Introduction To Linear Programing Problems
Introduction To Linear Programing Problems
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Introduction to Linear Programing Problems
Table of Contents:
1. OBJECTIVE
2. INTRODUCTION
2.1 Terminology
2.2 Formulation
2.3 STANDARD and CANONICAL form of the model
2.4 Feasible Solution and Feasible Region
2.5 Convex set
2.6 Extreme points
3. GRAPHICAL ANALYSIS:
3.1 Feasible solution of an LPP
3.2 Optimal Solution:
3.2.1. Corner Point Method
3.2.2. ISO- PROFIT (OR ISO-COST) Method of Solving LPP
3.3 Multiple Optimal Solution
3.4 Unbounded solution
3.5 No Solution ( No Feasible Solution):
4. SUMMARY
5. EXCERSISES
6. REFERENCES
7. WEB LINKS
8. SUGGESTING READING
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Introduction to Linear Programing Problems
1. OBJECTIVES:
After studying this chapter, you should be able to :
Formulate a management problem in suitable cases
Identify the characteristics of a linear programing problem
Make a graphical analysis of the problem
Solve the problem graphically
Identify various types of solutions
Explain various applications of linear programing in business and industry
2. INTRODUCTION:
The idea of Linear Programing is conceived by George B. Bantzing in 1947 and the work
named “ Programing in Liner Structure” done by Kantorovich (1939) was published in
1959. Koopmans coined the term linear programing in 1948.
2.1. Terminology:
The problem variable X and Y are called decision variables and they represent
the solution or output decision from the problem.
The profit function that the manufacture wishes to increase, represents the
objective of making the decisions on the production quantities and it is called
objective function.
The conditions matching the resource requirements are called constraints.
The decision variables should take non negative values. This is called non-
negativity restriction.
The problem written in algebraic form represents the mathematical model of
the given system and is called Problem Formulation.
2.2. Formulation:
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Introduction to Linear Programing Problems
In the above formulations, the objective function and the constraints are linear therefore
the formulated model is known as Linear Programming Problem.
EXAMPLE-1:
Suppose a small manufacture produces two products say A & B and two resources say R1
and R2 require to make these products. Each unit of product A requires 1 unit of R1 and 3
units of R2. Each unit of product B requires 1unit of R1 and 2 units of R2. The
manufacturer has 5 units of R1 and 12 units of R2 available. Manufacturer makes a profit
of Rs. 6 per unit of product and Rs. 5 per unit on selling of product A & B respectively.
(Product mix problem)
Table-1 showing the units manufactured, requirement of units and the profit of
manufacturer.
Table-1
Resources R1 R2 Profit
Units
A 1 3 6
B 1 2 5
Availability 5 12
First of all manufacturer has to decide to produce the units A & B in such a way so that he
can maximize the profit.
Suppose X & Y be the number of units of A & B produced by the manufacture respectively.
The profit Z(say), the manufacturer makes will be Z= 6X+5Y.
Resource R1 and R2 required X+Y units that should be always less or equal to 5 and 12
respectively and produced units can’t be negative. X ≥0,Y≥ 0.
Maximize. Z= 6X+5Y
Conditions
X+Y ≤ 5
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Introduction to Linear Programing Problems
3X+2Y ≤ 12
And X, Y ≥ 0
aij x j
j 1
= bi , i = 1,… ,m a x
j 1
ij j = bi , i = 1,… ,m
xj ≥ 0, j = 1, … ,n xj ≥ 0, j = 1, … ,n
n n
Maximize z = cj xj
j 1
Maximize z = c x
j 1
j j
aij x j
j 1
≥ bi , i = 1,… ,m a x
j 1
ij j ≤ bi , i = 1,… ,m
1. All
RHS xj ≥ 0, j = 1, … ,n xj ≥ 0, j = 1, … ,n
Any no-negative value of (X1,X2) i.e. X1 ≥0, X2≥0 is a feasible solution of the linear
programing problem if it satisfies all the constraints. The collection of all feasible
solutions is known as the feasible region.
The feasible region of the linear programming problem with the given problem is shown by
the shaded area in the figure-4.
Although the method is quite simple the principle of solution is based on certain analytical
concepts. Following are some basic terminologies that are used in graphical analysis:
A region or set R is convex if and only if for any two points on the set R the line segment
connecting those points lies entirely in R. The collections of feasible solutions in a linear
programming problem form a convex set. In fact, it is a special type of convex set known
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Introduction to Linear Programing Problems
as convex polygon as this is formed by the intersection of a finite number of closed half
planes.
The extreme point E of a convex set R is a point such that it is not possible to locate two
distinct points in or on R so that the line joining them will include E. Extreme points are
also referred to as vertices or corner points.
3. GRAPHICAL ANALYSIS:
A linear programming problem involving two decision variables can be conveniently solved
graphically. The graphical analysis of a linear programming problem is illustrated with the
help of the following example
Example-1
Subject to :
2X1+X2 ≤ 300
3X1+4X2 ≤ 509
4X1+7X2 ≤ 812
X1 ≥0, X2 ≥0
If we draw the line 2X1+X2≤300,which passes through(0, 300) and(150, 0)
X1
FIGURE:1- Closed half plane
A linear equality in two variables is known as a Half Plane. The corresponding equality or
the line is known as the boundary of the half plane. The half plane along with its boundary
is called a closed half plane. We must decide on which side of the line 2X 1+X2 ≤ 300
the half plane is located. It is easy to solve the inequality for X 2.
X1 ≤ 300 – 2 X2
For fixed X1, the ordinates satisfying this inequality are smaller than the corresponding
ordinate on the line and thus the inequality is satisfied for all points below the line. This is
shown in the shaded area in the figure-1.
Similarly, we can find the closed half for the other inequalities 3X1+4X2≤509 and 4X1+7X2
≤ 812. These are shown in the fig-2 and fig-3 respectively.
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Introduction to Linear Programing Problems
Since all the three constraints must be satisfied simultaneously, we consider the
intersection of these three closed half planes in figure-3.
If we can find the values of the decision variables x 1, x2, x3, ..... xn, which can optimize
(maximize or minimize) the objective function Z, then we say that these values of x i are
the optimal solution of the Linear Program (LP).
The graphical method is applicable to solve the LPP involving two decision variables x 1,
and x2, we usually take these decision variables as x, y instead of x 1, x2. To solve an LPP,
the graphical method includes two major steps.
a) The determination of the solution space that defines the feasible solution. Note
that the set of values of the variable x1, x2, x3,....xn which satisfy all the
constraints and also the non-negative conditions is called the feasible solution of
the LP.
b) The determination of the optimal solution from the feasible region.
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Introduction to Linear Programing Problems
Step 1: Since the two decision variable x and y are non-negative, consider only the first
quadrant of xy-coordinate plane
For each constraint, the line (1) divides the first quadrant in to two regions say R 1 and R2,
suppose (x1, 0) is a point in R1. If this point satisfies the in equation ax + by ≤c or (≥ c),
then shade the region R1. If (x1, 0) does not satisfy the inequality, shade the region R2.
These co-ordinates can be obtained from the graph or by solving the equation of the lines.
Step 3: At each vertex (corner point) compute the value of the objective function.
Step 4: Identify the corner point at which the value of the objective function is maximum
(or minimum depending on the LP)
The co-ordinates of this vertex is the optimal solution and the value of Z is the optimal
value
Example-2 : Find the optimal solution in the above problem of decorative item dealer
whose objective function is Z = 50x + 18y
In the graph, the corners of the feasible region are O (0, 0), A (0, 80), B(20, 60), C(50, 0)
At (0, 0) Z = 0
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Introduction to Linear Programing Problems
Since our object is to maximize Z and Z has maximum at (50, 0) the optimal solution is x
= 50 and y = 0
Example-3
Let us find the feasible solution for the problem of a decorative item dealer whose LPP is
to maximize profit function.
2x+ y ≤100
x + y ≤ 80
x ≥ 0, y ≥ 0
x + y = 80
Put y = 0, 2x = 100 x = 50
Plotting these two points on the graph paper draw the line which represent the line 2x +
y =100.
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Introduction to Linear Programing Problems
This line divides the 1st quadrant into two regions, say R1 and R2. Choose a point say (1,
0) in R1. (1, 0) satisfy the inequality 2x + y 100. Therefore R1 is the required region for
the constraint 2x + y ≤ A100.
Similarly draw the straight line x + y = 80 by joining the point (0, 80) and (80, 0). Find
the required region say R1', for the constraint x + y 80
The intersection of both the region R1 and R1' is the feasible solution of the LPP. Therefore
every point in the shaded region OABC is a feasible solution of the LPP, since this point
satisfies all the constraints including the non-negative constraints.
Step-3: In the graph, the corners of the feasible region are O (0, 0), A (0, 80),
B(20, 60), C(50, 0)
At (0, 0) Z = 0
Step-4: Since our object is to maximize Z and Z has maximum at (50, 0) the optimal
solution is x = 50 and y = 0
If an LPP has many constraints, then it may be long and tedious to find all the corners of
the feasible region. There is another alternate and more general method to find the
optimal solution of an LP, known as 'ISO profit or ISO cost method'.
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Introduction to Linear Programing Problems
Step 2: Shade the intersection of all the half planes which is the feasible region
Step 3: Since the objective function is Z = ax + by, draw a dotted line for the equation ax
+ by = k, where k is any constant. Sometimes it is convenient to take k as the LCM of a
and b.
Step 4: To maximize Z draw a line parallel to ax + by = k and farthest from the origin.
This line should contain at least one point of the feasible region. Find the coordinates of
this point by solving the equations of the lines on which it lies
To minimize Z draw a line parallel to ax + by = k and nearest to the origin. This line
should contain at least one point of the feasible region. Find the co-ordinates of this point
by solving the equation of the line on which it lies
x = x1, y = y1, is the optimal solution of the LPP and Z = ax1 + by1 is the optimal value
The above method of solving an LPP is more clear with the following example
Example-4 : Solve the following LPP graphically using ISO- profit method.
10x+5y≤80, 6x+6y≤66
4x+8y≤24, 5x+6y≤90
x≥0, y≥0
Solution:
since x 0, y 0, consider only the first quadrant of the plane graph the following
straight lines on a graph paper
6x + 6y = 66 or x +y =11
4x+ 8y = 24 or x+ 2y = 6
5x + 6y = 90
Identify all the half planes of the constraints. The intersection of all these half planes is
the feasible region as shown in the figure.
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Introduction to Linear Programing Problems
Give a constant value 600 to Z in the objective function, then we have an equation of the
line
P1Q1 is the line corresponding to the equation 6x + 5y = 30. We give a constant 1200 to Z
then the P2 Q2 represents the line.
6x + 5y = 60
P2Q2 is a line parallel to P1Q1 and has one point 'M' which belongs to feasible region and
farthest from the origin. If we take any line P3Q3 parallel to P2Q2 away from the origin, it
does not touch any point of the feasible region.
x = 5 and y = 6
The following results ( Hadley, 1969) , ( Mittal,1976) provides the solution of a linear
programming problem.
If the maximum or minimum value of a linear function defined over a convex polygon
exists, then it must be on one of the extreme points.
We can understand the graphical analysis of a linear programing problem with the
following example:
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Introduction to Linear Programing Problems
We can understand the graphical analysis of Linear Programming Problem with the help of
some more examples of product mix problem:
Some times in Linear Programming Problem ,the objective function coincides with one of
the half planes generated by a constraints provides the MULTIPLE SOLUTION. We can
understand this kind of situation through the example as follows:
EXAMPLE-5:
A company buying scrap metal has two types of scrap metal available to him. The first
type of scrap metal has 30% of metal A,20% of metal B and 50% of metal C by weight.
The second scrap has 40% of metal A, 10% of metal B and 30% of metal C. The company
requires at least 240 kg. of metal A,100 kg. of metal B and 290 kg of metal C. The prices
per kg of the two scraps are Rs. 120 and Rs. 160 respectively. Determine the optimum
quantities of the two scraps to be purchased so that the requirements of the three metals
are satisfied at a minimum cost.
Solution:
If the decision variable are X1 and X2 indicating the amount of scrap metal to be
purchased respectively.
S.t.
X1, X2 ≥ 0
3 X1 + 4 X2 ≥ 240
2 X1 + 1 X2 ≥ 100
5X1 + 3 X2 ≥ 290
X1, X2 ≥ 0
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Introduction to Linear Programing Problems
As shown in the figure, The points A, B, C , D are the extreme points of the lower
boundary of the convex set of feasible solutions. One of the members of the family of
objective functions 120X1+ 160X2=Z coincides with the line CD with Z=96000. It shows
the fact that both the point C with co-ordinates x1=400, x2= 300 and D with coordinates
x1=800, x2=0 are on the line 120X1+ 160X2= 96000. Therefore, It can be infer that
every point on the line CD minimizes the value of the objective function and the problem
has multiple solutions.
So far we discussed linear programming problem which can be easily solved and provide
the solutions .Some time we may encounter with the situations where no solution exists or
for which the only solution obtained is an unbounded one. Therefore we have two
conditions in this situation. i.e.
3.3.1.Unbounded solution:
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Introduction to Linear Programing Problems
X1-X2≤1, X1+X2 ≥ 3
X1≥0 and X2≥ 0
If we draw if graphically then it can be seen easily that the shaded area shown in the
figure is unbounded. There are two vertices of the region in the finite plane
But there exist points in the convex region for which the value of the objective function is
more than 8. We can check here that the point (10,10) lies in the region and the function
value at this point is 50 which is more than 8. Therefore the maximum value of Z lies at
infility only and we can say that this problem has an unbounded solution.
Example-7:
Max. Z= X1+X2
S.t
X1+X2≤1
-3 X1+X2≥ 3
X1≥0 , X2≥0
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Introduction to Linear Programing Problems
In the given problem, It can be seen graphically in the figure that the desired number pair
(x1,x2) lies in the first quadrant only. In this case the two half planes X 1+X2≤1 and -3
X1+X2≥ 3 don’t intersect and no point is common. The region common to the two half
planes and the first quadrant are shown in shaded area in the given figure.
We can see here that no point (x1,x2) lie in both the region ,this kind of situation leads to
no solution to the given linear programing problem.
We can understand about the possible outcomes during the solving Linear Programming
Problem through the following algorithm:
Solve LPP
Feasible Infeasible or
No Solution
Or NO solution
Unbounded
Optimal Solution
Solution
SUMMARY:
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Introduction to Linear Programing Problems
EXCERSISES:
(1) Maximize (Z) = 9 x1 12 x2
subject to:
4 x1 8x2 64
5x1 5x2 50
15x1 8x2 120
x1 7 x 2 7
x1 , x2 0
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Introduction to Linear Programing Problems
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Introduction to Linear Programing Problems
S.t
2X1+X2 ≥3
X1- X2≥ 0
X1≥0 , X2≥0.
S.t
X1- X2 ≥0
3X1- X2≤-3
X1≥0 , X2≥0.
REFERENCES:
LINKS:
home.ubalt.edu/ntsbarsh/econ/graphical.doc.
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