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Linear Programming Problem (LPP) 343
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Linear Programming
Problem (LPP)
Linear programming problem is one that is concerned with finding the
maximum or minimum value of a linear function of several variables,
subject to conditions that the variables are non-negative and satisfy a
set of linear inequalities.
Note: Variables are sometimes called decision variables.
Objective Function
The linear function which is to be optimised (maximised/minimised) is
called an objective function.
Constraints
The system of linear inequations under which the objective function is
to be optimised is called constraints.
Non-negative Restrictions
All the variables considered for making decisions assume non-negative
values.
Optimal Value
The maximum or minimum value of an objective function is known as
the optimal value of LPP.
Mathematical Description of a General Linear
Programming Problem
A general LPP can be stated as (Max/Min)
Z = c1x1 + c2x2 + ... + cn xn (Objective function) subject to constraints
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344 Handbook of Mathematics
a11 x1 + a12 x2 + ... + a1n xn (≤ = ≥ )b1
a x + a x + ... + a x ( ≤ = ≥ )b
21 1 22 2 2n n 2
..................... ....................
... .................. ....................
am 1 x1 + am 2 x2 + ... + am n xn (≤ = ≥ ) bm and the non-negative restrictions
x1 , x2 ,..., xn ≥ 0 where all a11 , a12 ,..., amn ; b1 , b2 ,..., bm ; c1 , c2 ,..., cn
are constants and x1 , x2 ,..., xn are variables.
Some Basic Definitions
(i) Feasible Region The common region determined by all the
constraints including non-negative constraints is called the
feasible region (or solution region)
(ii) Feasible Solution of a LPP A set of values of the variables
x1 , x2 ,..., xn satisfying the constraints and non-negative
restrictions of a LPP is called a feasible solution of the LPP.
or Points within and on the boundary of the feasible region
represent feasible solutions of the constraints.
(iii) Optimal Solution of a LPP A feasible solution of a LPP is
said to be optimal (or optimum), if it also optimises the objective
function of the problem.
(iv) Extreme Point Theorem An optimum solution of a LPP, if it
exists, occurs at one of the extreme points (i.e. corner points) of
the feasible region.
Note If two corner points of the feasible region are optimal solutions of same
type, then any point on the line segment joining these two points is also an
optimal solution of the same type.
Solution of Simultaneous Linear Inequations
The solution set of a system of simultaneous linear inequations is the
region containing the points ( x , y ) which satisfy all the inequations of
the given system simultaneously.
To draw the graph of the simultaneous linear inequations, we find the
region of the xy-plane, common to all the portions comprising the
solution sets of the given inequations. If there is no region common to
all the solutions of the given inequations, we say that the solution set
of the system of inequations is empty.
Note The solution set of simultaneous linear inequations may be an empty set
or it may be the region bounded by the straight lines corresponding to given
linear inequations or it may be an unbounded region with straight line
boundaries.
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Linear Programming Problem (LPP) 345
Working Rule to Draw the Graph of an Inequation
(i) Consider the constraint ax + by ≤ c, where a 2 + b2 ≠ 0 and c > 0.
Firstly, draw the straight line ax + by = c. For this find two
convenient points satisyfying this equation and then join them.
This straight line divides the xy-plane in two parts. The
inequation ax + by ≤ c will represent that part of the xy-plane in
which the origin lies.
(ii) Again, consider the constraint ax + by ≥ c, where a 2 + b2 ≠ 0
and c > 0.
Draw the straight line ax + by = c by joining any two points on it.
This straight line divides the xy-plane in two parts. The
inequation ax + by ≥ c will represent that part of the xy-plane,
in which the origin does not lie.
Graphical Method of Solving a Linear
Programming Problem
This method of solving a LPP is based on the principle of extreme point
theorem, referred as corner point method.
The method comprises of the following steps
(i) Consider each constraints as an equation.
(ii) Plot the graph of each equation each of these will geometrically
represent a straight line.
(iii) Find the feasible region.
(iv) Determine the vertices (corner points) of the feasible region.
(v) Find the values of the objective function at each of the extreme
points.
(vi) (a) If region is bounded, then maximum (say M) or minimum
(say m) value out of these values obtained in point (v), is the
required maximum or minimum value of the objective
function.
(b) If region is unbounded, then maximum (say M) or minimum
(say m) value out of these values obtained in point (v) may
or may not be required maximum or minimum value of the
objective function. In this case, we go to next point.
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346 Handbook of Mathematics
(vii) Suppose the given objective function is ax + by , then for
maximum value draw the graph of inequality ax + by > M and
for minimum value draw the graph of ax + by < m. If open half
plane obtained by these inequalities has no point in common
with the feasible region obtained in point (iv), then M or m is the
required maximum or minimum value. Otherwise, objective
function has no maximum or no minimum value.
Different Types of Linear Programming Problems
(i) Diet Problems In these types of problem, we have to find the
amount of different kinds of constituents/ nutrients which
should be included in a diet, so as to minimise the cost of the
desired diet.
(ii) Manufacturing Problems In these types of problem, we
have to find the number of units of different product which
should be produced and sold by a firm when each product
requires a fixed manpower, machine hours, etc in order to make
maximum profit.
(iii) Transportation Problems In these types of problem, we
have to determine a transportation schedule in order to find the
minimum cost of transporting a product from plants/factories
situated at different locations to different markets.