LINIER PROGRAMMING

Md. Nahid Mia

Assistant Professor (Management)
National University, Bangladesh
Objectives of the
Chapter…..
After the end of the study of the
chapter, you will be able to learn
about……
 Basic concept of Linear
Programming;
 Requirements of Linear
Programming;
 Properties of Linear
Programming;
 Mathematical solutions of Linear
12/12/2024 Operations Research 2
 Linear programming
Many management decisions involve
trying to make the most effective use of
limited resources.
Linear programming (LP) is a widely
used mathematical modeling technique
designed to help managers in planning
and decision making relative to resource
allocation.
◦ This belongs to the broader field of
mathematical programming.
◦ In this sense, programming refers to
modeling and solving a problem
12/12/2024 Operations Research 3
 Requirements of a Linear
Programming Problem
 All LP problems have 4 properties in common:
1. All problems seek to maximize or minimize some
quantity (the objective function).
2. Restrictions or constraints that limit the degree to
which we can pursue our objective are present.
3. There must be alternative courses of action from
which to choose.
4. The objective and constraints in problems must be
expressed in terms of linear equations or
inequalities.

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Properties/Assumptions of
Linear Programming
 One objective function
 One or more constraints
 Alternative courses of action
 Objective function and
constraints are linear –
proportionality and divisibility
 Certainty
 Divisibility
 Nonnegative variables
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Formulating Linear
Programming
 Formulating linear programming involves
developing mathematical model to
represent the managerial problem;
 The steps of formulating Linear
Programming are…….
i. Completely understand the managerial
problem being faced;
ii. Identify the objective and constraints;
iii. Define the decision variables;
iv. Use the decision variables to write
mathematical expression for the
objective.
12/12/2024 Operations Research 6
Prob 1: Solve the following Problem;

Maximize Z= 12𝑥1 +16𝑥2

10𝑥1 +20𝑥2 ≤120

Subject to

8𝑥1 +8𝑥2 ≤80

𝑥1 +𝑥2 ≥0

10𝒙𝟏 +20𝒙𝟐 = 𝟏20 ....... (1) 𝟖𝒙𝟏 +8𝒙𝟐 =80......(2)

Solution

𝑥1 = 0, then, When 𝑥1 = 0, then

When

10(0) +20𝑥2 = 120

or, 0 +20𝑥2 = 120 8𝑥1 8𝑥2 =
or, 20𝑥2 = 120 +
80

or, 𝑥2 = 120/20 8𝑥2 =

or, 𝑥2 = 6
or, 8(0)+ 80
8𝑥2 =
𝑥2 =
or, 0+ 80

When, 𝑥2 = 0, then 𝑥2 =
or, 80/8

or, 10𝑥1 +20(0)= 120

or, 10

or, 10𝑥1 +0= 120 Again When 𝑥2 = 0, then

or, 10𝑥1 = 120 8𝑥1 8𝑥2 =
or, 𝑥1 = 120/10 +
80

or,𝑥1 = 12 or, 8𝑥1+ 8(0) 80

8𝑥1 +8𝑥2 =80.....(2) or, 8𝑥1+

=

𝑥1
0= 80
𝑥1
𝑥1
or, = 80/8
𝑥2
0 12
or, = 10
𝑥1
6 0

𝑥2
0 10
10 0

12/12/2024 Operations Research 7

Solution
1
0 12
6 0
12
11 2
10 (0,10) 0 10
9 10 0
8
D 7 (0,6)
6
5
4 1st Constrain (8,2)
3 C 2nd Constrain
2 Feasible Reason (12,0)
1 (10,0)
0 1 2 3 4 5 6 7 8 9 10 11 12 13 14 15
A B
(0,0)

12/12/2024 Operations Research 8

Maximize Z= 12𝒙𝟏 +16𝒙𝟐
Z(A) 12(0)+ 16(0) = 0
Z(B) 12(10)+ 16(0) = 120
Z(C) 12(8)+ 16(2) = 128
Z(D) 12(0)+ 16(6) = 96

𝑥1 = 8 and 𝑥2 = 2; Z (optimum)=128
The Z value is maximum for the corner point ‘C

12/12/2024 Operations Research 9

Prob 2: Solve the following LP Problem using graphical method;

Minimize Z= 4𝑥1 +6𝑥2

𝑥1 +𝑥2 ≥8
Subject to

6𝑥1 + 𝑥2 ≥12
𝑥1 + 𝑥2 ≥0

𝒙𝟏 +𝒙𝟐 = 𝟖 ....... (1)

Solution

𝟔𝒙𝟏 + 𝒙𝟐 =12.....(2)
𝑥1 = 0, then,
When

0+𝑥2 = 8 When 𝑥1 = 0, then

or, 𝑥2 = 8
6𝑥1 𝑥2 =
+
12

𝑥2 = 0, then 𝑥2 =
When

or, 𝑥1 +0)= 8 𝑥2 =
or, 6(0)+ 12

or, 𝑥1 = 8 𝑥2 =
or, 0+ 12
or, 12

𝑥1
Again When 𝑥2 = 0, then
𝑥2
0 8
6𝑥1 𝑥2 =
8 0
+
12

or, 6𝑥1+
6𝑥1
0 = 12

𝑥1
or, = 12

𝑥1
or, = 12/6
or, = 2

𝑥1
𝑥2
0 2
12 0

12/12/2024 Operations Research 10

Solution
1
0 8
C (0,12) 8 0
12
11 2nd Constrain 2
10 0 2
9 (0,8) Feasible Reason 12 0
8 B (.8,7.2)
7
6
5
4
3 1st Constrain
2
1 (8,0)
0 1 2 3 4 5 6 7 8 9 10 11 12 13 14 15
(2,0) A
(0,0)

12/12/2024 Operations Research 11

 Cont………….

Minimize Z= 4𝒙𝟏 +6𝒙𝟐

OP OV
Z(A) 4(8)+ 6(0) = 32
Z(B) 4(.8)+ 6(7.2) = 46.4
Z(C) 4(0)+ 6(12) = 72

𝑥1 = 8 and 𝑥2 = 0; Z (optimum)=32
The Z value is minimum for the corner point ‘A’

12/12/2024 Operations Research 12

Prob 3: Solve the following LP Problem using graphical method;

Maximize Z= 100𝑥1 +60𝑥2

5𝑥1 +10𝑥2 ≤ 50
Subject to

8𝑥1 + 2𝑥2 ≥16

[bellow]

3𝑥1 - 2𝑥2 ≥6
[above]

𝑥1 and 𝑥2 ≥0
[above]

𝟓𝒙𝟏 +𝟏𝟎𝒙𝟐 = 𝟓𝟎....... (1) 8𝐱𝟏 + 𝟐𝐱𝟐 ≥16.....(2)

Solution

When 𝑥1 = 0, then,
+ 10𝑥2 = 50 When 𝑥1 = 0, then
= = 16
5(0)
+ 10𝑥2 2𝑥2
= = 16
or, 0 50 8(0) +
10𝑥2 2𝑥2
𝑥2 = = 16
or 50 or, 0 +
2𝑥2
𝑥2 = 𝑥2 = 16
or 50/10 or

/2
or 5 or

When 𝑥2 = 0, then, 𝑥2 =
= 50
or 8
5𝑥1 10𝑥2
= Again When 𝑥2 = 0, then
+
5𝑥1
= = 16
or, + 10(0) 50
5𝑥1 8𝑥1
= 0 = 16
or + 0 50 + 2(0)
5𝑥1 8𝑥1
𝑥1 = = 16
or 50 or, +
8𝑥1
𝑥1 = 𝑥1 = 16
or 50/5 or

/8
or 10 or
𝑥1
𝑥2 𝑥1 =
0 10
or 2
𝑥1
5 0

𝑥2
0 2
8 0
3𝒙𝟏 - 𝟐𝒙𝟐 =6.......(3)
𝑥2 = 0, then,
Again When

𝑥1 = 0, then,
When

2𝑥2 = 6 3𝑥1 2(0) = 6

2𝑥2 = 6 0 = 6
3(0) - -
3𝑥1
2𝑥2 = 6 = 6
or, 0 - or, -
3𝑥1
𝑥2 = 𝑥1 =
or - or

𝑥2 = 𝑥1 =
or 6/2 or 6/3
or -3 or 2
𝑥1
𝑥2
0 2
-3 0

12/12/2024 Operations Research 13

Solution 1
0 10
5 0
C (0,12)
12 2
11 0 2
10 8 0
9 (0,8) 3rd Constrain
8 3
7 0 2
6 -3 0
5 (0,5)
4 (4,3) D
3 1st Constrain
2 2nd Constrain
1 0 (2,0) (2,0) Feasible Reason (10,0)
-1 1 2 3 4 5 6 7 8 9 10 11 12 13 14 15
-2 A B
-3 (0,-3)
-4
-5

12/12/2024 Operations Research 14

 Cont…..

Maximize Z= 100𝒙𝟏 +60𝒙𝟐

Z(A) 100(2)+ 60(0) = 200

Z(B) 100(10)+ 60(0) = 1000
Z(C) 100(4)+ 60(3) = 580

𝑥1 = 10 and 𝑥2 = 0; Z (optimum)=1000
The Z value is maximum for the corner point ‘B’

12/12/2024 Operations Research 15

Prob 4:

Two sets models of TV sets produced by Sony Ltd. will be designed as A and B. The company is
in the market to maximize profit. The profit realized is $300 from set A and $250 from set B.
Obviously, the more sets produced and sold, the better. The trouble is that there are certain
limitations that prevent Sony Ltd. from producing and selling thousands of sets daily. These
limitations are;
i. Availability of only 40 hours of labors each day in the production department. Each
unit of model A requires 2 hours of labor whereas, B require only one hour. (Labor
Constraint).
ii. A daily availability of only 45 hours of machine time. Machine processing time for
one unit of model A is one hour and for one unit of model B is Three hours (a
machine constraint).
iii. Inability to sell more than 12 sets of model A each day (a marketing constraint).

Sony Ltd. is to determine how many sets of each model to produce each day so that the total
profit will be as large as possible.

Req:
a. Sony Ltd. is to determine how many sets of each model to produce each day so that the total
profit will be as large as possible.

b. Construct the Equation for both objective and subjective

b. Solve the LP with graphical method;

(Source: Turban)

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Solution:

𝑥1 = Number of sets of model A to be produce daily.

Let

𝑥2 = Number of sets of model B to be produce daily.

Maximize Z= $300 𝑥1 +$250 𝑥2

Objective Function

2𝑥1 +1𝑥2 ≤ 40
Subject to

1𝑥1 + 3𝑥2 ≤45

[bellow]

1𝑥1 + 0𝑥2 ≤12

[bellow]

𝑥1 and 𝑥2 ≥0
[bellow]

𝟐𝒙𝟏 +𝟏𝒙𝟐 = 𝟒𝟎...... (1) 𝟏𝒙𝟏 + 𝟑𝒙𝟐 =45.....(2)

𝑥1 = 0, then, When 𝑥1 = 0, then

When

1𝑥2 = 40
= = 45
2(0) +
1𝑥2 3𝑥2
= 3𝑥2 = 45
or, 0 + 40 1(0) +
1𝑥2
𝑥2 = 3𝑥2 =
or 40 or, 0 +

𝑥2 = 𝑥2 = 45/3
or 40/1 or 45

𝑥2 =
or 40 or
or 15

𝑥2 = 0, then, Again When 𝑥2 = 0, then

When

1𝑥1 = 45
= 40 0 =
+ 3(0)
2𝑥1 1𝑥2 1𝑥1
2𝑥1 = = 45
+ or, + 45
1𝑥1
= 𝑥1 = 45/1
or, + 1(0) 40 or
2𝑥1
= 𝑥1 =
or + 0 40 or
2𝑥1
𝑥1 =
or 40 or 45

𝑥1 =
or 40/2

𝑥1 𝑥1
or 20

𝑥2 𝑥2
0 20 0 45
40 0 15 0

1𝒙𝟏 + 𝟎𝒙𝟐 =12.......(3)

𝑥2 = 0, then,
Again when

𝑥1 = 0, then, 0(0) = 12
When
1𝑥1
0𝑥2 = 12 0 = 12
+
1𝑥1
0𝑥2 = 12 = 12
1(0) + or, +
1𝑥1
0𝑥2 = 12 𝑥1 =
or, 0 + or

𝑥2 = 12/0 𝑥1 =
or or 12/1

𝑥2 =
or or 12
𝑥1
or ---
𝑥2
0 12
--- 0

12/12/2024 Operations Research 17

Solution 1
0 20
40 0

60 2
55 0 45
50 15 0
45 (0,40) 3rd Constrain
40 A 3
35 0 12
30 --- 0
25
C 20 (0,15) (12,11)
15 G 1st Constrain 2nd Constrain
10 Feasible Reason
5 E (12,0) (20,0) (45,0)
0 5 10 15 20 25 30 35 40 45 50
B D

12/12/2024 Operations Research 18

 Cont…..

Maximize Z= $300 𝒙𝟏 +$250 𝒙𝟐

OP OV
Z(C) 300(0)+ 250(15) = $3750
Z(E) 300(12)+ 250(0) = $3600
Z(G) 300(12)+ 250(11) = $6350

𝑥1 = 12 and 𝑥2 = 11; Z (optimum)= $6350

The Z value is maximum for the corner point ‘G’

12/12/2024 Operations Research 19

Practice....

Prob 1: Solve the following Problem;

Maximize Z = 3𝑥1 + 4𝑥2

3𝑥1 +5𝑥2 ≤15

Subject to

2𝑥1 + 1𝑥2 ≤8
0𝑥1 + 1𝑥2 ≤2

Req:

i. Solve the equation;

ii. Construct the Graph;
iii. Determine the maximum output;
(Source: Turban)

Prob 2:

The High Note Sound Com manufactures quality compact disc players and stereo
receivers. Each of these products requires a certain amount of skilled artist of
which there is a limited weekly supply. The firm formulates the following LP
problem in order to determine the best production mix of CD players (𝑥1) and
receivers (𝑥2);

Maximize profit Z = $50𝑥1 + $120𝑥2

2𝑥1 +4𝑥2 ≤80

Subject to

3𝑥1 + 1𝑥2 ≤60

𝑥1 , 𝑥2 ≥0
Req:

i. Solve the equation;

ii. Construct the Graph;
iii. Determine the maximum output;
(Source: Render)

12/12/2024 Operations Research 20

Practice....

Prob 3:

The Holiday Meal Turkey is considering buying two different brands of Turkey
feed and blending them to provide a good, low-cost diet for its Turkeys. Each feed
contains, in varying proportions, some or all of the three nutritional ingredients
essential for fattening Turkeys. Each pound of brand 1 purchased, for example,
contains 5 ounces of ingredient A, 4 ounces of ingredient B and 0.5 ounces of
ingredient C. Each pound of brand 2 purchased, for example, contains 10 ounces of
ingredient A, 3 ounces of ingredient B and but no ingredient C. The production is
more or equal than 90 ounces from the mixing of A, 48 ounces from the mixing of
B and 1.5 ounces from the mixing of C. The brand 1 feed costs the ranch 2 cents a
pound, while the brand 2 feed costs the ranch 3 cents a pound. The owner of the
ranch would like to use LP to determine the lowest-cost diet that meets the
minimum monthly intake requirement for each nutritional ingredient.
Req:
a. Construct the Equation for both objective and subjective
b. Solve the LP with graphical method;

(Source: Render)

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𝑋1 = Number of pounds of brand 1 feed purchased
Let we assume

𝑋2 = Number of pounds of brand 1 feed purchased

Then we may proceed to formulate this linear programing problem as follow as:

Minimize cost (in cents) = 𝟐𝑿𝟏 +𝟑𝑿𝟐

Subject to this constraints:

5𝑋1 +10𝑋2 ≥ 90 ounces (ingredient A constraints)

4𝑋1 +3𝑋2 ≥ 48 ounces (ingredient B constraints)
0.5𝑋1 ≥ 1.5 ounces (ingredient C constraints)
𝑋1 ≥ 0 (nonnegativity constraints)
𝑋2 ≥ 0 (nonnegativity constraints)

12/12/2024 Operations Research 22

12/12/2024 Operations Research 23