Linear Programming
Learning Objectives
Describe the type of problem that would lend
itself to solution using linear programming
Formulate a linear programming model from
a description of a problem
Solve linear programming problems using
the graphical method
Solve linear programming problems using
the Simplex method
Linear Programming
Used to obtain optimal solutions to
problems that involve restrictions or
limitations, such as:
Materials
Budgets
Labor
Machine time
Linear Programming
Linear programming (LP) techniques
consist of a sequence of steps that will
lead to an optimal solution to problems,
in cases where an optimum exists
Linear Programming Model
Objective Function: mathematical statement
of profit or cost for a given solution
Decision variables: amounts of either inputs
or outputs
Feasible solution space: the set of all
feasible combinations of decision variables as
defined by the constraints
Linear Programming
Assumptions
Linearity: the impact of decision variables is
linear in constraints and objective function
Nonnegativity: negative values of decision
variables are unacceptable
Constraints: limitations that restrict the
available alternatives
Linear Programming
A company is manufacturing two products A and B. The
manufacturing time required to make them, the profit and capacity
available at each work centre are given as follows:
Product Matching Fabrication Assembly Profit per unit
A 1 Hour 5 Hours 3 Hours 80
B 2 Hours 4 Hours 1 Hour 100
Total Capacity 720 Hours 1800 Hours 900 Hours
Linear Programming
Maximize, Z = 80x1 + 100x2 subject to the constraints:
x1 + 2x2 ≤ 720
5x1 + 4x2 ≤ 1800
3x1 + x2 ≤ 900
x1 , x2 ≥ 0.
Linear Programming
A company produces three products P, Q, and R from
three raw materials: A, B and C. One unit of product P
requires 2 units of A and 3 units of B. One unit of
product Q requires 2 units of B and 5 units of C and
one unit of product R requires 3 units A, 2 units of B
and 4 units of C. The company has 8 units of material
A, 10 units of material B and 15 units of material C
available to it. Profits per unit of products P, Q and R
are Tk3, Tk.5, and Tk4 respectively. Formulate the
program mathematically.
Linear Programming
Decision Product Types of raw material Profit per
variable A B C Unit (Tk)
x1 P 2 3 - 3
x2 Q - 2 5 5
x3 R 3 2 4 4
Unit of materials Max 8 10 15
available
Linear Programming
Maximize, Z = 3x1 + 5x2 + 4x3 subject to the constraints:
2x1 + 3x3 ≤ 8
3x1 + 2x2 + 2x3 ≤ 10
5x2 + 4x3 ≤ 15
x1 , x2, x3 ≥ 0
Linear Programming
A diet conscious housewife wishes to ensure certain
minimum intake of vitamins A, B, and C for the family.
The minimum daily (quantity) needs of the vitamins A, B,
C for the family are respectively 30, 20, and 16 units. For
the supply of these minimum vitamin requirements, the
housewife relies on two fresh foods. The first one
provides 7, 5, 2 units of the three vitamins per gram
respectively and the second one provides 2, 4, 8 units of
the same three vitamins per gram respectively. The first
foodstuff costs Tk.3 per gram and the second Tk.2 per
gram. How many grams of each foodstuff should the
housewife buy everyday to keep her food bill as low as
possible ?
Linear Programming
Minimize, Z = 3x1 + 2x2 subject to the constraints:
7x1 + 2x2 ≥ 30
5x1 + 4x2 ≥ 20
2x1 + 8x2 ≥ 16
x1 , x2 ≥ 0.
Linear Programming
A factory manufactures two articles A and B. To
manufacture the article A, a certain machine has to be
worked for 1.5 hours and in addition a craftsman has to
work for 2 hours. To manufacture the article B, the
machine has to be worked for 2.5 hours and in addition a
craftsman has to work for 1.5 hours. In a week the
factory can avail of 80 hours of machine time and 70
hours of craftsman’s time. The profit on each article A is
Tk.5 and that on each article B is Tk.4. If all the articles
produced can be sold away, find how many of each kind
should be produced to earn the maximum profit per
week.
Linear Programming
Decision Article Hours on Hours on Profit per
variable Machine Craftsman (Tk)
x1 A 1.5 2 5
x2 B 2.5 1.5 4
Hours Available 80 70
(per week) Maximum Maximum
x1 = number of units of Article A
x2 = number of units of Article B
Linear Programming
Maximize, Z = 5x1 + 4x2 subject to the constraints:
1.5x1 + 2.5x2 ≤ 80
2x1 + 1.5x2 ≤ 70
x1 , x2 ≥ 0.
Graphical Method
Graphical method for finding optimal solutions
to two-variable problems
1.Set up objective function and constraints
in mathematical format
2.Plot the constraints
3.Identify the feasible solution space
4.Plot the objective function
5.Determine the optimum solution
Solutions and Corner Points
Feasible solution space is usually a polygon
Solution will be at one of the corner points
Enumeration approach: Substituting the
coordinates of each corner point into the
objective function to determine which corner
point is optimal.
Linear Programming Example
Objective - profit
Maximize, Z = 60X1 + 50X2
Subject to:
Assembly 4X1 + 10X2 ≤ 100 hours
Inspection 2X1 + 1X2 ≤ 22 hours
Storage 3X1 + 3X2 ≤ 39 cubic feet
X1, X2 ≥ 0
Linear Programming Example
Objective
Maximize, Z = 2X1 + 10X2
Subject to:
Durability 10X1 + 4X2 ≥ 40 wk
Strength X1 + 6X2 ≥ 24 psi
Time X1 + 2X2 ≤ 14 hr
X1, X2 ≥ 0
Slack and Surplus
Surplus: when the optimal values of
decision variables are substituted into a
greater than or equal to constraint and the
resulting value exceeds the right side value
Slack: when the optimal values of decision
variables are substituted into a less than or
equal to constraint and the resulting value is
less than the right side value
Simplex Method
Simplex: a linear-programming
algorithm that can solve problems
having more than two decision
variables
MS Excel Worksheet for
Microcomputer Problem
MS Excel Worksheet Solution
