Linear Programing Problems
Unit - I Lecture - 2
Course Instructor: N B Prakash T
Contents
Linear Programming – An overview
Model Formulation
Characteristics of Linear Programming Problems
Assumptions of a Linear Programming Model
Advantages and Limitations of a Linear Programming
A Maximization Model Example
Graphical Solutions of Linear Programming Models
A Minimization Model Example
Irregular Types of Linear Programming Models
16ME402 Operations Research Linear Programming
Linear Programming: An Overview
Objectives of business decisions frequently involve
maximizing profit or minimizing costs.
Linear programming uses linear algebraic
relationships to represent a firm’s decisions,
given a business objective, and resource
constraints.
16ME402 Operations Research Linear Programming
Linear Programming: An Overview
Steps in application:
1. Identify problem as solvable by linear
programming.
2. Formulate a mathematical model of the
unstructured problem.
3. Solve the model.
4. Implementation
16ME402 Operations Research Linear Programming
Model
Components
Decision variables - mathematical symbols representing
levels of activity of a firm.
Objective function - a linear mathematical relationship
describing an objective of the firm, in terms of decision
variables - this function is to be maximized or minimized.
Constraints – requirements or restrictions placed on the
firm by the operating environment, stated in linear
relationships of the decision variables.
Parameters - numerical coefficients and constants used
in the objective function and constraints.
16ME402 Operations Research Linear Programming
Summary of Model Formulation
Steps
Step 1 : Clearly define the decision variables
Step 2 : Construct the objective function
Step 3 : Formulate the constraints
16ME402 Operations Research Linear Programming
Characteristics of
LPP
• A decision amongst alternative courses of action is
required.
• The decision is represented in the model by decision
variables.
• The problem encompasses a goal, expressed as an
objective function, that the decision maker wants to
achieve.
• Restrictions (represented by constraints) exist that
limit the extent of achievement of the objective.
• The objective and constraints must be definable by
linear mathematical functional relationships.
16ME402 Operations Research Linear Programming
Advantages of LP
Model
• It helps decision - makers to use their productive
resource effectively.
• The decision-making approach of the user
becomes more objective and less subjective.
• In a production process, bottle necks may occur.
For example, in a factory some machines may
be in great demand while others may lie idle
for some time.
A significant advantage of linear programming
is highlighting of such bottle necks.
16ME402 Operations Research Linear Programming
Limitations of LP
Model
• Linear programming is applicable only to problems
where the constraints and objective function are
linear
• Factors such as uncertainty, and time are not taken
into consideration.
• Parameters in the model are assumed to be
constant but in real life situations they are not
constants.
• Linear programming deals with only single objective
, whereas in real life situations may have multiple
and conflicting objectives.
16ME402 Operations Research Linear Programming
LP Model
Formulation
A Maximization Example
• Product mix problem - Beaver Creek Pottery Company
• How many bowls and mugs should be produced to
maximize profits given labor and materials constraints?
• Product resource requirements and unit profit:
Resource Requirements
Clay : 120 Lb./day
Labor Clay Profit Labor: 40 hr./day
Product
(Hr./Unit) (Lb./Unit) ($/Unit)
Bowl 1 4 40
Mug 2 3 50
16ME402 Operations Research Linear Programming
16ME402 Operations Research Linear Programming
Resource 40 hrs of labor per day
Availability:120 lbs of clay
Decision x1 = number of bowls to produce per day
Variables: x2 = number of mugs to produce per day
Objective Maximize Z = $40x1 + $50x2
Function: Where Z = profit per day
Resource 1x1 + 2x2 40 hours of labor
Constraints: 4x1 + 3x2 120 pounds of clay
Non-Negativity x1 0; x2 0
Constraints:
16ME402 Operations Research Linear Programming
Complete Linear Programming Model:
Maximize Z = $40x1 + $50x2
subject to: 1x1 + 2x2 40
4x2 + 3x2 120
x1, x2 0
16ME402 Operations Research Linear Programming
Feasible
Solutions
A feasible solution does not violate any of the
constraints:
Example: x1 = 5 bowls
x2 = 10 mugs
Z = $40x1 + $50x2 = $700
Labor constraint check: 1(5) + 2(10) = 25 < 40 hours
Clay constraint check: 4(5) + 3(10) = 70 < 120 pounds
16ME402 Operations Research Linear Programming
Infeasible Solutions
An infeasible solution violates at least one of the
constraints:
Example: x1 = 10 bowls
x2 = 20 mugs
Z = $40x1 + $50x2 = $1400
Labor constraint check: 1(10) + 2(20) = 50 > 40 hours
16ME402 Operations Research Linear Programming
Graphical Solution of LP Models
• Graphical solution is limited to linear
programming models containing only two
decision variables (can be used with three
variables but only with great difficulty).
• Graphical methods provide visualization of how
a solution for a linear programming problem is
obtained.
16ME402 Operations Research Linear Programming
LP Model Formulation –
Minimization
Two brands of fertilizer available - Super-gro, Crop-quick.
Field requires at least 16 pounds of nitrogen and 24 pounds
of phosphate.
Super-gro costs $6 per bag, Crop-quick $3 per bag.
Problem: How much of each brand to purchase to minimize
total cost of fertilizer given following data ?
Chemical Contribution
Nitrogen Phosphate
Brand
(lb/ bag) (lb/ bag)
Super-gro 2 4
Crop-quick 4 3
16ME402 Operations Research Linear Programming
Fertilizing farmer’s
field
16ME402 Operations Research Linear Programming
LP Model Formulation –
Minimization
Decision Variables:
x1 = bags of Super-gro
x2 = bags of Crop-quick
The Objective Function:
Minimize Z = $6x1 + 3x2
Where: $6x1 = cost of bags of Super-Gro
$3x2 = cost of bags of Crop-Quick
Model Constraints:
2x1 + 4x2 16 lb (nitrogen constraint)
4x1 + 3x2 24 lb (phosphate constraint)
x1, x2 0 (non-negativity constraint)
16ME402 Operations Research Linear Programming
Irregular Types of
LPP
For some linear programming models, the general
rules do not apply.
• Special types of problems include those with:
Multiple optimal solutions
Infeasible solutions
Unbounded solutions
16ME402 Operations Research Linear Programming
Summary
• Introduction to Linear Programing
• Model Formulation of given problem
• Characteristics of Linear Programming Problems
• Assumptions of a Linear Programming Model
• Advantages and Limitations of a Linear Programming
• A Maximization Model
• Graphical Solutions of Linear Programming Models
• A Minimization Model
• Irregular Types of Linear Programming Models
Questions
1. Define Linear Programming model?
2. Formulate the given problem in to LP model?
3. Explain the characteristics of LP problem.
4. Write the advantages and limitations of LP models.
5. Define Feasible and Infeasible solutions?
6. Solve the given problem using Graphical method.
Thank You
