Chapter 2.

Linear Programming
INTRODUCTION
• The development of linear programming has
been ranked among the most important scientific
advances of the mid-20th century.

• Today it is a standard tool that has saved many

thousands or millions of dollars for most
companies or businesses of even moderate size
in the various industrialized countries of the
world; and its use in other sectors of society has
been spreading rapidly.
INTRODUCTION
• The most common type of application involves
the general problem of allocating limited
resources among competing activities in a best
possible (i.e., optimal) way.

• This problem involves selecting the level of

certain activities that compete for scarce
resources that are necessary to perform those
activities.
INTRODUCTION
• The choice of activity levels then dictates how
much of each resource will be consumed by each
activity.

• The variety of situations to which this

description applies is diverse, however, the one
common ingredient in each of these situations is
the necessity for allocating resources to activities
by choosing the levels of those activities.
INTRODUCTION
• Linear programming uses a mathematical model
to describe the problem of concern.

• The adjective linear means that all the

mathematical functions in this model are
required to be linear functions.

• The word programming does not refer here to

computer programming; rather, it is essentially a
synonym for planning.
INTRODUCTION
• Thus, linear programming involves the planning
of activities to obtain an optimal result, i.e., a
result that reaches the specified goal best
(according to the mathematical model) among all
feasible alternatives.

• A remarkably efficient solution procedure, called

the simplex method, is available for solving linear
programming problems of even enormous size.
LINEAR PROGRAMMING
• Linear programming (LP) may be defined as the
problem of maximizing or minimizing a linear
function that is subjected to linear constraints.

• The constraints may be equalities or inequalities. The

optimization problems involve the calculation of
profit and loss.

• Linear programming problems are an important class

of optimization problems, that helps to find the
feasible region and optimize the solution in order to
have the highest or lowest value of the function.
LINEAR PROGRAMMING
• Linear programming is considered as an optimization
method to maximize or minimize the objective
function of the given mathematical model with the set
of some requirements which are represented in the
linear relationship. The main aim of the linear
programming problem is to find the optimal solution.

• Linear programming is the method of considering

different inequalities relevant to a situation and
calculating the best value that is required to be
obtained in those conditions.
CHARACTERISTICS OF LINEAR PROGRAMMING

• The following are the characteristics of the linear

programming problem:

• Constraints – The limitations should be expressed in

the mathematical form, regarding the resource.

• Objective Function – In a problem, the objective

function should be specified in a quantitative way.

• Linearity – The relationship between two or more

variables in the function must be linear. It means that
the degree of the variable is one.
CHARACTERISTICS OF LINEAR PROGRAMMING

• Finiteness – There should be finite and infinite input

and output numbers. In case, if the function has
infinite factors, the optimal solution is not feasible.

• Non-negativity – The variable value should be

positive or zero. It should not be a negative value.

• Decision Variables – The decision variable will decide

the output. It gives the ultimate solution of the
problem. For any problem, the first step is to identify
the decision variables.
EXAMPLE PROBLEM
• The WYNDOR GLASS CO. produces high-quality glass
products, including windows and glass doors. It has
three plants. Aluminum frames and hardware are
made in Plant 1, wood frames are made in Plant 2,
and Plant 3 produces the glass and assembles the
products.

• Because of declining earnings, top management has

decided to revamp the company’s product line.
Unprofitable products are being discontinued,
releasing production capacity to launch two new
products having large sales potential:
EXAMPLE PROBLEM
• Product 1: An 8-foot glass door with aluminum
framing
• Product 2: A 4x6 foot double-hung wood-framed
window

• Product 1 requires some of the production capacity in

Plants 1 and 3, but none in Plant 2. Product 2 needs
only Plants 2 and 3. The marketing division has
concluded that the company could sell as much of
either product as could be produced by these plants.
EXAMPLE PROBLEM
• However, because both products would be competing
for the same production capacity in Plant 3, it is not
clear which mix of the two products would be most
profitable. Therefore, an OR team has been formed to
study this question.

• The OR team began by having discussions with upper

management to identify management’s objectives for
the study. These discussions led to developing the
following definition of the problem:
EXAMPLE PROBLEM
• Determine what the production rates should be for
the two products in order to maximize their total
profit, subject to the restrictions imposed by the
limited production capacities available in the three
plants. (Each product will be produced in batches of
20, so the production rate is defined as the number of
batches produced per week.) Any combination of
production rates that satisfies these restrictions is
permitted, including producing none of one product
and as much as possible of the other.
EXAMPLE PROBLEM
• The OR team also identified the data that needed to
be gathered:

1. Number of hours of production time available per

week in each plant for these new products. (Most of the
time in these plants already is committed to current
products, so the available capacity for the new products
is quite limited.)

2. Number of hours of production time used in each

plant for each batch produced of each new product.
EXAMPLE PROBLEM
3. Profit per batch produced of each new product. (Profit
per batch produced was chosen as an appropriate
measure after the team concluded that the incremental
profit from each additional batch produced would be
roughly constant regardless of the total number of
batches produced. Because no substantial costs will be
incurred to initiate the production and marketing of
these new products, the total profit from each one is
approximately this profit per batch produced times the
number of batches produced.)
EXAMPLE PROBLEM
• Obtaining reasonable estimates of these quantities
required enlisting the help of key personnel in
various units of the company.

• Staff in the manufacturing division provided the data

in the first category above. Developing estimates for
the second category of data required some analysis
by the manufacturing engineers involved in designing
the production processes for the new products.
EXAMPLE PROBLEM
• By analyzing cost data from these same engineers
and the marketing division, along with a pricing
decision from the marketing division, the accounting
department developed estimates for the third
category.

• The OR team immediately recognized that this was a

linear programming problem of the classic product
mix type, and the team next undertook the
formulation of the corresponding mathematical
model.
EXAMPLE PROBLEM
FORMULATION AS A LINEAR PROGRAMMING
PROBLEM
FORMULATION AS A LINEAR PROGRAMMING
PROBLEM
 • The objective is to choose the values of and so as to
maximize Z = + 5, subject to the restrictions imposed
on their values by the limited production capacities
available in the three plants.

• Table 3.1 indicates that each batch of product 1

produced per week uses 1 hour of production time
per week in Plant 1, whereas only 4 hours per week
are available.
FORMULATION AS A LINEAR PROGRAMMING
PROBLEM
 • This restriction is expressed mathematically by the
inequality . Similarly, Plant 2 imposes the restriction that .

• The number of hours of production time used per week in

Plant 3 by choosing and as the new products’ production
rates would be . Therefore, the mathematical statement of
the Plant 3 restriction is 18.

• Finally, since production rates cannot be negative, it is

necessary to restrict the decision variables to be
nonnegative: and .
FORMULATION AS A LINEAR PROGRAMMING
PROBLEM
 • To summarize, in the mathematical language of linear
programming, the problem is to choose values of and
so as to