This action might not be possible to undo. Are you sure you want to continue?
Unit 2 Linear Programming Structure: 2.1 Introduction Learning objectives 2.2 Requirements Basic assumptions of linear programming problems 2.3 Linear Programming Canonical forms Case studies of linear programming problems 2.4 Graphical Analysis Some basic definitions 2.5 Graphical Methods to Solve Linear Programming Problems Working rule Solved problems on mixed constraints LP problem Solved problem for unbounded solution Solved problem for inconsistent solution Solved problem for redundant constraint 2.6 Summary 2.7 Terminal Questions 2.8 Answers to SAQs and TQs Answers to Self Assessment Questions Answers to Terminal Questions
2.9 References 2.1 Introduction Welcome to the unit of Operations Research on Linear Programming. Linear programming focuses on obtaining the best possible output (or a set of outputs) from a given set of limited resources. Minimal time and effort and maximum benefit coupled with the best possible output or a set of outputs is the mantra of any decision-maker. Today, decision-makers or managements have to tackle the issue of allocating limited and scarce resources at various levels in an organisation in the best possible manner. Man, money, machine, time and technology are some of these common resources. The management’s task is to obtain the best possible output (or a set of outputs) from these given resources. You can measure the output from factors, such as the profits, the costs, the social welfare, and the overall effectiveness. In several situations, you can express the output (or a set of outputs) as a linear relationship among several variables. You can also express the amount of available resources as a linear relationship among various system variables. The management’s dilemma is to optimise (maximise or minimise) the output or the objective function subject to the set of constraints. Optimisation of resources in which both the objective function and the constraints are represented by a linear form is known as a linear programming problem (LPP). Learning objectives By the end of this unit, you should be able to: · Construct linear programming problem and analyse a feasible region · Evaluate and solve linear programming problems graphically 2.2 Requirements of LPP The common requirements of a LPP are as follows. i. Decision variables and their relationship ii. Well-defined objective function iii. Existence of alternative courses of action iv. Non-negative conditions on decision variables 2.2.1 Basic Assumptions of LPP
LPP requires existence of _______. a11 x1 + a12 x2 + —– + a1n xn ~ b1 a21 x1 + a22 x2 + —– + a2n xn ~ b2 ——————————————am1 x1 + am2 x2 + ——. x2 ≥ 0. 2. _______. Divisibility: The solution of decision variables and resources can be non-negative values including fractions. Deterministic: All co-efficient of decision variables in the objective and constraints expressions are known and finite. 2. Both the objective function and constraints are expressed in _____ forms. Linearity: You need to express both the objective function and constraints as linear inequalities. You can define the general linear programming model as follows: Maximise or Minimise: Z = c1 x1 + c2 x2 + . Solution of decision variables can also be ____________. 3. Self Assessment Questions Fill in the blanks 1..3 Linear Programming The LPP is a class of mathematical programming where the functions representing the objectives and the constraints are linear. Optimisation refers to the maximisation or minimisation of the objective functions. Additivity: The value of the objective function and the total sum of resources used must be equal to the sum of the contributions earned from each decision variable and the sum of resources used by decision variables respectively.+ cn xn Subject to the constraints. ____ and _______. 2.1.+ amn xn ~ bm and x1 ≥ 0. ——————– xn ≥ 0 . 4.. 3..
where aij is the amount of resource i that must be allocated to each unit of activity j. in terms of the above formulation the coefficients cj. 3 —. x2. ≥ (greater than) or = (equal). The minimisation of a function is mathematically equivalent to the maximisation of the negative expression of this function.Where cj.. Note that. Here ~ is either ≤ (less than). 2. The objective function is of the maximisation type. You can represent any LPP in the canonical form by using five elementary transformations. 2.1 Canonical forms You can represent the general Linear Programming Problem (LPP) mentioned above in the canonical form as follows: Maximise Z = c1 x1+c2 x2 + —— + cn Subject to. 2. which are as follows: 1. All constraints are of ≤ type. That is. 2. the ―worth‖ per unit of activity is equal to cj. 3. 3. + cn xn is equivalent to Maximise – Z = – c1x1 – c2x2 – … – cn xn .n) are constants determined from the technology of the problem and xj (j = 1. If bi is the available amount of resources i. x3. j = 1. … xn ³ 0. 1. 3 ——. m. The following are the characteristics of this form. bi aij are interpreted physically as follows. Minimise Z = c1 x1 + c2x2 + ……. 2. a11 x1 + a12 x2 + —— + a1n xn £ b1 a21 x1 + a22 x2 + —— + a2n xn £ b2 ——————————————– am1 x1+am2 x2 + …… + amn xn £ bm x1. bi and aij (i = 1. ….n) are the decision variables.3. All decision variables are non-negative.
≤ 0 or zero) is equivalent to the difference between 2 non-negative variables. Any inequality in one direction (≤ or ≥) may be changed to an inequality in the opposite direction (≥ or ≤) by multiplying both sides of the inequality by –1. B and C respectively per week (6 days). 1. x– ≤ 0 Caselet An automobile company has two units X and Y which manufacture three different models of cars . For example: 2x1+3x2 = 5 can be written as 2x1+3x2 ≤ 5 and 2x1+3x2 ≥ 5 or 2x1+3x2 ≤ 5 and – 2x1 – 3x2 ≤ – 5 4.2 Case Studies of linear programming problems . An equation can be replaced by two inequalities in opposite direction. It costs the company Rs. B and C respectively per day.2. For example: if x is unconstrained in sign then x = (x+ – x–) where x+ ≥ 0. An inequality constraint with its left hand side in the absolute form can be changed into two regular inequalities. On a day unit X manufactures 200. B and C. The company has to supply 1500. 2.000 per day to run the units X and Y respectively. The operations manager has to decide on how many days per week should each unit be operated to meet the current demand at minimum cost. 1. The operations manager along with his team uses a LPP model to arrive at the minimum cost solution.000 and Rs. 200 and 300 cars of A. 250 and 400 cars and unit Y manufactures 180. 2500.3.20. The variable which is unconstrained in sign (≥ 0.00.A. and 3000 cars of A. For example: 2x1+3x2 ≤ 5 is equivalent to 2x1+3x2 ≤ 5 and 2x1+3x2 ≥ – 5 or – 2x1– 3x2 ≤ 5 5. For example 2x1+3x2 ³ 5 is equivalent to –2x1–3x2 £ –5 3.
Self Assessment Questions State True/False 4.4 Graphical Analysis . One of the characteristics of canonical form in the objective function must be of maximisation. 2x – 3y ≤ 10 can be written as -2x + 3y ≥-10 2. 5.
70) (put x1 = 0 in 4x1 + 3x2 = 210 and solve for x2). Similarly the line 2x1+x2 = 90 meets the x1-axis at the point C(45. . Example Let’s look at the following illustration. 0) (put x2 = 0 and solve for x1 in 4x1 + 3x2 = 210) and the x2 – axis at the point B (0.50.You can analyse linear programming with 2 decision variables graphically. Figure 2.1: Linear programming with 2 decision variables Any point on the line 4x1+3x2 = 210 or inside the shaded portion will satisfy the restriction of the inequality. x2 ³ 0 Let the horizontal axis represent x1 and the vertical axis x2. First. 4x1+3x2 £ 210. draw the line 4x1 + 3x2 = 210. Maximise Z = 700 x1+500 x2 Subject to 4x1+3x2 £ 210 2x1+x2 £ 90 and x1 ³ 0. (by replacing the inequality symbols by the equality) which meets the x1-axis at the point A (52. 90). 0) and the x2 – axis at the point D(0.
Figure 2. you can sketch the area as follows: Figure 2. 2.1 Some basic definitions .4. This region is called feasible region.2: Linear programming with 2 decision variables Combining the two graphs.3: Feasible region The 3 constraints including non-negativity are satisfied simultaneously in the shaded region OCEB.
. where you plot the solution space enclosed by the constraints. A linear inequality in two variables is known as a _________. since a linear function attains extreme (maximum or minimum) values only on the boundary of the region.5 Graphical Methods to Solve LPP Solving a LPP with 2 decision variables x1 and x2 through graphical representation is easy. 7. The collection of all feasible solutions is known as the ________ region. 2. Consider x1 x2 – the plane. The solution space is a convex set bounded by a polygon. You can consider the vertices of the polygon and find the value of the objective function in these vertices.Note: The objective function is maximised or minimised at one of the extreme points referred to as optimum solution. Extreme points are referred to as vertices or corner points of the convex regions. Self Assessment Questions Fill in the blanks 6. Compare the vertices of the objective function at these vertices to obtain the optimal solution of the problem.
x2) which correspond to the desired extreme value of Z. Identify the greatest and least of these values. These are respectively the maximum and minimum value of Z. Step 3: Identify the convex polygon region relevant to the problem. The working rule for the method is as follows. Step 1: Write down the equations by replacing the inequality symbols by the equality symbols in the given constraints. This is an optimal solution of the problem . Step 4: Determine the vertices of the polygon and find the values of the given objective function Z at each of these vertices.1 Working rule The method of solving a LPP on the basis of the above analysis is known as the graphical method.2. Step 2: Plot the straight lines represented by the equations obtained in step I.5. Decide on which side of the line. Step 5: Identify the values of (x1. the half-plane is located.
2 Solved problems on mixed constraints LP problem .2.5.
. you may have: i) a unique optimal solution or ii) many number of optimal solutions or iii) an unbounded solution or iv) no solutions.In linear programming problems.
3 Solved problem for unbounded solution .2.5.
4 Solved problem for inconsistent solution .5.2.
2.5 Solved problem for redundant constraint .5.
The problems must have a well-defined objective function expressed in terms of the decision variable.6 Summary In a LPP. . The optimum value occurs anywhere in feasible region 2. The feasible region is a convex set 9.Self Assessment Questions State True/False 8. you first identify the decision variables with economic or physical quantities whose values are of interest to the management.
which maximise or minimise the objectives function is located on the extreme point of the convex set formed by the feasible solutions. Here.P. A LPP with two decision variables can be solved graphically. The decision variables interact with each other through some constraints. 2. Each unit of product 1 requires processing for 1 minute at D1 and 3 minutes at D2. technical. 3 per unit and the net profit on product 2 is Rs. the net profit on product 1 is Rs.7 Terminal Questions 1. Mathematically formulate the problem. legal or variety of other reasons.The objective function is to maximise the resources when it expresses profit or contribution. Alternate course of action . stipulation on quality. A firm manufactures two products. The collection of all feasible solutions is known as a feasible region. The value of the decision variables. x2 ³ 0 2.8 Answers to SAQs and TQs Answers to Self Assessment Questions 1. 2. Use the graphical method to solve the LPP. the objective function indicates that cost has to be minimised. Sometimes the problem may be unfeasible indicating that no solution exists for the problem. each unit of product 2 requires processing for 2 minute at D1 and 2 minutes at D2. Maximise Z= 5x1 + 3x2 Subject to: 3x1 + 5x2 £ 15 5x1 + 2x2 £ 10 x1. Any non-negative solution satisfying all the constraints is known as a feasible solution of the problem. Formulate this as a problem in L. The manufacturing process is such that each product has to be processed in two departments D1 and D2. Linear 2. How much of products 1 and 2 should be produced every day so that total profit is maximum. These constraints arise due to limited resources. Machine time available per day is 860 minutes at D1 and 1200 minutes at D2. The objective function and the constraints are linear functions of the decision variables.P. 5 per unit. The feasible region of a LPP is a convex set.
True 5. subject to x1 + 2x2 £ 800 (minutes) 3x1 + 2x2 £ 1200 (minutes) x1. x2 ³ 0 . True 6. Fractious 4. Feasible 7. False Answers to Terminal Questions 1.3. Half-plan 8. Maximise 3x1 + 5x2. True 9. 2.
This action might not be possible to undo. Are you sure you want to continue?
We've moved you to where you read on your other device.
Get the full title to continue listening from where you left off, or restart the preview.