Chapter

Chapter 2:
2:
Linear
Linear Programming
Programming

Dr. Alaa Sagheer

2010-2011
 Chapter Outline

Part I:

 Introduction
 The Linear Programming Model
 Examples of Linear Programming Problems
 Developing Linear Programming Models
 Graphical Solution to LP Problems
 Introduction
 Mathematical programming is used to find the best or optimal
solution to a problem that requires a decision or set of
decisions about how best to use a set of limited resources to
achieve a state goal of objectives.

 Steps involved in mathematical programming

 Conversion of stated problem into a mathematical model

that abstracts all the essential elements of the problem.

 Exploration of different solutions of the problem.

 Finding out the most suitable or optimum solution.

 Linear programming requires that all the mathematical

functions in the model be linear functions.
 Introduction

Example:

The Burroughs garment company manufactures men's shirts and

women’s blouses for Walmark Discount stores. Walmark will accept all
the production supplied by Burroughs. The production process includes
cutting, sewing and packaging. Burroughs employs 25 workers in the
cutting department, 35 in the sewing department and 5 in the packaging
department. The factory works one 8-hour shift, 5 days a week. The
following table gives the time requirements and the profits per unit for the
two garments:
 Introduction

Minutes per unit

Garment Cutting Sewing Packaging Unit
profit($)

Shirts 20 70 12 8.00

Blouses 60 60 4 12.00

Determine the optimal weekly production schedule for

Burroughs.
 Introduction
Solution: Assume that Burroughs produces x1 shirts and x2
blouses per week:

Profit got = 8 x1 + 12 x2

Time spent on cutting = 20 x1 + 60 x2 mts

Time spent on sewing = 70 x1 + 60 x2 mts

Time spent on packaging = 12 x1 + 4 x2 mts

 Introduction

The objective is to find x1, x2 so as to maximize the profit

z = 8 x1 + 12 x2
satisfying the constraints:

20 x1 + 60 x2 ≤ 25  40  60
70 x1 + 60 x2 ≤ 35  40  60
12 x1 + 4 x2 ≤ 5  40  60
x1, x2 ≥ 0, integers
 Introduction

This is a typical optimization problem

Any values of x1, x2 that satisfy all the constraints of the model is

called a feasible solution. We are interested in finding the

optimum feasible solution that gives the maximum profit

while satisfying all the constraints.
 The Linear Programming Model
Let x1, x2, x3, ………, xn are decision variables and
Z = Objective function or linear function

Requirement: Maximization of the linear function Z

Z = c1x1 + c2x2 + c3x3 + ………+ cnxn
subject to the following constraints:

where aij, bi, and cj are given constants.

 The Linear Programming Model
 The linear programming model can be written in more
efficient notation as:

The decision variables, xI, x2, ..., xn, represent levels of n competing
activities
 The Linear Programming Model
An LPP satisfies the three basic properties:
1. Proportionality: It means, the contributions of each
decision variable in the objective function and its
requirements in the constraints are directly proportional to
the value of the variable
2. Additivity: This property requires the contribution of all
the variables in the objective function and its constraints
to be the direct sum of individual contributions of each
variables.
3. Certainty: All the objective and constraint coefficient of
the LP model are deterministic. This mean that they are
known constants- a rare occurrence in real life.
 Examples of LP Problems
1. A Product Mix Problem

 A manufacturer has fixed amounts of different resources

such as raw material, labor, and equipment.

 These resources can be combined to produce any one of

several different products.

 The quantity of the ith resource required to produce one unit

of the jth product is known.

 The decision maker wishes to produce the combination of

products that will maximize total income.
 Examples of LP Problems
2. A Blending Problem

 Blending problems refer to situations in which a number of

components (or commodities) are mixed together to yield
one or more products.

 Typically, different commodities are to be purchased. Each

commodity has known characteristics and costs.

 The problem is to determine how much of each commodity

should be purchased and blended with the rest so that the
characteristics of the mixture lie within specified bounds
and the total cost is minimized.
 Examples of LP Problems
3. A Production Scheduling Problem

 A manufacturer knows that he must supply a given number

of items of a certain product each month for the next n
months.
 They can be produced either in regular time, subject to a
maximum each month, or in overtime. The cost of
producing an item during overtime is greater than during
regular time. A storage cost is associated with each item
not sold at the end of the month.
 The problem is to determine the production schedule that
minimizes the sum of production and storage costs.
 Examples of LP Problems
4. A Transportation Problem

 A product is to be shipped in the amounts al, a2, ..., am from

m shipping origins and received in amounts bl, b2, ..., bn at
each of n shipping destinations.

 The cost of shipping a unit from the ith origin to the jth
destination is known for all combinations of origins and
destinations.

 The problem is to determine the amount to be shipped from

each origin to each destination such that the total cost of
transportation is a minimum.
 Examples of LP Problems
5. A Flow Capacity Problem

 One or more commodities (e.g., traffic, water, information,

cash, etc.) are flowing from one point to another through a
network whose branches have various constraints and flow
capacities.

 The direction of flow in each branch and the capacity of

each branch are known.

 The problem is to determine the maximum flow, or capacity

of the network.
 Developing LP Model
 The variety of situations to which linear programming has
been applied ranges from agriculture to zinc melting.

 Steps Involved:

 Determine the objective of the problem and describe it by a

criterion function in terms of the decision variables.
 Find out the constraints.
 Do the analysis which should lead to the selection of values
for the decision variables that optimize the criterion function
while satisfying all the constraints imposed on the problem.
 Developing LP Model
Graphical Solution

+ Example: Product Mix Problem

The N. Dustrious Company produces two products: I and II. The raw
material requirements, space needed for storage, production rates, and
selling prices for these products are given in Table I.

The total amount of raw material available per day for both products is
15751b. The total storage space for all products is 1500 ft2, and a
maximum of 7 hours per day can be used for production.
 Developing LP Model
Example: Product Mix Problem
All products manufactured are shipped out of the storage area at the end
of the day. Therefore, the two products must share the total raw material,
storage space, and production time. The company wants to determine
how many units of each product to produce per day to maximize its
total income

Solution
• The company has decided that it wants to maximize its sale income,
which depends on the number of units of product I and II that it
produces.
• Therefore, the decision variables, x1 and x2 can be the number of units
of products I and II, respectively, produced per day.
 Developing LP Model
• The object is to maximize the equation:
Z = 13x1 + 11x2
subject to the constraints on storage space, raw materials, and
production time.

• Each unit of product I requires 4 ft2 of storage space and each unit of
product II requires 5 ft2. Thus a total of 4x1 + 5x2 ft2 of storage space is
needed each day. This space must be less than or equal to the
available storage space, which is 1500 ft2. Therefore,
4X1 + 5X2  1500
• Similarly, each unit of product I and II produced requires 5 and 3 1bs,
respectively, of raw material. Hence a total of 5xl + 3x2 Ib of raw
material is used.
 Developing LP Model
• This must be less than or equal to the total amount of raw material
available, which is 1575 Ib. Therefore,
5x1 + 3x2  1575
• Prouct I can be produced at the rate of 60 units per hour. Therefore, it
must take I minute or 1/60 of an hour to produce I unit. Similarly, it
requires 1/30 of an hour to produce 1 unit of product II. Hence a total of
x1/60 + x2/30 hours is required for the daily production. This quantity
must be less than or equal to the total production time available each
day. Therefore,
x1 / 60 + x2 / 30  7
or x1 + 2x2  420
• Finally, the company cannot produce a negative quantity of any
product, therefore x1 and x2 must each be greater than or equal to
zero.
 Developing LP Model
Graphical Solution

• The linear programming model for this example can be summarized

as:
 Developing LP Model
Graphical Solution

+ Example (2):

Reddy Mikks produce both interior and exterior paints from two raw
materials, M1 and M2.
The following table provides the basic data of the problem:
 Developing LP Model
Example Problem
A market survey indicates that the daily demand for the interior paint
cannot exceed that for extirior paint by more than one ton. Also, the
maximam daily demand for the interior paint is 2 tons. Reddy Mikks
wants to determine the optimum(best) product mix of the interior and
exterior paints that maximizes the total daily profit.

Solution
• Reddy Mikks has decided that it wants to maximize its total daily profit,
which depends on the product mix of the interior and exterior paints.
• Therefore, the decision variables, x1 and x2 can be the ton of exterior
and interior paints, respectively, produced per day.
 Developing LP Model
• The object is to maximize the equation:
» Z = 5x1 + 4x2
• The daily raw material M1 is 6tons per ton of exterior paint and 4 tons
per ton of interior paint must be equal the daily avaliability of raw
material M1 (24 ton) , Therefore,
» 6x1+ 4x2  24

• Similary, The daily usage of raw material M2 is 1ton per ton of exterior
paint and 2 tons per ton of interior paint must be equal the daily
aviliability or raw material M2 (6 tons), Therefore,

» x1+ 2x2  6
 Developing LP Model

• The first demand restriction stipulates that the excess the daily
production of interior over exterior paint should not exceed 1 ton,
Therefore ,
x2 - x1  1
• The second demand restrection stipulates that the maximum daily
demand of interior paint is limited to 2 tons. Therefore,
x2  2
 Developing LP Model
Graphical Solution

• The linear programming model for this example can be summarized

as:
 Developing LP Model
Example (3):

Wild West produces two types of cowboy hats. Type I hat

requires twice as much labor as a Type II. If all the available
labor time is dedicated to Type II alone, the company can
produce a total of 400 Type II hats a day. The respective market
limits for the two types of hats are 150 and 200 hats per day.
The profit is $8 per Type I hat and $5 per Type II hat. Formulate
the problem as an LPP so as to maximize the profit.
 Developing LP Model
Solution:
Assume that Wild West produces x1 Type I hats and x2 Type II
hats per day.
Per day Profit got = 8 x1 + 5 x 2

Assume the time spent in producing one type II hat is c

minutes.

Labour Time spent is (2 x1 + x2) c minutes

 Developing LP Model
The objective is to find x1, x2 so as to
maximize the profit z = 8 x1 + 5 x2

satisfying the constraints:

(2 x1 + x2 ) c ≤ 400 c
x1 ≤ 150
x2 ≤ 200
x1, x2 ≥ 0, integers
 Developing LP Model
Example (4):

BITS wants to host a Seminar for five days. For the

delegates there is an arrangement of dinner every
day. The requirement of napkins during the 5 days is
as follows:

Day 1 2 3 4 5

Napkins 80 50 100 80 150

Needed
 Developing LP Model

Institute does not have any napkins in the beginning. After 5

days, the Institute has no more use of napkins. A new napkin
costs Rs. 2.00. The washing charges for a used one are
Rs. 0.50. A napkin given for washing after dinner is returned
the third day before dinner. The Institute decides to
accumulate the used napkins and send them for washing just
in time to be used when they return. How shall the Institute
meet the requirements so that the total cost is minimized ?
Formulate as a LPP.
 Developing LP Model
Solution:
Let xj be the number of napkins purchased on day j, j=1,2,..,5
Let yj be the number of napkins given for washing after dinner
on day j, j=1,2,3
Thus we must have
x1 = 80, x2 = 50, x3 + y1 = 100, x4 + y2 = 80
x5 + y3 = 150
Also we have
y1 ≤ 80, y2 ≤ (80 – y1) + 50
y3 ≤ (80 – y1) + (50 – y2) + 100
 Developing LP Model

Thus we have to Minimize

z = 2(x1+x2+x3+x4+x5)+0.5(y1+y2+y3)

Subject to
x1 = 80, x2 = 50, x3 +y1 =100,

x4 + y2 = 80, x5 + y3 = 150,

y1 ≤ 80, y1+y2 ≤ 130, y1+y2+y3 ≤ 230,

all variables ≥ 0, integers

 Developing LP Model
Example (5):

A Post Office requires different number of full-time

employees on different days of the week. The number of
employees required on each day is given in the table below.
Union rules say that each full-time employee must receive
two days off after working for five consecutive days. The
Post Office wants to meet its requirements using only full-
time employees. Formulate the above problem as a LPP so
as to minimize the number of full-time employees hired.
 Developing LP Model
Requirements of full-time employees day-wise

Day No. of full-time employees

required
1 - Monday 10
2 - Tuesday 6
3 - Wednesday 8
4 - Thursday 12
5 - Friday 7
6 - Saturday 9
7 - Sunday 4
 Developing LP Model
Solution:
Let xi be the number of full-time employees employed at the beginning of
day i (i = 1, 2, …, 7). Thus our problem is to find xi so as to

Minimize z  x1  x2  x3  x4  x5  x6  x7
Subject to
x1  x4  x5  x6  x7  10 (Mon) x1  x2  x3  x4  x7  12 (Thu)
x1  x2  x5  x6  x7  6 (Tue) x1  x2  x3  x4  x5  7 (Fri)
x1  x2  x3  x6  x7  8 (Wed) x2  x3  x4  x5  x6  9 (Sat)
x3  x4  x5  x6  x7  4 (Sun)
 The Graphical Solution

1. The determination of the solution space that defines

the feasible solutions that satisfy all the constrains
of the model.
2. The determination of the optimum solution from
among all the points in the feasible solution space.
 Graphical LP Solution Model

Example:

Electra produces two types of electric motors, each on a separate

assembly line. The respective daily capacities of the two lines are
150 and 200 motors. Type I motor uses 2 units of a certain
electronic component, and type II motor uses only 1 unit. The
supplier of the component can provide 400 pieces a day.The
profits per motor of types I and II are $8 and $5 respectively.
Formulate the problem as a LPP and find the optimal daily

production .
 Graphical LP Solution Model
Let the company produce x1 type I motors and x2 type II motors per
day.

The objective is to find x1 and x2 so as to

Maximize the profit z  8 x1  5 x2

Subject to the constraints x1  150
x2  200
2 x1  x2  400
x1 , x2  0
 Graphical LP Solution Model

Step 1 Determination of the Feasible solution space

The non-negativity restrictions tell that the solution space is in the first
quadrant. Then we replace each inequality constraint by an equality and
then graph the resulting line (noting that two points will determine a line
uniquely).

Step 2 Determination of the optimal solution

The determination of the optimal solution requires the direction in which

the objective function will increase (decrease) in the case of a
maximization (minimization) problem. We find this by assigning two
increasing (decreasing) values for z and then drawing the graphs of the
objective function for these two values. The optimum solution occurs at a
point beyond which any further increase (decrease) of z will make us
leave the feasible space.
 x2 Graphical solution
Maximize z=8x1+5x2
Subject to the constraints
Optimum
=1800 at
2x1+x2  400
(100,200)
(0,200) x1  150
z=1200
(150,100) x2  200
z=1800
z=1000 x1,x2 0
x1
z=400 (150,0) z=1700
Graphical LP Solution Model
Realted to Reddy Mikks problem Problem
Graphical Solution to LP Problems
Related to Product Mix Problem
Problem
 Graphical LP Solution Model

Feed Mix Problem

Minimize z = 2x1 + 3x2

Subject to x1 + 3 x2  15
2 x1 + 2 x2  20
3 x1 + 2 x2  24
x 1, x 2  0
 Graphical Solution of Feed Mix Problem

(0,12)
z = 26
z = 30
z= 36
z = 39
(4,6)
z = 42

z = 22.5
Minimum at (7.5,2.5) (15,0)
 Graphical LP Solution Model (5)

Maximize z = 2x1 + x2
Subject to x1 + x2 ≤ 40
4 x1 + x2 ≤ 100
x1, x2 ≥ 0

Optimum = 60 at (20, 20)

 Graphical solution

(0,40)
z maximum at
(20,20)

(25,0)
 The Graphical Solution
Graphical Solution

Ozark farms uses at least 800 Ib of special feed is a

mixture of corn and soybean meal with the following
compositions:

The dietary requirement of the special feed are at least

30% protein and at most 5% fiber.
Ozark Farms wishes to determine the daily minimm-
cost feed mix.
 The Graphical Solution
Graphical Solution

Solution
We can consider that,

And the objective function seeks to minimize the total daily

cost (in dollars) of the feed mix and is thus expressed as

Subject to constrains:
 The Graphical Solution

 Unlike previous examples, the second and the third

constraints pass through the origin. To plot associated
straight lines, we need one additional point, which can be
obtained by assigning value to one of the variables and
then solving for other variables. For example, in the
second constraint, x1=200, then x2=140
The Graphical Solution
Problem