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Chapter 2.

INTRODUCTION TO LINEAR
PROGRAMMING

Learning Objectives

At the end of this chapter, students are expected to:


1. Formulate the objective function and the explicit constraints of the problem;
2. Determine the feasible solution area utilizing the graphical method of
solving linear programming problems; and
3. Formulate the decisions of linear programming problems if an optimal
solution is reached.

Introduction

Every student in business has a secret dream of becoming an executive or


manager after graduation. A good manager can maximize the company’s profit and
minimize its cost without violating any limitation or restriction on existing
variables, such as time and quantity of available raw materials. Linear
programming is a vital tool in management science. This quantitative technique in
management is so important that it results in enormous savings of money.

The word “linear” implies direct proportionality of relationship of variables.


“Programming” means making schedules or plans of activities to undertake in the
future. “Linear Programming” therefore is planning by the use of linear
relationship of variables involved. It makes use of certain mathematical techniques
to get the best possible solution to a problem solving limited resources.

A minimization or maximization problem can be classified as linear


programming if it has the following properties:
1. The objective of the decision-maker must be either to maximize or to
minimize.
2. The actions of the decision-maker must be constrained and the decision
variables must not violate the limitations or constraints.
3. All variables have a value greater than or equal to zero.
4. The relationship of the variables could be expressed in terms of equations or
inequalities.

The Graphical Method (Corner Point Solution Method)

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The easiest way to solve a small Linear Programming Problem (LPP) is with
the graphical solution approach. However, the graphical procedure is useful only
when there are two variables. This method makes use of graphs to arrive at the
optimum solutions. Optimum solution is a solution that makes the objective
function as large as possible in the case of the maximization process, and as small
as possible in the case of minimization process. The region of intersection of all the
given linear inequalities (constraints) is called the feasible region. These are the
set of points whose coordinates satisfy the constraints simultaneously. The corner
points are the vertices of the resulting polygonal region that is formed by the
feasible region.

Steps to Follow in Using the Graphical Method


1. Represent the unknown in the problem.
2. Tabulate the data about the unknown (if necessary).
3. Formulate the objective function and constraints.
4. Graph the constraints, and always solve for the coordinates at the point of
intersection of lines. Determine all corner points of the feasible region.
5. Substitute the coordinates at the vertices of the feasible region in the
objective function.
6. Choose the corner point at which the objective function is largest for
maximization problems, or smallest for the minimization problem. This
point is called the optimal solution point.

Example 1. Find the values of x and y that will minimize the cost z:
z = 30x + 40y
subject to the constraints

2 x+ y ≥ 12
x+ y≥9
x +3 y ≥ 15
x ≥ 0 , y ≥0

Corner points of the feasible region are (0,10) (3,6), (6,3) and (15,0). Let us now
evaluate the objective function z =30x+40y at each identified corner point.

At (0,10), z = 30x+40y = 30(0) +40(10) = 400


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At (3,6), z =30(3)+ 40(6) = 330
At (6,3), z = 30(6)+40(3) = 300
At (15,0), z =30(15) +40(0) = 450

Hence, the optimal solution point is at (6,3)-i.e, the cost z is at the minimum when
x =6 and y = 3 to minimize the cost.

Example 2. A furniture company is producing wooden tables and chairs. The


production process involves 4 hours of carpentry and 2 hours for painting and
varnishing each table. Each chair takes 3 hours of carpentry and one hour painting
and varnishing. During a certain production period, 240 hours of carpentry and 100
hours for painting and varnishing time are available. There is a net profit of 7 pesos
for each table sold and 5 pesos for each chair sold. If the owner wants to get the
maximum profit at the available time resources, how many tables and chairs must
be produced?

Solution
Let x be the number of tables to be produced
Let y be the number of chairs to be produced

Below is the summary of the company data

________________ table chair _______________


(profit in peso) 7 5 maximize

Time of carpentry 4 3 240


Time in painting & varnishing 2 1 100

The objective function is to maximize profit z represented by

Z =7x + 5y
Subject to the following constraints:

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4 x+3 y ≤ 240(hours for carpentry time)
2 x+ y ≤ 100 (hours for the painting and varnishing time)
x ≥ 0 , y ≥0
We have consider that the time used is less than or equal to the time available.

Graph the constraints

Finding the optimum solution


The table below sums up the corner points and the corresponding profit
based on the evaluation of the objective function z = 7x + 5y, is given in the table
below:

Corner points Cost z


(0,80) P40
(30,40) P410
(50,0) P350
(0,0) P0

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Hence, the owner needs to produce 30 tables and 40 chairs to get the maximum
profit based on the available time resources.

Example 3. A small generator burns two types of fuel: low sulfur and high sulfur
to produce electricity. For one hour, each gallon of low sulfur emits 3 units of
carbon dioxide, generates 4 kilowatts electricity and cost P160. Each gallon of high
sulfur emits 5 units of carbon dioxide, generates 4 kilowatts and cost P150. The
environmental protection agency insists that the maximum amount of sulfur
dioxide that can be emitted per hour is 15 units. Suppose that at least 16 kilowatts
must be generated per hour, how many gallons of high sulfur and low sulfur must
be utilized per hour in order to minimize the cost of fuel?

Solution
Let x = no. of gallons of low sulfur
Let y = no. of gallons of high sulfur

________________ low sulfur high sulfur


_______________
(profit in peso) 160 150
minimize

Units of sulfur dioxide 3 5


15
No. of kilowatts 4 4 16

Minimize: 160x + 150 y


Subject to: 3 x+ 5 y ≤ 15
4 x+ 4 y ≥16
x ≥ 0 , y ≥0
Note that the word “maximum” in the problem implies that the quantity
cannot be greater than the specified numerals, thus ≤ is used, while the phrase “at
least” implies that the quantity must not be less than the specified numerals, hence
≥ is used.

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Graph the constraints

Finding the optimum solution

Corner points Cost z


(4,0) P640
(5,0) P800
(2.5, 1.5) P625

Minimum cost: P625. i.e 2.5 gallons of low sulfur and 1.5 gallons of high sulfur
should be utilized per hour in order to minimize the cost of fuel.

PROBLEMS
1. A steel producer makes two types of steel: regular and special steel. A ton of
regular steel requires 2 hours in the open-hearth furnace and 3 hours in the
soaking pit; a ton of special steel requires 2 hours in the open-hearth furnace
and 5 hours in soaking pit. The open hearth furnace is available 8 hours per
day and the soaking pit is available 15 hours per day. The profit on a ton of a
regular steel is P4,000 and it is P6,000 on a ton of special steel. Determine

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how many tons of each type of steel should be made to maximize the profit,
considering the demand on regular steel is at least 1 ton.

2. RFC company manufacturers’ two types of lamps: special lamp and regular
lamp. Each special lamp requires 4 pounds of brass and each regular lamp
requires 8 pounds of brass. During each production period, the company’s
brass supply is limited to 640 pounds. Each special lamp requires 6 hours of
milling time in the machines and each of the regular lamps requires 2 hours
in milling time in the machines. The company’s machines are available only
for 360 hours in each production period. Each special lamp requires 5 light
bulbs that must be imported to Hongkong. The importation of these bulbs is
limited to 200 units. The contribution to profits of each special lamp is P400
and P360 on the regular lamp. How many units of the special lamp and
regular lamp should be produced per production period in order to maximize
the profit?

3. A television producer designs a program that will include a comedy portion


and advertisement. The advertiser insists on at least 15 minutes of
advertising time. The producer insists on no more than 25 minutes of
advertisement. The comedian insists on at least 70 minutes of the comedy
portion. The total time allotted for the comedy and advertisement cannot
exceed 2 hours. It has been determined that each minute of advertising
attracts one million viewers and each minute of the comedy program attracts
2 million viewers, how many minutes should be given to each of the comedy
and advertisement in order to maximize the number of viewers.

4. A manufacturer produces bicycles and motorcycles, each of which must be


processed through two machine centers. Machine center1 has a maximum of
120 hours available and machine center 2 has a maximum of 180 hours
available. A bicycle requires 6 hours in machine center 1 and 3 hours in
machine center 2. Manufacturing a motorcycle requires 4 hours in machine
center 1 and 10 hours in machine center 2. If the profit is P450 for each
bicycle and P2,500 for a motorcycle, determine the number of bicycles and
motorcycles to produce to maximize the profit, considering that the number
of motorcycles must not exceed 12 units and bicycles must be at least 10
units.

5. A manufacturer wishes to produce two commodities x and y. The number of


units of material, labor, and equipment needed to produce one unit of each

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commodity is shown below together with the available number of units of
each of the items.

X Y Available
no. of units
Material 6 4 480
Labor 2 4 240
equipment 0 4 200
Profit/unit P120 P100

Find the number of units produced in order to maximize the profit.

6. Jocelyn owns perfume shop where she mixes her own brands- “ Moonlight”
and “ sweetness”. Moonlight gives her P25 an ounce and Sweetness gives
her P16. These two brands are mixed from three ingredients: A, B, and C.
Mixing requirements are:

A B C
Moonlight 0.2 oz 0.3 oz 0.1 oz
Sweetness 0.1 oz 0.1 oz 0.4 oz
Supply 25 oz 30 oz 54 oz

Jocelyn has to determine the amount of each type of perfume to mix in order
to maximize the profit.

References:
 Sison and Ereno. “Module in Computation Mathematics for Teachers (Math
F)”. University of the Philippines Open University.1998
 Praxedes Solina Victoriano. “Quantitative Techniques in Business
Management”. 1990

Prepared by: afm

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