CH 2-1 Linear PP Introduction and Graphic Method

Chapter 2
Linear Programming
Formulations-Application and Model
2.1. Introduction to Linear Programming
•Linear Programming is a branch of mathematical programming which

is designed to solve optimization problems where all the constraints as
well as the objectives are expressed as linear function
•Linear Programming is an optimization technique, where the
underlying objective is either to maximize the profits or to minimize the
Cost.
•It deals with the problem of allocation of finite limited resources
amongst different competing activities in the most optimal manner.
•It generates solutions based on the feature and characteristics
of the actual problem or situation.
•Linear Programming has been highly successful in solving the
following Types of problems := Product-mix problems. = Investment
planning problems,= Blending strategy formulations and = Marketing &
Distribution management
2.2. The characteristics or the basic
assumptions of linear programming
Decision or Activity Variables & Their Inter-

Relationship
Finite Objective Functions
Limited Factors/Constraints
Presence of Different Alternatives
Non-Negativity Restrictions
Linearity Criterion
Additively
Mutually Exclusive Criterion
Divisibility
Certainty
Finiteness.
2.3. Linear Programming problem Formation
The basic steps in formulating a linear programming model are:

Step I- Identification of the decision variables
1. The constraint is of the form ≥ , ≤ , =
2. Then express the objective function verbally.
3. Step (a) and (b) identify the decision variables.
Step II- Identification of the constraints
Step III- Formulate the objective function
Machine Table Chair
M1 7 4
Example 1
M 5 5
3F furniture Ltd. manufactures two products, tables & chair. Both the products have to be processed through two
2 total machine-hours available are: 200 hours of M and 400 hours of M respectively. Time in
machines Ml & M2 the 1 2
hours required for producing a chair and a table on both the machines is as follows : Time in Hours:
Profit from the Sale of table is Birr 40 and that of a chair is Birr 30.
Required: formulate the LP Problem (LPP)?
Solution:
Step I Identification of the decision variables. Let x1 = Number of tables produced and X2 = Number of Chairs produced
Step II List down all the constraints.
Total time on machine M1 cannot exceed 200 hour
a.
7x1+4x2 ≤ 200
(Since it takes 7 hours to produce a table & 4 hours to produce a chair on machine M1)
b. Total time on machine M2 cannot exceed 400 hour
5x1+5x2 ≤ 400 (Since it takes 5 hours to produce both a table & a chair on machine M2)
Step III. The objective function for maximizing the profit is
given by
Maximize
(Since profit per unit from a table and a chair is Birr 40 & Birr.
30 respectively).
Presenting the problem as LPP, the given problem can now
be formulated as a linear programming model as follows:
Maximize Z =40x1+30x2
Subject to: 7x1+4x2≤ 200
5x1+5x2 ≤ 400
Further; x 1 & x2 ≥ 0
(Since if x1 & x2 < 0 it means that negative quantities of
products are being manufactured which has no meaning).
Example 2
Alpha Limited produces & sells 2 different products
under the brand name black & white. The profit per unit
on these products is Birr 50 & Birr 40 respectively. Both
black & white employ the same manufacturing process
which has a fixed total capacity of 50,000 man-hours.
As per the estimates of the marketing research
department of Alpha Limited, there is a market demand
for maximum 8,000 units of Black & 10,000 units of
white. Subject to the overall demand, the products can
be sold in any possible combination. If it takes 3 hours
to produce one unit of black & 2 hours to produce one
unit of white. Formulate the about as a linear
programming model?
2.4. Method for solving LPP
2.4.1. GRAPHICAL LINEAR PROGRAMMING
METHODS
Graphical linear programming is a relatively

straightforward for determining the optimal
solution to certain linear programming problems
involving only two decision variables.
The two decision variables are considered as
ordered pairs (X1, X2), which represent a point in
a plane, i.e, X1 is represented on X-axis and X2
on Y-axi
Graphical method has the following advantages:
It is simple, It is easy to understand, and It
saves time
Graphical Solution Method
1. Plot model constraint on a set of
coordinates in a plane
2. Identify the feasible solution space on
the graph where all constraints are
satisfied simultaneously
3. Plot objective function to find the point
on boundary of this space that
maximizes (or minimizes) value of
objective function
Example
In order to demonstrate the method, let us take a
microcomputer problem in which a firm is about to start
production of two new microcomputers, X 1 and X2. Each
requires limited resources of assembly time, inspection
time, and storage space. The manager wants to
determine how much of each computer to produce in
order to maximize the profit generated by selling them.
Other relevant information is given below:
Type 1 Type 2
Profit per unit $60 $50
Assembly time per unit 4 hrs 10 hrs
Inspection time per unit 2 hrs 1
hrs
Storage space per unit 3 cubic feet 3 cubic feet
Availability of company resources:
Resources Amount available
Assembly time 100 hrs
Inspection time 22 hrs
Storage space 39 cubic feet
The model is then:
Maximize = 60X1 + 50X2

Subject to Assembly 4 X 1 +10 X 2 < 100 hrs
Inspection 2 X 1 + 1 X 2 < 22 hrs
Storage 3 X 1 + 3 X 2 < 39 cubic
feet
X1 , X 2 > 0
Using this method for our example, simultaneously solving
for corner points a, b, c, and d, we find corresponding
profit values of 500, 700, 740, and 660, respectively giving
us the same solution as the above one at C. Therefore, the
optimal solution is x1= 9 units and x2 = 4 units while the
optimal value of objective function is 740.
Interpretation:
For a firm to maximize its profit (740), it should produce 9
units of the Model I microcomputer and 4 units of model II.
Example 2
Example 2
Maximize Z = $40 x1 + 50 x2
Subject to
x1 + 2x2 40 hr (labor constraint)
4x1 + 3x2 120 lb(clay constraint)
x1 , x20
Graphical Solution: Example
x2
50 –
40 –
4 x1 + 3 x2 120 lb
30 –
Area common to
20 –
both constraints
10 – x1 + 2 x2 40 hr
| | | | | |
0–
10 20 30 40 50 60 x1
Computing Optimal Values
x2 x1 + 2x2 = 40
40 –
4x1 + 3x2 = 120
4 x1 + 3 x2 120 lb
30 – 4x1 + 8x2 = 160
-4x1 - 3x2 = -120
20 –
5x2 = 40
10 – x1 + 2 x2 40 hr
x2 = 8
0 –8
| | 24 | | x1 x1 + 2(8) = 40
10 20 30 40
x1 = 24
Z = $40(24) + $50(8) = $1,360
Extreme Corner Points
x1 = 0 bowls
x2 x2 =20 mugs
x1 = 24 bowls
Z = $1,000
x2 =8 mugs
40 –
x1 = 30 bowls
Z = $1,360
30 – x2 =0 mugs
20 – A Z = $1,200
10 – B
| | | C|
0–
10 20 30 40 x1
Objective Function
x2
40 – 4x1 + 3x2 120 lb
Z = 70x1 + 20x2
30 – Optimal point:
A
x1 = 30 bowls
20 – x2 =0 mugs
Z = $2,100
B
10 –
x1 + 2x2 40 hr
| | | C |
0– 10 20 30 40 x1
Minimization Problem
CHEMICAL CONTRIBUTION
Brand Nitrogen (lb/bag) Phosphate (lb/bag)
Gro-plus 2 4
Crop-fast 4 3
Minimize Z = $6x1 + $3x2
subject to
2x1 + 4x2  16 lb of nitrogen
4x1 + 3x2  24 lb of phosphate
x 1, x 2  0
Graphical Solution
x2
14 –
x1 = 0 bags of Gro-plus
12 – x2 = 8 bags of Crop-fast
10 – Z = $24
A
8– Z = 6x1 + 3x2
6–
4–
B
2–
C
| | | | | | |
0–
2 4 6 8 10 12 14 x1
Graphical Solutions for the Special Cases of LP
i) Unboundedness
Unboundedness occurs when the decision variable increased indefinitely without violating
any of the constraints. The reason for it may be concluded to be wrong formulation of the
problem such as incorrectly maximizing instead of minimizing and/or errors in the given
problem. Checking equalities or rethinking the problem statement will resolve the problem.
Example:
Max Z = 10X1 + 20X2
Subject to 2X1 + 4X2 > 16
X1 + 5X2 > 15
X1, X2 > 0
Following the above listed steps of graphical solution method, we find the following graph
for the above model:
ii) Redundant Constraints
In some cases, a constraint does not form a unique boundary of the

feasible solution space. Such a constraint is called a redundant
constraint. A constraint is redundant if its removal would not alter the
feasible solution space. Redundancy of any constraint does not cause
any difficulty in solving an LP problem graphically. Constraints
appear redundant when it may be more binding (restrictive) than
others.
iii) Infeasibility
In some cases after plotting all the constraints on the graph, feasible area
(common region) that represents all the constraint of the problem cannot be
obtained. In other words, infeasibility is a condition that arises when no value
of the variables satisfy all the constraints simultaneously. Such a problem
arises due to wrong model formulation with conflicting constraints.
For example,
Max Z = 3X1+2X2
Subject to: 2X1 + X2 < 2
3X1 + 4X2 > 12
X1, X 2 > 0

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Chapter 2

•Linear Programming is a branch of mathematical programming which

Decision or Activity Variables & Their Inter-

The basic steps in formulating a linear programming model are:

Graphical linear programming is a relatively

Maximize = 60X1 + 50X2

Minimize Z = $6x1 + $3x2

In some cases, a constraint does not form a unique boundary of the

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