Chapter 2:

Modeling with Linear Programming &

sensitivity analysis

Hamdy A. Taha, Operations Research: An

introduction, 8th Edition

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Dr. Nizamddin Channa
LINEAR PROGRAMMING (LP)

-In mathematics, linear programming (LP) is a technique for

optimization of a linear objective function, subject to linear
equality and linear inequality constraints.

-Linear programming determines the way to achieve the best

outcome (such as maximum profit or lowest cost) in a given
mathematical model and given some list of requirements
represented as linear equations.

Dr. Nizamuddin Channa 2

Mathematical formulation of Linear
Programming model:
Step 1
- Study the given situation
- Find the key decision to be made
- Identify the decision variables of the problem
Step 2
- Formulate the objective function to be optimized
Step 3
- Formulate the constraints of the problem
Step 4
- Add non-negativity restrictions or constraints
The objective function , the set of constraints and the non-negativity
restrictions together form an LP model.

Dr. Nizamuddin Channa 3

Example 2.1-1
(The Reddy Mikks Company)
- Reddy Mikks produces both interior and exterior paints from two raw materials M1
and M2
Tons of raw material per ton of
Exterior paint Interior paint Maximum daily availability (tons)
Raw material M1 6 4 24
Raw material M2 1 2 6________
Profit per ton ($1000) 5 4
- A market suvey indicates that the daily demand for interior paint cannot exceed that
of exterior paint by more
than 1 ton
-Maximum daily demand of interior paint is 2 tons
-Reddy Mikks wants to determine the optimum product mix of interior and
exterior paints that maximizes the total daily profit

Dr. Nizamuddin Channa 4

Solution:

Formulate the Problem

Step 1: Identifydecision Variables and represent them in
Mathematical Symbols

Let x1 = tons produced daily of exterior paint

x2 = tons produced daily of interior paint

Dr. Nizamuddin Channa 5

Restrictions:
Step2: Identify restrictions and represent them in Mathematically
Inequalities/Equations

6x1 + 4x2 < 24 (raw material M1)

x1 + 2x2 < 6 (raw material M2)
- Difference between daily demand of interior (x2) and exterior (x1) paints does not
exceed 1 ton,
so x2 - x1 < 1
- Maximum daily demand of interior paint is 2 tons,
so x2 < 2
- Variables x1 and x2 cannot assume negative values,
so x1 > 0 , x2 > 0
Step 3 : Let z represent the total daily profit (in thousands of dollars)

Objective:
Maximize z = 5 x1 + 4 x2
Dr. Nizamuddin Channa 6
Complete Reddy Mikks model:
Maximize z = 5 x1 + 4 x2 (total daily profit)
subject to
6x1 + 4x2 < 24 (raw material M1)
x1 + 2x2 < 6 (raw material M2)
x2 - x1 < 1
x2 < 2
x1 > 0
x2 > 0

- Objective and the constraints are all linear functions in this

example.

Dr. Nizamuddin Channa 7

2.2 GRAPHICAL LP SOLUTION

The graphical procedure includes two steps:

1) Determination of the feasible solution space.
2) Determination of the optimum solution from
among all the feasible points in the solution
space.

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2.2.1 Solution of a Maximization model
Example 2.2-1 (Reddy Mikks model)
Step 1:
1) Determination of the feasible solution space:
- Find the coordinates for all the 6 equations of the
restrictions (only take the equality sign)
6x1 + 4x2 < 24 1
x1 + 2x2 < 6 2
x2 - x1 < 1 3
x2 < 2 4
x1 > 0 5
x2 > 0 6 9
- Change all equations to equality signs
6x1 + 4x2 = 24 1
x1 + 2x2 = 6 2
x2 - x1 = 1 3

x2 = 2 4
x1 = 0 5
x2 = 0 6

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 X2 Maximize z = 5 x1 + 4 x2 (total daily profit)

Material M1 6 X1 + 4X2 =24

Material M2 X1 + 2X2 = 6
6
5
Market Limit - X 1 + X2 = 1
4
3 Infeasible Market Demand X2 = 2
2
1
Feasible
X1
-1 1 2 3 4 5 6

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Step 2:
2) Determination of the optimum solution from among
all the feasible points in the solution space:
- After finding out all the feasible half-spaces of all
the 6 equations, feasible space is obtained by the
line segments joining all the corner points A, B, C,
D ,E and F
- Any point within or on the boundary of the
solution space ABCDEF is feasible as it satisfies all
the constraints
- Feasible space ABCDEF consists of infinite number
of feasible points

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 - Since optimum LP solution is always associated with a corner point of
the solution space, so optimum solution can be found by enumerating all
the corner points as below:-
______________Corner point ( x 1 ,x 2 ) z_________________
A (0,0) 0
B (4,0) 20
C (3,1.5) 21 (optimum solution)
D (2,2) 18
E (1,2) 13
F (0,1) 4

- As number of constraints and variables increases , the number of corner

points also increases

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 0.09X1 +0.6 X2 >= 0.3(X1 +X2)
0.09X1 +0.6 X2 >= 0.3X1 + .3X2)

0.09X1 - 0.3X1 +0.6 X2 - .3X2 >=0

- 0.21X1 +0.3 X2 >=0
0.21X1 - 0.3 X2 <=0
 X2 Maximize z = 5 x1 + 4 x2 (total daily profit)

0.21x1
=0.3x2

0.3X1 - 0.012X2 = Protein

X1 X2
0
8 X1 + X2 = 800 FeedStuff 100 70
8 200 140

6 Feasible 300
400
210
280
500 350
5 600 420
700 490
4 800 560
3
0.21X1 -0.3 X2 = 0 Fiber
x2=0.3/0.
2 Infeasible 21
1 x2= 021x1/.3 X1 x2
0
X1 100 250
-1 200 500
1 2 3 4 5 6 7 8 300 750
400 1000
500 1250
600 1500
700 1750
21
800 2000
 MORE EXAMPLE

Dr. Nizamuddin Channa 23

Example 2.1-2
(Problem Mix Model)

- Two machines X and Y

- X is designed for 5-ounce bottles
- Y is designed for 10-ounce bottles
- X can also produce 10-ounce bottles with some loss of
efficiency
- Y can also produce 5-ounce bottles with some loss of
efficiency

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Machine 5-ounce bottles 10-ounce bottles
X 80/min 30/min
Y 40/min 50/min
- X and Y machines can run 8 hours per day for 5 days a
week
- Profit on 5-ounce bottle is 20 paise
- Profit on 10-ounce bottle is 30 paise
- Weekly production of the drink cannot exceed 500,000
ounces
- Market can utilize 30,000 (5-ounce) bottles and 8000 (10-
ounce) bottles per week
- To maximize the profit
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Solution:

Let x1 = number of 5-ounce bottles to be produced per week

x2 = number of 10-ounce bottles to be produced per week
Objective:
Maximize profit z = Rs (0.20x1 + 0.30x2)
Constraints:
- Time constraint on machine X,
(x1/80) + (x2/30) < 8 X 60 X 5 = 2400 minutes
- Time constraint on machine Y,
(x1/40) + (x2/50) < 8 X 60 X 5 = 2400 minutes
- Weekly production of the drink cannot exceed 500,000 ounces,
5x1 + 10x2 < 500,000 ounces
- Market demand per week,
x1 > 30,000 (5-ounce bottles)
x2 > 8,000 (10-ounce bottles)

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Example 2.1-3
(Production Allocation Model)

- Two types of products A and B

- Profit of Rs.4 on type A
- Profit of Rs.5 on type B
- Both A and B are produced by X and Y machines
Machine Machine
Products X Y
A 2 minutes 3 minutes
B 2 minutes 2 minutes

- Machine X is available for maximum 5 hours and 30 minutes during any

working day

- Machine Y is available for maximum 8 hours during any working day

- Formulate the problem as a LP problem.

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Solution:
Let x1 = number of products of type A
x2 = number of products of type B
Objective:
- Profit of Rs.4 on type A , therefore 4x 1 will be the profit on selling x1 units of type A
- Profit of Rs.5 on type B, therefore 5x 2 will be the profit on selling x2 units of type B
Total profit,
z = 4x1 + 5x2
Constraints:

- Time constraint on machine X,

2x1 + 2x2 < 330 minutes
- Time constraint on machine Y,
3x1 + 2x2 < 480 minutes
- Non-negativity restrictions are,
x1 > 0 and x2 > 0

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Complete LP model is,
Maximize z = 4x1 + 5x2

subject to
2x1 + 2x2 < 330 minutes
3x1 + 2x2 < 480 minutes
x1 > 0
x2 > 0

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