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Unit2

LinearProgramming

Structure

2.1 2.2.

Introduction Requirements 2.2.1BasicassumptionsofL.P.P

2.3.

LinearProgramming 2.3.1Canonicalforms 2.3.2Examplesofalinearprogrammingproblem

2.4.

Graphicalanalysis 2.4.1Somebasicdefinitions

2.5

GraphicalMethodstosolveL.P.P 2.5.1 WorkingRule: 2.5.2 Examples6formixedconstraintsLPproblem 2.5.3 Examples9forUnboundedSolution 2.5.4 Examples10forInconsistent: 2.5.5 Examples11forredundantConstraint:

2.6.

Summary TerminalQuestions AnswerstoSAQstoTQs

2.1

Introduction

One of the most important problems in management decision is to allocate limited and scarce resourceamongcompetingagenciesinthebestpossiblemanner.Resourcesmayrepresentman, money, machine, time, technology on space. The task of the management is to derive the best possible output (or set of outputs) under given restraints on resources. The output may be measured in the form of profits, costs, social welfare, effectiveness, etc. In many situations the output (or the set of outputs) can be expressed as a linear relationship among a number of variables.Theamountofavailableresourcescanalsobeexpressedasalinearrelationshipamong somesystemvariables.Themanagementproblemmaybetooptimize(maximizeorminimize)the outputortheobjectivefunctionsubjecttothesetofconstraintsAnoptimizationprobleminwhich

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boththeobjectivefunctionandtheconstraintsarerepresentedbylinearformsisaprobleminlinear programming.

LearningObjectives: Afterstudyingthisunit,youshouldbeabletounderstandthefollowing

1. FormulatetheLPPandobservethefeasibleregion. 2. GraphicallyanalyzeandsolveaL.P.P.

2.2 RequirementsofL.P.P
i. Decisionsvariablesandtheirrelationship ii. Welldefinedobjectivefunction iii. Existenceofalternativecoursesofaction iv. Nonnegativeconditionsondecisionvariables. 2.2.1 BasicassumptionsofL.P.P 1.Linearity:Bothobjectivefunctionandconstraintsmustbeexpressedaslinearinequalities. 2.Deterministic:Allcoefficientofdecisionvariablesintheobjectiveandconstraintsexpressions shouldbeknownandfinite. 3.Additivity:Thevalueofobjectivefunctionforthegivenvaluesofdecisionvariablesandthe totalsumofresourcesused,mustbeequaltosumofthecontributionsearnedfromeach decisionvariableandthesumofresourcesusedbydecisionvariablesrespectively. 4.Divisibility:Thesolutionofdecisionvariablesandresourcescanbeanynonnegativevalues includingfractions.

SelfAssessmentQuestions1 Fillintheblanks

1. Bothobjectivefunctionandconstraintsareexpressedin_________forms. 2. L.P.Prequiresexistenceof____________________________________. 3. Solutionofdecisionvariablescanalsobe___________

2.3 LinearProgramming The Linear Programming Problem (LPP) is a class of mathematical programming in which the functions representing the objectives and the constraints are linear. Here, by optimization, we

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mean either to maximize or minimize the objective functions. The general linear programming modelisusuallydefinedasfollows: MaximizeorMinimize Z=c1 x1 +c2 x2 ++cn xn subjecttotheconstraints, a11 x1 +a12 x2 ++a1n xn ~ b1 a21 x1 +a22 x2 ++a2n xn ~ b2 am1 x1 +am2 x2 ++amn xn ~ bm and x1 0,x2 0, xn 0. Where cj, bi and aij (i = 1, 2, 3, .. m, j = 1, 2, 3 n) are constants determined from the technologyoftheproblemandxj (j=1,2,3n)arethedecisionvariables.Here ~ iseither (less than), (greater than) or = (equal). Note that, in terms of the above formulation the coefficientcj,aij,bj areinterpretedphysicallyasfollows.Ifbi istheavailableamountofresources i,whereaij istheamountofresourcei,thatmustbeallocatedtoeachunitofactivityj,theworth perunitofactivityisequaltocj.

2.3.1Canonicalforms: ThegeneralLinearProgrammingProblem(LPP)definedabovecanalwaysbeputinthefollowing formwhichiscalledasthecanonicalform: Maximise Z=c1 x1+c2 x2 ++cn xn Subjectto a11x1 +a12 x2 ++a1nxn b1 a21 x1 +a22 x2 ++a2n xn b2 am1 x1+am2 x2++amn xn bm x1,x2,x3,xn 0. Thecharacteristicsofthisformare: 1) alldecisionvariablesarenonnegative. 2) allconstraintsareof type.

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3) theobjectivefunctionisofthemaximizationtype. AnyLPPcanbeputinthecannonicalformbytheuseoffiveelementarytransformations: 1. The minimization of a function is mathematically equivalent to the maximization of the negative expression of this function. That is, Minimize Z = c1 x1 + c2x2 + . + cn xn is equivalentto MaximizeZ=c1x1 c2x2 cnxn. 2. Any inequality in one direction ( or ) may be changed to an inequality in the opposite direction( or )bymultiplyingbothsidesoftheinequalityby 1. Forexample2x1+3x2 5isequivalentto2x13x2 5. 3. Anequationcanbereplacedbytwoinequalitiesinoppositedirection.Forexample,2x1+3x2 = 5canbewrittenas2x1+3x2 5and2x1+3x2 5or2x1+3x2 5and2x1 3x2 5. 4. Aninequalityconstraintwithitslefthandsideintheabsoluteformcanbechangedintotwo regularinequalities.Forexample:|2x1+3x2 | 5isequivalentto2x1+3x2 5and2x1+3x2 5 or 2x1 3x2 5. 5. The variable which is unconstrained in sign (i.e., 0, 0 or zero) is equivalent to the differencebetween2nonnegativevariables.Forexample,ifxisunconstrainedinsignthenx
+ + =(x x )wherex 0, x 0.

2.3.2ExamplesOfALinearProgrammingProblem: Example1:Afirmengagedinproducing2models,viz.,ModelAandModelB,performsonly3 operationspainting,assemblyandtesting.Therelevantdataareasfollows: UnitSalePrice ModelARs.50.00 ModelBRs.80.00 Hoursrequiredforeachunit Assembly 1.0 1.5 Painting 0.2 0.2 Testing 0.0 0.1

Totalnumberofhoursavailableeachweekareasunderassembly600,painting100,testing30. Thefirmwishestodeterminetheweeklyproductmixsoastomaximizerevenue. Solution:Letusfirstwritethenotationsasunder: Z x1 x2 b1 : : : Totalrevenue NumberofUnitsofModelA NumberofUnitsofModelB

X1,X2 :Areknownasdecisionvariables : Weeklyhoursavailableforassembly

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b2 b3

: :

Weeklyhoursavailableforpainting Weeklyhoursavailablefortesting.

Since the objective (goal) of the firm is to maximize its revenue, the model can be stated as follows: Theobjectivefunction,Z=50x1 +80x2 istobemaximizedsubjecttotheconstraints 1.0 x1+1.5x2 600,(Assemblyconstraints) 0.2x1+0.2x2 100,(Paintingconstaints) 0.0 x1+0.1x2 30,(Testingconstraints) and x1 0,x2 0,TheNonnegativityconditions. Example2:AmilkdistributorsuppliermilkinbottlestohousesinthreeareasA,B,Cinacity.His deliverychargesperbottleis30paiseinareaA,40paiseinareaBand50paiseinareaC.He hastospendonanaverage,1minutetosupplyonebottleinareaA,2minutesperbottleinarea B and 3 minutes per bottle in area C. He can spare only 2 hours 30 minutes for this milk distribution but not more than one hour 30 minutes for area A and B together. The maximum numberofbottleshecandeliveris120.Findthenumberofbottlesthathehastosupplyineach areasoastoearnthemaximum.Constructamathematicalmodel. Solution:Thedecisionvariablesofthemodelcanbedefinedasfollows: x1 : x2 : x3 : NumberofbottlesofmilkwhichthedistributorsuppliesinAreaA. NumberofbottlesofmilkwhichthedistributorsuppliesinAreaB. NumberofbottlesofmilkwhichthedistributorsuppliesinAreaC.

Theobjective: MaximizeZ= 30 x1 + 40 x2 + 50 x3 inrupees. 100 100 100 constraints: 1. Maximumnumberofmilkbottlesis120,thatisx1+x2+x3 120. 2. Since he requires one minute per bottle in area A, 2 minutes per bottle in area B and 3 minutesperbottleinareaCandhecannotspendmorethan150minutesforthework, 1.x1+2.x2+3.x3 150. 3. Further,sincehecannotspendmorethan90minutesforareasAandB.1.x1+2.x2 90. 4. Nonnegativityx1 0,x2 0. TheproblemcannowbestatedinthestandardL.P.formis

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MaximizeZ=0.3x1+0.4x2+0.5x3 Subjectto x1 +x2+x3 120 x1 +2x2+3x3 150 x1 +2x2 90 and x1 0,x2 0. Example 3: Anoil company has two units A and B whichproduce three differentgrades ofoil superfine,mediumandlowgradeoil.Thecompanyhastosupply12,8,24barrelsofsuperfine, mediumandlowgradeoilsrespectivelyperweek.ItcoststhecompanyRs.1,000andRs.800 perdaytoruntheunitsAandBrespectively.OnadayUnitAproduces6,2and4barrelsand the unit B produces 2, 2 and12 barrels of super fine, mediumandlow grade oil per day. The manager has to decide on how many days per week should each unit be operated in order to meettherequirementatminimumcost.FormulatetheLPPmodel. Solution:Thegivendatacanbepresentedinsummaryasfollows: Product Superfine Medium Lowgrade Cost Capacity UnitA UnitB 6 2 2 2 4 12 Rs.1,000 Rs.800 Requirements 12 8 24

Letx1 andx2 bethenumberofdaystheunitsAandBbeoperatedperweekrespectively.Then theobjectiveofthemanageristo, Minimizethecostfunction Z=1000x1 +800x2 Subjecttotheconstraints6x1+2x2 12(Superfine) 2x1+2x2 8(medium) 4x1+12x2 24(lowgrade) andx1 0,x2 0.

SelfAssessmentQuestions2
StateTrue/False a. Oneofthecharacteristicsofcanonicalformintheobjectivefunctionmustbeofmaximisation. b. 2x3y 10canbewrittenas

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2x+3y 10

2.4 GraphicalAnalysis Linear programming with 2 decision variables can be analysed graphically. The graphical analysisofaL.P.P.isillustratedwiththehelpofthefollowingexample: MaximizeZ=700x1+500x2 Subjectto4x1+3x2 210 2x1+x2 90 and x1 0,x2 0. Letthehorizontalaxisrepresentx1 andtheverticalaxisx2.Firstwedrawtheline4x1+3x2 =210. (byreplacingtheinequalitysymbolsbytheequality)whichmeetsthex1axisatthepointA(52.50, 0)(putx2 =0andsolveforx1 in4x1+3x2 =210)andthex2axisatthepointB(0,70)(putx1 =0 in4x1+3x2 =210andsolveforx2).

Anypointontheline4x1+3x2 =210orinsidetheshadedportionwillsatisfytherestrictionofthe inequality,4x1+3x2 210.Similarlytheline2x1+x2 =90meetsthex1axisatthepointC(45,0)and thex2 axisatthepointD(0,90).

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Combiningwecansketchtheareaasfollows:

The 3 constraints including nonnegativity are satisfied simultaneously in the shaded region OCEB.Thisregioniscalledfeasibleregion.

2.4.1SomeBasicDefinitions

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Definition:Anynonnegativevalueof(x1,x2)(i.e.:x1 0,x2 0)isafeasiblesolutionoftheLPP if it satisfies all the constraints. The collection of all feasible solutions is known as the feasible region. Definition:AsetXisconvexifforanypointsx1,x2 inX,thelinesegmentjoiningthesepointsis alsoinX. (Thatis,x1,x2 X,0 l 1 lx2 +(1l)x1 X).Byconvention,asetcontainingonlyasingle pointisalsoaconvexset. lx2 +(1l)x1 (where0 l 1)iscalleda convexcombinationof x1 andx2. ApointxofaconvexsetXissaidtobeanextremepointiftheredonotexistx1,x2 X(x1 x2) suchthatx= lx2 +(1l)x1 forsome l with0< l <1.

Definition:Alinearinequalityintwovariablesisknownasahalfplane.Thecorrespondingequalityor thelineisknownastheboundaryofthehalf plane. Definition: A convex polygon is a convex set formed by theintersection of finite number of closedhalfplanes.
E E E E E

Convexregions

Nonconvexregions Note:Theobjectivefunctionismaximizedorminimizedatoneoftheextremepointswhichisthe Optimum solution. Extreme points are referred to as vertices or corner points of the convex regions. Definition:Aredundantconstraintisaconstraintwhichdoesnotaffectthefeasibleregion. Definition: A basic solution of a system of mequations and n variables (m < n) is a solutionwhereatleastnmvariablesarezero.

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Definition: A basic feasible solution of a system of m equations and n variables (m < n) is a solutionwheremvariablesarenonnegative( 0)andnmvariablesarezero. Definition: Any feasible solution that optimizes the objective function is called an optimal feasiblesolution. Example:Findallbasicsolutionsforthesystemx1 +2x2 +x3 =4, 2x1 +x2 +5x3 =5. x 1 1 2 1 4 Solution:HereA= ,X= x2 andb= . 2 1 5 5 x 3
2 1 i) Ifx1 =0,thenthebasismatrixis B= .Inthiscase2x2 +x3 =4,x2 +5x3 =5. 1 5

Ifwesolvethis,thenx2 = solution.

2 2 5 5 andx3 = .Thereforex2 = ,x3 = isabasicfeasible 3 3 3 3

1 1 ii) Ifx2 =0,thenthebasismatrixis B= .Inthiscase,x1 +x3 =4,2x1 +5x3 =5.Ifwe 2 5

solvethis,thenx1 =5and x3 =1.Thereforex1 =5,x3 =1isabasicsolution.(Notethat thissolutionisnotfeasible,becausex3 =1<0). 1 2 iii) Ifx3 =0,thenthebasismatrixisB= .Inthiscase,x1 +2x2 =4. 2 1 2x1 + x2 =5.If wesolvethis,thenx1 =2,andx2 =1.Thereforex1 =2, x2 =1isabasic feasiblesolution. Therefore(i)(x2,x3)=(5/3,2/3),(ii)(x1,x3)=(5,1),and (iii)(x1,x2)=(2,1)areonlythecollectionofallbasicsolutions. SelfAssessmentQuestions3 a. Thecollectionofallfeasiblesolutionsisknownasthe_________region. b. Alinearinequalityintwovariablesisknownasa_________.

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2.5 GraphicalMethods To SolveTheLinearProgrammingProblems ALPPwith2decisionvariablesx1 andx2 canbesolvedeasilybygraphicalmethod.Weconsider the x1 x2 plane where we plot the solution space, which is the space enclosed by the constraints. Usually the solutionspace is aconvex set which is bounded bya polygon since a linearfunctionattainsextreme(maximumorminimum)valuesonlyonboundaryoftheregion,itis sufficienttoconsidertheverticesofthepolygonandfindthevalueoftheobjectivefunctioninthese vertices.Bycomparingtheverticesoftheobjectivefunctionatthesevertices,weobtaintheoptimal solutionoftheproblem. The method of solving a LPP on the basis of the above analysis is known as the graphical method.Theworkingruleforthemethodisasfollows:

2.5.1 WorkingRule: StepI: Writedowntheequationsbyreplacingtheinequalitysymbolsbytheequalitysymbolinthe givenconstraints. StepII:PlotthestraightlinesrepresentedbytheequationsobtainedinstepI. Step III: Identify the convexpolygon region relevant to theproblem.Wemust decide on which sideoftheline,thehalfplaneislocated. StepIV:Determinetheverticesofthepolygonandfindthevaluesofthegivenobjectivefunction Z at each of these vertices. Identify the greatest and least of these values. These are respectivelythemaximumandminimumvalueofZ. StepV:Identifythevaluesof(x1,x2)whichcorrespondtothedesiredextremevalueofZ.Thisis anoptimalsolutionoftheproblem. Example4:WecansolvetheL.P.P.discussedinExampleI. MaximizeZ=50x1+80x2 Subjecttotheconstraints 1.0x1+1.5x2 600 0.2x1+0.2x2 100 0.0x1+0.1x2 30 andx1 0,x2 0 Let thehorizontal axis represent x1 and the vertical axis x2. Plot the constraint lines and mark the feasibilityregionashasbeenshowninthefigure.

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FeasibleregionofthetwodimensionalLPP Any point on the thick line or inside the shaded portion will satisfy all the restrictions of the problem. Then ABCDE is the feasibility region carried out by the constraints operating on the objective function. This depicts the limits within which the values of the decision variables are permissible. The intersection points C and D can be solved by the linear equations x2 =30x1+1.5x2 =600,and0.2x1+0.2x2 =100andx1+1.5x2 =600i.e.C(150,300) andD(300,180). After doing this, the next stepis to maximise revenues subject to theabove shaded area. We workouttherevenuesatdifferentcornerpointsastabulatedbelow: At point A B C D E Feasiblesolutionofthe productmix x1 0 0 150 300 500 x2 0 300 300 180 0 Corresponding revenue Fromx1 0 0 7500 15000 25000 Fromx2 0 2400 24000 14,400 0 Total revenue 0 24000 31500 29400 25,000

From theabovetablewefindthatrevenueismaximumat Rs.31,500when150unitsofx1 and 300unitsofx2areproduced. Example 5: For conducting a practical examination, the chemistry department of a college requires10,12and7unitsofthreechemicalsX,Y,Zrespectively.Thechemicalsareavailablein twotypesofboxes:BoxA,BoxB.BoxAcontains3,2and1unitsofX,Y,Zrespectivelyand costsRs.300.BoxBcontains1,2and2unitsofX,Y,ZrespectivelyandcostsRs.200.Find

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how many boxes of each type should be bought by the department so that the total cost is minimum. Solution:First,wesummarizethegivendatainthefollowingtable: Units X Y Z Cost UnitsinBoxA 3 2 1 Rs.300 UnitsinBoxB 1 2 2 Rs.200 Unitsrequired 10 12 7

Letx1 bethenumberofboxesofAtypetobeboughtandx2 bethenumberofboxesofBtype. Thenthetotalcostis, Z=300x1+200x2. Obiviouslyx1 0,x2 0. From the details tabulated in the table, we find that x1 and x2 are subject to the following constraints: 3x1+x2 10 2x1+2x2 12 x1 +2x2 7 Now,weconsiderthelinesL1:3x1+x2 =10,L2:2x1+2x2 =12L3:x1+2x2 =7.These linesareshowninfig.

We note that for the coordinates (x1, x2) of a point satisfy the inequalities. The convex region boundedbytheselinesand thecoordinateaxesisanunboundedregion,thisisshadedinfig.

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Wecheckthatapoint(x1,x2)thatliesinsideorontheboundarylinesofthisregionsatisfiesthe conditionsx1 0,x2 0andtheconstraints. Wefind that theverticesfor the regionofinterest hereareP, Q, R, S.WherePisthepointat whichL meetsthe x2 axis, Q is thepoint ofintersectionofL1 andL2, Ris thepoint ofinter sectionofL2 andL3 andSisthepointatwhichL3 meetsthex1 axis.WefindthatP(0,10),Q(2, 4),R(5,1)andS(7,0).: AtP(0,10),Z=300 0+200 10=2000 AtQ(2,4),Z=300 2+200 4=1400 AtR(5,1),Z=300 5+200 1=1700 AtS(7,0),Z=300 7+200 0=2100 Evidently,ZisminimumattheverticesQ(2,4)forwhichx1 =2,x2 =4.Thusthecostisminimum if2boxesoftypeAand4boxesoftypeBarebought.TheminimumcostisRs.1400.

2.5.2 Examples6onmixedconstraintsLPproblem:Byusinggraphicalmethod,findthe maximumandminimumvaluesofthefunctionZ=x3ywherexandyarenonnegativeandare subjecttothefollowingconditions: 3x+4y 19, 2xy 9 2x+y 15 xy 3 Solution: First, we write the constraints (conditions) to be satisfied by x, y in the following standard(lessthanorequal)form: 3x4y 19 2xy 9 2x+y 15 x+y 3 Now,considertheequations: 3x4y=19,2xy=9,2x+y=15,x+y=3whichrepresentsstraightlinesinthexy plane.LetusdenotethembyL1,L2,L3 andL4 respectively.Theseareshowninfig.:

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Fromthefigure,wenotethatthelinesL1,L2,L3 andL4 formaquadrilateralABCDthatliesinthe firstquadrant of thexy plane.We readily seethat the regionbounded by this quadrilateralis convex. As such, the points (x, y) that lie within or on the boundary lines of this quadrilateral satisfytheinequalitiesx 0,y 0andtheconstraints.ThecoordinatesoftheverticesA,B,C,D ofthequadrilateralareobtainedbysolvingequationstakentwoofthematatime,wefindthatA (1,4),B(5,1),C(6,3),D(4,7) wegetthesolution ZatA(1,4) =134=11 ZatB(5,1) =531=2 ZatC(6,3) =633=3 ZatD(4,7) =437=17

Evidently,ZismaximumatthevertexBandminimumatthevertexD.ThemaximumvalueofZis Zat B(5, 1) =2,whichcorrespondstox=5,y=1,andtheminimumvaluesofZis17atD(4,7) whichcorrespondstox=4,y=7. Examples7:UsethegraphicalmethodtosolvethefollowingLPproblem: MaximizeZ=7x1+3x2

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Subjecttotheconstraints x1+2x2 3 x1+x2 4

5 0 x1 2 3 0 x2 2

andx1,x2 0 Solution:Rewritingthegivenconstraintsasfollows: x x 1 + 2 1 3 3
2

x x 1 + 2 1 4 4 x x 1 1 2 1
5 2 3 2

Note:Theequation

y x + = 1 iscalledinterceptformofthestraightline.Hereaandbarethe a b

distancefromorgintotheintersectionpointsonthecoordinateaxes.

Grapheachconstraintbyfirsttreatingitasalinearequation.Thenusetheinequalityconditionof eachconstrainttomakethefeasibleregionasshowninfig.:

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The coordinates of the extreme points of the feasible region are A 5, 1 B 5, 3 and 2 4 2 2 C 0 3 .Thevalueoftheobjectivefunctionateachoftheseextremepointsisasfollows: , 2 Objectivefunction value Z=7x1 +3x2 7 22 9/2 0 3 , 2 The maximum value of the objective function Z= 22 occurs at the extreme points B 5, 3 . 2 2 HencetheoptimalsolutiontothegivenLPproblemis x = 5, x2 = 3 andMax.Z=22. 1 2 2 Inlinearprogrammingproblemsmayhave: i) auniqueoptimalsolutionor ii) manynumberofoptimalsolutionsor

Extremepoint A B C

Coordinates(x1,x2) 5 , 1 2 4
5 , 3 2 2

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iii) anunboundedsolutionor iv) nosolutions. Example8:MaximizeZ=100x1 +40x2 Subjectto 10x1 +4x2 2000 3x1 +2x2 900 6x1 +12x2 3000 andx1,x2 0 Solutions:Thegivenconstraintscanberewrittenas x 1 + 200 x 1 + 300 x 1 + 500 x2 1 500 x 2 1 450 x2 1 250

Thevaluesof(x1 x2)atthepointsare0(0,0),A(200,0)B(125,187.5)andC(0,250).Thefeasible regionisOABC.ThevaluesofZatthepointsare ZatO(00) =0 ZatA(200,0) =20000 ZatB(125,187.5) =20000 ZatC(0,250) =10,000

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ThusthemaximumvalueofZoccursat2verticesatAandB.AnypointonthelinejoiningAand B will alsogive the same maximumvalueof Z.Therefore, thereareinfinite number offeasible solutionswhichyieldthesamemaximumvalueofZ. Supposealinearprogrammingproblemhasanunboundedfeasiblesolutionspace. Ifthesetofallvaluesoftheobjectivefunctionatdifferentfeasiblesolutionsisnotboundedabove (respectively,boundedbelow),andiftheproblemisamaximization(respectively,minimization) problem,thenwesaythatthegivenproblemhasanunboundedsolution. Inthefollowing,wepresentanexamplewithunboundedsolution.

2.5.3Example9forUnboundedSolution: MaximizeZ=2x1+3x2 Subjectto x1 x2 2 x1 +x2 4 andx1,x2 0

Theintersection pointA of thestraightlines x1 x2 = 2 and x1+x2 =4is A(3, 1). Here the solutionspaceisunbounded.TheverticesofthefeasibleregionareA(3,1)andB(0,4).Valueof objectiveattheseverticesare ZatA(31) =23+31=9

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ZatB(0,4) =20+43=12. ButtherearepointsintheconvexregionforwhichZwillhavemuchhighervalues.ForexampleE (10,9)liesintheshadedregionandthevalueofZthereat47.Infact,themaximumvaluesofZ occursatinfinity.Thustheproblemhasanunboundedsolutions. 2.5.4Example10forInconsistent: MaximizeZ=4x1+3x2 Subjectto x1 x2 1 x1+x2 0 andx1,x2 0.

There being no point (x1, x2) common to both the shaded regions, the LPP cannot be solved. Hencethesolutiondoesnotexist,sincetheconstraintsareinconsistent. 2.5.5Example11forredundantConstraint: A company making cold drinks has 2 bottling plants located at towns T1 and T2. Each plant producesthreedrinksA,BandCandtheirproductioncapacityperdayisshownbelow: Colddrinks A B C Plantat T 1 6000 1000 3000 T2 2000 2500 3000

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The marketing department of the company forecasts ademand of80,000bottlesof A, 22,000 botles of B and 40,000 bottles of C during the month of June. The operating costs per day of plantsatT1 andT2 areRs.6,000andRs.4,000respectively.Findthenumberofdaysforwhich eachplantmustberuninJune soastominimizetheoperatingcostswhilemeetingthemarket demand. Solution:LettheplantsatT1andT2berunforx1andx2days. Thentheobjectiveistominimizetheoperationcosts. MinimumofZ=6000x1+4000x2. Constraintsonthedemandforthe3colddrinksare 6000x1+2000x2 80,000(i) 1000x1+2500x2 22000(ii) 3000x1+3000x2 40000(iii) also x1,x2 0

ThustheLPPistominimizetheobjectivefunctionsubjecttotheconstraints(i),(ii)and(iii).The solutionspace isunbounded.The constraint (iii)isdominated by the constraints (i)and (ii) and hencedoesnotaffectthesolutionspace.Suchaconstraint3000x1 +3000x2 40000iscalled theredundantconstraint. ThevaluesoftheconvexregionA, B, CareA(22,0),B(12,4)andC(0,40).Thevalues oftheobjectivefunctionZattheverticesare ZatA =132000 ZatB =88,000 Zat C =1,60,000
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ThustheminimumvalueofZisRs.80,000anditoccursatB.Hencetheoptimalsolutiontothe problemisx1 =12days,x2=4days. Example12:FinalthemaximumandminimumvalueofZ=2x+3y Subjectto x+y 30 xy 0 y 3 0 x 20 0 y 12. Solution:Anypoint(x,y)satisfiestheconditionsx 0,y 0liesinthefirstquadrantonly. Thedesiredpoint(x,y)lieswithinthefeasibleconvexregionABCDE.

ItsverticesareA(3,3)B(10,3)C(20,10),D(18,12)andB(12,12).ThevaluesofZatthe fiveverticesare Zat A(3,3) =2 3+3 3=15 ZatB(20,3) =49 ZatC(20,10)=70 ZatD(18,12)=72 ZztE(12,12) =60 SincethemaximumvalueofZis72whichoccursatthevertixD(18,12).Thereforethesolution

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oftheLPPisx=18,y=12andtheminimumvalueofzis15atx=3,y=3.

SelfAssessmentQuestions4 StateTrue/False

1. Thefeasibleregionisaconvexset. 2. Theoptimumvalueoccursanywhereinfeasibleregion.

2.6Summary In LPP we first identify the decision variables which are some economic or physical quantities whose values are of interest to the management. The problems must have a welldefined objectivefunctionexpressedintermsofthedecisionvariable.Theobjectivefunctionmayhaveto bemaximizedwhenitexpressestheprofitorcontribution.Incasetheobjectivefunctionindicates a cost, it has to be minimized. The decision variables interact with each other through some constraints. These constraints occur due to limited resources, stipulation on quality, technical, legalorvarietyofotherreasons.Theobjectivefunctionandtheconstraintsarelinearfunctionsof the decision variables. A LPP with two decision variables can be solved graphically. Any non negativesolutionwhichsatisfiesalltheconstraintsisknownasafeasiblesolutionoftheproblem. Thecollectionofallfeasiblesolutionsisknownasafeasibleregion.ThefeasibleregionofaLPP isa convex set. Thevalueof thedecisionvariables which maximiseor minimizetheobjectives function is located on the extreme point of the convex set formed by the feasible solutions. Sometimes the problem may be infeasible indicating that no feasible solution of the problem exists.

TerminalQuestions. 1. UsegraphicalmethodandsolvetheL.P.P. MaximizeZ=5x1 +3x2 subjectto: 3x1 +5x2 15 5x1+2x2 10 x1,x2 0 2. Mathematically formulate the problem. A firm manufactures two products the net profit on product1isRs.3perunitandthenetprofitonproduct2isRs.5perunit.Themanufacturing

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OperationsResearch

Unit2

processissuchthateachproducthastobeprocessedintwodepartmentsD1 andD2.Each unit of product 1 requires processing for 1 minute at D1 and 3 minutes at D2 Each unit of product2requiresprocessingfor2minuteatD1 and2minutesatD2. Machinetimeavailableperdayis860 minutesatD1 and1200minutesatD2.Howmuchof products1and2shouldbeproducedeverydaysothattotalprofitismaximum.Formulatethis asaprobleminL.P.P.

AnswersToSelfAssessmentQuestions SelfAssessmentQuestions1

1. Linear 2. Alternatecourseofactions 3. Fractious

SelfAssessmentQuestions2

1. True 2. True
SelfAssessmentQuestions3

1. Feasible 2. Halfplan
SelfAssessmentQuestions4

1. True 2. False
AnswerforTerminalQuestions 1. x = 1 20 19 x = 2 45 19 max Z = 5 19

2. Maximize3x1 +5x2 Subjecttox1 +2x2 800(minutes) 3x1 +2x2 1200(minutes) x1,x2 0

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