CHAPTER-1

LINEAR PROGRAMMING
Table of Contents

1.1 Linear Programming: Introduction

1.2. Definition of Linear Programming
1.3 Component of Linear Programming
1.4 Characteristic of Linear Programming
1.5 Mathematical Formulation
1.6 Finite Queuing Model

1.7 Summary
1.8 Glossary
1.9 Terminal Questions
1.10 Answers
1.11 Suggested Books
1.1 Linear Programming: Introduction
Linear programming is taken into consideration as a vital method that is used to
discover the premier aid utilization. The term “linear programming” includes phrases
which include linear and programming. The word “linear” defines the connection among
a couple of variables with diploma one. The word “programming” defines the manner of
choosing the pleasant answer from numerous alternatives.
Linear Programming is broadly utilized in Mathematics and a few different areas
which include economics, business, telecommunication, and production fields. In this
article, allow us to speak the definition of linear programming, its components, a simplex
technique with linear programming problems.

1.2 Definition of Linear Programming (LP)

Linear programming (LP) or Linear Optimization can be described because the
hassle of maximizing or minimizing a linear characteristic that's subjected to linear
constraints. The constraints can be equalities or inequalities. The optimization troubles
contain the calculation of profit and loss. Linear programming troubles are a critical
magnificence of optimization troubles that enables to discover the possible place and
optimize the answer for you to have the best or lowest price of the characteristic.
Linear programming is the technique of thinking about one-of-a-kind inequalities
applicable to a state of affairs and calculating the first-class price this is required to be
received in the one’s conditions.
Some of the belief taken whilst operating with linear programming is:

1. The number of constraints should be expressed in the quantitative terms.

2. The relationship between the constraints and the objective function should be
linear.

3. The linear function (i.e., objective function) is to be optimized.

1.3 Components of Linear Programming

The basic components of the LP are as follows:

  Decision Variables

 Constraints

 Data

 Objective Functions

1.4 Characteristics of Linear Programming

The following are the five characteristics of the linear programming problem:

1. Constraints – The limitations should be expressed in the mathematical form, regarding

the resource.
2. Objective Function – In a problem, the objective function should be specified in a
quantitative way.
3. Linearity – The relationship between two or more variables in the function must be
linear. It means that the degree of the variable is one.
4. Finiteness – There should be finite and infinite input and output numbers. In case, if
the function has infinite factors, the optimal solution is not feasible.
5. Non-negativity – The variable value should be positive or zero. It should not be a
negative value.
6. Decision Variables – The decision variable will decide the output. It gives the
ultimate solution of the problem. For any problem, the first step is to identify the
decision variables.

1.5 Application Areas of Linear Programming

It is a technique which is widely used in long term planning, production, warehousing

decisions, purchase decisions, labour decision, etc. However, there are some important
linear programming problems which are discussed mentioned below:

1. Agriculture application- It can be used in farm management in which limited resources

like labour. Acreage, water supply, working capital in such a way to maximize net
revenue.
2. Industrial Application- Transportation problems concerning cost minimization can be
solved by this technique. It can also be used in product mix and inventory control. In
chemical industry our purpose is to find the optimal scheduling of different machines of
various capacities, power limitations and other situations.

3. Application in military

4. Application in Marketing management.

5. Application in Personnel management.

1.6 Assumptions of Linear Programming

The below mentioned assumptions may be considered for a Linear Programming

Problems:

1. Linearity- The assumption states that there is a proportional relationship among the
relevant variables. That is the number of resources required for a given activity level is
directly proportional to the level of that activity.

2. Divisibility- This means that fractional values of the decision variables are permitted.

3. Certainty- The various parameters, namely, the objective function coefficients, the
coefficient of equations/inequalities constraints and the constraints(resources) values are
known with certainty.

4. Non-Negative- This assumption states that the values of the decision variables are
always greater than or equal to zero.

5. Additivity- Total output for a given combination of activity levels is the algebraic sum
of the output of each individual process.

6. Continuity- This assumption states that the decision variables are continuous.
1.7 Limitation of Linear Programming

1. Linear programming technique does not consider the problem related to uncertainty.

2. In linear programming techniques if the variables are quite large, then the technique
became complex, and use of computer is essential.

3. In some cases the solutions may come in fractions also.

4. In linear programming the parameters are assumed to be constant but in real life it
keeps on changing.

1.9 Introduction to Linear Programming Problem

When a problem is identified then the next step is to make a mathematical model.
Formulation of an LPP refers to translating the real-world problem into the form of
mathematical equations which could be solved. It usually requires a thorough
understanding of the problem. In decision making all the decision are taken trough some
variables which are known as decision variables. The model of any linear programming
will have following steps:
 Step 1: Identify the ‘n’ number of decision variables which govern the behaviour of
the objective function (which needs to be optimized).

 Step 2: Identify the set of constraints on the decision variables and express them in
the form of linear equations /in equations. This will set up our region in the n-
dimensional space within which the objective function needs to be optimized. Don’t
forget to impose the condition of non-negativity on the decision variables i.e., all of
them must be positive since the problem might represent a physical scenario, and
such variables can’t be negative.

 Step 3: Express the objective function in the form of a linear equation in the decision
variables.
 Step 4: Optimize the objective function either graphically or mathematically.

Example 1: A computer company produces a laptop and a desktop computer. Long-term

projections indicate an expected demand of at least 150 laptops and 100 desktop
computers each day. Because of limitations on production capacity, no more than 250
laptop and 200 desktop computers can be made daily. To satisfy a shipping contract, a
minimum of 250 computers must be shipped each day. If each laptop sold, results in a 20
rupees loss, but each desktop computer produce a 50 rupees profit; then how many of each
type should be manufactured daily to maximize the net profit?

Solution:

Step 1: The decision variables: Since the question has asked for an optimum number of
calculators, that’s what our decision variables in this problem, would be. Let,

x = number of laptop produced

y = number of desktop produced

Therefore, we have 2 decision variables in this problem, namely ‘x’ and ‘y’.

Step 2: The constraints: Since the company can’t produce a negative number of
computers in a day, a natural constraint would be:
 x≥0
y≥0

However, a lower bound for the company to sell computers is already supplied in the
problem. We can note it down as:

x ≥ 150
y ≥ 100

We have also been given an upper bound for these variables, owing to the limitations on
production by the company. We can write as follows:

x ≤ 250
y ≤ 200

Besides, we also have a joint constraint on the values of ‘x’ and ‘y’ due to the minimum
order on a shipping consignment; given as:

x + y ≥ 250

Step 3: Objective Function: Clearly, here we need to optimize the Net Profit function. The
Net Profit Function is given as:

P = -20x + 50y

Step 4: Solving the problem: the system here –

Maximization of P = -20x + 50y, subject to:

150 ≤ x ≤ 250
 100 ≤ y ≤ 200
x + y ≥ 250

We can solve it graphically or mathematically as per convenience.

Example 2: A firm produces three products P, Q and R. These products are processed on
three different machines M1, M2 and M3. The time required manufacturing one unit of
each of the three products and the daily capacity of the three machines are given in the
table below:

Machine/Time Required P Q R Machine Capacity

(minutes/day)
M1 2 3 2 440
M2 4 - 3 470
M3 2 5 - 430

It is required to determine the daily number of units to be manufactured for each product.
The profit per unit for product P, Q and R is Rs. 2, Rs.4 and Rs.8 respectively. It is
assumed that all the amounts produced are consumed in the market. Formulate the
mathematical (L.P.) model that will maximise the daily profit.

Solution:

Step 1: The decision variables: Let,

x = number of P products produced

y = number of Q products produced
z = number of R products produced

Therefore, we have 3 decision variables in this problem, namely ‘x’, ‘y’ and ‘z’.
Step 2: The constraints: Since the company can’t produce a negative number of products
in a day, a natural constraint would be:

x≥0
y≥0
z≥0

Put into words the influencing factors or constraints. These occur generally because of
constraints on availability (resources) or requirements (demands). Express these
constraints also as linear equations/inequalities in terms of variables.
Here, constraints are on the machine capacities and can be mathematically expressed as
2x+ 3y + 2z ≤ 440
4x+ 0y + 3z ≤ 470
2x+ 5y + 0z ≤ 430
Step 3: Objective Function: Mention the objective function quantitatively and express it
as a linear function of variables. In the present situation, objective is to maximize the
profit. i.e.,
Z = 4x1+ 3x2 + 6x3

Step 4: Solving the problem: the system here –

Max Z = 4x1+ 3x2 + 6x3

Subject to Constraints,
2x+ 3y + 2z ≤ 440
4x+ 0y + 3z ≤ 470
2x+ 5y + 0z ≤ 430
x, y, z ≥0

Example 3: A company has two grades of inspectors, I and II to undertake quality

control inspection. At least 1, 500 pieces must be inspected in an 8-hour day. Grade I
inspector can check 20 pieces in an hour with an accuracy of 96%. Grade II inspector
checks 14 pieces an hour with an accuracy of 92%. Wages of grade I inspector are Rs. 5
per hour while those of grade II inspector are Rs. 4 per hour. Any error made by an
inspector costs Rs. 3 to the company. If there are, in all, 10 grade I inspectors and 15
grade II inspectors in the company, find the optimal assignment of inspectors that
minimise the daily inspection cost.

Solution:

Let x1 and x2 denote the number of grade I and grade II inspectors that may be assigned
the job of quality control inspection.
The objective is to minimise the daily cost of inspection.
Now the company has to incur two types of costs; wages paid to the inspectors and the
cost of their inspection errors. The cost of grade I inspector/hour is
Rs. (5 + 3 X 0.04 X 20) = Rs. 7.40.
Similarly, cost of grade II inspector/hour is
Rs. (4 + 3 X 0.08 X 14) = Rs. 7.36.
⸫ The objective function is minimise Z = 8(7.40x1 + 7.36x2) = 59.20 x1 + 58.88x2.
Constraints are
on the number of grade I inspectors: x1 ≤ 10,
on the number of grade II inspectors: x2 ≤ 15
on the number of pieces to be inspected daily: 20
x 8x1 + 14 x 8x2 ≥ 1500
or 160x1 + 112x2 ≥ 1500
where, x1, x2 ≥ 0.

1.10 Methods of Linear Programming

There are mainly two methods to find the optimal solution of a linear programming
problems. These are as mentioned below:
1. Graphical Method
2. Simplex Method
1.11 Graphical Method
After formulating the linear programming problem, the next step is to determine the
values of decision variables to find the optimum (maximum or minimum) value of the
objective function. Linear programming problems which involve only two variables can
be solved by graphical method. If the problem has three or more variables, the graphical
method cannot be used.

The steps involved in this method are as follows: -

(1) State the problem mathematically

(2) Write all the constraints in the form of equations and draw the graph

(3) Find the feasible region

(4) Find the coordinates of each vertex (corner points) of the feasible region. The
coordinates of the vertex can be obtained either by inspection or by solving the two
equations of the lines intersecting at the point

(5) By substituting these corner points in the objective function, we can get the values of
the objective function

(vi) If the problem is maximization, then the maximum of the above values is the
optimum value. If the problem is minimization, then the minimum of the above values is
the optimum value

Step 1: Convert the inequality constraint as equations and find co-ordinates of the line.
Step 2: Plot the lines on the graph.
(Note: If the constraint is ≥ type, then the solution zone lies away from the center.
If the constraint is ≤ type, then solution zone is towards the center.)
Step 3: Obtain the feasible zone.
Step 4: Find the co-ordinates of the objectives function (profit line)

Step 5: Locate the solution point.

(Note: If the given problem is maximization, Zmax then locate the solution point at the
far most point of the feasible zone from the origin and if minimization, Zmin then
locate the solution at the shortest point of the solution zone from the origin).

Example 1: Solve the following linear programming problem graphically:

Maximise Z = 4x + y
subject to the constraints:
x + y ≤ 50
3x + y ≤ 90
And the non- negative restrictions x ≥ 0, y ≥ 0
Solution:
Let us consider the constraints as the equations as follows:
x + y = 50 ………………………. (i)
3x + y = 90 ………………………... (ii)
The line corresponding to (i) is x + y = 50 and (0, 50) and (50,0) lies on (i).
The line corresponding to (ii) is 3x + y = 90 and (0, 90) and (30,0) lies on (ii).