Linear Programming Optimization Methods

GOPAL KRISHNA NAUTIYAL

Keshav Mahavidyalaya

November-8.2021

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GOPAL KRISHNA NAUTIYAL Linear Programming Optimization Methods

Introduction

Name- Gopal Krishna Nautiyal

Course- B.Sc. Mathematics (H) Semester-3
Topic- Linear programming Optimization Method
College- Keshav Mahavidyalaya, Delhi University

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GOPAL KRISHNA NAUTIYAL Linear Programming Optimization Methods

CONTENT

History
Standard form
problem and solution (graphical)
Simplex Algorithm
Uses

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GOPAL KRISHNA NAUTIYAL Linear Programming Optimization Methods

History

The problem of solving a system of linear inequalities dates

back at least as far as Fourier, who in 1827 published a
method for solving them.
In 1939 a linear programming formulation of a problem that is
equivalent to the general linear programming problem was
given by the Soviet mathematician and economist Leonid
Kantorovich, who also proposed a method for solving it. It is
a way he developed, during World War II, t o plan
expenditures and returns in order to reduce costs of the army
and to increase losses imposed on the enemy.
During 1946-1947, George B. Dantzig independently
developed general linear programming formulation to use for
planning problems in the US Air Force.

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GOPAL KRISHNA NAUTIYAL Linear Programming Optimization Methods

Standard Form Linear programming Problems

Basic linear programming (LP) problem consists of two major

parts:
The objective function
A set of constraints
For maximization problem, the objective function is generally
expressed as

Maximize Z = c1 x1 + c2 x2 + · · · + c1 x1 1

cj = payoff of each unit of the jth activity that is undertaken

xj = magnitude of the jth activity
Z= total payoff due to the total number of activities

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GOPAL KRISHNA NAUTIYAL Linear Programming Optimization Methods

contd.

*The constraints can be represented generally as

ai1 x1 + ai2 x2 + · · · + ain xni

where
ai j= amount of the ith resource that is consumed for each unit of
the jth activity
bi = amount of the ith resource that is available
*The general second type of constraints specifies that all activities
must have a positive value. i.e,

xi ≥ 0

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GOPAL KRISHNA NAUTIYAL Linear Programming Optimization Methods

Problem and solution(graphical)

problem
How many tonnes of regular and primium gas to produce in order
to maximize weekly profit?

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GOPAL KRISHNA NAUTIYAL Linear Programming Optimization Methods

Solution

Developing LP Formulation
Let x1 =1 tonne of regular gas
x2 =1 tonne of premium gas
Maximize Z=150x1 + 175x2
subject to
7x1 + 11x2 ≤ 77 (material constraint) · ·(1)
10x1 + 8x2 ≤ 80 (time constraint) · ·(2)
x1 ≤ 9 (regular gas storage) · ·(3)
x2 ≤ 6 (primium gas storage) · ·(4)
x1 , x2 ≥ 0 (positivity) · ·(5, 6)

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GOPAL KRISHNA NAUTIYAL Linear Programming Optimization Methods

Graphical Solution

Feasible solution space

(the shaded area) contains the points that obey the constraints or
points that represent the feasible solution.
points located outside of this area are known as infeasible solution.

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GOPAL KRISHNA NAUTIYAL Linear Programming Optimization Methods

Contd.

we can adjust the line representing the objective function

Z=150x1 + 175x2 to locate the optimum point.
one of the corner points (points where two or more lines intersect)
will be an optimum point.

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GOPAL KRISHNA NAUTIYAL Linear Programming Optimization Methods

Contd.

Some insights :
*increasing stroage (constraints (3)and(4)) does not improve
profit.
*Raising either materials or production time can improve profiy.

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GOPAL KRISHNA NAUTIYAL Linear Programming Optimization Methods

possible outcome

Possible outcomes that can be generally be obtained in a LP

problem
1 Unique solution. The maximum objective function interests
a single point.
2 Alternate solution. Problem has an infinite number of
optima corresponding to a line segment.
3 No feasible solution.
4 Unbounded problem. Problem is under-constrained and
there for open-ended.

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GOPAL KRISHNA NAUTIYAL Linear Programming Optimization Methods

Contd.

1 Unique solution-represented by corner point

Alternate Solution-represented by points on one of
constraints line
2 No feasible solution
3 Unbounded problems
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GOPAL KRISHNA NAUTIYAL Linear Programming Optimization Methods

Simplex Algorithm

The simplex algorithm, developed by George Dantzig in 1947,

solves LP problems by constructing a feasible solution at a
vertex of the polytope and then walking along a path on the
edges of the polytope to vertices with non-decreasing values
of the objective function until an optimum is reached for sure.

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GOPAL KRISHNA NAUTIYAL Linear Programming Optimization Methods

algorithm for solving LP problem

Key properties of LP that drives the design of Simplex Method (An

algorithm for solving LP problems)
The optimum point is always at a feasible corner point.
(Why?) - We only need to check the corner points.
If a corner point feasible solution has an objective function
value that is better that or equal to all adjacent corner point
feasible solutions, then it is optimal. - We don’t necessarily
need to search all corner points.
There are finite number of corner point feasible solutions.
-Any method that checks only corner points will terminate
eventually.

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GOPAL KRISHNA NAUTIYAL Linear Programming Optimization Methods

Basic idea behind simplex method

1. Starting at a feasible corner point solution.

2. Repeatedly move to a better adjacent corner point feasible
solution until an optimum point is found.

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GOPAL KRISHNA NAUTIYAL Linear Programming Optimization Methods

Uses:

Linear programming is a widely used field of optimization for

several reasons:
Many practical problems in operations research can be
expressed as linear programming problems.
Certain special cases of linear programming, such as network
flow problems and multicommodity flow problems are
considered important enough to have generated much
research on specialized algorithms for their solution. A
number of algorithms for other types of optimization problems
work by solving LP problems as sub-problems.
Historically, ideas from linear programming have inspired
many of the central concepts of optimization theory, such as
duality, decomposition, and the importance of convexity and
its generalizations.
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GOPAL KRISHNA NAUTIYAL Linear Programming Optimization Methods

Likewise, linear programming was heavily used in the early
formation of microeconomics and it is currently utilized in
company management, such as planning, production,
transportation, technology and other issues.
Although the modern management issues are ever-changing,
most companies would like to maximize profits and minimize
costs with limited resources.

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GOPAL KRISHNA NAUTIYAL Linear Programming Optimization Methods

Refrence

Wikipedia

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GOPAL KRISHNA NAUTIYAL Linear Programming Optimization Methods

 THANK YOU

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GOPAL KRISHNA NAUTIYAL Linear Programming Optimization Methods