INTRODUCTION TO LINEAR

PROGRAMMING (LP)

Recognition and Formulation and

Real-World Definition of the Construction of the
Problem Problem Mathematical
Model

Interpretation
Validation and Solution
Implementation Sensitivity Analysis of the Model
of the Model
 LINEAR PROGRAMMING
• In mathematics, linear programming (LP) is a technique for
optimization of a linear objective function, subject to linear
equality and linear inequality constraints.

• Linear programming determines the way to achieve the best

outcome (such as maximum profit or lowest cost) in a given
mathematical model and given some list of requirements
represented as linear equations.
 MATHEMATICAL FORMULATION OF LINEAR PROGRAMMING MODEL:

• Step 1
• - Study the given situation
• - Find the key decision to be made
• Identify the decision variables of the problem
• Step 2
• Formulate the objective function to be optimized
• Step 3
• Formulate the constraints of the problem
• Step 4
• - Add non-negativity restrictions or constraints
• The objective function , the set of constraints and the non-
negativity restrictions together form an LP model.
 PROTOTYPE EXAMPLE
• The Wyndor Glass Co. produces high-quality glass products, including windows and
glass doors. It has three plants.

• Plant 1 produces Aluminum frames

• Plant 2 produces wood frames
• Plant 3 produces the glass and assembles the products.

• The company has decided to produce two new products.

• Product 1: An 8-foot glass door with aluminum framing

• Product 2: A 4x6 foot double-hung wood framed window

• Each product will be produced in batches of 20. The production rate is defined as the
number of batches produced per week.

• The company wants to know what the production rate should be in order to maximize
their total profit, subject to the restriction imposed by the limited production capacities
available in the 3 plants.
• To get the answer, we need to collect the following data.

• (a) Number of hours of production time available per week in each plant for these two
new products. (Most of the time in the 3 plants is already committed to current products,
so the available capacity for the 2 new products is quite limited).

• Number of hours of production time available per week in Plant 1 for the new products: 4
• Number of hours of production time available per week in Plant 2 for the new products:
12
• Number of hours of production time available per week in Plant 3 for the new products:
18
(b) Number of hours of production time used in each plant for each batch
produced of each new product (Product 1 requires some of the production
capacity in Plants 1 and 3, but none in Plant 2. Product 2 needs only Plants 2
and 3).

Number of hours of production time used in Plant 1 for each batch produced of
Product 1: 1
Number of hours of production time used in Plant 2 for each batch produced of
Product 1: 0
Number of hours of production time used in Plant 3 for each batch produced of
Product 1: 3

Number of hours of production time used in Plant 1 for each batch produced of
Product 2: 0
Number of hours of production time used in Plant 2 for each batch produced of
Product 2: 2
Number of hours of production time used in Plant 3 for each batch produced of
Product 2: 2
(c) Profit per batch produced of each new product.

Profit per batch produced of Product 1: $3,000

Profit per batch produced of Product 2: $5,000
Formulation as a Linear Programming Problem
To formulate the LP model for this problem, let

x1 = number of batches of product 1 produced per week

x2 = number of batches of product 2 produced per week
Z = total profit ( in thousands of dollars) from producing the two new products.

Thus, x1 and x2 are the decision variables for the model. Using the data of Table , we obtain
HOW TO SOLVE LP PROBLEMS
• Graphical Solution

• Simplex Method for Standard form LP

– Geometric Concepts
– Setting up and Algebra
– Algebraic solution of Simplex
(4) Graphical Solution
The Wyndor Glass Co. example is used to illustrate the graphical solution.

Shaded area shows values of (x1, x2) Shaded area shows values of (x1, x2) ,
allowed by x1 ≥ 0, x2 ≥ 0, x1 ≤ 4 called feasible region
The value of (x1, x2) that maximize 3x1 + 5x2 is (2, 6)
Common Terminology for LP Model
Objective Function:
The function being maximized or minimized is called the objective
function.

Constraint:
The restrictions of LP Model are referred to as constraints.
The first m constraints in the previous model are sometimes
called functional constraints.
The restrictions xj >= 0 are called nonnegativity constraints.
Infeasible Solution:
An infeasible solution is a solution
for which at least one constraint is
violated.
A feasible solution is
located in the feasible
region. An infeasible
solution is outside the
feasible region.

Feasible Solution:
A feasible solution is a solution
for which all the constraints are
satisfied.
Feasible Region:
The feasible region is the
collection of all feasible
solutions.
Common Terminology for LP Model
No Feasible Solutions:
It is possible for a problem to have no feasible solutions.

An Example

The Wyndor Glass Co.

problem would have no
feasible solutions if the
constraint 3x1 + 5x2 ≤
50 were added to the
problem.
Common Terminology for LP Model
Optimal Solution:
An optimal solution is a feasible solution that has the maximum or
minimum of the objective function.
Multiple Optimal
Solutions:
It is possible to have
more than one optimal
solution.

An Example
The Wyndor Glass Co. problem
would have multiple optimal
solutions if the objective function
were changed to Z = 3x1 + 2x2
 Common Terminology for LP Model

Unbounded Objective:
If the constraints do not
prevent improving the
value of the objective
function indefinitely in
the favorable direction,
the LP model is called
having an unbounded
objective
.
An Example
The Wyndor Glass Co. problem would have no optimal
solutions if the only functional constrait were x1 ≤ 4, because
x2 then could be increased indefinitely in the feasible region
without ever reaching the maximum value of Z = 3x1 + 2x2
Common Terminology for LP Model
Corner-Point Feasible (CPF) Solution:
A corner-point feasible (CPF) is a solution that lies at a corner of
the feasible region.

The five dots are the five

CPF solutions for the
Wyndor Glass Co. problem
Common Terminology for LP Model

Relationship between optimal solutions and CPF solutions :

Consider any linear programming problem with feasible solutions and a bounded feasible
region. The problem must posses CPF solutions and at least one optimal solution.
Furthermore, the best CPF solution must be an optimal solution. Therefore, if a problem
has exactly one optimal solution, it must be a CPF solution. If the problem has multiple
optimal solutions, at least two must be CPF solutions.

(2,6)

(4,3)

The prototype model has exactly one The modified problem has multiple
optimal solution, (x1, x2)=(2,6), which optimal solution, two of these optimal
is a CPF solution solutions , (2,6) and (4,3), are CPF
solutions.
Matrix Standard Form of an LP Model
Tabular Standard Form of an LP Model
 ASSIGNMENT 1
• A Company manufactures FM radios and calculators.The radios
contribute Rs 100 per unit and calculator Rs 150 per unit as a profit.Each
radio requires 4 diodes,4 registers while each calculator requires 10 diodes
and 2 registers.A radio takes 12 minutes and calculator takes 9.6 minutes
on the company electronic testing machine and the product manager
estimates that 160 hours of test time is available. The firm has 8000 diodes
and 3000 resisters in the stock . Formulate the problem as LPP.
• A computer company manufactures laptop and desktop that fetches a profit
of Rs.700 and Rs.500 unit respectively . Eachunit of laptops takes 4 hours
of assembly time and 2 hours of testing time while each unit desktop
requires 3 hours of assembly time and 1 hour for testing. In a given month
the total number of hours available for assembly is 210 hours and for
inspection is 90 hours . Formulate the problem as LPP to maximize the
profit.
• Old hens can be bought at Rs.50 each but young one cost Rs.100 each . The
old hens lay 3 eggs/week and young hens 5eggs/week . Each egg cost Rs.2
,A hen cost Rs.5/week to feed. If a person has only Rs.2000 to spend for
hens . Formulate the problem to decide how many each kind of hen should
he buy. Assume he can not house more than 40 hens
• A toy company manufactures two types of dolls A and B . Each doll of type
B takes twice as long to produce as one of type A and the company would
have time to make maximum of 2000 dolls/day. The supply of plastic is
sufficient to produce 1500 dolls/day(both A and B combined). The doll B
requires a fancy dress of which there a only 600/day available. If the
company makes a profit of Rs.10 and Rs.18 /doll on doll A and B
respectively. Formulate the problem as LPP to maximize the profit.
• The standard of a special purpose brick is 5kg and it contains 2 ingredients
B1 and B2 costs Rs.5 and Rs.8/kg respectively. The brick contains not
more than 4kg of B1 and a minimum of 2kg of B2. Since the demand for
the profit is likely to be related to the price of brick . Formulate the problem
as LPP.
• Solve the following LPP by graphical method
Minimize Z = 20x 1+ 10x2
STC x 1+ 2x2≤40
3x 1+ x2≥30
4x 1+ 3x2≥60
x1, x2 ≥0

Maximize Z = 2x 1+ 3x2
STC x 1+ 2x2≤4
x 1+ x2=3
x1, x2 ≥0

Maximize Z = 3x 1+ 2x2
STC 5x 1+ x2 ≥10
x 1+ x2≥6
x 1+ 4x2≥12 and x1, x2 ≥0
Maximize Z = 6x 1+ 4x2
STC x 1+ 2x2 ≥4
x 1+ 2x2≤2 and x1, x2 ≥0

Maximize Z = x 1+ x2 /2
STC3 x 1+ 2x2≤12
5x 1≤10
x 1+ x2≤18
-x 1+ x2 ≥4
Where, x1, x2 ≥0