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Linear Programming

The document provides an introduction to linear programming. It defines linear programming as a model for optimally allocating limited resources to competing activities or products under assumptions of certainty, linearity, fixed technology, and constant profit per unit. Key aspects of a linear programming problem are described, including the objective function, constraints that must be linear equations or inequalities, and non-negativity requirements. Examples are given to demonstrate formulation of linear programming problems and their solution using graphical and simplex methods.

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640 views

Linear Programming

The document provides an introduction to linear programming. It defines linear programming as a model for optimally allocating limited resources to competing activities or products under assumptions of certainty, linearity, fixed technology, and constant profit per unit. Key aspects of a linear programming problem are described, including the objective function, constraints that must be linear equations or inequalities, and non-negativity requirements. Examples are given to demonstrate formulation of linear programming problems and their solution using graphical and simplex methods.

Uploaded by

chvnraja
Copyright
© © All Rights Reserved
Available Formats
Download as PPTX, PDF, TXT or read online on Scribd
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OPERATIONS

RESEARCH
Session II Introduction to Linear
Programming

Linear Programming
A model, which is used for optimum allocation of scarce or limited

resources to competing products or activities under such


assumptions as certainty, linearity, fixed technology, and constant
profit per unit, is linear programming
One of the most versatile, powerful and useful techniques for making

managerial decisions. Linear programming technique may be used


for solving broad range of problems arising in business, government,
industry, hospitals, libraries, etc. Whenever we want to allocate the
available limited resources for various competing activities for
achieving our desired objective, the technique that helps us is
LINEAR PROGRAMMING

LPP Problem
Any linear programming model (problem) must have the

following properties:
(a) The relationship between variables and
constraints must be linear.
(b) The model must have an objective function.
(c) The model must have structural constraints.
(d) The model must have non-negativity constraint.

Example
A company manufactures two products X and Y, which require, the

following resources. The resources are the capacities machine M1,


M2, and M3. The available capacities are 50,25,and 15 hours
respectively in the planning period. Product X requires 1 hour of
machine M2 and 1 hour of machine M3. Product Y requires 2 hours
of machine M1, 2 hours of machine M2 and 1 hour of machine M3.
The profit contribution of products X and Y are Rs.5/- and Rs.4/respectively

What Is a Linear Programming Problem?


A linear programming problem (LP) is an optimization problem for which we
do the following:

1.

2.

3.
4.

Attempt to maximize (or minimize) a linear function (called the


objective function) of the decision variables.
The values of the decision variables must satisfy a set of
constraints.
Each constraint must be a linear equation or inequality.
A sign restriction is associated with each variable. For each
variable xi, the sign restriction specifies either that xi must be
nonnegative (xi 0) or that xi may be unrestricted in sign.

Types of Problems
Maximization
Minimization

Maximization problem
A retail store stocks two types of shirts A and B. These are

packed in attractive cardboard boxes. During a week the


store can sell a maximum of 400 shirts of type A and a
maximum of 300 shirts of type B. The storage capacity,
however, is limited to a maximum of
600 of both types combined. Type A shirt fetches a profit
of Rs. 2/- per unit and type B a profit of Rs. 5/- per unit.
How many of each type the store should stock per week
to maximize the total profit? Formulate a mathematical
model of the problem

Solution
The LP model has 3 basic components
Decision

variables that we seek to determine

Objective or goal that we need to optimize


Constraints that the solution must satisfy

Shirt Type A and Shirt Type B are the variables


Let the store stock a units of A and b units of B. As the profit

contribution of A and B are Rs.2/- and Rs.5/- respectively


Objective Functions is Maximize Z = 2a + 5b subjected to conditions

Solution
Structural constraints are, stores can sell 400 units of shirt

A and 300 units of shirt B and the storage capacity of both


put together is 600 units. Hence the structural constraints
are:
1a + 0b 400 and 0a + 1b 300 for sales capacity and 1a
+ 1b 600 for storage capacity.
And non-negativity constraint is both a and b are 0.
Hence the model is:
Maximize Z = 2a + 5b s.t.
1a + 0b 400
0a + 1b 300
1a + 1b 600 and
Both a and b are 0.

Exercise
A patient consult a doctor to check up his ill health. Doctor examines him and advises

him that he is having deficiency of two vitamins, vitamin A and vitamin D. Doctor
advises him to consume vitamin A and D regularly for a period of time so that he can
regain his health. Doctor prescribes tonic X and tonic Y, which are having vitamin A,
and D in certain proportion. Also advises the patient to consume at least 40 units of
vitamin A and 50 units of vitamin Daily. The cost of tonics X and Y and the proportion of
vitamin A and D that present in X and Y are given in the table below. Formulate l.p.p.

Methods to solve LPP


The Graphical Method when we have two decision

variables in the problem. (To deal with more decision


variables by graphical method will become complicated,
because we have to deal with planes instead of straight
lines. Hence in graphical method let us limit ourselves to
two variable problems.
The Simplex method. When the problem is having more

than two decision variables, simplex method is the most


powerful method to solve the problem. It has a systematic
program which can be used to solve the problem.

Example
A company manufactures two products, X and Y by using

three machines A, B, and C.


Machine A has 4 hours of capacity available during the
coming week. Similarly, the available capacity of machines
B and C during the coming week is 24 hours and 35 hours
respectively. One unit of product X requires one hour of
Machine A, 3 hours of machine B and 10 hours of machine
C. Similarly one unit of product Y requires 1 hour, 8 hour
and 7 hours of machine A, B and C respectively. When
one unit of X is sold in the market, it yields a profit of Rs.
5/- per product and that of Y is Rs. 7/- per unit. Solve the
problem by using graphical method to find the optimal
product mix.

Solution
Let the company manufactures x units of X and y units of

Y, and then the L.P. model is:


Maximise Z = 5x + 7y s.t.
1x + 1y 4
3x + 8y 24
10x + 7y 35 and
Both x and y are 0.

Graph - 1

Combined

Simplex Method
SIMPLEX METHOD is considered as the most powerful
method of LPP .
It deals with iterative process, which consists of first
designing a Basic Feasible Solution or a Program and
proceed towards the OPTIMAL SOLUTION and testing
each feasible solution for Optimality to know whether the
solution on hand is optimal or not.
If not an optimal solution, redesign the program, and test
for optimality until the test confirms OPTIMALITY.
We thus can say that the Simplex Method depends on two
concepts known as Feasibility and optimality

LPP assumptions
Certainty
Linearity
Divisibility
Single stage
Non-negativity

Transportation
The transportation model deals with a special class of

linear programming problem in which the objective is to


transport a homogeneous commodity from various origins
or factories to different destinations or markets at a total
minimum cost.
Example

Solution to Transportation
North West Corner Method
Least Cost Method
Vogels Approximation Method

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