Linear programming

1 Basics

Linear Programming deals with the problem of optimizing a linear objective function subject to

Linear equality and inequality constraints on the decision variables. Linear programming has many

Practical applications (in transportation, production planning, …). It is also the building block for

Combinatorial optimization. One aspect of linear programming which is often forgotten is the fact

That it is also a useful proof technique. In this first chapter, we describe some linear programming

Formulations for some classical problems. We also show that linear programs can be expressed in a

Variety of equivalent ways.

1.1 Formulations

1.1.1 The Diet Problem

In the diet model, a list of available foods is given together with the nutrient content and the cost

Per unit weight of each food. A certain amount of each nutrient is required per day. For example,

Here is the data corresponding to a civilization with just two types of grains (G1 and G2) and three

Types of nutrients (starch, proteins, vitamins):

Starch Proteins Vitamins Cost ($/kg)

G1 5 4 2 0.6

G2 7 2 1 0.35

Nutrient content and cost per kg of food.

The requirement per day of starch, proteins and vitamins is 8, 15 and 3 respectively. The problem

Is to find how much of each food to consume per day so as to get the required amount per day of

Each nutrient at minimal cost.

When trying to formulate a problem as a linear program, the first step is to decide which

Decision variables to use. These variables represent the unknowns in the problem. In the diet

Problem, a very natural choice of decision variables is:

• x1: number of units of grain G1 to be consumed per day,

• x2: number of units of grain G2 to be consumed per day.

The next step is to write down the objective function. The objective function is the function to be
Minimized or maximized. In this case, the objective is to minimize the total cost per day which is

Given by z = 0.6x1 + 0.35x2 (the value of the objective function is often denoted by z).

Finally, we need to describe the different constraints that need to be satisfied by x1 and x2.

First of all, x1 and x2 must certainly satisfy x1 ≥ 0 and x2 ≥ 0. Only nonnegative amounts of food can be
eaten! These constraints are referred to as nonnegativity constraints. Non-negativity Constraints appear
in most linear programs. Moreover, not all possible values for x1 and x2 give rise to a diet with the
required amounts of nutrients per day. The amount of starch in x1 units Of G1 and x2 units of G2 is 5x1 +
7x2 and this amount must be at least 8, the daily requirement of starch. Therefore, x1 and x2 must
satisfy 5x1 + 7x2 ≥ 8. Similarly, the requirements on the amount of proteins and vitamins imply the
constraints 4x1 + 2x2 ≥ 15 and 2x1 + x2 ≥ 3.This diet problem can therefore be formulated by the
following linear program:Minimize z = 0.6x1 + 0.35x2subject to:5x1 + 7x2 ≥ 84x1 + 2x2 ≥ 152x1 + x2 ≥
3x1 ≥ 0, x2 ≥ 0.Some more terminology. A solution x = (x1, x2) is said to be feasible with respect to the
above linear program if it satisfies all the above constraints. The set of feasible solutions is called the
feasible space or feasible region. A feasible solution is optimal if its objective function value is equal to
the smallest value z can take over the feasible region.

INTRODUCTION: THE DIET PROBLEM

Aim

Nutrition is affected by numerous environmental and societal causes. Although the diet problems

Were already urgent during World War II, the challenge of feeding the world in a healthy and

Sustainable manner will only become more urgent (1). Herforth et al. (2) proposed a “simple

Framework based on three domains: nutritional quality, economic viability, and environmental

Sustainability”. This paper answered their proposal by including the three domains in an integrated

Way (2). It is expected that LP makes it possible to model these domains across disciplines.

This paper reviews the application of linear programming to optimize diets with nutritional,

Economic, and environmental constraints. There are three main reasons for studying the

Application of LP to diets in greater depth:• Linear programming is thought to be “the ideal tool to
rigorously convert precise nutrient constraints into food combinations” (3).• Maillot et al. (4) stated that
most food-based dietary guidelines assume that people eating according guidelines are receiving a ll
recommended nutrients. However, in practice this is not always true (4). So, LP could be helpful to
support development of dietary guidelines that fulfill all nutritional requirements.• Macdiarmid (5)
observed that healthy diets have not always lower environmental impacts. She assumed that LP is able
to suggest diets and products with lower environmental impacts than the impacts of diets assessed
through scenario type studies (5).The goal of this review is to analyse if the application of LP since2000
provided acceptable diet solutions in practice, especiallywhen environmental constraints were
introduced.DefinitionLinear Programming (LP) can be used to solve questions onmatching diets to
nutritional and other additional constraintswith a minimum amount of changes. Linear programming is
amathematical technique that allows the generation of optimalsolutions that satisfy several constraints
at once (6).HistoryThe first studies applying LP to diets were published between1950 and 1960 (7). The
search for diet solutions started with JerryCornfield, who formulated “The Diet Problem” for the
Armyduring World War II (1941–1945), in search of a low-cost dietthat would meet the nutritional needs
of a soldier. The economistGeorge Stigler, endeavored optimization techniques to establishthe cheapest
diet delivering enough energy, proteins, vitamins,and minerals (8). According to Buttriss et al., this diet
shouldbe composed by the available list of 77 US foods of which thecosts and nutrient composition
were measured: “Stigler couldnot find the exact solution to this problem, which turned out tobe
incredibly complex. The Stigler “Diet Problem” is a typicalquestion of resource optimization or, in
mathematical terms,of minimization of a linear function subject to multiple linearconstraints, also called
linear programming” (9).For the duration of World War II, the Air Force and otherparts of the army were
hiring mathematicians to solve theimportant diet problem and to plan affordable meals. Among
theresearchers involved in solving this problem was George Dantzig.He proposed a new algorithm he
had developed. It took him until1947, being the first to deliver the correct mathematical result(9, 10).
Dantzig tested his model on his own diet, constructinga database with 50 foods. He wanted to reduce
his caloric intaketo 1,500 kcal and programmed an objective function to maximizethe feeling of being
full (operationalized as the weight per unitminus the weight of its water content). The solution he
foundwas a weird diet with 200 bouillon cubes per day. This waspossible because the former nutritional
requirements didn’t showa limit to the amount of salt. These results led to upper boundsbeing added to
LP for the first time (10).Until now the approachhas been used in many ways to design individual diets as
wellas population diets (4). The problem of the diet is interesting,because it is difficult to optimize the
function of phenomenonlike the diet, as it is composed of several variables: energydensity, water
content, macronutrients, micronutrients, bioactivesubstances, and contaminants. This paper gives an
overview ofthose applications.Calculation MethodsThis review focus on optimization through the
application oflinear programming. This section explains the background ofthis method. The result of a LP
problem shrinks to discover theoptimum worth (maximum or minimum, liable to the problem)of the
linear equation (named the “objective function”):f = c1x1 + … + cnxnThe function is conditional on
different constraints, stated asinequalities (see Figure 1). According mathematicians “the
basicassumption in this method is that the various relationshipsbetween demand and availability are
linear.” To obtain thesolution, “it is necessary to find the solution of the system oflinear inequalities
(that is, the set of n-values of the variables xithat simultaneously satisfies all the inequalities). The
objectivefunction is then evaluated by substituting the values of xiin theequation that defines f
“(Encyclopedia Britannica, accessed June2nd, 2017).Mathematician Cornfield started to find solutions
for the DietProblem by constructing an Input-Output model. His colleagueHoffenberg suggested using
the simplex method (a standardmethod of maximizing a linear function of several variables).In 1947, a
team took 120-man days to find a solution usingthe simplex method. A few years later, Dantzig
introduced alinear program and started using an IBM 701 computer in the early 1950s (10). The
development of diet solutions washighly dependent on the development of computers with ahigh
calculation capacity. The laborious computations necessaryfor LP were only possible at the time when
fast computertechnologies became available (3).Solving such complex problem subjected to several
constraintseither to optimize the daily energy allowance, macro andmicronutrient intakes, or
constraints on economic issues (price,income) and environmental issues (greenhouse gas
emissions,energy use, land use, exposure to contaminants). Authors assumethat constraints, such as
price and nutrient content are linearlyrelated to food weight (11), but this could be a simplificationof the
reality. Micronutrients (e.g., advised daily intake vs.toxicity of Iodine) or costs (e.g., price elasticity) could
benon-linear. There are several open problems in the theory oflinear programming, for instance the
strongly polynomial-timeperformance in the number of constraints and the number ofvariables. Besides
linear optimization functions, several authorssuggest using quadratic functions for optimization on
popularityor acceptability (12–14)

Results and discussion

The aim of the Cost of the Diet software is to identify a mixture of foods that meets the recommended

Energy and nutrient specifications for any given individual or group of individuals within the limits and

Constraints outlined in the previous section, at the lowest possible cost.

CONCLUSIONS

LP could be helpful to support development of dietary guidelines that fulfill all nutritional requirements.
LP also demonstrated to be an applicable tool to conscientiously convert predefined

Nutrient constraints into diets with unpredictable food

Combinations. Most studies have used nutritional constraints and cost constraints in the analysis of
dietary problems and solutions, but such research begin showing weaknesses under situations featuring
a small number of food items and/or nutritional constraints. Introducing acceptability constraintis
recommended, but no study has provided the ultimate solution to calculating acceptability. Only 12
studies applied and introduced ecological constraints (and of these, only two also included cost
constraints). These studies showed that the environmental impacts of diets can be halved, staying
within the existing nutritional constraints. LP makes it possible to propose diets with lower impacts than
diet scenario studies.In other words, LP is an important tool for environmental

Optimization and has a lot of potential. Important is consistency in methodology to derive

environmental figures (full scope) and completeness of constraints. Future possibilities lie in finding

LP solutions for diets by combining nutritional, cost, ecological, and acceptability constraints. LP is
clearly a very helpful instrument for finding solutions to a variety of very complex diet problems.

To minimise the cost of the food, meeting the dietary requirements of the staple food of the adolescent
students of your school. Task to be done (1) select two food items constituting one cereal and one
pulse.(2) find the minimum cost of the selected cereal and pulse from market. (3) formulate the
converponding linear programming problem.

The linear programming problem is – Z_{minimize}Z

Minimize

=100x+20y, Constrains are- 220x+100y\geq 60220x+100y≥60 . 630x+760y\geq 1500630x+760y≥1500

and x,y\geq 0≥0 .

Given,

There are some dietary requirements of the staple food of the adolescent students of some schools.

To Find,

(1) 2 food items including one pulse and one cereal.

(2)The minimum cost of one pulse and one cereal.

(2) The formulated version of the corresponding linear programming problem.

(4)The problem graph,

Solution,

We can solve this mathematical linear programming problem using the method.
At first let’s assume that the 2 food items be, Wheat and arhar dal or pigeon peas.

The rate of Wheat is Rs. 20 per kg and the rate of Arhar dal is Rs. 100 per kg.

So, we need to minimize the 100x+20y.

We know protein in arhar dal is 220gm / kg and in wheat 100gm/kg.

Carbohydrate in arhar dal is 630gm / kg and in wheat 760gm/kg.

Suppose the dietary requirements of adolescent students are as below,

The requirement for protein is 60gm

Carbohydrate is 1500gm.

So we can formulate our corresponding linear programming problem as follows,

Z_{minimize}Z

Minimize

=100x+20y

Constrains are-

220x+100y\geq 60220x+100y≥60

630x+760y\geq 1500630x+760y≥1500 and x,y\geq 0≥0 .

Hence, the answers are as follows- The two food items including one pulse and one cereal are Wheat
and Arhar dal/ pigeon peas. The arhar dal is Rs.100/kg and wheat is Rs. 20/kg. The linear programming
problem is – Z_{minimize}Z

Minimize

=100x+20y, Constrains are- 220x+100y\geq 60220x+100y≥60 . 630x+760y\geq 1500630x+760y≥1500

and x,y\geq 0≥0 .