Linear programming

Linear programming is a mathematical optimization technique used to maximize or

minimize a linear objective function subject to a set of linear constraints. It is widely used in
various fields such as engineering, economics, operations research, and management science.

The basic idea behind linear programming is to identify the values of decision variables
that optimize the objective function while satisfying the constraints. The decision variables
represent the unknown quantities that need to be determined in order to solve the problem, and
the objective function is the mathematical expression that needs to be optimized.

Linear programming problems can be formulated using mathematical notation and solved
using computer algorithms. The solution to a linear programming problem consists of the values
of the decision variables that optimize the objective function, as well as the optimal value of the
objective function itself.

Linear programming has many practical applications, such as optimizing production

schedules, resource allocation, and transportation logistics. It is also used in finance, marketing,
and other business fields to optimize resource allocation and minimize costs.

1
 Basic concept
The basic concept of linear programming is to find the optimal solution to a problem that
involves linear relationships among variables, subject to constraints on the variables.

Linear programming problems involve identifying the values of decision variables that optimize a
linear objective function, subject to constraints that are expressed as linear inequalities or
equations. The decision variables represent the unknown quantities that need to be determined
in order to solve the problem, and the objective function is the mathematical expression that
needs to be optimized.

The constraints on the variables limit the feasible region of possible solutions, and the optimal
solution is the point that maximizes or minimizes the objective function while satisfying all the
constraints. The feasible region can be represented graphically as a region in the coordinate
plane, and the optimal solution is the point within the feasible region that lies on the objective
function's optimal contour line.

Linear programming can be used to solve a wide range of practical problems, such as production
planning, resource allocation, transportation logistics, and financial optimization. The
mathematical algorithms used to solve linear programming problems are well-developed and
can handle large-scale problems with thousands of decision variables and constraints.

2
 Practical applications or Use of Linear programming
Linear programming has many practical applications in various fields, including:

1. Production planning: Linear programming can be used to optimize production schedules,

by determining the optimal quantities of different products to produce given certain
constraints, such as production capacity and demand.

2. Resource allocation: Linear programming can be used to allocate resources efficiently,

such as assigning workers to different tasks or distributing raw materials among different
production facilities.

3. Transportation logistics: Linear programming can be used to optimize transportation

routes and schedules, such as determining the most cost-effective way to ship goods from
one location to another.

4. Financial optimization: Linear programming can be used in finance and investment to

optimize resource allocation and minimize costs, such as determining the optimal mix of
investments in a portfolio.

5. Marketing: Linear programming can be used in marketing to optimize advertising budgets

and pricing strategies, by determining the optimal allocation of resources given constraints
on available funds and target audience.

6. Agriculture: Linear programming can be used in agriculture to optimize crop selection, by

determining the optimal mix of crops to grow given constraints such as soil type, weather
conditions, and market demand.

7. Health care: Linear programming can be used in health care to optimize resource
allocation, such as determining the optimal allocation of staff and resources in a hospital
or clinic.

Overall, linear programming is a powerful tool for decision-making and optimization in many
different fields, and its applications are virtually endless.

3
 Limitations of linear programming
Linear programming has some limitations that should be taken into account when applying this
technique to real-world problems:

1. Linearity: Linear programming models assume that the relationships between decision
variables and constraints are linear. This means that the optimal solution is a straight line,
and the relationships between the variables and the objective function must be linear. In
practice, many real-world problems may not have linear relationships, which can limit the
accuracy and usefulness of linear programming models.

2. Continuous variables: Linear programming models assume that decision variables are
continuous, meaning they can take on any value within a range of possible values. This can
be a limitation when dealing with discrete or binary variables, such as the decision to hire
or not hire an employee, which can only take on discrete values.

3. Complexity: Linear programming models can become complex and difficult to solve when
dealing with large numbers of variables and constraints. Solving large-scale linear
programming models can require significant computational resources and time, which can
limit their practicality in some situations.

4. Sensitivity to input parameters: Linear programming models are sensitive to changes in

input parameters such as the objective function coefficients and constraint coefficients.
Small changes in these parameters can lead to significant changes in the optimal solution,
which can limit the reliability of linear programming models.

5. No guarantee of global optimality: Linear programming models can only guarantee finding
a local optimal solution, not a global optimal solution. This means that the optimal
solution found by linear programming may not be the best possible solution for the
problem.

Overall, despite its limitations, linear programming remains a useful and widely-used
optimization technique that can provide valuable insights and solutions for many real-world
problems.

4
 Alternatives of Linear programming
There are several alternative optimization techniques to linear programming, which can be used
depending on the specific problem and the nature of the variables and constraints involved.
Some of the common alternatives to linear programming include:

1. Nonlinear programming: Nonlinear programming techniques can be used when the

relationships between variables and constraints are nonlinear. This allows for a more
flexible and accurate representation of real-world problems than linear programming.

2. Integer programming: Integer programming allows for the use of integer or binary
variables in the optimization problem, which can be useful when dealing with discrete or
binary decisions, such as the decision to hire or not hire an employee.

3. Dynamic programming: Dynamic programming techniques are used when the optimization
problem involves a sequence of decisions over time, and the optimal solution depends on
the decisions made in each time period.

4. Stochastic programming: Stochastic programming techniques are used when the

optimization problem involves uncertainty or risk, and the optimal solution must take into
account the probability of different outcomes.

5. Multi-objective programming: Multi-objective programming techniques are used when the

optimization problem involves multiple conflicting objectives, such as minimizing cost and
maximizing customer satisfaction.

6. Constraint programming: Constraint programming techniques can be used when the

optimization problem involves complex logical constraints and rules, which can be difficult
to represent in a linear programming model.

Each of these alternative optimization techniques has its own strengths and weaknesses, and the
choice of technique depends on the specific problem and the nature of the variables and
constraints involved.

5
 Examples of Linear programming
Here are some examples of real-world applications of linear programming:

1. Production planning: A manufacturing company wants to determine the optimal

production schedule for its products given certain constraints, such as production capacity
and demand. Linear programming can be used to determine the quantities of each
product that should be produced to maximize profit.

2. Resource allocation: A hospital wants to allocate its staff and resources efficiently to
minimize costs and improve patient outcomes. Linear programming can be used to
determine the optimal allocation of staff to different wards, given constraints such as
available resources and patient needs.

3. Transportation logistics: A shipping company wants to determine the most cost-effective

way to ship goods from one location to another, given constraints such as shipping routes
and costs. Linear programming can be used to determine the optimal transportation
schedule and route to minimize costs and delivery times.

4. Financial optimization: An investor wants to determine the optimal mix of investments in a

portfolio, given constraints such as risk tolerance and expected return. Linear
programming can be used to determine the optimal allocation of resources to different
investments to maximize return while minimizing risk.

5. Marketing: A company wants to optimize its advertising budget and pricing strategy to
maximize profit, given constraints such as available funds and target audience. Linear
programming can be used to determine the optimal allocation of resources to different
advertising channels and pricing strategies.

6. Agriculture: A farmer wants to determine the optimal mix of crops to grow given
constraints such as soil type, weather conditions, and market demand. Linear
programming can be used to determine the optimal allocation of resources to different
crops to maximize profit while minimizing risk.

Overall, linear programming can be used to solve a wide range of real-world problems in various
fields, and its applications are virtually endless.

6
 Model formulation
Model formulation in linear programming involves translating a real-world problem into a
mathematical model that can be solved using linear programming techniques. The process of
model formulation involves several key steps:

1. Identify the decision variables: The first step in model formulation is to identify the
decision variables that will be used to represent the decisions that need to be made. For
example, in a production planning problem, the decision variables might represent the
quantities of each product that should be produced.

2. Define the objective function: The objective function is a mathematical expression that
represents the goal of the optimization problem. In linear programming, the objective
function is typically a linear combination of the decision variables that needs to be
maximized or minimized. For example, in a production planning problem, the objective
function might be to maximize profit.

3. Formulate the constraints: Constraints represent the limitations or restrictions that must
be satisfied in order to achieve the objective. Constraints can be mathematical expressions
that involve the decision variables, constants, and inequalities or equalities. For example,
in a production planning problem, the constraints might represent production capacity
and demand.

4. Verify the model: Once the model has been formulated, it is important to verify that it
accurately represents the real-world problem and that all constraints and variables are
correctly defined.

5. Solve the model: Finally, the model can be solved using linear programming techniques,
which involves finding the optimal solution that satisfies all constraints and maximizes or
minimizes the objective function.

Overall, model formulation is a critical step in the linear programming process, as it ensures that
the model accurately represents the real-world problem and that the optimal solution is both
feasible and optimal within the given constraints.

7
 Solution Methods
There are several solution methods for linear programming problems, which can be categorized
into two main types: exact and approximate methods.

1. Exact methods: Exact methods are guaranteed to find the optimal solution to a linear
programming problem, but they can be computationally intensive and may not be
practical for large-scale problems. Some common exact methods include:
a) Simplex method: The simplex method is the most widely used method for solving
linear programming problems. It involves iteratively moving from one basic feasible
solution to another until the optimal solution is reached.

b) Interior point method: The interior point method is an alternative to the simplex
method that can be more efficient for large-scale problems. It involves solving a
series of unconstrained optimization problems that approximate the linear
programming problem.