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LINEAR PROGRAMMING
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The founders of this subject are Leonid Kantorovich, a Russian

mathematician who developed linear programming problems in
1939, He calculated the optimal distance between cars on ice,
depending on thickness of ice and temperature of the air. Dantzig,
who published the simplex method in 1947, and John von Neumann,
who developed the theory of the duality in the same year.
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George Bernard Dantzig Linear programming

(November 8, 1914 – Simplex algorithm
May 13, 2005) Dantzig-Wolfe decomposition principle
Generalized linear programming
Known for Generalized upper bounding
Max-flow min-cut theorem of networks
Quadratic programming
Complementary pivot algorithms
Linear complementarity problem
Stochastic programming
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What is a Linear Programming

George Dantzig and his Associates while working in U.S. department
of Air force, observed that a large number of military programming
and planning problems could be formulated as
maximizing/minimizing a linear form of profit/cost function whose
variables were restricted to values satisfying a system of linear
constraints (a set of linear equations or inequalities).
A linear form is meant a mathematical expression of the type
𝑎1 𝑥1 + 𝑎2 𝑥2 +. . . . . +𝑎𝑛 𝑥𝑛 , where 𝑎1 , 𝑎2 , . . . . . , 𝑎𝑛 are constants, and
𝑥1 , 𝑥2 , . . . . . 𝑥𝑛 are variables.
The term ‘programming’ refers to the process of determining a
particular program or plan of action. So Linear Programming (L.P.) is
one of the most important optimizations
(maximization/minimization) techniques developed in the field of
Operations Research (O.R.).
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APPLICATIONS:

❑ Engineers use linear programming to solve design and manufacturing

problems. For example, in air foil meshes, engineers seek aerodynamic shape
optimization. This allows for the reduction of the drag coefficient of the air
foil. Constraints may include lift coefficient, relative maximum thickness,
nose radius and trailing edge angle. Shape optimization seeks to make a
shock-free air foil with a feasible shape. Linear programming therefore
provides engineers with an essential tool in shape optimization.
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❑ In Transportation optimization, systems rely upon linear programming for cost and
time efficiency. Bus and train routes must factor in scheduling, travel time and
passengers. Airlines use linear programming to optimize their profits according to
different seat prices and customer demand. Airlines also use linear programming for
pilot scheduling and routes. Optimization via linear programming increases airlines'
efficiency and decreases expenses.
❑ Efficient Manufacturing requires transforming raw materials into products that
maximize company revenue. Each step of the manufacturing process must work
efficiently to reach that goal. For example, raw materials must past through various
machines for set amounts of time in an assembly line. To maximize profit, a company
can use a linear expression of how much raw material to use. Constraints include the
time spent on each machine. Any machines creating bottlenecks must be addressed.
The number of products made may be affected, in order to maximize profit based on
the raw materials and the time needed.
❑ In Agriculture farmers apply linear programming techniques to their work. By
determining what crops they should grow, the quantity of it and how to use it
efficiently, farmers can increase their revenue.
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The methods applied for solving a linear programming problem are basically simple. For a
simple problem, a solution can be obtained as set of simultaneous equations in 𝑛 −
variables 𝑥1 , 𝑥2 , . . . . . 𝑥𝑛 can be obtained if there are exactly 𝑛 relations, at least one of
them is non-zero.
When the number of relations is greater than or less than 𝑛, a unique solution does not
exist, but a number of trail solutions can be found. In various practical situations the
problems are seen in which the number of relations is not equal to the number of
variables and many of the relations are in the form of inequalities ≤ 𝑜𝑟 ≥ to maximize
(or minimize) a linear function of the variables subject to such conditions. Such problems
are known as Linear Programming Problems (LPP).

Definition. The general LPP calls for optimizing (maximizing/minimizing) a linear function
for variables called the ‘objective function’ subject to a set of linear equations and/or
inequalities called the ‘constraints’ or restrictions.
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Formulation: is the process of translating a real-world problem into a

linear program. Once a problem has been formulated as a linear program, a
computer program can be used to solve the problem. In this regard, solving a linear
program is relatively easy. The hardest part about applying linear programming is
formulating the problem and interpreting the solution.
A few interesting examples are considered to explain the real-life situations
where LP problems may arise. The outlines of formulation of the LP problems
are explained with the help of these examples.

Mathematical Formulation:
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Example 1: (production allocation problem) A firm manufactures two types of

products A and B and sells them at a profit of Rs.2 on type A and Rs.3 on type B. Each
product is processed on two machines G and H. Type A requires one minute of
processing time on G and two minutes on H; type B requires one minute on G and one
minute on H. The machine G is not available for not more than 6 hours 40 minutes
while machine H is available for 10 hours during any working day. Formulate the
problem as a linear programming problem.
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Formulation:
Let 𝑥1 be the number of products of type A and 𝑥2 the number of products of type B.
The given information is systematically arranged in the form of the following table.
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MACHINE TIME ON Products(minutes) Available

Type A (𝒙𝟏 units) Type B(𝒙𝟐 units) time(minutes)
G 1 1 400
H 2 1 600
Profit per unit 2 3

Since the profit on type A is Rs. 2 per product, 2𝑥1 will be the profit on selling 𝑥1
units of type A. 3𝑥2 will be profit on selling 𝑥2 units of type B.
Therefore, total profit on selling 𝑥1 units of A and 𝑥2 units of B is given by
𝑧 = 2𝑥1 + 3𝑥2 (objective function)

Since machine G takes 1-minute time on type A and 1-minute time on type B, the total
number of minutes required on machine G is given by:
𝑥1 + 𝑥2 .
Similarly, the total number of minutes required on machine H is given by:
2𝑥1 + 𝑥2 .
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But machine G is not available for more than 6 hour 40 minutes (=400
minutes). Therefore,
𝑥1 + 𝑥2 ≤ 400. (first constraint)
Also, the machine H is available 10 hours only, therefore,
2𝑥1 + 𝑥2 ≤ 600. (second constraint)

Since, it is not possible to produce negative quantities,

𝑥1 ≥ 0 and 𝑥2 ≥ 0. (non-negativity restrictions)
Hence the allocation problem of the firm can be finally put in the form:

Find 𝑥1 and 𝑥2 such that the

profit 𝑧 = 2𝑥1 + 3𝑥2 is maximum,
subject to the conditions
𝑥1 + 𝑥2 ≤ 400
2𝑥1 + 𝑥2 ≤ 600
𝑥1 , 𝑥2 ≥ 0.
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Example 2: A manufacturer produces two models 𝑀1 and 𝑀2 of a product. Each unit of

model 𝑀1 requires 4 hours grinding and 2 hours polishing. Each unit of model 𝑀2 requires
2hours grinding and 5 hours polishing. The manufacturer has 2 grinders each of which
works for 40 hours a week. There are 3 polishers each of which works for 60 hours per
week. Profit of Model 𝑀1 is Rs.300 per unit and profit of model 𝑀2 is Rs. 400 per unit.
The manufacturer has to allocate his production capacity so as to maximise his profit.
Formulate the L.P.P.

Formulation:
Let 𝑥 be the number of units of model 𝑀1 to be produced .
and 𝑦 be the number of units of model 𝑀2 to be produced.

Model 𝑀1 Model 𝑀2 Requirement

No. of units 𝑥 𝑦
Profit (Rs) 300𝑥 400𝑦 Maximize
Grinding time 4𝑥 2𝑦 ≤ 80
(hrs)
Polishing time 2𝑥 5𝑦 ≤180
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The LPP is

Maximize 𝑧 = 300𝑥 + 400𝑦

subject to the constraints 4𝑥 + 2𝑦 ≤ 80
2𝑥 + 5𝑦 ≤ 180
and 𝑥 ≥ 0 , 𝑦 ≥ 0.
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Example 3: A firm produces an alloy having the following specifications.

1. Specific gravity ≤0.98 2. Chromium contents ≥ 8% 3. Melting point≥ 450𝑜 𝐶 .
Raw materials A and B are used to produce the alloy. Raw materials A has specific gravity
0.92. Chromium content 7% and melting point 440𝑜 𝐶. Raw material B has specific
gravity 0.99. Chromium content 13% and melting point 490𝑜 𝐶. If raw material A costs
Rs.90per kg and raw material B costs Rs280 per kg find the ratio(proportion) at which the
raw materials should be blended keeping cost in mind.
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Raw Material Requirement

A B
proportion x y
Cost(Rs.) 90x 280y minimize
Specific 0.92x 0.99y ≤0.98
gravity
Chromium 7x 13y ≥8
content
Melting Point 440x 490y ≥ 450
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The LPP is

Minimize 𝑧 = 90𝑥 + 280𝑦

subject to the constraints 0.92𝑥 + 0.99𝑦 ≤ 0.98
7𝑥 + 13𝑦 ≥ 8
440𝑥 + 490𝑦 ≥ 450
and 𝑥 ≥ 0 , 𝑦 ≥ 0.
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Exercise
1. The manager of an oil refinery must decide on the optimum mix of two possible
blending process of which the inputs and output production run are as follows.
Input Output

Process Crude A Crude B Gasoline X Gasoline Y

1 6 4 6 9

2 5 6 5 5

The maximum amount available of crude A and crude B are 250 units and 200 units
respectively. Market demand shows that at least 150 units of gasoline X and 130 units of
gasoline Y must be produced. The profits per production run from process 1 and process 2
are Rs.4 and Rs.5 respectively. Formulate the problem for maximizing the profit.

2. The XYZ company during the festival season combines two factors A and B to form a
gift pack which must weigh 5kg. At least 2kg of A and not more than 4kg of B should be
used . The net profit contribution to the company is Rs.5 Per Kg for A and Rs. 6 Per Kg for
B . Formulate LP model to find the optimal factor mix.
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Definitions:
Consider the LPP
optimize 𝑧 = 𝑐𝑋
subject to the constraints 𝐴𝑋 ≤, =, ≥ 𝑏
and 𝑋 ≥0
Objective function
The function 𝑧 = 𝑐𝑋 = 𝑐1 𝑥1 + 𝑐2 𝑥2 + ⋯ + 𝑐𝑛 𝑥𝑛 which is to be optimized (maximized
or minimized ) is called objective function.
Decision variables:
The variables 𝑥1 , 𝑥2 , … … . . 𝑥𝑛 whose values are to be determined are called decision
variables.
Cost (Profit )coefficients
The coefficients 𝑐1 ,𝑐2 , … … . . 𝑐𝑛 are called cost (profit ) coefficients.

Requirements
The coefficients 𝑏1 ,𝑏2 , … … . . 𝑏𝑛 are called requirements.

Solution
A set of real values 𝑋=( 𝑥1 , 𝑥2 , … … . . 𝑥𝑛 ) which satisfies the constraints 𝐴𝑋ሺ≤, =
, ≥ሻ 𝑏 is called solution.
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Feasible solution
Any non – negative solution which satisfies all the constraints is known as
feasible solution.
i.e, A set of real values 𝑋=( 𝑥1 , 𝑥2 , … … . . 𝑥𝑛 ) which satisfies
(i) the constraints 𝐴𝑋 ≤, =, ≥ 𝑏
(ii) the non negativity restriction 𝑋 ≥ 0 is called feasible solution.

Optimal solution:
A set of real values 𝑋=( 𝑥1 , 𝑥2 , … … . . 𝑥𝑛 ) which satisfies
(i) the constraints 𝐴𝑋 ≤, =, ≥ 𝑏
(ii) the non negativity restriction 𝑋 ≥ 0
(iii) optimize the objective function 𝑧 = 𝑐𝑥 is called optimal solution.
Unbounded solution:
If the value of the objective function z can be increased or decreased indefinitely,
such solutions are called unbounded solutions.

In feasible problem
A linear programming problem is said to be infeasible if there is no solution that
satisfies all the constraints.
It represents a state of in consistency in the set of constraints.
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GRAPHICAL SOLUTION OF TWO VARIABLE LINEAR PROGRAMMING

PROBLEMS
Graphical procedure
Simple linear programming problems with two decision variables can be easily solved by
graphical method. For LPP involving three or more variables , graphical method is either
impractical or impossible.
The outlines of the graphical procedures are as follows:
Step 1: State the problem mathematically.
Step 2: Plot a graph representing all constraints of the problem and identify feasible
region (solution space).
Step 3: Determine the coordinates of all corner points of the feasible region.
Step 4: Find out value of objective function at each corner(solution) points determined in
step 3.
Step 5: Select the corner point that optimizes (maximizes or minimizes) the value of
objective function . It gives optimum feasible solution.
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Example 1 : A manufacturer produces two models of colour TV namely model A and

model B. Model A fetches a profit of Rs. 2000/- per set Model B fetches a profit of
Rs.1000/- per set. Both models use the same type of picture tubes. Every month there is a
supply of 400 picture tubes. Model A requires 8hours labour . Model B requires 5hrs
labour. Total labour available per month is 2600hrs. Formulate the above problems to
produce maximum profit . Solve the above problem graphically.
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Formulation:

Model A Model B Requirements

No. of units 𝑥 𝑦
Profit 2000𝑥 1000𝑦 Maximize

Picture tube 𝑥 𝑦 ≤ 400

Labour 8𝑥 5𝑦 ≤ 2600
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The LPP is

Maximize 𝑧 = 2000𝑥 + 1000𝑦

subject to the constraints 𝑥 + 𝑦 ≤ 400
8𝑥 + 5𝑦 ≤ 2600
and 𝑥 ≥ 0 , 𝑦 ≥ 0.
Equation putting 𝑥 = 0 putting 𝑦 = 0 pointሺ𝑥, 𝑦ሻ on the line
x+𝑦 = 400 𝑥=0 𝑦 = 400 𝑥 = 400 (0,400), (400,0)
2600
8𝑥 + 5𝑦=2600 𝑦 = 2600/5 𝑥 = = 325 (0,520) ,(325,0)
8
𝑥=0 𝑦 axis
𝑦 = 0. 𝑥 axis
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(0,520)

C(0,400)
B(200, 200)
FR
D(400, 0)
O A(325,0)

Feasible region (FR) - Intersection of all regions

Here FR is OCBA (bounded region)
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The shaded region R in the graph is the region of feasible solution .Corner points are
O(0,0) C(0,400) A(325,0) and B(200,200)
The value of 𝑧 at these points are
O(0,0) 𝑧 = 0
C(0,400) 𝑧 = 40000
A(325, 0) 𝑧 = 65,0000
D(200, 200) 𝑧 = 60,0000

𝑧 is maximum at A(325,0)
Optimal solution is 𝑥 =325 𝑦 = 0
Optimum 𝑧 is maximum 𝑧=650000
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Example 2 : A company produces two types of food stuffs F1 and F2 which contains three
vitamins V1, V2, V3 respectively. Minimum daily requirement of these vitamins are 1mg,
50mg, and 10mg respectively. Suppose that the food stuff F1 contains 1mg of V1 , 100mg
of V2 and 10mg of V3 whereas F2 contains 1mg of V1 , 10mg of V2 and 100mg of V3. If
the cost of food stuff F1 is Rs.2 and that of F2 is Rs.3, formulate the data as a linear
programming problem and find the minimum cost diet that would supply the body the
minimum requirement of each vitamin by applying graphical method
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The objective function 𝑧 is the total cost of diet containing 𝑥 units of F1 and 𝑦 units
of F2.
𝑧 = 2𝑥 + 3𝑦

Each food stuff contains V1,V2,V3 and their associated inequalities form the
constraints given by

𝑥 + 𝑦 ≥1
100𝑥 + 10𝑦 ≥50
10𝑥 + 100𝑦 ≥ 10
𝑥 ≥ 0, 𝑦 ≥ 0
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C(0,5)

B(0.444, 0.556)
A(1,0)
O
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unbounded region in the first quadrant is the feasible region .

The value of 𝑧 = 2𝑥 + 3𝑦 at these points are

A(1,0) 𝑧 = 2
4 5 23
B( , ) 𝑧= 9
9 9

D(0, 5) 𝑧 = 15

𝑧 is minimum at A(1,0) and the minimum value is 2

Thus one unit of food stuff F1 and zero unit of F2 is the least expensive
combination and the cost is Rs.2.
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Solve graphically
Max 𝑧 = 3𝑥 + 2𝑦
Subject to the constraints −2𝑥 + 3𝑦 ≤ 9
−3𝑥 + 2𝑦 ≥20
𝑥 ≥ 0, 𝑦 ≥0
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−3𝑥 + 2𝑦 =20

−2𝑥 + 3𝑦 = 9

Region of feasible solution does not exist

There fore LPP does not have any feasible solution
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Exercise Solve graphically

1. Max 𝑧 = 𝑥 + 𝑦
Subject to the constraints 𝑥 + 𝑦 ≤1
−3𝑥 + 𝑦 ≥3
𝑥 ≥ 0, 𝑦 ≥0
2. Max 𝑧 = 3𝑥 + 2𝑦
Subject to the constraints 𝑥 − 𝑦 ≤1
𝑥 + 𝑦 ≥3
𝑥 ≥ 0, 𝑦 ≥0
3. Minimize 𝑧 = 20𝑥 + 10𝑦
Subject to the constraints 𝑥 + 2𝑦 ≤40
3𝑥 + 𝑦 ≥30
4𝑥 + 3𝑦 ≥60
𝑥 ≥ 0, 𝑦 ≥0
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4. 80 persons decide to go on a tour .They intend hiring some cars and some vans.
The capacity of a car is 5 where as the capacity of a van is 8. A car costs Rs. 3 per
running kilometre where as a van costs Rs.4 per running kilometre .There are few
old persons and so to carry them a minimum of 2 cars should be hired. The number of
vans available is only 8. Find the number of cars and vans that should be hired so that
cost is minimized.
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Basic solution
Let there be m simultaneous linear equations in n unknowns 𝐴𝑋 = 𝐵 (m<n)
where A is an m x n matrix of rank m
Any solution which is obtained by solving m variables keeping the remaining n-m
variables zero is called a basic solution. Such m variables are called basic
variables and remaining zero variables are called non-basic variables.
𝑛!
The number of basic solutions thus obtained will be at the most 𝑛𝐶𝑚 =
ሺ𝑛−𝑚ሻ!𝑚!
which is the number of combinations of n things taken m at a time.
Basic feasible solution:
A basic feasible solution is a basic solution which also satisfies non negative
restrictions (i.e, all basic variables are non-negative).
Basic feasible solutions are of two types:
a. Non-degenerate:
A non-degenerate basic feasible solution is one in which basic variables are non-zero
i.e, none of the basic variables are zero
b. Degenerate:
A basic feasible solution is degenerate if one or more basic variables are zero.
Basic in feasible solution:
If any basic variables in the basic solution is negative then such a basic solution
is called basic infeasible solution.
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1. Find all basic solution for the system of simultaneous equations:

2𝑥1 + 3𝑥2 + 4𝑥3 = 5
3𝑥1 + 4𝑥2 + 5𝑥3 = 6
Solution:

First decide the maximum number of basic solutions. The maximum possible number of
3!
basic solutions will be 3𝐶2 = 2!ሺ3−2ሻ! = 3.
Now put 3 − 2 = 1 unknowns zero
Now put 𝑥1 = 0 and solve for 𝑥2 and 𝑥3 , the values obtained are 𝑥2 = −1, 𝑥3 = 2.
Again put 𝑥2 = 0 and solve for 𝑥1 and 𝑥3 , the values obtained are 𝑥1 = −0.5, 𝑥3 =
3
.
2 finally put 𝑥 = 0 and solve for 𝑥 and 𝑥 , the values obtained are 𝑥 = −2, 𝑥 = 3
3 1 2 1 2
This verifies that three basic solutions exist and are infeasible .
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2. Find all basic solution for the system of simultaneous equations:

2𝑥1 + 3𝑥2 − 𝑥3 +4𝑥4 =8
𝑥1 − 2𝑥2 + 6𝑥3 −7𝑥4 = −3
Solution:

First decide the maximum number of basic solutions. The maximum possible number of
4!
basic solutions will be 4𝐶2 = 2!2! =6.
Now put 6 − 4 = 2 unknowns zero
BV NBV BV is the solution feasible
𝑥1 , 𝑥2 𝑥3 , 𝑥4 = 0 𝑥1 = 1 , 𝑥2 = 2 Yes
45
𝑥1 , 𝑥3 𝑥2 , 𝑥4 = 0 𝑥1 = 13 , 𝑥3 = −14/13 No

𝑥1 , 𝑥4 𝑥3 , 𝑥2 = 0 𝑥1 = 22/9 , 𝑥4 = 7/9 Yes

𝑥3 , 𝑥2 𝑥1 , 𝑥4 = 0 𝑥3 = 7/16 , 𝑥2 = 45/16 Yes

7 44
𝑥4 , 𝑥2 𝑥3 , 𝑥1 = 0 𝑥4 = − 13 , 𝑥2 = 13 No
44 45
𝑥3 , 𝑥4 𝑥1 , 𝑥2 = 0 𝑥3 = 17 , 𝑥4 = 17 Yes
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3. Find all basic solution for the system of simultaneous equations:

2𝑥1 + 𝑥2 + 4𝑥3 =11
3𝑥1 + 𝑥2 + 5𝑥3 =14
Solution:
First decide the maximum number of basic solutions. The maximum possible number of
basic solutions will be 3𝐶2 =3.
Now put 3 − 2 = 1 unknowns zero
BV NBV BV is the solution feasible is the
solu. degenerate

𝑥1 , 𝑥2 𝑥3 = 0 𝑥1 = 3 , 𝑥2 = 5 Yes No
𝑥3 , 𝑥2 𝑥1 = 0 𝑥3 = 3 , 𝑥2 = −1 No No

𝑥1 , 𝑥3 𝑥2 = 0 𝑥1 = 1/2 , 𝑥3 = 5/2 Yes No

Exercise
1. Find all basic solution for the system of simultaneous equations:
2𝑥1 + 6𝑥2 + 2𝑥3 + 𝑥4 = 3
6𝑥1 + 4𝑥2 + 4𝑥3 + 6𝑥4 = 2
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General formulation of linear programming problem

The general formulation of the linear programming problem can be stated as follows:
In order to find the values of 𝑛 decision variables 𝑥1 , 𝑥2 , 𝑥𝑛 , ⋯ , to maximize or minimize
the objective function
𝑧 = 𝑐1 𝑥1 + 𝑐2 𝑥2 + 𝑐3 𝑥3 + ⋯ + 𝑐𝑛 𝑥𝑛
And also satisfying 𝑚-constraints
𝑎11 𝑥1 + 𝑎12 𝑥2 + ⋯ + 𝑎1𝑗 𝑥𝑗 + ⋯ + 𝑎1𝑛 𝑥𝑛 ≤=≥ 𝑏1
𝑎21 𝑥1 + 𝑎22 𝑥2 + ⋯ + 𝑎2𝑗 𝑥𝑗 + ⋯ + 𝑎2𝑛 𝑥𝑛 ≤=≥ 𝑏2
⋮ ⋮ ⋮ ⋮ ⋮
𝑎𝑚1 𝑥1 + 𝑎𝑚2 𝑥2 + ⋯ + 𝑎𝑚𝑗 𝑥𝑗 + ⋯ + 𝑎𝑚𝑛 𝑥𝑛 ≤=≥ 𝑏𝑚
Where constraints may be in the form of an inequality ≤ 𝑜𝑟 ≥ or even in the form of an
equation(=), and finally satisfy the non negativity restrictions
𝑥1 ≥ 0, 𝑥2 ≥ 0, ⋯ , 𝑥𝑗 ≥ 0 ⋯ , 𝑥𝑛 ≥ 0
However, by convention, the values of right side parameters 𝑏𝑖 𝑖 = 1,2, , 3, ⋯ 𝑚 are
restricted to non-negative values only. It is important to note that any negative 𝑏𝑖 can be
changed to a positive value multiplying both sides of the constraints by – 1. This will not
only change the sign of all left side coefficients and right side parameters but will also
change the direction of the inequality sign.
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Note:
If the constraint of the LPP be of the type “≤ " then the non negative which is added to
the LHS of the constraint to convert it into equation is called slack variable.
If the constraint of the LPP be of the type “ ≥ " then the non negative which is
subtracted from LHS of the constraint to convert it into equation is called surplus
variable.
Standard form of linear programming problem:
The standard form of the linear programming problem is used to develop the general
procedure for solving any linear programming problem. The characteristics of the standard
form are explained in the following steps:
Step 1: All the constraints should be converted to equations except for the non-negativity
restrictions which remains as inequalities.
Step 2: The RHS element of each constraint should be made non-negative.
Step 3: All variables must have non-negative restrictions .If any unrestricted variable 𝑥𝑖
can be written as 𝑥𝑖 + − 𝑥𝑖 − where 𝑥𝑖 + and 𝑥𝑖 − are non negative.
Step 4: The objective function should be of maximization type. The minimization of the
function z is converted into maximization type using Min-Max theorem
i.e, Min z= -Max(-z).
consider A={1,2,3,……} Min A = 1 -Max(-A)= 1
-A={-1,-2,-3,….} Max(-A)= -1
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Thus the standard form of LPP is given by

Maximize 𝑧 = 𝑐1 𝑥1 + 𝑐2 𝑥2 + 𝑐3 𝑥3 + ⋯ + 𝑐𝑛 𝑥𝑛 +0 𝑠1 + 0 𝑠2 + ⋯ +0 𝑠n
subject to the constraints 𝑎11 𝑥1 + 𝑎12 𝑥2 + ⋯ + 𝑎1𝑗 𝑥𝑗 + ⋯ + 𝑎1𝑛 𝑥𝑛 + 𝑠1 = 𝑏1
𝑎21 𝑥1 + 𝑎22 𝑥2 + ⋯ + 𝑎2𝑗 𝑥𝑗 + ⋯ + 𝑎2𝑛 𝑥𝑛 + 𝑠2 = 𝑏2
⋮ ⋮ ⋮ ⋮ ⋮
𝑎𝑚1 𝑥1 + 𝑎𝑚2 𝑥2 + ⋯ + 𝑎𝑚𝑗 𝑥𝑗 + ⋯ + 𝑎𝑚𝑛 𝑥𝑛 + 𝑠n = 𝑏𝑚
and 𝑥1 ≥ 0, 𝑥2 ≥ 0, ⋯ , 𝑥𝑗 ≥ 0 ⋯ , 𝑥𝑛 ≥ 0 , 𝑠1 , 𝑠2 , … , 𝑠n ≥0
Write down the following LPP in the standard form
1. Max 𝑧 = 3𝑥 + 2𝑦
Subject to the constraints 𝑥 + 𝑦 ≥4
𝑥 − 𝑦 ≤2
𝑥 ≥ 0, 𝑦 ≥0
The standard form of LPP is
Max 𝑧 = 3𝑥 + 2𝑦 + 0𝑠1 +0 𝑠2
Subject to the constraints 𝑥 + 𝑦 − 𝑠1 =4
𝑥 − 𝑦 + 𝑠2 =2
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Write down the following LPP in the standard form

2. Max 𝑧 = 8𝑥 − 2𝑦
Subject to the constraints −4𝑥 + 2𝑦 ≤1
5𝑥 − 4𝑦 ≤ −3
𝑥 ≥ 0, 𝑦 ≥0
The standard form of LPP is
Max 𝑧 = 8𝑥 − 2𝑦 + 0𝑠1 +0 𝑠2
Subject to the constraints −4𝑥 + 2𝑦 + 𝑠1 =1
−5𝑥 + 4𝑦 − 𝑠2 =3

and 𝑥 ≥ 0, 𝑦 ≥0, 𝑠1 ≥ 0, 𝑠2 ≥ 0
3. Minimize 𝑧 = 𝑥1 + 𝑥2 + 3𝑥3
Subject to the constraints 3𝑥1 + 2𝑥2 + 𝑥3 ≤ 3
2𝑥1 + 𝑥2 + 2𝑥3 ≤ 3
and 𝑥 ,𝑥 ,𝑥 ≥ 0
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The standard form of LPP is

Max 𝑧 , = −𝑥1 − 𝑥2 − 3𝑥3 + 0𝑠1 +0 𝑠2 where 𝑧 , = - z
Subject to the constraints
3𝑥1 + 2𝑥2 + 𝑥3 + 𝑠1 = 3
2𝑥1 + 𝑥2 + 2𝑥3 + 𝑠2 = 3

and 𝑥1 , 𝑥2 , 𝑥3 , 𝑠1 , 𝑠2 ≥ 0

4. Max 𝑧 = 2𝑥1 + 3𝑥2 + 5𝑥3

Subject to the constraints 𝑥1 + 𝑥2 − 𝑥3 ≥5
−6𝑥1 + 7𝑥2 − 9𝑥3 ≤ 4
𝑥1 − 𝑥2 + 3𝑥3 ≤ -5
and 𝑥1 , 𝑥2 ≥ 0
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Here 𝑥3 is unrestricted in sign so consider 𝑥3 = 𝑥3 , − 𝑥3 ,,

The standard form of LPP is
Max 𝑧 = 2𝑥1 + 3𝑥2 + 5ሺ 𝑥3 , − 𝑥3 ,, ሻ + 0𝑠1 +0 𝑠2 + 0 𝑠3

Subject to the constraints 𝑥1 + 𝑥2 − 𝑥3 , − 𝑥3 ,, − 𝑠1 = 5

−6𝑥1 + 7𝑥2 − 9ሺ𝑥3 , − 𝑥3 ,, ሻ + 𝑠2 = 4

−𝑥1 + 𝑥2 − 3 𝑥3 , − 𝑥3 ,, − 𝑠3 =5

and 𝑥1 , 𝑥2 , 𝑥3 , , 𝑥3 ,, , 𝑠1 , 𝑠2 , 𝑠3 ≥ 0
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SIMPLEX METHOD
Use Simplex method to solve the following LPP
Max 𝑧 = 4𝑥1 + 10𝑥2
Subject to the constraints 2𝑥1 + 𝑥2 ≤ 50
2𝑥1 + 5𝑥2 ≤100
2𝑥1 + 3𝑥2 ≤90
and 𝑥1 , 𝑥2 ≥ 0
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The standard form of the given LPP is

Max 𝑧 = 4𝑥1 + 10𝑥2 +0𝑠1 +0 𝑠2 +0 𝑠3
Subject to the constraints 2𝑥1 + 𝑥2 + 𝑠1 = 50
2𝑥1 + 5𝑥2 +𝑠2 =100
2𝑥1 + 3𝑥2 + 𝑠3 =90
and 𝑥1 , 𝑥2 , 𝑠1 , 𝑠2 , 𝑠3 ≥ 0
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Table 1

𝑐𝑗 4 10 0 0 0
5 –pivot element

CB B.V 𝑥1 𝑥2 𝑠1 𝑠2 𝑠3 Soln Ratio

0 𝑠1 2 1 1 0 0
Minimum ratio
0 𝑠2 2 5 0 1 0
0 𝑠3 2 3 0 0 1
𝑧𝑗 − 𝑐𝑗 -4 -10 0 0 0 0

Net evaluation Most negative Initial value of z

Here 𝑥2 enters and 𝑠2 leaves out from the basis

(From ratio Minimum (50,20,30)=20)
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Table 2
𝑐𝑗

CB BV 𝑥1 𝑥2 𝑠1 𝑠2 𝑠3 soln Ratio
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Use Simplex method to solve the following LPP

Min 𝑧 = 𝑥2 − 3𝑥3 + 2𝑥5
Subject to the constraints 3𝑥2 − 𝑥3 + 2𝑥5 ≤7
−2𝑥2 + 4𝑥3 ≤12
−4𝑥2 + 3𝑥3 + 8𝑥5 ≤10
and 𝑥2 , 𝑥3 , 𝑥5 ≥ 0

Min z = - Max(-z)= - Max 𝑧 ′

Max 𝑧 ′ = Max(-z) = −𝑥2 +3𝑥3 − 2𝑥5
Subject to the constraints3 𝑥2 − 𝑥3 + 2𝑥5 ≤7
−2𝑥2 + 4𝑥3 ≤12
−4𝑥2 + 3𝑥3 + 8𝑥5 ≤10
and 𝑥2 , 𝑥3 , 𝑥5 ≥ 0
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The standard form of the given LPP is

Max 𝑧 ′ = −𝑥2 +3𝑥3 − 2𝑥5 +0𝑠1 +0 𝑠2 +0 𝑠3
Subject to the constraints 3 𝑥2 − 𝑥3 + 2𝑥5 + 𝑠1 =7
−2𝑥2 + 4𝑥3 +𝑠2 =12
−4𝑥2 + 3𝑥3 + 8𝑥5 + 𝑠3 =10
and 𝑥2 , 𝑥3 , 𝑥5 , 𝑠1 , 𝑠2 , 𝑠3 ≥ 0
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Table 1
𝑐𝑗 -1 3 -2 0 0 0

CB BV 𝑥2 𝑥3 𝑥5 𝑠1 𝑠2 𝑠3 sol Rati
u o
0 𝑠1 3 -1 2 1 0 0 7 -7
0 𝑠2 -2 4 0 0 1 0 12 3
0 𝑠3 -4 3 8 0 0 1 10 3.33
3
𝑧𝑗 ′ − 𝑐𝑗 1 -3 2 0 0 0 0
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Table 2

𝑐𝑗

CB BV 𝑥2 𝑥3 𝑥5 𝑠1 𝑠2 𝑠3 solu
𝑠1
𝑥3 1
𝑠3
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Table 3

10 1 -1/2 1 11
12/5 1/5 4/5 0 11
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SIMPLEX METHOD
Use Simplex method to solve the following LPP
Max 𝑧 = 𝑥1 + 2𝑥2
Subject to the constraints 𝑥1 − 𝑥2 ≤ 10
2𝑥1 − 𝑥2 ≤40
and 𝑥1 , 𝑥2 ≥ 0

The standard form of the given LPP is

Max 𝑧 = 𝑥1 + 2𝑥2 + 0 𝑠1 + 0 𝑠2
Subject to the constraints 𝑥1 −𝑥2 + 𝑠1 = 10
2𝑥1 − 𝑥2 + 𝑠2 = 40
𝑥1 , 𝑥2 , 𝑠1 , 𝑠2 ≥ 0
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SIMPLEX METHOD
Use Simplex method to solve the following LPP
Max 𝑧 = 𝑥1 + 2𝑥2
Subject to the constraints 𝑥1 − 𝑥2 ≤ 10
2𝑥1 − 𝑥2 ≤40
and 𝑥1 , 𝑥2 ≥ 0

The standard form of the given LPP is

Max 𝑧 = 𝑥1 + 2𝑥2 + 0 𝑠1 + 0 𝑠2
Subject to the constraints 𝑥1 −𝑥2 + 𝑠1 = 10
2𝑥1 − 𝑥2 + 𝑠2 = 40
𝑥1 , 𝑥2 , 𝑠1 , 𝑠2 ≥ 0
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𝑐𝑗 1 2 0 0

CB BV 𝑥1 𝑥2 𝑠1 𝑠2 soln Ratio

0 𝑠1 1 -1 1 0 10
0 𝑠2 2 -1 0 1 40
𝑧𝑗 −𝑐𝑗 -1 -2 0 0 0
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SIMPLEX METHOD
Algorithm
Step 1: Write the standard form of given LPP
Step 2: Obtain an initial basic feasible solution to the problem and
put it in the solution column of the simplex table
Step 3: Compute net evaluation 𝑧𝑗 − 𝑐𝑗 by using the relation 𝑧𝑗 −
𝑐𝑗 = 𝑐𝐵 𝑥𝑗 - 𝑐𝑗 (j=1,2,…n) where 𝑐𝐵 is the matrix of costs corresponding
to the basic variables in the objective function.
(i) If all 𝑧𝑗 − 𝑐𝑗 ≥ 0 then initial basic feasible solution is an optimal
basic feasible solution
(ii) If at least one 𝑧𝑗 − 𝑐𝑗 <0 go to next step.
Step 4: If there are more than one negative 𝑧𝑗 − 𝑐𝑗 , choose the most
negative of them.
If corresponding to any negative 𝑧𝑗 − 𝑐𝑗 all elements of the column 𝑥𝑗
are negative or zero then there is an unbounded solution to given
LPP
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Big M method or Penalty method

Use penalty method to solve the following LPP
1. Maximize 𝑧 = 3𝑥1 + 2𝑥2 + 3𝑥3
Subject to the constraints 2𝑥1 + 𝑥2 + 𝑥3 ≤2
3𝑥1 + 4𝑥2 +2𝑥3 ≥8
and 𝑥1 , 𝑥2 , 𝑥3 ≥ 0

Introducing slack variables 𝑠1 ≥ 0 , surplus variable 𝑠2 ≥ 0 and

artificial variable 𝐴1 ≥ 0
The standard form of the given LPP is
Maximize 𝑧 = 3𝑥1 + 2𝑥2 +3𝑥3 +0 𝑠1 + 0𝑠2 -M 𝐴1

Subject to the constraints 2𝑥1 + 𝑥2 + 𝑥3 + 𝑠1 =2

3𝑥1 + 4𝑥2 +2𝑥3 −𝑠2 + 𝐴1 =8
and 𝑥1 , 𝑥2 , , 𝑥3 , 𝑠1 , 𝑠2 , 𝐴1 ≥ 0
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Simplex table -1

𝑐𝑗 3 2 3 0 0 -M

CB BV 𝑥1 𝑥2 𝑥3 𝑠1 𝑠2 𝐴1 soln Ratio
0 𝑠1 2 1 1 1 0 0 2 2
-M 𝐴1 3 4 2 0 -1 1 8 2
𝑧𝑗 -𝑐𝑗 -3M-3 -4M-2 -2M-3 0 M 0 -8M

Here most negative is -4M-2

𝑥2 enters and minimum of ratio 𝑠1 leaves from the basis
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Simplex table -2
𝑅1 → new 𝑅1
𝑅2 → 𝑅2 - 4(new 𝑅1 ሻ , 𝑅3 → 𝑅3 +( 4M+2)(new 𝑅1 )
𝑐𝑗 3 2 3 0 0 -M

CB BV 𝑥1 𝑥2 𝑥3 𝑠1 𝑠2 𝐴1 soln Ratio
0 𝑥2 2 1 1 1 0 0 2
-M 𝐴1 3- 4- 2- 0- -1- 1 0
4(2)=-5 4(1)=0 4(1)= 4(1)= 4(0)=-
-2 -4 1
𝑧𝑗 -𝑐𝑗 5M+1 0 2M-1 4M+ M 0 4
2

Since all 𝑧𝑗 -𝑐𝑗 ≥ 0 , 𝑎𝑟𝑡𝑖𝑓𝑖𝑐𝑖𝑎𝑙 𝑣𝑎𝑟𝑖𝑎𝑏𝑙𝑒 𝑝𝑟𝑒𝑠𝑒𝑛𝑡 𝑖𝑛 𝑡ℎe optimum solution at zero
level, we obtain a degenerate basic feasible solution.
Hence an optimum basic feasible solution is max z=4 when 𝑥1 =0 , 𝑥2 =2 and 𝑥3 =0
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Simplex table -2
𝑅2 → 𝑅2 - 4(new 𝑅1 ሻ 𝑅3 → 𝑅3 + (4M+2)(new 𝑅1 ሻ

𝑐𝑗 3 2 3 0 0 -M

CB BV 𝑥1 𝑥2 𝑥3 𝑠1 𝑠2 𝐴1 soln Ratio
0 𝑥2 2 1 1 1 0 0 2
-M 𝐴1 -5 0 -2 -4 -4 1 0
𝑧𝑗 -𝑐𝑗 5M+1 0 2M-1 4M+2 M 0 4

Since all 𝑧𝑗 -𝑐𝑗 ≥ 0 and artificial variable present In the optimum solution at zero
level, we obtain a degenerate basic feasible solution.
Hence an optimum basic feasible solution is 𝑥1 =0 and 𝑥2 =2 𝑥3 =0 and Max z= 4
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Use penalty method to solve the following LPP

2. Maximize 𝑧 = 3𝑥1 + 2𝑥2
Subject to the constraints 2𝑥1 + 𝑥2 ≤2
3𝑥1 + 4𝑥2 ≥12
and 𝑥1 , 𝑥2 ≥ 0

Introducing slack variables 𝑠1 ≥ 0 , surplus variable 𝑠2 ≥ 0 and

artificial variable 𝐴1 ≥ 0
The standard form of the given LPP is
Maximize 𝑧 = 3𝑥1 + 2𝑥2 +0 𝑠1 + 0𝑠2 -M 𝐴1

Subject to the constraints 2𝑥1 + 𝑥2 + 𝑠1 =2

3𝑥1 + 4𝑥2 − 𝑠2 + 𝐴1 =12
and 𝑥1 , 𝑥2 , 𝑠1 , 𝑠2 , 𝐴1 ≥ 0
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Simplex table -1

𝑐𝑗 3 2 0 0 -M

CB BV 𝑥1 𝑥2 𝑠1 𝑠2 𝐴1 soln Ratio
0 𝑠1 2 1 1 0 0 2
-M 𝐴1 3 4 0 -1 1 12
𝑧𝑗 -𝑐𝑗 -3M-3 -4M-2 0 M 0 -12M

MOST NEGATIVE –4M-2

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Simplex table -1

𝑐𝑗 3 2 0 0 -M

CB BV 𝑥1 𝑥2 𝑠1 𝑠2 𝐴1 soln Ratio
0 𝑠1 2 1 1 0 0 2
-M 𝐴1 3 4 0 -1 1 12
𝑧𝑗 -𝑐𝑗 -3M-3 -4M-2 0 M 0 -12M

MOST NEGATIVE –4M-2 minimum ratio is 2

here 𝑥2 enters and 𝑠1 leaves out from the basis.
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Simplex table -2
𝑅2 → 𝑅2 -4(new 𝑅1 ሻ 𝑅3 → 𝑅3 +(4M+2)(new 𝑅1 ሻ
-3M-3+(4M+2)2 =-3M-3+8M+4=5M+1
0+ (4M+2)1 , -12M+(4M+2)2= -4M+4

𝑐𝑗 3 2 0 0 -M

CB BV 𝑥1 𝑥2 𝑠1 𝑠2 𝐴1 soln Ratio
𝑥2 2 1 1 0 0 2
𝐴1 -5 0 -4 -1 1 4
𝑧𝑗 -𝑐𝑗 5M+1 0 4M+ M 0 -4M+4
2
Since all 𝑧𝑗 -𝑐𝑗 ≥ 0 , 𝒂𝒏 𝒂𝒓𝒕𝒊𝒇𝒊𝒄𝒊𝒂𝒍 𝒗𝒂𝒓𝒊𝒂𝒃𝒍𝒆 appears in the basis at +ve
level the given LPP does not possess any feasible solution but the LPP
possess a PSEUDO optimal solution.
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Minimize 𝑧 = 4𝑥1 + 𝑥2
Subject to the constraints 3𝑥1 + 𝑥2 =3
4𝑥1 + 3𝑥2 ≥6
𝑥1 + 2𝑥2 ≤ 3
and 𝑥1 , 𝑥2 ≥ 0
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Min z = -Max(-z) = -Max(𝑧 ′ ሻ 𝑤ℎ𝑒𝑟𝑒𝑧 ′ =-z

Maximize 𝑧 ′ = −4𝑥1 − 𝑥2
Subject to the constraints 3𝑥1 + 𝑥2 =3
4𝑥1 + 3𝑥2 ≥6
𝑥1 + 2𝑥2 ≤ 3
and 𝑥1 , 𝑥2 ≥ 0
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Min z = -Max(-z) = -Max(𝑧 ′ ሻ 𝑤ℎ𝑒𝑟𝑒𝑧 ′ =-z

Maximize 𝑧 ′ = −4𝑥1 − 𝑥2
Subject to the constraints 3𝑥1 + 𝑥2 =3
4𝑥1 + 3𝑥2 ≥6
𝑥1 + 2𝑥2 ≤ 3
and 𝑥1 , 𝑥2 ≥ 0
Convert the given LPP into standard form by adding artificial variables
𝐴1 , 𝐴2 surplus variable 𝑠1 , slack variable 𝑠2 to get the initial basic
feasible solution. Maximize 𝑧 ′ = −4𝑥1 − 𝑥2 + 0𝑠1 +0 𝑠2 − 𝑀 𝐴1 − 𝑀𝐴2
S.t 3𝑥1 + 𝑥2 + 𝐴1 =3
4𝑥1 + 3𝑥2 − 𝑠1 + 𝐴2 =6
𝑥1 + 2𝑥2 + 𝑠2 = 3
and 𝑥1 , 𝑥2 , 𝐴1 , 𝐴2 , 𝑠1 , 𝑠2 ≥ 0
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Simplex table -1

𝑐𝑗 -4 -1 0 0 -M -M

CB BV 𝑥1 𝑥2 𝑠1 𝑠2 𝐴1 𝐴2 soln Ratio

-M 𝐴1 3 1 0 0 1 0 3 1

-M 𝐴2 4 3 -1 0 0 1 6 6/4=

0 𝑠2 1 2 0 1 0 0 3 3/1=

𝑧𝑗 -𝑐𝑗 -7M+4 -4M+1 M 0 0 0 -9M

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1
𝑅1 → 𝑅 , 𝑅2 → 𝑅2 − 4 𝑛𝑒𝑤𝑅1 , 𝑅3 → 𝑅3 − 𝑛𝑒𝑤𝑅1 ,
3 1

𝑅4 → 𝑅4 + ሺ7𝑀 − 4ሻሺ𝑛𝑒𝑤𝑅1 ሻ
Simplex table -2

𝑐𝑗 -4 -1 0 0 -M

CB BV 𝑥1 𝑥2 𝑠1 𝑠2 𝐴2 soln Ratio

-4 𝑥1 1 1/3 0 0 0 1 3
-M 𝐴2 0 5/3 -1 0 1 2 6/5

0 𝑠2 0 5/3 0 1 0 2 6/5

𝑧𝑗 -𝑐𝑗 0 −5𝑀 − 1 M 0 0 -2M-4

3
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3 1 5
𝑛𝑒𝑤𝑅2 → 5 𝑅2 , 𝑅1 → 𝑅1 - 𝑛𝑒𝑤𝑅2 , 𝑅3 → 𝑅3 − 3 𝑛𝑒𝑤𝑅2 ,
3
5𝑀+1
𝑅4 → 𝑅4 + ሺ ሻ𝑛𝑒𝑤𝑅2
3

Simplex table -3
𝑐𝑗 -4 -1 0 0

CB BV 𝑥1 𝑥2 𝑠1 𝑠2 soln Ratio

𝑥1 1 0 1/5 0 3/5 3

𝑥2 0 1 -3/5 0 6/5 -ve

𝑠2 0 0 1 1 0 0

𝑧𝑗 -𝑐𝑗 0 0 -1/5 0 -18/5

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3 1
𝑅2 → 𝑅2 + ሺ𝑛𝑒𝑤𝑅3 ሻ, 𝑅1 → 𝑅1 - 𝑛𝑒𝑤𝑅3 , 𝑅3 → 𝑛𝑒𝑤𝑅3
5 5
1
𝑅4 → 𝑅4 + ሺ5ሻ𝑛𝑒𝑤𝑅3
Simplex table -4
𝑐𝑗 -4 -1 0 0

CB BV 𝑥1 𝑥2 𝑠1 𝑠2 soln Ratio
𝑥1 1 0 0 -1/5 3/5
𝑥2 0 1 0 3/5 6/5

𝑠1 0 0 1 1 0
𝑧𝑗 -𝑐𝑗 0 0 0 1/5 -18/5

Since all 𝑧𝑗 -𝑐𝑗 ≥ 0 optimum solution reached.

18 3 6
Here optimum solution is Max 𝑧 ′ = − when 𝑥1 = 5 and 𝑥2 = 5
5
18 3 6
Hence optimum solution for the given problem is Min z= when 𝑥1 = 5 and 𝑥2 = 5
5
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BIG M METHOD OR PENALTY METHOD

LPP in which constraints may also have ≥ and = signs after ensuring that all 𝑏𝑖 ≥0, such cases
basis matrix cannot be obtained as an identity matrix in the starting simplex table therefore we
introduce a new type of variable called the artificial variable These variables cannot have any
physical meaning. The artificial variable technique is a device to get the starting basic feasible
solution, so that simplex procedure may be adopted as usual until the optimal solution is
obtained.
To solve such LPP there are two methods
i. The Big M method or Method of penalties.
ii. The two Phase Simplex Method.
The following steps are involved in solving an LPP using the Big M
method
Step 1: Express the LPP in the standard form
Step2: Add non negative artificial variables to the left side of each of the
equations corresponding to constraints of the type ≥ or = . The addition of
these artificial variable causes isolation of the corresponding constraints so we
would like to get rid of these variables and would not allow them to appear in
the final solution.
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This is achieved by assigning a very large penalty (-M for maximization an M for minimization
) in the objective function.

Step 3: Solve the modified LPP by simplex method until any one of
three cases may arise

i. If no artificial variable appears in the basis and the optimality

conditions are satisfied then the current solution an optimal BFS.
ii. If at least one artificial variable appear in the basis at zero level and
the optimality condition is satisfied then the current solution is an
optimal BFS( degenerate solution).
iii. If at least one artificial variable appears in the basis at positive level and
the optimality condition is satisfied then the original problem has no feasible
solution. The solution satisfies the constraints but does not optimize the
objective function, since it contains a very large penalty M and is called
PSEUDO optimal solution .
Note: while applying simplex method whenever an artificial variable happens
to leave the basis we drop that artificial variable and omit all the entries
corresponding to its column from the simplex table.
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Exercise
1. Maximize 𝑧 = 𝑥1 + 1.5𝑥2 +2𝑥3 + 5𝑥4
Subject to the constraints 3𝑥1 + 2𝑥2 +4𝑥3 +𝑥4 ≤ 3
2𝑥1 + 𝑥2 +𝑥3 +5𝑥4 ≤4
2𝑥1 + 6𝑥2 −8𝑥3 +4𝑥4 =0
𝑥1 + 3𝑥2 −4𝑥3 +3𝑥4 =0
and 𝑥𝑗 ≥ 0 j= 1,2,3,4
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Thank you!!!