LINEAR

PORGRAMMING
Nikita (46)

Sagar (56)
HISTORY OF LINEAR PROGRAMMING
 It started in 1947 when G.B.Dantzig design the “simplex
method” for solving linear programming formulations of
U.S. Air Force planning problems.

 It soon became clear that a surprisingly wide range of

apparently unrelated problems in production
management could be stated in linear programming
terms and solved by the simplex method.

 Later, it was used to solve problems of management. It’s

algorithm can also used to network flow problems.
 INTRODUCTION
 Mathematical programming is used to find the best or
optimal solution to a problem that requires a decision or
set of decisions about how best to use a set of limited
resources to achieve a state goal of objectives.
 Steps involved in mathematical programming
 Conversion of stated problem into a mathematical model that
abstracts all the essential elements of the problem.
 Exploration of different solutions of the problem.
 Finding out the most suitable or optimum solution.
 Linear programming requires that all the mathematical
functions in the model be linear functions
LINEAR PROGRAMMING (LP)
 A model consisting of linear relationships
representing a firm’s objective and resource
constraints
 LP is a mathematical modeling technique used to
determine a level of operational activity in order to
achieve an objective, subject to restrictions called
constraints
LP MODEL FORMULATION
 Decision variables
 mathematical symbols representing levels of activity of an
operation
 Objective function
 a linear relationship reflecting the objective of an operation
 most frequent objective of business firms is to maximize profit
 most frequent objective of individual operational units (such as a
production or packaging department) is to minimize cost
 Constraint
 a linear relationship representing a restriction on decision
making
LP MODEL FORMULATION (CONT.)
Max/min z = c1x1 + c2x2 + ... + cnxn

subject to:
a11x1 + a12x2 + ... + a1nxn (≤, =, ≥) b1
a21x1 + a22x2 + ... + a2nxn (≤, =, ≥) b2
:
am1x1 + am2x2 + ... + amnxn (≤, =, ≥) bm

xj = decision variables
bi = constraint levels
cj = objective function coefficients
aij = constraint coefficients
THE LINEAR PROGRAMMING MODEL
 The linear programming model can be written in more
efficient notation as:
THE SIMPLEX METHOD
 When decision variables are more than 2, it is always
advisable to use Simplex Method to avoid lengthy
graphical procedure.
 The simplex method is not used to examine all the
feasible solutions.
 It deals only with a small and unique set of feasible
solutions, the set of vertex points (i.e., extreme points)
of the convex feasible space that contains the optimal
solution.