IT1601

Linear Programming Definition

What is Linear Programming?
It is referred as programming in a linear structure (Dantzig, 1998)
It involves planning of activities to obtain the best or optimal solution to a problem that requires a decision or
set of decisions on how best to use a set of limited resources to achieve a state goal of objectives (Hillier &
Lieberman, 2015)

Linear Programming Problems

Steps in Formulating a Linear Programming Problem
Determine and define the decision variables and parameters
o What do I need to know in order to solve the problem?
Formulate an objective that we need to optimize
o What does the owner of the problem want?
o How the objective is related to his decision variables?
o Is it a maximization or minimization problem?
Formulate each constraint that the solution must satisfy
o What resources are in short supply and/or what requirements must be met?
o What are the connections among variables?
Use decision variables to write mathematical expressions for the objective function and the constraint
o Should I use inequality or equality type of constraint?

Source: STI Courseware. Operations Research (D0010), 08 Instructors Guide.

Sample Minimization Problem: (Sirug, 2012)

The director of MIS center at a large company wants to staff consulting stations with two shifting teams: Team A will
comprise of 3 senior programmers and 3 system analysts and team B will consists 2 senior programmers and 5 system
analysts. The director wants to use no more than 42 individuals. There will be at least 48 hours to be filled during the
week, with a team A shift serving for 4 hours and the team B shift serving for 3 hours. The cost of Team A shift is P3200
per hour and P2800 per hour for Team B shift. Determine the number of shifts each team has to render in order to
minimize cost.

Sample Maximization Problem: (http://www.shelovesmath.com/algebra/advanced-algebra/linear-programming/)

Cel has an online jewelry shop where she sells earrings and necklaces. She sells earrings for P1350 and necklaces for
P1800. It takes 30 minutes to make a pair of earrings and 1 hour to make a necklace, and, since Cel is a math tutor,
she only has 10 hours a week to make jewelry. In addition, she only has enough materials to make 15 total jewelry
items per week. She makes a profit of P600 on each pair of earrings and P900 on each necklace. How many pairs of
earrings and necklaces should Cel make each week in order to maximize her profit, assuming she sells all her jewelry?

Restrictions on the Linear Programming Graphical Method

Graphical solution approach/method
It is a process of finding optimal solution to linear programming problems with two (2) decision variables
(http://highered.mheducation.com/sites/dl/free/0070951640/354829/LinProg.pdf.)

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Areas of Feasible Region (Sirug, 2012)

Procedures to be Followed in the Graphical Solution Approach/Method (Sirug, 2012)

Plot the constraints on the graph with x1 on the horizontal axis and x2 in the vertical axis, using the intercept
rule
o Intercepts are where a graph of a linear function crosses either the x-axis or the y-axis
(http://www.algebralab.org/lessons/lesson.aspx?file=algebra_lineareqintercepts.xml)
The initial graph of the linear programming model is to be shown and the feasible region is to be identified
o Feasible region(aka feasible solution space) is a set of all points that satisfy all of the problems
resource restrictions; that is, the region where all constraints overlap
The extreme points of the graph must be trace and the unknown coordinates must be solve
o Extreme Points are those boundary points that are intersections of the straight-line boundary
segments of the region (http://aix1.uottawa.ca/~jkhoury/programming.htm)
Substitute the coordinates at the extreme points on the feasible region to the objective function
Formulate the decision
Substitute the values of x1and x2in all constraints to check

Special Cases in Linear Programming Problem Graphical Method

More Than One Optimal Solution
It is a linear programming model that has more than one optimal solution
Sample Problem: (http://www.baskent.edu.tr/~sureten/MS(lpgraphicalsoln.).ppt.)
Maximize P = 3x1 + 2x2
Subject to:
6x1 + 4x2 24
x1 3
x1, x2 0

Infeasibility
It is a linear programming model that arises when a linear programming problem has no feasible solution even
though all constraints are being satisfied
Sample Problem: (http://www.baskent.edu.tr/~sureten/MS(lpgraphicalsoln.).ppt.)
Maximize P = x1 + 2x2 6
Subject to:
2x1+ x2 8
x1 7

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Redundancy
It is a linear programming model wherein there is a constant that does not affect the feasible region
Sample Problem: (http://www.baskent.edu.tr/~sureten/MS(lpgraphicalsoln.).ppt.)
Maximize P = 2x1 + 3x2
subject to:
x1 + x2 20
2x1 + x2 30
x1 25
x1, x2 0

Unbounded Solutions
It is a linear programming model in which the objective function of a linear programming problem can be made
infinitely large without violating any of the constraints
Sample Problem: (http://www.baskent.edu.tr/~sureten/MS(lpgraphicalsoln.).ppt.)
Maximize P = 3x1 + 5x2
subject to:
x1 5
x2 10
x1 + 2x2 10
x1, x2 0

References:

Application to Linear Programming (n. d.) Retrieved from http://aix1.uottawa.ca/~jkhoury/programming.htm

Dantzig, G. B. (1998). Linear Programming and Extensions. Princeton, New Jersey: Princeton University Press.

Hillier, F. S., & Lieberman, G. J. (2015). Introduction to Operations Research. Penn Plaza, New York: McGraw-Hill
Education.

Intercepts of Lines (n. d.) Retrieved from

http://www.algebralab.org/lessons/lesson.aspx?file=algebra_lineareqintercepts.xml

Introduction to Linear programming (n. d.) Retrieved from http://www.shelovesmath.com/algebra/advanced-

algebra/linear-programming/

Linear Programming (n. d.) Retrieved from

http://highered.mheducation.com/sites/dl/free/0070951640/354829/LinProg.pdf.

Linear Programming Solution Techniques: Graphical and Computer Methods (n. d.) Retrieved from
http://www.baskent.edu.tr/~sureten/MS(lpgraphicalsoln.).ppt.

Sirug, W. S. (2012). In Basic Quantitative Methods for Business (An Introduction to Operations
Research/Management Science). 61 Muralla St., Intramuros, Manila: Mindshapers Co., Inc.

STI Courseware. Operations Research (D0010), 08 Instructors Guide.

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