Math 5 Module

Philippine School of Business Administration
826 R. PAPA STREET, SAMPALOC MANILA
1. SYSTEMS OF LINEAR EQUATIONS

System of Linear Equation
- Is the common point (ordered pair) of any two given linear equation
𝑎1 𝑥 + 𝑏1 𝑦 = 𝑐1 1st
EQUATION
𝑎2 𝑥 + 𝑏2 𝑦 = 𝑐2 2 nd N
Standard form 𝑎𝑥 + 𝑏𝑦 = 𝑐
Terminologies:
 TYPES
 INCONSISTENT – It has empty set for its solution & the graphs consists
of two parallel lines
𝑎1 𝑏1 𝑐
Ex. = ≠ 𝑐1
𝑎2 𝑏2 2
 DEPENDENT EQUATION – It consists an infinite numbers of

solutions and the graphs are two coincident lines
𝑎1 𝑏1 𝑐
Ex. = = 𝑐1
𝑎2 𝑏2 2
 CONSISTENT EQUATION – Contains one and only one solution

and the graphs are two lines, which interest at one point.
𝑎1 𝑏1
Ex. ≠
𝑎2 𝑏2
Steps on how to solve a linear equation

1. Solve the 2 equation by “let x and y = 0”
2. Substitute zero to x for the first equation then y for the second equation
3. After getting the result, flat those two to the graph
4. Repeat 1-3 steps for the second equation.
1
EXAMPLE:
1) 4𝑥 + 2𝑦 = 16
2𝑥 + 𝑦 = 11
Through intercept form:

(1st Equation)
Let x=0 Let y=0
4(0) + 2𝑦 = 16 4𝑥 + 2(0) = 16
2𝑦 16 4𝑥 16
= =
2 2 4 4
𝑦=8 𝑥=4
(0,8) (0,11)
(4,0)
(2nd Equation)
(0,8)
Let x=0
4𝑥 + 2𝑦 = 16 2𝑥 + 𝑦 = 11
Let y=0
(4,0)
2(0) + 𝑦 = 11 2𝑥 + 0 = 11
2𝑥
𝑦 = 11 (5.5,0)
=
𝑥
11
2
(0,11) 𝑥 = 5.5
(5.5,0)
Inconsistent
2
2) 2x + y = 6
4x + 2y =12
(1st Equation)
Let x=0 Let y=0
2(0) + 𝑦 = 6 2𝑥 + 0 = 6
2𝑥 6
𝑦=6 (0,6) =2
2
2𝑥 + 𝑦 = 16
(0,6) 𝑥 = 3 (3,0)
4𝑥 + 2𝑦 = 12
(2nd Equation)
(3,0)
Let x=0 Let y=0
4(0) + 2𝑦 = 12 4𝑥 + 2(0) = 12
2𝑦 12 4𝑥 12
= =
𝑦 2 4 4
𝑦=6 𝑥=3
(0,6) (3,0)
Dependent
Equation
3) 2𝑥 + 𝑦 = 16
𝑥 + 2𝑦 = 11
3
1st Equation
Let x=0 Let y=0
2(0) + 𝑦 = 16 2𝑥 + 0 = 16
2𝑥 16
𝑦 = 16 =
2 2
(0,16) 𝑥=8
(8,0)
2nd Equation
Let x=0 Let y=0
0 + 2𝑦 = 11 𝑥 + 2(0) = 11
2𝑦 11
= 𝑥 = 11
2 2
𝑦 = 5.5 (0,5.5) (11,0)
Consistent
 Methods of solving System of Linear Equation

1. Elimination by Addition/ Subtraction
2. Substitution Method
3. Equivalent Equation
4. Cramer’s Rule
5. Graphical Method
4
 Steps in Elimination by Addition/Subtraction

1) If the coefficient of the variables have the same coefficient, we proceed to 2nd step. But if
the variables do not contain the same coefficient, we multiply equation or both by a
number, which will make the coefficients of one variable equal.
2) Add or subtract the resulting equations and solve for the value of the remaining variable.
3) Substitute the value obtained in the second step to get the value of the second variable.
4) Check by substituting the values of the variables in the original equations.
Example(1):
3x + y = 9
5x + 4y = 22
Begin by multiplying the first equation by -4 so that the coefficients of y are opposites
We can eliminate the x-variable by addition of the two equations.
−4(3𝑥 + 𝑦 = 9)4 = −12𝑥 − 4𝑦 = −36

−12x − 4y = −36
+ 5x + 4y = 22
7𝑥 14
=
7 7
𝑥=2
Substitute x in either of the original equations to get the value of y
3x + y = 9
3(2) + 𝑦 = 9
𝑦 = 9−6
𝑦=3
(2, 3)
5
Check each equation by substituting all the values to the variable
3(2) + 3 = 9 5(2) + 4(3) = 22
6+3=9 10 + 12 = 22
9=9 22 = 22
Example(2):
4𝑥 + 6𝑦 = 32
3𝑥 − 6𝑦 = 3
Since the both equations have a similar variable, now subtract them.
4𝑥 + 6𝑦 = 32
-
3𝑥 − 6𝑦 = 3
7𝑥 = 35
𝑥=5
Now substitute the value of ex to any of those two equation, in original equation to get
the value of y.
4𝑥 + 6𝑦 = 32
4(5) + 6𝑦 = 32
20 + 6𝑦 = 32
6𝑦 = 32 − 20
6
6𝑦 = 12
𝑦=2
(5,2)
Check each equation by substituting all the values to the variable
4𝑥 + 6𝑦 = 32 3𝑥 − 6𝑦 = 3
4(5) + 6(2) = 32 3(5) − 6(2) = 3
20 + 12 = 32 15 − 12 = 3
32 = 32 3=3
 Steps in Substitution Method

1) Choose the simpler equation & solve for one variable in terms of the other
2) Using the other equation, substitute the depression obtained in the first step to find the
value of other variable
3) Substitute the value obtained in the second step to obtain the value of second variable
4) Check by substituting the value of the variables in the original equation.
Example(1):
2𝑥 + 𝑦 = 16 1st Equation
𝑥 + 2𝑦 = 11 2nd Equation
Step 1:
2𝑥 + 𝑦 = 16
7
𝑦 = 16 − 2𝑥
Step 2:
𝑥 + 2𝑦 = 11
𝑥 + 2(16 − 2𝑥) = 11
𝑥 + 32 − 4𝑥 = 11
𝑥 − 4𝑥 = 11 − 32
−3𝑥 = −21
𝑥=7
Step 3:
𝑦 = 16 − 2𝑥
𝑦 = 16 − 2(7)
𝑦 = 16 − 14
𝑦 = 2 (7,2)
Step 4:
2(7) + 2 = 16 7 + 2(2) = 11
14 + 2 = 16 7 + 4 = 11
16 = 16 11 = 11
Example(2):
8
𝑥 + 15𝑦 = 100
2𝑥 + 10𝑦 = 100
Step 1;
𝑥 + 15𝑦 = 100
𝑥 = 100 − 15𝑦
Step 2:
2(100 − 15𝑦) + 10𝑦 = 100
200 − 30𝑦 + 10𝑦 = 100
−30𝑦 + 10𝑦 = 100 − 200

−20𝑦 −100
=
−20 −20
𝑦=5
Step 3:
𝑥 + 15𝑦 = 100
𝑥 + 15(5) = 100
𝑥 + 75 = 100
𝑥 = 100 − 75
𝑥 = 25
(25,5)
Step 4:
𝑥 + 15𝑦 = 100 2𝑥 + 10𝑦 = 100
25 + 15(5) = 100 2(25) + 10(5) = 100
25 + 75 = 100 50 + 50 = 100
100 = 100 100 = 100
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 Steps in Equivalent Equation

1) Choose one variable and solve for one variable in terms of the other.
2) For a new equation from the equivalent equations and solve for the unknown.
3) Substitute the value obtained in the second step to obtain the value of the second variable.
4) Check by substituting the values of the variables in the original equations.
Example:
Step 1:
2𝑥 + 𝑦 = 16
𝑦 = 16 − 2𝑥
𝑥 + 2𝑦 = 11
2𝑦 = 11 − 𝑥
11−𝑥
𝑦= 2
Step 2:
11 − 𝑥
16 − 2𝑥 =
2
11 − 𝑥
2 [16 − 2𝑥 = ]
2
2(11 − 𝑥)
2(16 − 2𝑥) =
2
2(16) − 2(2𝑥) = 11 − 𝑥
32 − 4𝑥 = 11 − 𝑥
−4𝑥 + 𝑥 = 11 − 32
−3𝑥 = −21
𝑥=7
Step 3:
𝑦 = 16 − 2𝑥
𝑦 = 16 − 2(7)
𝑦 = 16 − 14
10
𝑦=2
(7,2)
Step 4:
2(7) + 2 = 16 7 + 2(2) = 11
14 + 2 = 16 7 + 4 = 11
16 = 16 11 = 11
 Steps in Cramer’s Rule

1) Identify the values of a, b, and c.
2) Substitute the values of a, b, and c for the general formula.
3) Check by substituting the obtained values of the variables in the original equation.
𝑐1 𝑏1 𝑐1 𝑏2 − 𝑐2 𝑏1
𝐷𝑥 = [ ∗ ]
𝑐2 𝑏2
𝑎1 𝑐1 𝑎1 𝑐2 − 𝑎2 𝑐1
𝐷𝑦 = [ ∗ ]
𝑎2 𝑐2
𝑎1 𝑏1
𝐷=[ ∗ ] 𝑎1 𝑏2 − 𝑎2 𝑏1
𝑎2 𝑏2
We will be using those 3 by solving a equations under Cramer’s Rule
Example:
Step 1:
Determinants
𝑎1 = 2 𝑏1 = 1 𝑐1 = 16
11
𝑎2 = 1 𝑏2 = 2 𝑐1 = 11
Step 2:
𝐷 = 𝑎1 𝑏2 − 𝑎2 𝑏1
= (2)(2) − (1)(1)
=4−1
𝐷=3
𝐷𝑥 = 𝑐1 𝑏2 − 𝑐2 𝑏1
= (16)(2) − (11)(1)
= 32 − 11
= 21
𝐷𝑥 21
𝑥= = =7
𝐷 3
𝐷𝑦 = 𝑎1 𝑐2 − 𝑎2 𝑐1
= (2)(11) − (1)(16)
= 22 − 16
𝐷𝑦 = 6
𝐷𝑦 6
𝑦= = =2
𝐷 3
(7,2)
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2. LINEAR INEQUALITIES
Terminologies:
INEQUALITIES
 Is an equation that uses symbols for “less than (<)”, “greater than (>)” where an
equation uses a symbol for is equal to.
RULES IN INEQUALITY
 TRICHOTOMY AXIOM
- For any number a and b, one and only one of the following relations holds:
A < B, A = B, or A > B
A > B, A = B, or A < B
 TRANSITIVE AXIOM
- For any real numbers a, b, c
If A < B and B < C, then A > C
If A > B and B > C. then A < C
 ADDITION AXIOM
- For any real number a, b, c,
If A > B, then A + C < B + C
If A< B, then A + C > B + C
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 MULTIPLICATION AXIOM
- For any real numbers a, b, and c > 0
If A < B, then AC < BC

If A > B, then AC > BC
TYPES OF INEQUALITY
 ABSOLUTE INEQUALITY
- True for all values of the unknown involved
 CONDITIONAL INEQUALITY
- True for certain value of the unknown involved
 Linear inequalities in two variables

The solution of a linear inequality in two variables like Ax + By > C is an ordered pair (x, y) that
produces a true statement when the values of x and y are substituted into the inequality.
We use inequalities when there is a range of possible answers for a situation. “I have to be there
in less than 5 minutes,” “This team needs to score at least a goal to have a chance of winning,”
and “To get into the city and back home again, I need at least $6.50 for train fare” are all
examples of situations where a limit is specified, but a range of possibilities exist beyond that
limit. That’s what we are interested in when we study inequalities—possibilities.
We can explore the possibilities of an inequality using a number line. This is sufficient in simple
situations, such as inequalities with just one variable. But in more complicated circumstances,
like those with two variables, it’s more useful to add another dimension, and use a coordinate
plane. In these cases, we use linear inequalities—inequalities that can be written in the form of
a linear equation.
14
2. A.One Variable Inequalities
Inequalities with one variable can be plotted on a number line, as in the case of the inequality x ≥
-2:
Here is another representation of the same inequality x ≥ -2, this time plotted on a coordinate
plane:
15
On this graph, we first plotted the line x = -2, and then shaded in the entire region to the right of
the line. The shaded area is called the bounded region, and any point within this region satisfies
the inequality x ≥ -2. Notice also that the line representing the region’s boundary is a solid line;
this means that values along the line x = -2 are included in the solution set for this inequality.
By way of contrast, look at the graph below, which shows y < 3:
In this inequality, the boundary line is plotted as a dashed line. This means that the values on
the line y = 3 are not included in the solution set of the inequality.
Notice that the two examples above used the variables x and y. It is standard practice to use these
variables when you are graphing an inequality on a (x, y) coordinate grid.
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Two Variable Inequalities
There’s nothing too compelling about the plots of x ≥ -2 and y < 3, shown above. We could have
represented both of these relationships on a number line, and depending on the problem we were
trying to solve, it may have been easier to do so.
Things get a little more interesting, though, when we plot linear inequalities with two variables.
Let’s start with a basic two-variable inequality: x > y.
17
The boundary line is represented by a dotted line along x = y. All of the points under the line are
shaded; this is the range of points where the inequality x > y is true. Take a look at the three
points that have been identified on the graph. Do you see that the points in the boundary region
have x values greater than the y values, while the point outside this region do not?
When plotted on a coordinate plane, what does the graph of y ≥ x look like?
A)
B)
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C)
D)
Show/Hide Answer
Plotting other inequalities in standard y = mx + b form is fairly straightforward as well. Once we

graph the boundary line, we can find out which region to shade by testing some ordered pairs
within each region or, in many cases, just by looking at the inequality.
The graph of the inequality y > 4x − 5.5 is shown below. The boundary line is the line y = 4x −
5.5, and it is dashed because our y term is “greater than,” not “greater than or equal to.”
19
To identify the bounded region, the region where the inequality is true, we can test a couple of
coordinate pairs, one on each side of the boundary line.
If we substitute (-1, 3) into y > 4x − 5.5, we find 3 > 4(-1) − 5.5, or 3 > -9.5. This is a true
statement. It looks like we need to shade the area to the left side of the line.
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On the other hand, if we plug (2, -2) into y > 4x − 5.5, we find -2 > 4(2) − 5.5, or -2 > 2.5. This is
not a true statement, so the point (2, -2) must not be within the solution set. Yes, the bounded
region is to the left of the boundary line.
Inequalities in Context
Making sense of the importance of the shaded region in an inequality can be a bit difficult
without assigning any context to it. The following problem shows one instance where the shaded
region helps us understand a range of possibilities.
Celia and Juniper want to donate some money to a local food pantry. To raise funds, they are
selling necklaces and earrings that they have made themselves. Necklaces cost $8 and earrings
cost $5. What is the range of possible sales they could make in order to donate at least $100?
The first step here is to create the inequality. Once we have it, we can solve it and then create a
graph of it to better understand the importance of the bounded region. Let’s begin by assigning
the variable xto the number of necklaces sold and y to the number of earrings sold. (Remember—
since this will be mapped on a coordinate plane, we should use the variables x and y.)
amount of money amount of money

earned from selling + earned from selling ≥ $100
necklaces earrings
8x + 5y ≥ 100
We can rearrange this inequality so that it solves for y. That’s the slope-intercept form, and it
will make the boundary line easier to graph.
21
Example
Problem 8x + 5y ≥ 100
8x − 8x + 5y ≥ 100 − 8x
5y ≥ 100 − 8x
y ≥
20 −
Answer
y ≥
− + 20
So the slope intercept form of the inequality is . Now let’s graph it:
22
The shaded region represents all the possible combinations of necklaces and earrings that Celia
and Juniper could sell in order to make at least $100 for the food pantry. It’s quite a wide range!
We can look at the two ordered pairs for confirmation that we have shaded the correct region. If
we substitute (10, 15) into the inequality, we find 8(10) + 5(15) ≥ 100, which is a true statement.
However, using (5, 5) creates a false statement: 8(5) + 5(5) is only 65, and is thus less than 100.
23
Note that while all points will satisfy the inequality, not all points will make sense in this
context. Take (21.25, 10.5), for example. While it does fall within the shaded region, it’s hard to
expect them to sell 21.25 necklaces and 10.5 earrings! The women can look for whole number
combinations in the bounded region to plan how much jewelry to produce.
 2. B. Systems of linear inequalities

A system of linear inequalities in two variables consists of at least two linear inequalities in the
same variables. The solution of a linear inequality is the ordered pair that is a solution to all
inequalities in the system and the graph of the linear inequality is the graph of all solutions of the
system.
The formatting of the above answer is called "inequality notation", because the solution is written as an inequality.
This is probably the simplest of the solution notations, but there are three others with which you might need to be
familiar. Copyright © Elizabeth Stapel 2002-2011 All Rights Reserved
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"Set notation" writes the solution as a set of points. The above solution would be written in set notation as
"{x| xis a real number, x
< –3}", which is pronounced as "the set of all x-values, such that x is a real number, and x is less than
minus three". The simpler form of this notation would be something like "{x | x
< –3}", which is pronounced as "all x such that xis less than minus three".
"Interval notation" writes the solution as an interval (that is, as a section or length along the number line). The above
solution, "x < –3", would be written as " ", which is pronounced as "the interval from negative
infinity to minus three", or just "minus infinity to minus three". Interval notation is easier to write than to
pronounce, because of the ambiguity regarding whether or not the endpoints are included in the interval.
(To denote, for instance, "x < –3", the interval would be written " ", which would be pronounced
as "minus infinity through (not just "to") minus three" or "minus infinity to minus three, inclusive", meaning
that –3 would be included. The right-parenthesis in the "x < –3" case indicated that the –3 was not
included; the right-bracket in the "x < –3" case indicates that it is.)
24
The last "notation" is more of an illustration. You may be directed to "graph" the solution. This means that you would
draw the number line, and then highlight the portion that is included in the solution. First, you would mark off the edge
of the solution interval, in this case being –3. Since –3 is not included in the solution (this is a "less than",
remember, not a "less than or equal to"), you would mark this point with an open dot or with an open
parenthesis pointing in the direction of the rest of the solution interval:
...or:
Then you would shade in the appropriate side:
...or:
Why shade to the left? Because they want all the values that are less than–3, and those values are to the left of
the boundary point. If they had wanted the "greater than" points, you would have shaded to the right.
In all, we have seen four ways, with a couple variants, to denote the solution to the above inequality:
notation format pronunciation
inequality x < –3 x is less than minus three
i) {x | x is a real number, x < –3}

i) the set of all x, such that x is a real
number and xis less than minus three
set ...or:
ii) all x such that x is less than minus three

ii) {x | x < –3}
interval the interval from minus infinity to minus three
25
either of the following graphs:
graph
Here is another example, along with the different answer formats:
 Solvex – 4 > 0.
If they'd given me "x – 4 = 0", then I would have solved by adding four to each side. I can do the same
here:
Then the solution is: x >4
Just as before, this solution can be presented in any of the four following ways:
notation format pronunciation
inequality x>4 x is greater than or equal to four
i) the set of all x, such that

i) {x | x is a real number, x > 4}
x is a real number, and
set
x is greater than or equal to four
...or:
ii) all x such that x is

ii) {x | x> 4}
greater than or equal to four
the interval from four to infinity,

interval
inclusive of four
graph either of the following graphs:
26
Regarding the graphs of the solution, the square bracket notation goes with the parenthesis notation, and the closed
(filled in) dot notation goes with the open dot notation. While your present textbook may require that you know only
one or two of the above formats for your answers, this topic of inequalities tends to arise in other contexts in other
books for other courses. Since you may need later to be able to understand the other formats, make sure now that
you know them all. However, for the rest of this lesson, I'll use only the "inequality" notation; I like it best.
Linear Programming
Linear programming is the process of taking various linear inequalities relating to some situation, and
finding the "best" value obtainable under those conditions. A typical example would be taking the
limitations of materials and labor, and then determining the "best" production levels for maximal profits
under those conditions.
In "real life", linear programming is part of a very important area of mathematics called "optimization
techniques". This field of study (or at least the applied results of it) are used every day in the organization
and allocation of resources. These "real life" systems can have dozens or hundreds of variables, or more.
In algebra, though, you'll only work with the simple (and graphable) two-variable linear case.
The general process for solving linear-programming exercises is to graph the inequalities (called the
"constraints") to form a walled-off area on the x,y-plane (called the "feasibility region"). Then you figure
out the coordinates of the corners of this feasibility region (that is, you find the intersection points of the
various pairs of lines), and test these corner points in the formula (called the "optimization equation") for
which you're trying to find the highest or lowest value.
 Find the maximal and minimal value of z = 3x + 4y subject to the following constraints:
The three inequalities in the curly braces are the constraints. The area of the plane that they mark off
will be the feasibility region. The formula "z = 3x + 4y" is the optimization equation. I need to find
the (x,y) corner points of the feasibility region that return the largest and smallest values of z.
27
My first step is to solve each inequality for the more-easily graphed equivalent forms:
It's easy to graph the system: Copyright © Elizabeth Stapel 2006-2011 All Rights Reserved
To find the corner points -- which aren't always clear from the graph -- I'll pair the lines (thus forming
a system of linear equations) and solve:
y = –( 1/2 )x + 7 y = –( 1/2 )x + 7 y = 3x
y = 3x y=x–2 y=x–2
–( 1/2 )x + 7 = 3x –( 1/2 )x + 7 = x – 2
3x = x – 2
–x + 14 = 6x –x + 14 = 2x – 4
2x = –2
14 = 7x 18 = 3x
x = –1
2=x 6=x
y = 3(–1) = –3
y = 3(2) = 6 y = (6) – 2 = 4
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corner point at (2, 6) corner point at (6, 4) corner pt. at (–1, –3)
So the corner points are (2, 6), (6, 4), and (–1, –3).
Somebody really smart proved that, for linear systems like this, the maximum and minimum values
of the optimization equation will always be on the corners of the feasibility region. So, to find the
solution to this exercise, I only need to plug these three points into "z = 3x + 4y".
(2, 6): z = 3(2) + 4(6) = 6 + 24 = 30

(6, 4): z = 3(6) + 4(4) = 18 + 16 = 34
(–1, –3): z = 3(–1) + 4(–3) = –3 – 12 = –15
Then the maximum of z = 34 occurs at (6, 4),

and the minimum of z = –15 occurs at (–1, –3).
Example:
Is (1, 2) a solution to the inequality
2x+3y>12x+3y>1
2⋅1+3⋅2>?12⋅1+3⋅2>?1
2+5>?12+5>?1
7>17>1
The graph of an inequality in two variables is the set of points that represents all solutions to the
inequality. A linear inequality divides the coordinate plane into two halves by a boundary line
where one half represents the solutions of the inequality. The boundary line is dashed for > and <
and solid for ≤ and ≥. The half-plane that is a solution to the inequality is usually shaded.
Example
29
Graph the inequality
y≥−x+1y≥−x+1
Example
Graph the system of inequalities
{y≥2x−3y≥−3y≤−0.8x+2.5{y≥2x−3y≥−3y≤−0.8x+2.5
Graph one line at the time in the same coordinate plane and shade the half-plane that satisfies the
inequality.
30
The solution region which is the intersection of the half-planes is shown in a darker shade
31
Usually only the solution region is shaded which makes it easier to see which region is the
solution region
Linear programming solution examples
A company makes two products (X and Y) using two machines (A and B). Each unit of X that is
produced requires 50 minutes processing time on machine A and 30 minutes processing time on
machine B. Each unit of Y that is produced requires 24 minutes processing time on machine A
and 33 minutes processing time on machine B.
At the start of the current week there are 30 units of X and 90 units of Y in stock. Available
processing time on machine A is forecast to be 40 hours and on machine B is forecast to be 35
hours.
The demand for X in the current week is forecast to be 75 units and for Y is forecast to be 95
units. Company policy is to maximise the combined sum of the units of X and the units of Y in
stock at the end of the week.
32
 Formulate the problem of deciding how much of each product to make in the current
week as a linear program.
 Solve this linear program graphically.
Solution
Let
 x be the number of units of X produced in the current week

 y be the number of units of Y produced in the current week
then the constraints are:
50x + 24y <= 40(60) machine A time

30x + 33y <= 35(60) machine B time
x >= 75 - 30
i.e. x >= 45 so production of X >= demand (75) - initial stock (30), which ensures we meet
demand
y >= 95 - 90
i.e. y >= 5 so production of Y >= demand (95) - initial stock (90), which ensures we meet
demand
The objective is: maximise (x+30-75) + (y+90-95) = (x+y-50)

i.e. to maximise the number of units left in stock at the end of the week
It is plain from the diagram below that the maximum occurs at the intersection of x=45 and 50x
+ 24y = 2400
33
Solving simultaneously, rather than by reading values off the graph, we have that x=45 and
y=6.25 with the value of the objective function being 1.25
The demand for two products in each of the last four weeks is shown below.
Week
1 2 3 4
Demand - product 1 23 27 34 40
Demand - product 2 11 13 15 14
Apply exponential smoothing with a smoothing constant of 0.7 to generate a forecast for the
demand for these products in week 5.
34
These products are produced using two machines, X and Y. Each unit of product 1 that is
produced requires 15 minutes processing on machine X and 25 minutes processing on machine
Y. Each unit of product 2 that is produced requires 7 minutes processing on machine X and 45
minutes processing on machine Y. The available time on machine X in week 5 is forecast to be
20 hours and on machine Y in week 5 is forecast to be 15 hours. Each unit of product 1 sold in
week 5 gives a contribution to profit of £10 and each unit of product 2 sold in week 5 gives a
contribution to profit of £4.
It may not be possible to produce enough to meet your forecast demand for these products in
week 5 and each unit of unsatisfied demand for product 1 costs £3, each unit of unsatisfied
demand for product 2 costs £1.
 Formulate the problem of deciding how much of each product to make in week 5 as a
linear program.
 Solve this linear program graphically.
Solution
Note that the first part of the question is a forecasting question so it is solved below.
For product 1 applying exponential smoothing with a smoothing constant of 0.7 we get:
M1 = Y1 = 23
M2 = 0.7Y2 + 0.3M1 = 0.7(27) + 0.3(23) = 25.80
M3 = 0.7Y3 + 0.3M2 = 0.7(34) + 0.3(25.80) = 31.54
M4 = 0.7Y4 + 0.3M3 = 0.7(40) + 0.3(31.54) = 37.46
The forecast for week five is just the average for week 4 = M4 = 37.46 = 31 (as we cannot have
fractional demand).
For product 2 applying exponential smoothing with a smoothing constant of 0.7 we get:
M1 = Y1 = 11
M2 = 0.7Y2 + 0.3M1 = 0.7(13) + 0.3(11) = 12.40
M3 = 0.7Y3 + 0.3M2 = 0.7(15) + 0.3(12.40) = 14.22
M4 = 0.7Y4 + 0.3M3 = 0.7(14) + 0.3(14.22) = 14.07
35
The forecast for week five is just the average for week 4 = M4 = 14.07 = 14 (as we cannot have
fractional demand).
We can now formulate the LP for week 5 using the two demand figures (37 for product 1 and 14
for product 2) derived above.
Let
x1 be the number of units of product 1 produced
x2 be the number of units of product 2 produced
where x1, x2>=0
The constraints are:
15x1 + 7x2 <= 20(60) machine X
25x1 + 45x2 <= 15(60) machine Y
x1 <= 37 demand for product 1
x2 <= 14 demand for product 2
The objective is to maximise profit, i.e.
maximise 10x1 + 4x2 - 3(37- x1) - 1(14-x2)
i.e. maximise 13x1 + 5x2 - 125
The graph is shown below, from the graph we have that the solution occurs on the horizontal axis
(x2=0) at x1=36 at which point the maximum profit is 13(36) + 5(0) - 125 = £343
36
37
3. Introduction to Linear Programming
A. Definition and Objectives

The term was introduced in 1950 to refer to plans or schedules for training, logistical
supply and for deployment of men in the service. A linear programming is a subset of
mathematical programming, and the later field is part of operations research. A linear
programming problem differs from the general variety in that a mathematical mode or
description of the problem can be stated using relationships which are “straight-line” or
linear. The mathematical statement of the linear-programming problem includes a set of
linear equation which represents the conditions of the problem. Linear programming is
the part of mathematics deals with the study of optimization problems with required
number of constraints and objective.
Linear Programming is a method of dealing with decision problems that can be expressed
as constrained linear models. The primary objectives of all linear programming models
are certainty of the parameters and linearity of the objective function and all an
organization’s resources.
In linear programming, all of the mathematical expressions for the objective function and
the constraints are linear. The programming in linear programming is an archaic use of
the word “programming” to mean “planning”. Linear programming is by far the most
widely used method of constrained optimization.
The objective of linear programming is to maximize or to minimize some numerical
value. This value may be the expected net present value of a project or a forest property;
or it may be the cost of a project; it could also be the amount of wood produced, the
expected number of visitor-days at a park, the number of endangered species that will be
saved, or the amount of a particular type of habitat to be maintained.
38
B. Limitations and Applications

Linear programming (also called linear optimization) is a method to achieve the best
outcome (such as maximum profit or lowest cost) in a mathematical model whose
requirements are represented by linear relationships. Linear programming is a special
case of mathematical programming (mathematical optimization).
More formally, linear programming is a technique for the optimization of

a linear objective function, subject to linear equality and linear inequality constraints.
Its feasible region is a convex polytope, which is a set defined as the intersection of
finitely many half spaces, each of which is defined by a linear inequality. Its objective
function is a real-valued affine (linear) function defined on this polyhedron. A linear
programming algorithm finds a point in the polyhedron where this function has the
smallest (or largest) value if such a point exists.
Linear programs are problems that can be expressed in canonical form as:
Maximize cTx
Subject to Ax ≤ b
And x≥0
Where x represents the vector of variables (to be determined), c and b are vectors of
(known) coefficients, A is a (known) matrix of coefficients, and (⋅)T is the matrix
transpose. The expression to be maximized or minimized is called the objective
function (cTx in this case). The inequalities Ax ≤ b and x ≥ 0 are the constraints which
specify a convex polytope over which the objective function is to be optimized.
In this context, two vectors are comparable when they have the same dimensions. If every
entry in the first is less-than or equal-to the corresponding entry in the second then we
can say the first vector is less-than or equal-to the second vector. Linear programming
can be applied to various fields of study. It is widely used in business and economics, and
is also utilized for some engineering problems. Industries that use linear programming
models include transportation, energy, telecommunications, and manufacturing. It has
proved useful in modeling diverse types of problems in planning, routing, scheduling,
assignment, and design.
39
Advantages of Linear Programming:
Some of the real time applications are in production scheduling, production planning and
repair, plant layout, equipment acquisition and replacement, logistic management and
fixation. Linear programming has maintained special structure that can be exploited to
gain computational advantages. Some of the advantages of Linear Programming are:
 Utilized to analyze numerous economic, social, military and industrial problem

 Linear programming is most suitable for solving complex problems.
 Helps in simplicity and productive management of an organization which gives
better outcomes.
 Improves quality of decision: A better quality can be obtained with the system
by making use of linear programming.
 Provides a way to unify results from disparate areas of mechanism design.
 More flexible than any other system, a wide range of problems can be solved
easily.
Limitations of Linear Programming:

Linearity of relations of variables: The linearity cannot be obtained in all function since
still some of the function are non-linear in the surrounding environment.
The assumptions of linear programming are also unrealistic: there is a change in relation
between input, output gain, loss etc. Limit on the possible solution.
40
4. LINEAR PROGRAMMING: GRAPHICAL

METHOD
Definitions
Linear Programming
mathematical modeling technique in which a linear function is maximized or minimized when
subjected to various constraints. This technique has been useful for guiding quantitative
decisions in business planning, in industrial engineering, and—to a lesser extent—in
the social and physical sciences.
Linear programming is the process of taking various linear inequalities relating to some situation,
and finding the "best" value obtainable under those conditions. A typical example would be
taking the limitations of materials and labor, and then determining the "best" production levels
for maximal profits under those conditions.
Graphical Solution Method

Graphical method of linear programming is used to solve problems by finding the highest or
lowest point of intersection between the objective function line and the feasible regionon a
graph.
Objective Function
The linear function (equal sign) representing cost, profit, or some other quantity to be
maximized of minimized subject to the constraints.
41
Constraints
A system of linear inequalities.
Problem Constraints
The linear inequalities that are derived from the application. For example, there may be
only 40 hours a machine can be used in a week, so the total time it is used would have to
be <= 40. The problem constraints are usually stated in the story problem.
Non-Negativity Constraints
The linear inequalities x>=0 and y>=0. These are included because x and y are usually
the number of items produced and you cannot produce a negative number of items, the
smallest number of items you could produce is zero. These are not (usually) stated, they
are implied.
Feasible Region
The solution to the system of linear inequalities. That is, the set of all points that satisfy
all the constraints. Only points in the feasible region can be used.
Corner Point
A vertex of the feasible region. Not every intersection of lines is a corner point. The
corner points only occur at a vertex of the feasible region. If there is going to be an
optimal solution to a linear programming problem, it will occur at one or more corner
points, or on a line segment between two corner points.
42
Bounded Region
A feasible region that can be enclosed in a circle. A bounded region will have both a
maximum and minimum values.
Unbounded Region
A feasible region that cannot be enclosed in a circle.
Steps in Graphical Method

1. Define the variables. Usually, a good choice for the definition is the quantity they asked
you to find in the problem.
2. Write the problem by defining the objective function and the system of linear
inequalities. Don't forget about the non-negativity constraints where necessary.
3. Sketch the system of linear inequalities to obtain the feasible region.
4. Identify each corner point of the feasible region. You can find the corner points by
forming a 2x2 system of linear equations from the two lines that intersect at that point
and solving that system.
5. Evaluate the objective function at each corner point.
6. Choose the point yielding the largest value or smallest value depending on whether the
problem is a maximization or minimization problem.
43
4. A. Maximization Problem:
Examples:
Problem1
Production of wooden tables and chairs Let’s look at the profit maximization problem
that our furniture manufacturer faces. The company uses wood and labor to produce tables and
chairs. Recall that unit profit for tables is $6, and unit profit for chairs is $8. There are 300 board
feet (bf) of wood available, and 110 hours of labor available. It takes 30 bf and 5 hours to make a
table, and 20 bf and 10 hours to make a chair.
Resources Table (X1) Chair (X2) Available

Wood (bf) 30 20 300
Labor (hr) 5 10 110
Unit Profit $6 $8
Maximize: Z = 6X1 + 8X2 (objective function)

Subject to: 30X1 + 20X2 < =300 (wood constraint: 300 bf available)
5X1 + 10X2 <= 110 (labor constraint: 110 hours available)
X1 , X2 >= 0 (nonnegativity conditions)
Wood Labor
30X1 + 20X2 = 300 5X1 + 10X2 = 110
Set X2 = 0 and solve for X1 Set X2 = 0 and solve for X1
30X1 = 300 5X1 = 110
X1 = 300/30 X1 = 110/5
= 10 tables = 22 tables
44
Next:
20X2 = 300 10X2 = 110
X2 = 300/20 X2 = 110/10
= 15 chairs = 11 chairs
First, we’ll arbitrarily set profit, Z = 48, and then set profit, Z = 72. We’ll find the x and y
intercepts when Z = 48 and when Z = 72, and plot the two lines.
Set Z = 48 Set Z = 72
48 = 6(X1 ) 72 = 6(X1 )
48/6 = X1 72/6 = X1
45
X1 = 8 X1 = 12
Next:
48 = 8(X2 ) 72 = 8(X2 )
48/8 = X2 72/8 = X2
X2 = 6 X2 = 9
46
The most attractive corner lies at the intersection of the wood and labor constraint lines.
Therefore, coordinates for the most attractive corner can be found by simultaneously solving the
constraint equations (wood and labor): 30X1 + 20X2 = 300 (wood) 5X1 + 10X2 = 110 (labor)
To do so, multiply the labor equation by -2 and add it to the wood equation so the X2 variable
becomes zero and we can solve for X1 .
30X1 + 20X2 = 300 (wood)

-2(5X1 + 10X2 = 110) (labor)
20X1 + 0 = 80
X1 = 4 tables
Next, substitute the number of tables calculated above into either of the constraint equations to
find the number of chairs. For this example, we will substitute into both equations to illustrate
that the same value is found.
47
Wood constraint Labor constraint

30(4) + 20X2 = 300 5(4) + 10X2 = 110
120 + 20X2 = 300 20 + 10X2 = 110
20X2 = 300 - 120 10X2 = 110 - 20
20X2 = 180 10X2 = 90
X2 = 180/20 X2 = 90/10
X2 = 9 chairs X2 = 9 chairs
Z = $6(4) + $8(9) = $96 Thus, we find that maximum profit of $96 can be obtained by producing
four tables and nine chairs.
Example 2
A tailor has the following materials available: 18 sq.m cotton, 20 sq.m silk, 5 sq.m wool.
A gown requires the following: 3 sq.m cotton, 2 sq.m silk and 1 sq.m wool. A suit requires the
following: 2 sq.m cotton, 4 sq.m silk. If a gown sells for $1200 and a suit for $1600, how many
of each garments should the tailor make to obtain the maximum amount of money?
Materials Gown (x) Suit (y) Available
Cotton 3 2 18
Silk 2 4 20
Wool 1 0 5
Profit 1200 1600
48
Objective Function:
Maximize: Z=1200x + 1600y
Constraints:
3x + 2y <= 18
2x + 4y <= 20
x <= 5
Non-negativity:
x,y >= 0
Cotton: Silk: Wool:
3x + 2y <= 18 2x + 4y <= 20 x <= 5

3x +2y = 18 2x + 4y = 20 x=5
Let x= 0 , y= 0 Let x= 0 , y= 0 Let x= 0 , y= 0
3(0) +2y = 18 2(0) + 4y = 20

2y = 18 4y = 20
y=9 y=5
(0,9) (0,5)
49
3x + 2y <= 18 2x + 4y <= 20 x <= 5

3x +2(0) = 18 2x + 4(0) = 20 x=5
3x = 18 2x = 20 (5,0)
x=6 x = 10
(6,0) (10,0)
(6,9) (10,5) (5,0)
Intersection of cotton and silk: Intersection of cotton and silk:

2 (3x + 2y = 18 ) 3x +2y = 18
3 (2x + 4y = 20 ) x=5
(5,0)
6x + 4y = 36
-6x +12y =60 3(5) +2y = 18
-8y = -24 15 + 2y = 18
y=3 2y = 3
(0,3) y = 1.5
(0,1.5)
3x + 2(3) = 18 (5,1.5)
3x + 6 = 18
3x = 12
x=4
(4,0)
(4,3)
50
Substitute Extreme Points to Objective Function
Gown Suit Profit

(0,5) Z = 1200 (0) + 1600 (5) 8000
(4,3) Z = 1200 (4) + 1600 (3) 9600
(5,1.5) Z = 1200 (5) + 1600 (1.5) 8400
(5,0) Z = 1200 (5) + 1600 (0) 6000
Decision:
Optimal Solution: (4,3)
Gown = x = 4
Suit = y = 3
Profit = 9600
51
4. B. Minimization Problem:
Example 1
A drug company produces a drug from 2 ingredients. Each ingredient contains the same 3
anti-biotic in different proportions. Each ingredient1produced results in $80 in cost. Each
ingredient2 results in $50 in cost. The production of the anti-biotic is dependent on the
availability of limited resources. The resource requirements for the production are as follows
Antibiotic Ingredient 1 Ingredient 2 Minimum

requirement
Antibiotic 1 3 units 1 unit 6
Antibiotic 3 1 unit 1 unit 4
Antibiotic 3 2 units 6 units 12
The company wants to determine the number on grams of each ingredient 1 and 2 that must go
into drug in order to meet the anti-biotic’s minimum requirements at the minimum cost.
Objective Function:
Maximize: Z=80x + 50y
Constraints:
3x + y >= 6
x + y >= 4
2x + 6y>= 12
52
Non-negativity:
x,y >= 0
Ingredient1: Ingredient2: Ingredient3:

3x + y >= 6 x + y >= 4 2x + 6y>= 12
3x + y = 6 x+y=4 2x + 6y= 12
Let x= 0 , y= 0 Let x= 0 , y= 0 Let x= 0 , y= 0
3(0) + y = 6 (0) + y = 4 (0)x + 6y= 12
y=6 y=4 6y= 12
(0,6) (0,4) y=2
(0,2)
3x + (0) = 6 x + (0) = 4 2x + 6(0)= 12
3x = 6 x=4 2x = 12
x=2 (4,0) x=6
(2,0) (6,0)
(2,6) (4,4) (6,2)
Intersection of ingredient 1 and 2: Intersection of ingredient 2 and 3:

3x = y = 6 2 (x + y = 4)
-x + y = 4 - 2x + 6y = 12
2x = 2 -4y = -4
x=1 y=1
(1,0) (0,1)
53
(1)+y=4 x + (1) = 4
y=3 x=3
(0,3) (3,0)
(1,3) (3,1)
Substitute Extreme Points to Objective Function
Ingredient1 Ingredient2 Cost

(1,3) Z = 80 (1) + 50 (3) 230
(3,1) Z = 80 (3) + 50 (1) 290
54
Decision:
Optimal Solution: (1,3)
Ingedient1 = x = 1
Ingredient2 = y = 3
Cost = 230
Example 2
On a chicken farm, the poultry is given a healthy diet to gain weight. The
chickens have to consume a minimum of 15 units of Substance A and another 1 5
units of Substance B. In the market there are onl y two classes of compounds:
Type X, with a composition of one unit of A to five units of B, and another
type, Y, with a composition of five units of A to one of B. The price of Type X
is $10 and Type Y, $3 0. What are the quantities of each t ype of compound that
have to be purchased to cover the needs of the diet with a minimal cost?
Objective function .
f(x,y) = 10x + 30y
55
Constr aints
X Y Minimal
A 1 5 15
B 5 1 15
x + 5y ≥ 15
5x + y ≥ 15
x ≥ 0
y ≥ 0
Find the set of feasible solutions that graphically represent

the constraints.
56
Calculate the coordinates of the vertices from the compound of

feasible solutions.
57
Calculate the value of the objective function at each of the

vertices to determine which of them has the maximum or minimum
values. It must be taken into account the possible non -existence of a
solution if the compound is not bounded.
f(0, 15) = 10 · 0 + 30 · 15 = 450
f(15, 0) = 10 · 15 + 30 · 0 = 150
f(5/2, 5/2) = 10 · 5/2 + 30 · 5/2 = 100 Minimum
The minimum cost is $100 for X = 5/2 and Y = 5/2.
58
5. Linear Programming : Simplex Method with

Sensitivity Analysis Maximization and Minimization
Definitions:
Linear Programming
-defined as a method of dealing with decision on problems that can be expressed as
constrained model.
-A mathematical technique for finding the best uses of an organization’s resources
Simplex Method
- Requires that all constraints be expressed as equation
-is an literative technique that begins with feasible solution that is not optimal but
serves as starting point with the use of algebraic manipulation. The solution is improved until
improvement is possible
The Linear Programming Simplex Method has its Learning objectives which include:
 Conversion of Linear Program constraints to equalities with slack, surplus, and artificial
variables.
 To Set up and solve both maximization and minimization LP problems with simplex
tableaus
 And lastly, to Interpret the meaning of every number in a simplex tableau.
59
Components of Linear Programming under Simplex Method
Slack Variables- are variables added to the constraints to convert them to

equations
Surplus Variables- are variables subtracted to the constraints to convert them to
equations.
Artificial Variable – is a computational variable used in LPP to achieve an initial
solution to the problem.
Iteration- is a simplex method which consists of sequence of steps performed in
moving one basic feasible solution
Simplex tableau- a table used to keep track of the calculations made when the
simplex method is employed.
Right Hand side- is the column in the simplex table indicating the quantities of the
variables in the solution
Basic Variable- are the variables included in a basic solution
Optimum Column or Pivot Column- is the column in any solution to a maximum
problem which has the largest positive value in the Cj- Zj or which has the
negative value in a minimum problem.
Intersectional Element- are elements common both to the optimum column and
the rows representing variables in the solution
Pivot Row- is the row corresponding to the basic variable that will have the
solution
Pivot- is the element that is both in the pivot column and pivot row.
60
Rules in Preparing Constraints
Rules in Preparing Constraints

Constraints Adjustment Objective function Coefficient
-Maximize- -Minimize-
≤ (+) Slack Variable O O
= (+)Artificial -M M
Variable
≥ (-)Surplus Variable O O
(+) Artificial -M M
Variable
Steps in Simplex Maximization

1. Convert constraints to equation using the rules of Preparing the constraints
2. Update objective Functions and Constraints
3. Fill out the Table (1)
4. Compute Zj row
5. Compute Cj- Zj row
6. Choose the variable with the greatest positive value to enter the solution to determine
the Optimum Column
7. Determine the Pivot row to be replaced by dividing Right Handside to its IE then
selecting the one with the smallest (non-negative) replacement ratio.
8. Calculate the new values for the key row or the Replacing Row by dividing Pivot Row to
its respective Pivot constraint.
9. Calculate the new values for the other remaining row(s)
10. Calculate and update the values for this tableau. If there are any values greater than
zero, return to Step 1.
61
5. A. Maximization Problem
Examples:
GIVEN PROBLEM: #1
Vehicle A Vehicle B Total

A Carrying Capacity 2 TONS 3 TONS -
B Diesel Required 100 Litres 200 Litres 4000 Litres
C Drivers Required 1 1 30
D Numbers Available 26 15 -
Convert inequalities to equalities by adding slack variables

MAX Z: 2A+3B+0𝑆1 +0𝑆2 +0𝑆3 +0𝑆4
Subject To:
100A+200B+𝑆1≤4000
A+B+𝑆2 ≤30
A+𝑆3 ≤26
B+𝑆4 ≤15
A,B,𝑆1,𝑆2 , 𝑆3 , 𝑆4 ≥0
Basic Cj 2 3 0 0 0 0
variable A B 𝑆1 𝑆2 𝑆3 𝑆4
𝑆1 0 100 200 1 0 0 0
𝑆2 0 1 1 0 1 0 0
𝑆3 0 1 0 0 0 1 0
𝑆4 0 0 1 0 0 0 1
Zj 0 0 0 0 0 0
Cj-Zj 2 3 0 0 0 0
62
This is key column. Replacement ratio (RR) = Qty/key column. Outgoing row is row with
minimum positive RR and key number is intersection of key column and key row
Basic RR Cj 2 3 0 0 0 0 Quantity
Variable
A B
20 0 100 200 1 0 0 0 4000
30 0 1 1 0 1 0 0 30
- 0 1 0 0 0 1 0 26
15 0 0 1 0 0 0 1 15
0 0 0 0 0 0 0
2 3 0 0 0 0
Carry out pivot operations

New incoming row = Key row/Key number
New row element = Old row element – (old row element in key column X corresponding
element in replaced row
Variable
A B
0 100 0 1 0 0 -200 1000
0 1 0 0 1 0 -1 15
0 1 0 0 0 1 0 26
B 3 0 1 0 0 0 1 15
0 3 0 0 0 3 45
2 0 0 0 0 -3
63
Identify incoming variable (maximum positive value in row), outgoing row (row with minimum
positive replacement ratio) and identify key number.
Variable
A B
10 100 0 1 0 0 -200 1000
15 1 0 0 1 0 -1 15
26 1 0 0 0 1 0 26
B - 0 1 0 0 0 1 15
0 3 0 0 0 3 45
2 0 0 0 0 -3
New incoming row = Key row (outgoing row)/Key number

element in replaced row
Variable
A B
A 2 1 0 0.01 0 0 -2 10
0 0 0 -0.01 1 0 1 5
0 0 0 -0.01 0 1 2 16
B 3 0 1 0 0 0 1 15
2 3 0.02 0 0 -1 65
0 0 -0.02 0 0 1
64
Identify incoming variable (maximum positive value in row), outgoing row (row with minimum
positive replacement ratio) and identify key number.
Variable
A B
A - 2 1 0 0.01 0 0 -2 10
5 0 0 0 -0.01 1 0 1 5
8 0 0 0 -0.01 0 1 2 16
B 15 3 0 1 0 0 0 1 15
2 3 0.02 0 0 -1 65
0 0 -0.02 0 0 1
New incoming row = Key row (outgoing row)/Key number

element in replaced row)
Variable
A B
A 2 1 0 -0.01 0 0 2 20
0 0 0 -0.01 1 0 1 5
0 0 0 0.01 0 1 -2 6
B 3 0 1 0.01 0 0 -1 10
2 3 0.01 0 0 1 70
0 0 -0.01 0 0 -1
Decision: Mr. Singh should use:
Since all values in the row are now negative, no further improvement is possible. The optimal
solution has been reached.
Mr. Singh should use:20 Type A Vehicles and 1 Type B Vehicles
Maximum Coal sent 70 tons
65
GIVEN PROBLEM: #2
Ray Christian is trying to determine how many units of two cordless telephones to
produce each day. One of these is the standard model, the other is the deluxe model. The profit
per unit on the standard model is P2, 000 & the profit per unit on the deluxe model is P3, 000
.Each unit requires 30 minutes of assembly time. The standard requires 10 minutes of
inspection time; the deluxe model requires 15 minutes of inspection time. The company must
fill an order for six standard phones. There are 450 minutes of assembly time and 180 minutes
of inspection time available each day. How many units of each products should be
manufactured to maximize profits? Formulate the LP model.
Maximize Z = 2,000x1 + 3,000 x2
Subject To: 30x1 + 30x2 < 450 (assembly time constraint)
10x1 + 15x2 ≤ 180 (inspection time constraint)
1x1 + 0x2 > 6 (order for standard model)
X1 x2 > (non-negativity constraints)
Profit
Inspection time Order for standard
Product Assembly time(mins) Contributio
(mins) model
ns/Unit
Standard
30 10 1 P2,000
model (x1)
Deluxe
30 15 0 P3,000
Model(x2)
Total 60 180 6
The Objective Function

The daily profit realized from selling a standard model is 2,000x1. Similarly, we can get 3,000x2
from the deluxe model. The total profit, Z, is therefore, 2,000x1 + 3,000x2 which is to be
maximized.
66
5. B. Minimization Problem
Examples:
GIVEN PROBLEM #1
The National Food and Health Commitee uses three bulk grains plant natural cereal that it sells
by the kilos. The store advertises that each serving of the cereal when taken with 1/2 cup of
whole milk, meets an adult’s minimum daily requirement for protein, riboflavin, phosphorus
and magnesium per kilo are shown below:
GRAIN COST/Kg Protein Riboflavin Phosphorus Magnesium

(mg/kg) (mg/kg) (mg/kg) (mg/kg)
A 35 15 20 8 2
B 40 22 18 9 3
C 45 25 22 10 6
The minimum adult daily requirement for protein is 3mg. 2mg for riboflavin, 1 mg for
phosphorus, and a half mg for management. The company wants to select the plant of grains
that would minimize total cost.
The blending problem wants to find the best mix of grain A, B and C such that the total cost is
minimized. The problem can be written in standard from as follows:
Minimize Z = 35x1 + 40x2 + 45x3
Subject To:
15x1 + 22x2 + 25x3 > 3 (Protein constraint)
20x1+ 18x2 + 22x3 > 2 (Riboflavin constraint)
8x1 + 9x2 + 10x3 + > 1 (Phosphorus constraint)
2x1 +3x2 + 6x3 > ½ (Magnesium constraint)
X1, x2, x3, > 0 (Non-negativity constraint)
67
GIVEN PROBLEM #2
Catty Cat Company provides overnight lodging for a variety of a pet. The company’s cat food is
made by two mixing two brand name cat food products to obtain what the company calls “well-
balanced cat diet.” The data for the two cat foods are as follows:
Cat Food Cost/ Ounce Php Protein Fat Percentage

Tiki Cat 3 35 15
Ziwi Peak 2.50 25 30
If the company wants to be sure that the cats receive at least 5 ounces of protein and at least 3
ounces of fat per day, what is the minimum cost mix of the two cat food products?
The summarized form of the this blending problem is to find the best daily mix of Tiki Cat and
Ziwi Peak so that total cost will be minimized. The problem can be written in standard from as
follows:
Minimize Z = 3x2 + 2.5x2
Subject To:
0.35x1 + 0.25x2 > 5 (Protein constraint)
0.15x1 + 0.25x2 > 3 (Fat constraint)
x1, x2 > 0 (non-negativity constraints)
68
6. Duality and Sensitivity

For every instance of an LP, there is an associated LP known as the dual problem. The original
problem is known as the primal problem.
There are two definitions of the dual pair of problems, which are equivalent. Duality can
also be shown to be a ‘symmetric relationship (property of involution) in that the dual of the
dual is the primal problem.
Primal Dual Formulations
CANONICAL FORM
P1: Minimize cTx subject to
Ax b x 0
D1: Maximize yTb or bTy

T c
subject to yTA cT y 0 or A y
STANDARD FORM
P2 Minimize cTx
subject to Ax = b
x 0
D2 Maximize yTb or bTy

subject to yTA cT T
(or A y c)
y free variables (u.r.s.)
69
Note that if the number of variables in the primal problem is n and the number of
constraints is m then the the number of variables in the dual problem is m and the number of
constraints is n: In fact variables in the dual problem correspond to constraints in the primal
problem and vice-versa.
In other words, if x2Rn and A is (m n) then y 2Rm and T A y c
represents a system of n inequalities (the dual constraints) in m new unknown dual variables
(y1;:::;ym):
Example 1
Primal:
Minimize 10x1 + 5x2 + 4x3 subject to

3x1 + 2x2 3x3 3
4x1 + 2x3 10
x1;x2;x3 0
Dual:
Maximize 3y1 + 10y2 subject to 3y1

+ 4y2 10
2y1 5
3y1 + 2y2 4
y1;y2 0
70
Example 2
Primal:
Minimize 6x1 + 8x2
subject to 3x1 + x2 s1 =4
5x1 + 2x2 s2 =7
x1;x2;s1;s2 0
Dual:
Maximize 4w1 + 7w2 subject to

3w1 + 5w2 6
w1 + 2w2 8 w1;w2 0 The primal in this example is stated in standard

form P2. However the variables s1;s2 play the part of non-negative
surplus variables since they do not appear in the objective
functionand it is easy to write down an equivalent primal problem in
the canonical form P1. The dual problem is the same, whether
written in the form of D1 or as D2.
Economic interpretation of the dual
The dual of the diet problem introduced earlier
min
x
s.t. Ax r x 0
71
is
maxyTr y
s.t. yTA
cT y
0
We can provide an interesting economic interpretation of the dual in this case:
Recall that aij represents the amount of nutrient i contained in unit amount of the jth food.
Consider a pill maker (an alternative supplier of nutrients) who wants to set a price for each
nutrient. Let i be the price per unit of the ith nutrient (i = 1;:::;m) forming a price vector . The pill
maker s price to supply the required amount of each nutrient in the diet is
:
The price of all nutrients needed to make up a unit amount of the jth food should be
competitive, therefore not be more than the price of unit amount of the jth food. Hence
Identifying y with we see that the dual problem maximizes the income of the pill maker
subject to a competitiveness constraint.
Duality - basic properties
Equivalence of dual forms

The duality relationships P1-D1, P2-D2 are equivalent.
Proof
We rst take the dual pair in standard form P2-D2 as the de nition and nd the dual of a
problem in the canonical form P1:
72
Minimize cTx
subject to Ax b x
0
Introduce a vector of m surplus variables s 0 so the constraints can be written
Ax s=b
x
or A I != b
which is of the form A0x0 = b where A0 and x0 are partitioned matrices. Applying the duality
result for the primal in standard form P2, the dual problem is
Maximize bTy subject to
In this dual problem, although the D2 dual variables are not explicitly unrestricted in sign
(free variables), the constraints imply that ATy c and y 0, which provides the dual problem D1.
We can also take the dual pair in canonical form P1-D1 as the de nition and nd the dual of a
problem in the canonical form P2. (Exercise)
Involution property
The dual of the dual is the primal.
Proof
Consider the dual in canonical form D1 (y
Maximize bTy
73
T
subject to A y c y
We may write this in the form of a canonical P1 primal problem
Minimize bT y
TA
subject to y c
y 0
The corresponding canonical dual problem in variables w2Rn is

Maximize cTw
subject to AT Tw b
w 0
which is equivalent to the primal problem P1
Minimize cTw
subject to Aw b w
0
Mixed Constraints
The dual of LP problems that are neither in standard form nor in canonical form can be
written down using rules summarized in the following table.
74
Min Problem Max problem

Type of Constraint Type of Variable
x bi yi 0 (P1, D1)
x bi yi 0
aTi x = bi yi u.r.s. (P2, D2)
Type of Variable Type of Constraint

xj 0 yTAj cj (either case)
xj 0 yTAj cj Notes:
xj u.r.s. yTAj = cj
1. u.r.s. denotes unrestricted in sign or free
variable
2. aTi denotes ithprimal constraint coe¢ cients
i.e. the ith row of A-matrix
3. Aj denotes jth dual constraint coe¢ cients
i.e. the jth column of A-matrix
Example 3 (mixed constraints)
Primal:
Maximize z = 5x1 + 6x2
subject to x1 + 2x2 = 5 x1 +
5x2 3
4x1 + 7x2 8
x1 u.r.s., x2 0
Dual:
Minimize w = 5y1 + 3y2 + 8y3
subject to y1 y2 + 4y3 = 5
75
2y1 + 5y2 + 7y3 6 y1

u.r.s., y2 0; y3 0
Use of the Table: m = 3;n = 2 so dual has 3 variables y1;y2;y3 and

2 constraints
Since primal is a maximization, refer to Table 2nd column for primal properties read o⁄
dual properties from Table 1st column.
Variable x1 is u.r.s. )1st dual constraint is =
Variable x2 0 ) 2nd dual constraint is (for minimization)
1st primal constraint is =, ) y1 is u.r.s.
2nd primal constraint is ) y2 0
3rd primal constraint is ) y3 0
Duality Theorems
The primal and dual LP problems are so intimately related that solving either problem provides
the solution to the other. For the following results we assume the primal is a minimization in
standard form P2 with dual D2.
Weak duality lemma
If x, y are feasible for the primal and dual problems respectively, then)
cTx yTb (4.1)
Proof
Let x, y be feasible for problems P2, D2 respectively. Then
76
yTA cT (4.2a) yTA cT 0

(4.2b) ) yTA cT x 0 (4.2c)
(4.2c) follows from (4.2b) because x 0 (feasible for P2) so A cT i xi 0. Now

Ax = b; again because x is feasible for P2, so
yTAx cTx 0 yTb cT x 0

yTb cTx
as required.
Corollary 1
If x, y are feasible for P2, D2 respectively and cTx = yTb then x and y are optimal for their
respective problems.
i.e. If a pair of feasible solutions for the primal and dual problems have the same objective
function value, then they are optimal for their respective problems.
Corollary 2
If either problem is unbounded (optimal solution is at in nity) the other problem in infeasible.
[ NB The converse is not true as both problems can be infeasible! ]
Example
In Example 2 of Section 4.1 the primal and dual objective functions are
z = 6x1 + 8x2
and
w = 4y1 + 7y2:
77
It can easily be veri ed (e.g. graphically) that and these

optima are
T achieved at and .
Let us solve the dual problem through simplex iterations. In standard form constraints are
3y1 + 5y2 + v1 = 6 y1
+ 2y2 + v2 = 8
A basis of dual slacks is available:

Max y1 y2
v1 3 5 6
v2 1 2 8
z 4 7 0
After one pivot, the optimal tableau is
y1 v1
3 y21 6
5 5 5
v2 1 2 28
5 5 5
z 1 7 42
5 5 5
We may con rm the elements of the tableau as follows:
B N !
B !
78
b=B
The matrix form of the reduced tableau is
Non-basic variables
(4.3)
Basic vars Y = B 1 N = (yij) b
fg
z zj cj z0
where zj cj are the elements of cTBB 1N cTN and .
Simplex multipliers (dual variables)
The components of the m-vector
y B1 (4.4)
known as simplex multipliers are the dual variables associated with a particular basis B: The dual
vector is generally infeasible for the dual problem during intermediate tableau iterations.
Only when the bottom row satis es primal optimality does yT0 become dual feasible.
We will show below that
79
1. the dual variables y0 corresponding to an optimal basis are feasible
2. the dual objective b equals z0, the minimum value of the primal.
Therefore by Corollary 1 to the weak duality lemma we have constructed an optimal dual
vector y0.
Strong duality theorem
If either the primal or the dual has a nite optimal solution then so has the other and the
corresponding objective function values are equal. If either problem is unbounded the other
problem is infeasible.
Proof
Let y B 1 where B is an optimal basis.
y B N B Ni
= h cTB cTBB 1N i (4.5a) h cTB cTN i = cT (4.5b)

so that yT0 is dual feasible, with objective value
B 1b
= z0
Notice that in going from (4.5a) to (4.5b) we have assumed that B 1N cTN.
This follows from the optimality conditions zj cj 0 8j, which are simply the components of
cTBB 1N cTN.
80
Example (continued) For

the above example
= x1; x2 :
Hence the primal optimal solution is
Complementary slackness
The complementary slackness (C-S) conditions, which are a consequence of duality, relate the
values of the primal and dual vectors at a common optimum. They can be stated for either the
asymmetric (P2,D2) or the symmetric (P1 D1) primal dual pair.
Theorem (Complementary slackness - asymmetric case)
Let x; y be feasible for P2, D2 respectively. A necessary and su¢ cient condition (NSC) that
they both be optimal is that for each j (j = 1;:::;n)
i) If xj > 0 then yTAj = cj ii) If

yTAj < cj then xj = 0
Proof.
Since x; y are feasible for their respective problems, we have
81
Ax = b , x 0
yTA cT
Thus yTA + vT = cT with vT 0. Postmultiply by x and apply Ax = b
yTAx + vTx = cTx yTb +

vTx = cTx
cTx yTb = vTx (4.6)
By corollary 2 to the Weak Duality theorem, x;y are optimal if and only if r.h.s.= 0.
Since v with vj;xj 0; r.h.s.= 0 if and only if vjxj = 0 for each j.

So i) xj > 0 ) vj = 0 and ii) vj > 0 ) xj = 0 as required:
[In fact ii) follows from i) and feasibility of y ]
Theorem (Complementary slackness - symmetric case)
Let x; y be feasible for P1, D1 respectively. A necessary and su¢ cient condition (NSC) that
they both be optimal is that
i) xjvj = 0 8j ii) siyi = 0 8i where vj is the jth dual slack (corresponding to xj) and si is the
ith primal slack
Comment: By analogy with the asymmetric case, we can write each equation as a pair of
implications, so
8j; xj > 0 ) vj = 0; vj > 0 ) xj = 0 (4.7a)
8i; si > 0 ) yi = 0; yi > 0 ) si = 0 (4.7b)
Proof. Since x; y are feasible for their respective problems, we have
82
Ax b , x 0 yTA cT, y 0
or, introducing slack variables s 0 , vT 0
Ax s=b, x;s 0
y A + v = cT ,
T T
y;v 0
Then
yTAx yTs = yTb yTAx + vTx = cTx
so
cTx yTb = vTx + yTs (4.8)
The result follows by analogy to the previous (asymmetric) case.
Example 2 (continued)
Recall the primal was

Minimize 6x1 + 8x2 subject to 3x1 + x2 4
5x1 + 2x2 7 x1;x2 0
and the dual
Maximize 4w1 + 7w2
subject to 3w1 + 5w2 6

w1 + 2w2 8
w1;w2 0
The optimal solution to the primal is
83
From the C-S conditions, the optimal solution to the dual takes the form
(v1;v2;w1;w2) = (0; ;0; )
i.e. the 1st dual variable is zero at the optimum (w1 = 0). Hence 5 = 6 from the 1st dual constraint
which is active (satis ed with equality) since v1 = 0: Hence
The Dual Simplex Algorithm
Suppose we have a tableau that satis es the bottom row optimality conditions but which
corresponds to an infeasible solution.
i.e. we have
non-basic variables
xB Y =(yij) b
z- zj cjs z0
row
with zj cj 0; each j (for minimization) and bi < 0 for some i.
Such a tableau is said to be dual feasible because the associated dual vector y cTBB 1satis
es
y [BjN] cT
The dual simplex algorithm is applicable. The rules for selecting a pivot element are:
84
1. If b 0; stop; the current basis is optimal. Otherwise choose pivot row p by mini bi = bp
(bp < 0)
2. If ypj 0 8j stop; the problem is infeasible (because dual is unbounded).
Otherwise, choose pivot column q by the minimum ratio rule
(4.9)
3. Pivot on the element ypq(< 0) according to usual Simplex rules and return to Step 1.
Notes
i) The dual simplex algorthm is in fact the primal simplex algorithm applied to the
dualproblem.
ii) The dual simplex algorithm can be useful
(a) in avoiding a Phase I calculation when an infeasible but optimal tableau is available
by inspection ,
(b) in sensitivity analysis when the current optimal solution becomes infeasible
throughthe addition of an extra constraint or a small change in the right hand side
vector b:
in integer programming by Gomory s cutting planes .
Example (Dual Simplex)

Minimize 2x1 +3x2 +4x3
subject to x1 +2x2 + x3 3
2x1 x2 +3x3 4
85
0
x1; x2; x3
An initial (infeasible) tableau using s1; s2 as basic variables is
x1 x2 x3
s1 1 2 1 3
s2 1 3 4
2
2 3 4 0
"
st
After 1 dual simplex pivot
s2 x2 x3
s1 1 5 1 1
2 2 2
x1 1 1 3 2
2 2 2
1 4 1 4
"
After 2nd dual simplex pivot
s2 s1 x3
x2 1 2 1 2
5 5 5 5
x1 2 1 7 11
5 5 5 5
1 8 9 28
5 5 5 5
Optimal solution is
Optimal solution to dual can be con rmed using C-S conditions (Ex.)
1. The OF value z is monotonic increasing in successive tableaux (min problem).
86
2. Since Im appears in the the initial A matrix and y B B 1 ( Im)
w1;w2 also appear negatively as the zj cj values for surplus variables s1;s2.
Sensitivity Analysis
,How is an optimal solution (of a LP in standard form) in uenced by
1. changes to the objective function coe¢ cients c
2. changes to the rhs. of the constraints b
3. changes to the constraint matrix A; in particular
(a) adding a new constraint a

(b) adding a new variable (or activity) xm+1?
From a knowledge of the simplex tableau at
optimality
non-basic variables
xB Y =B 1N b = B 1b
z- (4.10)
c N cTN B 1b
row
we see that
1. small changes to c a⁄ect only the bottom row
2. small changes to b a⁄ect only the rhs.
3. changes to A can potentially in uence all sections of the tableau

(we will only consider in detail adding a new constraint)
87
Example (Furniture manufacturer)
A manufacturer of furniture makes three products: desks, tables and chairs. Each item of
furniture made consumes amounts of three resources: timber, nishing time and carpentry time.
To manufacture one desk requires 8 ft. of timber, 4 hours nishing time and 2 hours carpentry
time A table requires 6 ft. of timber, 2 hours nishing time and 1.5 hours carpentry time A chair
requires 1 ft. of timber, 1.5 hours nishing time and 0.5 hours carpentry time
The total weekly availability of timber is 48 ft., of nishing time is 20 hrs and of carpentry
time is 8 hrs. The unit pro t from selling a desk is $60, from a table is $30, from a chair is
$20.
The LP formulation to maximize the manufacturers pro t subject to the given resource
constraints is as follows:
Let x1;x2;x3 = no. of units of each product (desks, tables and chairs respectively) to make per
week.
Maximize 60x1 +30x2 +20x3

subject to 8x1 +6x2 + x3 48
4x1 +2x2 +1:5x3 20
2x1 +1:5x2 0:5x3 8
x1; x2; x3 0
88
resulting in the following tableaux
Initial
Tableau
x1 x2 x3
s1 s2
s3
60 30 20 0
Final Tableau s3 x2 s2
24
8 8 6 1 48 s1 8 2 2
4 2 3 20 x3 4 2 2
2
2 3 2 3 5 1
10 5 10 280
2 1 8 x1
2 4 2
2
89
The optimal solution is to manufacture 2 desks and 8 chairs resulting in a pro t of $280.
There is a surplus of 24 ft. of timber, but all available hours of nishing time, carpentry time are
used up.
Often the data assumed in the calculation are imprecise or subject to change. We now ask
Q1. What range of variation in unit pro t leaves the current solution optimal?
Q2. What is the optimal product mix if the unit pro t for a table increases to $40?
Q3. What if the total available nishing time increases to 30 hours?
These questions can be answered through a sensitivity analysis.
Changes to c
From (4.10) we see these a⁄ect the optimality conditions zj cj 0 (for max) each j, and the
optimal value (though not of course the polytope representing the feasible
region).
Consider increasing a single component of cB; say c1 by an amount , i.e. c1 c1+ :
The modi ed nal tableau is
s3 x2 s2
s1 8 2 2 24
x3 4 2 2 8
x1 3 5 1 2
2 4 2
10 5 10 280
+32+54 1 +2
2
The condition for the current solution to remain optimal is
10 + 0
90
5+ 0
10 0
which need to be satis ed simultaneously. Hence
4 20
or equivalently
56 c1 80
For example, if c1 = 56 (= 4) we nd an alternative optimal manufacturing plan is to stop

manufacturing
desks and instead to produce
s3 x1 s2
1.6 tables and 11.2 desks per
week s1 136
5
x3 56 (27:2)
5 (11:2)
x2 8 (1:6)
5
4 0 12 272
NB Non- integer production
values can still have meaning in a continuous production setting, although integer
programming (IP) techniques (see Section 5) will provide ways of nding optimal integer
solutions. Similarly we can establish ranges for c2 and c3 (leaving the other components
unchanged) that ensure the current solution remains optimal.
2. Suppose c2 = 40 (= 10 in c2). As x2 is nonbasic in the optimal tableau, only that column s zj

cj value is changed. It becomes negative ( 5) and after one pivot optimality is restored
91
s3 x2 s2 s3 x1 s2
(27:2)
s1 8 2 2 24 s1 136 (11:2)
5 (1:6)
x3 4 2 2 8
This is the x3 56 same BFS as before.
5
x1 3 5 1 2
Changes to b x2 8
2 4 2
These a⁄ect 5 the rhs. of an
optimal 10 5 10 280 16 4 8 288 tableau (4.10).
Consider an increase of to the
second resource limitation b2, b2 b2 + :
We consider the e⁄ect on b of the rhs. becoming b0 = b + b with b
e2 where e2 = (0;1;0), the 2nd column of the identity matrix I3:
b = B 1b
b0 = B 1 (b + b)
= b+B 1 b
= b+ B 1e2
Notice that the product B 1e2 picks out the second column of B 1 which appears in the nal
tableau under s2. In the original A matrix the column Aj corresponding to s2 is e2. Hence B
1
Aj = B 1e2 appears in the body of the nal tableau under s2: Hence
b
The rhs. remains feasible while
24 + 2 0; 8 + 2 0
i.e. while
4 4 () 16 b2 24
92
e.g. if b2 = 30 ( = 10) the nal tableau becomes infeasible. In this example feasibility (hence
the optimal solution) is obtained after one iteration of the dual simplex algorithm
s3 x2 s2 s3 x2 x1
s1 8 2 2 44 s1 32
x3 4 2 2 28 x3 16
x1 3 5 1 3
2 4 2 s2 6
10 5 10 380
40 30 20 320
93
7. Transportation Method of Linear programming
Definition:
The Transportation Method of linear programming is applied to the problems related
to the study of the efficient transportation routes i.e. how efficiently the product from different
sources of production is transported to the different destinations, such as the total transportation
cost is minimum.
Here origin means the place where the product is originated or manufactured for the ultimate
sales while the places where the product is required to be sold is called destination. For solving
the transportation problem, the following steps are to be systematically followed:
Obtaining the initial feasible solution, which means identifying the solution that
satisfies the requirements of demand and supply. There are several methods through which the
initial feasible solution can be obtained; these are:
1. North-West Corner
2. Least Cost Method
3. Vogel’s Approximation Method
Note: It is to be ensured that the number of cells occupied should be equal to m+n-1, where “m”
is the number of rows while “n” is the number of columns.
Testing the optimality of the initial feasible solution. Once the feasible
solution is obtained, the next step is to check whether it is optimum or not. There are two
methods used for testing the optimality:
1. Stepping-stone Method
2. Modified Distribution Method (MODI)
The final step is to revise the solution until the optimum solution is obtained.
94
The two most common objectives of transportation problem could be: i) maximize the profit of
transporting “n” units of product to the destination “y”, ii) Minimize the cost of shipping “n”
units of product to the destination “y”.
North-West Corner Rule
Definition: The North-West Corner Rule is a method adopted to compute the

initial feasible solution of the transportation problem. The name North-west corner is given to
this method because the basic variables are selected from the extreme left corner.
The concept of North-West Corner can be well understood through a transportation problem
given below:
95
Illustrative Problem:
In the table, three sources A, B and C with the production capacity of 50 units, 40 units, 60 units
of product respectively is given. Every day the demand of three retailers D, E, F is to be
furnished with at least 20 units, 95 units and 35 units of product respectively. The transportation
costs are also given in the matrix.
The prerequisite condition for solving the transportation problem is that demand should be equal
to the supply. In case the demand is more than supply, then dummy origin is added to the table.
The supply of dummy origin will be equal to the difference between the total supply and total
demand. The cost associated with the dummy origin will be zero.
Similarly, in case the supply is more than the demand, then dummy source is created whose
demand will be equivalent to the difference between supply and demand. Again the cost
associated with the dummy source will be zero.
Once the demand and supply are equal, the following procedure is followed:
96
1. Select the north-west or extreme left corner of the matrix, assign as many units as
possible to cell AD, within the supply and demand constraints. Such as 20 units are assigned
to the first cell, that satisfies the demand of destination D while the supply is in surplus.
2. Now move horizontally and assign 30 units to the cell AE. Since 30 units are available
with the source A, the supply gets fully saturated.
3. Now move vertically in the matrix and assign 40 units to Cell BE. The supply of source B
also gets fully saturated.
4. Again move vertically, and assign 25 units to cell CE, the demand of destination E is
fulfilled.
5. Move horizontally in the matrix and assign 35 units to cell CF, both the demand and
supply of origin and destination gets saturated. Now the total cost can be computed.
6. The Total cost can be computed by multiplying the units assigned to each cell with the
concerned transportation cost. Therefore,
Total Cost = 20*5+ 30*8+ 40*6+ 25*9+ 35*6 = PHP 1,015
Least Cost Method
Definition: The Least Cost Method is another method used to obtain the initial
feasible solution for the transportation problem. Here, the allocation begins with the cell which
has the minimum cost. The lower cost cells are chosen over the higher-cost cell with the
objective to have the least cost of transportation.
The Least Cost Method is considered to produce more optimal results than the North-west
Corner because it considers the shipping cost while making the allocation, whereas the North-
West corner method only considers the availability and supply requirement and allocation begin
with the extreme left corner, irrespective of the shipping cost.
97
Let’s understand the

concept of Least Cost
method through a
problem given below:
In the given matrix, the supply of each source A, B, C is given Viz. 50units, 40 units, and 60
units respectively. The weekly demand for three retailers D, E, F i.e. 20 units, 95 units and 35
units is given respectively. The shipping cost is given for all the routes.
The minimum
transportation
cost can be obtained
by following the
steps given below:
98
1. The minimum cost in the matrix is PHP 3, but there is a tie in the cell BF, and CD, now
the question arises in which cell we shall allocate. Generally, the cost where maximum
quantity can be assigned should be chosen to obtain the better initial solution. Therefore, 35
units shall be assigned to the cell BF. With this, the demand for retailer F gets fulfilled, and
only 5 units are left with the source B.
2. Again the minimum cost in the matrix is PHP 3. Therefore, 20 units shall be assigned to
the cell CD. With this, the demand of retailer D gets fulfilled. Only 40 units are left with the
source C.
3. The next minimum cost is PHP 4, but however, the demand for F is completed, we will
move to the next minimum cost which is 5. Again, the demand of D is completed. The next
minimum cost is 6, and there is a tie between three cells. But however, no units can be
assigned to the cells BD and CF as the demand for both the retailers D and F are saturated.
So, we shall assign 5 units to Cell BE. With this, the supply of source B gets saturated.
4. The next minimum cost is 8, assign 50 units to the cell AE. The supply of source A gets
saturated.
5. The next minimum cost is PHP 9; we shall assign 40 units to the cell CE. With his both
the demand and supply of all the sources and origins gets saturated.
6. The total cost can be calculated by multiplying the assigned quantity with the concerned
cost of the cell. Therefore,
Total Cost = 50*8 + 5*6 + 35*3 +20*3 +40*9 = PHP 955.
Note: The supply and demand should be equal and in case supply are more, the dummy source is
added in the table with demand being equal to the difference between supply and demand, and
the cost remains zero. Similarly, in case the demand is more than supply, then dummy
destination or origin is added to the table with the supply equal to the difference in quantity
demanded and supplied and the cost being zero.
99
Vogel’s Approximation Method
Definition: The Vogel’s Approximation Method or VAM is an iterative

procedure calculated to find out the initial feasible solution of the transportation problem. Like
Least cost Method, here also the shipping cost is taken into consideration, but in a relative sense.
The following is the flow chart showing the steps involved in solving the transportation problem
using the Vogel’s Approximation Method:
100
The concept of Vogel’s Approximation Method can be well understood through an illustration
given below:
1. First of all the difference between two least cost cells are calculated for each row and
column, which can be seen in the iteration given for each row and column. Then the largest
difference is selected, which is 4 in this case. So, allocate 20 units to cell BD, since the
minimum cost is to be chosen for the allocation. Now, only 20 units are left with the source
B.
2. Column D is deleted, again the difference between the least cost cells is calculated for
each row and column, as seen in the iteration below. The largest difference value comes to be
3, so allocate 35 units to cell AF and 15 units to the cell AE. With this, the Supply and
demand of source A and origin F gets saturated, so delete both the row A and Column F.
101
3. Now, single column E is left, since no difference can be found out, so allocate 60 units to
the cell CE and 20 units to cell BE, as only 20 units are left with source B. Hence the demand
and supply are completely met.
102
4. Now the total cost can be computed, by multiplying the units assigned to each cell with
the cost concerned. Therefore,
Total Cost = 20*3 + 35*1 + 15*4 + 60*4 + 20*8 = PHP 555
Note: Vogel’s Approximation Method is also called as Penalty Method because the difference
costs chosen are nothing but the penalties of not choosing the least cost routes.
Stepping Stone Method
Definition: The Stepping Stone Method is used to check the optimality of the
initial feasible solution determined by using any of the method Viz. North-West Corner, Least
Cost Method or Vogel’s Approximation Method. Thus, the stepping stone method is a procedure
for finding the potential of any non-basic variables (empty cells) in terms of the objective
function.
Through Stepping stone method, we determine that what effect on the transportation cost would
be in case one unit is assigned to the empty cell. With the help of this method, we come to know
whether the solution is optimal or not.
The series of steps are involved in checking the optimality of the initial feasible solution using
the stepping stone method:
1. The prerequisite condition to solve for the optimality is to ensure that the number of
occupied cells is exactly equal to m+n-1, where ‘m’ is the number of rows, while ‘n’ is equal
to the number of columns.
2. Firstly, the empty cell is selected and then the closed path is created which starts from the
unoccupied cell and returns to the same unoccupied cell, called as a “closed loop”. For
creating a closed loop the following conditions should be kept in mind:
103
 In a closed loop, cells are selected in a sequence such that one cell is
unused/unoccupied, and all other cells are used/occupied.
 A pair of Consecutive used cells lies either in the same row or the same column.
 No three consecutive occupied cells can either be in the same row or column.
 The first and last cells in the closed loop lies either in the same row or column.
 Only horizontal and vertical movement is allowed.
3. Once the loop is created, assign “+” or “–“ sign alternatively on each corner cell of the
loop, but begin with the “+” sign for the unoccupied cell.
4. Repeat these steps again until all the unoccupied cells get evaluated.
5. Now, if all the computed changes are positive or are equal to or greater than zero, then
the optimal solution has been reached.
6. But in case, if any, value comes to be negative, then there is a scope to reduce the
transportation cost further. Then, select that unoccupied cell which has the most negative
change and assign as many units as possible. Subtract the unit that added to the unoccupied
cell from the other cells with a negative sign in a loop, to balance the demand and supply
requirements.
Example, suppose the following matrix shows the initial feasible solution and stepping stone
method is adopted to check its optimality:
104
105
With the new matrix so formed, again the empty cells will be evaluated through a loop formation
and signs will be assigned accordingly. The cell with the highest opportunity cost will be
assigned the units, and this process will repeat until the best optimum solution is obtained or the
opportunity cost of all the unoccupied cells comes to be negative.
Modified Distribution Method
Definition: The Modified Distribution Method or MODI is an efficient

method of checking the optimality of the initial feasible solution.
The concept of MODI can be further comprehended through an illustration given below:
1. Initial basic feasible solution is given below:
106
2. Now, calculate the values of ui and vj by using the equation:

ui+vj = Cij
Substituting the value of u1 as 0
U1+V1 = C11, 0+V1 = 6 or V1 = 6
U1 +V2 = C12, 0+V2 = 4 or V2 = 4
U2+V2 = C22, U2+4 = 8 or U2 = 4
U3+ V2 = C32, U3+4 = 4 or U3 = 0
U3+V3 = C33, 0+V3 = 2 or V3 =2
107
3. Next step is to calculate the opportunity cost of the unoccupied cells (AF, BD, BF, CD)
by using the following formula:
Cij – (ui+Vi)
AF = C13 – (U1+V3), 1- (0+2) = -1 or 1
BD = C21 – (U2+v1), 3- (4+6) = -7 or 7
BF = C23 – (U2+V3), 7- (4+2) = 1 or -1
CD = C31- (U3+V1), 4- (0+6) = -2 or 2
4. Choose the largest positive opportunity cost, which is 7 and draw a closed path, as shown
in the matrix below. Start from the unoccupied cell and assign “+” or “–“sign alternatively.
Therefore, The most favored cell is BD, assign as many units as possible.
5. The matrix below shows the maximum allocation to the cell BD, and that number of units
are added to the cell with a positive sign and subtracted from the cell with a negative sign.
108
6. Again, repeat the steps from 1 to 4 i.e. find out the opportunity costs for each unoccupied
cell and assign the maximum possible units to the cell having the largest opportunity cost.
This process will go on until the optimum solution is reached.
The Modified distribution method is an improvement over the stepping stone method since; it
can be applied more efficiently when a large number of sources and destinations are involved,
which becomes quite difficult or tedious in case of stepping stone method.
Modified distribution method reduces the number of steps involved in the evaluation of empty
cells, thereby minimizes the complexity and gives a straightforward computational
scheme through which the opportunity cost of each empty cell can be determined.1
109
8. Project Management Mathematics

This article will cover the following tools and technique of Develop Schedule, out of which the
last three are common tools and techniques of Control schedule.
 Critical Path Method
 Critical Chain Method
 Schedule Compression
 Resource Optimization Techniques
 Modeling Techniques
8. A. Critical Path Method
Critical path method (CPM) is a schedule method, which determines the amount of float, or
schedule flexibility, for each of the network paths by calculating the earliest start date, earliest
finish date, latest start date, and latest finish date for each activity. This is a schedule network
technique that relies on sequential networks (one activity occurs before the next, a series of
activities occurring concurrently is completed before the next series of activities begins, and so
on) and on a single duration estimate for each activity. The precedence diagramming method
(PDM) can be used to perform CPM. The critical path (CP) is generally the longest full path on
the project. Any project activity with a float time that equals zero is considered a critical path
task. The critical path can change under a few conditions. Float time is also called slack time.
There are two types of float: total float and free float.
 Total Float (TF): The total amount of time a scheduled activity may be delayed from
its early start date without delaying the project finish date.
 Free float (FF): The amount of time a schedule activity can be delayed from its early
start date of any immediately following schedule activities.
Calculating Float using Forward and Backward Pass
110
In the above figure consider the following values to calculate float

ES=3; LS=10; EF=7; LF=14
Using any of the formula of float from above
Float= LS – ES = 10 – 3 =7
Forward Pass: Early Finish=Early start date + duration of the activity.
Backward Pass: Late Start=Late Finish date – duration of the activity.
Calculating the Critical Path
A critical path task is any task that cannot be changed without impacting the project end date. By
definition, these are all tasks with zero float.
Example
Create a schedule network diagram using the data given above
111
Critical Path is A,B,D,F as it is the longest path taking 18 daysThe float on the task A,B,D and F
should be 0
But on the other path A,C,E,F
Calculate the float on task E using the formula
Float = LF – EF
= 14 – 9 = 5
Calculate the float on task C using the formula

Float = LF-EF
= 12 – 7 = 5
In the network diagram above on the non critical path A, C, E, F, you must be wondering
that the EF and LF of Activity E were 9 and 14 respectively then why the ES and LS of the
successor activity F are 14, and 14 respectively. The answer to this question is following forward
pass we calculate the early values of all the activities first. After obtaining the Early Finish of last
activity we put the Late Finish of that activity same as Early Finish, as we consider this to be on
critical path (on critical path EF=LF as float is equal to 0).Once we get the Late Finish of the last
activity we do the backward calculation using backward pass .That we started putting the values
to Late start by subtracting the duration of that activity from Late Finish.
Critical Chain Method
Critical chain method is a schedule method that allows the project team to place buffers on
project schedule path to account for limited or restricted resources. After the project schedule
network diagram is constructed using duration estimates, dependencies, and constraints, resource
availability is entered into the scheduling tool. The modified schedule is calculated which often
112
changes the critical path. The new critical path showing the resource restrictions is called the
critical chain. Critical chain uses both deterministic (step-by-step) and probabilistic approaches.
A few steps are involved in the critical chain process:
 Construct the schedule network diagram using activity duration estimates.
 Define dependencies.
 Define constraints.
 Calculate critical path.
 Enter resource availability into the schedule.
 Recalculate for the critical chain.
These buffers are known as feeding buffers and they protect the critical chain schedule from
slipping. After the buffers are added, the planned activities are then scheduled at their latest start
and finish dates.
Schedule Compression
It is a form of mathematical analysis that’s used to shorten the project schedule without changing
the project scope. Compression is simply shortening the project schedule to accomplish all the
activities sooner than estimated.
Schedule compression might happen when the project end date has been predetermined or you
discover that the project is going to take longer than the original promised date. For example,
Jane, a project manager calculated the end date to be July 21. But the project was undertaken and
a July 12 date was promised?
That’s when there arises a need to employ one or both of the schedule compression
techniques: crashing and fast tracking.
o Crashing: This is a compression technique that looks at cost and schedule trade-offs.
One of the things you might do to crash the schedule is add resources—from either inside or
outside the organization—to the critical path tasks. It wouldn’t help you to add resources to
noncritical path tasks; these tasks don’t impact the schedule end date anyway because they have
float time. Crashing could be accomplished by requiring mandatory overtime for critical path
tasks or
requiring overnight deliveries of materials rather than relying on standard shipping times.
You may find that crashing the schedule can lead to increased risk and or increased costs.
o Fast Tracking: Fast tracking is performing two tasks in parallel that were previously
scheduled to start sequentially. This technique can increase project risk and might cause the
project team to have to rework tasks. Fast tracking will only work for activities that can be
overlapped. For example, fast tracking is often performed in object-oriented programming. The
113
programmers might begin writing code on several modules at once, out of sequential order and
prior to the completion of the design phase.
However, if you remember the house-painting example, where scrapping, priming and painting
were dependent task to be performed in some order. One couldn’t start priming and painting at
the same time, so fast tracking is not a possibility for such activities.
In the figure below it is shown Task A, B, C, D were planned in a sequential order, but after fast
tracking. Fast tracking is starting two activities previously scheduled to start one after the other at
the same time
Resource Optimization Techniques
Examples of resource optimization include
 Resource Leveling: Critical path method does not consider resource availability.
After determining schedule of activities and its critical path, it’s time to plug in
resources for those activities and adjust the schedule according to any resource
constraints discovered. Resource leveling—also called the resource-based method—is
used when resources are over allocated. You’ll use this technique when they are time
constrained (especially those assigned to critical path activities) or when you need to
meet specific schedule dates and are concerned about resource availability. Resource
estimates were identified during the Estimate Activity Resources processes. Now
during Develop Schedule, resources are assigned to specific activities. Usually, you’ll
find that your initial schedule has periods of time with more activities than you have
resources to work on them. You will also find that it isn’t always possible to assign
100 percent of your team members’ time to tasks. Sometimes your schedule will show
114
a team member who is over allocated, meaning they’re assigned to more work than
they can physically perform in the given time period. At the same time, there are
resources only 50 percent allocated .Such resources that are under allocated can be
assigned to multiple tasks to keep them busy.
 Resource Smoothing: It is a technique that adjusts the activities of a schedule model
such that the requirements for resources on the project do not exceed certain
predefined limits. In resource smoothing, as opposed to resource leveling, the
project’s critical path is not changed and the completion date may not be delayed.
Activities may only be delayed within their free and total float. Thus resource
smoothing may not be able to optimize all resources
Modeling Techniques
Examples of modeling techniques include
 What-If Scenario Analysis: It analysis uses different sets of activity assumptions to
produce multiple project durations. For example, what would happen if a major
deliverable was delayed or due to some unknown risk, it cannot be completed on
time? What-if analysis weighs these questions and their assumptions and determines
the feasibility of the project schedule under these conditions.
 Simulation: This technique involves calculating multiple project durations with
different sets of activity. The most common simulation techniques is Monte Carlo
analysis .It use a range of probable activity durations for each activity, and those
ranges are then used to calculate a range of probable duration results for the project
itself. Monte Carlo runs the possible activity durations and schedule projections many,
many times to come up with the schedule projections and their probability, critical
path duration estimates, and float time.
8. B. Summary of steps in PERT/CPM Procedure
1. Develop a list of activities that make up the project.

2. Identify the immediate predecessors for each activity in the project.
3. Approximate the completion time for each activity.
4. Draw a project network showing the activities and immediate predecessors listed in steps 1
and 2.
5. Utilize the project network and the activity time estimates to identify the earliest start and the
earliest finish time for each activity by making a forward pass through the network. The earliest
finish time for the last activity in the project identifies the total time required to complete the
project.
115
6. Utilize the project completion time established in step 5 as the latest finish time for the last
activity and make a backward pass through the network to determine the latest start and the latest
finish time for each activity.
7. Utilize the difference between the latest start time and the earliest start time for each activity to
identify the slack time from the activity.
8. Find the activity with zero slack: these are the critical path activities.
Example a simple project:
Precedence Diagram
116
ES Earliest Time
EF Earliest Finishing
LS Latest Starting
LF Latest Finishing
Slack Difference Time
Then,
Slack=LF-EF = LS – ES
117
118
REFERENCES:
Dr. Sirug, W. 2006. Quantitative Techniques For Business. 31 pp.
Robertson, J. 2015; Singh, J. 2016 ; and O’Shea, M. 2018. What are the advantages of linear
programming? [https://www.quora.com/What-are-advantages-of-linear-programming]
John W. Chinmeck, 2001. [http://www.sce.carleton.ca/faculty/chinneck/po/Chapter2.html]
https://www.britannica.com/science/linear-programming-mathematics
https://www.purplemath.com/modules/linprog.htm
https://accounting-simplified.com/management/limiting-factor-analysis/linear-
programming/graphical.html
https://people.richland.edu/james/lecture/m116/systems/linear.html
file:///F:/System%20Volume/Downloads/em8719-e.pdf
Gupta M.P & Khanna R.B 2006‘Quantitative Techniques for Decision Making’ ©Prentice Hall
India
Larson B,(2014) Chapter 9.3 of ‘Mathematics’

http://college.cengage.com/mathematics/larson/elementary_linear/4e/shared/downloads/c09s3.pd
f
Ole Kröger 27 Jul 2017 in simplex + linear-

programming+ optimizationhttp://opensourc.es/blog/simplex
Section 5.3 in the most recent edition (6e) of Finite Mathematics and Section 5.3 in the most
recent edition (6e) of Finite Mathematics and Applied
Calculus)https://www.zweigmedia.com/RealWorld/tutorialsf4/framesSimplex.html
Module 5: Inequalities and Linear

Programminghttps://courses.lumenlearning.com/finitemath1/chapter/reading-solving-standard-
maximization-problems-using-the-simplex-method/
http://www.maths.manchester.ac.uk/~mkt/MT3061/Notes/SECTION4.pdf
https://businessjargons.com/transportation-method-of-linear-programming.html
119
Quantitative Approaches in Decision-Making with Computer Application and Case Study

Analysis/ Google By: Rosalia R. Arao, Antonio Roland I. CoPo, Angeline T. Laddaran, Leila D.
Mejia, Antonio P. Villanueva, Jr.
https://www.slideshare.net/dubey1992/pert-cpm-project-management
http://www.montereyinstitute.org/courses/DevelopmentalMath/COURSE_TEXT2_RESOURCE/
U14_L1_T1_text_final.html
https://www.mathplanet.com/education/algebra-1/systems-of-linear-equations-and-
inequalities/the-elimination-method-for-solving-linear-systems
https://www.youtube.com/watch?v=ySLdl1ujDiE
https://www.youtube.com/watch?v=qMo7O4hlMYo
120
Members:
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Danghil, Nica Celine
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Philippine School of Business Administration

826 R. PAPA STREET, SAMPALOC MANILA

1. SYSTEMS OF LINEAR EQUATIONS

 DEPENDENT EQUATION – It consists an infinite numbers of

 CONSISTENT EQUATION – Contains one and only one solution

Steps on how to solve a linear equation

Through intercept form:

Let x=0 Let y=0

𝑦 = 5.5 (0,5.5) (11,0)

 Methods of solving System of Linear Equation

 Steps in Elimination by Addition/Subtraction

−4(3𝑥 + 𝑦 = 9)4 = −12𝑥 − 4𝑦 = −36

Substitute x in either of the original equations to get the value of y

Check each equation by substituting all the values to the variable

3(2) + 3 = 9 5(2) + 4(3) = 22

Check each equation by substituting all the values to the variable

4(5) + 6(2) = 32 3(5) − 6(2) = 3

 Steps in Substitution Method

2(100 − 15𝑦) + 10𝑦 = 100

200 − 30𝑦 + 10𝑦 = 100

−30𝑦 + 10𝑦 = 100 − 200

𝑥 + 15𝑦 = 100 2𝑥 + 10𝑦 = 100

25 + 15(5) = 100 2(25) + 10(5) = 100

100 = 100 100 = 100

 Steps in Equivalent Equation

 Steps in Cramer’s Rule

We will be using those 3 by solving a equations under Cramer’s Rule

If A < B and B < C, then A > C

If A > B and B > C. then A < C

If A > B, then A + C < B + C

If A< B, then A + C > B + C

If A < B, then AC < BC

- True for all values of the unknown involved

- True for certain value of the unknown involved

 Linear inequalities in two variables

2. A.One Variable Inequalities

By way of contrast, look at the graph below, which shows y < 3:

Two Variable Inequalities

Plotting other inequalities in standard y = mx + b form is fairly straightforward as well. Once we

amount of money amount of money

 2. B. Systems of linear inequalities

Then you would shade in the appropriate side:

notation format pronunciation

inequality x < –3 x is less than minus three

i) {x | x is a real number, x < –3}

ii) all x such that x is less than minus three

interval the interval from minus infinity to minus three

either of the following graphs:

Here is another example, along with the different answer formats:

Then the solution is: x >4

notation format pronunciation

inequality x>4 x is greater than or equal to four

i) the set of all x, such that

ii) all x such that x is

the interval from four to infinity,

graph either of the following graphs:

(2, 6): z = 3(2) + 4(6) = 6 + 24 = 30

Then the maximum of z = 34 occurs at (6, 4),

Is (1, 2) a solution to the inequality

Graph the inequality

Graph the system of inequalities

Linear programming solution examples

 x be the number of units of X produced in the current week

then the constraints are: