A STUDY ON LINEAR PROGRAMMING

PROBLEMS AND THEIR SOLUTION METHODS.

PRESENTER: ALTAF
HUSHEN
6Th SEMESTER,MTMG
DEPT. OF MATHEMATICS
GDC, DHARMANAGAR
 INTRODUCTION

Linear programming is a mathematical technique used for

optimizing ,specifically to find the best outcome in a mathematical model
with linear relationships. In the domain of decision making and resources
allocation, linear programming provides a systematic way to optimize
processes, maximize profits , minimize costs or achieve other desired
objectives. It is widely used in various fields such as economics, engineering,
finance, transportation and managements. At its core, linear programming
deals with maximizing or minimizing a linear objective function subject to
linear equality and inequality constraints.
 HISTORICAL VIEW

The concept of linear programming was developed during the late 1930s
and early 1940s.The pivotal moment came i8n 1947 when George B.
Dantzig introduced the simplex method, an algorithm to solve linear
programming problem efficiently. Before Dantzig, optimization in linear
systems lacked a systematic approach. His hard work provided a practical
tool for solving large-scale optimization problems and laid the foundation
for modern operations research. Over the decades linear programming has
evolved with further theoretical advancements and making it a
fundamental tool in fields such as economics, engineering , military
planning and logistics.
 DEFINITION OF LPP
A linear programming problem is a mathematical optimization problem
that maximizing or minimizing a linear objective function to a set of
linear equality or inequality constraints.
The general form of a linear programming problem is as
follows :
Maximize or Minimize z= c1x1 +c2x2+……+cnxn
Subject to a11x1 + a12x2 +……+ a1nxn (≥,=,≤)b1

a21 x1 + a22x2 +……+ a2nxn (≥,=,≤)b2

.
.
am1x1+am2x2+……+amn xn(≥,=,≤)bm
KEY COMPONENTS OF LPP

Objective Functions
Decision Variables
Constraints
None-Negativity Restriction
 DIFFERENT TYPES OF VARIABLES IN LPP

Decision Variable: These are the primary variables that the decision maker can control or
decide upon to optimize the objective function.
Basic Variable: Basic variables are those that correspond to the basic feasible solution.
These variables have non-zero values in the optimal solution .
Non-Basic Variable: These are the remaining variables that are not part of the basic
solution . They are usually set to zero in the optimal solution.
Slack Variable: A slack variable is variable that is added to an inequality constraint to
transform it into an equality.
Surplus Variable: A surplus variable is a variable that is subtracted to an inequality
constraint to transform it into an equality.
Artificial Variable: If some constraints are of ‘=` or ‘≥` type , then we can not get the
starting BFS. In such cases we introduce a new variable called artificial variable to get
starting BFS.
 FORMULATION OF AN LPP

Steps to Formulate an LPP:

 Define the decision variables.
 Write the objective function as a linear equation.
 Write the constraints as linear inequalities or equations.
 Include non-negativity restrictions.

Example:
A resourceful home decorator manufactures two types of lamps say A
and B. Both lamps go through two technicians, first a cutter second a
finisher. Lamp A requires 2 hours of the cutter’s time and 1 hour of the
finishers time. Lamp B requires 1 hour of cutter’s and 2 hours of
finishers time. The cutter has 104 hours and finishers 76 hours of time
available each month. Profit on one lamp A is Rs 6 and the lamp B is Rs
11. Formulate this problem as a LPP.
Solution:
Let the decorator manufacture X1 and X2 lamp of types A and B respectively.
Therefore total profit(in Rs) Z= 6x1+11x2
Total time of the cutter used in preparing X1 lamp of type A and X2 type of B is
2x1+x2
Since cutter has 104 hours only for each month
Therefore, 2x1+x2≤104
Similarly, the total time of the finisher used in preparing X 1 lamps of type A and X2
of type B is x1+2x2≤76
Hence the decorator problem is to find X1 ,X2 which
Maximize Z= 6x1 +11x2
Subject to 2x1+x2 ≤104
x1+2x2 ≤76
x1 ,x2 ≥0
 SOME IMPORTANT DEFINITION

Basic solution: A basic solution refers to a solution obtained by setting n-m

variables to zero and the vectors associated to m variables are linearly
independent, where ‘n’ is the number of variables and ‘m’ is the number of
constraints.
Degenerate Basic Solution: A basic solution is called degenerate basic
solution if one or more of the basic variables are zero.
Non-Degenerate Basic Solution : A basic solution is called non-degenerate
basic solution if none of the basic variables is zero.
Feasible Solution: A feasible solution is a set of values for the decision
variables that satisfies all of the problems constraints including any non
negativity restrictions if applicable.
Basic Feasible Solution: A feasible solution which is also basic is called
basic feasible solution.
Convex Combination: A convex combination of a finite number of points
x1,x2,……,xn is defined as a linear combination X= λ 1x1 +λ2x2 +…..+λn
xn ,where λi is real and ≥0,For all i=1,2,….,n and λ 1 +λ2+…..+λn = 1
Convex Set: A set of points is said to be convex if the convex combination
of any two points in the set, is also in the set.
Extreme point: A point x in a convex set ‘c’ is called an extreme point if
x cannot be expressed as a convex combination of any two distinct points x 1
and x1 in ‘c’.
DIFFERENT TYPES OF SOLUTION METHODS FOR
LPP
GRAPHICAL
METHOD
If the objective function be a function of two decision variable , then
the problem can easily be solved graphically.

Example: Maximize Z= 2x1 + 3x2

Subject to x1 +x2 ≤1
3x1+x2 ≤3
x1,x2≥0
Solution: By replacing all the inequality constraints by equations
x1+x2=1 …..(1)
2x1+x2=3…..(2)
Now we draw the of equation (1) and (2)
 X1

2
A(1,0)
B(0,1)
X2
O(0,0) 1 2 3 4

x1+x2=1
3x1+x2=3

Feasible region is shaded in the graph.

Therefore , extreme points are O(0,0),A(1,0) and
B(0,1).
Now, ZO=0, ZA=2 and ZB=3
Therefore the optimal solution is Z=3 at x 1=0,x2=1
 SIMPLEX METHOD

A systematic procedure for solving linear programming problem

with more than two variables.

Example: Maximize Z=60x1+50x2

Subject to x1+2x2≤40
3x1+2x2≤60
x1,x2 ≥0
Solution: Introducing slack variable s1 ,s2 given LPP can be
written in standard form
Maximize Z= 60x1+50x2+0s1+0s2
subject to x1+2x2+s1+0s2 =40
3x1+2x2+0s1+s2=60
x1,x2,s1,s2≥0
Now we construct the initial simplex table
Cj 60 50 0 0
CBi soluti Min
B.V x1 x2 s1 s2 on ratio

0 s1 1 2 1 0 40 40
0 s2 3 2 0 1 60 20
Zj -Cj -60 -50 0 0
0 s1 0 4/3 1 -1/3 20 15
60 x1 1 2/3 0 1/3 20 30
Z –Cj 0 -10 0 20
50 x2 0 1 ¾ -1/4 15
60 X1 1 0 -1/2 1/2 10
SinceZall Zj–Cj≥0.Therefore the solution is optimal and is given by
j -Cj 0 0 30/4 70/4
Z=1350 at x1=10 and x2=15
 BIG M METHOD

The Big M method is a variant of the simplex method used for solving linear
programming problems that include artificial variables.
Example: Maximize Z= x1+5x2
Subject to 3x1+4x2≤6
x1+3x2≥3
x1,x2≥0
Solution: Introducing slack variable S1 ,surplus variable S2 and artificial
variable A1, given LPP can be written in standard form—
Maximize Z=x1 +5x2+0s1+0s2 –MA1
Subject to 3x1+4x2+s1+0s2+0A1=6
x1 + 3x2+0s1 - s2 + A1=3
x1 ,x2,s1,s2,A1≥0
 Now we construct the initial simplex table
Cj 1 5 0 0 -M
CBi soluti Min
B.V x1 x2 s1 s2 A1 on ratio

0 S1 3 4 1 0 0 6 3/2
-M A1 1 3 0 -1 1 3 1
Zj-cj -M-1 -3M-5 0 M 0
0 S1 5/3 0 1 4/3 - 2 3/2
5 x2 1/3 1 0 -1/3 - 1 -
Zj-cj 2/3 0 0 -5/3 -
0 S2 5/4 0 ¾ 1 - 3/2
5 x2 3/4 1 1/4 0 - 3/2
Z -c 11/4 0 5/4 0
Since allj Zj j–Cj≥0.Therefore the solution is optimal and is given by
Z=15/2 at x1=0,x2=3/2.
 TWO PHASE METHOD

•The two phase method is a systematic approach used in linear programming to find
the optimal solution to problems, especially when they include artificial variables.
Example: Maximize Z=2x 1+3x2+x3
Subject to -3x1+2x2+3x3=8
3x1+4x2+2x3=7
x1,x2,x3≥0
Solution: Introducing artificial variable A1,A2 given LPP can be written in standard
form, Maximize Z=2x1+3x2+x3–MA1-MA2
Subject to -3x1+2x2+3x3+A1+0A2=8
3x1+4x2+2x3+0A1+A2=7
x1,x2,x3,A1,A2≥0
Now we solve this LPP by two phase method
Phase 1: For phase-1 objective function is Maximize Z*= -A1–A2
Now we construct the initial simplex table
Cj 0 0 0 -1 -1
CBi soluti Min
B.V x1 x2 x3 A1 A2 on ratio

-1 A1 -3 2 3 1 0 8 4
-1 A2 3 4 2 0 1 7 7/4
Zj-cj 0 -6 -5 0 0
-1 A1 -9/2 0 2 1 - 9/2 9/4
0 x2 3/4 1 1/2 0 - 7/2 7/2
Zj-cj 9/2 0 -2 0 -
0 X3 -9/4 0 1 - - 9/4
0 x2 15/8 1 0 - - 5/8
Zj-cj 0 0 0 -
Since all Zj –Cj ≥0, Now we pass to Phase 2
Phase 2: For phase two objective function is to be maximize
Z=2x1 +3x2 +x3.
From final simplex table of Phase 1 we have

Cj 2 3 1
CBi Solut Min
B.V x1 x2 x3 ion ratio

1 X3 -9/4 0 1
3 X2 15/8 1 0
Zj – c j 11/8 0 0
Since all Zj–Cj≥0.Therefore the solution is optimal
and is given by Maximize Z=33/8 at
x1=0,x2=5/8,x3=9/4.
 APPLICATION OF LPP IN REAL LIFE

 Transportation : Determining the most efficient routing of delivery

trucks to minimize costs and times.
Manufacturing: Determining the optimal mix of products to maximize
profit or minimize costs while adhering to resource constraints .
Healthcare: Allocating resources such as staff, equipment and budget to
maximize efficiency and service quality.
Agriculture: Planning crop production to maximize yield or profit given
constraints on resources such as water ,labour and land .
Energy: optimizing the mix of energy sources to meet demand at the
lowest cost while satisfying regulatory and environmental constraints.
 CONCLUSION

Linear programming is a powerful tool for optimizing decision

making in numerous fields .The development of solution methods
like the Simplex Method has revolutionized decision making
processes ,enabling businesses and organizations to achieve their
objective efficiently and makes it invaluable for both theoretical
analysis and practical applications. The versatility and effectiveness
of linear programming making it a cornerstone of operation research
, providing valuable insights and optimal solutions to complex
problems.
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a nk
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