Scribd
Upload
0 views8 pages

Linear-Programming1

Linear Programming (LP) is a mathematical method for optimizing an objective function under linear constraints, widely used in various fields such as business and engineering. Key components include decision variables, an objective function, and constraints, with methods like the Simplex and Graphical methods for finding solutions. Applications range from resource allocation in business to production planning in manufacturing.

Uploaded by

patnaan037
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as PDF, TXT or read online on Scribd
0 views8 pages

Linear-Programming1

Linear Programming (LP) is a mathematical method for optimizing an objective function under linear constraints, widely used in various fields such as business and engineering. Key components include decision variables, an objective function, and constraints, with methods like the Simplex and Graphical methods for finding solutions. Applications range from resource allocation in business to production planning in manufacturing.

Uploaded by

patnaan037
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as PDF, TXT or read online on Scribd
You are on page 1/ 8

Linear Programming (LP)

Definition:
Linear Programming (LP) is a mathematical technique used to optimize an objective function
subject to a set of linear constraints. It is widely used in operations research, economics,
engineering, and business for resource allocation, scheduling, and decision-making.

Key Components of Linear Programming:

1. Decision Variables:
o These are the variables that determine the outcome of the problem.
o Example: In a production problem, x1x_1x1 and x2x_2x2 could represent the number of
two different products manufactured.
2. Objective Function:
o This is the function to be maximized or minimized.
o Example: Maximizing profit or minimizing cost.
o It takes the form:

Z = c1x1+c2x2+⋯+cnxn
where ci are the coefficients representing profit, cost, etc.

3. Constraints:

• These are limitations on the decision variables.


• They are expressed as linear inequalities or equalities.
• Example:

a1x1+a2x2≤b
where ai are resource coefficients and b is the available resource.

Non-Negativity Restriction:

• Variables must be non-negative (xi≥0) since negative values may not be meaningful in
real-world scenarios.

Formulation of an LP Problem:

Example: A company produces two types of products: A and B.

• Profit per unit: $5 for A, $4 for B.


• Limited resources:
o Material: 3 units per A, 2 units per B (Total available: 18 units).
o Labor: 2 hours per A, 2 hours per B (Total available: 12 hours).
• The company wants to maximize profit.

LP Formulation:

1. Decision Variables:
o Let x1 = number of units of A
o Let x2 = number of units of B
2. Objective Function:
Maximize Z=5x1+4x2

3. Constraints:

Material constraint:
3x1+2x2≤18

Labor constraint:
2x1+2x2≤12

Non-negativity:
x1,x2≥0

Solution Methods:

1. Graphical Method (For Two Variables Only):

Plot the constraints as lines on a graph.


Identify the feasible region where all constraints are satisfied.
Find the optimal point (usually a vertex of the feasible region).

2. Simplex Method:
An iterative algebraic approach for solving LP problems with multiple variables.
Efficient for large-scale problems.

3. Dual Simplex Method:


A variation of the simplex method used for cases with infeasible initial solutions.

4. Interior-Point Methods:
Alternative to simplex, often used in modern optimization software for large problems.

Applications of Linear Programming:

1. Business & Economics:


o Maximizing profit, minimizing costs, resource allocation.
2. Manufacturing:
o Production planning, inventory management.
3. Transportation & Logistics:
o Optimizing shipping routes, vehicle scheduling.
4. Agriculture:
o Crop selection, land allocation.
5. Healthcare:
o Hospital resource allocation, staff scheduling.

Conclusion:

Linear programming is a powerful tool for decision-making in various fields. By modeling real-
world problems as linear equations and inequalities, it helps find optimal solutions that maximize
efficiency and minimize costs.
Simplex Method

We will solve the following linear programming problem using the Simplex Method:

Problem Statement:

Maximize Z=3x1+5x2
Subject to the constraints:

x1+2x2≤4

3x1+2x2≤6

x1 ,x2 ≥ 0
Step 1: Convert to Standard Form

Introduce slack variables s1 and s2 to convert inequalities into equalities:

x1+2x2+s1=4

3x1+2x2+s2=6
The new objective function (in standard form) remains:

Z=3x1+5x2+0s1+0s2

Now, our basic variables are s1 and s2, and our non-basic variables are x1 and x2.

Step 2: Set Up the Initial Simplex Tableau

Basis x1 x2 s1 s2 RHS
S1 1 2 1 0 4
S2 3 2 0 1 6
Z-row -3 -5 0 0 0

• The bottom row is the objective function row.


• The rightmost column (RHS) represents the constraints' values.

Step 3: Identify Pivot Column (Entering Variable)

• The most negative value in the Z-row indicates the entering variable.
• The most negative coefficient is -5 under x2, so x2 enters.

Step 4: Identify Pivot Row (Leaving Variable)

• Compute the Minimum Ratio Test:


4
= 2
2

6
= 3
2

• The smallest positive ratio is 2, so s1 leaves.


• The pivot element is 2 (from row 1, column x2).

Step 5: Pivot Operation

• Divide the pivot row by the pivot element (to make it 1).
• Use row operations to make other values in the pivot column zero.

New Tableau After Pivoting:

Basis x1 x2 s1 s2 RHS
x2 0.5 1 0.5 0 2
s2 2 0 -1 1 2
Z-row -0.5 0 2.5 0 10

Step 6: Check for Optimality

• No negative values remain in the Z-row.


• Optimal solution is reached.

Step 7: Extract Solution

• x1=0, x2=2, Z=10


• Optimal Solution: (x1, x2)=(0,2) with Maximum Z = 10.

Conclusion

Using the Simplex Method, we found that the maximum value of Z = 10 occurs at x1=0,
x2=2

Simplex Method (Step-by-Step Solution)

We will solve the following linear programming problem using the Simplex Method.

Problem Statement

Maximize:

You might also like