Linear Programming: - Prof. Subodh Sakpal Section 1
Linear Programming: - Prof. Subodh Sakpal Section 1
Linear Programming: - Prof. Subodh Sakpal Section 1
• A method of planning and • The analysis of a problem in • LP is only one aspect of what
operation involved in the which linear function if a number has been called a system
construction of a model of a real if variables is to be maximized approach to management
situation containing the or minimized when those wherein all programmes are
following elements variables are subject to a designed and evaluated in
number of restraints in the form terms of their ultimate effects in
i. Variables representing the of linear inequalities. the realisation of business
available choices objectives.
ii. Reflecting the criteria to be
used in measuring the benefits
derivable from each of the
several possible plans
iii. Establishing the objective
REQUIREMENTS OF LINEAR PROGRAMMING
PROBLEM
Alternative Non-
Course of Negative Linearity
Action Restriction
REQUIREMENTS OF LINEAR PROGRAMMING
PROBLEM
ADDITIVITY CERTAINTY
FINITENESS
BASIC ASSUMPTIONS OF LINEAR PROGRAMMING
ADDITIVITY CERTAINTY
FINITENESS
BASIC ASSUMPTIONS OF LINEAR PROGRAMMING
SOLUTIONS NEED NOT BE IN WHOLE NUMBERS.
ADDITIVITY CERTAINTY
FINITENESS
BASIC ASSUMPTIONS OF LINEAR PROGRAMMING
CO-EFFICIENTS IN THE OBJECTIVE FUNCTION
AND CONSTRAINTS ARE COMPLETELY KNOWN
AND DO NOT CHANGE DURING THE PERIOD
PROPORTIONALITY DIVISIBILITY BEING STUDIED
ADDITIVITY CERTAINTY
FINITENESS
BASIC ASSUMPTIONS OF LINEAR PROGRAMMING
ADDITIVITY CERTAINTY
FINITENESS
APPLICATION AREAS OF LINEAR PROGRAMMING…
INDUSTRIAL MANAGEMENT
Product Mix -Problem Portfolio Selection
Production Smoothing Problem Financial Mix Strategy
Blending Problem Profit Planning
Production Scheduling Media Selection problem
Trim-Loss Manpower Planning
Oil Refineries Right Person for the Right Job
Communication Industry Travelling Salesman Problem
Rail-Road Industry A Make or Buy Problem
Finding least cost shipping
arrangement from plant to
customer
APPLICATION AREAS OF LINEAR PROGRAMMING…
MISCELLANEOUS ADMINISTRATIVE NON-INDUSTRIAL
Farm Planning Departmental Staff Agriculture
Airline Route Work Distribution among Environment
Staff
Administration, Education Urban Department
& Politics
Diet Problems Facilities, Location
EXERCISE
Problem Type Objective Decision Variables Constraints
To select the mix of How much to produce 1. Market – Max amount of each product or
products or services that and market of each service demanded
Product Mix results in maximum profits product or service for 2. Capacity – Max amount of resources
for the planning period the planning period?
available
To select the mix of How much of each 1. Market – Amount of Final product demanded
ingredients going into final raw material or
products that results in ingredients to use in 2. Capacity – Max amount of Ingredient processing
Ingredient Mix minimum operating costs the planning period? available
for the planning period 3. Technology – Relationship between Ingredients
and Final products
To determine a minimum How much units of 1. Nutrients – The minimum daily
Diet cost of diet different food items
be included in a diet? requirements of each nutrient
• PRODUCTION PROCESS ON BOTH ARE SIMILAR IN THE SENSE THAT BOTH REQUIRE A CERTAIN NUMBER OF CARPENTRY
WORK AND A CERTAIN NUMBER OF LABOUR HOURS IN THE PAINTING DEPARTMENT.
• DURING THE CURRENT PRODUCTION PERIOD ONLY 300 HOURS OF CARPENTRY TIME AND 120 HOURS OF PAINTING
TIME ARE AVAILABLE
• EACH TABLE SOLD YIELDS A PROFIT OF RS 70 AND EACH CHAIR PRODUCED MAY BE SOLD FOR A PROFIT OF RS. 50
Raja furniture factory now wants to determine the best possible combination of tables and chairs to manufacture in
order to get the maximum profit. Assuming that any mix of tables and chairs could be sold, the manufacturer would
like this production mix situation to be formulated as a linear programming problem
Raja Furniture factory problem data:
STEP 2: To develop mathematical relationships to describe the two constraints in this problem
STEP 3: Since firm cannot produce negative number of units of any type of furniture, X1 >= 0
And X2>=0
STEP 4: Identify the Objective Function. The Objective is to maximize the total profit
Z = 70X1 + 50X2
The appropriate formulation of the given problem as LP format is:
• THE MINIMUM DAILY REQUIREMENT FOR A PERSON OF VITAMIN V AND VITAMIN W IS 40 AND 50 UNITS RESPECTIVELY.
Assuming that anything excess of daily minimum requirement of vitamin V and W is not harmful, find out the optimal
mixture of food F1 and F2 at the minimum cost which meets the daily minimum requirements of vitamins V and W.
Formulate This As A Linear Programming Problem
Tabular data:
Resource/Constraints Food Minimum Daily
Requirement
F1 F2
Vitamin V (units) 2 4 40
Vitamin W (units) 5 2 50
Cost per unit 30 25
STEP 4: Identify the Objective Function. The Objective is to minimize the total cost
Z = 30X1 + 25X2
• 1 METER SUITING REQUIRES 3 MINUTES IN WEAVING, 2 MINUTES IN PROCESSING AND 1 MINUTE IN PACKAGING
• 1 METER SHIRTING REQUIRES 4 MINUTES IN WEAVING, 1 MINUTES IN PROCESSING AND 3 MINUTE IN PACKAGING
• 1 METER WOOLLEN REQUIRES 3 MINUTES IN EACH DEPARTMENT
• IN A WEEK TOTAL RUN TIMES OF DEPARTMENT ARE 60, 40 AND 80HOURS OF WEAVING, PROCESSING AND PACKAGING
DEPARTMENTS RESPECTIVELY
Formulated the linear programming problem to find the product mix to maximize the profit
Data of the problem is summarized as follow:
Resources/Constraints Product Total Availability
(Minutes)
Suiting Shirting Woollen
Weaving Department 3 4 3 60*60
Processing Department 2 1 3 40*60
Packaging Department 1 3 3 80*60
Contributions per metre (Rs). 2 4 3
STEP 4: Identify the Objective Function. The Objective is to minimize the total cost
Z = 2X1 + 4X2 + 3X3
STEP 3: We restrict the variables X1, X2, X3, X4, X5, X6 to non-negative values, the variables must
satisfy the non-negativity constraints
X1 >= 0, X2>=0, X3>=0, X4 >= 0, X5>=0, X6>=0
STEP 4: Identify the Objective Function. The Objective is to minimize the staff
Z = X1 + X2 + X3 + X4 + X5 + X6
The appropriate formulation of the given problem as LP format is:
Minimize Z = X1 + X2 + X3 + X4 + X5 + X6
Subject to the constraints
X1 + X6 >= 7 X1 + X2 >= 20
X2 + X3 >= 14 X3 + X4 >= 20
X4 + X5 >= 10 X5 + X6 >= 5
X1 >= 0, X2>=0, X3>=0, X4 >= 0, X5>=0, X6>=0
EXAMPLE OF BLENDING PROBLEM
• THE MANAGER OF AN OIL REFINERY MUST DECIDE ON THE OPTIMUM MIX OF TWO POSSIBLE BLENDING PROCESSES
OF WHICH THE INPUTS AND OUTPUTS PER PRODUCTION RUN IS AS FOLLOWS
• THE MAXIMUM AMOUNTS AVAILABLE OF CRUDES A AND B ARE 250UNITS AND 200UNITS RESPECTIVELY
• MARKET DEMAND SHOWS THAT AT LEAST 150 UNITS OF GASOLINE X AND 130 UNITS OF GASOLINE Y MUST BE
PRODUCED
• THE PROFIT PER PRODUCTION RUN FOR PROCESS 1 AND PROCESS 2 ARE RS 400 AND RS 500 RESPECTIVELY.
• FORMULATE THE PROBLEM FOR MAXIMIZING THE PROFIT
STEP 1: Identify the decision variables
IT IS DESIRED TO DETERMINE THE QUANTITIES OF GASOLINE TO BE PRODUCED BY THE TWO
BLENDING PROCESS
X1 >= 0, X2>=0
LINEAR PROGRAMMING – GRAPHICAL
SOLUTION PROBLEM
-Prof. Subodh Sakpal
Section 4
ADVANTAGES OF LINEAR PROGRAMMING
Advantages
Helps in re-evaluation of
Optimum Use of Improves the Possible and Highlights the bottleneck
a basic plan for changing
Productive Resource Quality of Decision Practical Solutions in the Process
condition
LIMITATIONS OF LINEAR PROGRAMMING
Limitations
Treats relationship No guarantee of Does not take into Parameters appearing Need to fragment the
It deals only with
between all decision integer value consideration the effect in the model are problem in several
variables as linear solutions of time and uncertainty assumed to e constant single objective small problems
GRAPHICAL SOLUTION METHODS OF LP PROBLEMS
It is the approach of finding the optimal solution to an LP problem by testing the profit or
cost value of the objective function at each corner point of the feasible region.
STEP 2 – PLOT CONSTRAINTS ON GRAPH PAPER AND DECIDE THE FEASIBLE REGION
Consider X1 = 0 then
4(0) + 6X2 = 360
6X2 = 360
X2 = 60
Consider X2 = 0 then
4X1 + 6(0) = 360
4X1 = 360
X1 = 90
(90, 60)
(60, 0)
(0, 40)
(0, 0)
Final co-ordinates are:
X2 (90, 60)
(60, 0)
(0, 40)
80
(0, 0)
60
40
20
X1
0, 0 20 40 60 80 100
Final co-ordinates are:
X2 (90, 60)
(60, 0)
(0, 40)
80
(0, 0)
60
40
20
X1
0, 0 20 40 60 80 90 100
X2
80
60
40
20
X1
0, 0 20 40 60 80 90 100
X2
80
60
40
20
X1
0, 0 20 40 60 80 90 100
X2 O, A, B, C and D are our extreme points
80
60
D C
40
B
20
O A
X1
0, 0 20 40 60 80 90 100
X2
60
D C
40
B
20
O A
X1
0, 0 20 40 60 80 90 100
Co-ordinates of extreme points are
X2 O (0, 0)
A (60, 0)
B (60, 20)
80
C (30, 40)
60
D (0, 40)
D C
40
B
20
O A
X1
0, 0 20 40 60 80 90 100
CALCULATE Z
Extreme Points Co-ordinates Objective Function Value
Z = 15X1 + 10X2
O (0, 0) 15 (0) + 10 (0) = 0
A (60, 0) 15 (60) + 10 (0) = 900
B (60, 20) 15 (60) + 10 (20) = 1100
C (30, 40) 15 (30) + 10 (40) = 850
D (0, 40) 15 (0) + 10 (40) = 400