Linear Programming

Linear programming was developed by the Russian

mathematician L. V. Kantorovich in 1939 and extended
by the American mathematician G. B. Dantzig in 1947.

Simple linear programming problems with only a few

variables are easily solved graphically or algebraically.
More complex problems are invariably solved by the
use of computers.
Assumptions of Linear Programming
• There are a number of constraints or restrictions expressible in
quantitative terms.
• The prices of input and output both are constant.
• The relationship between the objective function and constraints are
linear.
• The objective function is to be optimized i.e., profit maximization or
cost minimization.
Applications of Linear Programming
• Linear programming has been applied to a wide variety of constrained
optimization problems. Some of these are:
1. Optimal process selection
2. Optimal product mix.
3. Satisfying minimum product requirements
FORMULATION OF A LINEAR
PROGRAMMING PROBLEM
• The formulation of a linear programming problem as a mathematical
model involves the following key steps.
• Step 1:Identify the decision variables to be determined and express
them in terms of algebraic symbols such as X1, X2, X3-
• Step 2:Identify all the limitations in the given problem and then
express them as linear equations or inequalities in terms of above
defined decision variables.
• Step 3:Identify the objective which is to be optimized (maximized or
minimized) and express it as a linear function of the above defined
decision variables.
STEPS FOLLOWED IN SOLVING A
LINEAR PROGRAMMINGPROBLEM
The steps followed in solving a linear programming problem are:
1. Express the objective function of the problem as an equation and the constraints
as inequalities
2. Constraints are changed into equalities.
3. Plot the constraints on the graph.
4. Identify the feasible region and ascertain their coordinates.
5. Find the optimal solution (i.e., the values of the decision variables) at the extreme
point or corner of the feasible region that touches the highest profit line or the
lowest cost line.
This represents the optimal solution to the problem subject to the constraints faced.
Example
Niki holds two part-time jobs, Job I and Job II. She never wants to work
more than a total of 12 hours a week. She has determined that for
every hour she works at Job I, she needs 2 hours of preparation time,
and for every hour she works at Job II, she needs one hour of
preparation time, and she cannot spend more than 16 hours for
preparation.
If Niki makes $40 an hour at Job I, and $30 an hour at Job II, how many
hours should she work per week at each job to maximize her income?
Well, good news! We have formulated the problem. We restate it as
Maximize: Z=40x+30y
Subject to: x+y≤12
2x+y≤16
x≥0;y≥0
Solution

Step 1 change all inequalities to equalities

X+Y=12
2X+Y= 16
X+Y=12 (0,12) (12,0)
2X+Y= 16 (0,16) (8,0)
Place the values and find the feasible solution

A (0, 0) 40(0) + 30(0) = $0

B (0, 12) 40(0) + 30(12) = $360
C (4, 8) 40(4) + 30(8) = $400
D (8, 0) 40(8) + 30(0) = $320

Clearly, the point (4, 8) gives the most profit: $400.

Therefore, we conclude that Niki should work 4 hours at Job

I, and 8 hours at Job II.