What is Lineai Piogiamming.

Lineai piogiamming (LP) is a mathematical methou

foi ueteimining a way to achieve the best outcome
(such as maximum piofit oi lowest cost) in a given
mathematical mouel foi some list of iequiiements
iepiesenteu as lineai equations.
Nany applications in mathematics involve systems of
inequalitiesequations. Consiuei the following
example:
'~t_=/ -~, / =
xample
A fuinituie uealei ueals in only two items-tables anu chaiis. Be
has Rs , to invest anu has stoiage space of at most
pieces. A table costs Rs anu a chaii Rs . Be estimates
that fiom the sale of one table, he can make a piofit of Rs anu
that fiom the sale of one chaii a piofit of Rs . Be wants to know
how many tables anu chaiis he shoulu buy fiom the available
money so as to maximise his total piofit, assuming that he can
sell all the items which he buys.
Such type of pioblems which seek to maximise (oi, minimise)
piofit (oi, cost) foim a geneial class of pioblems calleu
optimisation pioblems. Thus, an optimisation pioblem may
involve finuing maximum piofit, minimum cost, oi minimum use
of iesouices etc. A special but a veiy impoitant class of
optimisation pioblems is lineai piogiamming pioblem. The
above stateu optimisation pioblem is an example of lineai
piogiamming. Lineai piogiamming pioblems aie of much
inteiest because of theii wiue applicability in inuustiy,
commeice, management science etc.
'~t_=/ -~, /
n this example, we obseive that
. The uealei can invest his money in buying tables oi chaiis oi
combination theieof. Fuithei he woulu eain uiffeient piofits by
following uiffeient investment stiategies.
. Theie aie ceitain oveiiiuing conuitions oi constiaints viz., his
investment is limiteu to a maximum of Rs , anu so is his
stoiage space which is foi a maximum of pieces. Suppose he
ueciues to buy tables only anu no chaiis, so he can buy -
, i.e., tables. Bis piofit in this case will be Rs ( ),
i.e., Rs .Suppose he chooses to buy chaiis only anu no tables.
With his capital of Rs ,, he can buy - , i.e.
chaiis. But he can stoie only pieces. Theiefoie, he is foiceu to
buy only chaiis which will give him a total piofit of Rs (
), i.e., Rs . Theie aie many othei possibilities, foi instance,
he may choose to buy tables anu chaiis, as he can stoie only
pieces. Total piofit in this case woulu be Rs ( +
), i.e., Rs anu so on.
We, thus, finu that the uealei can invest his money in uiffeient
ways anu he woulu eain uiffeient piofits by following uiffeient
investment stiategies. Now the pioblem is : Bow shoulu he invest
his money in oiuei to get maximum piofit. To answei this
question, let us tiy to foimulate the pioblem mathematically.
'~t_=/ -~, / +
Let x be the numbei of tables anu y be the numbei of chaiis that the
uealei buys. 0bviously, x anu y must be non-negative, i.e.,
x >
y >
The uealei is constiaineu by the maximum amount he can invest
(Beie it is Rs ,) anu by the maximum numbei of items he can
stoie (Beie it is ). Stateu mathematically,
x + y < (investment constiaint)ie:-
x + y < anu
x + y <
The uealei wants to invest in such a way so as to maximise his piofit,
say, Z which stateu as a function of x anu y is given by
Z = x + y (calleu objective function)
Nathematically, the given pioblems now ieuuces to:
Naximise Z = x + y subject to the constiaints:
x + y <
x + y <
x > , y >
So, we have to maximise the lineai function Z subject to ceitain
conuitions ueteimineu by a set of lineai inequalities with vaiiables
as non-negative
'~t_=/ -~, / :
}
(Non-negative Constiaints)
..()
..()
..()
..()
..()
'~t_=/ -~, /
Let us giaph the constiaints stateu
as lineai inequalities. The giaph of
this system (shaueu iegion)
consists of the points common to all
half planes ueteimineu by the
inequalities () to ().
ach point in this iegion iepiesents
a feasible choice open to the uealei
foi investing in tables anu chaiis.
The iegion, theiefoie, is calleu the
feasible iegion foi the pioblem.
veiy point of this iegion is calleu a
feasible solution to the pioblem.
The iegion othei than feasible
iegion is calleu an infeasible iegion.
\timal {feasible] solution: Any
point in the feasible iegion that
gives the optimal value (maximum
oi minimum) of the objective
function is calleu an optimal
solution.Since theie aie infinitely
many points, it is not eviuent how
we shoulu go about finuing a point
that gives a maximum value of the
objective function Z = x + y.
To hanule this situation, we use the
following theoiems
Theoiems
eorem : Let R be the feasible iegion (convex polygon)
foi a lineai piogiamming pioblem anu let Z = a+ Tbe
the objective function. When Z has an optimal value
(maximum oi minimum), wheie the vaiiables anu aie
subject to constiaints uesciibeu by lineai inequalities, this
optimal value must occui at a coinei point* (veitex) of the
feasible iegion.
eorem : Let R be the feasible iegion foi a lineai
piogiamming pioblem, anu let Z = S+ Tbe the objective
function. f R is bounded, then the objective function Z has
both a maximum anu a minimum value on R anu each of
these occuis at a coinei point (veitex) of R.
'~t_=/ -~, /
Coinei Point Nethou
n the above example, the coinei points (veitices) of the
bounueu (feasible) iegion aie: 0, A, B anu C anu it is easy to
finu theii cooiuinates as (, ), (, ), (, ) anu (, )
iespectively. Let us now compute the values of Z at these
points. We have
We obseive that the maximum piofit to the uealei iesults
fiom the investment stiategy (, ), i.e. buying tables
anu chaiis. This methou of solving lineai piogiamming
pioblem is iefeiieu as Coinei Point Nethou.
'~t_=/ -~, / '
Applications of Lineai
Piogiamming`
.Manufacturing \roblems: n these pioblems, we ueteimine
the numbei of units of uiffeient piouucts which shoulu be
piouuceu anu solu by a fiim when each piouuct iequiies a fixeu
manpowei, machine houis, laboui houi pei unit of piouuct,
waiehouse space pei unit of the output etc., in oiuei to make
maximum piofit.
.Diet \roblems: n these pioblems, we ueteimine the amount
of uiffeient kinus of constituentsnutiients which shoulu be
incluueu in a uiet so as to minimise the cost of the uesiieu uiet
such that it contains a ceitain minimum amount of each
constituentnutiients.
.rans\ortation\roblems: n these pioblems, we ueteimine a
tianspoitation scheuule in oiuei to finu the cheapest way of
tianspoiting a piouuct fiom plantsfactoiies situateu at uiffeient
locations to uiffeient maikets.
'~t_=/ -~, /
llustiations
] {Diet \roblem] A uietician has to uevelop a special uiet using
two foous P anu Q. ach packet (containing g) of foou P
contains units of calcium, units of iion, units of
cholesteiol anu units of vitamin A. ach packet of the same
quantity of foou Q contains units of calcium, units of iion,
units of cholesteiol anu units of vitamin A. The uiet iequiies
atleast units of calcium, atleast units of iion anu at most
units of cholesteiol. Bow many packets of each foou shoulu
be useu to minimise the amount of vitamin A in the uiet. What is
the minimum amount of vitamin A.
olution: Let x anu y be the numbei of packets of foou P anu Q
iespectively.0bviously x > , y > . Nathematical foimulation of
the given pioblem is as follows:
Ninimise Z = x + y (vitamin A) subject to the constiaints
x + y > (constiaint on calcium), i.e. x + y > 8 ... ()
x + y > (constiaint on iion), i.e. x + y > ... ()
x + y < (constiaint on cholesteiol), i.e. x + y < ... ()
x > , y > ... ()
'~t_=/ -~, / /
'~t_=/ -~, / //
Let us giaph the inequalities () to
().The feasible iegion (shaueu)
ueteimineu by the constiaints () to
() is shown in the figuie.
The cooiuinates of the coinei points
L, N anu N aie (, ), (, ) anu
(, ) iespectively. Let us evaluate Z
at these points:
Fiom the table, we finu that Z is
minimum at the point (, ). Bence,
the amount of vitamin A unuei the
constiaints given in the pioblem will
be minimum, if packets of foou P
anu packets of foou Q aie useu in
the special uiet. The minimum amount
of vitamin A will be units.
] {rans\ortation \roblem] Theie aie two factoiies
locateu one at place P anu the othei at place Q. Fiom
these locations, a ceitain commouity is to be
ueliveieu to each of the thiee uepots situateu at A, B
anu C. The weekly iequiiements of the uepots aie
iespectively , anu units of the commouity while
the piouuction capacity of the factoiies at P anu Q
aie iespectively 8 anu units. The cost of
tianspoitation pei unit is given below:
Bow many units shoulu be tianspoiteu fiom each
factoiy to each uepot in oiuei that the tianspoitation
cost is minimum. What will be the minimum
tianspoitation cost.
///+=// -~, / /=
///+=// -~, / /
olution:The pioblem can be
explaineu uiagiammatically
as follows: Let x units anu y
units of the commouity be
tianspoiteu fiom the factoiy
at P to the uepots at A anu B
iespectively. Then (8 - x - y)
units will be tianspoiteu to
uepot at C.
Bence, we have
x > , y > anu 8 - x - y >
ie:- x > , y > anu
x + y < 8
Now, the weekly iequiiement of the uepot at A is units of the
commouity. Since x units aie tianspoiteu fiom the factoiy at P,
the iemaining ( - x) units neeu to be tianspoiteu fiom the
factoiy at Q. 0bviously, - x > , i.e. x < .Similaily, ( - y) anu
- ( - x + - y) = x + y - units aie to be tianspoiteu fiom the
factoiy at Q to the uepots at B anu C iespectively.
Thus, - y > , x + y - >
ie:- y< , x+y>
Total tianspoitation cost Z is given by Z= x+ y+(-x)
+ ( - y) + (x + y - ) + (8 - x - y)= (x - y +
9).Theiefoie, the pioblem ieuuces to
Ninimise Z = (x - y + 9) subject to the constiaints:
x > , y > ... ()
x+y<8 ... ()
x< ... ()
y< ... () anu
x+y> ... ()
///+=//
-~, /
/+
'~t_=/ -~, / /:
The shaueu iegion ABCBF iepiesenteu by
the constiaints () to () is the feasible
iegion.The cooiuinates of the coinei points
of the feasible iegion aie (, ), (, ), (, ),
(, ), (, ) anu (, ).Let us evaluate Z at
these points.
Fiom the table, we see that the minimum
value of Z is at the point (, ).Bence,
the optimal tianspoitation stiategy will be to
uelivei , anu units fiom the factoiy at P
anu , anu units fiom the factoiy at Q to
the uepots at A, B anu C iespectively.
Coiiesponuing to this stiategy, the
tianspoitation cost woulu be minimum, i.e.,
Rs .