PES University, Bangalore

(Established under Karnataka Act No. 16 of 2013)

MAY 2020: IN SEMESTER ASSESSMENT (ISA) B.TECH. IV SEMESTER

UE18MA251- LINEAR ALGEBRA

MINI PROJECT REPORT

ON

Submitted by

1.Name: Darshan H M SRN: PES1UG19EC805

2.Name: Akash P Tarase SRN: PES1UG19EC801

3.Name: Megharaj B N SRN: PES1UG19EC810

Branch & Section :

PROJECT EVALUATION
( For Official Use Only )

Sl.No. Parameter Max Marks Marks Awarded

1 Background & Framing of the problem 4

2 Approach and Solution 4

3 References 4

4 Clarity of the concepts & Creativity 4

5 Choice of examples and understanding of 4

the topic

6 Presentation of the work 5

Total 25

Name of the Course Instructor : Prof. RENNA SULTANA

Signature of the Course Instructor :

INTRODUCTION:
In our daily life, planning is required on various occasions, especially when
the resources are limited. Any planning is meant for attaining certain objectives. The
best strategy is one that gives a maximum output from a minimum input. The objective
which is in the form of output may be to get the maximum profit, minimum cost of
production or minimum inventory cost with a limited input of raw material, manpower
and machine capacity
Linear Programming: The most widely used application of linear algebra.
Linear programming is not a programming language like C++, Java, or Visual
Basic. Linear programming can be defined as: "A method to allocate scarce resources
to competing activities in an optimal manner when the problem can be expressed using
a linear objective function and linear inequality constraints."
The goal of linear programming is to find the best solution to a problem. This is done
by maximizing or minimizing the objective function. The objective function is a
function that defines some quantity that should be minimized or maximized.
The problem of maximizing or minimizing a linear function subject to linear
constraints. Hence the scope of linear programming is very wide as it finds application
in such diverse fields as marketing, production, finance and personal etc.
Linear programming is a mathematical method to determine the optimal scenario. The
theory of linear programming can also be an important part of operational research.
It’s Frequently used in business , but it can be used to resolve certain technical
problems as well …..that’s how linear programming leads to optimization.
Linear programming was developed as a discipline in the 1940’s, motivated initially
by the need to solve complex planning problems in war time operations. Before 1940
it seems to difficult to solve complex plans other than using linear programming,to
overcome this linear programming is developed.
Linear Programming (LP) can be used to solve questions on matching diets to
nutritional and other additional constraints with a minimum amount of changes.
Linear programming is a mathematical technique that allows the generation of optimal
solutions that satisfy several constraints at once.
It also boasts efficient computational algorithms for problems with thousands of
constraints and variables. Indeed, because of its tremendous computational efficiency,
linear programming forms the backbone of the solution algorithms for other operative
research models, including integer, stochastic and non-linear programming.
Linear programming is a major innovation since World War II in the field of business
decision making, particularly under conditions of certainty. The word 'linear' means
the relationships handled are those represented by straight lines, i.e. the relationships
are of the form y = a + bx and the word 'programming' means taking decisions
systematically. Thus, linear programming is a decision making technique under given
constraints on the assumption that the relationships amongst the variables representing
different phenomena happen to be linear.
A linear programming problem consists of three parts. First, there objective function
which is to be either maximized or minimized. Second, there is a set of linear
constraints which contains thee technical specifications of the problems in relation to
the given resources or requirements. Third, there is a set of Non negativity constraints
- since negative production has no physical counterpart. And also discuss about
characteristics, applications, principles and mathematical model.
Linear programming applies to optimization models in which objective and constraint
functions are strictly linear. The technique is used in a wide range of applications,
including agriculture, industry, transportation, economics, health systems, behavioral
and social sciences and the military.

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Review of Literature:
It is impossible to find out who knew what when first. The Egyptians and
Babylonians considered about 2000 B.C. the solution of special linear equations. But,
of course, they described examples and did not describe the methods in "today’s
style". What we call "Gaussian elimination" today has been explicitly described in
Chinese "Nine Books of Arithmetic" which is a compendium written in the period
2010 B.C. to A.D. 9, but the methods were probably known long before that. Gauss,
by the way, never described "Gaussian elimination". He just used it and stated that the
linear equations he used can be solved "per eliminationem vulgarem" The origins of
Linear Programming date back to Newton, Leibnitz, Lagrange, etc.
Programming problems first rise in economics, where the optimal allocation of
resources has long been of interest to economists. More specifically, however,
programming problems seem to be a direct outgrowth of the work done by a number
of individuals in the 1930's.
One outstanding theoretical model developed then was Von Newmann's linear
model of an expanding economy, which was part of the efforts of a number of Austrian
and German economists and mathematicians who were studying the generalization of
wairasian equilibrium models of an economy.
A more practical approach was made by Leontief, who developed input-output
models of the economy. His work was concerned with determining how much various
industries would have to produce to meet a specified bill of consumer demands.
Input-output models did not actually involve any optimization; instead they
required the solution of a system of simultaneous linear equations.
During World War II, a group under the direction of Marshall K. Wood
worked on allocating problems for the United States Air Force. Generalization of
Leontief type models were developed to allocate resources in such a way as to
maximize or minimize some linear objective function.
George B. Dantzig was a member of the Air Force group, he formulated the
general linear programming problem and devised the simplex method of solution in
1947. His work was not generally available until 1951, when the Cowles-commission
Monograph was published.
After 1951, progress in the theoretical development and in practical
applications of linear programming was rapid. Important theoretical contributions
were made by David Gale, H. W. Kuhn and A. W. Tucker, who had a major share in
developing the theory of duality in linear programming. A. Charnce, who also did
some important theoretical work, and W.W. Cooper took the lead in encouraging
industrial application of linear programming.
Report on the present investigation:
Linear Programming: It is an optimization method applicable for the solution of
optimization problem where objective function and the constraints are linear. It was
first applied in 1930 by economist, mainly in solving resource allocation problem.
During World War II, the US Air force sought more effective procedure for allocation
of resources. George B. Dantzig, a member of the US Air Force formulate general
linear problem for solving the resources allocation problem.
PRINCIPLES
Proportionality: There exist proportional relationships between objectives and
constraints.
Additivity: Total resources are equal to the sum of the resources used in individual
activities.
Divisibility: Solution need not be a whole number viz decision variable can be in
fractional form.
Certainty: Coefficients of objective function and constraints are known constants
and do not change viz parameters remain unaltered.
Finiteness: Activities and constraints are finite in number.
Optimality: The ultimate objective is to obtain an optimum solution viz
'maximization' or 'minimization'.

Common terminologies used in Linear Programming

Decision Variables: The decision variables are the variables that will decide my
output. ...
Objective Function: It is defined as the objective of making decisions. ...
Constraints: The constraints are the restrictions or limitations on the decision
variables.

Mathematical Formulation
Formulation of an LPP refers to translating the real-world problem into the form of
mathematical equations which could be solved. It usually requires a thorough
understanding of the problem.
Steps towards formulating a Linear Programming problem:
Step 1: Identify the ‘n’ number of decision variables which govern the behaviour of
the objective function (which needs to be optimized).
Step 2: Identify the set of constraints on the decision variables and express them in the
form of linear equations /inequations. This will set up our region in the n-dimensional
space within which the objective function needs to be optimized. Don’t forget to
impose the condition of non-negativity on the decision variables i.e. all of them must
be positive since the problem might represent a physical scenario, and such variables
can’t be negative.
Step 3: Express the objective function in the form of a linear equation in the decision
variables.
Step 4: Optimize the objective function either graphically or
Step 4: Optimize the objective function either graphically or mathematically.

In general we use the following two methods for the solution if a linear
programming problem.
1.Geometrical (or graphical) method: If the objective function z is a function of
two variables only; then the problem can be solved by the graphical method. A
problem involving three variables can also be solved graphically, but with
complicated procedure.

2.Simplex method: This is the most powerful tool of the linear programming as any
problem can be solved by this method. Also, this method is an algebraic procedure
which progressively approaches the optimal solution. The procedure is straight
forward and requires only time and patience to execute manually. Nowadays,
computational methods (using computers), are available for solving such problems.

Solving Linear Programming problems graphically

Worked problems:
A bakery makes two brands of cake, Slimming-watchers and Scrumptious. For a
single batch of Slimming watchers cakes they require 3kg of sugar and 7kg of butter,
while for a single batch of Scrumptious cakes they require 11kg of sugar and 13kg of
butter. The bakery makes £6.50 profit on a batch of Slimming watchers cake and £9
profit on a batch of Scrumptious cake. The bakery has access to at most 700kg of sugar
and 1150kg of butter per day. How many batches of Slimming-watchers and
Scrumptious cakes should the bakery produce each day to maximise profit? Formulate
this as a linear programming problem and solve the problem graphically.
Let x be the number of batches of Slimming-watchers cakes and y the number of
batches of Scrumptious cakes. These are the production resources we have control
over. Objective function: Since x batches of Slimming-watchers cakes produces a
profit of £6.5x and y batches of Scrumptious cakes produces a profit of £9y , the the
total profit is given by £6.5x+9y . This is the linear objective we want to maximise.
The constraints on the ingredients can be written as inequalities as follows:
Sugar: 3x+11y<=700.
Butter: 7x+13y<=1150.
And of course x>=0, y>=0.
Graph To solve graphically, we sketch the lines 3x+11y=700 and 7x+13y=1150 (see
graph).
The feasible region is the area that is enclosed by both of these lines and the x and y
axis (green area on below graph). The maximum of 6.5x+9y lies on one of the three
corner points of the feasible region.
The intersect is the solution to the pair of equations:
3x + 11y = 700
7x + 13y = 1150.
which you solve using the method shown above to get x=1775/19 and 725/19.
The other corner points are (1150/7,0) and (0,700/11)

To find which point maximises profit, we substitute into the equation 6.5x+9y.
Substituting the three coordinates into this equation we obtain:
The profit at (1150/7,0) is 1067.86
The profit at (0,700/11) is 572.73
The profit at (1775/19,725/19) is 950.66
So we obtain the maximum profit at (1150/7,0)We can conclude the bakery needs to
make 164 (we round down as we must make whole batches) batches of Slimming-
watchers cake and zero batches of Scrumptious cake each day to make the most profit.
 Procedure for solving Simplex method:
Insert slack variable and find slack equation.

Rewrite the objective function and put it below

the slack equation.

Write the initial simplex tableau.

Find the pivot element by finding the most negative indicator

in last row and using the smallest quotient rule.

Perform the pivot operation

yes no
The maximum
Are there any more negative indicators in has reached
last row.

Result and discussion:

The overall result about linear programming is as follows:
 Provide the best allocation of available resources.
 meet overall objectives of the management.
 Assist management to take proper decisions.
 Provide clarity of thought and better appreciation of problem.
 Improve objectivity of assessment of the situation
However L.P is very useful to find out the following:
 Optimum product mix to maximize the profit.
 Optimum schedule of orders to minimize the total cost.
 Optimum media-mix to get maximum advertisement effect.
 Optimum schedule of supplies from warehouses to minimize transportation costs.
 Optimum line balancing to have minimum idling time.
And discussion about linear programming is as follows:
1) There is no guarantee that linear programming will give integer valued equations. For
instance, solution may result in producing 8.291 cars. In such a situation, the manager
will examine the possibility of producing 8 as well as 9 cars and will take a decision
which ensures higher profits subject to given constraints. Thus, rounding can give
reasonably good solutions in many cases but in some situations we will get only a
poor answer even by rounding. Then, integer programming techniques alone can
handle such cases.
2) Under linear programming approach, uncertainty is not allowed. The linear
programming model operates only when values for costs, constraints etc. are known
but in real life such factors may be unknown.
3) Linear programming will fail to give a solution if management have conflicting
multiple goals. In L.P model, there is only one goal which is expressed in the objective
function.
Eg. maximizing the value of the profit function or minimizing he cost function, one
should resort to Goal programming in situations involving multiple goals.
***********
linear programming indicate only one thing- that linear programming cannot
be made use of in all business problems. Linear programming is not a panacea for all
management and industrial problems. But for those problems where it can be applied,
the linear programming is considered a very useful and powerful tool.
************
Some articles related to Linear programming
1.Integer Linear Programming And Constraint Programming Approaches To A
Template Design Problem
https://pubsonline.informs.org/doi/abs/10.1287/ijoc.10.3.265
2.Linear programming approaches to the measurement and analysis of productive
efficiency
https://link.springer.com/article/10.1007/BF02574810
3.Mixed-Integer Linear Programming approaches to shelf-life-integrated planning
and scheduling in yoghurt production
https://www.tandfonline.com/doi/abs/10.1080/00207540500161068

4.An Experimental Comparison Of Statistical And Linear Programming Approaches

To The Discriminant Problem

https://onlinelibrary.wiley.com/doi/abs/10.1111/j.1540-5915.1982.tb01185.x
Summary and Conclusions:
From this project we came to a conclusion that 'Linear programming' is like a
vast ocean where many methods, advantages, uses, requirements etc. can be seen.
Linear programming can be done in any sectors where there is less waste and more
profit. By this, the production of anything is possible through the new methods of
L.P. As we had collected many data about L.P, we came to know more about this,
their uses, advantages and requirements. Also, there are many different ways to
find out the most suitable L.P.
Also, we formulate an example for linear programming problem and done
using the two methods simplex method and dual problem. And came to a
conclusion that L.P is not just a technique but a planning the process of determining
a particular plan of action from amongst several alternatives. Even there are
limitations, L.P is a good technique, especially in the Business Sectors.

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Bibliography:
1.George B. Dantzig: Devised simplex method
https://books.google.com/books/about/Linear_Programming_and_Extensions.html?i
d=hUWPDAAAQBAJ
2.Aronofsky, J.S and A.C Williams.
1962, The use of Linear Programming.
3.Vanderbai, R.J.2001.
Linear programming 2nd edition Foundation and Extensions.
4.Bock, R.H.1962.
A new method for teaching linear programming.
The journal of the academy of management 5(1):82-86