TOPIC OUTLINE

SOLVING LINEAR
WHAT IS LINEAR PROGRAMMING
INTRODUCTION PROGRAMMING? PROBLEMS
HISTORY TARGET-BASED
SIMPLEX
SITUATIONS
REAL-WORLD R-PROGRAMMING
EXAMPLES OPTIMIZATION
PROBLEM GRAPHICAL
WARM-UP ACTIVITY METHOD
OPTIMIZATION
TECHNIQUE OPEN SOLVER
HISTORY
1) LINEAR PROGRAMMING WAS DEVELOPED
DURING WORLD WAR II, WHEN A SYSTEM
WITH WHICH TO MAXIMIZE THE
EFFICIENCY OF RESOURCES WAS OF
UTMOST IMPORTANCE.
2) ACCORDINGLY, IT WAS DISCOVERED THREE 1939
TIMES, INDEPENDENTLY, BETWEEN 1939 Leonid Kantorovich
AND 1947, BUT EACH TIME IN A SOMEWHAT
DIFFERENT FORM DICTATED BY THE
SPECIAL CIRCUMSTANCES OF THAT
DISCOVERY. 1941
Frank Lauren Hitchcock
3) NEW WAR-RELATED PROJECTS DEMANDED
ATTENTION AND CONSIDERING THE
LIMITED RESOURCES. “PROGRAMMING”
WAS A MILITARY TERM THAT REFERRED TO
1947
George B. Dantzig
ACTIVITIES SUCH AS PLANNING
Real world examples
using linear programming
include:
◦OPTIMIZING THE
OPERATIONS OF
TRANSPORTATION
NETWORKS TO ENSURE THE
MOST EFFICIENT PATTERNS
OF TRANSPORTING GOODS
AND PEOPLE; IN ITS MOST
BASIC SENSE, FINDING OUT
WHAT TRAINS SHOULD GO
WHERE AND WHEN.
Real world examples
using linear programming
include:
◦MINIMIZING PRODUCTION
COSTS AT A MANUFACTURING
FACILITY BY DETERMINING
THE OPTIMAL BALANCE OF
PRODUCTION ACCORDING TO
RESOURCES AND CUSTOMER
DEMAND.
Real world examples
using linear programming
include:
◦MAXIMIZING A COMPANY'S
PROFITS BY DETERMINING
THE BEST POSSIBLE
COMBINATION OF
ACTIVITIES TO BRING IN
THE MOST MONEY AT THE
LEAST COST.
Real world examples using
linear programming
include:
◦REDUCING RISK IN A
POTENTIALLY HAZARDOUS
OPERATION BY
DETERMINING THE BEST
POSSIBLE COMBINATION OF
HUMAN AND OTHER
RESOURCES.
TARGET-BASED
SITUATIONS
TARGET-BASED SITUATIONS
OBJECTIVE?
 Maximum Sales Minimize the cost
Maximum Score in a month

TARGET-BASED SITUATIONS
OBJECTIVE?
maximize the benefits minimize the cost

OBJECTIVE?
 BEST
POSSIBLE
OUTCOME
WHAT IS LINEAR
PROGRAMMING?
◦ A model consisting of linear
relationships representing a
firm’s objective and resource
constraints
◦ LP is a mathematical modeling
technique used to determine a
level of operational activity in
order to achieve an objective,
subject to restrictions called
constraints.
 /

THE TERMINOLOGY “LINEAR THE WORD “LINEAR” SAYS ABOUT THE WORD “PROGRAMMING”
PROGRAMMING” HAS TWO THE RELATIONSHIP BETWEEN SAYS ABOUT THE PROCESS OF
WORDS “LINEAR” AND MULTIPLE VARIABLES WITH SELECTING THE BEST SOLUTION
“PROGRAMMING”. DEGREE ONE. FROM DIFFERENT ALTERNATIVES.
GOAL:
Linear programming is used
for obtaining the most optimal
solution for a problem with
given constraints.
Formulation of real-life
problem into a mathematical
model.
 Linear Programming (LP) Problem
⚫ The maximization or minimization of some quantity is
the objective in all linear programming problems.
⚫ All LP problems have constraints that limit the degree
to which the objective can be pursued.
⚫ A feasible solution satisfies all the problem's
constraints.
⚫ An optimal solution is a feasible solution that results
in the largest possible objective function value when
maximizing (or smallest when minimizing).
⚫ A graphical solution method can be used to solve a
linear program with two variables.
Linear Programming (LP) Problem

⚫ If both the objective function and the constraints are maximum or

linear, the problem is referred to as a linear minimum value
programming problem.
⚫ Linear functions are functions in which each variable
appears in a separate term raised to the first power
and is multiplied by a constant (which could be 0).
⚫ Linear constraints are linear functions that are
restricted to be "less than or equal to", "equal to", or
"greater than or equal to" a constant.
Properties of LP Models
1) Seek to minimize or maximize
2) Include “constraints” or limitations
3) There must be alternatives available
4) All equations are linear
STRUCTURE AND FORMULATION OF A
LINEAR PROGRAMMING PROBLEM
Understanding the given FORMULATION
1 problems

Convert to a linear SOLUTION

2 programming problem
Advantages and Uses of Linear
Programming
1.Linear programming provides insights into business problems.
2.It helps to solve multi-dimensional problems
3.According to change of the conditions, linear programming helps
us in adjustments
4.By calculating the profit and cost of different things, Linear
programming also helps to take the best solution.
Linear Programming is very much used in the field of Mathematics and
some other fields like economics, business, telecommunication, and the
manufacturing fields.
Different Types of Linear
Programming
1.Solving linear programming by Simplex method
2.Solving linear programming using R
3.Solving linear programming by graphical
method
4.Solving linear programming with the use of an
open solver.
Geometric or Graphical Approach
Step 1. Form a mathematical model for the
problem.
(a) Introduce decision variables and write a
linear objective function.
(b) Write problem constraints in the form of
linear inequalities.
(c) Write nonnegative constraints.
Step 2. Graph the feasible region and find the
corner points.
Geometric or Graphical Approach
Step 3. Evaluate the objective function at each
corner point to determine the optimal solution.

Note: If the optimal value occurs at two corner

points, then any point on the line segment
joining the two corner points is also an optimal
solution.
Using Graphical Approach in LPP
Guidelines for Model Formulation
1. Understand the problem thoroughly.
2. Describe the objective.
3. Describe each constraint.
4. Define the decision variables.
5. Write the objective in terms of the decision
variables.
6. Write the constraints in terms of the decision
variables.

30
Example: Dimension’s Ltd. Problem
Dimensions, Ltd., makes two products tables and chairs, which
must be processed through assembly and finishing departments.
Assembly has 60 hours available per week; finishing can handle up to 48
hours of work a week. Manufacturing one table requires 4 hours in the
assembly and 2 hours in finishing. Each chairs requires 2 hours in the
assembly and 4 hours in the finishing.

If profit is $8 per table and $6 per chair, the problem is to

determine the best possible combination of tables and chairs to produce
and sell in order to realize the maximum profit.

31
 Let’s try:
(2) Describe the objective. – (5-6) Write the objective function and
maximize profit constraints in terms of the decision
variables-
(3) Describe each constraint. –
DEPARTMEN TABLES CHAIRS AVAILABILIT
T Y Objective Function: PROFIT: Table - $8 Chair - $6
ASSEMBLY 4 HRS 2 HRS 60HRS/
WEEK Max Profit = 8x +6y or Max: z=8x+6y
FINISHING
variables- Subject to constraints:
2 HRS 4 HRS 48HRS/
(4) Define the decisionWEEK
Let x - # of tables produced Assembly: 4x + 2y <=60
y - # of chairs produced Finishing: 2x + 4y <=48
z – total profit x,y >=0
32
 Corner point

4x + 2y <= 60
2x + 4y <= 48
x , y >=0

Launch Desmos:

33
Assembly:
4x + 2y <= 60 4x + 2y = 60
4x + 2y = 60

If x = 0 (0, 30)
4(0) + 2y = 60
0 + 2y = 60 Intercepts for the line 4x + 2y = 60
(15, 0)
y = 30 (x = 0, y = 30)
(x = 15, y = 0)

If y = o
4x + 2(0) = 60
4x + 0 = 60
4x = 60
x = 15
x 0 15
y 30 0 Graph each constraints given in one cartesian plane
Finishing:
2x + 4y <=48
2x + 4y =48
2x + 4y = 48
If x = 0
2(0) + 4y = 48
(0, 12)
0 + 4y = 48 Intercepts for the line 2x + 4y = 48
(24, 0)
y = 12 (x = 0, y = 12)
(x = 24, y = 0)

If y = o
2x + 4(0) = 48
2x + 0 = 48
2x = 48
x = 24
x 0 24
y 12 0 Graph each constraints given in one cartesian plane
 Find the feasible region
Coordinates Z = 8x + 6y (0, 12)

(0,0) Z = 8(0)+6(0) = $0 (12, 6)

Feasible
region
(0,12) Z = 8(0)+6(12) = $72
(0, 0) (15, 0)
(15,0) Z = 8(15)+6(0) = $120

(12,6) Z = 8(12)+6(6) = $132

If profit is $8 per table and $6 per chair,

There should be 12 tables and 6 chairs
to produce and sell in order to realize
the maximum profit worth $132.
Using Microsoft Excel Solver in LPP
How to activate Excel
Solver Add-ins:

Go to FILE tab
Click OPTIONS
How to activate Excel
Solver Add-ins:
Click ADD-INS
Manage: Excel Add-
ins
Click GO
How to activate Excel
Solver Add-ins:
Check the ANALYSIS
TOOLPAK
and
SOLVER ADD-IN
Click OK
 How to do it in Excel
Whenever we formulate a worksheet model of a linear program,
we perform the following steps:
Step 1. Enter the problem data in the top part of the worksheet • Numerical Coefficient
• Model
Initial Steps
Step 2. Specify cell locations for the decision variables
Step 3. Select a cell and enter a formula for computing the value • Data Tab
• Select Solver
of the objective function • Input data in Solver
Solver Parameters
Step 4. Select a cell and enter a formula for computing the left-
hand side of each constraint
Step 5. Select a cell and enter a formula for computing the right-
hand side of each constraint
Example: Dimension’s Ltd. Problem
Dimensions, Ltd., makes two products tables and chairs, which
must be processed through assembly and finishing departments.
Assembly has 60 hours available per week; finishing can handle up to 48
hours of work a week. Manufacturing one table requires 4 hours in the
assembly and 2 hours in finishing. Each chairs requires 2 hours in the
assembly and 4 hours in the finishing.

If profit is $8 per table and $6 per chair, the problem is to

determine the best possible combination of tables and chairs to produce
and sell in order to realize the maximum profit.

44
Let us Recall:
Consider the given objective function and constraints

Objective Function: Maximize: Z = 8T + 6C

Subject to constraints:
Assembly : 4T + 2C ≤ 60 Launch MS Excel Solver Sample

Finishing : 2T + 4C ≤ 48
T≥0
C≥0
 Coordinates Z = 8x + 6y

(0,0) Z = 8(0)+6(0) = $0
If profit is $8 per table and $6 per chair,
(0,12) Z = 8(0)+6(12) = $72 There should be 12 tables and 6 chairs
to produce and sell in order to realize
(15,0) Z = 8(15)+6(0) = $120 the maximum profit worth $132.

(12,6) Z = 8(12)+6(6) = $132

Graphical Method

Solver Method

(0, 12)

(12, 6)
Feasible
region

(0, 0) (15, 0)