Linear programming was developed in 1939 and extended in 1947 to solve optimization problems with multiple variables and constraints. It can be used to find optimal solutions for processes, product mixes, and satisfying requirements. A linear programming problem is formulated by defining variables, constraints as linear equations/inequalities, and the objective function to maximize or minimize. The solution is found by plotting the constraints, identifying the feasible region, and choosing the point that optimizes the objective function subject to the constraints.
Linear programming was developed in 1939 and extended in 1947 to solve optimization problems with multiple variables and constraints. It can be used to find optimal solutions for processes, product mixes, and satisfying requirements. A linear programming problem is formulated by defining variables, constraints as linear equations/inequalities, and the objective function to maximize or minimize. The solution is found by plotting the constraints, identifying the feasible region, and choosing the point that optimizes the objective function subject to the constraints.
Linear programming was developed in 1939 and extended in 1947 to solve optimization problems with multiple variables and constraints. It can be used to find optimal solutions for processes, product mixes, and satisfying requirements. A linear programming problem is formulated by defining variables, constraints as linear equations/inequalities, and the objective function to maximize or minimize. The solution is found by plotting the constraints, identifying the feasible region, and choosing the point that optimizes the objective function subject to the constraints.
Linear programming was developed in 1939 and extended in 1947 to solve optimization problems with multiple variables and constraints. It can be used to find optimal solutions for processes, product mixes, and satisfying requirements. A linear programming problem is formulated by defining variables, constraints as linear equations/inequalities, and the objective function to maximize or minimize. The solution is found by plotting the constraints, identifying the feasible region, and choosing the point that optimizes the objective function subject to the constraints.
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Linear Programming
Linear programming was developed by the Russian
mathematician L. V. Kantorovich in 1939 and extended by the American mathematician G. B. Dantzig in 1947.
Simple linear programming problems with only a few
variables are easily solved graphically or algebraically. More complex problems are invariably solved by the use of computers. Assumptions of Linear Programming • There are a number of constraints or restrictions expressible in quantitative terms. • The prices of input and output both are constant. • The relationship between the objective function and constraints are linear. • The objective function is to be optimized i.e., profit maximization or cost minimization. Applications of Linear Programming • Linear programming has been applied to a wide variety of constrained optimization problems. Some of these are: 1. Optimal process selection 2. Optimal product mix. 3. Satisfying minimum product requirements FORMULATION OF A LINEAR PROGRAMMING PROBLEM • The formulation of a linear programming problem as a mathematical model involves the following key steps. • Step 1:Identify the decision variables to be determined and express them in terms of algebraic symbols such as X1, X2, X3- • Step 2:Identify all the limitations in the given problem and then express them as linear equations or inequalities in terms of above defined decision variables. • Step 3:Identify the objective which is to be optimized (maximized or minimized) and express it as a linear function of the above defined decision variables. STEPS FOLLOWED IN SOLVING A LINEAR PROGRAMMINGPROBLEM The steps followed in solving a linear programming problem are: 1. Express the objective function of the problem as an equation and the constraints as inequalities 2. Constraints are changed into equalities. 3. Plot the constraints on the graph. 4. Identify the feasible region and ascertain their coordinates. 5. Find the optimal solution (i.e., the values of the decision variables) at the extreme point or corner of the feasible region that touches the highest profit line or the lowest cost line. This represents the optimal solution to the problem subject to the constraints faced. Example Niki holds two part-time jobs, Job I and Job II. She never wants to work more than a total of 12 hours a week. She has determined that for every hour she works at Job I, she needs 2 hours of preparation time, and for every hour she works at Job II, she needs one hour of preparation time, and she cannot spend more than 16 hours for preparation. If Niki makes $40 an hour at Job I, and $30 an hour at Job II, how many hours should she work per week at each job to maximize her income? Well, good news! We have formulated the problem. We restate it as Maximize: Z=40x+30y Subject to: x+y≤12 2x+y≤16 x≥0;y≥0 Solution
Step 1 change all inequalities to equalities
X+Y=12 2X+Y= 16 X+Y=12 (0,12) (12,0) 2X+Y= 16 (0,16) (8,0) Place the values and find the feasible solution
A (0, 0) 40(0) + 30(0) = $0
B (0, 12) 40(0) + 30(12) = $360 C (4, 8) 40(4) + 30(8) = $400 D (8, 0) 40(8) + 30(0) = $320
Clearly, the point (4, 8) gives the most profit: $400.
Therefore, we conclude that Niki should work 4 hours at Job