OPERATIONS

RESEARCH

Dr. Vivekanand Pawar

 Linear Programming

Dr. Vivekanand Pawar

Introduction
◼ Linear programming is a widely used mathematical
modeling technique to determine the optimum
allocation of scarce resources among competing
demands.
◼ Resources typically include raw materials, manpower,
machinery, time, money and space.
◼ The technique is very powerful and found especially
useful because of its application to many different
types of real business problems.

Dr. Vivekanand Pawar

Introduction
◼ As its name implies, the linear programming model
consists of linear objectives and linear constraints,
which means that the variables in a model have a
proportionate relationship.

◼ For example, an increase in manpower resource will

result in an increase in work output.

Dr. Vivekanand Pawar

 The Importance of Linear Programming
◼ Many real world problems lend themselves to
linear programming modeling.
◼ Many real world problems can be approximated
by linear models.
◼ There are well-known successful applications in:
• Manufacturing
• Marketing
• Finance (investment)
• Advertising
• Agriculture
Dr. Vivekanand Pawar
 Essentials of Linear Programming Model
For a given problem situation, there are certain essential
conditions that need to be solved by using linear
programming.
1. Limited resources : limited number of labour, material
equipment and finance.
2. Objective : It refers to the aim to optimize (maximize the profits
or minimize the costs).
3. Linearity : increase in labour input will have a proportionate
increase in output.
4. Homogeneity : the products, workers' efficiency, and machines
are assumed to be identical.
5. Divisibility : it is assumed that resources and products can be
divided into fractions.
Dr. Vivekanand Pawar
Properties of Linear Programming Model
The following properties form the linear
programming model:
1. Relationship among decision variables
must be linear in nature.
2. A model must have an objective function.
3. Resource constraints are essential.
4. A model must have a non-negativity
constraint.

Dr. Vivekanand Pawar

Formulation of Linear Programming Model
◼ Formulation of linear programming is the
representation of problem situation in a
mathematical form.

◼ It involves well defined decision variables,

with an objective function and set of
constraints.

Dr. Vivekanand Pawar

Components of Linear Programming Model
◼ Decision Variables
◼ They are the mathematical symbols representing levels of
activity of a firm.

◼ Objective Function
◼ The objective of the problem is identified and converted
into a suitable objective function. The objective function
represents the aim or goal of the system (i.e., decision
variables) which has to be determined from the problem.
◼ It is a linear mathematical relationship describing an
objective of the firm, in terms of decision variables - this
function is to be maximized or minimized.
Dr. Vivekanand Pawar
Components of Linear Programming Model
◼ Constraints
◼ When the availability of resources are in surplus, there
will be no problem in making decisions. But in real life,
organizations normally have scarce resources within
which the job has to be performed in the most effective
way. Therefore, problem situations are within confined
limits in which the optimal solution to the problem must
be found.
◼ Constraints are the requirements or restrictions placed on
the firm by the operating environment, stated in linear
relationships of the decision variables.
◼ Parameters - numerical coefficients and constants used
in the objective function and constraints.
Dr. Vivekanand Pawar
Components of Linear Programming Model

◼ Non-negativity constraint
◼ Negative values of physical quantities are impossible,
like producing negative number of chairs, tables, etc.,
so it is necessary to include the element of non-
negativity as a constraint.

◼ Parameters
◼ The numerical coefficients and constants used in the
objective function and constraints.

Dr. Vivekanand Pawar

Assumptions of Linear Programming Model
◼ Proportionality - The rate of change (slope) of the
objective function and constraint equations is constant.

◼ Additivity - Terms in the objective function and

constraint equations must be additive.

◼ Divisibility - Decision variables can take on any

fractional value and are therefore continuous as opposed
to integer in nature.

◼ Certainty - Values of all the model parameters are

assumed to be known with certainty (non-probabilistic).
Dr. Vivekanand Pawar
Summary of Model Formulation Steps

Step 1 : Clearly define the decision variables

Step 2 : Construct the objective function

Step 3 : Formulate the constraints

Dr. Vivekanand Pawar

Problem 1: The Maximization Case
▪ A company manufactures two types of boxes, corrugated and
ordinary cartons.
▪ The boxes undergo two major processes: cutting and pinning
operations.
▪ The profits per unit are Rs. 6 and Rs. 4 respectively.
▪ Each corrugated box requires 2 minutes for cutting and 2
minutes for pinning operation, whereas each ordinary carton
box requires 3 minutes for cutting and 1 minute for pinning.
▪ The available operating time is 120 minutes and 60 minutes
for cutting and pinning machines.
▪ The manager has to determine the optimum quantities to be
manufacture the two boxes to maximize the profits.

Dr. Vivekanand Pawar

Solution: Step 1 :Defining Decision Variables
◼ Decision variables completely describe the decisions
to be made (in this case, by Manager).
◼ Manager must decide how many corrugated and
ordinary cartons should be manufactured each
week.
◼ With this in mind, he has to define:
◼ xl be the number of corrugated boxes to be
manufactured.
◼ x2 be the number of ordinary carton boxes to be
manufactured.

Dr. Vivekanand Pawar

Solution: Step 2: Constructing Objective function
◼ Objective function is the function of the decision
variables that the decision maker wants to maximize
(revenue or profit) or minimize (costs).
◼ Manager can concentrate on maximizing the total
weekly profit (z).
◼ Here profit equals to (weekly revenues) – (raw material
purchase cost) – (other variable costs).
◼ Hence Manager’s objective function is:

◼ Maximize z = 6x1 + 4x2 Profit

Dr. Vivekanand Pawar

Solution: Step 3 : Formulate the constraints
◼ Constraints show the restrictions on the values of the decision
variables.
◼ Here there are three constraints:
◼ Available machine-hours for each machine
◼ Time consumed by each product
Corrugated Box Ordinary Box Available Operating
(Time in minutes) (Time in minutes) Time (in minutes)
Cutting 2 3 120
Pinning 2 1 60

𝟐𝒙𝟏 + 𝟑𝒙𝟐 ≤ 𝟏𝟐𝟎 (cutting time constraint)

2𝒙𝟏 + 𝒙𝟐 ≤ 𝟔𝟎 (pinning time constraint)

Dr. Vivekanand Pawar
Solution:
◼ Non-negative Constraints are added if the decision
variables can only assume non-negative values.
◼ The number of products and the time can never be
negative.

𝒙𝟏 ; 𝒙𝟐 ≥ 𝟎 (non-negative constraint)

Dr. Vivekanand Pawar

Solution: Formulation of LP Model
◼ Decision variables
◼ xl be the number of corrugated boxes to be manufactured.
◼ x2 be the number of carton boxes to be manufactured.

◼ Objective function
◼ Maximize z = 6x1 + 4x2 Profit

◼ Subject to
𝟐𝒙𝟏 + 𝟑𝒙𝟐 ≤ 𝟏𝟐𝟎 Cutting Time Constraint
𝟐𝒙𝟏 + 𝒙𝟐 ≤ 𝟔𝟎 Pinning Time Constraint
𝒙𝟏 ; 𝒙𝟐 ≥ 𝟎 Non-negative Constraint

Dr. Vivekanand Pawar

Solution: Graphical Method
◼ The constraint, Cutting Time Constraint can be depicted
graphically by plotting the straight line 2x1 + 3x2 = 120.
◼ Since only two points are needed to obtain a straight line, we
can get the two points by setting one of these variables in turn
equal to zero.
◼ Thus, when x1 = 0, we get x2 = 120/3 = 40. We get the point
(0,40).
◼ Similarly, if we put x2 = 0, we get x1 = 120/2 = 60. Thus, we
get the other point as (60,0).
◼ Now, plot the two points (0,40) and (60,0) on the graph and
draw the straight line for the equation 2x1 + 3x2 = 120.

Dr. Vivekanand Pawar

 x2 Solution: Graphical Method
100
90
80
70
Cutting Time Constraint
60
50
(0,40)
40

30
20

10 (60,0)

0 x1
10 20 30 40 50 60 70 80 90 100

Dr. Vivekanand Pawar

Solution: Graphical Method
◼ The constraint, Pinning Time Constraint can be depicted
graphically by plotting the straight line 2x1 + x2 = 60.
◼ Since only two points are needed to obtain a straight line, we
can get the two points by setting one of these variables in turn
equal to zero.
◼ Thus, when x1 = 0, we get x2 = 60. We get the point (0,60).
◼ Similarly, if we put x2 = 0, we get x1 = 60/2 = 30. Thus, we get
the other point as (30,0).
◼ Now, plot the two points (0,60) and (30,0) on the graph and
draw the straight line for the equation 2x1 + x2 = 60.

Dr. Vivekanand Pawar

 x2 Solution: Graphical Method
100
90
80 Pinning Time Constraint
70
(0,60)
60 Cutting Time Constraint
50
40

30
20

10 (60,0)
(30,0)
0 x1
10 20 30 40 50 60 70 80 90 100

Dr. Vivekanand Pawar

 x2 Solution: Graphical Method
100
90
80 Pinning Time Constraint
70
(0,60)
60 Cutting Time Constraint
50
40

30
20
Feasible
10 Region
(20,0) (60,0)

0 x1
10 20 30 40 50 60 70 80 90 100

Dr. Vivekanand Pawar

Solution: Graphical Method
◼ When the second constraint is drawn, you may notice
that a portion of feasible area is cut.
◼ This indicates that while considering both the
constraints, the feasible region gets reduced further.
◼ Now any point in the shaded portion will satisfy the
constraint equations.
◼ The objective is to maximize the profit. The point that
lies at the furthermost point of the feasible area will
give the maximum profit.

Dr. Vivekanand Pawar

Solution: Graphical Method
Obtaining the Optimal Solution
◼ The feasible region is given by the polygon OPQR, so
we shall obtain the ordinates of each of these points
(giving the values of x1 and x2) and calculate the
objective function value by substituting them into the
objective function.
◼ The values of x1 and x2 at each point can be read
directly from the graph.

Dr. Vivekanand Pawar

 x2 Solution: Graphical Method
100
90
80
70
(0,60)
60
50
P
40
Q
30
20

10 (20,0) R (60,0)
O x1
0
10 20 30 40 50 60 70 80 90 100

Dr. Vivekanand Pawar

Solution: Graphical Method
◼ The Z-values corresponding to the various points in respect of
the given problem are as follows:

Point x1 x2 Z = 6x1 + 4x2

O 0 0 0
P 0 40 160
Q 15 30 210 Maximum

R 30 0 180
◼ Since Z-value is highest at point Q, the optimal solution is
to produce 15 number of corrugated boxes and 30 number
of carton boxes.
Dr. Vivekanand Pawar
Problem 2: The Minimization Case
▪ The Agricultural Research Institute suggested to a farmer to
spread out at least 4800 kg of a special phosphate fertilizer and
not less than 7200 kg of a special nitrogen fertilizer to raise
productivity of crops in his fields.
▪ There are two sources for obtaining these – Mixture A and B.
▪ Both of these are available in bags weighing 100 kg each and
they cost ₹40 and ₹24 respectively.
▪ Mixture A contains phosphate and nitrogen equivalent of 20
kg and 80 kg respectively, while mixture B contains these
ingredients equivalent of 50 kg each.
▪ Write this as a linear programming problem and determine
how many bags of each type should the farmer buy in order to
obtain the required fertilizer at minimum cost.

Dr. Vivekanand Pawar

Solution:
◼ Decision variables completely describe the decisions
to be made (in this case, by Farmer).
◼ Farmer must decide how many bags of mixture A
and mixture B should he buy so as to minimize the
cost.

◼ With this in mind, he has to define:

◼ xl be the number of bags of mixture A
◼ x2 be the number of bags of mixture B.

Dr. Vivekanand Pawar

Solution:
◼ Objective function is the function of the decision
variables that the decision maker wants to maximize
(revenue or profit) or minimize (costs).
◼ The farmer wants to minimize the cost on
fertilizers..

◼ Hence Farmer’s objective function is:

◼ Minimize z = 40x1 + 24x2 Total Cost

Dr. Vivekanand Pawar

Solution:
◼ Constraints show the restrictions on the values of the decision
variables.
◼ Here there are three constraints:
◼ Phosphate Requirement
◼ Nitrogen Requirement
Mixture A Mixture B
Requirements
(kg) (kg)
Phosphate 20 50 4800
Nitrogen 80 50 7200

𝟐𝟎𝒙𝟏 + 𝟓𝟎𝒙𝟐 ≥ 𝟒𝟖𝟎𝟎 (Phosphate Requirement)

𝟖𝟎𝒙𝟏 + 𝟓𝟎𝒙𝟐 ≥ 𝟕𝟐𝟎𝟎 (Nitrogen Requirement)

Dr. Vivekanand Pawar
Solution:
◼ Non-negative Constraints are added if the decision
variables can only assume non-negative values.
◼ The number of bags can never be negative.

𝒙𝟏 ; 𝒙𝟐 ≥ 𝟎 (non-negative constraint)

Dr. Vivekanand Pawar

Solution: Formulation of LP Model
◼ Decision variables
◼ xl be the number of bags of mixture A.
◼ x2 be the number of bags of mixture B.

◼ Objective function
◼ Minimize z = 40x1 + 24x2 Total Cost

◼ Subject to
𝟐𝟎𝒙𝟏 + 𝟓𝟎𝒙𝟐 ≥ 𝟒𝟖𝟎𝟎 Phosphate Requirement

𝟖𝟎𝒙𝟏 + 𝟓𝟎𝒙𝟐 ≥ 𝟕𝟐𝟎𝟎 Nitrogen Requirement

𝒙𝟏 ; 𝒙𝟐 ≥ 𝟎 Non-negative Constraint

Dr. Vivekanand Pawar

Solution: Graphical Method
◼ The constraint, Phosphate Requirement can be depicted
graphically by plotting the straight line 20x1 + 50x2 = 4800.
◼ Since only two points are needed to obtain a straight line, we
can get the two points by setting one of these variables in turn
equal to zero.
◼ Thus, when x1 = 0, we get x2 = 4800/50 = 96. We get the point
(0,96).
◼ Similarly, if we put x2 = 0, we get x1 = 4800/20 = 240. Thus,
we get the other point as (240,0).
◼ Now, plot the two points (0,96) and (240,0) on the graph
and draw the straight line for the equation
◼ 20x1 + 5x2 = 4800.
Dr. Vivekanand Pawar
 x2 Solution: Graphical Method
144
132 Phosphate Requirement
120
108 (0,96)
96
84
72
60
48
36
24
12 (240,0)

0 x1
40

80
20

60

180
160

200
100

220

260
240
120

140

Dr. Vivekanand Pawar

Solution: Graphical Method
◼ The constraint, Nitrogen Requirement can be depicted
graphically by plotting the straight line 80x1 + 50x2 = 7200.
◼ Since only two points are needed to obtain a straight line, we
can get the two points by setting one of these variables in turn
equal to zero.
◼ Thus, when x1 = 0, we get x2 = 7200/50 = 144. We get the
point (0,144).
◼ Similarly, if we put x2 = 0, we get x1 = 7200/80 = 90. Thus, we
get the other point as (90,0).
◼ Now, plot the two points (0,144) and (90,0) on the graph
and draw the straight line for the equation
◼ 80x1 + 50x2 = 7200.
Dr. Vivekanand Pawar
 x2 Solution: Graphical Method
144 (0,144)
132
120 Phosphate Requirement
108
96 (0,96)
Nitrogen Requirement
84
72
60
48
36
24
12 (240,0)
(90,0)
0 x1
40

80
20

60

180
160

200
100

220

260
240
120

140

Dr. Vivekanand Pawar

Solution: Graphical Method
Obtaining the Optimal Solution
◼ The feasible region is given by the polygon PQR, so
we shall obtain the ordinates of each of these points
(giving the values of x1 and x2) and calculate the
objective function value by substituting them into the
objective function.
◼ The values of x1 and x2 at each point can be read
directly from the graph.

Dr. Vivekanand Pawar

 x2 Solution: Graphical Method
(0,144)
144
P
132
120
Feasible
108 Region
96 (0,96)
84 Q
72
60
48
36
24
R (240,0)
12 (90,0)
0 x1
80
40
20

60

180
160

200
100

220

260
240
120

140

Dr. Vivekanand Pawar

Solution: Graphical Method
◼ The Z-values corresponding to the various points in respect of
the given problem are as follows:

Point x1 x2 Z = 40x1 + 24x2

P 0 144 3456 Minimum

Q 40 80 3520
R 240 0 9600

◼ Since the total cost is minimum at point P, the optimal

solution to the problem is to buy 144 bags of Mixture B
only and none of Mixture A. This would entail a total cost
of ₹ 3456.
Dr. Vivekanand Pawar
THANK YOU !!!!

Dr. Vivekanand Pawar