CHAPTER

LINEAR PROGRAMMING

Prepared by: NHYRIEL MAE S SELAUSO

What is Linear Programming?

 using linear algebraic relationships to represent a

firm’s decisions given an objective, and resource
constraints
 objective of business firms is to gain the most profit
possible or to maximize profit.
 objective of individual organizational units within a
firm (such as a production or packaging department) is
often to minimize cost

CH 2 Introduction to Mathematical Programming

How to apply Linear Programming
Model?
 theproblem must be identified as being solvable
by linear programming;
 the
unstructured problem must be formulated as
a mathematical model;
 the
model must be solved by using established
mathematical techniques

CH 2 Introduction to Mathematical Programming

Linear Programming Model

 Decision variables are mathematical symbols that represent levels of activity by

the firm, final values of these as determined by the firm, constitute a decision; 

 Objective function reflects the objectives of an operation/firm.

 either maximize the profit or minimize the cost of product cost

 Model constraints represents the restrictions placed on the decision-making.

 can be in the form of limited resources or restrictive guidelines
 nonnegativity constraint – restrict the decision variables to zero or positive
values

 Parameters are numerical values included in the objective functions and

constraints.
CH 2 Introduction to Mathematical Programming
Linear Programming Model

 Define the Decision variables

 Define the Objective function
 Define the Constraints

CH 2 Introduction to Mathematical Programming

Linear Programming Model
Example 1
 Beaver Creek Pottery Company is
a small crafts operation run by a
Native American tribal council. The
company employs skilled artisans
to produce clay bowls and mugs
with authentic Native American
designs and colors. The two
primary resources used by the
company are special pottery clay
and skilled labor. Given these
limited resources, the company
desires to know how many bowls How to formulate the LP Model?
and mugs to produce each day in 1. Decision Variables? How many bowls and mugs to produce.
order to maximize profit. 2. Objective Function? Maximize Profit
3. What are the Constraints? Labor and Clay
CH 2 Introduction to Mathematical Programming
How to formulate the LP Model
1. Decision Variables? How many bowls and mugs to produce.
2. Objective Function? Maximize Profit
Profit for each Bowl = 40 Profit for each Mug = 50
Maximize Z = 40X1 + 50X2
Where
Profit for total Bowl = 40X1 Profit for total Mug = 50X2 Z = total profit
40X1 = total profit for Bowls
50X2 = total profit for Mugs
3. What are the Constraints? Labor and Clay

For labor, 1X1 + 2X2 ≤ 40 hrs

For clay, 4X1 + 3X2 ≤ 120 lbs
Nonnegativity constraint
X1 ≥ 0, X2 ≥0
number of bowls and mugs produced must be either zero or a
CH 2 Introduction to Mathematical Programming
positive value because it is impossible to produce negative items
How to formulate the LP Model

Maximize Z = 40X1 + 50X2

Subject to
1X1 + 2X2 ≤ 40
4X1 + 3X2 ≤ 120
X1, X2 ≥ 0

The solution of the model will result in the numeric

values for X1 and X2 that will maximize the total profit

CH 2 Introduction to Mathematical Programming

 Maximize Z = 40X1 + 50X2
LP Model Subject to
1X1 + 2X2 ≤ 40
4X1 + 3X2 ≤ 120
X 1, X 2 ≥ 0
 Feasible solutions
These are solutions that do not violate any
of the constraints.

 Infeasible problem
These are solutions that violate atleast one
of the constraints.

CH 2 Introduction to Mathematical Programming

 Maximize Z = 40X1 + 50X2
LP Model Subject to
Feasible solution 1X1 + 2X2 ≤ 40
 Consider X1=5 X2=10. 4X1 + 3X2 ≤ 120
 Check the constraint equation: X 1, X 2 ≥ 0
 labor
If use X1=5 X2=10, profit will be:
1X
1 + 2X2 ≤ 40
1(5) + 2(10) ≤ 40 Z = 40X1 + 50X2
5 + 20 ≤ 40 Z = 40(5) + 50(10)
25 ≤ 40
Z = 200+ 500
clay
4X
1 + 3X2 ≤ 120 Z = 700
4(5) + 3(10) ≤ 120
20 + 30 ≤ 120
50 ≤ 120

Unused resources CH 2 Introduction to Mathematical Programming

 Maximize Z = 40X1 + 50X2
LP Model Subject to
Feasible solution 1X1 + 2X2 ≤ 40
 Consider X1=10 X2=10. 4X1 + 3X2 ≤ 120
 Check the constraint equation: X 1, X 2 ≥ 0
 labor
If use X1=10 X2=10, profit will be:
1X
1 + 2X2 ≤ 40
1(10) + 2(10) ≤ 40 Z = 40X1 + 50X2
10 + 20 ≤ 40 Z = 40(10) + 50(10)
30 ≤ 40
Z = 400+ 500
clay
4X
1 + 3X2 ≤ 120 Z = 900
4(10) + 3(10) ≤ 120
40 + 30 ≤ 120
70 ≤ 120

Unused resources CH 2 Introduction to Mathematical Programming

 Maximize Z = 40X1 + 50X2
LP Model Subject to
Infeasible solution 1X1 + 2X2 ≤ 40
 Consider X1=20 X2=25. 4X1 + 3X2 ≤ 120
 Check the constraint equation: X 1, X 2 ≥ 0
 labor
If use X1=20 X2=20, profit will be:
1X
1 + 2X2 ≤ 40
1(20) + 2(25) ≤ 40 Z = 40X1 + 50X2
20 + 50 ≤ 40 Z = 40(20) + 50(25)
70 ≤ 40
Z = 800+ 1,250
clay
4X
1 + 3X2 ≤ 120 Z = 2,050
4(20) + 3(25) ≤ 120
80 + 75 ≤ 120

155 ≤ 120
CH 2 Introduction to Mathematical Programming
 Maximize Z = 40X1 + 50X2
LP Model – Graphical Solution Subject to
1X1 + 2X2 ≤ 40
 Plot the constraints. 4X1 + 3X2 ≤ 120
X 1, X 2 ≥ 0
Labor 1X1 + 2X2 ≤ 40
To plot a line, you need at least 2 points
Let X1 = 0, then solve for X2
1(0) + 2X2 = 40
2X2 = 40
X2 = 20
X1 = 0, X2 = 20

Let X2 = 0, then solve for X1

1(X1) + 2(0) = 40
1X1 + 2X2 ≤ 40
X1 = 40
X1 = 40, X2 = 0
CH 2 Introduction to Mathematical Programming
 Maximize Z = 40X1 + 50X2
LP Model – Graphical Solution Subject to
1X1 + 2X2 ≤ 40
 Plot the constraints. 4X1 + 3X2 ≤ 120
X 1, X 2 ≥ 0
Clay 4X1 + 3X2 ≤ 120
To plot a line, you need at least 2 points
Let X1 = 0, then solve for X2
4(0) + 3X2 = 120
3X2 = 120
X2 = 40
X1 = 0, X2 = 40

4X1 + 3X2 ≤ 120

Let X2 = 0, then solve for X1
4(X1) + 3(0) = 120
4X1 = 120
X1 = 30
X1 = 30, X2 = 0 CH 2 Introduction to Mathematical Programming
 Maximize Z = 40X1 + 50X2
LP Model – Graphical Solution Subject to
1X1 + 2X2 ≤ 40
4X1 + 3X2 ≤ 120
X 1, X 2 ≥ 0

4X1 + 3X2 ≤ 120

Area common to both constraints, called feasible solution area, from which we can
get the optimal solution or the best feasible solution (for maximization)

1X1 + 2X2 ≤ 40

CH 2 Introduction to Mathematical Programming

 Maximize Z = 40X1 + 50X2
LP Model – Graphical Solution Subject to
1X1 + 2X2 ≤ 40
Extreme points are the corner points on the 4X1 + 3X2 ≤ 120
boundary of the feasible solution area and has been
X 1, X 2 ≥ 0
proven mathematically that optimal solution in a
linear programming model will always occur at an
extreme point.

4X1 + 3X2 ≤ 120

1X1 + 2X2 ≤ 40

CH 2 Introduction to Mathematical Programming

 Maximize Z = 40X1 + 50X2
LP Model Subject to
Feasible solution 1X1 + 2X2 ≤ 40
 Consider X1=5 X2=10. 4X1 + 3X2 ≤ 120
 Check the constraint equation: X 1, X 2 ≥ 0
 labor
If use X1=5 X2=10, profit will be:
1X
1 + 2X2 ≤ 40
1(5) + 2(10) ≤ 40 Z = 40X1 + 50X2
5 + 20 ≤ 40 Z = 40(5) + 50(10)
25 ≤ 40
Z = 200+ 500
clay
4X
1 + 3X2 ≤ 120 Z = 700
4(5) + 3(10) ≤ 120
20 + 30 ≤ 120
50 ≤ 120

CH 2 Introduction to Mathematical Programming

 Maximize Z = 40X1 + 50X2
LP Model – Graphical Solution Subject to
1X1 + 2X2 ≤ 40
Extreme points are the corner points on the 4X1 + 3X2 ≤ 120
boundary of the feasible solution area and has been
X 1, X 2 ≥ 0
proven mathematically that optimal solution in a
linear programming model will always occur at an
extreme point.

X1=5 X2=10 will have a 700 profit

4X1 + 3X2 ≤ 120

1X1 + 2X2 ≤ 40

CH 2 Introduction to Mathematical Programming

 Maximize Z = 40X1 + 50X2
LP Model Subject to
Feasible solution 1X1 + 2X2 ≤ 40
 Consider X1=10 X2=10. 4X1 + 3X2 ≤ 120
 Check the constraint equation: X 1, X 2 ≥ 0
 labor
If use X1=10 X2=10, profit will be:
1X
1 + 2X2 ≤ 40
1(10) + 2(10) ≤ 40 Z = 40X1 + 50X2
10 + 20 ≤ 40 Z = 40(10) + 50(10)
30 ≤ 40
Z = 400+ 500
clay
4X
1 + 3X2 ≤ 120 Z = 900
4(10) + 3(10) ≤ 120
40 + 30 ≤ 120
70 ≤ 120

CH 2 Introduction to Mathematical Programming

 Maximize Z = 40X1 + 50X2
LP Model – Graphical Solution Subject to
1X1 + 2X2 ≤ 40
Extreme points are the corner points on the 4X1 + 3X2 ≤ 120
boundary of the feasible solution area and has been
X 1, X 2 ≥ 0
proven mathematically that optimal solution in a
linear programming model will always occur at an
extreme point.

X1=5 X2=10 will have a 700 profit

4X1 + 3X2 ≤ 120
X1=10 X2=10 will have a 900 profit

1X1 + 2X2 ≤ 40

CH 2 Introduction to Mathematical Programming

 Maximize Z = 40X1 + 50X2
LP Model Subject to
Infeasible solution 1X1 + 2X2 ≤ 40
 Consider X1=20 X2=25. 4X1 + 3X2 ≤ 120
 Check the constraint equation: X 1, X 2 ≥ 0
 labor
If use X1=20 X2=20, profit will be:
1X
1 + 2X2 ≤ 40
1(20) + 2(25) ≤ 40 Z = 40X1 + 50X2
20 + 50 ≤ 40 Z = 40(20) + 50(25)
70 ≤ 40
Z = 800+ 1,250
clay
4X
1 + 3X2 ≤ 120 Z = 2,050
4(20) + 3(25) ≤ 120
80 + 75 ≤ 120

155 ≤ 120
CH 2 Introduction to Mathematical Programming
 Maximize Z = 40X1 + 50X2
LP Model – Graphical Solution Subject to
1X1 + 2X2 ≤ 40
4X1 + 3X2 ≤ 120
X 1, X 2 ≥ 0
Extreme points are the corner points on the boundary of the feasible solution
area and has been proven mathematically that optimal solution in a linear
programming model will always occur at an extreme point.

X1=5 X2=10 will have a 700 profit

4X1 + 3X2 ≤ 120
X1=10 X2=10 will have a 900 profit
X1=20 X2=25 will have a 2,050 profit

The optimal extreme point is the extreme point the objective

function touches last as it leaves the feasible solution area,
1X1 + 2X2 ≤ 40 or the farthest from the origin. (for maximization)

CH 2 Introduction to Mathematical Programming

 Maximize Z = 40X1 + 50X2
LP Model Subject to
1X1 + 2X2 ≤ 40
 Convert the constraint equations to functions of X1: 4X1 + 3X2 ≤ 120
1X1 + 2X2 = 40 X 1, X 2 ≥ 0
X1 =Equate
40 - 2Xonly
2
if the point at
which both constraint functions Decision Variables are: X1 = 24 X2 =8
intersect with each other, is
4X1 + 3Xthe
2 =120
extreme point farthest Maximize Z = 40X1 + 50X2
4X1 =120 -the
from 3X2origin Subject to
X1 =30 – ¾ X2 1X1 + 2X2 ≤ 40
1(24) + 2(8) ≤ 40
 Solve for X2 after equating both the X1 40 ≤ 40
40 - 2X2 = 30 – ¾ X2 4X1 + 3X2 ≤ 120
5/4 X2 = 10 4(24) + 3(8)≤ 120
X2 = 8 120 ≤ 120
4X1 + 3X2 =120
 Substitute X2 = 8 into either4X
of1 the original
+ 3(8) =120equations X 1, X 2 ≥ 0
1X1 + 2X2 = 40 4X1=120-24 24, 8 ≥ 0
CH 2 Introduction to Mathematical Programming
1X1 + 2(8) = 40 X1=24
 Maximize Z = 40X1 + 50X2
LP Model Subject to
1X1 + 2X2 ≤ 40
 Convert the constraint equations to functions of X1: 4X1 + 3X2 ≤ 120
1X1 + 2X2 = 40 X 1, X 2 ≥ 0
X1 = 40 - 2X2
Decision Variables are: X1 = 24 X2 =8

4X1 + 3X2 =120 Maximize Z = 40X1 + 50X2

4X1 =120 - 3X2
X1 =30 – ¾ X2
Z = 40(24) + 50(8)
Z = 1,360
 Solve for X2 after equating both the X1
40 - 2X2 = 30 – ¾ X2
5/4 X2 = 10
X2 = 8
4X1 + 3X2 =120
 Substitute X2 = 8 into either4X
of1 the original
+ 3(8) =120equations
1X1 + 2X2 = 40 4X1=120-24
CH 2 Introduction to Mathematical Programming
1X1 + 2(8) = 40 X1=24
 Maximize Z = 40X1 + 50X2
LP Model – Graphical Solution Subject to
1X1 + 2X2 ≤ 40
4X1 + 3X2 ≤ 120
X 1, X 2 ≥ 0
Extreme points are the corner points on the boundary of the feasible solution
area and has been proven mathematically that optimal solution in a linear
programming model will always occur at an extreme point.

Decision Variables are: X1 = 24 X2 =8

Maximize Z = 40X1 + 50X2

4X1 + 3X2 ≤ 120 Z = 40(24) + 50(8)
Z = 1,360
The optimal extreme point is the extreme point the objective
function touches last as it leaves the feasible solution area,
1X1 + 2X2 ≤ 40 or the farthest from the origin. (for maximization)

CH 2 Introduction to Mathematical Programming

 Maximize Z = 40X1 + 50X2
LP Model – Graphical Solution Subject to
1X1 + 2X2 ≤ 40
4X1 + 3X2 ≤ 120
X 1, X 2 ≥ 0
Extreme points are the corner points on the boundary of the feasible solution
area and has been proven mathematically that optimal solution in a linear
programming model will always occur at an extreme point. Decision Variables are: X1 = 24 X2 =8
Maximize Z = 40X1 + 50X2
Z = 1,360
4X1 + 3X2 ≤ 120 X1 = 0 X2 =20 Z = 1,000
X1 = 30 X2 =0 Z = 1,200

The optimal extreme point is the extreme point the objective

function touches last as it leaves the feasible solution area,
1X1 + 2X2 ≤ 40 or the farthest from the origin. (for maximization)

CH 2 Introduction to Mathematical Programming

Linear Programming Model
Example 2
 A farmer is preparing to plant a
crop in the spring and needs to
fertilize a field. There are two
brands of fertilizer to choose from,
Super-gro and Crop-quick. Each How to formulate the LP Model?
brand yields a specific amount of 1. Decision Variables? How many bags of Super-gro and Crop quick
nitrogen and phosphate per bag to buy.
shown in the tableThe farmer’s 2. Objective Function? Minimize Cost
field requires at least 16 pounds of
nitrogen and at least 24 pounds of 3. What are the Constraints? Requirements for the nitrogen and
phosphate. Super-gro costs $6 per phosphate
bag, and Crop-quick costs $3. The
farmer wants to know how many
bags of each brand to purchase in
order to minimize the total cost of
fertilizing CH 2 Introduction to Mathematical Programming
How to formulate the LP Model
1. Decision Variables? How many bags of Super-gro and Crop quick to buy.
2. Objective Function? Minimize Cost
Minimize Z = 6X1 + 3X2
cost of bag of Super-gro = 6 Where
cost of total bags of Super-gro = 6X1 Z = total cost
6X1 = cost of Super gro bags
cost of bag of Crop-quick = 3
3X2 = cost of Crop quick
cost of total bags of Crop-quick = 3X2

3. What are the Constraints? Nitrogen and Phospate

≥ 16 lbs
For nitrogen, 2X1 + 4X2
For phosphate 4X1 + 3X2 ≥ 24 lbs
Nonnegativity constraint
X1 ≥ 0, X2 ≥ 0
number of bags of purchased must be either zero or a
positive value because it is impossible to produce negative items CH 2 Introduction to Mathematical Programming
How to formulate the LP Model

Minimize Z = 6X1 + 3X2

Subject to
2X1 + 4X2 ≥ 16
4X1 + 3X2 ≥ 24
X1, X2 ≥ 0

The solution of the model will result in the numeric

values for X1 and X2 that will minimize the total cost

CH 2 Introduction to Mathematical Programming

 Minimize Z = 6X1 + 3X2
LP Model – Graphical Solution Subject to
2X1 + 4X2 ≥ 16
4X1 + 3X2 ≥ 24
 Plot the constraints. X 1, X 2 ≥ 0
For nitrogen, 2X + 4X ≥ 16 lbs
1 2
To plot a line, you need at least 2 points
Let X1 = 0, then solve for X2
2(0) + 4X2 = 16
4X2 = 16
X2 = 4
X1 = 0, X2 = 4

Let X2 = 0, then solve for X1 2X1 + 4X2 ≥ 16

2(X1) + 4(0) = 16
2X1 = 16
X1 = 8
X1 = 8, X2 = 0 CH 2 Introduction to Mathematical Programming
 Minimize Z = 6X1 + 3X2
LP Model – Graphical Solution Subject to
2X1 + 4X2 ≥ 16
4X1 + 3X2 ≥ 24
 Plot the constraints. X 1, X 2 ≥ 0
For Phosphate 4X1 + 3X2 ≥ 24
To plot a line, you need at least 2 points
Let X1 = 0, then solve for X2
4(0) + 3X2 = 24
3X2 = 24
X2 = 8
X1 = 0, X2 = 8

4X1 + 3X2 ≥ 24
Let X2 = 0, then solve for X1
4(X1) + 3(0) = 24
4X1 = 24
X1 = 6
X1 = 6, X2 = 0 CH 2 Introduction to Mathematical Programming
 Minimize Z = 6X1 + 3X2
LP Model – Graphical Solution Subject to
2X1 + 4X2 ≥ 16
4X1 + 3X2 ≥ 24
X 1, X 2 ≥ 0
Area beyond both constraints, called feasible solution area, from which we
can get the optimal solution or the best feasible solution.(for minimization)

Extreme points are the corner points on the

boundary of the feasible solution area and has been
proven mathematically that optimal solution in a
linear programming model will always occur at an
4X1 + 3X2 ≥ 24 extreme point.

2X1 + 4X2 ≥ 16 optimal solution point in a also on the boundary of

the feasible solution area and closest from the
origin (for minimization)

CH 2 Introduction to Mathematical Programming

 Minimize Z = 6X1 + 3X2
LP Model Subject to
2X1 + 4X2 ≥ 16
4X1 + 3X2 ≥ 24
 Convert the constraint equations to functions of X1:
X 1, X 2 ≥ 0
2X1 + 4X2 = 16
X1 = 8 - 2X2
Decision Variables are: X1 = 4.8 X2 =1.6

4X1 + 3X2 =24 Minimize Z = 6X1 + 3X2

4X1 =24 - 3X2
X1 =6 – ¾ X2 Z = 6(4.8) + 3(1.6)
Z = 33.6
 Solve for X2 after equating both the X1
8 - 2X2 = 6 – ¾ X2
5/4 X2 = 2
X2 = 1.6
4X1 + 3X2 =24
 Substitute X2 = 1.6 into either
4X1of
+ the original
3(1.6) =24 equations
2X1 + 4X2 = 16 4X1=19.2
CH 2 Introduction to Mathematical Programming
2X1 + 2(1.6) = 16 X1=4.8
 Minimize Z = 6X1 + 3X2
LP Model – Graphical Solution Subject to
2X1 + 4X2 ≥ 16
4X1 + 3X2 ≥ 24
X 1, X 2 ≥ 0
Decision Variables are: X1 = 4.8 X2 =1.6

Minimize Z = 6X1 + 3X2

Z = 6(4.8) + 3(1.6)
Z = 33.6
4X1 + 3X2 ≥ 24
If X1 = 0 X2 =8 Z = 24
2X1 + 4X2 ≥ 16 If X1 = 8 X2 =0
Z = 48
Decision Variables are:
X1 = 0 X2 =8
CH 2 Introduction to Mathematical Programming
Irregular Types of LP:
Multiple Optimal Solutions
 Itis when there are several options for
the decision variables and allows decision
maker to have greater flexibility.

CH 2 Introduction to Mathematical Programming

Irregular Types of LP:
An Infeasible Problem
 Hasno feasible solution area and every
possible solution point violates one or
more constraints

CH 2 Introduction to Mathematical Programming

Irregular Types of LP:
An Infeasible Problem
 When the objective function can increase
indefinitely without reaching a maximum
value and it will never reach the
boundary of the feasible solution area.

CH 2 Introduction to Mathematical Programming

Characteristics of Linear Programming
Problems
 requires a choice between alternative courses of
action (i.e., a decision), represented in the model by
decision variables.
 encompasses an objective that the decision maker
wants to achieve
 restrictions
exist, making unlimited achievement of
the objective function impossible.
CH 2 Introduction to Mathematical Programming
Properties of Linear Programming Model
 Linearity
 functions in the model are graphed as a straight line.
 Proportionality
 the slope (rate of change) of a constraint or objective function line is constant.
 Additivity
 the terms in the objective function or constraints are additive or must equal to the sum of the
values of variables involved.
 Divisibility
 values of decision variables are continuous or divisible
 Certainty
 all model parameters are assumed to be known
CH 2 Introduction to Mathematical Programming
 END
Please answer Activity 3 which will be
posted on July 15, 2020 on NEO.

Thank you!

CH 2 Introduction to Mathematical Programming