OR-Mod1-LPP formulation and

graphical solution
Seema S

Assistant Professor

CETSOM
Linear Programming Problem(LPP)
• The term Linear Programming defines a particular class of programming
problems that meet the following conditions:

• The decision variables are non-negative

• The criterion(objective function) for selecting the best values for the
decision variables can be described by a linear function of these
variables(functions involving only the first power with no cross products)

• The operating rules governing the process can be expressed as a set of

linear equations or inequalities(constraint set)
Primary reasons for use of LPP
• A large variety of problems in diverse fields can be represented as LPP

• Efficient techniques for solving LPP are available

• Ease through which data variation(sensitivity analysis) can be handled

through linear programming models
 Formulation of LPP models
• step 1: Identify the unknown variables to be determined(decision
variables)and represent them in terms of algebraic symbols

• step 2: Identify all the restrictions or constraints in the problem and

represent them as linear equations or inequalities of the unknown
variables

• step 3: Identify the objective or criterion and represent it as a linear

function of the decision variables , which is to be maximised or minimised
 Product-mix problem
• Pr1: A company wishes to schedule the production of a kitchen appliance
that requires two resources- labour and material. The company is
considering three different models and its production engineering
department has furnished the following data:(Total supply of raw materials
=200 pounds/day;Total labour =150 hrs/day)
Model
A B C

Labour(hrs/
7 3 6
unit)

Material(poun
4 4 5
ds/unit)
Profit($/unit) 4 2 3
 Dealer problem(homework)
A furniture dealer deals in only two items–tables and chairs. He has Rs 50,000 to invest and has storage space
of at most 60 pieces. A table costs Rs 2500 and a chair Rs 500. He estimates that from the sale of one table, he
can make a profit of Rs 250 and that from the sale of one chair a profit of Rs 75. He wants to know how many
tables and chairs he should buy from the available money so as to maximise his total profit, assuming that he can
sell all the items which he buys. Formulate as an LPP.
 Diet problem
A dietician wishes to mix two types of foods in such a way that vitamin contents of the mixture contain at least 8
units of vitamin A and 10 units of vitamin C. Food ‘I’ contains 2 units/kg of vitamin A and 1 unit/kg of vitamin C.
Food ‘II’ contains 1 unit/kg of vitamin A and 2 units/kg of vitamin C. It costs Rs 50 per kg to purchase Food ‘I’
and Rs 70 per kg to purchase Food ‘II’. Formulate this problem as a linear programming problem to minimise the
cost of such a mixture.
•
 Allocation problem
A cooperative society of farmers have 50 hectares of land to grow crops X and Y. The profit from crops X and Y
per hectare are estimated as Rs 10,500 and Rs 9,000 respectively. To control weeds, a liquid herbicide has to be
used for crops X and Y at rates of 20 litres and 10 litres per hectare. Further, no more than 800 litres of herbicide
should be used in order to protect fish and wild life using a pond which collects drainage from this land. How
much land should be allocated to each crop so as to maximise the total profit of the society.
 Manufacturing problem
A manufacturing company makes two models A and B of a product. Each piece of Model A requires 9 labour
hours for fabricating and 1 labour hour for finishing. Each piece of Model B requires 12 labour hours for
fabricating and 3 labour hours for finishing. For fabricating and finishing, the maximum labour hours available
are 180 and 30 respectively. The company makes a profit of Rs 8000 on each piece of model A and Rs 12000 on
each piece of Model B. How many pieces of Model A and Model B should be manufactured per week to realise a
maximum profit? What is the maximum profit per week?
 Graphical Solution to LPP
• Step 1: Convert any type of inequality constraint to equality

• step2: Draw the lines corresponding to equality constraints and also for the non-negativity constraints

• step3: Consider the original constraints and shade the corresponding region in the first quadrant

• step4: repeat steps 1-3 for all constraints

• step5: find the region in the first quadrant which is the most common for all the constraints. This region
if it exists is called the feasible region

• step6: either the feasible regions is convex and is bounded in which case the optimal solution exists
and lies at one of the vertices of the convex region

• now find all the vertices , evaluate the objective function at these corner points and pick up the
optimal value
 Solve graphically
• 1)Maximize Z = 4x+y

subject to constraints: x+y< =50

3x+y<=90

x, y >=0

2) Diet Problem - Minimize Z= 50x+70y

subject to constraints: 2x+y >=8

x+2y >= 10

x, y >=0

 Exercise for homework

• Solve the following linear programming problem graphically

Minimize Z =200x+500y

subject to the constraints: x+2y>=10

3x+4y<=24

x, y >= 0

 Simplex method for LPP

• The simplex method, developed by G. B.Dantzig is an iterative procedure for solving linear
programming problems expressed in standard form

• General steps:

• Start with an initial basic feasible solution in canonical form

• Improve the initial solution if possible by finding another basic feasible solution with a
better objective function value. At this step the simplex method implicitly eliminates
from consideration all those basic feasible solutions whose objective function values
are worse than the present one.

• Continue to find better basic feasible solutions improving the objective function
value .When a particular BFS cannot be improved further , it becomes an optimal
solutions and the simplex method terminates
Linear Program in standard form
• Standard form of LPP must have following three characteristics:

• Objective function is of maximization/minimization type

• All the constraints are expressed as equations

• All the decision variables are restricted to nonnegative

• The right hand side constant of each constraint is non-negative

• In Matrix notation it can be expressed as :

• Maximize(Minimize) Z = cx

• Subject to: Ax = b

• x>=0

• b>=0 where A is an m x n matrix , x is an n x 1 column vector, b is an m x 1 column vector and c is a 1 x n

row vector

• The standard form of an LPP with m constraints and n variables can be represented as follows:
 Condition for Optimality
• In a maximisation problem, a basic feasible solution is optimal if the relative profits of its non basic variables are all negative or
zero

• Preparing the LPP for a simplex method:

• Every constraint must be converted to equality

• the resource constraints must be >=0

• every equation must have a basic variable

• a basic variable is defined as a variable which appears with a coefficient of +1 in one equation and zero in the remaining
equations

• slack variable:

• When a constraint is of <= type use a slack variable;

• Surplus variable:

• when a constraint is of >= type use a surplus variable

 Artificial Variables
• In the case of a “ >=“ constraint , they satisfy the equation by introducing
a surplus variable.But this does not satisfy the purpose of a basic variable

• Hence we introduce an artificial variable “A>= 0 “ to the ‘>= ‘ constraints

and equality constraints

• It is added to satisfy the need of a basic variable

• Coefficient of Artificial variable in objective function: For Maximization

problem we add a “-M” to the objective function and for a minimisation
problem we add “+M” to the objective function where “M” is a very large
number
Preparing the problem for a simplex table
• Every constraint must be converted to equality(with the help of slack or
surplus variables)

• resource constraints must all be positive(RHS)

• Every equation must have a basic variable

 Example
• solve using simplex method

• Maximize Z= 3x1+2x2

• subject to :

• -x1+2x2<= 4

• 3x1+2x2 <=14

• x1-x2 <=3

• x1,x2>=0
 Practice Problem
• Solve using Simplex method

• Maximize Z = 3x1+4x2

• Subject to : x1 +x2 <=450

• 2x1+ x2 <= 600 ; x1, x2 >=0