CHAPTER II

LINEAR PROGRAMMING

Linear Programming is a mathematical process that has been

developed to help management in decision making involving the efficient
allocation of scares resources to achieve a certain objective. The term
programming used to identify this technique does not refer to computer programming
but rather to a predetermined set of mathematical steps used to solve a problem.

In general, linear programming models help managers determine solutions (i.e., make
decisions) for problems that will achieve some objective in which there are
restrictions, such as limited resources or a recipe or perhaps production guidelines. For
example, you could actually develop a linear programming model to help determine a
breakfast menu for yourself that would meet dietary guidelines you may have set, such
as number of calories, fat content, and vitamin level, while minimizing the cost of the
breakfast. Manufacturing companies develop linear programming models to help
decide how many units of different products they should produce to maximize their
profit (or minimize their cost), given scarce resources such as capital, labor, and
facilities.

Diagrammatically,

Scares To be allocated
Resourc to:
e

Resource
constrain
Objectiv Constrain ts
es ts

Non-
negativity
Constraints
Optimization

Maximizatio Minimizatio
n n

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LP is a method for choosing the best alternative from a set of feasible
alternatives
To apply LP, the following conditions must be satisfied:
a. Objective Function: Is the goal or objective of a management,
stated as an intent to maximize or to minimize some important quantity
such as profits or costs.
b. Constraints: Are limitations or restrictions imposed by the problems.
And constraints include:
1. Resource constraints: Are restrictions that should be clearly
identifiable and measurable in quantitative terms, which arise from
limitation of available resources.

Examples of limited resources:

 Plant capacity
 Raw materials availability
 Labor power
 Market demand, etc

2. Non-negativity constraints: Are constraints that require the

decision variables not to take on negative values
c. Linearity
The Objective Function and the constraints must be linear in nature in
order to have a Linear Programming Problems (LPP)
d. Feasible alternative
There should be a series of feasible alternative course of action available
to the decision-making determined by resource constraints. Thus, we have
to choose the best alternative
Linear Programming Problems can be solved by using:
i. The Geometric method called” Graphical Method”
ii. The Algebraic method called” Simplex Method”

2.1. FORMULATION OF LP
In formulating linear programming model, the model
developer / Analyst should consider the assumptions and
components of the model.

Assumptions in linear programming problems include:

 Linearity

2
  Certainty
 Divisibility
 Non-negativity
The basic components of an LP Model are the following:
 Decision variable
 Objective function
 Constraints

Decision variables: are the variables whose values are unknown and are searched Decision
variables are mathematical symbols that represent levels of activity

Objective function is a linear mathematical relationship that describes the objective

of the firm in terms of the decision variables. The objective function always consists
of either maximizing or minimizing some value (e.g., maximization of the profit or
minimization of the cost of producing radios). The objective function is a linear
relationship that reflects the objective of an operation.

Constraints: The model constraints are also linear relationships of the decision
variables; they represent the restrictions placed on the firm by the operating
environment. The restrictions can be in the form of limited resources or restrictive
guidelines. For example, only 40 hours of labor may be available to produce radios
during production. The actual numeric values in the objective function and the
constraints, such as the 40 hours of available labor, are parameters. Parameters are
numerical values that are included in the objective functions and constraints.

XXXXXXXXXXXXXXXXXXXXXXXXXXXX

The coefficients of the variables in the Objective Function are called the profit or cost
coefficients. They express the rate at which the value of the Objective Function
increases or decreases by including in the solution one unit of each of the decision
variables.
The coefficients of the constraints’ variables are called the input- output coefficients
that indicate the rate at which the given resources are depleted or utilized.
Example:

3
 2.2. GRAPHICAL SOLUTION
To use the graphic method, the following steps are needed:
1. Identify the problem
i.e: The decision variables, the objective function and the constraints
2. Draw a graph including all the constraints and identify the
feasible region
3. Obtain a point on the feasible region that optimizes the
objective function-Optimal solution
4. Interprite the results

 Graphical LP is a two-dimensional model.

A Maximization Problem
==>Maximize Z with inequalities of constraints in < form
Example: Consider two models of color TV sets; Model A and B, are
produced by a company to maximize profit. The profit realized is $300
from A and $250 from set B. The limitations are
a. availability of only 40hrs of labor each day in the production
department.
b. a daily availability of only 45 hrs on machine time
c. ability to sale 12 set of model A.

How many sets of each model will be produced each day so that the total
profit will be as large as possible?

Resources used per unit

Constraints Model A Maximum Available hrs.
Model B
(X1)
(X2)
Labor hr. 2 1 40

Machine hr. 1 3 45
Marketing 1 0 12
hr.

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Profit $300
$250

Solution
1. Formulation of mathematical modeling of LPP
Max Z=300X1 +250X2
St:
2X1 +X2< 40
X1 +3X2< 45
LPP Model
X1 < 12
X1, X2 >0
2. Convert constraints inequalities into equalities
2X1 +X2 = 40
X1 +3X2= 45
X1 = 12
3. Draw the graph by intercepts
2X1 +X2 = 40 ==> (0, 0) and (20, 0)
X1 +3X2= 45==> (0, 15) and (45, 0)
X1 = 12==> (12, 0)
2X1 +X2 =

X1, X2 =0

X2
40

X1=
0
X1 +X2 = 45

40 X1=12

15 B
oo

Feasibl C(12, 11)

e X2=0
Region X1
D
A 12 20 45
4. Identify the feasible area of the solution which satisfies all constrains.
5. Identify the corner points in the feasible region
A (0, 0), B (0, 15), C (12, 11) and D (12, 0)
6. Identify the optimal point
7. Interpret the result

Corners Coordinates
MaxZ=300 X1 +250X2
A (0, 0) $0

5
B (0, 15) $3750
C (12, 11) $6350
D (12, 0) $3600

Interpretation:
12 units of product A and 11 units of product B should be produced so that
the total profit will be $6350.
Exercise:
A manufacturer of light weight mountain tents makes two types of tents,
REGULAR tent and SUPER tent. Each REGULAR tent requires 1 labor-
hour from the cutting department and 3labor-hours from the assembly
department. Each SUPER tent requires 2 labor-hours from the cutting
department and 4 labor-hours from the assembly department .The
maximum labor hours available per week in the cutting department and
the assembly department are 32 and 84 respectively. Moreover, the
distributor, because of demand, will not take more than 12 SUPER tents
per week. The manufacturer sales each REGULAR tents for $160 and
costs$110 per tent to make. Where as SUPER tent ales for $210 per tent
and costs $130 per tent to make.

Required:
A. Formulate the mathematical model of the problem
B. Using the graphic method, determine how many of each tent the
company should manufacture each tent the company should
manufacture each week so as to maximize its profit?
C. What is this maximum profit assuming that all the tents manufactured
in each week are sold in that week?

Solution
_____________________________________________________________________
Labor hours per tent
Department REGULAR (X1) SUPER(X2) Maximum labor-
hours available per week
_____________________________________________________________________

Cutting department 1 2 32
Assembly department 3 4 84
Selling price per tent $160 $210
Cost per tent $110 $130
Profit per tent $50 $80

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 *The distributor will not take more than 12 SUPER tents per week. Thus,
the manufacturer should not produce more than 12 SUPER tents per week.
Let X1 =The No of REGULAR tents produced per week.
X2 =The No of SUPER tents produced per week.
X1 and X2 are called the decision variables

LPP Model ……….Cutting department constraint

……….Assembly department constraint
……….Demand constraint

……….Non-negativity constraints

Corners Coordinates MaxZ=50 X1 +800X2

A o (0, 0) $0
B (0, 12) $960
C (8, 12) $1360
D (20, 6) $1480
E (28, 0) $1400

Interpretation:
The manufacturer should produce and sale 20 REGULAR tents and 6
SUPERS tents to get a maximum weekly profit of $1480.

B Minimization Problem
==>Minimize Z with inequalities of constraints in > form
Example:
Suppose that a machine shop has two different types of machines;
machine 1 and machine 2, which can be used to make a single
product
X .These machine vary in the amount of product produced per hr., in
2
X1labor used and in the cost of operation.
the amount of
21 =0
Assume that at least a certain amount of product must be produced and
that we would like to utilize at least the regular labor force. How much
should we utilize each machine in order to utilize total costs and still meets
the16requirement?

B (0, 12)
C(8,12) D (20, 6) X2 7
Feasible
Region =0
X1
A(0,0) E (28, 0) 32
 Solution
________________________________________________________________
Resource used
Machine 1 (X1) Machine (X2) Minimum required
hours
_____________________________________________________________________

Product produced/hr 20 15 100

Labor/hr 2 3 15________
Operation Cost $25
$30_____________________________

LPP Model

Constraint equation:
20X1 +15X2=100 ==> (0, 20/3) and (5, 0)
2X1+3X2=15 ==> (0, 5) and (7.5, 0)
X1 X2> 0
X2
X1
A (0, 20/3) =0

Feasible
Region
B (2.5, 3.33)
X2
=0
X1
5 C (7.5, 0)

______________________________________________________________________________________________
Corners Coordinates MinZ=25 X1 + 30X2
A (0, 20/3) 200

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B (2.5, 3.33) 162.5
C (7.5, 0) 187.5
_______________________________________________________________
X1 =2.5
X2=3.33 and
MinZ= 162.5

Exercise:
A company owns two flour mills (A and B) which have different production
capacities for HIGH, MEDIUM and LOW grade flour. This company has
entered contract supply flour to a firm every week with 12, 8, and 24
quintals of HIGH, MEDIUM and LOW grade respectively. It costs the Co.
$1000 and $800 per day to run mill A and mill B respectively. On a day,
mill A produces 6, 2, and 4 quintals of HIGH, MEDIUM and LOW grade
flour respectively.
Mill B produces 2, 2 and 12 quintals of HIGH, MEDIUM and LOW grade
flour respectively. How many days per week should each mill be operated
in order to meet the contract order most economically standardize? Solve
graphically.
Solution:
No of days per week of
Minimum flour in
Mil A (X1) Mill B(X2) quintals
HIGH Capacity (in quintal) 6 2
12
MEDIUM Capacity (in quintal) 2 2
8
LOW Capacity (in quintal) 4 12
24
$1000 $800

Constraint equation:

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 (0, 6), (2, 0)
(0, 4), (4, 0)
(0, 2), (6, 0)
Corners MinZ=$1000 X1 +
800X2
(0, 6) $4800
(1, 3) $3400
(3, 1) $3800
(6, 0) $6000
X1 =1
X2=3 and
MinZ= $3400

X2
X1
6 =0 6X1+2 X2=12
2X1+2 X2=8
4 FR
4X1+12
(1, 3)
X2=24
(3, 1)
X2
=0 X1
2 4 6

Note:
-In maximization problems, our point of interest is looking the furthest
point from the origin.
-In minimization problems, our point of interest is looking the point nearest
to the origin.

2.3. SPECIAL CASES IN GRAPHICS METHODS

1. Redundant Constraint
If a constraint when plotted on a graph doesn’t form part of the
boundary making the feasible region of the problem that constraint is
said to be redundant.

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Example:
A firm is engaged in producing two products A and B .Each unit of
product A requires 2Kg of raw material and 4 labor-hrs for processing.
Where as each unit of product B requires 3Kg of raw materials and 3hrs
of labor. Every unit of product A requires 4 hrs for packaging where as
B needs 3.5hrs. Every week the firm has availability of 60Kg of raw
material, 96 labor-hours and 105 hrs in the packaging department.
[

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 1 unit of product A sold yields $40 profit and 1 unit of B sod yields $35
profit.

Required:
a. Formulate this problem as a LPP
b. Find the optimal solution

Solution
__________________________________________________________________
Products Resource
available
Resources A B per
week
_____________________________________________________________________
Raw materials (Kg) 2 3 60
Labor (hr) 4 3 96
Packaging (hr) 4 3.5 105
Profit per unit $40 $35

Let X1 =The No of units of product A produced per week

X2 =The No of units of product B produced per week
a. LPP Model

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X2
(0, 32)

Labor: 4X1 +3X2 = 96

(0, 30)
Packaging: 4X1 +3.5X2 =
(0, 20) C (18,8)
105
FR Raw material: 2X1 +3X2 =
60
X1
A (0, 0) D (24, 0) (26, 0) (30, 0)

 The packaging hr is redundant.

Corners Coordinates MinZ=40 X1 + 35X2

A (0, 0) 0
B (0, 20) 700
C (18, 8) 1000
D (24, 0) 960
X1 =18
X2=8 and
MinZ= 1000

Interpretation:
The company should produce and sale 18 units of product A and 8 units of
product B per week so as to get a maximum profit of 1000.
 By this production plan the entire raw material will be consumed.
 2X1 +3X2 <60
2(18) +3(8) =60
60=60==> N o idle or unused raw material
 4X1 +3X2 <96
4(18) +3(8) <96
96=96 ==>the entire labor hour will be consumed
 4X1 +3.5X2 <105
100<105==>There is to be idle or unused capacity of 5hrs in the
packaging department.
Note:
The packaging hour’s constraint does not form part of the boundary
making the feasible region. Thus, this constraint is of no consequence and

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 is therefore, redundant. The inclusion or exclusion of a redundant
constraint does not affect the optimal solution of the problem.

2. Multiple optimal Solutions

/Alternative optimal solutions/
-This is a situation where by a LPP has more than one optimal solution.
Multiple optimal Solutions will be found if two corers give optimal solution,
then the line segment joining these points will be the solution.
==>We have unlimited number of optimal solution with out increasing or
decreasing the objective function.

Example:
The information given below is for the products A and B.
_____________________________________________________________________
Machine hours per week Maximum available
Department Product A Product B
per week
_____________________________________________________________________

Cutting 3 6 900
Assembly 1 1 200
Profit per unit $8 $16
_____________________________________________________________________
Assume that the company has a marketing constraint on selling products B
and therefore it can sale a maximum of 125units of this product.
Required:
a. Formulate the LPP of this problem
b. Find the optimal solution
Solution:
Let X1 =The No of units f product A produced per week
X2 =The No of units f product B produced per week
a. The LPP Model of the problem is:

X2
(0, 200)

(0,150)
B (0, 125)
X1=0 D (100,100)

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A (0, 0)
 C (50, 125) X2=125 Marketing equation

Cutting: 3X1+6X2=900

FR X2=0

X1
(300,0)

Corners Coordinates MaxZ=8 X1 + 16X2

A (0, 0) 0
B (0, 125) 2000
C (50, 125) 2400
D (100, 100) 2400
E (200, 100) 1600

Interpretation:
Both C and D are optimal solutions. Any point on the line segment CD will
also lead to the same optimal solution.
==>Multiple optimal solutions provide more choices for management to
reach their objectives.

3. Infeasible Solution
A solution is called feasible if it satisfies all the constraints and the
constraints and non-negativity condition. However, it is sometimes
possible that the constraints may be inconsistent so that there is no
feasible solution to the problem. Such a situation is called infeasibility.

Example:
MaxZ=20X1+30X2
St:
X2 X1=0
2X1+X2< 40
(0, 60) 4X1+X2< 60 X1=30
X1 > 30
X1, X2 > 0
(0, 40)
Solution:

15
X2=0
X1
 4X1+X2=
60

2X1+X2=
40

(15, 0) (20, 0) (30, 0)

Note:
-In the above graph, there is no common point in the shaded area.
-All constraints cannot be satisfied simultaneously and there is no feasible
solution to the problem.

4. Mixed constraints
Example:
ABC Gasoline Company has two refineries with different production
capacities. Refinery A can produce 4,000gallons per day of SUPER
UNLEADD GASOLINE, 2000 gallons per day of REGULAR UNLEADED
GASOLINE and 1000 gallons per day of LEADED GASOLINE. On the other
hand, refinery B can produce 1000 gallons per day of SUPER UNLEADED,
3000 gallons per day of REGULAR UNLEADED and 4,000 gallons per day
of LEADED.

The company has made a contract with an automobile manufacturer to

provide 24000 gasoline of SUPER UNLEADED, 42000 gallons of
REGULAR UNLEADED and 36000 gallons of LEADED .The automobile
manufacturer wants delivery in not more than 14 days.

The cost of running refinery A is $1500 per day and refinery B is $2400 per
day.

Required:
a. Formulate this problem as a LPP

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b. Determine the number of days the gasoline company should operate
each refinery in order to meet the terms of the above contract most
economically.(i.e. At a minimum running cost)
c. Which grade of gasoline would be over produced?

Solution:
____________________________________________________________________
_
Production per day (in gallons) Contract with an automobile
manufacturer
Grade of gasoline A B
_____________________________________________________________________

SUPER UNLEADED 4000 1000 24,000

REGULAR UNLEADED 2000 3000 42,000
LEADED 1000 4000 36,000
Running cost per day $1,500 $2,400
_____________________________________________________________________

 The automobile manufacturer wants delivery in not more than 14 days.

Let X1 =The No of days refinery A should work.
X2 =The No of days refinery B should work.
a. LPP of the problem

MinZ=1500X1+2400X2
St:
4000X1+1000X2>24000
2000X1+3000X2>42000
1000X1+2000X2> 36000
X1 < 14
X2< 14
X1, X2 > 0
==>T o simplify the problem divide by 1000 the constraints
MinZ=1500X1+2400X2
St:
4X1+1X2>24
2X1+3X2>42
X1+4X2 > 36
X1 < 14

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 X2< 14
X1, X2 > 0

Delivery time: X1=14

SUG: 4X1+X2 =24

A (2.5, 14) B (14, 14) Delivery time: X2=14

FSS

D (12, 6)

LG: X1+4X2=36

RUG: 2X1+3X2 =42

(6, 0) (14, 0) (21, 0) (36, 0)
Note: Point A, B, C, and D are solved by elimination-substitution method

________________________________________________________________
Corners Coordinates MaxZ=1500X1 + 2400X2
A (2.5, 4) $37350
B (14, 14) 54600
C (14, 5.5) 34200
D (12, 6) 32400
E (3, 12) 33300
_________________________________________________________________
Interpretation:
The oil company should operate refinery A for 12 days and refinery B for 6
days at a minimum operating cost of $32,400.
c. Is there any over production
SUG: 4000X1+1000X2>24000
4000(12) +1000(6)>24000
54000 > 24000
Therefore, 30,000 gallons over production

RUG: 2000X1+3000X2>42000
2000(12) +3000(6)>42000
42000 > 42000
Therefore, there is no over production of RUG

LG: 1000X1+4000X2>36000
1000(12) +1000(6)>36000

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 36000 > 36000
There fore, No over production of LG

5. Unbounded Solution
When the value of decision variables in LP is permitted to increase
infinitely without violating the feasibility condition, then the solution is said
to be unbounded .Here, the objective function value can also be increased
infinitely. However, an unbounded feasible region may yield some definite
value of the objective function.
Example:
Use the graphical method to solve the following LPP.
1. Max.Z=3X1+4X2
St:
X1-X2<-1==> -X1+X2>1 since the quantity solution is
positive
-X1+X2<0
X1, X2 > 0
X2 X1-X2 =-
1

X1+X2
=0

Unbounded
1 Feasible Region

X1
Fig: Unbounded Solution

2. Max.Z=3X1+2X2
St:
X2 X1-X2<1
X1+X2<3
X1, X2 > 0
Unbounded
A(0,3)
Feasible Region
X1-X2=1

B (2, 1)
X1+X2=3 19

X1
Note here that the two corners of the region are A(0,3) and .B(2,1).The
value of MaxZ(A)=6 and MaxZ(B)=8. But there exist number of points in
the shaded region for which the value of the objective function is more
than 8.For example, the point (10, 12) lies in the region and the function
value at this point is 70 which is more than 8.

Remark:
An unbounded solution does not mean that there is no solution to the
given LPP, but implies that there exits an infinite number of solutions.

Exercise:
Use graphical method to solve the following LPP.
1. Max.Z=7/4X1+3/2X2 2. Max.Z=3X1+2X2
St: St:
8 X1+5X2 < 320 -2X1+3X2 < 9
4X1+5X2 < 20 X1-5X2 > -20
X1 > 15 X1, X2 > 0
X2> 10
X1, X2 > 0
Answer: No feasible solution Answer: Unbounded
solution
3. Max.Z=3X1+2X2 4.Max.Z=X1+X2
St: St:
X1-X2 < 1 X1+X2 < 1
X1+X2> 3 -3X1+X2> 3
X1, X2> 2 X1, X2> 0
Answer: Unbounded solution Answer: Unbounded
solution
5. Max.Z=6X1-4X2 6.Max.Z=X1+1/2X2
St: St:

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 2X1+4X2 < 4 3X 1+3X2 < 12
4X1+8X2> 16
5X1 < 10
X1, X2 > 0 X 1 + X2 >
8
Answer: Infeasible solution -X 1 + X2 >
4
X1, X2 > 0
Answer: Infeasible
solution
Exercise
I. Solve the following LP problems using the graphical method.
1. Max.Z=15X1-10X2 2.Max.Z=2X1+X2
St: St:
4X1+6X2 < 360 X1+2X2 < 10
3X1+0X2< 180 X 1 +X2
<6
0X1+5X2< 280 X 1 - X2 < 2
X1, X2 > 0 X1 -2X2
<1
Answer: X1=60 , X2 =20 X1, X2 >0
and Max.Z=1,100 Answer: X 1=4, X2 =2
and
Max.Z=10

3. Max.Z=10X1+15X2 4.Min.Z=3X1+2X2
St: St:
2X1+X2 < 26 5X1+X2 > 10
2X1+4X2< 56
X1 +X2 > 6
-X1+X2< 5 X1 + 4 X2 > 12
X1, X2 > 0
X1, X2 >0
Answer: X1=4 , X2 =2
Answer:X1=1,X2=5 and
Max.Z=230 and Min.Z=13

4. Min.Z=-X1+2X2 4.Min.Z=20X1+10X2

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 St: St:
-X1+3X2 < 26 X1+2X2 <40
X1 +X2 < 6 3X1 + 4 X2 > 30
X1-X2< 2 4X1+ 3X2> 60
X1, X2 > 0 X1, X2 >0
Answer:X1=2 , X2 =0 Answer:X1=6,X2=12
and Min.Z=-2 and Min.Z=240

II.A manufacturer produces two different models; X and Y, of the same

product .The raw materials r1 and r2 are required for production. At least 18
Kg of r1 and 12 Kg of r2 must be used daily. Almost at most 34 hours of
labor are to be utilized .2Kg of r1 are needed for each model X and 1Kg of
r1 for each model Y. For each model of X and Y, 1Kg of r2 is required. It
takes 3 hours to manufacture a model X and 2 hours to manufacture a
model Y. The profit realized is $50 per unit from model X and $30 per unit
from model Y. How many units of each model should be produced to
maximize the profit?
Answer: 10 units of model X, 2 units of model Y and the maximum profit is
$ 560.

III.A manufacturing firm produces two machine parts P1 and P2 using

milling and grinding machines .The different machining times required for
each part, the machining times available on different machines and the
profit on each machine part are as given below:
____________________________________________________________________
Manufacturing time Maximum
time
required (min) available per
week (min)
Machine P1 P2
_____________________________________________________________________
Lathe 10 5 25,000
Milling Machine 4 10 2000
Grinding Machine 1 1.5 450
Profit per unit ($) $50 $100
_____________________________________________________________________
Determine the number of pieces of P1 and P2 to be manufactured per
week to maximize profit.
Answer:X1=187.5 , X2 =125 and
Max.Z=21,875

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 IV.A person requires 10, 12 and 12 units of chemicals A, B and C
respectively for his garden. A liquid product contains 5, 2 and 1 units of A,
B and C respectively per jar. A dry product contains 1, 2 and 4 units of A,
B and C per carton. If the liquid product sells for $3 per jar and the dry
product sells $2 per carton, how many of each should be purchased in
order to minimize cost and meet the requirement?
Answer: 1 Unit of liquid, 5 units of dry product and Min.Z=$8

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