Linear

Programming

MARY THE QUEEN COLLEGE

INSTITUTE OF MATHEMATICS

Engr. Anre S. Cunanan

Lesson 4
Linear Programming
Linear Programming is a method of
dealing with decision problems that can
be expressed as constrained linear
models. The primary objectives of all
linear programming models are certainty
of the parameters and linearity of the
objective function and all constraints.

Linear Programming
 Graphical Solution Method is a two-
dimensional geometric analysis of Linear
Programming problems with two decision
variables. The Theory of Linear Programming
states that the optimal solution will lie at a
corner point of the feasible region. In large Linear
Programming problems, the feasible region can
not be easily graphed because it has many
dimensions (hyperspace), but the concept is the
same.

Linear Programming
Example: Graph the system;
3x + 5y ≤ 15
4x +2y ≥ 8
x ≤ 4, y ≤ 2, y ≥ 0, x ≥ 0
 STEPS IN SOLVING A LINEAR PROGRAMMING PROBLEM
1. Choose the unknowns.
2. Write the objective function.
3. Write the constraints as a system of inequalities.
4. Find the set of feasible solutions that graphically represent the
constraints.
5. Calculate the coordinates of the vertices from the compound of
feasible solutions.
6. Calculate the value of the objective function at each of the vertices
to determine which of them has the maximum or minimum values
7. Formulate the decision.

Linear Programming
 Other definition of terms:
1. Objective function – is an expression, which shows the
relationship between the variables in the problem and
the firm’s goal.
2. Optimal value – the highest (for maximization) or lowest
value (for minimization) of the objective function.
3. Optimal solution – is a combination of decision variable
amounts that yields the best possible value of the
objective function and satisfies all the constraints.

Linear Programming
4.Feasible region – is the set of combinations of
values for the decision variables that satisfy the
non-negativity conditions and all the constraints
simultaneously that is the allowable decisions.
5. Extreme point – is the corner of the feasible
region; it is the location of the maximum and
minimum point of the feasible region.

Linear Programming
Solutions to Linear Programs
The constraints of a linear program restricts
the values of our decision variables. A solution to
an LP is a set of values for our decision variables.
Every solution has an objective value which is the
value of the objective function when it is
computed for the variable values given by the
solution. We call a solution feasible if it satisfies
all our constraints, and infeasible if it violates one
or more of them.
Linear Programming
Solutions to Linear Programs
The task of solving a linear program is to
find the feasible solution to the problem that
optimizes our objective function. If it is a
maximization problem, this will be the
solution with the largest objective value. If it
is a minimization problem, then we want the
solution with the smallest objective value.
This solution is called the optimal solution.
Linear Programming
Formulation of Linear Programming Models
Linear programming problems can be
formulated in a systematic way by following these
simple steps:
1. Define the specific decision variables.
This is assigning variables to the given products.
2. Identify the objective function which is either to
maximize or to minimize. This is the objective that you are
trying to achieve in solving the problem.
Example:
Maximize: Contribution to profit
Minimize : Cost
Linear Programming
3. List down the constraints that affect the
decision. There are different kinds of constraints
which can be found on a given word problem
solving:
a. Capacity Constraints
These are limitations on the amount of
equipment, space, or stuff availability.
Example: There are only two machines
available, machine A and machine B. Machine A
is available for 12 hours, while machine B is
available for 20 hours.

Linear Programming
 b. Market Constraints
These are limitations (either lower or
upper limits or both) on how much upper can
be sold or used.
c. Availability Constraints
These are limitations on the available
raw materials, labor, funds or other resources.
d. Quality or Blending Constraints
These are limitations on the mixes of
ingredients, usually defining the output of
products.
Linear Programming
 e. Production Technology or Material Balance
Constraints
These are limitations that define the
output of some process, as the function of the
inputs, often loss for scrap.
f. Definitional Constraints
These are constraints that define a given
variable, often, such constraints came from
accountancy definitions.

Linear Programming
 Two types of Constraints:
1. Structural constraint/ Explicit constraint – is
a limit on the availability of resources.
2. Non-negativity constraint/ Implicit
constraint – constraint that restricts all
the variables to zero and positive solution.

Linear Programming
Define the specific constraints using the decision variables.
Example 1.
A clock maker makes two types of wood
clock to sell at various malls. It takes him three
(3) hours to assemble a pine clock, which
requires two (2) oz of varnish. It takes four (4)
hours to assemble a molave clock, which takes
four (4) oz of varnish. He has eight oz of varnish
available in stock and he can work 12 hours. If he
makes ₱100 profit on each pine clock and ₱120 on
each molave clock, how many of each type
should he make to maximize his profits?
Formulate the linear program.
Linear Programming
Solution:
Following the steps in formulating a linear program, we have
1. Let 𝑥 = 𝑛𝑢𝑚𝑏𝑒𝑟 𝑜𝑓 𝑝𝑖𝑛𝑒 𝑐𝑙𝑜𝑐𝑘
𝑦 = 𝑛𝑢𝑚𝑏𝑒𝑟 𝑜𝑓 𝑚𝑜𝑙𝑎𝑣𝑒 𝑐𝑙𝑜𝑐𝑘
2. Objective function
MAXIMIZE: 𝑃𝑟𝑜𝑓𝑖𝑡 = 100𝑥 + 120𝑦
3. Constraints
Raw materials and process requirements like
- varnish requirement
- processing time

Linear Programming
4. Specific constraints
Varnishing 𝟐𝒙 + 𝟒𝒚 ≤ 𝟖
Assembly time 𝟑𝒙 + 𝟒𝒚 ≤ 𝟏2
𝑥≥0
𝑦≥0
Thus, the linear program would be:
MAXIMIZE: 𝑃𝑟𝑜𝑓𝑖𝑡 = 100𝑥 + 120𝑦
SUBJECT TO:
Varnishing 2𝑥 + 4𝑦 ≤ 8
Assembly time 3𝑥 + 4𝑦 ≤ 12
𝑥≥0
𝑦≥0
Linear Programming
Formulating a LP
In writing the mathematical
formulation of a linear program, we need
to define three things: the variables, the
objective function, and the constraints.
Sometimes the formulation will be
obvious and other times constructing the
model will be more challenging. Let’s
start with an example.
Linear Programming
Maximization Problems:
Margan furniture makes 2 products: tables and chairs, which must be
processed through assembly and finishing departments. Assembly
department is available for 60 hours while finishing department is
available for 48 hours every production period.
Manufacturing one table requires 4 hours in the assembly and 2
hours in the finishing. Each chair require 2 hours in the
assembly and 4 hours in the finishing.
One table contribute P180 to profit, while a chair contribute P100. The
problem is to determine the number of tables and chairs to make per
production period in order to maximized the profit, given that it requires
at least one set of six seater dining set.

Linear Programming
Solution:
Let x = the number of tables and y = the number of chairs

Product Assembly Time Finishing Time Profit

x 4x 2x 180x
y 2y 4y 100y
≤ 60 ≤ 48 Maximize

Formulating the objective function and constraints

Maximize: 180x + 100y → Objective
Subject to: 4x + 2y ≤ 60
2x + 4y ≤ 48
x ≥ 0, y ≥ 0
4x + 2y ≤ 60, 2x + 4y ≤ 48, x ≥ 0, y ≥ 0
(4x + 2y = 60)2
2x + 4y = 48
8x + 4y = 120
– (2x + 4y = 48)
6x = 72
x = 12
2(12) + 4y = 48
24 + 4y = 48
4y = 48 – 24
4y = 24
y=6
Finding the Optimum solution
180x + 100y → Maximize

Objective:
Vertices 180x + 100y Value
(0, 12) 180(0) + 100(12) P1200
(15, 0) 180(15) + 100(0) P2700
(12, 6) 180(12) + 100(6) P2760

֒ we will check (12, 6) and (15, 0) on the constraints

Check whether (12, 6) and (15, 0) satisfies the two constraints
4x + 2y ≤ 60
4(12) + 2(6) ≤ 60 4(15) + 2(0) ≤ 60
48 + 12 ≤ 60 60 + 0 ≤ 60
60 = 60 60 = 60
2 x + 4 y ≤ 48
2(12) + 4(6) ≤ 48 2(15) + 4(0) ≤ 48
24 + 24 ≤ 48 30 + 0 ≤ 48
48 = 48 30 ≤ 48
Therefore, to maximize the profit we will
produce 12 tables and 6 chairs.
Math is not the learning of the x and y, variables
differences, products and the likes. It is rather a
discipline to train the mind to be wiser.
Sir Anre
End of discussion

Thank You
And
God Bless