 and 12,0
18𝑥1 + 3𝑥2 = 54, 𝑃𝑜𝑖𝑛𝑡𝑠 𝑎𝑟𝑒 0,18 and 3,0
𝐵 𝑖𝑠 𝑡ℎ𝑒 𝑖𝑛𝑡𝑒𝑟𝑠𝑒𝑐𝑡𝑖𝑜𝑛 𝑜𝑓 40𝑥1 + 20𝑥2 = 200,
18𝑥1 + 3𝑥2 = 54,
Solving
120𝑥1 +60𝑥2 =600
360𝑥1 +60𝑥2 = 1080

-240𝑥1 =-480
𝑥1 =2, 𝑥2 =6
B is (2,6)

𝐶 𝑖𝑠 𝑡ℎ𝑒 𝑖𝑛𝑡𝑒𝑟𝑠𝑒𝑐𝑡𝑖𝑜𝑛 𝑜𝑓 40𝑥1 + 20𝑥2 = 200,


3𝑥1 + 12𝑥2 = 36

Solving we get C is (4,2)


2𝑥1 + 𝑥2 = 40, 𝑝𝑜𝑖𝑛𝑡𝑠 0,40 𝑎𝑛𝑑 20,0
4𝑥1 − 𝑥2 = 20, 𝑝𝑜𝑖𝑛𝑡𝑠 0, −20 𝑎𝑛𝑑 5,0
𝑥1 = 30, 𝑝𝑜𝑖𝑛𝑡𝑠 30,0
2𝑥1 + 4𝑥2 = 16, 𝑝𝑜𝑖𝑛𝑡𝑠 0,4 𝑎𝑛𝑑 8,0
𝑥1 + 5𝑥2 = 15, 𝑝𝑜𝑖𝑛𝑡𝑠 0,3 𝑎𝑛𝑑 15,0

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