THEUNIVERSITY OF BURDWAN

PROJECT WORKENTITLED
"LINEAR PROGRAMIMING PROBLEM"
23
20
UNDER THE SUPERVISION OF
l e y
Prof. Bhubaneswar Baloo
tji K
Submitted byno
M o
MONOJIT KOLEY y
b
ro k
ishna Sarada Vidyana

c t W sitha

or je -Hooy.

P
yk, Dia

Department Of Mathematics
e m
lb Kamarpukur,
Sri Ramkrishna Sarada Vidya Mahapitha
or Hooghly, West Bengal,

p P India,712612

L p iversity Roll no:

200F..400012
UniversILy Br.., no:
O20CD50680 of
2021
 ACKNOWLEDGEMENT

23
This is hereby acknowledged the great help and
2 0
cOoperation extended to me by my guide
PROF. MR. BHUBANESWAR BALO, without whose
lo ey
tji K
help and invaluable signatue guidance this project work
would not have been possible.
He not only initiated me
n o
M o
to the filed of Linear Programming but also through his innovative
suggestion and patient hearing encouraged me to examine very recent

b y
development in this field.

o r k
l also like to thankS my friends who went out of their ways to help
me in various aspects.

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Moreover Imust declare the cooperative and blessing hands of my
seniors and my family members for project work.

o je
At the end my heartiest gratitude goes to Sri Ramkrishna Sarada

r
P
Vidya Mahapithya for housing me in the Departmernt and proiding
necessary facilities without which

el m
with all it might have been nothing
but a distant.

or b
p P 24/06/2023 Mongjit Koley

L p Date:
signature
 CONTENTS

1. INTRODUCTION 23
2 0
2. DATACOLLECTION
l y
e
3. APPLICATION LPP
OF
K o
4. BASIC REQUIREMENT jo i t
OF A
LPP on
M
y PROBLEM
5. ALLOCATION b
6. FIELDS WHERE ro k LPP
CAN BE cUSED t W
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7.
r
LIMITATIONS
P
OF LPP
8.mMETHODOLOGY
lb9.e CONCLUSION
r o
p P
L p
 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
23
0
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
y 2
lo e
referred to as the problems of constrained optimization. Linear programming is a
technique for determining an optimum schedule of interdependent activities in view of

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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.

o
Linear programming applies to optimization models in which objective and

n
o
constraint functions are strictly linear. The technique is used in a wide range of
applications, including agriculture, industry, transportation, economics, health systems,

M
behavioral and social sciences and the military. It also boasts efficient computational

b y
algorithms for problems with thousands of constraints and variables. Indeed, because of
its tremendous computational efficiency, linear programming forms the backbone of

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the solution algorithms for other operative research models, including integer,

o
stochastic and non-linear programming. The graphical solution provides insight into the

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development of the general algebraic simplex method. It also gives concrete ideas for
the development and interpretation of sensitivity analysis in linear programming.

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

o
business decision nmaking, particularly under conditions of certainty. The word 'linear'
means the relationships handled are those represented by straight lines, i.e. the

P
relationships are of the form y = a + bx and the word 'programming' means taking

m
decisions systematically. Thus, linear programming is a decision making technique

e
bl
under given constraints on the assumption that the relationships amongst the variables
representing different phenomena happen to be linear.

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

p Pfunction which is to be either maximized or minimized. Second, there is a set of linear

L p 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
23
maximizing the objective function under a given set of constraints

2 0
CHARACTERISTICS
lo e y
tji K
Objectives can be expressed in a standard form viz. maximize/minimize z= f(x)
where z is called the objective function.

viz. f(x)= or<or>k, where k constant and x>0.

=

n o
Constraints are capable of being expressed in the form of equality or inequality

M
The variables are linearly related to each other.
o
Resources to be optimized are capable of being quantified in numerical terms.

b y
More than one solution exist, the objectives being to select the optimum solution.
The linear programming technique is based on simultaneous solutions of linear

USES
equations.

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

ro
Optimum product mix to maximize the profit.

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Optimum schedule of orders to minimize the total cost.
Optimum media-mix to get maximum advertisement effect.

e m
Optimum schedule of supplies from warehouses to minimize transportation costs.

r o bl
Optimum line balancing to have minimum idling time.
Optimum allocation of capital to obtain maximum R.O.I

P
Optimum allocation of jobs between machines for maximum utilization of
machines.

pp Optimum assignments of jobs between workers to have maximum labor

L 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.
23
Improve objectivity of assessment of the situation.

2
Put across our view points more successfully by logical argument supported by 0
scientific methods.

lo e y
tji K
PRINCIPLES
Following principles are assumed in L.P.P

n o
Proportionality:
constraints.
o
There exist proportional relationships between objectives and

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

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

c t W
Certainty: Coefficients of objective function and constraints are known constants and

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do not change viz parameters remain unaltered.

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Finiteness: Activities and constraints are finite in number.

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

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'maximization' or 'minimization'.

r o
p PDEFINITION OF TERMS
a) Basic solution: There are instances where number of unknowns (p) are more

L p than the number of linear equations () available. In such cases we assign zero
values to all surplus unknowns. There will be (p-) 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 wellas the non-negative constraints of the

3
problem.
f) Basic feasible solution: A feasible solution to a LP.P in which the vectors
associated with the non-zero variables are linearly independent is called basic
0 2
feasible solution
Note: Linearly independent: variables x1, X), Xj.... are said to be linearly
y 2
lo e
independent if kx +k2x7t......tknn=0, implying kj=0, kz=0,.
g) Optimum (optima) solution: A feasible solution of a L.P.P is said to be the

tji K
optimum solution if it also optimizes the objective function of the problem.
h) Slack variables: Linear equations are solved through equality form of equations.

n o
Normally, constraints are given in the "less than or equal" () form. In such
cases, we add appropriate variables to make it an "equality" (E) equation. These

M o
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 +3x, < 500

b y
:2x, +3x, + S = 500, where S, is the slack variable
Surplus variables: Sometime, constraints are given in the "more than or equal"
i)

r k
) form. In such cases we subtract an approximate variable to make it into

o
"equality" (=) form. Hence variables subtracted from the constraints to make it

letter 's'.
c t W
an equality equation in L.P.P is called surplus variables and often denoted by the

i)
ro je
Eg: 3x1 + 4x, > 100
3x1 + 4x2- S=0, where S2 is the surplus variable.
Artificial variable Artificial variables are fictitious variables. These are
:

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introduced to help computation and solution of equations in L.P.P. There are

m
used when constraints are given in () "greater than equal" form. As discussed,

e
bl
surplus variables are subtracted in such cases to convert inequality to equality
.
form In certain cases, even after introducing surplus variables, the simplex

r o tableau may not contain an "Identity matrix' or unit vector. Thus, in a L.P.P

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

L p k)
the letter 'A'.
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 LP.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.
 I) TwoPhase nmethod : 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
23
optimum feasible solution.
m) Simplex Tableau This is a table prepared to show and enter the values obtained2 0
y
:

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for basic variables at each stage of Iteration. This is the derived values at each
stage of calculation.

Optimal solution
tji K
An optimal solution of a linear programming problem is the set of real values of

o
the decision variables which satisfy the constraints including the non-negativity

n
o
conditions, if any and at the same time optimize the objective function.
A vector (X1, X2... X) which satisfies the constraints A x <or > b only is called

M
a solution. And a solution which satisfies all the constraints including the non

called feasible space.

b y
negativity condition is called a feasible solution. The set of all feasible solutions is

Integer Programming
o rk
A L.P.P in which solution requires integers is called an integer programming

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problem. A mathematical programming in which the objective fn is quadratic but all the

c
constraints are linear un the decision variable is called a quadratic programming.
eg: MaxX Z= X+

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x

Subject to 2x1 + X2S6

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7x1+8x2 S 28
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e m X1, X, >0

r o bl
Graphical LP solution

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:
The graphical procedure includes two steps

pp 1.Determination of the solution space that defines all feasible solutions of the model.

L 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 ofL.P.P
23
These are written in 'statement form' or in 'matrix' form as explained in subsequent
2 0
paragraphs.

General form of L.P.P lo e y

a) Statement form: This is given as follows -
"Find the values of x1, X2... Xn Which optimize z = C|X1 + tji K
C2X2 + ... + Gnn
subject to :

n o
o
... +
aj|X1 + aj2X2 + anXn S (or = or 2) b

... + a2nXn
az|X1 + ap2X2 + S (or= or>) b

am1X1 + am2X2 +
... + amnXn s (or
= or

y M
2) bm
>0
b
X1, X2,.. Xn

where allthe coefficients (C;, ai, b;) are constants and x's are variables.
(i=1,2,... m)
(=1,2,... n)"
o r k
..
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b) Matrix form of general L.P.P. This is stated as follows -

t ...
"Find the values of x1, X2, Xn to maximize: z = C1X1 + C2X) + +Cnxn

c
je
Let z be a linear function on a R" defined by
...

o
i. Z= C|X| + C2X2 t CnXn

where c;

P r
are constants. Let a,; be m*n matrix and let
of constraints such that
aj|X1 + aj2X2 +
... +
{
b, b2,
...
bm }
be set

m
ii. ajnXn S(or = or>) b

bleag1X1 + a2X2 +... + a2nXn S (or = or )

am1X1 + am2X2 ...
t
b

+ amnXn S (or = or ) bm

r o iii.
And let
X;>0 j=1,2,... n

p P The problem of determining an n-tuple (X1, X2,. X) which make z a minimum

L p 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 +...... + Cnn
subject toconstraints a¡jX + a2X) t.....+ainXnSb; (i= 1,2,.,.m)
X|X2....X,>0"
 Characteristics of canonical form :
1. Objective function is of the "maximization" type.
Note: minimization offunctionfx) is equivalent to maximization of
function {-f(x)}
Minimize f(x) = Maximize {-f(x)}
2. Allconstraints are of the type "less than or equal to" viz "" except the

23
non-negative restrictions.
Note: An inequality of more than (2) can be replaced by less than () type
by multiplying both sides by -l and vice versa. 20
eg: 2x1 + 3x)> 100 can be written as -2x-3x2 <-100
3. All variables are non-negative viz x;> 0
lo e y
b) Canonical form of L.P.P with matrix notations:
" Maximize Z = CX, subject to the constraints AX tji K
X>0
n o
<b

Where X= ,..... ); C= (C1 ,C2 ,......„.Cn)

(x1 ,X2

b'= (b1 .b2,...m): A= (a) where i=1, 2,.,

M o m
j=1,2,..., n

The Standard Form of L.P.P

b y
a)
"
Statement form
Maximize ZEC|X1 + C2X2 t....+ ChXn
o r k
c t W
Subject to the constraints a;|X1 + a2X2 t.....+ ajnXn = b; (i= 1,2,..., m)
X1X2....Xn>0"

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Characteristics of Standard form

o
1. Objective function is of maximization type.
2.

P r
Allconstraints are expressed in the function of equality form except the
restrictions.
All variables are non- negative.

m
3.

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

r o than or equal" (2) form can be converted to the equality form by subtracting

p P "surplus" variables.

L p 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,
..
X);C=(c, C2, ., Cn )

b'= (b1, b2,.

bm); A= (aj)
i=1,2, ... m ;
j=1, 2,
..., n

Note: coefficients of slack and surplus variables in objective function are always
assumed to be zero.
 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.
23
Some of the examples of linear programming are:
2 0
a) A production manager planning to produce various products with the given

lo e
resources of raw materials, man-hours, and machine-time for each product must
y
tji K
determine how many products and quantities of each product to produce so as to
maximize the total profit.
An investor has a limited capital to invest in a number of securities such as
o
b)

on
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.
A marketing manager has at his disposal a budget for advertisement in such
M
c)
media as newspapers, magazines, radio and television. The manager would like

b y
to determine the extent of media mix which would maximize the advertising

k
effectiveness.
d)

o r
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

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the constraints of the demand for the products and location of markets, the
company would like to determine which warehouse should ship which product

c
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and how much of it to each market so that the total cost of shipment is

e)
minimized.

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Linear programming is also used in production smoothing. A manufacturer has to

P
determine the best production plan and inventory policy for future demands

m
which are subject to seasonal and cyclical fluctuations. The objective here is to

e
bl
minimize the total production and inventory cost.
f) A marketing manager wants to assign territories to be covered by salespersons.

r o The objective is to determine the shortest route for each salesperson starting from

P
his base, visiting clients in various places and then returning to the original point
of departure. Linear programnming can be used to determine the shortest route.

pp g) In the area of personnel management, similar to the travelling salesperson

L 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 MDEL
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
23
for limited resources and the relationships among these variables must be linear
and the variables must be quantifiable.
2 0
b)
c)
The outcomes of all activities are known with certainty.

lo e y
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

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decision variables. The purpose is to optimize the objective function which may be
maximization of profits or minimization of costs, and so on.
d)

n o
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)

M o
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.
All variables must assume non-negative values and be continuous so that fractional

y
f)

solution.
k b
value of the variables are permissible for the purpose of obtaining an optimal

o r
L.P.P- Special cases
c t W
Maximize Z= CX
ro je
We have seen a L.P.P is given in the form

P
Subject to constraints AX =
b; X>0

e m
bl
And the solution obtained is X= A'b

r o Thus we see that simplex solution obtained in the Tableau which is declared as
optimum basic feasible solution (0.B.F.S) contains inverse matrix A.

p Pcase of unbounded solutions: when L.P.P does not give finite values of variable X,

L p viz X1, X2, ...0, 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 X|-X2 S 10

2x1-X2 S 40
23
X1, X2>0

2 0
case of more than one optimum solution:

lo e y
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:
tji K
A basic feasible solution of a L.P.P is said to degenerate if at
least one of the basic variables is zero.

n o
Types of Degeneracy

a)
M o
First Iteration: Degeneracy can occur right in the first (initial tableau). This

b y
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.

r k
b) Subsequent Iteration: Degeneracy can also occur in subsequent iteration. This is

o
due to the fact that minimum Ratio values are the same for two rows. This will

Case of cyvcling:
c W
make choice difficult in selecting the 'Replacing Row.

t
o je
We have seen that when degeneracy exists, replacement of vector in the BASIS does

r
not improve objective function. Another difficulty encountered in degeneracy is that the

P
simplex Tableau gets repeated without getting optimum solution. Such occurrences in

m
L.P.P are called CYCLING. Fortunately, such L.P.Ps are very rare. Also, in such cases,

e
bl
certain techniques are developed to prevent cycling and reach optimum solution.

r o
Case of duality:

p PEvery 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

L p 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 LP.P. Many times, a given LP.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.
23
of a
2 0
y
Solution L.P.P

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

I :

tji K
Geometrical (or graphical) method If the objective function z is a function of two

n o
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

II.
procedure.

M o
Simplex method This is the most powerful tool of the linear programming as any
:

b y
problem can be solved by this method. Also, this method is an algebraic procedure
which progressively approaches the optimal solution. The procedure is straight

r k
forward and requires only time and patience to execute manually. Nowadays,
computational methods (using computers), are available for solving such problenms.

o
c tW
Geometrical (or Graphical) method for solvinga L.P.P

ro je
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 :

P
1. Formulate the problem into a LP.P

m
2. Each inequality in the constraint may be written as equality.

e
bl
3. Draw straight lines corresponding to the equations obtained in step 2. So there will
be as many straight lines as there are equations.

r o 4. Identify the feasible region. Feasible region is the area which satisfies all

p P constraints simultaneously.
5. The permissible region or feasible region is a many sided figure (a polygon). The

L p corner points of the figure are to be located and their co-ordinates (ie. x 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 - C;, 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, z; - c; <0 for t least one
variable. Only at the optimum do we have zj -c;>0 for all j.
23
Looking at this condition from the stand point of duality, we have
2 0
Zj - C;= ajyi - C;

lo e
Thus, when z; - C;<0, a,;y <G, which means that the dual is infeasible when the
y
tji K
primal is non-optimal.

On the other hand, when z; - c;>0, a,;yi> C;, which means that the dual becomes
feasible when the primal reaches optimality.
n o
M o
b y
o r k
c tW
ro je
P
e m
r o bl
p P
L p
 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
23
capacities are:

2 0
Milling capacity

Lathe capacity
300 machine hours/day

225 machine hours/day lo e y

Grinder capacity
tji K
100 machine hours/day

The numbers of machine hours required for each of the products are:
n o
Machine type
M o
Machine hours required
Product C

by
Product A Product B
Milling 12 4

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Lathe 6
Grinding 3 1
2

c t W
The net profits realized from each of the three products are: Rs: 20, Rs. 9 and Rs. 10

or je
from A, B and C respectively. The production manager desires to allocate the available
capacities amongst the three products for a maximum profit.

P
Let X1, x, and x3 be the quantity of products A, B and C
produced within the

m
available capacities to maximize the profit.

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

o
programming problem as,

r
p P Maximize, z = 20

Subject to
x +9 X2 + 10 x3
+3 +4 S 300
p
12 x1 x2 X3

L 6 x1

3 X +
+4 x + X3 S 225
x
+ 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 + Ox4 +0x5 + 0 x6

Subject to 12x1 +3x2 + 4x3 + x4 = 300
23
6x1 + 4x2 + x3 + x5 = 225
20
Where xX], X2
3x1 + x2 + 2x3 +x6 = 100

lo e
and x3 are structural variable and x4, X5, and x6 are stock variables
y
tji K
In order to simplify handling the educations in the problem, they can be placed

o
in a tabular form, known as a tableau. The initial tableau is given below

n
Simplex Tableau

C
Basis
: initial step
P
P2 P P4
M o Ps P Po
Poi

X4 12
6
3 4
1

b y 0
1
300
255
25
37.5
Xoi

k
X5

or
X6 3 2 0 1 100 33.3
Body Matrix Identity Matrix

C;

Z;
20

c t W 0
0

e
20 10

or j
P
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

m
the contribution per unit is zero. The reasoning is that no profits are made on unused

e
bl
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

r o
products are being manufactured. This is represented in the c row for the column

p Punder Po. Since no units are manufactured, the first solution is,

L p X1

X2
=0
=0
X4 = 300

X = 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 C 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 x; row are the amounts by which
contribution would be reduced if one unit of the variables X1, X2, X3, X4, X and x6 was
added to the product mix.

Another way of defining the variables of the

of the variables.
z; row is the contribution lost per unit

23
20
Simplex Tableau II

lo e y
tji K
C P
Basis P; P PA Ps P
Po
Xoi
20 X4 I12 25 100

o 30
X5 75

n 100
1
25
C

A=G-;
20
20 5 20/4
101
10

l3
0
2012

M o 0
0
0

b y
Simplex Tableau III

o r k
W
P
C
Basis P P
P4 Ps P6 Po

t
Xoi
"I30 70/4 525

c
20 X4
13
X5

je 0 30 -75

ro
1 70/4 175
X6
11
20
P 10 0
C

Z
20 9 76|15 45|15

e m 0 43|15

r o bl
Simplex Tableau IV

p PC; Basis P
P2 P3 PA P; P Po Poi

L p 20
9
X4

X5
0
103
330
350
33
400
11
1 1 175
X6
11
Ci 20 9 10 0
65 38 148
Z
20 9 10
33 33 33
0 65 38 148
33 33 33
 In tableau IV as all A, < 0, the solution has reached an optimum level. The
computational procedure comes to an end. Hence, the optimal solution is,

X1 =
350
X2 =
400 X3 = 175

= 20 X 350
33

400
+9x+
11

10 x 175
11

23
7000
33

3600 1750
11 11

2 0
33

7000
33
+ 5350
11

11
11

lo e y
77000+176550
363
253550
363
tji K
= 698,4848

n o
By
Z= 698.4848

M o
y
using Dual Problem

The dual of the above problem is,

k b
Minimize z* =300 y1 + 225
r
y2 + 100 y3

o
Subject to, 12 yi + 6

y +4 y2 + y3>9
c
y +3 y3
t W 20

je
3

ro4
y +
y2+2ys> 10

P Y1, y2, y3 >0

m
Introducing surplus variables and artificial variable, the above problem can be restated

e
bl
as follows:

r o Minimize z* = 300 y1 + 225 ya + 100 y3 + 0 y4 + 0 ys+ 0 yo+ w y + w ys+ w y

p P Subject to, 12 y + 6 y2 + 3 y3 - y4t y > 20

L p 3

4
y +4 y2 + y3
y + y2 +2 y3- y
- ys + ys

+
y9
>9
> 10
....
y1, y2, y3 Y90
 C Basis P P
P3 P4 P
P6 P
Ps P, Po Qi

12 6 3 -1 0 20

3 -] 0 1 0 9 3

4 1
2 -1 1 10

300 225 100 0

3
C; 3

19w 1l0 6w

2
Z
3

300
19w-300 1lw-225 60- 100
- Y4
0 0 0

2 0
C
0

300 225 100

1|
-|

0 -1
1 0

lo e
1
y4 16

tji K
Zi 300 150 754 7
12 -25 -) 25
-254 Zw-25 25 19

o
12

n Sl6 10/%
300 y 1 3/4
0

100
ys

C
0
0
300 225 100
1
0 -1
0

M o 0
()
1
19l6

by
11 50 50
300 1254-) 100
4 8 4 6 6
7
50
-100+ 0 50 -25+*
4 6 6
25
50
A

300
225
1
0
17
66
l33 ro k 4 2
11
2

11
1
1
33

W
11 33 11
15/33 4

t
100 y9 0
1*

c
C; 300 225 100 0 0

Z 300 225

0
or je 100
300
66

300
400
11

400
175
11

175 350
350
23
100

400
11
11

175
175
11

P
66 33 1
11

e m
Since all si < 0, the optimal solution has been obtained in the above tableau. The optimal

bl
148
solution is y=, y2 = and y3 =
-1 38

o
33 33 33

Pr Minimize z* =300 x 33
+ 225 x 38
33
+ 100 X
148
33

pp 8550+14800-300
33
23350-300
33
23050
33

L = 698,4848

=698.4848
 Fields where Linear Programming can be used
The problem for which linear programming provides a solution may be stated as
:

Maximize (or Minimize) some dependent variable which is a function of several

independent variables, when the independent variables are subjected to various
23
restrictions. The dependent variable is usually some economic objective such as profits,
production, costs, workweeks, tonnage to be shipped etc. More profits are generally
2
preferred to less profits and lower costs are preferred to higher costs. Hence, it is
0
lo e y
appropriate to represent either maximization or minimization of the dependent variables
as one of the firm's objective. Linear programming is usually concerned with such

tji K
objectives under given constraints with linearity assumptions. In fact, linear
programming is powerful enough to take in its strides a wide range of business
applications. The applications of L.P.P are numerous and are increasing every day. L.P

n o
is extensively used in solving resource allocation problems. Production planning and

M o
scheduling, transportation, sales and advertising, financial planning, portfolio analysis,
corporate planning etc. are some of its most fertile application areas. More specifically,

a) Agricultural
b y
linear programming has been successfully applied in the following fields:

applications: Linear programming can be applied in farm

o r k
management problems so far as it relates to the allocation of resources such as
acreage, labor, water supply or working capital in such a way as to maximize net
revenue.

c t W
b) Contract awards: Evaluation of enders by recourse to linear programming

ro je
guarantees that the awards are made in the cheapest way.

P
c) Industrial applications: Applications of linear programming in business and
industry are of the most diverse kind. Transportation problems concerning cost

e m
minimization can be solved using this technique. Te technique can be adopted in

bl
solving problems of production (product-mix) and inventory control as well.

r o Thus, Linear Programming is the most widely used technique of decision making
in business and industry in modern times in various fields as stated above.

p P
L p
 Limitations
1) There is no guarantee that linear programming will give integer valued equations.
For instance, solution may result in producing 8.291 cars. In such a situation, the
manager willexamine the possibility of producing 8 as well as 9 cars and will take

23
0
a decision which ensures higher profits subject to given constraints. Thus, rounding

get only a poor answer even by rounding. Then, integer programming techniques

y 2
can give reasonably good solutions in many cases but in some situations we will

lo e
alone can handle such cases.
2) Under linear programming approach, uncertainty is not allowed. The linear

tji K
programming model operates only when values for costs, constraints etc. are
known but in real life such factors may be unknown.

n o
3) The assumption of linearity is another formidable limitation of linear
programming. The objective functions and the constraint functions in the LP

M o
model are all linear. We are thus dealing with a system that has constant returns to
scale. In many situations, the input-output rate for an activity varies with the

y
activity level. The constraints in real life concerning business and industrial

b
problems are not linearly related to the variables, in most economic situations,
sooner or later, the law of diminishing marginal returns begins to operate. In this

k
o r
context, it can, however be stated that non-linear programming techniques are
available for dealing with such situations.

c t W
4) Linear programming will fail to give a solution if management have conflicting
multiple goals. In L.P model, there is only one goal which is expressed in the
objective function.

o je
Eg. maximizing the value of the profit function or minimizing he cost function, one

r
should resort to Goal programming in situations involving multiple goals.

P
All these limitations of linear programming indicate only one thing- that

m
linear programming cannot be made use of in all business problems. Linear

e
bl
programming is not a panacea for all management and industrial problems. But for
those problems where it can be applied, the linear programming is considered a ver

r ouseful and powerful tool.

p P
L p
 METHODOLOGY
23
2 0
The method of this project is by collecting data as much as possible and analyzing

lo e y
it. By this analysis, we can understand that importance and use of Linear Programming
Problemn in mathematics. It is decided to observe and collect various books in our
library. Net sources, books and instruments are my teaching aids. We can conclude the

tji K
project by knowing the various purposes and brief sketch of linear programming.

Reference Books:
n o
1. Mokhtar S. Bazaraa, John J. Jarvis and Hanif
Linear Programming and Network Flows, 2nd
M o D. Sherali, Winsto

Ed., John Wiley and Sons, India, 2004.

b y
2. F.S. Hillier and G.J. Lieberman, Introduction to

r k
Operations Research, 9th Ed., Tata McGraw Hill,
Singapore, 2009.
o
t W
3. Hamdy A. Taha, Operations Research, An Introduction,

c
8th Ed., Prentice-Hall India, 2006.

New Delhi, 2002.

ro je
4. G. Hadley, Linear Programming, Narosa Publishing House,

P
5. K. Swarup, P. K. Gupta and M. Mohan, Operations Research,

m
Sultan Chand & Sons, 1978.

e
bl
6. A. K. Bhunia and L. Sahoo, Advanced Operations Research,
Asian Books Private Limited, New Delhi, 2011.

r o7. Operations Research:

p P -
Applications and Algorithms
Wayne L. Winston

L p
 CONCLUSION

From this project we came to a conclusion that 'Linear programming' is like a vast
23
ocean where many methods, advantages, uses, requirements etc. can be seen. Linear

2
programming can be done in any sectors where there is less waste and more profit. By 0
lo e y
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 mnost
suitable L.P.
tji K
Also, we formulate an example for linear programming problem and done using

o
the two methods simplex method and dual problem. And came to a conclusion that L.P

n
o
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.
M
b y
o r k
c t W
ro je
P
e m
r o bl
p P
L p
 MONOJIT KOLEY
no- 202001050680 of 2020-21
Roll no:- 200341400012 Reg.

23
20
lo ey
tji K
n o
M o
THE rkFND
by
W o
c t
ro je
P
e m
r o bl
p P
L p