Linear Programming Problem

Linear Programming Problem is one that is

concerned with finding the optimal value
(maximum or minimum value) of a linear
function (called objectivefunction) of
several variables (say x and y), subject to the
conditions that the variablesare non-
negative and satisfy a set of linear
inequalities (called linear constraints).
 Definition
• The term linear implies that all the
mathematical relations used in the problem
are linear relations.
• The term programming refers to the method
of determining a particular programme or
plan of action.
• Optimisation problem.
• A problem which seeks to maximise or
minimise a linear function (say of two
variables x and y) subject to certain constraints
as determined by a set of linear inequalities is
called an optimisation problem.
 TERMINOLOGY
• Objective Function
It is defined as the objective of making decisions
Linear function Z=ax+by where a, b are constants, which hasto be maximised or
minimized is called a linear objective function.
• DECISION VARIABLES
The decision variables are the variables which will decide the output.
Variables x and y are called decision variables.
• Constraints
The constraints are the restrictions or limitations on the decision variables. They
usually limit the value of the decision variables
The linear inequalities or equations or restrictions on the variables of a linear
programming problem are called constraints.
Non-negativity restriction
For all linear programs, the decision variables should always take non-negative
values. Which means the values for decision variables should be greater than or
equal to 0.
Process to formulate a Linear Programming problem
 Steps to formulate the LPP
• 1.Identify the decision variables.

• 2.Decide the objective function.

• 3. Decide the constraints.

• 4.Explicitely state the nonnegative restrictions.

 Example 1
• A furniture dealer deals in only two items–tables
and chairs. He has Rs 50,000 to invest and has
storage space of at most 60 pieces. A table costs Rs
2500 and a chair Rs 500. He estimates that from the
sale of one table, he can make a profit of Rs 250
and that from the sale of one chair a profit of Rs 75.
He wants to know how many tables and chairs he
should buyfrom the available money so as to
maximise his total profit, assuming that he can sell
all the items whichhe buys.
• Let x =no of tables the dealer wants to buy
y=no of chairs the dealer wants to buy

• Objective function
• The dealer wants to invest in such a way so as to maximise
his profit, say, Z which stated as a function of x and y is given
by
Z = 250x + 75y (called objective function)
Costraints
(i) The dealer is constrained by the maximum amount he can
invest
(ii) The maximum number of items he can store
• The dealer wants to invest in such a way so as to
maximise his profit, say, Z which stated as a function of x
and y is given by
250x + 75y (called objective function)
• Mathematically, the given problems now reduces to:
Maximise Z = 250x + 75y
subject to the constraints:
5x + y ≤ 100
x + y ≤ 60
x ≥ 0, y ≥ 0
• Feasible region
The common region determined by all the
constraints including non-negative constraints x, y
≥ 0 of a linear programming problem is called the
feasibleregion (or solution region)of the problem.
• Optimal (feasible) solution: Any point in the
feasible region that gives the optimal value
(maximum or minimum) of the objective function
is called an optimal solution
• Theorem 1 Let R be the feasible region (convex polygon) for a
linear programming problem and let Z = ax + by be the objective
function. When Z has an optimal value (maximum or minimum),
where the variables x and y are subject to constraints described
by linear inequalities, this optimal value must occur at a corner
point* (vertex) of the feasible region.
• Theorem 2 Let R be the feasible region for a linear
programming problem, and let Z = ax + by be the objective
function.
• If R is bounded, then the objective function Z has both a
maximum and a minimum value on R and each of these occurs
at a corner point (vertex) of R.
• If R is unbounded, then a maximum or a minimum value of the
objective function may not exist. However, if it exists, it must
occur at a corner point of R.
• This method of solving linear programming problem is referred as Corner Point
Method.
The method comprises of the following steps:

• 1. Find the feasible region of the linear programming problem and determine its
corner points (vertices) either by inspection or by solving the two equations of
the lines intersecting at that point.

2. Evaluate the objective function Z = ax + by at each corner point. Let M and m,

respectively denote the largest and smallest values of these points.

3. (i) When the feasible region is bounded, M and m are the maximum and
minimum values of Z.
(ii) In case, the feasible region is unbounded, we have:

• 4. (a) M is the maximum value of Z, if the open half plane determined by

ax + by > M has no point in common with the feasible region. Otherwise, Z
has no maximum value.
(b) Similarly, m is the minimum value of Z, if the open half plane determined by
ax + by < m has no point in common with the feasible region. Otherwise, Z
has no minimum value.
• Determine graphically the minimum value of
the objective function
Z = – 50x + 20y
subject to the constraints:
2x – y ≥ – 5
3x + y ≥ 3
2x – 3y ≤ 12
x ≥ 0, y ≥ 0
• Minimise Z = 3x + 2y
subject to the constraints:
x+y≥8
3x + 5y ≤ 15
x ≥ 0, y ≥ 0
 Diet problem
• A dietician wishes to mix two types of foods in such
a way that vitamin contents of the mixture contain
atleast 8 units of vitamin A and 10units of vitamin C.
Food ‘I’ contains 2 units/kg of vitamin A and 1
unit/kg of vitamin C.Food ‘II’ contains 1 unit/kg of
vitamin A and 2 units/kg of vitamin C. It costs Rs 50
per kg to purchase Food ‘I’ and Rs 70 per kg to
purchase Food ‘II’. Formulate this problem as a
linear programming problem to minimise the cost
of such a mixture.
• Let the mixture contain x kg of Food ‘I’ and y
kg of Food ‘II’. Clearly, x ≥ 0, y ≥ 0.
 Manufacturing Problem
• A manufacturing company makes two modelsA and B of a
product. Each piece of Model A requires 9 labour hours
for fabricating and 1 labour hour for finishing. Each piece
of Model B requires 12 labour hours for fabricating and 3
labour hours for finishing. For fabricating and finishing,
the maximum labour hours available are 180 and 30
respectively. The company makes a profit of Rs 8000 on
each piece of model A and Rs 12000 on each piece of
Model B. How many pieces of Model A and Model B
should be manufactured per week to realise a maximum
profit? What is the maximum profit per week?
• A dietician has to develop a special diet using two foods
P and Q. Each packet (containing 30 g) of food P contains
12 units of calcium, 4 units of iron, 6 units of cholesterol
and 6 units of vitamin A. Each packet of the same
quantity of food Q contains 3 units of calcium, 20 units of
iron, 4 units of cholesterol and 3 units of vitamin A. The
diet requires atleast 240 units of calcium, atleast 460
units of iron and at most 300 units of cholesterol. How
many packets of each food should be used to minimise
the amount of vitamin A in the diet? What is the
minimum amount of vitamin A?
• Let x and y be the number of packets of food P
and Q respectively. Obviously x ≥ 0, y ≥ 0.
• A manufacturer has three machines I, IIand III installed in his
factory. Machines I and II are capable of being operated for at
most 12 hours whereas machine III must be operated for
atleast 5 hours a day. She produces only two items M and N
each requiring the use of all the three machines. The number
of hours required for producing 1 unit of each of M and N on
the three machines are given in the following table:
 Transportation problem)
• There are two factories located one atplace P and the other at place Q.
From these locations, a certain commodity is to be delivered to each of
the three depots situated at A, B and C. The weekly requirements of
the depots are respectively 5, 5 and 4 units of the commodity while
the production capacity of the factories at P and Q are respectively 8
and 6 units. The cost of transportation per unit is given belowunit is
given below:

How many units should be transported from each factory to each depot
in order that the transportation cost is minimum. What will be the
minimum transportation cost?
• Let x units and y units of the commodity be
transported from the factory at P to the
depots at A and B respectively. Then (8 – x – y)
units will be transported to depot at C