# LPP

INTRODUCTION The term 'programming' means planning and it refers to a particular plan of action from amongst several alternatives for maximizing profit or minimizing cost etc. Programming problems deal with determining optimal allocation of limited resources to meet the given objectives, such as least cost, maximum profit, highest margin or least time, when resources have alternative uses. The term 'Linear' means that all inequations or equations used and the function to be maximized or minimized are linear. That is why linear programming deals with that class of problems for which all relations among the variables involved are linear. Formally, linear. programming deals with the optimization (maximization or minimization) of a linear function of a number of variables subjectto a number of conditions on the variables, in the form of linear inequations or equations in variables involved. In this chapter, we shall discuss mathematical formulation. of linear programming problems that arise in trade, industry, commerce and military operations. We shall also discuss some elementary techniques to solve linear programming problems in two variables only. The following are a few important Linear Programming Problems(LPP) for the concpet of Linear programming

Manufacturing Problems
The Manufacturing Problems are very important part of linear programming problems(LPP) , Here, we find the number of units of different products that is to be produced and sold by a company/factory. Each product requires the following things - manpower, time, labour hour permit of the product, warehouse space per unit of the output etc. to get the maximum profit.

Manufacturing problem - Example
Example: A manufacturer has 3 machines I, II and III installed in his factory. Machine I and II are capable of being operated for at the most 12 hours, whereas machine III must be operated at least for 5 hours a day. He produces only 2 items, each requiring the use of the three machines. The number of hours required for producing 1 unit of each of the items A and B on the three machines is given below. Machine I 1 2 Machine II Machine III 2 1 1 45

A B

He makes a profit of Rs.60 on item A and Rs.40 on item B. Assuming that he can sell all that he produces, how many of each item should he produce so as to maximize his profit?

Food F1 contains 3 units/kg of vitamin A and 5 units/kg of vitamin B.60 Rs. whereas food F2 contains 4 units/kg of vitamin A and 2 units/kg of vitamin B.60/kg and food F2 costs Rs. Formulate the above problem as a linear programming problem (LPP). So 3x + 4y ≥ 8 Similarly the requirement of vitamin B is 11 units. Let the mixture contain x kg of food F1 and y kg of food F2 Vitamin A 3 4 Vitamin B 5 2 Cost Rs.Formulate the above problem as a linear programming problem. which should be included in a diet so as to minimize the cost of the diet such that it contains a minimum amount of each nutrient. Let 'x' be the number of items A and 'y' be the number of items B produced. Formulate the above problem as a linear programming problem to minimize the cost of the mixture. So 5x + 2y ≥ 11 .80 F1 F2 The minimum requirement of vitamin A is 8 units. Total profit on production = 60x + 40y The objective of the manufacturer is to maximize the profit. Maximize z = 60x + 40y subject to the constraints (Machine 1) 2x + y ≤ 12 (Machine 2) x + 45 y ≥ 5 (Machine 3) and x ≥ 0. y ≥ 0 (Non-negativity restrictions) Diet Problem We find the quantity of different kinds of nutrients. Diet Problem . Food F1 costs Rs.Example linear programming example : A dietician wants to mix 2 types of food F1 and F2 in such a way that the Vitamin contents of the mixture contain at least 8 units of Vitamin A and 11 units of Vitamin B.80/kg.

labour. By using this technique. weather conditions etc. Limitations of Linear Programming Problem • • • Linear Programming Problem is applicable only to problems where the constraints and objective function are linear i. the number of men required may be a fraction and the nearest integer may not be the optimal solution. Factors such as uncertainty. wastage of resources like time and money may be avoided.g. x ≥ 0. when constraints or objective functions are not linear. subject to the constraints 3x + 4y ≥ 8. machines etc..e. . There may not be an integer as the solution. Hence. where they can be expressed as equations which represent straight lines. y ≥ 0 Advantages of Linear Programming Problem • • • The Linear Programming Problem technique helps to make the best possible use of available productive resources (such as time. 5x + 2y ≥ 11 and x ≥ 0. y ≥ 0 Cost of purchasing 1 kg of food F1 is Rs. 60 Cost of purchasing 1 kg food F2 is Rs. this technique cannot be used. In real life situations. the mathematical formulation of the problem is Maximize z = 60x + 80y. are not taken into consideration.Also. e. which is the objective function.. 80 The total cost of producing x kg of food F1 and y kg of food F2 is = 60x + 80y.) The quality of decision making is improved by this technique because the decisions are made objectively and not subjectively.

Therefore the field of application is quite broad. this option will be developed in the later example. 2-Graphically. suppose we are running a football club and launching a new merchandising campaign and we have to decide the quantity of scarves and shirts produced. in this case limitations are related with capacity. with the special characteristic that linear programming expect always to maximise or minimise some quantity.ADVANTAGES AND DISADVANTAGES OF LINEAR PROGRAMMING Linear programming has become nowadays. this method is remarkable due to its efficiency and calculating facility. This is a process where verbal statement is translated to mathematical statement. from scheduling. considering current constraints. The first advantage is the calculation facility. requiring shirts and scarves. financial planning to capital budgeting. the mathematical technique most used in solving a variety of problems related with management. the example reflects this property. Two possibilities appear at the solution of a linear-programming problem: 1-Simplex method. Objective function: 35X+10Y Constraints: . First of all it is known that one of the main advantages of linear programming is that it fits strictly with reality. By means of one example we are going to gradually check the advantages and disadvantages of linear programming as a management aid. secondly four times more time is needed to sew a shirt compared with a scarf having at the most 2300 hours a year and finally space is limited up to 2500 square inches. transportation and many others. The sale prices of shirts and scarves are £35 and £10 respectively. The incomes must be maximised knowing the different prices of scarves and shirts but some limitations have been set which are called constraints. In complex cases this method saves time and effort by taking us to the optimal solution in a finite number of steps. 3 and 2 square inches respectively. here this example is quite simple. also we know the maximum annual manufacture capacity is 2000 units. time and sales space. as can be checked in the first step where we have to model or formulate the problem. Example: I have designed this example searching for a high grade of reality. media selection. as we will see. The simplex method can be used where distributions method cannot. developed by Dr.Dantzing.

but it means nothing. furthermore the model is static which means that it does not consider the changes and the evolution of variables as time goes by. that become a disadvantage. To draw the objective function we have suppose that we want to make the maximum profit equal to 3000.1-capacity x+y<=2000 2-time 4x+y<=2300 3-sales space 3x+2y<=2500 4-nonnegativity constraints x. There may be another two problems consisting of numerous optimal solutions. graphical method can be used only under determined conditions. Hence the problem is less rigorous and it lose accuracy and certainly. but this method sometimes cause objections. Another obstacle arises in the formulation process which should be taken into account. the maximum profit point will be found when the line will be completely outside of the feasible region. In this case the problem we have focused on is related with the portfolio selection area. The maximum profit is in the point where the second and third constraints intersect each other. Having seen the example it is obviously that talking in disadvantages terms functions lineality is an important bound. if it would have had more than two variables we would have used the simplex method. Then the largest value is the optimal solution. with the graphical method. because we can choose any number.y>=0 The next step can vary depending of the selected method. In this occasion we have selected the first option due to the fact that only two variables are being studied. feasible region does not exist and therefore any solution cannot be reached. and the other problem could be infeasibility. due to the fact of the impossibility of solving problems having more than two variables. the slope of the line is the matter that concerns us. so that non-lineal function cannot be used. Therefore this is another disadvantage of linear programming. one of the varieties of applications where linear programming can be used. values must be known with certainty. This example has been resolved by graphical method because it has only two variables. this is not a simple matter despite the fact could seem a minor concern. When no solution to the linear programming problem satisfies all the constraints. it means that each decision variable appears in a separate term and has an exponent of 1. helping managers in . As a result is known that X=420 and Y=620 . If we move parallel the function toward larger objective function values. It can be ascertained that in frequent occasions some variables are ignored in this sort of problems (In our example trends and fashions have been ignored but maybe people prefer to buy a shirt than a scarf for certain reasons). two options can be chosen such as graphical or simplex algorithm.

there are sound reasons which take us to select this method solving management problems owing to the complexity of the problems that can be handled. finance (resolving situations of capital budgeting. product mix problems (problems based on blending resources to produce 1 item. now the available space is 2499 square inches. financial planning an so on). which determines how changes affect the optimal solution to the original linear programming problem. is called range of optimality. The new results are X=420. also it can be used in much more different areas such as marketing (helping marketing managers in allocating a fixed advertising budget to various advertising media).2 and Y=619. For example we suppose that the space for sales in the third constraint is reduced. therefore we have changed in one unit the right hand side of the third constraint and as a result the solution has varied. problems with thousands of variables and constraints. which allows solving.2 therefore it can be seen that the solutions have changed in 0. multiple plant location studies (the new location will be where the total production and distribution cost will be minimised). it does not occur.8 respectively these variations are called dual prices as well as implicit cost and shadow prices. The range of values over which the current solution will remain optimal. warning us that the problem is improperly formulated. But this is not the only linear programming advantage. the adapting facility to reality.despite it has several arguments against.inventory design (in the example. without violating any of the constraints. management must decide the quantity of each product). another remarkable characteristic of linear programming problems such as. This is called sensitivity analysis. Dual prices can be used what will happen to the value of the objective function when we make a one unit change in the right-hand side of the constraints. The next step to analyse is what happens when we change the values of the objective function or in the constraints. maximizing material utilization (determine the combination of cuts that will meet requirements for the amounts of the different sizes with a minimum trim loss) and finally data envelopment analysis (has been used in efficiency measure) But there still are more advantages. In conclusion if we evaluate the pros and cons it can be ascertained that is not coincidence that linear programming is the most used program in the management area . As we can see. in control and in capacity planning.2 and in 0. by computer programs. despite the change of the coefficients. in the example. It must be mentioned. linear programming analysis can help both with determining whether management's plans are feasible and in unbounded cases where the value of the solution is infinitely large. when can check easily how the results vary when we change the old coefficients for others. consequently there are finite solutions and therefore we can ascertain that the problem is properly formulated. . This is another advantage of using linear programming. We have to take into account that dual price is only operative for small variations. number of scarves and shirts).