LINEAR

PROGRAMMING
A Maximization Model Example
Step 1. Define the decision variables
Step 2. Define the objective function
Step 3. Define the constraints
A Minimization Model Example
A minimization problem is
formulated the same basic way as a
maximization problem, except for a
few minor differences.
A Minimization Model Example
A farmer is preparing to plant a crop in the
spring and needs to fertilize a field. There are
two brands of fertilizer to choose from,
Super-gro and Crop-quick. Each brand yields
a specific amount of nitrogen and phosphate
per bag, as follows:
A Minimization Model Example
 Chemical Contribution Brand NITROGEN PHOSPHATE
(LB./BAG) (LB./BAG)
Super-gro 2 4
Crop-quick 4 3
The farmer's field requires at least 16 pounds of nitrogen and 24
pounds of phosphate Super-gro costs $6 per bag, and Crop-quick
costs $3. The farmer wants The farmer wants to know how many
bags of each brand to purchase in order to minimize the total cost
of fertilizing.
Model Formulation
Step 1. Define the decision variables
How many bags of Super-gro and Crop- quick to buy
Step 2. Define the objective function
Minimize cost
Step 3. Define the constraints
The field requirements for nitrogen and phosphate
Decision Variables
x1 = bags of Super-gro
x2 = bags of Crop-quick
minimize Z = $6x1 + 3x2
2x1 + 4x2 ≥ 16 lb.
4x1 + 3x2 ≥ 24 lb.
x1, x2 ≥ 0
Surplus Variable
Greater than or equal to constraints cannot
be converted to equations by adding slack
variables, as with constraints.
A surplus variable is subtracted from a
constraint to convert it to an equation (=).
Surplus Variable
minimize Z = $6x1 + 3x2
Subject to
2x1 + 4x2 ≥ 16 lb. 2x1 + 4x2 - S1 = 16
4x1 + 3x2 ≥ 24 lb. 4x1 + 3x2 - S2 = 24
x1 , x 2 ≥ 0
S1 = 24
S2 = 6
Surplus Variable
The standard form of the linear programming model is:
minimize Z = $6x1 + 3x2 + S1 + S2
Subject to
2x1 + 4x2 - S1 = 16
4x1 + 3x2 - S2 = 24
x1, x2, S1, S2 ≥ 0
Graphical Solution
X2
X1 = 0
12
X2 = 8
10 S1 = 16

8 . A
S2 = 0
Z = 24 X1 = 4.8
6 X2 = 1.6
S1 = 0 X1 = 8
4 X2 = 0
S2 = 0

.
B Z = 33.6 S1 = 0

.
2 S2 = 8
C Z = 48
0 2 4 6 8 10 12 X1
Irregular Types of Linear
Programming Problems
 There are several special types of atypical linear
programming problems. These special types include
problems with more than one optimal solution, infeasible
problems, and problems with unbounded solutions.
For some linear programming models, the general rules
do not always apply.
Multiple Optimal Solutions
 Consider the Beaver Creek Pottery Company example,
with the objective function changed from Z = 40x1 + 50x2 to
Z = 40x1 + 30x2
maximize Z = $40x1 + 30x2
subject to
x1 + 2x2 ≤ 40 hr. of labor
4x1 + 3x2 ≤ 120 lb. of clay
x1, x2 ≥ 0
Graphical Solution
X2 Point B Point C
40 X1 = 24 X1 = 30
X2 = 8 X2 = 0
30 Z = 1,200 Z = 1,200

20 . A

10
. B

0
10 20
.
30
C
40 X1
Multiple Optimal Solutions
•Alternate optimal solutions are at the endpoints of the
constraint line segment that the objective function parallels.
•Multiple optimal solutions provide greater flexibility to the
decision maker.
An Infeasible Problem
•In some cases, a linear programming problem has no
feasible solution area; thus, there is no solution to the
problem.
Example: maximize Z = 5x1 + 3x2
subject to
4x1 + 2x2 ≤ 8
x1 ≥ 4
x2 ≥ 6
Graphical Solution
X2
X1 = 4
12

.
10

8 C

.
6 X2 = 6
4

.
B
4x1 + 2x2 = 8
2
A
0 2 4 6 8 10 12 X1
An Infeasible Problem
•An infeasible problem has no feasible solution
area; every possible solution point violates one
or more constraints
An Unbounded Problem
•In some problems the feasible solution area
formed by the model constraints is not closed.
In these cases it is possible for the objective
function to increase indefinitely without ever
reaching a maximum value because it never
reaches the boundary of the feasible solution
area.
An Unbounded Problem
•In an unbounded problem the objective function can
increase indefinitely without reaching a maximum
value.
• Example: maximize Z = 4x1 + 2x2
Subject to
x1 ≥ 4
x2 ≤ 2
x 1, x 2 ≥ 0
Graphical Solution
X2
12

10

0 2 4 6 8 10 12 X1
An Unbounded Problem
•The solution space is not completely closed in.