Linear Programming

It is a mathematical modeling technique designed to optimize

the usage of limited resources
• Linear programming is a mathematical modeling technique
designed to optimize the usage of limited resources
– Programming means planning of activities
– Linear implies the activities are linearly related
– Contribution of each decision variable in both objective function and
constraints to be directly proportional to the value of the variable
– Total contributions of all the variables in the objective function and
constraints be direct sum of individual contribution of each variable.

• In linear programming
– objective function and constraints are expressed as a linear function of the
variables (activities)

• Linear programming uses a mathematical model in which

– a linear objective function optimizes (minimizes or maximizes)
– subject to certain specified linear constraints.

• Output of the model provides the optimal activities level

 Reddy Mikks Company
• The Reddy Mikks produces both interior and exterior paints from
two raw materials, M1 and M2. The following table provides the
basic data of the problem:
Tons of raw material per ton
of Maximum daily
availability
(tons)
Exterior Paint Interior Paint
Raw material, M1 6 4 24
• ARaw Material,
market M2 restricts the
survey 1 maximum daily
2 demand of 6interior
paint
Profit pertoton2 ($1000)
tons. Additionally
5 the daily demand
4 for interior paint
cannot exceed that of exterior paint by more than 1 ton. Reddy
Mikks wants to determine the optimum (best) product mix of interior
and exterior paints that maximize the total daily profit.
 Formulation

LP models include three basic elements i.e.

1. Decision variables – that we want to determine

2. Objective (Goal) – that we aim to optimize

3. Constraint – that we need to satisfied

• First step towards development of the model is to define
the decision variable

• Decision variables are to determine the amount of exterior

and interior paint to be produced.

• x1: tons produced daily of exterior paint

• x2: tons produced daily of interior paint

• Next step is to construct the objective function

• Objective of the company is to increase as much as possible

(i.e. maximize) the total daily profit (in thousands of dollars)

• i.e. Maximize z = 5x1 + 4x2

• Last step of the model is deal with the constraints that
restrict raw material usage and demand

• Usage of raw material by both paints ≤ Material available

• Usage of raw material M1 in both the plants i.e. 6x1 + 4x2 tons

• Usage of raw material M2 in both the plants i.e. 1x1 + 2x2 tons

• Daily availabilities of raw material M1 and M2 are limited to

24 and 6 tons.
– 6x1 + 4x2 ≤ 24 (Raw material M1)
– x1 + 2x2 ≤ 6 (Raw material M2)
• There are other two types of demand restrictions:

• Maximum daily demand of interior paint limited to 2 tons

– i.e. x2 ≤ 2

• Excess of daily production of interior paint over exterior paint

is almost 1 tons i.e. x2 – x1 doesn’t exceed 1.
– So x2 – x1 ≤ 1

• Finally the restriction of variable x1 and x2 on the model must

be non-negative
– i.e. x1 ≥ 0 and x1 ≥ 0.
• Final Formulation

• Now the complete Reddy Mikks model is written as

• Maximise z = 5x1 + 4x2

• Subject to 6x1 + 4x2 ≤ 24

• x1 + 2x2 ≤ 6
• -x1 + x2 ≤ 1
• x2 ≤ 2
• x1 ≥0
x2 ≥ 0

• Any solution that satisfies all the constraints of the model is a feasible
solution.
 Example 1
• Superfast Cycles operates two assembly lines, A and B. Each
line is used to assemble components of three types of bicycles:
Economy, Super and Racer. The expected daily production on
each line is as follows:
• Model Line A Line B
• Economy 3 1
• Super 1 1
• Racer 2 6
• The daily running costs average Rs.6000 for line A and Rs.4000
for line B. The company must manufacture at least 24
Economy, 16 Super and 48 Racer cycles for which order are
pending. To determine the number of days that the two
assembly lines should be run so as to meet the requirements
with the least cost, formulate the problem into LP form.
 Answer

• Min Z = 6000x1 + 4000x2

• St
• 3x1 + x2  24
• x1 + x2  16
• 2x1 + 6x2  48
• x1, x2  0
 Example 2

• A resourceful home decorator manufactures two types of lamps say

A and B. Both lamps go through two technicians first a cutter,
second a finisher. Following table provides the basic data of the
problem:

Number of hours
  required
Maximum
availability
  Lamp A Lamp B hour
Cutter 2 1 104
Finisher
• Formulate 1 a linear programming
this problem into 2 76
model.
Profit (Rs.) 6 11  
 Answer

• Let the decorator manufacture x1 and x2 lamps of types A and

types B respectively.

• Objective function
• Max Z = 6 x1 + 11 x2

• Subject to constraint
• 2x1 + 1x2  104
• 1x1 + 2x2  76

• x1  0, x2  0
 Example 3

• A manufacturer is engaged in producing 2 products X and Y,

the contribution margin being Rs. 15 and Rs. 45 respectively.
A unit of product X requires 1 unit of facility A , 0.5 units of
facility B. A unit of product Y requires 1.6 units of facility A,
2.0 units of facility B and 1 unit of raw material C. The
availability of total facility A, B and raw material C during a
particular time period are 240, 162 and 50 units respectively.
Formulate this into a linear programming problem.
 Answer

• Max 15 x1 + 45 x2

• Subject to
• x1 + 1.6 x2  240
• 0.5 x1 + 2.0 x2  162
• x2  50

• x1  0, x2  0
 Example 4

• A farm has available 240, 370 and 180 kg of wood, plastic and
steel respectively. The firm produces two products A and B.
Each unit of A requires 1, 3 and 2 kg of wood, plastic and steel
respectively. The corresponding requirements for each unit of
B are 3, 4 and 1 respectively. If A sells for Rs. 4 and B for Rs.
6, formulate the linear programming problem.
 Answer

• Max 4 x1 + 6 x2

• Subject to
• x1 + 3 x2  240
• 3 x1 + 4 x2  370
• 2 x1 + x2  180

• x1  0, x2  0
 Example 5

• Product X1 requires 3 units of raw materials and 2 units of

labour and contributes a profit of 7 money units. X2 requires
one unit of raw material and one of labour to contribute 5
money units. A total of 48 units of raw material and 40 units
of labour are available. Formulate the problem into linear
programming.
 Answer

• Max Z = 7x1 + 5x2

• St
• 3x1 + x2 ≤ 48
• 2x1 + x2 ≤ 40
• x1, x2  0
 Example 6

• The standard weight of a special purpose brick is 5 kg and it

contains two ingredients B1 and B2. B1 cost Rs.5 per kg and
B2 cost Rs.8 per kg. Strength consideration dictate that the
brick contains not more than 4 kg of B1 and a minimum of 2
kg of B2. since the demand for the product likely to be related
to the price of the brick, formulate the above problem into LP
model.
 Answer

• Min Z = 5x1 + 8x2

• St

• x1 ≤ 4
• x2  2
• x1 + x2 = 5
• x1, x2  0
 Example 7

• Egg contains 6 units of vitamin A per gram and 7 units of

vitamin B per gram and cost 12 paisa per gram. Milk contains
8 units of vitamin A per gram and 12 units of vitamin B per
gram and cost 20 paisa per gram. The daily minimum
requirement of vitamin A and vitamin B are 100 units and 120
units respectively. Find the optimal product mix.
 Answer

• Min Z = 12x1 + 20x2

• St

• 6x1 + 8x2  100

• 7x1 + 12x2  120
• x1, x2  0
 Example 8

• In the Northern Sector, there is a requirement of airlifting

cargo of minimum 3000 tons from Chandigarh to Leh. The
same sorties are also required to clear at least 10,000
personnel from Leh. The air force can make available a
maximum of 250 sorties of Marut is 10 tons or 20 passengers
and that of Gajraj is 5 tons or 30 passengers. The Commander
desires to achieve the airlift of cargo and men with minimum
effort. Solve the problem with LP
 Answer

• Min Z = M + G

• St

• 10M + 5G  3000
• 20M + 30G  10000
• M ≤ 250
• G ≤ 250
• M,G0
 Example 9

• A company wishes to allocate its monthly promotional budget

of Rs. 10000 among three advertising media, i.e. Doordarshan,
Zee TV and CNN. The number of prospective buyers reached
by a single advertisement is each of the three media is 50000,
100000 and 75000 while the cost per advertisement is Rs.800,
Rs.1000, and Rs.750 respectively. The company board has
decided that it will not release more than 10, 20 and 10
advertisements on Doordarshan, Zee TV and CNN
respectively. The company wants to maximize the total
audience coverage.
 Answer

• Max Z = 50000D + 100000Z + 75000C

• St

• D ≤ 10
• Z ≤ 20
• C ≤ 10
• 800D +1000Z + 750C ≤ 10000
• D, Z, C  0
 Example 10

• The objective of a diet problem is to ascertain the quantities of

certain foods that should be eaten to meet certain nutritional
requirement at a minimum cost. The consideration is limited
to milk; beef and eggs, and to vitamins A, B, C. The number
of milligrams of each of these vitamins contained within a unit
of each food is given bellow. 
Gallon of Pound of Dozens of Minimum daily
Vitamin Milk beef eggs requirement (mg)
A 1 1 10 1
B 100 10 10 50
C 10 100 10 10
Cost (Rs.) 1 1.1 0.5  
 Answer

• Let the daily diet be consist of x1 gallons of milk, x2 pounds of beef and x3
dozens of eggs

• Objective function
• Min Z = 1 x1 + 1.1 x2 + 0.5 x3

• Subject to constraint

• 1 x1 + 1 x2 + 10 x3  1
• 100 x1 + 10 x2 + 10 x3  50
• 10 x1 + 100 x2 + 10 x3  10

• x1  0, x2  0, x3  0
 Example 11

• A farmer has 1000 acres of land on which he can grow corn,

wheat and soybeans. Each acre of corn requires Rs.100 for
preparation, requires 7 man days of work and yields a profit of
Rs.300. An acre of wheat costs Rs.120 to prepare, requires 8
man days of work and yields a profit of Rs.400. An acre of
soybeans costs Rs.70 to prepare, requires 8 man days of work
and yields a profit of Rs.200. If the farmer has Rs.100000 for
preparation and can count on 8000 man days of work, how
many acres should be allotted to each crop to maximize profit?
 Answer

• Max Z = 300C + 400W + 200S

• St

• 100C + 120W + 70S ≤ 100000

• 7C + 8W + 8S ≤ 8000
• C, W, S  0
 Example 12

• A fertilizer company produces two types of fertilizers call Grade I and

Grade II. Each of these types is processed through two critical
chemical plant units. Plant A has maximum of 120 hours available in
a week and plant B has maximum of 180 hours available.
Manufacturing 1000 kg of grade I fertilizer requires approximately 6
hours in plant A and 4 hours in plant B; manufacturing 1000 kg of
grade II fertilizer requires 3 hours in plant A and 10 hours in plant B.
The maximum that the company can sell of grade I fertilizer is 18000
kg. If profit is Rs. 450 per 1000 kg of grade I fertilizer and Rs. 550
per 1000 kg of grade II fertilizer, it is required to find the amount of
two types of fertilizer that should be manufactured to maximize profit.
 Formulation
• Let x1 and x2 thousand kg of grade I and II fertilizer be produced
to maximize the profit. Total profit is 450 x1 + 550 x2 to be
maximized subject to plant capacity and sales constraint

• Constraints under plant capacity:

– The number of hours to be utilized in plant A for producing grade I and II
fertilizer cannot exceed 120 hours
• i.e. 6 x1 + 3 x2 ≤ 120
– The number of hours to be utilized in plant B for producing grade I and II
fertilizer cannot exceed 180 hours
• i.e. 4 x1 + 10 x2 ≤ 180
Constraints under sales:
– Since company can sell at most 18000 kg of grade I fertilizer.
– So x1 ≤ 18 (unit measure is in 1000)
• Two more general constraints
– x1 ≥ 0, x2 ≥ 0 that is amount to be produced is always non-negative.
 Final Formulation

• Maximize z = 450 x1 + 550 x2

• Subject to 6 x1 + 3 x2 ≤ 120 (Plant A capacity

constraint)
4 x1 + 10 x2 ≤ 180 (Plant B capacity
constraint)
x1 ≤ 18
x1 ≥0
x2 ≥0
 Example 13

• The new Delhi Confectioneries has two plants each of which

produces and supplies two products Chocolate bars and Chocolate
biscuits. Plants can each works up to 16 hours per day. In plant 1, it
takes 3 hours to prepare 1000 Bars of chocolates and 1 hour to
prepare 100kg of chocolate biscuits. In plant 2, it takes 2 hours to
prepare 1000 Bars of chocolates and 1.5 hours to make 100kg of
chocolate biscuits. In plant 1 it cost Rs.5000 to prepare 1000 Bars
of chocolate and Rs.2800 to prepare 100kg of chocolate biscuits,
whereas these costs are Rs.6000 and Rs.3200 respectively in plant
2. The New Delhi Confectionaries has a standing order of 10000
Bars of chocolate and 800 kg of chocolate biscuits every day.
Formulate LP model so that the required amount of the two
products can be obtained at minimum cost.
 Answer

• C1 chocolate bars (000) of plant 1

• C2 chocolate bars (000) of plant 2
• B1 chocolate biscuits (00kg) of plant 1
• B2 chocolate biscuits (00kg) of plant 2
• Min Z = 5000C1 + 2800B1 + 6000C2 + 3200B2
• St
• C1 + C2 ≥ 10
• B1 + B2 ≥ 8
• 3C1 + B1 ≤ 16
• 2C2 + 1.5B2 ≤ 16
• C1, C2, B1, B2  0
Example: DIET PROBLEM

• Ozark Farms uses at least 800lb of special feed daily. The

special feed is a mixture of corn and soybean meal with the
following composition:
lb per lb of feedstuff
Feedstuff Protein Fiber Costs($/lb)
Corn 0.09 0.02 0.30
Soybean meal 0.60 0.06 0.90

The dietary requirements of the special feed stipulate at least

30% protein and at most 5% fibre. Ozerk Farms wishes to
determine the daily minimum cost feed mix.
 Solution

• Feed mix consists of corn and soybean meal, the decision

variables of the model are defined as

• x1 = lb of corn in the daily mix

• x2 = lb of soybean meal in the daily mix

• Objective function is to maximize total daily cost (in $) of the

feed mix i.e. Minimize z = 0.3 x1 + 0.9 x2

• Constraints must reflect the daily amount needed and the

dietary requirements.

• Ozark Farms needs 800lb of feed a day, the associate constraint

can be expressed as x1 + x2 ≥ 800
• Protein dietary requirement constraint is developed next.

• Amount of protein included in x1 lb of corn and x2 lb of

soybean meal is (0.09 x1 + 0.6 x2) lb.

• This quantity should equal at least 30% of the total feed mix
(x1 + x2) lb.

• Thus yielding 0.09 x1 + 0.6 x2 ≥ 0.3 (x1 + x2).

• Similarly, fibre constraint is 0.02 x1 + 0.06 x2 ≤ 0.05 (x1 + x2).

• After rearranging we get the complete model

• The complete model thus becomes

• Minimise z = 0.3 x1 + 0.9 x2

• Subject to x1 + x2 ≥ 800
• 0.21 x1 – 0.3 x2 ≤ 0
• 0.03 x1 – 0.01 x2 ≥ 0
• x1 ≥ 0
• x2 ≥ 0