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Linear Programming

The document discusses linear programming (LP), which is a mathematical technique used to optimize allocation of scarce resources. LP helps managers plan the most efficient use of limited resources like money, machines, and materials. It provides an optimal allocation of resources to maximize profit, minimize cost, or optimize other objectives. The document then provides examples of how to formulate an LP model to maximize profits by determining the optimal production levels of different products given resource constraints.

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emma
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© © All Rights Reserved
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0% found this document useful (0 votes)
307 views

Linear Programming

The document discusses linear programming (LP), which is a mathematical technique used to optimize allocation of scarce resources. LP helps managers plan the most efficient use of limited resources like money, machines, and materials. It provides an optimal allocation of resources to maximize profit, minimize cost, or optimize other objectives. The document then provides examples of how to formulate an LP model to maximize profits by determining the optimal production levels of different products given resource constraints.

Uploaded by

emma
Copyright
© © All Rights Reserved
Available Formats
Download as PDF, TXT or read online on Scribd
You are on page 1/ 21

| Emma Charles – 0753-236-367/0787-080-333 Win 10 Pro

LINEAR PROGRAMMING (LP)

Quite often the resources that an organization has are limited. These resources may
be human beings, money, machines, time, storage space, raw materials and many
others that are peculiar to the organization. The management of the organizations
usually makes decisions about how best each of these resources may be put to the most
efficient and effective use. A technique that helps managers plan and make the most
efficient utilization of the scarce resources is linear programming, LP. LP is basically a
mathematical tool that helps managers plan the most effective way of allocating the
scarce resources to the many departments within the organization. It provides an
optimal allocation of the scare resources.
Therefore, LP is a mathematical technique used to optimize the firm’s performance
in terms of a combination of resources. This, technique helps in solving problems
relating to profit maximization, cost minimization & optimum resource allocation.
Applications of LP
1. In military; LP is used to define the optimal & efficient coordination of a country’s
energies in the event of total war. E.g. U.S Air force in 1947 after the 2nd world
war.
2. Business & industry e.g. in petroleum industry i.e. exploration, production,
refining, distribution & pollution control.
3. Food processing e.g. determination of optimal mix of dog & cat feeds, allocation
of cast food from different plants to various warehouses, etc.
4. Heavy industry e.g. in iron & steel industry to decide the types of products to be
made in the rolling mills so as to maximize profits.
5. Metal working industries i.e. for shop loading & determining choice between
producing & buying a particular part. Paper & textile industries use LP to define
optimal cutting method in order to minimize loses. As well as in determining
Aircrafts & ships best route.
6. Service industries e.g. accounting firms use LP in Asset valuation & assigning
auditors tasks in an optimal way. Financial institutions like banks use it in
evaluating investment plans, selection of Bonds or Mutual Funds’ portfolios,
capital budgeting, long-range financial planning, etc. in advertising media, LP has
been used in assigning advertising expenses to various media plans.

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7. Administration, Education & Politics e.g. in planning political campaign


strategies, allocating resources in education, City administration, resource
allocation. The most recent application is in outbreak of desert locusts & Covid-
19 pandemic where 95% of governments’ funds have been channeled towards
fighting these pandemics.
8. Gasoline blending, structural design, scheduling of military tanker fleet, product
distribution (e.g. selection of Kampala region as the 1st beneficiary of relief food in
Covid crisis), cost cutting, profit scheduling, balancing of assembly lines, etc. are
all areas of LP application.
9. Among others.
Assumptions of LP
 Linearity i.e. costs, revenues, physical properties, etc. vary in direct proportion with
the numbers produced.
 Divisibility i.e. any fraction or decimal answer is valid & that quantities, revenues,
costs are infinitely divisible.
 Certainty i.e. it doesn’t give allowance for uncertainty in the estimate made.
 Positive solutions i.e. introduction of non-negativity constraints ensure only
positive values.
 Ignores interdependence between demand for products
 Costs are split into fixed & variable elements
 Ignores time factors i.e. all production is assumed to be instantaneous
 Ignores costs & benefits which can’t be quantified easily e.g. liquidity, goodwill,
labour stability, etc.
Elements of LP Model
1. Decision variables; these are quantities or amount of each product that a decision
maker should produce in order to achieve his/her objective. Thus, these variables
are within the control of a decision maker, varied & denoted using unknowns e.g.
𝑥&𝑦
2. Objective function; this is a goal a decision maker must achieve which may be;
cost minimization, profit maximization, machine idle time minimization, etc. In
LP, the objective function is expressed in the form of a linear equation e.g.
𝑍𝑚𝑎𝑥 (𝑃𝑟𝑜𝑓𝑖𝑡) = 100𝑥 + 200𝑦. Note that; Z may represent Profit/loss in LP.

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3. Constraints (Restraints); these are factors that limit the decision maker on what
to do. These constraints may also be inform of predetermined conditions such as
those being imposed by the government e.g. sale restriction, tax policies, trade
restrictions, etc. However, in LP these constraints are expressed as linear
inequalities i.e. 2𝑥 + 4𝑦 ≤ 400
4. Non-negativity conditions; this states that, all decision variables in LP should be
positive (non-negative), since it is impossible to produce/sell negative units of a
given product. As a result, these conditions are denoted as 𝑥 ≥ 0; 𝑦 ≥ 0
5. Convex set; a set is said to be convex if a straight line joining any two points within
the set doesn’t go outside the set and it represents a set of feasible solution i.e.
points which satisfy the a decision maker’s conditions and as well where a decision
will be made. However, corner points in a convex set are known as extreme points
which also represent a particular type solution called Basic solution.
Thus, objective function, constraints & non-negativity conditions, generally constitute
a LP model.
Formulation of LP Model
In formulating LP model, it is advisable to follow the elements that constitute LP
model chronologically as described above, i.e.
Step 1: identify decision variables to be determined & express them in terms of
algebraic symbols (unknowns).
Step 2: identify all constraints (limitations) & express them as linear inequalities in
terms of the above unknowns.
Step 3: identify the objective criterion which is to be optimized (maximize/minimize)
& express it as a linear function of the above unknowns (decision variables).
WORKED EXAMPLES
Example 1 (Maximization Case)
A firm makes two products P&Q. Each product must be processed using machines
A&B. Machine A has 90hrs available and machine B has 72hrs. Manufacturing
product P requires 6hrs in A and 3hrs in B. Product Q requires 3hrs in machine A
and 6hrs in B. if the profit UGX 8,000 and UGX 10,000 is earned per product P&Q
respectively.

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Required:
a. Formulate a LP Model of the above problem
b. Determine the best possible combination of product P&Q that should be
produced for the firm to maximize profits.
Solution:
1. Decision variables;
No. of Units to be produced for each product P & Q so as to maximize the profit.
Thus, let; 𝑥 = 𝑁𝑜. 𝑜𝑓 𝑈𝑛𝑖𝑡𝑠 𝑜𝑓 𝑝𝑑𝑐𝑡 𝑃 𝑡𝑜 𝑏𝑒 𝑝𝑟𝑜𝑑𝑢𝑐𝑒𝑑

𝑦 = 𝑁𝑜. 𝑜𝑓 𝑈𝑛𝑖𝑡𝑠 𝑜𝑓 𝑝𝑑𝑐𝑡 𝑄 𝑡𝑜 𝑏𝑒 𝑝𝑟𝑜𝑑𝑢𝑐𝑒𝑑

2. Objective Function: (Maximizing profits):


𝑍𝑚𝑎𝑥 = 8,000𝑥 + 10,000𝑦
3. Constraints; (Machine hours):
𝑀𝑎𝑐ℎ𝑖𝑛𝑒 𝐴 = 6𝑥 + 3𝑦 ≤ 90 ℎ𝑟𝑠.
𝑀𝑎𝑐ℎ𝑖𝑛𝑒 𝐵 = 3𝑥 + 6𝑦 ≤ 72 ℎ𝑟𝑠.

4. Non- negativity conditions:


𝑥 ≥ 0 ;𝑦 ≥ 0

The above LP model, can then be summarized as follows;


𝑍𝑚𝑎𝑥 = 8,000𝑥 + 10,000𝑦
Subject to: constraints: 𝑀𝑎𝑐ℎ𝑖𝑛𝑒 𝐴 = 6𝑥 + 3𝑦 ≤ 90 ℎ𝑟𝑠.

𝑀𝑎𝑐ℎ𝑖𝑛𝑒 𝐵 = 3𝑥 + 6𝑦 ≤ 72 ℎ𝑟𝑠.

Where:
𝑥 ≥ 0 ;𝑦 ≥ 0

Example 2: (Maximization Case)


Rock ltd. produces two products Sting and Power Horse each of which requires time
on Machine 1 (M1), Machine 2 (M2) and Machine 3 (M3). During the production
process, each unit of Sting requires 2 hours on M1, 4 hours on M2 and 3 hours on M3.
And each unit of Y requires 5 hours on M1, 1 hour on M2 and 2 hours on M3. The
company makes a profit of shs. 250 and shs. 300 on each unit of both products Sting
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& Power Horse. The number of machine hours available per month are 200 hours
for M1, 240 hours for M2 and 190 hours for M3.
Required:
a. Formulate the problem as a linear programming problem
b. Construct a graph you would use to solve the problem
c. On your graph clearly show the feasible region
d. Find the number of units of each product that must be produced to maximize the
total profits
Solution:
1. Decision variables;
No. of Units to be produced for Sting & Horsepower so as to maximize the profit.
Thus, let; 𝑥1 = 𝑁𝑜. 𝑜𝑓 𝑈𝑛𝑖𝑡𝑠 𝑜𝑓 𝑆𝑡𝑖𝑛𝑔

𝑥2 = 𝑁𝑜. 𝑜𝑓 𝑈𝑛𝑖𝑡𝑠 𝑜𝑓 𝐻𝑜𝑟𝑠𝑒 𝑝𝑜𝑤𝑒𝑟


2. Objective Function: (Maximizing profits):
𝑍𝑚𝑎𝑥 = 250𝑥1 + 300𝑥2
3. Constraints; (Machine hours):
𝑀𝑎𝑐ℎ𝑖𝑛𝑒 1 = 2𝑥1 + 5𝑥2 ≤ 200 ℎ𝑟𝑠.
𝑀𝑎𝑐ℎ𝑖𝑛𝑒 2 = 4𝑥1 + 𝑥2 ≤ 240 ℎ𝑟𝑠.
𝑀𝑎𝑐ℎ𝑖𝑛𝑒 3 = 3𝑥1 + 2𝑥2 ≤ 190 ℎ𝑟𝑠.

4. Non- negativity conditions:


𝑥1 ≥ 0 ; 𝑥2 ≥ 0

The above LP model, can then be summarized as follows;


𝑍𝑚𝑎𝑥 = 250𝑥1 + 300𝑥2
Subject to: constraints:
𝑀𝑎𝑐ℎ𝑖𝑛𝑒 1 = 2𝑥1 + 5𝑥2 ≤ 200 ℎ𝑟𝑠.
𝑀𝑎𝑐ℎ𝑖𝑛𝑒 2 = 4𝑥1 + 𝑥2 ≤ 240 ℎ𝑟𝑠.
𝑀𝑎𝑐ℎ𝑖𝑛𝑒 3 = 3𝑥1 + 2𝑥2 ≤ 190 ℎ𝑟𝑠.

Where:
𝑥1 ≥ 0 ; 𝑥2 ≥ 0

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Example 3: (Minimization case -Diet problem)


A house wife wishes to mix two types of food F1 and F2 in such a way that the vitamin
contents of the mixture contain at least 8 units of vitamin A and 11 units of vitamin
B. Food F1 costs Shs. 60/Kg and Food F2 costs Shs. 80/kg. Food F1 contains 3
units/kg of vitamin A and 5 units/kg of vitamin B while Food F2 contains 4 units/kg
of vitamin A and 2 units/kg of vitamin B.
Required:
a. Construct a table for pertinent values of the problem
b. Formulate this problem as a linear programming problem to minimize the cost of
the mixtures.
c. How many unit/kg of vitamin A & B should a house wife mix in order to minimize
the costs?
Solution:
Vitamin Contents Food (Kg) Requirements
𝑭𝟏 𝑭𝟐 (Units)
Vitamin A (units/Kg) 3 4 8
Vitamin B (units/Kg) 5 2 11
Cost (Shs./Kg) 60 80

1. Decision variables;
No. of Units/kg of food 𝐹1 𝑎𝑛𝑑 𝐹2 contained in the mixture.
Thus, let; 𝑥 = 𝑢𝑛𝑖𝑡𝑠/𝑘𝑔 𝑜𝑓 𝑓𝑜𝑜𝑑 𝑭𝟏

𝑦 = 𝑈𝑛𝑖𝑡𝑠/𝑘𝑔 𝑜𝑓 𝑓𝑜𝑜𝑑 𝑭𝟐

2. Objective Function: (Minimize costs):


𝑍𝑚𝑖𝑛 = 𝑆ℎ𝑠. 60𝑥 + 𝑆ℎ𝑠. 80𝑦
3. Constraints; (Minimum requirements of vitamins):
𝑉𝑖𝑡𝑎𝑚𝑖𝑛 𝐴 = 3𝑥 + 4𝑦 ≥ 8.
𝑉𝑖𝑡𝑎𝑚𝑖𝑛 𝐵 = 5𝑥 + 2𝑦 ≥ 11

4. Non- negativity conditions:


𝑥 ≥ 0 ;𝑦 ≥ 0

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The above LP model, can then be mathematically summarized as follows;


𝑍𝑚𝑖𝑛 = 60𝑥 + 80𝑦
Subject to: 3𝑥 + 4𝑦 ≥ 8
5𝑥 + 2𝑦 ≥ 11

Where: 𝑥 ≥ 0 ,𝑦 ≥ 0

Example 4. (Minimization Problem- Medicine case)


A patient in a hospital is required to have at least 84 units of drug A and 120 units of
drug B each day. Each gram of substance M contains 10 units of drug A and 8 units
of drug B, and each gram of substance N contains 2 units of drug A and 4 units of
drug B. Now suppose that both M and N contain an undesirable drug C, 3 units per
gram in M and 1 unit per gram in N.
Required:
a. Construct a table for pertinent values of the problem
b. Formulate a LP Model for the above problem
c. How many grams of substances M and N should be mixed to meet the minimum
daily requirements at the same time minimize the intake of drug C?
d. How many units of the undesirable drug C will be in this mixture?
Solution:
Amount of Drug per Gram Minimum Daily
Drugs
Substance M Substance N Requirement
Drug A 10 units 2 units 84 units
Drug B 8 units 4 units 120 units
Drug C 3 units 1 unit

1. Decision variables;
No. of grams of substance used.
Thus, let; 𝑥1 = 𝑁𝑜. 𝑜𝑓 𝑔𝑟𝑎𝑚𝑠 𝑜𝑓 𝑠𝑢𝑏𝑠𝑡𝑎𝑛𝑐𝑒 𝑀 𝑢𝑠𝑒𝑑

𝑥2 = 𝑁𝑜. 𝑜𝑓 𝑔𝑟𝑎𝑚𝑠 𝑜𝑓 𝑠𝑢𝑏𝑠𝑡𝑎𝑛𝑐𝑒 𝑁 𝑢𝑠𝑒𝑑


2. Objective Function: (Minimizing intake of Drug C in terms of decision
variables):
𝑍𝑚𝑖𝑛 = 3𝑥1 + 𝑥2
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3. Constraints; (Machine hours):


𝐷𝑟𝑢𝑔 𝐴 = 10𝑥1 + 2𝑥2 ≥ 84
𝐷𝑟𝑢𝑔 𝐵 = 8𝑥1 + 4𝑥2 ≥ 120

4. Non- negativity conditions:


𝑥1 ≥ 0 ; 𝑥2 ≥ 0

The above LP model, can then be mathematically summarized as follows;


𝑍𝑚𝑖𝑛 = 3𝑥1 + 𝑥2
Subject to: 10𝑥1 + 2𝑥2 ≥ 84
8𝑥1 + 4𝑥2 ≥ 120

Where: 𝑥1 ≥ 0 ; 𝑥2 ≥ 0

METHODS OF SOLVING LINEAR PROGRAMMING PROBLEMS


The techniques used in solving LP problems can be categorized into 3 groups
according to the method used for solution i.e.
1. General allocation method
2. Transportation method
3. Assignment method
GENERAL ALLOCATION METHOD
Under this method, LP problems can be solved by the help of the following methods:-
 Graphical method &
 Simplex Method
The Graphical method of solution
The graphical method of solving a linear programming problem is used when there
are only two decision variables. If the problem has three or more variables, the
graphical method is not suitable. In that case, the simplex method is used which is
not part of this handout.
Important definitions and concepts
It is important to begin by giving some definitions and concepts that are used in the
methods of solving linear programming problems, as follows;

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 Solution: this is a set of values of decision variables satisfying all the constraints of
a linear programming problem.
 Feasible solution; this is any solution which also satisfies the non-negativity
restrictions of the problem. In other words, it is a set of possible values for decision
variables that meet all constraints.
 Optimal feasible solution; is any feasible solution which maximizes or minimizes
the objective function.
 Feasible region; this is a common region determined by all the constraints and
non-negativity restriction of a LPP.
 Corner point; a corner point of a feasible region is a point in the feasible region
that is the intersection of two boundary lines.
Note: the following theorem is the fundamental theorem of linear programming.
If the optimal value of the objective function in a linear programming problem exists, then that
value must occur at one (or more) of the corner points of the feasible region.
Steps in Graphical method solution
To solve a linear programming problem with two decision variables using the graphical
method, the following procedure outlined below is advisable;
1. Formulate the linear programming problem.
2. Graph the feasible region and find the corner points by changing inequalities into
equalities. The coordinates of the corner points can be obtained by either
inspection or by solving the two equations of the lines intersecting at that point.
3. Make a table listing the value of the objective function at each corner point.
4. Determine the optimal solution from the table in step 3. If the problem is of
maximization (minimization) type, the solution corresponding to the largest
(smallest) value of the objective function is the optimal solution of the LPP.
Therefore, let’s use this procedure to solve LPP examples above where models have
already been determined.
Example 1
𝑍𝑚𝑎𝑥 = 8,000𝑥 + 10,000𝑦
Subject to: constraints: 𝑀𝑎𝑐ℎ𝑖𝑛𝑒 𝐴 = 6𝑥 + 3𝑦 ≤ 90 ℎ𝑟𝑠.

𝑀𝑎𝑐ℎ𝑖𝑛𝑒 𝐵 = 3𝑥 + 6𝑦 ≤ 72 ℎ𝑟𝑠.

Where:
𝑥 ≥ 0 ;𝑦 ≥ 0

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Determining Corner points:


Change Inequalities into Equalities
6𝑥 + 3𝑦 = 90 3𝑥 + 6𝑦 = 72
X Y X Y
0 30 0 12
15 0 24 0
35
A GRAPHICAL SOLUTION OF
(0,30)
30
THE MODEL
25

20
Y- AXIS

15
(0,12)
A
10

B (12, 6)
5 Feasible Region
3x + 6y ≤72
(15,0) (25,0)
0 O(0,0) C
0 5 10 15 20 25 30
X-AXIS

Substituting Corner Points into Objective Function to determine Optimal (best) Solution
Corner Objective Function Amounts
points 𝑍𝑚𝑎𝑥 = 8,000𝑥 + 10,000𝑦

𝑶 (𝟎, 𝟎) = (8,000 × 0) + (10,000 × 0) 0


𝑨 (𝟎, 𝟏𝟐) = (8,000 × 0) + (10,000 × 12) 120,000
𝑩 (𝟏𝟐, 𝟔) = (8,000 × 12) + (10,000 × 6) 𝟏𝟓𝟔, 𝟎𝟎𝟎
𝑪 (𝟏𝟓, 𝟎) = (8,000 × 15) + (10,000 × 0) 120,000

Note: Corner points can be determined by solving intersecting lines using any of the
simultaneous equation methods such as;
 Elimination method
 Substitution method
 Matrix method,

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 Inspection method, etc.


E.g. At corner point B, Line intersect are;
6𝑥 + 3𝑦 = 90
3𝑥 + 6𝑦 = 72

These equations were then solved using Cramer’s matrix method to find the
coordinates (12,6) as follows:
6 3 𝑥 90
( ) (𝑦) = ( )
3 6 72
Solving for x;
90 3
| | (90 × 6) − (72 × 3) 324
𝑥 = 72 6 = = = 12
6 3 (6 × 6) − (3 × 3) 27
| |
3 6
Solving for y;
6 90
| | (6 × 72) − (3 × 90) 162
𝑦= 3 72 = = =6
6 3 (6 × 6) − (3 × 3) 27
| |
3 6
∴ 𝐶𝑜𝑟𝑛𝑒𝑟 𝑃𝑜𝑖𝑛𝑡 𝐵 (12,6)

Therefore, since the firm’s objective is profit maximization, the best possible
combination of the products is at point B, where the firm will produce 12 units of
product P & 6 units of product Q in order to maximize a profit of Ugx. 156,000.
Example 2
𝑍𝑚𝑎𝑥 = 250𝑥1 + 300𝑥2
Subject to: constraints:
𝑀𝑎𝑐ℎ𝑖𝑛𝑒 1 = 2𝑥1 + 5𝑥2 ≤ 200 ℎ𝑟𝑠.
𝑀𝑎𝑐ℎ𝑖𝑛𝑒 2 = 4𝑥1 + 𝑥2 ≤ 240 ℎ𝑟𝑠.
𝑀𝑎𝑐ℎ𝑖𝑛𝑒 3 = 3𝑥1 + 2𝑥2 ≤ 190 ℎ𝑟𝑠.

Determining Corner Points:

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2𝑥1 + 5𝑥2 = 200 4𝑥1 + 𝑥2 = 240 3𝑥1 + 2𝑥2 = 190


𝑥1 𝑥2 𝑥1 𝑥2 𝑥1 𝑥2
0 40 0 240 0 95
100 0 60 0 63.3 0

300

Objective function
𝑍_𝑚𝑎𝑥=250𝑥_1+300𝑥_2
250
(0,240)

200
Y - Axis

150

100 (0,95)

50

Feasible Region
(0,100)
0
0 20 40
D (60,0)
X -60
Axis 80 100 120

Determining Corner Points B & C


At corner point B, Line intersect are;
2𝑥1 + 5𝑥2 = 200
3𝑥1 + 2𝑥2 = 190

Using Cramer’s matrix method to find the coordinates;


2 5 𝑥 200
( ) (𝑦) = ( )
3 2 190
Solving for 𝑥1 ;

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200 5
| | (200 × 2) − (190 × 5) −550
𝑥1 = 190 2 = = = 50
2 5 (2 × 2) − (3 × 5) −11
| |
3 2
Solving for 𝑥2 ;
2 200
| | (2 × 190) − (3 × 200) −220
𝑥2 = 3 190 = = = 20
2 5 (2 × 2) − (3 × 5) −11
| |
3 2
∴ 𝐶𝑜𝑟𝑛𝑒𝑟 𝑃𝑜𝑖𝑛𝑡 𝐵 (50,20)

At corner point C, Line intersect are;


4𝑥1 + 𝑥2 = 240
3𝑥1 + 2𝑥2 = 190

Using Cramer’s matrix method to find the coordinates;


4 1 𝑥 240
( ) (𝑦) = ( )
3 2 190
Solving for 𝑥1 ;
240 1
| | (240 × 2) − (190 × 1) 290
𝑥1 = 190 2 = = = 58
4 1 (4 × 2) − (3 × 1) 5
| |
3 2
Solving for 𝑥2 ;
4 240
| | (4 × 190) − (3 × 240) 40
𝑥2 = 3 190 = = =8
4 1 (4 × 2) − (3 × 1) 5
| |
3 2
∴ 𝐶𝑜𝑟𝑛𝑒𝑟 𝑃𝑜𝑖𝑛𝑡 𝐶 (58,8)

Substituting Corner Points into Objective Function to determine Optimal (best) Solution
Corner Objective Function Amounts
points 𝑍𝑚𝑎𝑥 = 250𝑥1 + 300𝑥2

𝑶 (𝟎, 𝟎) = (250 × 0) + (300 × 0) 0


𝑨 (𝟎, 𝟓𝟎) = (250 × 0) + (300 × 50) 15,000
𝑩 (𝟓𝟎, 𝟐𝟎) = (250 × 50) + (300 × 20) 𝟏𝟖, 𝟓𝟎𝟎
𝑪 (𝟓𝟖, 𝟖) = (250 × 58) + (300 × 8) 16,900
𝑫 (𝟔𝟎, 𝟎) = (250 × 60) + (300 × 0) 15,000

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Therefore, since the Rock Ltd’s objective is profit maximization, the best possible
combination of the products is at point B, where the Company will produce 50 units
of Sting & 20 units of Horse Power in order to maximize a profit of Ugx. 18,500.
Example 3
𝑍𝑚𝑖𝑛 = 60𝑥 + 80𝑦
Subject to: 3𝑥 + 4𝑦 ≥ 8
5𝑥 + 2𝑦 ≥ 11

Determining Corner points


3𝑥 + 4𝑦 = 8 5𝑥 + 2𝑦 = 11
𝑥 𝑦 𝑥 𝑦
0 2 0 5.5
2.7 0 2.2 0

6
C (0,5.5)
5

4 5x + 26 ≥ 11

3 Feasible region

2 3x + 4y ≥ 8

1
B (2,0.5)
0
0 0.5 1 1.5 2 2.5
A (2.7,30)

Determining Corner Points B


At corner point B, Line intersect are;
3𝑥 + 4𝑦 = 8
5𝑥 + 2𝑦 = 11

Using Cramer’s matrix method to find the coordinates;

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3 4 𝑥 8
( ) (𝑦) = ( )
5 2 11
Solving for x;
8 4
| | (8 × 2) − (11 × 4) −28
𝑥= 11 2 = = =2
3 4 (3 × 2) − (5 × 4) −14
| |
5 2
Solving for 𝑥2 ;
3 8
| | (3 × 11) − (5 × 8) −7
𝑦= 5 11 = = = 0.5
3 4 (3 × 2) − (5 × 4) −14
| |
5 2
∴ 𝐶𝑜𝑟𝑛𝑒𝑟 𝑃𝑜𝑖𝑛𝑡 𝐵 (2,0.5)

Substituting Corner Points into Objective Function to determine Optimal (best) Solution
Corner Objective Function Amount
points 𝑍𝑚𝑖𝑛 = 60𝑥 + 80𝑦
𝑨 (𝟐. 𝟕, 𝟎) = (60 × 2.7) + (80 × 0) 162
𝑩 (𝟐, 𝟎. 𝟓) = (60 × 2) + (80 × 0.5) 160
𝑪 (𝟎, 𝟓. 𝟓) = (60 × 0.5) + (80 × 5.5) 𝟒𝟕𝟎
Therefore, Best solution is at Corner Point C, where the house wife has to mix 0.5
units/Kg of Vitamin A & 5.5 units/Kg of Vitamin B in order to minimize a total
cost of 470 Shs.
Example 4
𝑍𝑚𝑖𝑛 = 3𝑥1 + 𝑥2
Subject to: 10𝑥1 + 2𝑥2 ≥ 84
8𝑥1 + 4𝑥2 ≥ 120

Determining corner points


10𝑥1 + 2𝑥2 = 84 8𝑥1 + 4𝑥2 = 120
𝑥1 𝑥2 𝑥1 𝑥2
0 42 0 30
8.4 0 15 0

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45
C (0, 42)
40

35

30

25

20

15

10

0
0 2 4 6 8 10 12 14 16

Substituting Corner Points into Objective Function to determine Optimal (best) Solution
Corner Objective Function Costs
points 𝑍𝑚𝑖𝑛 = 3𝑥1 + 𝑥2
𝑨 (𝟏𝟓, 𝟎) = (3 × 15) + (1 × 0) 45
𝑩 (𝟒, 𝟐𝟐) = (3 × 4) + (1 × 22) 34
𝑪 (𝟎, 𝟒𝟐) = (3 × 0) + (1 × 42) 42
a) Therefore, 4 grams of substance M & 22 grams of substance N should be mixed in
order to meet the minimum daily requirement and as the same time minimize the
intake of drug C of 34 units
b) There will be 26 units (4 + 22) of undesirable drug C in this mixture
Note:
For Greater than problems, the feasible region is below the lines, likewise for Less
than problems, the feasible region is above the lines as shown in the worked examples
above.
The graphical method is the easiest way to solve a small LP problem. However this
method is useful only when there are two decision variables. When there are more
than two decision variables, it is not possible to plot the solution on a two-dimensional
graph and we must turn to more complex methods.
The graphical nature of the above method makes its use limited to problems involving
only two decision variables. For such problems it is possible to represent the
constraints graphically. A graphical solution for a problem with a higher number of
decision variables than two cannot be practically obtained because of the complexity
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of the graphs in higher dimensional spaces. An additional limitation of this method


is that if the graph is not good, the answer may be very inaccurate.
A very useful method of solving linear programming problems of any size is the so
called Simplex method. The use of computers has made this method a viable tool for
solving linear programming problems involving a very large number of decision
variables.
STUDENT EXERCISES & COURSE WORK
Instructions: CHOOSE 2 QUESTIONS EACH FROM MAXIMIZATION &
MINIMIZATION LP PROBLEMS.
Part A: MAXIMIZATION PROBLEMS
1. A paint manufacturer produces two types of paint, one type of standard quality (S)
and the other of top quality (T). To make these paints, he needs two ingredients,
the pigment and the resin. Standard quality paint requires 2 units of pigment and
3 units of resin for each unit made, and is sold at a profit of Shs. 1,000 per unit.
Top quality paint requires 4 units of pigment and 2 units of resin for each unit
made, and is sold at a profit of Shs. 1,500 per unit. He has stocks of 12 units of
pigment, and 10 units of resin.
Required:
Formulate the above problem as a linear programming problem
2. A furniture company produces inexpensive tables and chairs. The production
process for each is similar in that both require a certain number of hours of
carpentry work and a certain number of labour hours in the painting department.
Each table takes 4 hours of carpentry and 2 hours in the painting department.
Each chair requires 3 hours of carpentry and 1 hour in the painting department.
During the current production period, 240 hours of carpentry time are available
and 100 hours in painting is available. Each table sold yields a profit of Shs.7,000;
each chair produced is sold for Shs. 5,000 profit.
Required:
Find the best combination of tables and chairs to manufacture in order to reach the
maximum profit.
3. A small brewery produces Ale and Beer. Suppose that production is limited by
scarce resources of corn, hops and barley malt. To make Ale 5kg of Corn, 4kg of
hops and 35kg of malt are required. To make Beer 15kg of corn, 4 kg of hops and

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20kg of malt are required. Suppose that only 480 kg of corn, 160kg of hops and
1190 kg of malt are available. If the brewery makes a profit of Shs. 13,000 for each
kg of Ale and Shs. 23,000 for each kg of Beer, how much Ale and Beer should the
brewer produce in order to maximize his profit?
4. A wheat and barley farmer has 168 hectare of ploughed land, and a capital of Shs.
2,000. It costs Shs. 14,000 to sow one hectare wheat and Shs. 10,000 to sow one
hectare of barley. Suppose that his profit is Shs. 80,000 per hectare of wheat and
Shs. 55,000 per hectare of barley.
Required;
Find the optimal number of hectares of wheat and barley that must be ploughed in
order to maximize profit? What is the maximum profit?
5. BBA Company manufactures two electrical products: air conditioners and large
fans. The assembly process for each is similar in that both require a certain amount
of wiring and drilling. Each air conditioner takes 3 hours of wiring and 2 hours of
drilling. Each fan must go through 2 hours of wiring and 1 hour of drilling. During
the next production period, 240 hours of wiring time are available and up to 140
hours of drilling time may be used. Each air conditioner sold yields a profit of Shs.
25,000. Each fan assembled may be sold for a profit of Shs. 15,000.
Required:
Formulate and solve this linear programming mix situation to find the best
combination of air conditioners and fans that yields the highest profit.
6. A manufacturer of lightweight mountain tents makes a standard model and an
expedition model for national distribution. Each standard tent requires 1 labour
hour from the cutting department and 3 labour hours from the assembly
department. Each expedition tent requires 2 labour hours from the cutting
department and 4 labour hours from the assembly department. The maximum
labour hours available per day in the cutting department and the assembly
department are 32 and 84 respectively. If the company makes a profit of Shs.
50,000 on each standard tent and Shs. 80,000 on each expedition tent, use the
graphical method to determine how many tents of each type should be
manufactured each day to maximize the total daily profit?
7. A manufacturing plant makes two types of inflatable boats, a two-person boat and
a four person boat. Each two-person boat requires 0.9 labour hours from the
cutting department and 0.8 labour hours from the assembly department. Each
four-person boat requires 1.8 labour hours from the cutting department and 1.2

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labour hours from the assembly department. The maximum labour hours available
per month in the cutting department and the assembly department are 864 and
672 respectively. The company makes a profit of Shs. 25,000 on each two-person
boat and Shs. 40,000 on each four-person boat. Use the graphical method to find
the maximum profit.
8. BESCO Engineering produces chairs and tables. Each table takes four hours of
labour from the carpentry department and two hours of labour from the finishing
department. Each chair requires three hours of carpentry and one hour of
finishing. During the current week, 240 hours of carpentry time are available and
100 hours of finishing time. Each table produced gives a profit of Shs. 70,000 and
each chair a profit of Shs. 50,000.
Required:
Determine how many chairs and tables should be made in order to maximize profit?
9. A company manufactures two products X and Y. Each product has to be processed
in three departments: welding, assembly and painting. Each unit of X spends 2
hours in the welding department, 3 hours in assembly and 1 hour in painting. The
corresponding times for a unit of Y are 3, 2 and 1 respectively. The man-hours
available in a month are 1,500 for the welding department, 1,500 in assembly and
550 in painting. The contribution to profits and fixed overheads are Shs. 100,000
for product X and Shs. 120,000 for product Y.
Required:
Formulate the appropriate linear programming problem and solve it graphically to
obtain the optimal solution for the maximum contribution.
10.Suppose a manufacturer of printed circuits has a stock of 200 resistors, 120
transistors and 150 capacitors and is required to produce two types of circuits.
 Type A requires 20 resistors, 10 transistors and 10 capacitors.
 Type B requires 10 resistors, 20 transistors and 30 capacitors.
If the profit on type A circuits is Shs. 5,000 and that on type B circuits is Shs. 12,000,
how many of each circuit should be produced in order to maximize profit?
11.A small company builds two types of garden chairs.
 Type A requires 2 hours of machine time and 5 hours of craftsman time.
 Type B requires 3 hours of machine time and 5 hours of craftsman time.
Each day there are 30 hours of machine time available and 60 hours of craftsman
time. The profit on each type A chair is Shs. 60,000 and on each type B chair is Shs.
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84,000. Formulate the appropriate linear programming problem and solve it


graphically to obtain the optimal solution that maximizes profit.
12.BBA LTD produces two gift packages of fruit. Package A contains 20 peaches, 15
apples and 10 pears. Package B contains 10 peaches, 30 apples and 12 pears. BBA
has 40 000 peaches, 60 000 apples and 27 000 pears available for packaging. The
profit on package A is Shs. 2,000 and the profit on B is Shs. 2,500. Assuming that
all fruit packaged can be sold, what number of packages of types A and B should
be prepared to maximize the profit?
13.A factory manufactures two products, each requiring the use of three machines.
The first machine can be used at most 70 hours; the second machine at most 40
hours; and the third machine at most 90 hours. The first product requires 2 hours
on Machine 1, 1 hour on Machine 2, and 1 hour on Machine 3; the second
product requires 1 hour each on machines 1 and 2 and 3 hours on Machine 3. If
the profit in Shs. 40,000 per unit for the first product and Shs. 60,000 per unit for
the second product, how many units of each product should be manufactured to
maximize profit?
Part B: MINIMIZATION PROBLEMS
1. A house wife wishes to mix together two kinds of food, I and II, in such a way that
the mixture contains at least 10 units of vitamin A, 12 units of vitamin B and 8
units of vitamin C. The vitamin contents of one kg of food is given below;
Vitamin A Vitamin B Vitamin C
Food I 1 2 3
Food II 2 2 1
One Kg of food I costs Shs. 6,000 and one Kg of food II costs Shs. 10,000. Formulate
the above problem as a linear programming problem and find the least cost of the
mixture which will produce the diet.
2. A chicken farmer can buy a special food mix A at 20c per Kg and special food mix
B at 40c per Kg. Each Kg of mix A contains 3,000 units of nutrient N1 and 1,000
units of nutrient N2; each Kg of mix B contains 4,000 units of nutrient N1 and
4,000 units of nutrient N2. If the minimum daily requirements for the chickens
collectively are 36,000 units of nutrient N1 and 20,000 units of nutrient N2, how
many pounds of each food mix should be used each day to minimize daily food
costs while meeting (or exceeding) the minimum daily nutrient requirements?
What is the minimum daily cost?
3. A farmer can buy two types of plant food, mix A and mix B. Each cubic metre of
mix A contains 20 kg of phosphoric acid, 30 kg of nitrogen, and 5 kg of potash.
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Each cubic metre of mix B contains 10 kg of phosphoric acid, 30 kg of nitrogen


and 10 kg of potash. The minimum monthly requirements are 460 kg of
phosphoric acid, 960 kg of nitrogen, and 220 kg of potash. If mix A costs Shs.
30,000 per cubic metre and mix B costs Shs. 35,000 per cubic metre, how many
cubic metres of each mix should the farmer blend to meet the minimum monthly
requirements at a minimal cost? What is the cost?
4. A city council voted to conduct a study on inner city community problems. A
nearby University was contacted to provide sociologists and research assistants.
Allocation of time and costs per week are given in the table. How many sociologists
and how many research assistants should be hired to minimize the cost and meet
the weekly labour-hour requirements? What is the weekly cost?
LABOUR HOURS MINIMUM LABOUR HOURS
NEEDED PER WEEK
Sociologist Research Assistant
Field Work 10 30 180
Research Centre 30 10 140
Cost per week (Shs) 500 300

5. A laboratory technician in a medical research centre is asked to formulate a diet


from two commercially packaged foods, food A and food B, for a group of animals.
Each kg of food A contains 8 units of fat, 16 units of carbohydrates, and 2 units
of protein. Each Kg of food B contains 4 units of fat, 32 units of carbohydrate and
8 units of protein. The minimum daily requirements are 176 units of fat, 1024
units of carbohydrate, and 384 units of protein. If food A costs 5c per Kg and food
B costs 5c per Kg, how many kilograms of each food should be used to meet the
minimum daily requirements at the least cost? What is the cost of this amount?
6. A can of cat food, guaranteed by the manufacturer to contain at least 10 units of
protein, 20 units of mineral matter, and 6 units of fat, consists of a mixture of four
different ingredients. Ingredient A contains 10 units of protein, 2 units of mineral
1
matter, and unit of fat per 100g. Ingredient B contains 1 unit of protein, 40 units
2
of mineral matter, and 3 units of fat per 100g. Ingredient C contains 1 unit of
protein, 1 unit of mineral matter, and 6 units of fat per 100g. Ingredient D
contains 5 units of protein, 10 units of mineral matter, and 3 units of fat per 100g.
The cost of each ingredient is 3c, 2c, 1c, and 4c per 100g, respectively. How many
grammes of each should be used to minimize the cost of the cat food, while still
meeting the guaranteed composition?

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