Program : MBA

Semester : II
Subject Code : MB0048
Subject Name :Operation Research
Unit number :2
Unit Title : Linear Programming
Lecture Number :3
Lecture Title : Construction of LPP

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 Unit-2 Linear programming Problem

Linear Programming Problem

Objectives :

 Construct linear programming problem and analyze a feasible region

• Evaluate and solve linear programming problems graphically

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 Unit-2 Linear programming Problem

Lecture Outline

• Introduction
• Requirements of LPP
• Basic Assumptions of LPP
• Linear programming
• Characteristics of canonical form
• Some basic definitions
• Graphical methods to solve LPP
• Summary
• Check Your Learning
• Activity

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 Unit-2 Linear programming Problem

Introduction

Linear Programming is a mathematical technique for optimum

allocation of limited or scarce resources, such as labor, material,
machine, money, energy and so on , to several competing activities
such as products, services, jobs and so on, on the basis of a given
criteria of optimality.
The term ‘Linear’ is used to describe the proportionate relationship of
two or more variables in a model. The given change in one variable
will always cause a resulting proportional change in another variable.
The word , ‘Programming’ is used to specify a sort of planning that
involves the economic allocation of limited resources by adopting a
particular course of action or strategy among various alternatives
strategies to achieve the desired objective.

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 Unit-2 Linear programming Problem

Requirements of LPP

• The common requirements of a LPP are as follows.

• Decision variables and their relationship

• Well-defined objective function

• Existence of alternative courses of action.

• Non-negative conditions on decision variables

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 Unit-2 Linear programming Problem

Basic Assumptions of LPP

Linearity: You need to express both the objective function and

constraints as linear inequalities.
Deterministic: All co-efficient of decision variables in the
objective and constraints expressions are known and finite.
Additivity: The value of the objective function and the total sum
of resources used must be equal to the sum of the
contributions earned from each decision variable and the sum
of resources used by decision variables respectively.
Divisibility: The solution of decision variables and resources can
be non-negative values including fractions

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 Unit-2 Linear programming Problem

Linear Programming

The LPP is a class of mathematical programming where the functions

representing the objectives and the constraints are linear.
Optimization refers to the maximization or minimization of the
objective functions.

Maximize or Minimize:
Z = c1 x1 + c2 x2 + - - - - + cn xn
Subject to the constraints,
a11 x1 + a12 x2 + ----- + a1n xn ~ b1
a21 x1 + a22 x2 + ----- + a2n xn ~ b2
-------------------------------------------
am1 x1 + am2 x2 + ------- + amn xn ~ bm
and x1 ≥ 0, x2 ≥ 0, -------------------- xn ≥ 0

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 Unit-2 Linear programming Problem

Canonical Forms

You can represent the general Linear Programming Problem (LPP)

mentioned above in the canonical form as follows :

Maximize Z = c1 x1+c2 x2 + ------ + cn

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, x3, … xn ≥0.

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Unit-2 Linear programming Problem

Characteristics of Canonical Form

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 Unit-2 Linear programming Problem

Some Basic Definitions

• Feasible Region: Any non-negative value of (x1, x2) (i.e.: x1  0, x2  0) is a

feasible solution of the LPP if it satisfies all the constraints. The collection of all
feasible solutions is known as the feasible region.

• Half-Plane: A linear inequality in two variables is known as a half plane. The

corresponding equality or the line is known as the boundary of the half- plane.

•Redundant constraint: A redundant constraint is a constraint which does

not affect the feasible region.

•Basic Solution: A basic solution of a system of m equations and n variables

(m < n) is a solution where at least n-m variables are zero.

•Basic Feasible Solution: A basic feasible solution of a system of m

equations and n variables (m < n) is a solution where m variables are non-
negative ( 0) and n-m variables are zero.

•Optimal Feasible Solution: Any feasible solution that optimizes the

objective function is called an optimal feasible solution.
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Unit-2 Linear programming Problem

Some Basic Definitions

• Convex: A set X is convex if for any points x1, x2 in X,

the line segment joining these points is also in X. That is,
x1, x­2  X, 0    1  x2 + (1-)x1  X. By convention,
a set containing only a single point is also a convex set.
• Convex Polygon: A convex polygon is a convex set
formed by the inter-section of finite number of closed half-
planes

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Unit-2 Linear programming Problem

Graphical Methods to solve LPP

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 Unit-2 Linear programming Problem

Summary

• In a LPP, you first identify the decision variables with economic or

physical quantities whose values are of interest to the management.
The problems must have a well-defined objective function expressed
in terms of the decision variable.
• Sometimes the problem may be unfeasible indicating that no solution
exists for the problem.

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 Unit-2 Linear programming Problem

Check Your Learning

1. What is a redundant constraint?

Ans. A redundant constraint is a constraint which does not affect the
feasible region.
2. Explain the term ‘LINEAR’?
Ans. ‘Linear’ is used to describe the proportionate relationship of two or
more variables in a model. The given change in one variable will
always cause a resulting proportional change in another variable.
3. What do you mean by feasible region?
Ans. Any non-negative value of (x 1, x2) (i.e.: x1  0,

x2  0) is a feasible solution of the LPP if it satisfies all the constraints.

The collection of all feasible solutions is known as the feasible region

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 Unit-2 Linear programming Problem

Activity

Solve the following LPP by Graphically:

1. Find the maximum value of p = 2x + 3y

subject to :
2x + y ≤15 x + 3y ≤20
x ≥0, y≥ 0
Ans: P=25, x=5, y=5.

2. Find the maximum value of p = 6x + y

subject to :
3x + y≤ 15
x + y ≤10
2x≤ y
x≥ 0, y≥ 0
Ans: P= 24, x=3, y=6.

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