Linear Programming - A Comprehensive Class

12 Mathematics Project
Linear Programming: An In-depth Mathematical Investigation

Project Details

Subject: Mathematics
Class: XII
Academic Year: 2024-25

Topic: Linear Programming and Its Applications

Objective
This investigatory project aims to:

Explore the fundamental concepts of Linear Programming

Analyze various methods of solving Linear Programming Problems (LPP)

Investigate real-world applications

Develop practical problem-solving skills

Chapter 1: Introduction to Linear Programming

1.1 Historical Development
Linear Programming emerged during World War II as a mathematical technique for military planning. The field was
revolutionized by George Dantzig's development of the simplex method in 1947.

1.2 Basic Terminology

Key concepts in Linear Programming include:

Decision Variables: Unknown quantities to be determined

Objective Function: Function to be optimized (maximized or minimized)

Constraints: Restrictions on the decision variables

Feasible Region: Set of all possible solutions

Optimal Solution: Best solution within the feasible region

Chapter 2: Mathematical Framework

2.1 Standard Form
A Linear Programming Problem in standard form:

M aximize/M inimizeZ = c1 x1 + c2 x2 + ... + cn xn

​ ​ ​ ​ ​ ​

Subject to:

a11 x1 + a12 x2 + ... + a1n xn ≤ b1 a21 x1 + a22 x2 + ... + a2n xn ≤ b2 ⋮am1 x1 + am2 x2 + ... + amn xn ≤ bm x1 , x2 , ..., x
​ ​ ​ ​ ​ ​ ​ ​ ​ ​ ​ ​ ​ ​ ​ ​ ​ ​ ​ ​ ​

2.2 Types of Linear Programming Problems

Maximization Problems

Minimization Problems

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 Mixed Constraint Problems

Unbounded Problems

Infeasible Problems

Chapter 3: Solution Methods

3.1 Graphical Method
Steps for solving LPP using graphical method:

1. Plot the constraints on a coordinate system

2. Identify the feasible region

3. Find the corner points

4. Evaluate the objective function at these points

5. Determine the optimal solution

3.2 Practical Example

Problem: A manufacturer produces two types of furniture: chairs and tables. Each chair requires 2 hours of labor
and 3 units of wood. Each table requires 4 hours of labor and 4 units of wood. Available resources are 100 hours of
labor and 120 units of wood. If profit per chair is ₹60 and per table is ₹100, find the optimal production schedule.

Solution:
Let x = number of chairs and y = number of tables
Objective Function: Z = 60x + 100y (maximize)

Constraints:

2x + 4y ≤ 100(laborconstraint)3x + 4y ≤ 120(woodconstraint)x ≥ 0, y ≥ 0

3.3 Algebraic Solution

Corner points can be found by solving:

# Point A: (0, 0)
# Point B: (0, 25) - from labor constraint
# Point C: (0, 30) - from wood constraint
# Point D: (40, 5) - intersection of constraints
# Point E: (40, 0)

# Objective function values:

# A(0, 0): Z = 0
# B(0, 25): Z = 2500
# C(0, 30): Z = 3000
# D(40, 5): Z = 2900
# E(40, 0): Z = 2400

Chapter 4: Advanced Concepts

4.1 Special Cases
Unbounded Solution

Multiple Optimal Solutions

Infeasible Solution

Degenerate Solution

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 4.2 Duality Theory
Every Linear Programming Problem (primal) has an associated dual problem with these properties:

If primal is maximization, dual is minimization

Variables in dual correspond to constraints in primal

Constraints in dual correspond to variables in primal

Chapter 5: Real-world Applications

5.1 Manufacturing Industry
Application Area Description

Production Planning Optimizing product mix to maximize profit

Resource Allocation Efficient distribution of limited resources

Inventory Management Minimizing storage costs while meeting demand

5.2 Transportation Problems

Example of transportation cost minimization:

graph TD
A[Source 1] --> B[Destination 1]
A --> C[Destination 2]
D[Source 2] --> B
D --> C
style A fill:#f9f,stroke:#333
style D fill:#f9f,stroke:#333
style B fill:#bbf,stroke:#333
style C fill:#bbf,stroke:#333

Chapter 6: Case Studies

6.1 Diet Problem

A nutritionist needs to design a diet that minimizes cost while meeting minimum nutritional requirements. Variables
represent quantities of different foods, constraints represent nutritional requirements, and the objective function
represents total cost.

6.2 Investment Portfolio

An investor wants to maximize returns while maintaining certain risk levels. Variables represent investment
amounts in different securities, constraints represent risk limitations and budget constraints, and the objective
function represents expected returns.

Chapter 7: Experimental Analysis

7.1 Comparative Study
Method Advantages Limitations

Graphical Visual understanding Limited to two variables

Simplex Handles multiple variables Complex calculations

Computer-based Fast and accurate Requires software

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 Chapter 8: Research Methodology
8.1 Data Collection
Primary sources: Direct observation and experimentation

Secondary sources: Published research papers and textbooks

Case studies from industry applications

8.2 Analysis Methods

Quantitative analysis of solutions

Comparative study of different methods

Performance evaluation metrics

Chapter 9: Results and Discussion

9.1 Key Findings
Effectiveness of different solution methods

Practical limitations in real-world applications

Computational efficiency comparison

9.2 Future Scope

Integration with artificial intelligence

Advanced optimization techniques

Industry-specific applications

Bibliography
NCERT Mathematics Textbook for Class 12

Operations Research by Hamdy A. Taha

Linear Programming and Extensions by George B. Dantzig

Introduction to Linear Optimization by Dimitris Bertsimas

Appendices
Appendix A: Solved Examples
Additional practice problems with step-by-step solutions
Variety of scenarios and difficulty levels

Appendix B: Mathematical Proofs

Detailed proofs of key theorems
Mathematical foundations of Linear Programming

Appendix C: Computational Tools

Software packages for solving LPP
Guidelines for using computational tools

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