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This document provides a history and overview of linear programming. It begins by explaining that linear programming was developed in 1947 by George Dantzig to solve planning problems for the U.S. Air Force. It then describes how linear programming can be used to formulate and solve a wide range of production and management problems. The document proceeds to define linear programming as a mathematical modeling technique used to optimize objectives subject to constraints. It provides details on formulating a linear programming model including decision variables, objectives, and constraints. Finally, it briefly introduces the simplex method for solving linear programs.

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Chowan Sagar
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12 views

Presentation 1

This document provides a history and overview of linear programming. It begins by explaining that linear programming was developed in 1947 by George Dantzig to solve planning problems for the U.S. Air Force. It then describes how linear programming can be used to formulate and solve a wide range of production and management problems. The document proceeds to define linear programming as a mathematical modeling technique used to optimize objectives subject to constraints. It provides details on formulating a linear programming model including decision variables, objectives, and constraints. Finally, it briefly introduces the simplex method for solving linear programs.

Uploaded by

Chowan Sagar
Copyright
© Attribution Non-Commercial (BY-NC)
Available Formats
Download as PPTX, PDF, TXT or read online on Scribd
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LINEAR

PORGRAMMING
Nikita (46)

Sagar (56)
HISTORY OF LINEAR PROGRAMMING
 It started in 1947 when G.B.Dantzig design the “simplex
method” for solving linear programming formulations of
U.S. Air Force planning problems.

 It soon became clear that a surprisingly wide range of


apparently unrelated problems in production
management could be stated in linear programming
terms and solved by the simplex method.

 Later, it was used to solve problems of management. It’s


algorithm can also used to network flow problems.
INTRODUCTION
 Mathematical programming is used to find the best or
optimal solution to a problem that requires a decision or
set of decisions about how best to use a set of limited
resources to achieve a state goal of objectives.
 Steps involved in mathematical programming
 Conversion of stated problem into a mathematical model that
abstracts all the essential elements of the problem.
 Exploration of different solutions of the problem.
 Finding out the most suitable or optimum solution.
 Linear programming requires that all the mathematical
functions in the model be linear functions
LINEAR PROGRAMMING (LP)
 A model consisting of linear relationships
representing a firm’s objective and resource
constraints
 LP is a mathematical modeling technique used to
determine a level of operational activity in order to
achieve an objective, subject to restrictions called
constraints
LP MODEL FORMULATION
 Decision variables
 mathematical symbols representing levels of activity of an
operation
 Objective function
 a linear relationship reflecting the objective of an operation
 most frequent objective of business firms is to maximize profit
 most frequent objective of individual operational units (such as a
production or packaging department) is to minimize cost
 Constraint
 a linear relationship representing a restriction on decision
making
LP MODEL FORMULATION (CONT.)
Max/min z = c1x1 + c2x2 + ... + cnxn

subject to:
a11x1 + a12x2 + ... + a1nxn (≤, =, ≥) b1
a21x1 + a22x2 + ... + a2nxn (≤, =, ≥) b2
:
am1x1 + am2x2 + ... + amnxn (≤, =, ≥) bm

xj = decision variables
bi = constraint levels
cj = objective function coefficients
aij = constraint coefficients
THE LINEAR PROGRAMMING MODEL
 The linear programming model can be written in more
efficient notation as:
THE SIMPLEX METHOD
 When decision variables are more than 2, it is always
advisable to use Simplex Method to avoid lengthy
graphical procedure.
 The simplex method is not used to examine all the
feasible solutions.
 It deals only with a small and unique set of feasible
solutions, the set of vertex points (i.e., extreme points)
of the convex feasible space that contains the optimal
solution.

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