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Steps to Solve a Linear Programming Problem

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Emma
June 26, 2019

Chapters

Introduction to Linear Programming

Features of Linear Programming

Parts of Linear Programming

Why we Need Linear Programming?

Steps to Solve a Linear Programming Problem

Example

Solution

Introduction to Linear Programming

 t is an optimization method for a linear objective function and a

I system of linear inequalities or equations. The linear inequalities

or equations are known as constraints. The quantity which needs to

be maximized or minimized (optimized) is re ected by the objective

function. The fundamental objective of the linear programming model

is to look for the values of the variables that optimize (maximize or

minimize) the objective function.

We know that in linear programming, we subject linear functions to

multiple constraints. These constraints can be written in the form of

linear inequality or linear equations. This method plays a fundamental

role in nding optimal resource utilization. The word "linear" in linear
programming depicts the relationship between di erent variables. It

means that the variables have a linear relationship between them.

The word "programming" in linear programming shows that the

optimal solution is selected from di erent alternatives.

We assume the following things while solving the linear programming

problems:

The constraints are expressed in the quantitative values

There is a linear relationship between the objective function and the

constraints

The objective function which is also a linear function needs

optimization

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Features of Linear Programming

The linear programming problem has the following ve features:

Constraints

These are the limitations set on the main objective function. These

limitations must be represented in the mathematical form.

Objective function

This function is expressed as a linear function and it describes the

quantity that needs optimization.

Linearity

There is a linear relationship between the variables of the function.

Non-negativity

The value of the variable should be zero or non-negative.

Parts of Linear Programming
The primary parts of a linear programming problem are given below:

Objective function

Decision variables

Data

Constraints

Why we Need Linear Programming?

The applications of linear programming are widespread in many

areas. It is especially used in mathematics, telecommunication,

logistics, economics, business, and manufacturing elds. The main

bene ts of using linear programming are given below:

It provides valuable insights to the business problems as it helps in

nding the optimal solution for any situation.

In engineering, it resolves design and manufacturing issues and

facilitates in achieving optimization of shapes.

In manufacturing, it helps to maximize pro ts.

In the energy sector, it facilitates optimizing the electrical power

system

In the transportation and logistics industries, it helps in achieving time

and cost e ciency.

In the next section, we will discuss the steps involved in solving linear

programming problems.

Steps to Solve a Linear Programming Problem

We should follow the following steps while solving a linear

programming problem graphically

programming problem graphically.

Step 1 - Identify the decision variables

The rst step is to discern the decision variables which control the
behavior of the objective function. Objective function is a function that

requires optimization.

Step 2 - Write the objective function

The decision variables that you have just selected should be employed
to jot down an algebraic expression that shows the quantity we are

trying to optimize. In other words, we can say that the objective

function is a linear equation that is comprised of decision variables.

Step 3 - Identify Set of Constraints

Constraints are the limitations in the form of equations or inequalities

on the decision variables. Remember that all the decision variables are

non-negative; i.e. they are either positive or zero.

Step 4 - Choose the method for solving the linear

programming problem
Multiple techniques can be used to solve a linear programming

problem. These techniques include:

Simplex method

Solving the problem using R

Solving the problem by employing the graphical method

Solving the problem using an open solver

In this article, we will speci cally discuss how to solve linear

i bl i hi l th d
programming problems using a graphical method.

Step 5 - Construct the graph

After you have selected the graphical method for solving the linear

programming problem, you should construct the graph and plot the

constraints lines.

Step 6 - Identify the feasible region

This region of the graph satis es all the constraints in the problem.

Selecting any point in the feasible region yields a valid solution for the

objective function.

Step 7 - Find the optimum point

Any point in the feasible region that gives the maximum or minimum

value of the objective function represents the optimal solution.

Now, that you know what are the steps involved in solving a linear

programming problem, we will proceed to solve an example using the

steps above.

Example

A bakery manufacturers two kinds of cookies, chocolate chip, and

caramel. The bakery forecasts the demand for at least 80 caramel and

120 chocolate chip cookies daily. Due to the limited ingredients and
employees, the bakery can manufacture at most 120 caramel cookies
 p y , y

and 140 chocolate chip cookies daily. To be pro table the bakery must

sell at least 240 cookies daily.

Each chocolate chip cookie sold results in a pro t of $0.75 and each

caramel cookie produces $0.88 pro t.

a) How many chocolate chip and caramel cookies should be made

daily to maximize the pro t?

b) Compute the maximum revenue that can be generated in a day?

Solution

Part a
Follow the following steps to solve the above problem.

Step 1 - Identify the decision variables

Suppose:

Number of caramel cookies sold daily = x

Number of chocolate chip cookies sold daily = y

Step 2 - Write the Objective Function

Since each chocolate chip cookie yields the pro t of $0.75 and each

caramel cookie produces a pro t of $0.88, therefore we will write the

objective function as:

 , where x and y are non

negative

Step 3 - Identify Set of Constraints

It is mentioned in the problem that the demand forecast of caramel

cookies is at least 80 and the bakery cannot produce more than 120

caramel cookies. Therefore, we will write this constraint as:

It is also mentioned that the expected demand for the chocolate chip

cookies is at least 120 and the bakery can produce no more than 140

cookies. Therefore, the second constraint is:

To be pro table the company must sell at least 240 cookies

daily. Therefore, the third constraint is:

Step 4 - Choose the method for solving the linear

programming problem

W ill d h l i f h b bl hi ll
We will nd the solution of the above problem graphically.

Step 5 - Construct the graph

is subjected to the following constraints:

Step 6 - Identify the feasible region

Example graph

The green area of the graph is the feasibility region.

Step 7 - Find the Optimum point

Now, we will test the vertices of the feasibility region to determine the

optimal solution. The vertices are:

(120, 120) , (100, 140), (120, 140)

(120, 120) P = 0.88 (120) + 0.75 (120) = $ 195.6

(100, 140) P = 0.88 (100) + 0.75 (140) = $ 193

(120, 140) P = 0.88 (120) + 0.75 (140) = $ 210.6

Hence, the bakery should manufacture 120 caramel cookies and 140

chocolate cookies daily to maximize the pro t.

Now, we will proceed to solve the part b of the problem.

Part b
The answer to the part b is given in the previous section. The

maximum pro t that can be generated in a day is $210.6.

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Emma

I am passionate about travelling and currently live and work in Paris. I

like to spend my time reading, gardening, running, learning languages
and exploring new places.

Theory

Linear Programming Examples

Linear Programming

Exercises

Linear Programming Problems and Solutions