Lesson 3

LINEAR PROGRAMMING

CHAPTER TOPICS

Model Formulation

A Maximization Model Example

Graphical Solutions of Linear Programming Models

A Minimization Model Example

Irregular Types of Linear Programming Models

Characteristics of Linear Programming Problems

Linear Programming - An
Overview

It is a Mathematical technique to assist management in the

allocation of scarce or limited resources to competing product
or activities in most optimal manner.

Objectives of business firms frequently include maximizing

profit or minimizing costs.

Steps in application:
1- identify problem as solvable by linear programming.
2- formulate a mathematical model of the unstructured problem.
3- solve the model.

Model Components and

Formulation
Decision variables: mathematical symbols representing levels of

activity of a firm.

Objective function: a linear mathematical relationship describing

an objective of the firm, in terms of decision variables, that is
maximized or minimized.

Constraints: restrictions placed on the firm by the operating

environment stated in linear relationships of the decision
variables.

Parameters: numerical coefficients and constants used in the

objective function and constraint equations.
4

Example : A Maximization Model

Product mix
problem - Beaver Creek Pottery Company
Problem
Definition

How many bowls and mugs should be produced to maximize

profits given labor and materials constraints?
Product resource requirements and unit profit:

Product
Bowl
Mug

Resource Requirements
Labor
Clay
Profit
(hr/unit) (lb/unit)
($/unit)
1
4
40
2

50

Example : A Maximization
Model
Resource availability:
40 hours of labor per day, 120 pounds of clay
Decision variables:
x1= number of bowls to produce/day ,
x2= number of mugs to produce/day
Objective function :
Maximize Z = $40x1 + 50x2 ;
Resource constraints:
Non-negativity constraints:

where Z= profit per day

1x1 + 2x2 40

hours of labor

4x1 + 3x2 120

pounds of clay

x1 0; x2 0
6

Example : A Maximization
Model

Complete Linear Programming Model :

Maximize

Z= $40x1 + 50x2

subject to

1x1 + 2x2 40
4x1 + 3x2 120
x 1 , x2 0

Feasible/Infeasible
A feasible solution does not violate any of the constraints:
Solutions

Example x1= 5 bowls

X2= 10 mugs
Z = $40 x1 + 50x2= $700
Labor constraint check:
1(5) + 2(10) = 25 < 40 hours, within constraint
Clay constraint check:
4(5) + 3(10) = 70 < 120 pounds, within constraint

An infeasible solution violates at least one of the constraints:

Example x1 = 10 bowls
x2 = 20 mugs
Z = $1400
Labor constraint check:
1(10) + 2(20) = 50 > 40 hours, violates constraint
8

Graphical Solution of Linear

Programming Models

Graphical solution is limited to linear programming

models containing only two decision variables. (Can be
used with three variables but only with great difficulty.)

Graphical methods provide visualization of how a solution

for a linear programming problem is obtained.

Steps for Graphing a Linear

Inequalities

1. Draw the graph of the equation obtained by

replacing the inequality symbol with an equal sign.
Make the line dashed if the inequality symbol is <
or >, otherwise make it solid.
2. Pick a test point in one of the half planes,
substitute the x and y values into the inequality
(use the origin whenever possible).
3. If the inequality is satisfied, shade the half plane
containing the test point otherwise shade the other
half plane.
10

Bounded Region - in the

sense that it can be
enclosed by some circle
of
sufficiently
large
radius.

Unbounded Region in the

sense that it extends infinitely
far in some direction.

11

Graphing Linear Inequalities

(Example 1)

Ex. Graph y 2 x 1

Notice that the

line (=) is part
y 2 x 1 of the solution

Also, any point in the

lower half-plane satisfies
the inequality so this
region is shaded.
12

Graphing Linear Inequalities

(Example 2)

Ex. Graph y 2 x 1

The line (=) is

not part of the
y 2 x 1 solution (so it
is dashed.

Any point in the

lower half-plane
satisfies the
inequality.
13

Graphing Linear Inequalities

3)
Ex. Graph 3 x (Example
2y 6
3x 2 y 6

Dashed since <

Test (0,0): 3(0)+2(0) < 6

True so shade region
containing (0,0)

14

Graphing Linear Inequalities

(Example 4)
Ex. Graph x 2

Ex. Graph y 3

15

The Method of Corners

1. Graph the feasible set.
2. Find the coordinates of all corner points
(vertices) of the feasible set.
3. Evaluate the objective function at each corner
point.
4. Find the maximum (minimum). If there is only
one, it is unique. If two adjacent vertices
share this value, there are infinitely many
solutions given by the points on the line
segment connecting these vertices.
16

Corners Points
The graph of any systems of inequalities will have
line segments as boundaries. The point of
intersection of two line segments that form the
boundary is called a corner point of the graph.
How to find corner points (or intersections)?
-Using equations
-Graphical (identify from the graph)

17

Solving Linear Programming

Problem
Graph the feasible set.
1

Find the coordinates of all corner points

(vertices) of the feasible set.

Evaluate the objective function at

each corner point.

Find the maximum / minimum.

18

Graphical Solution of a Maximization

Model
Coordinate Axes
Maximize Z=$40x1 + 50x2
Subject to
1x1 + 2x2 40 (hours of labor)
4x1 + 3x2 120 (pounds of clay)
x 1 , x2 0

(Non-negativity)

19

Graphical Solution of a
Maximization Model
Labor Constraint
Maximize Z=$40x1 + 50x2
Subject to
1x1 + 2x2 40 (hours of labor)
4x1 + 3x2 120 (pounds of clay)
x1, x2 0 (Non-negativity)

20

Graphical Solution of a
Maximization Model Labor Constraint
Area
Maximize Z=$40x1 + 50x2
Subject to
1x1 + 2x2 40 (hours of labor)
4x1 + 3x2 120 (pounds of clay)
x 1 , x2 0

(Non-negativity)

21

Graphical Solution of a
Maximization Model
Clay Constraint Area
Maximize Z=$40x1 + 50x2
Subject to
1x1 + 2x2 40 (hours of labor)
4x1 + 3x2 120 (pounds of clay)
x 1 , x2 0

(Non-negativity)

22

Graphical Solution of a
Maximization Model
Both Constraints
Maximize Z=$40x1 + 50x2
Subject to
1x1 + 2x2 40 (hours of labor)
4x1 + 3x2 120 (pounds of clay)
x 1 , x2 0

(Non-negativity)

Figure 5 Graph of both model Constraints

23

Graphical Solution of a
Maximization Model Feasible Solution
Area
Maximize Z=$40x1 + 50x2
Subject to
1x1 + 2x2 40 (hours of labor)
4x1 + 3x2 120 (pounds of clay)
x 1 , x2 0

(Non-negativity)

24

Graphical Solution of a
Maximization Model
Corner Point Solutions
Maximize Z=$40x1 + 50x2
Subject to
1x1 + 2x2 40 (hours of labor)
4x1 + 3x2 120 (pounds of clay)
x 1 , x2 0

(Non-negativity)

25

Example : A Minimization
Model

Problem
Definition
Two
brands of fertilizer
available Super-gro, Crop-quick.
Field requires at least 16 pounds of nitrogen and 24 pounds of phosphate.
Super-gro costs $6 per bag, Crop-quick costs $3 per bag.
Problem : How much of each brand to purchase to minimize total cost of
fertilizer given following data ?

26

Example : A Minimization
Model
Model
Construction
Decision variables
: x1 = bags of Super-gro ; x2 = bags of
The objective function:

Minimize

Crop-quick

Z = $6x1 + 3x2

where $6x1 = cost of bags of Super-gro

3x2 = cost of bags of Crop-quick

Model constraints:

2x1 + 4x2 16 lb (nitrogen constraint)

4x1 + 3x2 24 lb (phosphate constraint)
x1, x2 0 (non-negativity constraint)

27

Example : A Minimization Model

Complete Model Formulation and Constraint
Graph
Complete model formulation:
Minimize Z = $6x1 + 3x2
Subject to
2x1 + 4x2 16 lb of nitrogen
4x1 + 3x2 24 lb of phosphate
x1, x2 0

28

Example : A Minimization Model

Feasible Solution Area

minimize Z = $6x1 + 3x2

subject to
2x1 + 4x2 16 lb of nitrogen
4x1 + 3x2 24 lb of phosphate
x1, x2 0

29

Example : A Minimization Model

Optimal Solution Point

Minimize Z = $6x1 + 3x2

Subject to
2x1 + 4x2 16 lb of nitrogen
4x1 + 3x2 24 lb of phosphate
x1, x2 0

30

Irregular Types of
Linear Programming Problems

The general rules do not apply for some linear programming

models.
Special types of problems include those with:
1. Multiple optimal solutions
2. Infeasible solutions
3. Unbounded solutions

31

Multiple Optimal
Solutions
Objective function is parallel to
a constraint line:
Maximize Z=$40x1 + 30x2
Subject to
1x1 + 2x2 40 hours of labor
4x2 + 3x2 120 pounds of clay
x1, x2 0
where x1 = number of bowls
x2 = number of mugs

32

An Infeasible Problem
Every possible solution
violates at least one constraint:

Maximize Z = 5x1 + 3x2

Subject to
4x1 + 2x2 8
x1 4
x2 6
x1, x2 0

33

An Unbounded Problem
Value of objective function
increases indefinitely:

maximize Z = 4x1 + 2x2

subject to
x1 4
x2 2
x1, x2 0

34

Characteristics of Linear
Programming Problems

A linear programming problem requires a decision

- a choice amongst alternative courses of action.
The decision is represented in the model by
decision variables.
The problem encompasses a goal, expressed as an
objective function, that the decision maker wants
to achieve.
Constraints exist that limit the extent of
achievement of the objective.
The objective and constraints must be definable by
linear mathematical functional relationships.
35

Exercise 1
Formulate LPP
A small company consisting of two carpenters
and a finisher produce and sell two types of tables: type
A and type B.
The type-A table will result in a profit of $50, and
each type-B table will result in a profit of $54. A type-A
table requires 3 hours of carpentry and 1 hour of
finishing. A type-B table requires 2 hours of carpentry
and 2 hours of finishing.
Each day there are 16 hours available for
carpentry and 8 hours available for finishing. How many
tables of each type should be made each day to
maximize profit?

Exercise 2
Formulate LPP
A manufacturing firm produces two products A and B.
Each of these products must be processed through two different
machines. However, both the machines are also used to produce
other products. Thus, the available machine hours for the
production of A and B per week are 12 hours on machine 1 and
8 hours on machine 2. Each unit of product A requires 2 hours of
time on both machines. On the other hand, each unit of product B
requires 3 hours of time on machine1 and 1 hour on machine 2.
The profit per unit of product A and B are RM 6 and RM
7 respectively. The firm can sell as many units of each product as
it can manufacture. Formulate the objective function and the
constraints. Determine the optimal output of products A and B per
week that can be produced within the limits of the available
machine capacities.

Exercise 3
Solve the following model graphically:
maximize Z = 4x1 + 5x2
subject to
x1 + 2x2 10
6x1 + 6x2 36
x1 4
x1,x2 0

Exercise 4
Solve the following model graphically:
Minimize C = 3X + Y
subject to
X + Y 30
X + 2Y 40
X, Y 0

Exercise 5
Solve the following model graphically:
Minimize C = 5X + 3Y
subject to
X + Y 48
X + 3Y 60
9X + 5Y 320
X 10
Y 0

Exercise 6
Formulate and solve LPP
Mikes Famous Toy Trucks manufacturers two kinds
of toy trucks - a standard model and a deluxe model.
In the manufacturing process each standard model
requires 2 hours of grinding and 2 hours of finishing. The
deluxe model requires 2 hours of grinding and 4 hours of
finishing. The company has two grinders and three
finishers, each of whom works at most 40 hours per week.
Each standard model toy truck brings a profit of $3
and each deluxe model a profit of $4. Assuming that every
truck made will be sold, how many of each should be made
to maximize profits?

Exercise 7
Formulate and solve LPP
The water-supply manager for a Midwest city needs
to supply the city with at least 10 million gal of potable
(drinkable) water per day. The supply may be drawn from
the local reservoir or from a pipeline to an adjacent town.
The local reservoir has a maximum daily yield of 5 million
gal of potable water, and the pipeline has a maximum daily
yield of 10 million gallons. By contract, the pipeline is
required to supply a minimum of 6 million gallons/day. If the
cost for 1 million gallons of reservoir water is $300 and that
for pipeline water is $500, how much water should the
manager get from each source to minimize daily water
costs for the city? What is the minimum daily cost?