INTRODUCTION

Mathematics is the queen of science. In our daily life, planning is required on

various occasions, especially when the resources are limited. Any planning is meant for
attaining certain objectives. The best strategy is one that gives a maximum output from
a minimum input. The objective which is in the form of output may be to get the
maximum profit, minimum cost of production or minimum inventory cost with a limited
input of raw material, manpower and machine capacity. Such problems are referred to as
the problems of constrained optimization. Linear programming is a technique for
determining an optimum schedule of interdependent activities in view of the available
resources. Programming is just another word for 'planning' and refers to the process of
determining a particular plan of action from amongst several alternatives.

Linear programming applies to optimization models in which objective and

constraint functions are strictly linear. The technique is used in a wide range of
applications, including agriculture, industry, transportation, economics, health systems,
behavioral and social sciences and the military. It also boasts efficient computational
algorithms for problems with thousands of constraints and variables. Indeed, because of
its tremendous computational efficiency, linear programming forms the backbone of the
solution algorithms for other operative research models, including integer, stochastic and
non-linear programming. The graphical solution provides insight into the development
of the general algebraic simplex method. It also gives concrete ideas for the development
and interpretation of sensitivity analysis in linear programming.

Linear programming is a major innovation since World War II in the field of

business decision making, particularly under conditions of certainty. The word 'linear'
means the relationships handled are those represented by straight lines, i.e. the
relationships are of the form y = a + bx and the word 'programming' means taking
decisions systematically. Thus, linear programming is a decision making technique under
given constraints on the assumption that the relationships amongst the variables
representing different phenomena happen to be linear.

A linear programming problem consists of three parts. First, there objective

function which is to be either maximized or minimized. Second, there is a set of linear
constraints which contains thee technical specifications of the problems in relation to the
given resources or requirements. Third, there is a set of non negativity constraints - since
negative production has no physical counterpart.

AIM

1. To find and know more about the importance and uses of 'linear programming'.
2. To formulate a linear programming problem and solve in simplex method and dual
problem.

DATA COLLECTION
Linear programming is a versatile mathematical technique in operations research
and a plan of action to solve a given problem involving linearly related variables in order
to achieve the laid down objective in the form of minimizing or maximizing the objective
function under a given set of constraints

CHARACTERISTICS

• Objectives can be expressed in a standard form viz. maximize/minimize z = f(x)

where z is called the objective function.
• Constraints are capable of being expressed in the form of equality or inequality
viz. f(x) = or ≤ or ≥ k, where k = constant and x ≥ 0.
• Resources to be optimized are capable of being quantified in numerical terms.
• The variables are linearly related to each other.
• More than one solution exist, the objectives being to select the optimum solution.
• The linear programming technique is based on simultaneous solutions of linear
equations.

USES

There are many uses of L.P. It is not possible to list them all here. However L.P is very
useful to find out the following:

• Optimum product mix to maximize the profit.

• Optimum schedule of orders to minimize the total cost.
• Optimum media-mix to get maximum advertisement effect.
• Optimum schedule of supplies from warehouses to minimize transportation costs.
• Optimum line balancing to have minimum idling time.
• Optimum allocation of capital to obtain maximum R.O.I
• Optimum allocation of jobs between machines for maximum utilization of
machines.
• Optimum assignments of jobs between workers to have maximum labor
productivity.
• Optimum staffing in hotels, police stations and hospitals to maximize efficiency.
• Optimum number of crew in buses and trains to have minimum operating costs.
• Optimum facilities in telephone exchange to have minimum break downs.
The above list is not an exhaustive one; only an illustration.

ADVANTAGES

• Provide the best allocation of available resources.

• meet overall objectives of the management.
• Assist management to take proper decisions.
• Provide clarity of thought and better appreciation of problem.
• Improve objectivity of assessment of the situation.
• Put across our view points more successfully by logical argument supported by
scientific methods.

PRINCIPLES

Following principles are assumed in L.P.P

Proportionality: There exist proportional relationships between objectives and

constraints.

Additivity: Total resources are equal to the sum of the resources used in individual
activities.

Divisibility: Solution need not be a whole number viz decision variable can be in
fractional form.

Certainty: Coefficients of objective function and constraints are known constants and
do not change viz parameters remain unaltered.

Finiteness: Activities and constraints are finite in number.

Optimality: The ultimate objective is to obtain an optimum solution viz 'maximization'

or 'minimization'.

DEFINITION OF TERMS

a) Basic solution: There are instances where number of unknowns (p) are more than
the number of linear equations (q) available. In such cases we assign zero values
to all surplus unknowns. There will be (p-q) such unknowns. With these values we
solve 'q' equations and get values of 'q' unknowns. Such solutions are called Basic
Solutions.
b) Basic variables: The variables whose value is obtained from the basic solution is
called basic variables
c) Non-basic variables: The variables whose value are assumed as zero in basic
solutions are called non-basic variables.

d) Solution: A solution to a L.P.P is the set of values of the variables which satisfies
the set of constraints for the problem.
e) Feasible solution: A feasible solution to a L.P.P the set of values of variables
which satisfies the set of constraints as well as the non-negative constraints of the
problem.
f) Basic feasible solution: A feasible solution to a L.P.P in which the vectors
associated with the non-zero variables are linearly independent is called basic
feasible solution
Note: Linearly independent: variables x1, x2, x3......... are said to be linearly
independent if k1x1+k2x2+.........+knxn=0, implying k1=0, k2=0,........
g) Optimum (optimal) solution: A feasible solution of a L.P.P is said to be the
optimum solution if it also optimizes the objective function of the problem.
h) Slack variables: Linear equations are solved through equality form of equations.
Normally, constraints are given in the "less than or equal" (≤) form. In such cases,
we add appropriate variables to make it an "equality" (=) equation. These variables
added to the constraints to make it an equality equation in L.P.P is called stack
variables and is often denoted by the letter 'S'.
Eg: 2x1 + 3x2 ≤ 500
∴ 2x1 + 3x2 + S1 = 500, where S1 is the slack variable
i) Surplus variables: Sometime, constraints are given in the "more than or equal"
(≥) form. In such cases we subtract an approximate variable to make it into
"equality" (=) form. Hence variables subtracted from the constraints to make it an
equality equation in L.P.P is called surplus variables and often denoted by the letter
's'.
Eg: 3x1 + 4x2 ≥ 100
3x1 + 4x2 - S2 = 0, where S2 is the surplus variable.
j) Artificial variable : Artificial variables are fictitious variables. These are
introduced to help computation and solution of equations in L.P.P. There are used
when constraints are given in (≥) "greater than equal" form. As discussed, surplus
variables are subtracted in such cases to convert inequality to equality form . In
certain cases, even after introducing surplus variables, the simplex tableau may not
contain an 'Identity matrix' or unit vector. Thus, in a L.P.P artificial variables are
introduced in order to get a unit vector in the simplex tableau to get feasible
solution. Normally, artificial variables are represented by the letter 'A'.
k) Big-M-method: Problems where artificial variables are introduced can be solved
by two methods viz.
➢ Big-M-method and
➢ Two phase method.
 Big-M-method is modified simplex method for solving L.P.P when high penalty
cost (or profit) has been assigned to the artificial variable in the objective
function. This method is applicable for minimizing and maximizing problems.

l) Two Phase method : L.P.P where artificial variables are added can be solved by
two phase method. This is a modified simplex method. Here the solution takes
place in two phases as follows:
➢ Phase I - Basic Feasible solution: Here, simplex method is applied to a
specially constricted L.P.P called Auxiliary L.P.P and obtain basic feasible
solution.
➢ Phase II - Optimum Basic solution: From basic feasible solution, obtain
optimum feasible solution.
m) Simplex Tableau : This is a table prepared to show and enter the values obtained
for basic variables at each stage of Iteration. This is the derived values at each
stage of calculation.

Optimal solution
An optimal solution of a linear programming problem is the set of real values of
the decision variables which satisfy the constraints including the non-negativity
conditions, if any and at the same time optimize the objective function.
A vector (x1, x2... xn) which satisfies the constraints A x ≤ or ≥ b only is called a
solution. And a solution which satisfies all the constraints including the non-negativity
condition is called a feasible solution. The set of all feasible solutions is called feasible
space.

Integer Programming
A L.P.P in which solution requires integers is called an integer programming
problem. A mathematical programming in which the objective fn is quadratic but all the
constraints are linear un the decision variable is called a quadratic programming.

eg: Max z = x12 + x22

Subject to 2x1 + x2 ≤ 6
7x1 + 8x2 ≤ 28
x1, x2 ≥ 0

Graphical L P solution

The graphical procedure includes two steps :

1. Determination of the solution space that defines all feasible solutions of the model.
2. Determination of the optimum solution from among all the feasible points in the
solution space.
 The proper definition of the decision variables is an essential first step in the
development of the model. Once done, the task of constructing the objective function and
the constraints is more straight forward.

FORMATION OF MATHEMATICAL MODEL OF L.P.P

There are three forms :

• General form of L.P.P

• Canonical form of L.P.P
• Standard form of L.P.P

These are written in 'statement form' or in 'matrix' form as explained in subsequent

paragraphs.

General form of L.P.P

a) Statement form: This is given as follows -

"Find the values of x1, x2... xn which optimize z = c1x1 + c2x2 + ... + cnxn
subject to :
a11x1 + a12x2 + ... + a1nxn ≤ (or = or ≥) b1
a21x1 + a22x2 + ... + a2nxn ≤ (or = or ≥) b2
am1x1 + am2x2 + ... + amnxn ≤ (or = or ≥) bm
x1, x2,... xn ≥ 0
where all the coefficients (cj, aij, bi) are constants and xj's are variables.
(i = 1,2,... m)
(j = 1,2,... n ) "
b) Matrix form of general L.P.P. This is stated as follows -
"Find the values of x1, x2, ... xn to maximize: z = c1x1 + c2x2 + ... +cnxn
Let z be a linear function on a Rn defined by
i. z = c1x1 + c2x2 + ... cnxn
where cj are constants. Let aij be m*n matrix and let { b1, b2, ... bm } be set
of constraints such that
ii. a11x1 + a12x2 + ... + a1nxn ≤ (or = or ≥) b1
a21x1 + a22x2 + ... + a2nxn ≤ (or = or ≥) b2
am1x1 + am2x2 + ... + amnxn ≤ (or = or ≥) bm
And let
iii. xj ≥ 0 j = 1,2,... n

The problem of determining an n-tuple (x1, x2,... xn) which make z a minimum
or a maximum is called 'General linear programming problem'.

Canonical Form of L.P.P

a) Statement form: This form is given as follows:
"Maximize z=c1x1 + c2x2 +....... + cnxn
subject to constraints ai1x1 + ai2x2 +........+ ainxn ≤ bi ; (i= 1,2,....,m)
x1x2......xn ≥ 0 "

Characteristics of canonical form :

1. Objective function is of the "maximization" type.
Note: minimization of function f(x) is equivalent to maximization of
function {-f(x)}
.
. . Minimize f(x) = Maximize {-f(x)}
2. All constraints are of the type "less than or equal to" viz "≤" except the
non-negative restrictions.
Note: An inequality of more than (≥) can be replaced by less than (≤) type
by multiplying both sides by -1 and vice versa.
eg: 2x1 + 3x2 ≥ 100 can be written as -2x1-3x2 ≤ -100
3. All variables are non-negative viz xj ≥ 0

b) Canonical form of L.P.P with matrix notations:

" Maximize Z = CX , subject to the constraints AX ≤ b
X≥0
Where X= (x1 ,x2 ,.......,xn); C= (c1 ,c2 ,......,cn)
bT = (b1 ,b2,..... ,bm) ; A= (aij) where i= 1, 2,..., m j= 1, 2,...., n "

The Standard Form of L.P.P

a) Statement form
" Maximize Z= c1x1 + c2x2 +....+ cnxn
Subject to the constraints ai1x1 + ai2x2 +.....+ ainxn = bi (i= 1, 2,...., m)
x1x2....xn ≥ 0 "
Characteristics of Standard form
1. Objective function is of maximization type.
2. All constraints are expressed in the function of equality form except the
restrictions.
3. All variables are non- negative.

Note: constraints given in the form of "less than or equal" (≤) can be converted to
the equality form by adding "slack" variables. Similarly, those given in "more
than or equal" (≥) form can be converted to the equality form by subtracting
"surplus" variables.

b) Standard form of L.P.P in matrix notations:

" Maximize Z = CX
subject to the constraints
AX =b b ≥0 and X ≥0
 where X = (x1, x2, ..... xn) ; C = (c1, c2, ...., cn )
bT = (b1, b2,....., bm) ; A= (aij)
i = 1, 2, ....., m ; j = 1, 2, ....., n "
Note: coefficients of slack and surplus variables in objective function are always
assumed to be zero.

BREIF HISTORICAL SKETCH

Programming problems first rise in economics, where the optimal allocation of
resources has long been of interest to economists. More specifically, however,
programming problems seem to be a direct outgrowth of the work done by a number of
individuals in the 1930's. One outstanding theoretical model developed then was Von
Newmann's linear model of an expanding economy, which was part of the efforts of a
number of Austrian and German economists and mathematicians who were studying the
generalization of wairasian equilibrium models of an economy. A more practical
approach was made by Leontief, who developed input-output models of the economy.
His work was concerned with determining how much various industries would have to
produce to meet a specified bill of consumer demands. Input-output models did not
actually involve any optimization; instead they required the solution of a system of
simultaneous linear equations.

During World War II, a group under the direction of Marshall K. Wood worked
on allocating problems for the United States Air Force. Generalization of Leontief type
models were developed to allocate resources in such a way as to maximize or minimize
some linear objective function. George B. Dantzig was a member of the Air Force group
; he formulated the general linear programming problem and devised the simplex method
of solution in 1947. His work was not generally available until 1951, when the Cowles-
commission Monograph was published.

After 1951, progress in the theoretical development and in practical

applications of linear programming was rapid. Important theoretical contributions were
made by David Gale, H. W. Kuhn and A. W. Tucker, who had a major share in
developing the theory of duality in linear programming. A. Charnce, who also did some
important theoretical work, and W.W. Cooper took the lead in encouraging industrial
application of linear programming.

Economic Interpretation of Duality

1. At the optimum,
objective value = objective value
in the primal in the dual

2. At any Iteration of the primal,

 Objective equation left side of right side of
coefficient of the = corresponding _ corresponding
variable xj dual constraint dual constraint

These two results lead to important economic interpretations of duality and

the dual variables. To present these interpretations formally, the general primal and
dual problems are presented below

Primal Dual
Maximize Z = cjxj Minimize Z= bi yi

subject to subject to
aij xj = bi , i= 1, 2, ...., m aijyi ≥ cj , j= 1, 2,...., n
xj ≥ 0 , j= 1, 2, ....., n yi ≥ 0 , i= 1, 2, ...., m

We can think of the primal model in this manner. the coefficient cj represents
the profit per unit output of activity j. The available amount of resources i, bi, is
allocated at the rate of aij units of resource i per unit output of activity j.

Problem of the linear- programming type had been formulated and solved
before the pioneering work of Dantzig. In 1941, Hitchcock formulated and solved
transportation problems which was independently solved by the Koopmans in 1947.
In 1942, Kantorovich (Russian) also formulated the transportation problem, but did
not solve it. The economist Stigler worked out a minimum-cost diet in 1945.
Although this problem can be formulated as a linear programming problem, Stigler
did not use this technique. It was not until Dantzig's work, however, that the general
linear programming problem was formulated as such, and a method devised for
solving it.
APPLICATION OF LINEAR PROGRAMMING
The primary reason for using linear programming methodology is to ensure that
limited resources are utilized to the fullest extent without any waste and that utilization
is made in such a way that the outcomes are expected to be the best possible.

Some of the examples of linear programming are:

a) A production manager planning to produce various products with the given

resources of raw materials, man-hours, and machine-time for each product must
determine how many products and quantities of each product to produce so as to
maximize the total profit.
b) An investor has a limited capital to invest in a number of securities such as
stocks and bonds. He can use linear programming approach to establish a
portfolio of stocks and bonds so as to maximize return at a given level of risk.
c) A marketing manager has at his disposal a budget for advertisement in such
media as newspapers, magazines, radio and television. The manager would like
to determine the extent of media mix which would maximize the advertising
effectiveness.
d) A Farm has inventories of a number of items stored in warehouses located in
different parts of the country that are intended to serve various markets. Within
the constraints of the demand for the products and location of markets, the
company would like to determine which warehouse should ship which product
and how much of it to each market so that the total cost of shipment is
minimized.
e) Linear programming is also used in production smoothing. A manufacturer has to
determine the best production plan and inventory policy for future demands
which are subject to seasonal and cyclical fluctuations. The objective here is to
minimize the total production and inventory cost.
f) A marketing manager wants to assign territories to be covered by salespersons.
The objective is to determine the shortest route for each salesperson starting from
his base, visiting clients in various places and then returning to the original point
of departure. Linear programming can be used to determine the shortest route.
g) In the area of personnel management, similar to the travelling salesperson
problem, the problem of assigning a given number of personnel to different jobs
 can be solved by this technique. The objective here is to minimize the total time
taken to complete all jobs.
h) Another problem in the area of personnel management is the problem of
determining the equitable salaries and sales-incentive compensation. Linear
programming has been used successfully in such problems.

BASIC REQUIREMENTS OF A LINEAR

PROGRAMMING MODEL
a) The system under consideration can be described in terms of a series of activities
and outcomes. These activities (variables) must be competing with other variables
for limited resources and the relationships among these variables must be linear and
the variables must be quantifiable.
b) The outcomes of all activities are known with certainty.
c) A well defined objective function exists which can be used to evaluate different
outcomes. The objective function should be expressed as a linear function of the
decision variables. The purpose is to optimize the objective function which may be
maximization of profits or minimization of costs, and so on.
d) The resources which are to be allocated among various activities must be finite and
limited. These resources may be capital, production capacity, manpower, time etc.
e) There must not be just a single course of action but a number of feasible courses of
action open to the decision maker, one of which would give the best result.
f) All variables must assume non-negative values and be continuous so that fractional
value of the variables are permissible for the purpose of obtaining an optimal
solution.

L.P.P- Special cases

We have seen a L.P.P is given in the form

Maximize Z= CX

Subject to constraints AX = b; X ≥ 0

And the solution obtained is X= A-1b

Thus we see that simplex solution obtained in the Tableau which is declared as
optimum basic feasible solution (O.B.F.S) contains inverse matrix A.
case of unbounded solutions: when L.P.P does not give finite values of variable X, viz
x1, x2, ...∞, such solutions are called UNBOUNDED. Here variable X can take very high
values without violating the conditions of the constraints.

In such cases the final Tableau shows all Ratios viz R values are negative so that no
minimum ratio condition can be applied.

Establish the UNBOUND condition.

Maximize Z= 2x1 + x2

Subject to the constraints x1-x2 ≤ 10

2x1-x2 ≤ 40
x1, x2 ≥ 0

case of more than one optimum solution:

This is the case where L.P.P gives solutions which are optimum but not UNIQUE. This
means, more than one optimum solution is possible.

Case of Degeneracy: A basic feasible solution of a L.P.P is said to degenerate if at least

one of the basic variables is zero.

Types of Degeneracy

a) First Iteration: Degeneracy can occur right in the first (initial tableau). This
normally happens when the number of constraints are less than number of variables
in the objective function. Problem can be overcome by trial and error method.
b) Subsequent Iteration: Degeneracy can also occur in subsequent iteration. This is
due to the fact that minimum Ratio values are the same for two rows. This will make
choice difficult in selecting the 'Replacing Row'.

Case of cycling:

We have seen that when degeneracy exists, replacement of vector in the BASIS does not
improve objective function. Another difficulty encountered in degeneracy is that the
simplex Tableau gets repeated without getting optimum solution. Such occurrences in
L.P.P are called CYCLING. Fortunately, such L.P.Ps are very rare. Also, in such cases,
certain techniques are developed to prevent cycling and reach optimum solution.

Case of duality :
 Every L.P.P is associated with another L.P.P which is called the DUAL of the original
L.P.P. The original L.P.P is called the PRIMAL. If the DUAL is stated as a given
problem, PRIMAL becomes its DUAL and vice-versa. The solution of one contains the
solution of the other. In other words, when optimum solution of PRIMAL is known, the
solution of DUAL is also obtained from the very same optimum tableau.

USES OF DUAL CONCEPT

There are many uses of this concept. However, one of the very important use is solve
difficult L.P.P. Many times, a given L.P.P is complicated having large number of
constraints. In such cases, one method is to design its dual which invariably will have
less number of constraints. Dual is now subjected to solution by simplex method.

Solution of a L.P.P

In general we use the following two methods for the solution if a linear programming
problem.

I. Geometrical (or graphical) method : If the objective function z is a function of two

variables only; then the problem can be solved by the graphical method. A problem
involving three variables can also be solved graphically, but with complicated
procedure.
II. Simplex method : This is the most powerful tool of the linear programming as any
problem can be solved by this method. Also, this method is an algebraic procedure
which progressively approaches the optimal solution. The procedure is straight
forward and requires only time and patience to execute manually. Nowadays,
computational methods (using computers), are available for solving such problems.

Geometrical (or Graphical) method for solving a L.P.P

If the L.P.P is two variable problem, it can be solved graphically. The steps required for
solving a L.P.P by graphic method are :

1. Formulate the problem into a L.P.P

2. Each inequality in the constraint may be written as equality.
3. Draw straight lines corresponding to the equations obtained in step 2. So there will
be as many straight lines as there are equations.
4. Identify the feasible region. Feasible region is the area which satisfies all constraints
simultaneously.
5. The permissible region or feasible region is a many sided figure (a polygon). The
corner points of the figure are to be located and their co-ordinates (ie. x1 and x2
values) are to be measured.
6. Calculate the value of the objective function Z at each corner point.
7. The solution is given by the co-ordinates of that corner point which optimizes the
objective function.
Dual Simplex Method

Any primal iteration zj - cj, the objective equation coefficient of xj, equals the
difference between the left and right sides of the associated dual constraint. When, in the
case of maximization, the primal iteration is not optimal, zj - cj < 0 for t least one variable.
Only at the optimum do we have zj -cj ≥ 0 for all j.

Looking at this condition from the stand point of duality, we have

zj - cj = aijyi - cj

Thus, when zj - cj < 0, aijyi < cj , which means that the dual is infeasible when the
primal is non-optimal.

On the other hand, when zj - cj ≥ 0, aijyi ≥ cj , which means that the dual becomes
feasible when the primal reaches optimality.
 ALLOCATION PROBLEM
A manufacturing firm has recently discontinued production of a certain product due
to unfavourable market conditions resulting in considerable excess production capacity.
The firm is planning to utilize this spare capacity by increasing the production of the
remaining one or more of the existing three products. The currently available capacities
are :

Milling capacity : 300 machine hours/day

Lathe capacity : 225 machine hours/day

Grinder capacity : 100 machine hours/day

The numbers of machine hours required for each of the products are:

Machine hours required

Machine type
Product A Product B Product C
Milling 12 3 4
Lathe 6 4 1
Grinding 3 1 2

The net profits realized from each of the three products are: Rs: 20, Rs. 9 and Rs. 10 from
A, B and C respectively. The production manager desires to allocate the available
capacities amongst the three products for a maximum profit.

Let x1, x2 and x3 be the quantity of products A, B and C produced within the available
capacities to maximize the profit.

From the above problem given details, we can formulate the problem as a linear
programming problem as,

Maximize, z = 20 x1 + 9 x2 + 10 x3

Subject to 12 x1 + 3 x2 + 4 x3 ≤ 300

6 x1 + 4 x2 + x3 ≤ 225

3 x1 + x2 + 2 x3 ≤ 100

x1, x2, x3 ≥ 0
By using simplex method

By introducing slack variables, the problem can be restated as :

Maximize 20x1 + 9x2 + 10x3 + 0x4 + 0 x5 + 0 x6

Subject to 12x1 + 3x2 + 4x3 + x4 = 300

6x1 + 4x2 + x3 + x5 = 225

3x1 + x2 + 2x3 +x6 = 100

Where x1, x2 and x3 are structural variable and x4, x5, and x6 are stock variables

In order to simplify handling the educations in the problem, they can be placed
in a tabular form, known as a tableau. The initial tableau is given below

Simplex Tableau I: initial step

𝑃
Ci Basis P1 P2 P3 P4 P5 P6 P0 Qi =𝑥𝑜𝑖
𝑜𝑖
0 x4 12 3 4 1 0 0 300 25
0 x5 6 4 1 0 1 0 255 37.5
0 x6 3 1 2 0 0 1 100 33.3
Body Matrix Identity Matrix

cj 20 9 10 0 0 0
zj 0 0 0 0 0 0
∆j = cj - zj 20 9 10 0 0 0

Starting with the left hand column in the above tableau, the C1 column contains
the contributions per unit for the basic variables x4, x5 and x6. The zero indicates that
the contribution per unit is zero. The reasoning is that no profits are made on unused raw
materials or labour. The second column, the basis, contains the variables in the solution
which are used to determine the total contribution. In the initial solution, no products are
being manufactured. This is represented in the cjth row for the column under P0. Since no
units are manufactured, the first solution is,

x1 = 0 x4 = 300

x2 = 0 x5 = 225

x3 = 0 x6 = 100

The body matrix consists of the coefficients for the real product (structural) variables
in the first simplex tableau represents the coefficients of the slack variables that have
been included to the original inequalities to make them equations.
 The row cj contains coefficients of respective variables in the objective function. The
last two rows of the first simplex tableau are used to determine whether or not the solution
can be improved. The zero values in the xj row are the amounts by which contribution
would be reduced if one unit of the variables x1, x2, x3, x4, x5 and x6 was added to the
product mix.

Another way of defining the variables of the zj row is the contribution lost per unit
of the variables.

Simplex Tableau II
𝑃
Ci Basis P1 P2 P3 P4 P5 P6 P0 Qi =𝑥𝑜𝑖
𝑜𝑖
1 1
20 x4 1 ¼ /3 /12 0 0 25 100
5 -1
0 x5 0 /2 -1 /2 1 0 75 30
-1
0 x6 0 ¼ 1 /4 0 1 25 100
cj 20 9 10 0 0 0
20 20
zj 20 5 /3 /12 0 0
10 -20
∆j = cj - zj 0 4 /3 /12 0 0

Simplex Tableau III

Qi
Ci Basis P1 P2 P3 P4 P5 P6 P0 𝑃
=𝑥𝑜𝑖
𝑜𝑖
x4 13 7 -1 70 525
20 1 0 /30 /30 /10 0 /4 13
-2 -1 2 −75
9 x5 0 1 /5 /5 /5 0 30
0 11 -1 -1 70 175
0 x6 0 /10 /5 /10 1 /4
11
cj 20 9 10 0 0 0
76 43 8
zj 20 9 /15 /15 /5 0
74 -43 -8
∆j = cj - zj 0 0 /15 /15 /5 0

Simplex Tableau IV
𝑃
Ci Basis P1 P2 P3 P4 P5 P6 P0 Qi =𝑥𝑜𝑖
𝑜𝑖
x4 103 -2 350
20 1 0 0 330
/33 0 33
x5 -3 4 400
9 0 1 0 /11 /11 0 11
-2 -1 175
0 x6 0 0 1 /11 /11 1 11
cj 20 9 10 0 0 0
65 38 148
zj 20 9 10 33 33 33
∆j = cj - zj 0 0 0 65 38 148
− − −
33 33 33
 In tableau IV as all ∆j ≤ 0, the solution has reached an optimum level. The
computational procedure comes to an end. Hence, the optimal solution is,
350 400 175
x1 = x2 = x3 =
33 11 11

350 400 175

z = 20 × +9× + 10 ×
33 11 11

7000 3600 1750

= + +
33 11 11

7000 5350
= +
33 11

77000+176550 253550
= =
363 363

= 698.4848

Z = 698.4848

By using Dual Problem

The dual of the above problem is,

Minimize z* = 300 y1 + 225 y2 + 100 y3

Subject to, 12 y1 + 6 y2 + 3 y3 ≥ 20

3 y1 + 4 y2 + y3 ≥ 9

4 y1 + y2 + 2 y3 ≥ 10

y1, y2, y3 ≥ 0

Introducing surplus variables and artificial variable, the above problem can be restated
as follows:

Minimize z* = 300 y1 + 225 y2 + 100 y3 + 0 y4 + 0 y5 + 0 y6 + 𝜔 y7 + 𝜔 y8 + 𝜔 y9

Subject to, 12 y1 + 6 y2 + 3 y3 – y4 + y7 ≥ 20

3 y1 + 4 y2 + y3 – y5 + y8 ≥ 9

4 y1 + y2 + 2 y3 – y6 + y9 ≥ 10

y1, y2, y3 …. Y9 ≥ 0
 Ci Basis P1 P2 P3 P4 P5 P6 P7 P8 P9 P0 Qi
5/
𝜔 y7 12 6 3 -1 0 0 1 0 0 20 3

𝜔 y8 3 4 1 0 -1 0 0 1 0 9 3
5/
𝜔 y9 4 1 2 0 0 -1 0 0 1 10 2

cj 300 225 100 0 0 0 𝜔 𝜔 𝜔

zj 19𝜔 11𝜔 6𝜔 −𝜔 −𝜔 −𝜔 𝜔 𝜔 𝜔
19𝜔- 6𝜔-
zj-cj 11𝜔-225 −𝜔 −𝜔 −𝜔
300 100
300 y1 1 ½ -¼ - 1/12 0 0 1/
12 0 0 5/
3
20/
3

5/
𝜔 y8 0 2 ¼ ¼ -1 0 -¼ 1 0 4 16
1/
𝜔 y9 0 -1 1 3 0 -1 -1/ 3 0 1 10/
3
10/
3→

cj 300 225 100 0 0 0 𝜔 𝜔 𝜔

3 5 7 7
zj 300 150- 𝜔 75+ 𝜔 𝜔-25 −𝜔 −𝜔 25- 𝜔 𝜔 𝜔
2 4 12 2
3 7 19
zj-cj 0 -75- 𝜔 - 𝜔-25 −𝜔 −𝜔 25- 0 0
2 5 12 2
25+ 𝜔 𝜔
4
↑
300 y1 1 ¾ 0 -1/6 0 ¼ 1/
6 0 -¼ 5/
6
10/
9
11/ 1/
𝜔 y8 0 4 0 6 -1 ¼ -1/6 1 -¼ 19/
6
38/
33→
1/
100 y9 0 -1 1 3 0 -1 -1/3 0 1 10/
3 -10/3
cj 300 225 100 0 0 0 𝜔 𝜔 𝜔
11 50 𝜔 𝜔 50 𝜔 𝜔
zj 300 125+ 𝜔 100 - + −𝜔 -25+
4
+ 𝜔 25-
4
4 3 4 6 6
50 𝜔 𝜔 50 7𝜔 5𝜔
zj-cj 0 - 0 - + −𝜔 -25+ - 0 25-
11 3 4 4 6 6 4
100+ 𝜔
4
↑
17 3/ 2/ 7/ 3 2 1
300 y1 1 0 0 - 11 11 33 - - -
66 11 11 33
4/ 4 1/ 2 4/ 1 38/
225 y8 0 1 0 33 - 11 - 11 - 33
11 33 11
15/ 4 - 10/ - 13/ 4/ 10/ 148/
100 y9 0 0 1 33 - 11 11 11 11 33
11
cj 300 225 100 0 0 0 𝜔 𝜔 𝜔
300 - 175 350 400 175
zj 300 225 100 - 400 -
66 11 33 11 11
11
zj-cj 300 - 175 350 - 400 175 -
0 0 0 - 400 - 𝜔 −. 𝜔 𝜔
66 11 33 11 11
11

Since all si ≤ 0, the optimal solution has been obtained in the above tableau. The optimal
−1 38 148
solution is y1= 33 , y2 = 33 and y3 = 33

−1 38 148
Minimize z* = 300 × 33 + 225 × 33 + 100 × 33

8550+14800−300 23350−300 23050

= = =
33 33 33

= 698.4848

Z* = 698.4848
 CONCLUSION

From this project we came to a conclusion that 'Linear programming' is like a vast
ocean where many methods, advantages, uses, requirements etc. can be seen. Linear
programming can be done in any sectors where there is less waste and more profit. By
this, the production of anything is possible through the new methods of L.P. As we had
collected many datas about L.P, we came to know more about this, their uses, advantages
and requirements. Also, there are many different ways to find out the most suitable L.P.
Also, we formulate an example for linear programming problem and done using the
two methods simplex method and dual problem. And came to a conclusion that L.P is
not just a technique but a planning the process of determining a particular plan of action
from amongst several alternatives. Even there are limitations, L.P is a good technique,
especially in the business sectors.