2

Linear Programming Problem

Mathematical Formulation
Kesources are scarce and property of the society and their abuse is a social evil
2:1. INTRODUCTION
Many business and economic
case, there are limited situations are concerned with
resources so as to
resources at your
disposal and your
a
problem of planning
activity. In eacn
yield the maximum problem is to make such a use of
these
maximum profit, etc. Such
production or to minimise the
of production,
cost
Linear problems are referred to as the or to give the
programming is a problems
technique for determining an optimum schedule of of constrained
optimisation.
in view of the
available resources.
process of determining a Prog ramming is just another word for interdependent activities
particular plan of action from 'planning' and refers to the
stands for indicating that all amongst several alternatives. The word linear
In the
relationships involved in a particular problem are linear.
present chapter, some
formulations are discussed. Theapplications of linear programming problems and their mathematical
problem. concepts are then extended to the general linear programming

2:2. LINEAR PROGRAMMING PROBLEM

A Linear
Programming Problem (LPP) consists of three components, namely the () decision variables
(activities), (i) the objective (goal), and (iii) the
constraints (restrictions).
() The decision variables refer to the activities that are
resources available. These variables are competing one another for sharing the
usually inter-related in terms of utilisation of resources and
need simultaneous solutions. All the decision variables are
considered as continuous, controllable and
non-negative.
(ii) A linear programming problem must have an objective which should be
and measurable in quantitative terms. It could be of clearly identifiable
profit (sales) maximisation, cost (time)
minimisation, and so on. The relationship among the variables representing
objective must be linear.
(iii) There are always certain limitations (or constraints) on the use of resources, such as labour,
space, raw material, money, etc. that limit the degree to which an objective can be achieved.
Such constraints must be expressed as linear inequalities or equalities in terms of decision
variables.
Basic assumptions. The following four basic assumptions are necessary for all linear
programming problems:
(a) Certainty. In all LPP's, it is assumed that all the parameters; such as availability of resources,
profit (or cost) contribution of a unit of decision variable and consumption of resources by a unit
 40 OPERATIONS RESEARCH
decision variable must be known and fixed. In other words, this assumption meanswith
thatcertainty
all
the
coefficients in the objective function as well as in the constraints are completely known with certaints
and do not change during the period of study.
(6) Divisibility (or continuity). This implies that solution values of the decision variables
and
resources can take on any non-negative values, including fractional values of the decision variables
For instance, it is possible to
produce 4.35 quintals of wheat or 17.35 thousand kilometers of cloth or
6.52 thousand kilolitres of milk, so these
variables are divisible. But it is not possible to produce
2.6
refigerators. Such variables are not divisible and hence are to be assigned values. When it is
integer
necessary to have integer variables, the integer
desired values. programming problem is considered to attain the
(c) Proportionality. This
requires the contribution of each decision variable in both the objective
function and the constraints to be
production of one unit of a
directly proportional to the value of the variable. For example, if
particular
production of 6 units of that product uses product
uses 3 hours of a
particular resource, then the
3 x 6, i.e., 18 hours of that resource.
(d) Additivity. The value of
the objective function for the
the total sum of
resources used, must be given values of decision variables and
from each decision equal to the sum of the contributions (profit or
variable and the sum of the resources cost) earned
For example, the total used by each decision variable
the profits earned
profit earned by the sale of two products A and B respectively.
must be equal to the sum of
separately from A and B.
B must
be equal to the sum of resources usedSimilarly, the amount of a resource
for A and B consumed by A and
201 D n e individually. W
mi
23. MATHEMATICAL
FORMULATION OF THE PROBLEM no
The
procedure
for mathematical formulation of a linear
following major steps programming problem consists of the 2x
Step 1. Study the given situation to find the
key decisions to be made.
Step 2. Identify the variables involved and pre
designate them by symbols
Step 3. State the feasible alternatives which x, (j = 1, 2, ...).
Step 4.
generally are : x
20, for all j.
Identifythe constraints in the
equations, LHS of which are problem and express them
linear functions of as linear
Step 5. Identi fy the
the decision variables. inequalities or

variables.
objective function and express it as a
linear function of the decision
2:4. ILLUSTRATIONS ON MATHEMATICAL FORMULATION OF LPPss
Here are some
problems from real life, which have been
put in the mathematical format
SAMPLE PROBLEMS
201. S
(Product Allocation Problem). A company has 16-c
three operational departments (weavima
processing and packing) with capacity to produce three different
shirtings and woollens yielding a profit of Rs. 2, Rs. 4 and Rs. 3 pertypes of clothes namely e data
metre respectively. One metr
suiting requires 3 minutes in weaving, 2 minutes in processing and I minute in
packing.
metre of shirting
requires 4 minutes in weaving, I minute in processing and 3 minutesSimilarly
One metre of woollen requires 3 minutes in each packino
department. In a week, total run
time off each
department is 60, 40 and 80 hours for weaving, processing and packing respectively.
Formulate the linear programming problem to
find the product mix to maximize the profit. and
and t
wishe
Forme
 41
LINEAR PROGRAMMING PROBLEM-MATHEMATICAL FORMULATION

Mathematical Formulation
The data of the problem
summarized below:
Departments Profit
(Rs. per metre)
Weaving Processing8 Packing
(in minutes) (in minutes) (in minutes)

Suitings
Shirtings
Woollens
Availability (minutes) 60 x 60 40 x 60 80 x 60

Step 1. The key decision is to determine the weekly rate of production for the three types O
clothes.
Step 2. Let us designate the weekly production of suitings, shirtings and woollens by Xi metres
x meters and xg metres respectively.
Step 3. Since it is not possible to produce negative quantities, feasible alternativesare sets O
values of X, X2 and Xz Satisfying x 2 0, x, 2 0 and X3 2 0.
Step 4. The constraints are the limited availability of three operational departments. One metre O
suiting requires 3 minutes of weaving. The quantity being x, metres, the requirement for suiting alone

will be 5x units. Similarly, x metres of shirting and x metres of woollen will require 42 and SX3
minutes respectively. Thus, the total requirement of weaving will be 3x + 4x + 3x3, which should
not exceed the available 3600 minutes. So, the labour constraint becomes 3x + 4x + 3x3 3600.
are
Similarly, the2400
constraints for the processing department and packing departments
2x +X + 3x3 and x + 3x2 + 3x S 4800 respectively.
Step 5. The objective is to maximize the total profit from sales. Assuming that whatever 1S
produced is sold in the market, the total profit is given by the linear relation z = 2x, + 42+ 3x3

The linear programming problem can thus be put in the following mathematical format:
ind x, Xz and xz So as to maximize
z 2x + 4x2 + 3x3
subject to the constraints
3x1 + 4x2 +3x3 3600
2x +X2+3x3 2400
x+ 3i2 + 3x3 4800
X120, x2 2 0 and x320.

202. (Product Mix Problem). Consider the following problem faced by a production planner in
a soft drink plant. He has two bottling machines A and B. A is designed for 8-ounce botles and B for
16-ounce bottles. However, each can be used on both types with some loss of efficiency. The following
data is available:
Machine 8-0unce bottles 16-ounce bottles
A 100/mtnute 40/minute
6e/minute 75/minute
Each machine can be run 8-hours per day, 5 days per week. Profit on a 8-ounce bottle is 25 paise
and on a 16-ounce bottle is 35 paise. Weekly production ofthe drink cannot exceed 3,00,000 ounces
and the market can absorb 25,000 8-ounce bottles and 7,000 16-ounce bottles per week. The planner
wishes td maximize his profit subject, of course, to all the production and marketing restrictions.
Formulate this as a linear programming problem. [MeerutM.Sc. (Math.) 1998]
 42 OPERATIONS RESEAS

Mathematical Formulation
The data of the
problem is summarized as follows
Resource Production
constraint
8-ounce bottle 16-ounce bottle
Availabiliny
Machine A time
100/minute 40/minute 8x 5 x 602400 minutes
=

Machine B time
60/minute 75/minute 8x 5 x
60 2400 minutes
Production
Marketing 3,00,000 ounces/week
25,000 units/week
Profit/unit (Rs.) 1 7,000 units/week
0.25
0.35
Step 1.The key decision to be made is to dete
1O-Ounce) to be produced per week. rmine the number of bottles (8-0unce and
Let x and y be the
respectively, produced per week. number of 8-ounce and 10-0unce
bottles
Step 2. Feasible alternatives are the sets
of values x 20, y 2 0.
Step 3.
Constraints are on the
() availability
Machine-time constraints. An of machine time and
minutes machine B, while a
on 8-ounce bottle takes 1/100 production.
machine B. Since both 16-ounce bottle takes 1/40 minutes minutes on machine A and 1/60
the machines can on machine A
and 1/75
both the machines is
2,400 minutes per weekhours per day for 5 days per week, the timeminutes on
on run 8
are
individually. Thus, the two machine time available
constraints
100 40S 2,400 (Machine A)
(i) Production
6+ 75S 2,400 (Machine B)
constraints. It is
3,00,000 ounces and the market can given that the weekly
bottles) per week. Therefore, the two absorb only up to 25,000 production
00 (8-ounce
of the drink
should
production constraints are bottles) and 7,000 not exceed
8x+ 16y $
3,00,000 (Production)(16-oun
x S 25,000 and y 7,000
Step 4. The
objective is to maximize the total profit, (Marker)
The linear viz., 0.25x + 0.35y.
programming problem, therefore, can be put in the
Maximize
llowing
following
mathematical
mathes
=0.25x +0.35y
z
format :
subject to the constraints:
4x +
10y 9,60,000
15x+ 12y s 21,60,000
8x + 16yS 3,00,000
x 25,000 and y S 7,000
x20, y 2 0.

203. (Production Problem). An electronic company is engaged in th.

components C and Cz used in 7.V. sets. Each unit of C, costs the compar the production
company Rs. 25
Rs. 25 in material, while each unit of C2 cOsts the company Rs. 125 in wages ar in and Rs. two of
credit terms, but the company' 75 inwages and
The company sells both products on one-period 0 per unit and lal
bour a mate
must be paid in cash. The selling price
of C, is Rs. 150 and per rial.
expenses
of the company for these components, it
it i
is 2 is R ateril
monopoly
unit. Because of the
can sell at
strong
the prevailing prices as many units as
it produces. The c o m S eSo
per assumed that the
production
company
 NIE AR PROGRAMMING
PROBLEM-MATHEMATICAL FORMULATION
capacity however, lmited by wo considerations. First. at the beginning
1S,

has an initnal
balance of Rs. 20,000 (cash phus bank credit plus of period 1, the conip
Second, the
company has available in each period 4,000 hours ofcollections
machine
from past ce deo
time and 2,800 nors 0
assembly time. the
production of each C,
requires 6 hours of machine time and 4 hours
ime, whereas the production of each
C, requires 4 hours of machine time and 6 hours oy of
e
time. Formulate this
problem as an Linear assem
the company. Programming model so as to maximize the tota proy
Mathematical Formulation
The data of the problem is
summarised as below:
Resourcelconstraint
Componenis Total availability
Machine time (hours) C C2
Assembly time (hours) 4,000 hours
4 6 2.800 hours
Budget (Rs.)
50 Rs. 20,000 200
Selling price (Rs.)
150 350
Cost (= Wages + Material) price in
Rs.
(25+25) (125 + 75)
Step 1. The key decision is to determine the
number of units of C; and C, to be
Step 2. Decision variables: Let x number of =
produced.
units of C, andy =number of units of
Step 3. Feasible alternatives: x 2 0 and y 2 0. C2
Step 4. Constraints are on the
availability
of time and budget as
under
6x + 4y 4,000 (Machine time)
4x + 6y 2,800 (Assembly time)
50x+200y 20,000 (Budget)
Step 5. The objective is to maximize the total profit from the sale of two type of components.
Assuming that whatever is produced is sold in the market, the total
profit is given by the relation
z =
(150 -

50)x + (350 200)y or z =

100x + 150y
The LPP in mathematical format, therefore, is:

Maximize z = 100x + 150y

subject to the constraints:
6x+ 4y S 4,000, 4r + 6y 2,800;
50x+ 200y 20,000; and x 2 0, y 2 0.

204. (Product Allocation Problem). An Electronics Company produces three types of parts for
automatic washing machine. lt purchases casting of the parts from a local
foundry and then finishes
the part of drilling, shaping and polishing machines.
The selling prices of part A, B and C respectively are Rs. 8, Rs. 10 and Rs. 14. All parts made
can be sold. Castings for parts A, B and C respectively cost Rs. 5, Rs. 6 and Rs. 10.
The shop possesses only one of each type of machine. Costs per hour to run each of the three
machines are Rs. 20 for drilling, Rs. 30 for shaping and Rs. 30 for polishing. The capacities (parts
per hour) for each part on each machine are shown in the following table:
Capacity per hour
Machine
Part A Part B Part C
Drilling 25 40 25
Shaping 25 20 20
Polishing 40 30 40
 67

Linear Programming Problem

Graphical Solution and Extension
"Graph is the best tool
to visualise any concept
3:1. INTRODUCTION
Linear programming problems involving two
method. 1The method also provides an insightdecision variables can easily be solved by graphica
into the concepts of
technique to solve the linear programming Simplex Method-a powertul
problems involving three or more decision variables.
3:2. GRAPHICAL SOLUTION METHOD
The major steps in the solution of a linear
asfollows programming problem by graphical method are summarised
Step 1. Identify the problem- the decision variables, the
Step 2. Set up the mathematical formulation of the objective and the restrictions.
Step 3. Plot a graph representing all the constraints ofproblem.
the
(solution space). The feasible region is the intersection of all theproblem and identify the feasible region
of the problem and is restricted to the first quadrant only. regions represented by the constraints
Step 4. The feasible region obtained in step 3 may be bounded or unbounded.
coordinates of all the corner points of the feasible region. Compute the
Step 5. Find out the value of the objective functian at each corner (solution)
Step 4. point determined in
Step 6. Select the corner point that optimizes (maximizes or minimizes) the value of the
function. It gives the optimum feasible solution. objective
Remarks. 1. The above method is known as Search Approach Method.
2. Another method known as Iso-Profit or Iso-cost approach, involves the following steps:
(a) First four steps are same as in the Search Approach. In the fifth step we choose a convenient profit
(or cost) and draw iso-profit (is0-cost) line so that it falls within the feasible region.
(6)Move this iso-profit (or iso-cost) line parallel to itself farther (closer) from (to) the origin.
(c) Identify the optimum solution as the coordinates of that point on the feasible region touched by the
highest possible iso-profit line (or lower-possible iso-cost line).
(dy, Compute the optimum feasible solution.
SAMPLE PROBLEMS

301. A companv makes two kinds of leather belts. Belt A is a high quality belt, and belt B is of
tower quality. The hespective profits are Rs. 4.00 and Rs. 3.00 per belt. Each belt of type A requires
 OPERATIONS RESEARCH
66
the company could make 1000 belte
all belts were of type B,
if A and B combined) Belt A reauie
B and
hviceas much time
as a belt of type
belts per day (Both
uires
only 800 buckles a day available
leather is sufficient for There are only 700
for
day. The spply of available.
20
and only 400 buckles per day are
2006; Delhi
M.Com. 2005; M.B.A. (Nov.) 009
fancy buckle the optimal product
mix. [Madras M.B.A.

belt B. Determine
linear programming problem is
1S
Solution mathematical formulation
of the given
Step 1. The appropriate
Maximize z =
4x t 3x2 Subject to the constraints:
t S 1,000
(Time constrain
2t 2
(Availability of Leathen
S 800
t 2
and 2 S 700
(Availabilitry of Buckley
S 400
2 0 and 2 2 0,
B.
number of belts of type
number of belts of type A, and x
=
where
X
=

the cartesian rectangular

axis
OX,X, in the
Step 2. Next we construct the graph by considering the conditions
plane. As each point has the coordinates of the type (x1,
xz) ; any point satistying
x 2 0and x 2 0 lies in the first quadrant.
equations, e.g., the first constraint
Now, the inequalities are graphed taking them
as
X1
2x + 2S 1000 will be graphed as 2x, +X = 1000. The equation is re-written as s00t 1000
This equation indicates that when it is plotted on the graph, it cuts an X1-intercept of 500 and
which is shown in
Xg-intercept of 1000. These two points are then connected by straight linefalls on
a

of and x,) that this line or in

Fig. 3.1(a) as line AB. Any point (representing a combination x
constraint is concerned. The region OAB formed by
the area below it, is acceptable in so far as this 1000 is the region containing acceptable
two axes and the line representing the equation 2x
+ =

values of x and xz in respect of this constraint.

Similarly, the constraint x t X2 800 can be plotted. The line CD in Fig. 3.1(b) represents the
equation X1 t X2 = 800. The region OCD, formed by the two axes and this line represents the area in
which any point would satisfy this constraint of leather availability. Further, the constraints x S 400
and x 700 are also plotted on the graph which represents the area between the two axes and the
lines x = 400 and x2 = 700 as shown in Fig. 3.1 (b).

X
X = 400
1000 B 1000 B
800
2x, +X = 1000 800 X= 700

600 600
400
X+X =800
400

200

O 200 400
A 600 800 1000 O .200 400 600
C
800 1000
I

Fig. 3.1(a) Fig. 3.1(b)

Now all the constraints have been graphed. The area bounded by all these constraints, Cau
feasible region or solution space, is as shown in Fig. 3.1(6) by the shaded area OPQRST.
ints o
Step 3. The optimum value of objective function occurs at one of the extreme (corner) pou
the feasible region. The coordinates of the extreme points are:
i = (0, 0). P = (400, 0). Q = (400, 200), R (200, 600), S = (100, 700), and T =(0. 700).
LINEAR PRO
oGRAMI AMMING PROBLEM-GRAPHICAL SOLUTION AND EXTENSION 67
Crep 4. We now compute the z-values
Extreme point
corresponding to the extreme points
( 2) 24x + 3x2

P (0, 0) 0
(400, 0) 1600
R
(400, 200) 2200
(200, 600) 2600 maximum
(100, 700) 2500
(0, 700) 2100
Step 5. The optimum solution is that
extreme point for which the
largest value. Thus, the optimum solution occurs at the objective function has the
objective function value of Rs. 2600. point R, i.e., x 200 and x2 600 = = with tne

Hence, to maximize
profit, the company should prod uce 200 belts of type A and 600 belts
type B per day. o

Alternative Method (Iso-profit approach)

The feasible region (solution space) obtained in
step 2 is as shown in Fig. 3.1(c) by the shaded area
OPQRST
Let the profit to the company (arbitrary) is Rs. 1200. The
objective function then becomes
4x+3x2 = 1200.
We draw this equation
known as iso-profit line.
as a
straight line in the feasible region shown in Fig. 3.1(c). This line is

XA 2x, + X = 1000
Direction of
1000
400 maximum z

800 X2 = 700

600

400

+X = 800
200

O 200 400 600 800 1000

Fig. 3.1()
It may be noted that the iso-profit function (objective value function) is a straight line on which
every point has the same total profit.
Now, we move the is0-profit line parallel to itself farther from the origin. We observe that one of
the iso-profit line touches only point R before leaving the feasible region. This iso-profit line is
termed as highest possible iso-profit line and point R gives the extreme point of the solution space.

Hence, the optimum feasible solution is:

x= 200 and x2
=
=Rs. 2600.
600 with Maximum z

302. Ler us assume that you have inherited Rs. 1,00,000 from your father-in-law that can be
invested in a combination of only two stock portfolios, with the maximum investment allowed in either
portfolio set at Rs. 75,000. The first portfolio has an average rate of return of 10%, whereas the

Second has 20%.

In terms risk of associated with these portfolios, the first has a risk rating of
factors
4(on a scale from 0 to 10), and tke second' has 9. Since you wish to maximize- your returm, you will
 LINEAR
sn PRO
PROGRAMMING PROBLEM-GRAPHICAL SOLUTION AND EXTENsION
hu wo additional products, say, A and B.
Yand 20 units of Z. One unit of product B One unit of product A contains 36 units of X, 3 lunirs
The minimnum requirement of A, Y and Z is 108contains366 units of X. 12 units of Y and 10 units o
sRs. 20 per unit and product B Rs. 40 per unit.units, units and 100 units respectively. ProaucCT A

Formulate the above as a linear

programming problem
problem by uSing graphic method. to minimize the total cost, and solve the
IC.A. Final (May) 2002
Solution. Step 1. The data
of the given problem can be summarised as follows
Nutrient
Nutrient content in
constituents product Minimum amount
of nutrien
B6
06 108
03
12 36
20
10 100
Cost of Product Rs. 20
Rs. 40
Making use of above information, the
programmingproblem is appropriate mathematical formulation of the linear

Minimize z 20x =
+ 40x subject to the constraints
36x +6r2 2 108, 3x + 12 2 36, 20x1 + 10x2 2 100, and x X2 2 0.
where X =number of units of
product A, and
x number of units of product B.
=

Step 2. Consider now a set of cartesian rectangular axis

OX,X, in the plane. As each has the
coordinates of the type (X1, X2), any point satisfying the conditions x 2 0 and x 2 0 liespoint
in the first
quadrant only.
The constraints of the given problem are
plotted as described earlier by treating them as
equationss:
36x + 6x2 = 108, 3x+ 12 36 and 20x1 + 10x2 = 100

or

The
31 and101
area beyond these lines represents the feasible
region in respect of these constraints; any
point on the straight lines or in the region above these lines would satisfy the constraints. The feasible
region of the problem is as shown in Fig. 3.3.

+ 12x =36
12 3x,
100

10 +
10xz

20x,

36x, + 6x, = 108

10 12 14 16
AX
18

Fig. 3.3
Step 3. The coordinates of the extreme points of the feasible region are:

A =
(0, 18), B =(2, 6), C =
(4, 2) and D =(12, 0).
 70 OPERATIONS RESEARCH
LI
be evaluated as 1
Step 4. The value of ective function at each of the
extreme points can

20x + 40t2
follows
Extreme point ( . 2)
720
(0, 18)
280
B (2, 6)
160 minimum
C (4. 2)
240
D (12, 0)
purchase 4 units of product A and 2 units of product B in ord.
order
Hence, the optimum solution is to
to maintain a minimum cost of Rs. 160.
304. A company has w o grades of inspectors
1 and 2 who are to be assigned to a qualit.
1,800 pieces are inspected per 8-hour day. Grade
nspection work. It is required that at least
25 hour with an accuracy of inspectows
98%. Grade 2
Inspectors check
can at the rate
pieces of per
The wage rate for grade
an accuracy of 95%.
can check the rate of 15 pieces per hour with
at
2 is Rs. 30 per hour. Each time an error is caused
inspector is Rs. 40 per hour while that of grade and ten grade 2
the is Rs. 20. The compan)y has eight grade
by the inspector the cost to company
inspectors. The company wants to determine the optimal assignment of inspectors to minimise total
cost. Formulate it as LPP and solve using graphical method. TAnnamalai M.B.A. 2002
inspection
Solution.
be summarised as follows:
Step 1. The data of the given problem can

Grade 1 inspector Grade 2 inspector

Number of inspectors 8 10
Rate of checking per hour 25 pieces 15 pieces
0.98 0.02 i - 0.95 = 0.05
Inaccuracy in checking 1 -

Cost of inaccuracy in checking Rs. 20 Rs. 20

Wage rate per hour Rs. 40 Rs. 30

Let x and x2 designate the number of Grade I and Grade 2 inspectors, respectively.
Hourly costs of each Grade I and Grade 2 inspectors are given by
Grade 1 inspector: Rs. (40 + 20 x 0.02 x 25) = Rs. 50.
Grade 2 inspector: Rs. (30+20 x 0.05 x 15) = Rs. 45.
Using the above information, the appropriate linear programming problem is:
Minimizez 8 x 50x + 8x 45x2
400x + 360x2 subject to the constraints:
= =

8x 25x + 8 x
15x2 2 1,800 or 5x1 +
3x22 45 (Number of pieces)
X S 8, x2 10
(Number of inspectors)
X20 and x2 2 0 (Non-negative restriction)
Step 2. Consider a set of cartesian rectangular axis OX,X, in the plane. As each point has the
coordinates of the type (X, g), any point satisfying the conditions x20 and x 2 0 lies in the n
quadrant only.
The first constraint 5x, 3x2 2 be
+
45 can graphed by plotting the straight line+1
This gives an x-intercept of 9 and an x2-intercept of 15. The area
away from the origin,
above this line represents the feasible area of this constraint. Similarly, the other two are

depicted by plotting the

straight lines corresponding to the equations x
constraint the
8 and x = = 10. Here,
area below these lines (towards the origin) gives the feasible area. The common area ABC w
hich

satisfies all the three constraints is the solution space.