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Chapter Three
Introduction to Linear Programming
Introduction
The concept of optimization is a critical issue in our everyday lives. Because we either need to
use the available scarce resources in the most efficient way or to minimize input usage to
maximize the output of any operation. To achieve this goals, operations research (management
science) has different tools, among which linear programming is one of the most probably, used
techniques.
3.1 Basic Concepts and Terminologies
 Objective function – the expression that is supposed to be optimized
 Optimization – maximization or minimization
 Constraint – the restrictions or limitations or conditions under which the objective
function should be optimized
 Feasible solution – any point in the region or on its boundary determined by the constraint
 Non- negativity constraint – that can’t taken negative values. That is points only in the
first quadrant, including the axes, are under consideration.
3.2 Formulating a Linear Programming Model
One of the most important phases in the solution of linear programming (LP) problem is the
formulation, which translates the verbiage in to an objective function together with a set of
constraints. Therefore, word expressions should be converted in to numerical models so as to be
solved by the help of Lp.

Furthermore, any constraint is made up of the decision variables that represent the actual
problem at hand. The non- negativity constraint should be always included. The following are
steps;

Step 1 – find the key decision to be made from the study of the problems, i.e, problem definition.

Step 2 – identify the variables and assign symbols X1, X2 and X3 ….

Step 3 – identify the objective which is to be optimized and represent it as a linear function in
terms of unknown variables.

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Step 4 – identify the constraints or restrictions in the problem and express them as a linear
equations or inequalities which are linear functions of unknown variables.

Example - 1- A company makes tables in two models; secretarial model and standard model.
Each standard model requires 2 hrs in wood working and 3 hrs in finishing. Each secretarial
model requires 3 hrs in wood working and 5 hrs in finishing. The company has a total of 240
working hrs available in the wood working department and a total of 390 working hrs available
in the finishing department in each week. A profit of birr 20 is made on each standard model and
birr 50 on each secretarial model. Assuming that all models are sold, formulate the LP model?

Solution: Step- 1- Problem definition

 To determine the number of two types of tables that can be produced and sold per week
so as to maximize the weekly profit given the restriction (constraints).
Step -2- Variable representation
 Let X1 be the number of standard models to be produced and sold
 Let X2 be the number of secretarial models to be produced and sold

Step -3- Developing the objective function

The objective is to maximize profit and X1 contributes birr 20 to profit and X2 contributes birr
50 to profit.

Thus, Maximize: 20X1+ 50X2 is the objective function.

Step-4- Constraint identification / system constraints/
2X1 + 3X2 ≤ 240(wood working)
3X1 + 5X2 ≤ 390 (finishing)
X1, X2 ≥ 0 (non negativity constraints)
So, the mathematical model for the table problem is;
Maximize Profit: 20X1+ 50X2
Subject to: 2X1 + 3X2 ≤ 240
3X1 + 5X2 ≤ 390
X1 X2 ≥ 0,
Thus LP model is formulated.

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The given data can be organized as follows;

Example 2: An electronic firm produces three types of switching devices. Each type involves a
two step assembly operation. The assembly times are shown below in the following tables;

Each station has a daily working time of 7.5 hrs. The manager wants to obtain the greatest
possible profit during the next five working days. Model A yields a profit of birr 8.25 per unit,
model B a profit of birr 7.5 per unit and model C a profit of birr 7.8 per unit. Assume that the
firm can sell all its products. During this time, but, it must fill outstanding order for 20 units of
each model type. Formulate the LP model of this problem;
Solution: -1. Problem Definition
 To determine the number of three types of switching devices to be produced and sold for
the next 5 days to maximize profit.
2. Variable representation
Let X1 be the number of model A to be produced and sold
Let X2 be the number of model B to be produced and sold
Let X3 be the number of model C to be produced and sold

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3. Developing objective function

The objective is to maximize profit and X1 contributes Birr 8.25 to profit, X2 contributes Birr 7.5
to profit, whereas X3 contributes Birr 7.8 to profit, thus, maximizes (Zmax): 8.25X1 + 7.5x2+
7.8X3
4. Constraint identification
System constraint
2.5 X1 + 1.8X2 +2X3 ≤ 450---------- minutes in station 1
3X1 + 1.6 X2 + 2.2X3 ≤ 450 -- -------minutes in station 2
X1≥20
X2 ≥20 Individual constraint
X3 ≥20
X1, X2, and X3 ≥ 0 (non – negativity constraint)
So, Z max = 8.25 X1 + 7.5X2 + 7.8X3
Subject to: 2.5X1 + 1.8X2 + 2X3 ≤ 450
3X1+ 1.6X2 +2.2X3 ≤ 450
X1 ≥ 20
X2 ≥ 20
X3 ≥ 20
X1, X2, and X3 ≥ 0 (non – negativity constraint)
3.3 Solving Linear Programming Problems (LPPs)
There are two approaches to solve LPPs
1. The graphical approach
2. The simplex algorism (algebraic method)
3.3.1 The Graphic Solution Method
Step -1: Plot each of the constraints and identify its region.
Step-2: Identify the feasible region (common region) - the region that satisfies all the constraint
Step-3: Locate the solution points – the feasible region contains an infinite number of points that
will satisfy all the constraints of the problem.

We should select the point which will make the objective function optimum and such point will
be only from among the corner points of the solution space.

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Example -1: ABC mixes two foods for a special diet. Food K has 30 units of vitamin C and 90
units of vitamin D per kg. Food L has 40 units of vitamin C and 50 units of vitamin D per kg.
The mixture is to have at least 1,200 units of vitamin C and at least 2970 units of vitamin D. If
food K costs 30 cents per kg, and food L costs 20 cents per kg, how many kg of each food should
be used to meet this requirement while keeping costs to minimum?
Solution: The above information can be given as below table:

Let x1 be number of kg of food K and Let X2 be number of kg of food L

The objective is to minimize cost, thus,
Z min = 30X1 + 20X2
Subject to: 30X1+ 40X2 ≥ 1,200
90X1 + 50X2 ≥ 2,970
X1, X2 ≥ 0 (non negativity constraints)
 To graph the constraints, first the inequality sign should be changed in to equal (=) sign in
order to graph the boundary.
30X1 + 40X2 = 1,200 90X1 + 50X2 = 2,970
X1 0 40 X1 0 33

X2 30 0 X2 59.4 0

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The shaded region shows the graphical solution. And point B is the intersection point of the two
graphs, which is found when the two constraints are equal.

All the three corners (A, B, and C) satisfies the constraints, but where is the optimal value found
is our next concern. So, we have to evaluate the objective function by considering this three
corner (extreme) points;

Corner points value of Z min = 30X1 + 20X2

A ( 0,59.4) 30 (0) + 59.4 (20) = 1,188

B (28,9) 30(28) + 20 (9) = 840 + 180 = 1,020---minimum

C (40,0) 30 (40) + 20 (0) = 1,200

Thus the minimum cost is 1,020 cents when 28 kg of food K and 9 kg of food L are used.

X1 = 28 and X2 = 9

Example 2:- Solve example using graphical method

Z max = 20 X1 + 50 X2
Subject to: 2X1 + 3X2 ≤ 240
3X1 + 5X2 ≤ 390
X1, X2 ≥ 0 (non negativity constraints)

2X1 + 3X2 = 240 3X1 + 5X2 = 390

X1 0 120 X1 0 130

X2 80 0 X2 78 0

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Corner points value of Z max = 20X1 + 50X2

A (0,0) 20 (0) + 50 (0) = 0

B( 0,78) 20(0) + 50 (78) = 3900---Maximum
C (30,60) 20 (30) + 50 (60) = 3600
D(120,0) 20(120)+50(0) = 2400
So, the amount of profit is 3,900 at X1 = 0 and X2 = 78 /X2 -----secretarial model is produced
and sold.
Example 3: A manufacture of lawn and garden equipment makes two basic types of lawn
mowers; a push type and a self-propelled model. The push type requires 9 minutes to assemble
and 2 minutes to package; the self-propelled mover requires 12 minute to assemble and 6
minutes to package. Each type has an engine. The company has 12hrs of assembly time
available, 75 engines, and 5hrs of packing time profits are Birr 70 for the self-propelled model
and br 45 for the push type mower per unit.
, Z max =70 X + 45Y
Subject to: 9X + 12Y ≥720
2X + 6Y ≥ 300
X + Y ≥75
X, Y ≥ 0
Required: determine how many units of each type of mower to produce so as to maximize profit

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9X + 12Y = 720 2X + 6Y = 300 X + Y = 75

X 0 80 X 0 150 X 0 75

Y 60 0 Y 50 0 Y 75 0

Therefore X = 24 and Y = 42

Interpretation: The Company is advised to produce 24 units of push type mower and 42 units of
self-propelled mowers so as to realize a profit of Br. 4020. In doing so, the company would be
left with unused resource of engine which can be used for other purposes.

3.3.2 Simplex (algebraic) method of solving LPP’s

LP model is a mathematical model which is used to allocate scarce organizational resources so as

to achieve optimization, i.e., either profit maximization or cost minimization. Remember all that
we graph constraints by treating them as equality. Likewise in simplex algorism, to convert the
inequality constraints into equality, we introduce slack or surplus variables. In economic

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terminology slack variables represent unused capacity and surplus variables represent excess
amount and the contribution associated with them in zero.
3.3.3 Solving Maximization Problem
The simplex procedure for a maximization problem with all “≤” constraints of the following
steps;
Step-1- write the LP model in a standard form (conversion of constraints and the objective
function) formulation of the equation).
When all the constraints are written as equalities, the LPP is said to be in a standard form.
Applying the slack variables to standardize:
a1X1 + a2X2 +---------------------+anXn ≤ b
Standardize: a1X1 + a2X2 + --------------+ anXn + S1 = b
 Every variable in the model must be represented in the objective function
 Since, slacks doesn’t provide any real contribution to the objective, each slack variable is
assigned a coefficient of zero in the objective function.
Example 1: Z max = 60X1 + 50X2
S.t: 4X1 + 10X2 ≤ 100
2X1 + X2 ≤ 22
3X1 + 3X2 ≤ 39
X1, X2 ≥ 0
Standardize; the non negativity quantity be added to the left side increases to RHS value (slacks)
Z max = 60X1 + 50X2 + 0S1 + 0S2 + 0S3
S.t: 4X1 + 10X2 + S1 + 0S2 + 0S3 = 100
2X1 + X2 + 0S1 +S2 + 0S3 = 22
3X1 + 3X2 + 0S1 + 0S2 + S3 = 39
X1, X2, S1, S2, S3 ≥ 0
Step-2- Develop the initial tableau (finding an initial feasible solution)
 List the variables across the top of the table and write the objective function coefficient of
each variable just below it
 There should be one row in the body of the table for each constraint, list the slack
variables in the bases column, one per row.
 In the CJ column enter the objective function coefficient of zero for each slack variable
 Compute values for row ZJ

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 Compute values for row CJ-ZJ, where CJ is coefficient of variable J in the objective
function.

Step-3- Developing subsequent tables (choosing the entering and leaving variables)
 Identify the entry variable that has a largest positive value in the Cj– Zj row.
 Identify the leaving variable, using the coefficient or substitution rates in the entering
variable column divided each one in to the corresponding quantity value, however,
don’t divide by a zero or a negative value. The smallest non-negative ratio that results
indicate which leave the solution.
Step-4- Find unique vectors for the next basic variable using row operations on the pivot
element.
Step-5- If all Cj-Zj row values are zeros and negatives, you have reached optimality.
 A simplex solution in a maximization is optimal if the Cj– Zj consists entirely of zeros
and negative numbers, i.e. there is no positive values in the bottom row.
½ R2 = new R2 = 1 ½ 0 ½ 0 11 = new R2
-4 R2 + R1 = new R1 = 0 8 1 -2 0 56
-3R2 +R3 = new R3 = 0 3/2 0 -3/2 1 6

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2/3 R3 = 0 1 0 -1 2/3 4 new R3

-1/2 R3 + R2 = 1 0 0 1 -1/3 9 new R2

-8R3 + R1 = 0 0 1 6 -16/3 24 new

Here, all Cj-Zj row values are zeros and negatives, you have reached optimality. Optimum
solution is at X1 = 9, X2 = 4 and S1 = 24 and the amount of profit is $740

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Example -2 Z max = 9X1 + 9X2

S.t: 6X1 + 3X2 ≤ 42
4X1 + 5X2 ≤ 40
X1, X2 ≥ 0
Solution: - Standardization Z max = 9X1 + 9X2 + 0S1 + 0S2
S.t: 6X1 + 3X2 + S1 + 0S2 = 42
4X1 + 5X2 + 0S1 + S2 = 40
X1, X2 S1, S3 ≥ 0

1/6 R1 = 1 ½ 1/6 0 7 new R1

-4R1 +R1 = 0 3 -2/3 1 12 new R2

1/3R2 = 0 1 -2/9 1/3 4 = New R2

-1/2R2 + R1 = 1 0 5/18 -1/6 5= New R1

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Thus, all Cj-Zj row values are zeros and negatives, you have reached optimality. Optimum
solution is at X1 = 5 & X2 = 4 and the amount of profit is $81.

Example 3: A manufacturer of lawn and garden equipment makes two basic types of lawn
mowers; a push type and a self propelled model. The push type requires 9 minutes to assemble
and 2 minutes to package; the self propelled mower requires 12 minutes to assemble and 6
minutes to package. Each type has one engine. The company has 12 hours of assembly time
available, 75 engine and 5 hours of packaging time. Profits are birr 70 for the self propelled
model and birr 45 for the push type mower per unit. How many units of each type of mower will
be produced to maximize profit? (Use simplex method)
Solution: - Let x1 be push type mower and x2 be self-propelled mower

Formulation of the objective function and the constraints;

Z max = 45X1 + 70X2
S.t: 9X1 + 12X2 ≤ 720
2X1 + 6X2 ≤ 300
X1 + X2 ≤ 75
X1, X2 ≥ 0

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Standardization:
Z max = 45X1 + 70X2 + 0S1 + 0S2 + 0S3
S.t. 9X1 + 12X2 + S1 + 0S2 + 0S3 = 720
2X1 + 6X2 + 0S1 + S2 + 0S3 = 300
X1 + X2 + 0S1 + 0S2 + S3 = 75
X1, X2, S1, S2, S3 ≥ 0

1/6 R2 = 1/3 1 0 1/6 0 50 = new R2

-12 R2 + R1 = 5 0 1 0 0 720= new R1

-1R2 + R3 = 2/3 0 0 -1/6 1 25 = new R3

1/5R1 = 1 0 1/5 -2/5 0 24 new R1

-1/3 R1+R2= 0 1 -1/15 3/10 0 240 new R2

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-2/3R1 +R3= 0 0 -2/15 1/10 1 9 new R3

We have zero and negative values in the Cj– Zj. So, you have reached on the optimal solution.

X1 = 24 X2 = 42 S1 = 0 S2 = 0 and S3 = 9 and profit $ 4020

Exercise (Solve by using both graphics and simplex methods)

1. Chairco manufactures two types of chairs, standard and plush. Standard chairs require 2
hours to construct and finish, and plush chairs require 3 hours to construct and finish.
Upholstering takes 1 hour for standard chairs and 3 hours for plush chairs. There are 240
hours per day available for construction and finishing, and 150 hours per day are available
for upholstering. If the revenue for standard chairs is $89 and for plush chairs is $133.50,
how many of each type should be produced each day to maximize revenue?

2. A company manufactures two types of electric hedge trimmers, one of which is cordless. The
cord-type trimmer requires 2 hours to make, and the cordless model requires 4 hours. The
company has only 800 work hours to use in manufacturing each day, and the packaging
department can package only 300 trimmers per day. If the company sells the cord-type model
for $22.50 and the cordless model for $45.00, how many of each type should it produce per
day to maximize its sales?
3. Sierra Wood Products manufactures two high-quality products, rockers and bookshelf units.
Its profit is $30 per rocker and $42 per bookshelf unit. Next week’s production will be
constrained by two limited resources, labor and wood. The labor available next week is
expected to be at most 930 hours, and the amount of wood available is expected to be at most
2400 board feet. Each rocker requires 4 labor hours and 8 board feet of wood. Each

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bookshelf unit requires 3 labor hours and 12 board feet of wood. Find how many rockers and
bookshelf units should be produced next week to maximize Sierra’s profit. Find the
maximum profit.
4. At one of its factories, a jeans manufacturer makes two styles: #891 and #917. Each pair of
style-891 takes 10 minutes to cut out and 20 minutes to assemble and finish. Each pair of
style- 917 takes 10 minutes to cut out and 30 minutes to assemble and finish. The plant has
enough workers to provide at most 7500 minutes per day for cutting and at most 19,500
minutes per day for assembly and finishing. The profit on each pair of style-891 is $6.00 and
the profit on each pair of style-917 is $7.50. How many pairs of each style should be
produced per day to obtain maximum profit? Find the maximum daily profit.

5. Newjet, Inc. manufactures inkjet printers and laser printers. The company has the capacity to
make 70 printers per day, and it has 120 hours of labor per day available. It takes 1 hour to
make an inkjet printer and 3 hours to make a laser printer. The profits are $40 per inkjet
printer and $60 per laser printer. Find the number of each type of printer that should be made
to give maximum profit, and find the maximum profit.

6. A cereal manufacturer makes two different kinds of cereal, Senior Citizen’s Feast and Kids
Go. Each pound of Senior Citizen’s Feast requires 0.6 lb of wheat and 0.2 lb of vitamin-
enriched syrup, and each pound of Kids Go requires 0.4 lb of wheat, 0.2 lb of sugar, and 0.2
lb of vitamin-enriched syrup. Suppliers can deliver at most 2800 lb of wheat, at most 800 lb
of sugar, and at least 1000 lb of the vitamin-enriched syrup. If the profit is $0.90 on each
pound of Senior Citizen’s Feast and $1.00 on each pound of Kids Go, find the number of
pounds of each cereal that should be produced to obtain maximum profit. Find the maximum
profit.
7. A contractor builds two types of homes. The Carolina requires one lot, $160,000 capital, and
160 worker-days of labor, whereas the Savannah requires one lot, $240,000 capital, and 160
worker-days of labor. The contractor owns 300 lots and has $48,000,000 available capital
and 43,200 worker-days of labor. The profit on the Carolina is $40,000 and the profit on the
Savannah is $50,000. Find how many of each type of home should be built to maximize
profit. Find the maximum possible profit.

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8. At one of its factories, a jeans manufacturer makes two styles: #891 and #917. Each pair of
style-891 takes 10 minutes to cut out and 20 minutes to assemble and finish. Each pair of
style- 917 takes 10 minutes to cut out and 30 minutes to assemble and finish. The plant has
enough workers to provide at most 7500 minutes per day for cutting and at most 19,500
minutes per day for assembly and finishing. The profit on each pair of style-891 is $6.00 and
the profit on each pair of style-917 is $7.50. How many pairs of each style should be
produced per day to obtain maximum profit? Find the maximum daily profit.

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