INTRODUCTION

TO
OPERATIONS
RESEARCH

NIRUPAM CHATURVEDI
LINEAR PROGRAMMING
PROBLEM/MODEL
• Linear programming comes under the allocation problem,
• Is a problem which involves the allocation of given number of
resources to the job.
• The objective of these problems is to optimize the total effectiveness
i.e. to minimize the total cost or maximize the total return.
• Generally, there are three types of allocation problem;
i. Linear programming problem
ii. Transportation problem
iii. Assignment problem
LPP
LPP deals with optimization of unction of variables known as objective functions.
Subject to a set of linear equality or inequality known as constrains.
Objective may be Profit, Cost, Sales, Production.
Constraints may be Raw Materials, Storage capacity, Manpower or Machine.
General Mathematical Model :
m = No of Constraints
N= No of variables
Find x1,x2,x3 value to
Optimization Z = c1x1+c2x2+…….cnxn… either Maximize or Minimize the function of variable’s. ( Objective Function ).
Subject to a11x1+a12x2+…..anxn ( ≤=≥)b1
a21x1+a22x2+…… a2mxn ( ≤=≥)b1..
C1 , C2, Cn : Per unit contribution ( Profit or cost ) Per unit profit of variable.
b1, b2, bn: Limitation of resources
a1, a2, an = amount of resources used by x1 out of limited resources b1.
≤ = Maximum capacity
≥ = Minimum capacity
= : Exact capacity
Some Important Definitions in LPP
• Consider the following LPP
Optimizes = CX
subject to AX(≤=≥)b
and X ≥ 0 ( Non Negativity Restrictions )
i. Objective Function : Is the function z = CX = c1x1 + c2x2 + ... + cnxn which is to be optimized (maximized or
minimized).
ii. Decision Variables; The variables x1, x2, ..., xn whose values are to be determined are called decision variables.
iii. Cost (profit) Coefficients; The coefficients c1, c2, ..., cn are called cost (profit) coefficients.
iv. Requirements; The constraints b1, b2, ..., bn are called requirements.
v. Solution; A set of real values of X = (x1, x2, ..., xn) which satisfies the constraint AX(≤=≥)b is called solution.
vi. Feasible Solution A set of real values of X = (x1, x2, ..., xn) which
Satisfies the constraints AX(≤=≥)b and
Satisfies the non-negativity restriction X ≥ 0 is called feasible solution
Some Important Definitions in LPP
Optimal Solution :
A set of real values of X = (x1, x2, ..., xn) which
• Satisfies the constraints AX(≤=≥)b
• Satisfies the non-negativity restriction X ≥ 0 and
• Optimizes the objective function Z = CX is called optimal solution.
Results :
a. If an LPP has many optimal solutions, it is said to have multiple solutions.
b. If an LPP has only one optimal solution, it is said to have unique solution.
c. There may be a case where the LPP may not have any feasible solution at all (no solution)
d. For some LPP the optimum value of Z may be infinity. In this case the LPP is said to have unbounded
solution
e. Generally
Objective function is a Mathematical expression that describes the project objectives.
Constraints are mathematical expressions that describe constraints e.g. capacity constraints
LINEAR PROGRAMMING
PROBLEM/MODEL
The concepts of linear function and linear inequality ?
• A function f(x1, x2, ..., xn) of x1, x2, ..., xn is a linear function ,
if and only if for some set of constants c1, c2, ..., cn,
f(x1, x2, ..., xn) = c1x1+c2x2+, ...+cnxn.
• For any linear function f(x1, x2, ..., xn) and any number b,
the inequalities f(x1, x2, ..., xn) ≤ b and
f(x1, x2, ..., xn) ≥ b are linear inequalities.
Thus, 2x1 + 3x2 ≤ 3 and 2x1 + x2 ≥ 3 are linear inequalities,
LINEAR PROGRAMMING
PROBLEM/MODEL
• The term Linear Programming is the combination of the two term
‘Linear’ and ‘Programming’.
Linear means that all the relations in the particular problem are linear.
 Programming refers to the process determining particular programme
or plan of action.
Therefore, linear programming method is a technique of choosing the
best alternative from the set of feasible alternatives,
In the situations in which the objective functions as well as constraints
can be expressed as linear mathematical function.
LINEAR PROGRAMMING
PROBLEM/MODEL
• The linear function which is to be optimized is called the objective
function.
• The conditions of the problem expressed as simultaneous linear
equations (or in-equalities) are referred as constraints.
• Thus, generally we define Linear Programming as the process of
transforming a real life problem into a mathematical model which
contains variables representing decisions that can be examined and
solved for an optimal solution using algorithms
Mathematical Formulation of LPP
• A general linear programming problem can be stated as follows;
• Find x1, x2, x3, ..., xn which optimize the linear function.
Z = c1x1 + c2x2 + ... + cnxn
subjected to the constraints
a11x1 +a12x2 +... +a1jxj + ...a1nxn(≤=≥)b1
a21x1 +a22x2 +... +a2jxj + ...a2nxn(≤=≥)b2
...............
ai1x1 +ai2x2 +... +aijxj + ...ainxn(≤=≥)bi
...............
am1x1 +am2x2 +... +amixj + ...amnxn(≤=≥)bn
and non negativity constraints xj ≥ 0, 1, 2, 3, ..., n
Where all aij , bi and Cj are constants and xi are variable
Procedure for Formulation of LP Problems
Step 1. To write down the decision variables of the problem.
Step 2. To formulate the objective function to be optimized (Maximized or Minimized) as a
linear function of the decision variable.
Step 3. To formulate the other conditions of the problem such as resource limitation,
market constraints, interrelations between variables etc., as linear equations in terms of
decision variables.
Step 4. To add non negativity constraints from the considerations so that the negative
values of the decision variables do not have any valid physical interpretation.
The objective function, the set of constraints and the non negative constraints together
form a linear programming problem.
Examples 1
• A resourceful home decorator manufactures two types of lamps says A and B.
• Both lamps go through two technician’s first a cutter, second a finisher.
• Lamp A requires 2 hrs. of the cutter’s time and 1 hr. of the finisher’s time.
• Lamp B requires 1 hrs. of the cutter’s time and 2 hr. of the finisher’s time.
• The cutter has 104 hrs. and finisher has 76 hrs. of available time each month.
• Profit per lamp A is Rs 6 and per B lamp is Rs 11.
• Assuming that he can sale all that he produces, how many of each type of lamps should be
manufactured to obtain the best return.
Solution:
Formulation of the Mathematical Model of the Problem.
For the clear understanding of the problem, first we have to construct a table :
Lamps Cutter Finisher Profits
A 2 Hr 1 Hr 6
B 1 Hr 2 Hr 11
Avaliable Time 104 Hr 76 Hr
Examples 1
Lamps Cutter Finisher Profits
A 2 Hr 1 Hr 6
B 1 Hr 2 Hr 11
Avaliable Time 104 Hr 76 Hr
Decision Variables:
Let the decorator manufacture x1 and x2 lamps of type A and B resp.
Objective Functions: the total profit has to be maximized.
Max(z)=6x1 + 11x2
Constraints :
The manufacturer has limited time for manufacturing the lamp.
There are 104 hrs. available for cutting and 76 hrs. available for finishing.
Thus, total processing time is restricted.
2x1 + x2 ≤ 104
x1 +2 x2 ≤ 76
Finally the complete LPP is;
Max(z)=6x1 + 11x2
Subject to
2x1 + x2 ≤ 104
x1 +2 x2 ≤ 76 and x1, x2 ≥ 0
Example 2
Abdallah, a retired government officer, has recently received his retirement benefits, viz., provident fund, gratuity, etc. He is
contemplating how much money he should invest in various alternatives open to him so as to maximize return on investment.
The investment alternatives are Government securities, fixed deposits of a public limited company, equity shares, time
deposits in a bank, and house construction. He has made a subjective estimate of the risk involved on a five-point scale. The
data on the return on investment, the number of years for which the funds will be blocked to earn this return on investment
and the subjective risk involved are as follows

Returns %No of Years Risk

Government Securities 6 15 1
Company Deposits 13 3 3
Time Deposits 10 5 2
Equity Shares 20 6 5
House Construction 25 10 1

He was wondering as to what percentage of funds he should invest in each alternative so as to maximize the return on
investment. He decided that the risk should not be more than 4, and funds should not be locked up for more than 15 years.
He would necessarily invest at least 25% in house construction. Formulate this problem as an LP model.
 Solution
• Formulation of an LP model
• Decision Variables:
Let x1, x2, x3, x4 and x5 be percentage of the total fund that should be invested in all given five schemes,
Objective Functions: Therefore, the objective function is to maximize the return on investment.
Max Z = 6x1 + 13x2 + 10x3 + 20x4 + 25x5
Constraints:
15x1 + 3x2 + 5x3 + 6x4 + 10x5 ≤ 15
x1 + 3x2 + 2x3 + 5x4 + x5 ≤ 4
x5 ≥ 0.25
x1 + x2 + x3 + x4 + x5 = 1
Finally the complete LP Model is;
Max Z = 6x1 + 13x2 + 10x3 + 20x4 + 25x5
Subject to :
15x1 + 3x2 + 5x3 + 6x4 + 10x5 ≤ 15
x1 + 3x2 + 2x3 + 5x4 + x5 ≤ 4
x5 ≥ 0.25
x1 + x2 + x3 + x4 + x5 = 1 and
xj ≥ 0 for all j
Assignments
Q1. A firm manufactures 2 types of products A & B and sells them at a profit or ` 2 on type A & ` 3 on
type B. Each product is processed on 2 machines G & H. Type a requires 1 minute of processing time on G
and 2 minutes on H. Type B requires one minute on G & 1 minute on H. The machine G is available for not
more than 6 hrs. 40 mins., while machine H is available for 10 hrs. during any working day. Formulate the
problem as LPP.

Q2. A company produces 2 types of cowboy hats. Each hat of the first type requires twice as much labor
time as the second type. The company can produce a total of 500 hats a day. The market limits the daily
sales of first and second types to 150 and 250 hats. Assuming that the profits per hat are ` 8 per type A
and ` 5 per type B, formulate the problem as Linear Programming model in order to determine the
number of hats to be produced of each type so as to maximize the profit.
Solution of a LPP In general

Methods for the solution of a LPP

1. Graphical Method
2. Simplex Method
(i) Big-M Method
(ii) Two-Phase Method
Advantages of Linear Programming Techniques
• The main advantages of linear programming are :
i. It indicates how the available resources can be used in the best way.
ii. It helps in attaining the optimum use of the productive resources and manpower.
iii. It improves the quality of decisions.
iv. It reflects the drawbacks of the production process.
v. The necessary modifications of the mathematical solutions is also possible by using Linear Programming.
vi. It helps in re-evaluation of a basic plan with changing conditions
 GRAPHICAL METHOD
• If the objective function Z is a function of two variables only the problem can be solved by graphical method.
• A problem of three variables can be also solved by this method but it is complicated.
Procedures for Solving LPP by Graphical Method
 Formulation of the problem into LPP model :
“ Problem is expressed in the form of a mathematical model. Here the objective function and the constraints are written down.
 Consider each inequality constraints as equation :
Plot each equation on the graph as each equation will geometrically represent a straight line.
Shade the feasible region and identify the feasible solutions.
Every point on the line will satisfy the equation of line.
 If the inequality constraints corresponding to that line is ≤ then the region below the line lying in the first quadrant (due to non-
negativity of variables) is shaded.
 For the inequality constraints with ≥ sign the region above the line in the first quadrant is shaded.
 The point lying in common region will satisfy all the constraints simultaneously.
 Thus, the common region obtained is called feasible region. This region is the region of feasible solution. The corner points of this
region are identified.
 Finding the optimal solutions The value of Z at various corners points of the region of feasible solution are calculated.
 The optimum (maximum or minimum) Z among these values is noted. Corresponding solution is the optimal solution

Note: While finding the corner points, greater accuracy is needed, the ordinates may be obtained by algebraically solving the
corresponding equations
Example 1
• Solve the following LPP graphically
Max(Z)=3x1 + 5x2
Subject to constraints
x1 + 2x2 ≤ 2000
x1 + x2 ≤ 1500
x2 ≤ 600 and
x1, x2 ≥ 0
Solution:
• To represent the constraints graphically the inequalities are written as equalities.
• Every equation is represented by a straight line.
• To draw the lines, two points on each of the lines are found as indicated in the following table (intercepts)
Equation x2 intercept when x1 = 0 x1 intercept when x2 = 0 Point (x, y) on the line
x1 + 2x2 = 2000 x2 = 1000 x1 = 2000 (0,1000)(2000,0)
x1 + x2 = 1500 x2 = 1500 x1 = 1500 (0,1500)(1500,0
x2 = 600 and x1 = 0, x1 axis x2 = 0, x2 axis. Plot each equation on the graph
Solution

B and C are the point of intersection of lines

x1 + 2x2 = 2000, x1 + x2 = 1500 and
x1 + 2x2 = 2000, x2 = 600
on solving we get B = (1000, 500), C = (800, 600)

Corner Points Value of Z = 3x1 + 5x2

A(1500, 0) 4500
B(1000, 500) 5500
C(800, 600) 5400
D(0, 600) 3000
Therefore, the Maximum value of Z occurs at B(1000,
500), hence the optimal solution is x1 = 1000 and x2 =
500.
Example 2
A and B are two product to be manufactured, unit profits are Tsh 40 and Tsh 35 respectively. Maximum materials
available are 60 kgs and 96 hrs. Each units of A needs 2 kg of materials and 4 man-hours, whereas each units of B needs
3 kg of materials and 3 man-hours. Find optimal level of A and B to be manufactured.
Solution:
• First of all we have to formulate the model :
• Decision Variables: Let x1 and x2 be the number of product A and B to be produced by the manufacturer respectively.
• Objective Functions: Therefore, the total profit (in Tsh) has to be maximized.
Max(Z) = 40x1 + 35x2
Constraints : The manufacturer has limited materials and labor time for manufacturing product A and B. There are 60 kgs
available and 96 hrs. available for labor.
Thus, total processing is restricted.
2x1 + 3x2 ≤ 60, Material Constraint
4x1 + 3x2 ≤ 96, Labor time Constraint
Finally the complete LPP is
Max(Z) = 40x1 + 35x2
Subject to
2x1 + 3x2 ≤ 60
4x1 + 3x2 ≤ 96
and x1, x2 ≥ 0
 Solution
• To represent the constraints graphically the inequalities are written as equalities.
• Every equation is represented by a straight line.
• To draw the lines, two points on each of the lines are found as indicated in the following table
(intercepts)
Equation x2 intercept when x1 = 0 x1 intercept when x2 = 0 Point (x, y) on the line
2x1 + 3x2 = 60 x2 = 20 x1 = 30 (0,20)(30,0)
4x1 + 3x2 = 96 x2 = 32 x1 = 24 (0,32)(24,0)

x1 = 0, x1 axis x2 = 0, x2 axis. Plot each equation on the graph.

4x1+ 3x2=96 4x18+3x2=96 72 +3x2=96 3x2= 96-72 3x2=24 x2=24/3 =8
2x1+3x2=60
2x1+0=36
2x1=36 x1=36/2=18
X1=18 x2 8
B is the point of intersection of lines 2x1+3x2 = 60 and 4x1+3x2 = 96 on solving we get B = (18, 8)
Corner Points Value of Z = 40x1 + 35x2
A (0, 20) 700 40x0 + 35 x20 0+700 = 700
B(18, 8) 1000 40x18 + 35x8 720 + 280 = 1000
C(24, 0) 960
Therefore, the Maximum value of Z occurs at B(18, 8), hence the optimal solution is x1 = 18 and x2 = 8.
Example 3
Q3. A rubber company is engaged in producing 3 different kinds of tyres A, B and C. These three different tyres are
produced at the company’s 2 different plants with different production capacities. In a normal 8 hrs. working day plant 1
produces 50, 100 and 100 tyres of A, B and C respectively. Plant 2 produce 60, 60 and 200 tyres of type A, B and C
respectively. The monthly demand for tyre A, B and C is 2,500, 3,000 and 7,000 units respectively. The daily cost of
operation of plant 1 and 2 is ` 2,500 and ` 3,500 respectively. Find the minimum number of days of operation per month at
2 different plants to minimize the total costs while meeting the demand.
Solution:
Let x1 be the daily cost of operation in plant 1
x2 be the daily cost of operation in plant 2
Minimize ‘Z’ = 2,500x1 + 3,500x2
(Subject to constraints)
50x1 + 60x2 ≤ 2,500
100x1 + 60x2 ≤ 3,000
100x1 + 200x2 ≤ 7,000 (Demand Constraints)
x1 , x2 ≥ 0 (Non-negativity constraints
Solution
Step 1: Find the divisible of the equalities.
Equation x1 x2
50x1 + 60x2 = 2,500 50 41.67
100x1 + 60x2 = 3,000 30 50
100x1 + 200x2 = 7,000 70 35

Step 2: Fix up the graphic scale

Minimum points = 30
Maximum points = 70
1 cm. = 10 point
Step 3: Graph the data
Solution Cont…..
Step 4: Find the co-ordinates of the corner points
Corner Points x1 x2
A 70 0
B 20 25
C 10 33.33
D 0 50
At ‘B’ 100x1 + 200x2 = 7,000 …..(1)
50x1 + 60x2 = 2,500 ….. (2)
Divide eq. (1) by 2,
we get, 50x1 + 100x2 = 3,500
50x2 + 60x2 = 2,500
40x2 = 1,000 , x2 = 1000/ 40 Therefore x2 = 25
Put x2 = 25 in eq. (2),
50x1 + 60(25) = 2,500,
50x1 + 1,500 = 2,500
50x1 = 1,000, x1 = 1000/50 Therefore x1 = 20
At ‘C’ 100x1 + 60x2 = 3,000 …..(1)
50x1 + 60x2 = 2,500 …..(2)
50 x1 + 0= 500
50x1 = 500 , x1= 500/50 Therefore x1 = 10
Put x1 = 10 in eq. (2)
50(10) + 60x2 = 2,500 ,
500 +60x2 = 2500 or 60 x2 = 2500- 500 or 60x2 = 2,000 Therefore x2 = 33.33
Solution Cont…..
Step 5: Substitute the co-ordinates of the corner points in the objective.
Minimize ‘Z’ = 2,500x1 + 3,000x2
At ‘A’, Z = 2,500(70) + 3,000(0) = 1,75,000
At ‘B’, Z = 2,500(20) + 3,000(25) = 1,25,000
At ‘C’, Z = 2,500(10) + 3,000(33.33) = 1,24,990
At ‘D’, Z = 2,500(0) + 3,000 (50) = 1,50,000

Inference Thus, the rubber company can minimize its total cost to ` 1,24,990
by producing 10 units of product in plant 1 and 33.33 units in plant 2.
 Assignments
Q1. Maximize
‘Z’ = 8,000x1 + 7,000x2
(Subject to constraints)
3x1 + x2 ≤ 66
x1 ≤ 20
x2 ≤ 40
x1 + x2 ≤ 45
x1 , x2 ≥ 0 (Non-negativity constraints)
Q2. Maximize
‘Z’ = 8x1 + 5x2
[Subject to constraints]
x1 ≤ 150
x2 ≤ 250
2x1 + x2 ≤ 500
and x1 , x2 ≥ 0 (Non-negativity constraints)
Q3. Maximize
‘Z’ = 3x1 + 5x2
(Subject to constraints)
x1 + 2x2 ≤ 2,000
x1 + x2 ≤ 1,500
x2 ≤ 600 and x1 , x2 ≥ 0 (Non-negativity constraints)
THANK YOU 