INTRODUCTION
¢ It is an optimization method applicable for the solution of
optimization problem where objective function and the constraints
are linear.
It was first applied in 1930 by economist, mainly in solving resource
allocation problem During World War Il, the US Air force sought
more effective procedure for allocation of resources George B.
Dantzig, a member of the US Air Force formulate general linear
problem for solving the resources allocation problem,
“A Linear Programming Problem is one that is concerned with finding the
optimal value (maximum or minimum value) of a linear function (called
objective function) of several variables (say x and y), subject to the conditions
that the variables are non-negative and satisfy a set of linear inequalities
(called linear constraints). The term linear implies that all the mathematical
relations used in the problem are linear relations while the term
programming refers to the method of determining a particular programme or
plan of action.”eSenrais
OF LINEAR PROGRAMMING MODEL
For a given problem situation, there are certain essential
conditions that need to be solved by using linear programming.
1. Limited resources :
2. Objective :
3. Linearity :
4. Homogeneity :
5. Divisibility :
limited number of labour, material equipment and
finance
refers to the aim to optimize (maximize the profits
or minimize the costs).
increase in labour input will have a proportionate
increase in output.
the products, workers’ efficiency, and machines are
assumed to be identical.
it is assumed that resources and products can be
divided into fractions. (in case the fractions are not
possible, like production of one-third of a
computer, a modification of linear programming
called integer programming can be used).
Formulation of linear programming is the representation of problem
situation in a mathematical form. It involves well defined decision
variables, with an objective function and set of constraints.
Objective function:
The objective of the problem i:
identified and converted into a suitable objective
function. The objective function represents the aim or goal of the system
(i.e, decision variables) which has to be determined from the problem.
Generally, the objective in most cases will be either to maximize resources or
profits or, to minimize the cost or time.
Constraints:
When the availability of resources are in surplus, there will be no problem in making
decisions. But in real life, organizations normally have scarce resources within which
the job has to be performed in the most effective way. Therefore, problem situations are
within confined limits in which the optimal solution to the problem must be found.
Non-negativity constraint
Negative values of physical quantities are impossible, like producing negative number of
chairs, tables, etc., so it is necessary to include the element of non-negativity as a
constraintvariables completely describe the decisions
inager). Manager must decide how many corrugated and ordinary cartons should be
manufactured each week. With this in mind, he has to define:
xl be the number of corrugated boxes to be manufactured.
x2 be the number of carton boxes to be manufactured
Objective function is the function of the decision variables that the decision maker
wants to maximize (revenue or profit) or minimize (costs). Manager can concentrate on
maximizing the total weekly profit (z).
Here profit equals to (weekly revenues) ~ (raw material purchase cost) ~ (other variable costs).
Hence Manager's objective function is:
Maximize Z = 6X, + 4X,
Constraints show the restrictions on the values of the decision variables. Without
constraints manager could make a large profit by choosing decision variables to be very
large. Here there are three constraints:
Available machine-hours for each machine
Time consumed by each product
Sign restrictions are added if the decision variables can only assume nonnegative values
(Manager can not use negative negative number machine and time never negative number )
— * = i ae
these characteristics explored above give the
Programming (LP) problem
llowing Linear
max z = 6x,+ 4x, (The Objective function)
s.t. 2X, + 3X, < 120 (cutting timeconstraint)
2x,+X,<60 (pinning constraint)
x20 (Sign restrictions)
A value of (x,,x,) is in the feasible region if it satisfies all
the constraints and sign restrictions.Accompany manufactures bicycles and
tricycles each of which must be processed
through machines A and B. Machine A has
maximum of 120 hours available and machine
B has maximum of 180 hours available.
Manufacturing a bicycle requires 6 hours on
machine A and 3 hours on machine B.
Manufacturing a tricycle requires 4 hours on
machine A and 10 hours on machine B.
If profits are Rs. 180 for a bicycle and Rs. 220
for a tricycle, formulate and solve the L.P.P.
to determine the number of bicycles and
tricycles that should be manufactured in order
to maximize the profit.A chemical company produces two
compounds, A and B. The following table
gives the units of ingredients, C and D per kg
of compounds A and B as well as minimum
requirements of C and D and costs per kg
of A and B. Find the quantities of A and B
which would give a supply of C and Data
minimum cost.
Minimum
Compound ;
requirement
A B
Ingredient C 1 2 80
Ingredient D 3 1 75
Cost (in Rs) 5
per kg