Matrix form of LPP

Maximize ct x

s.t.
Ax  b

where

 c1   x1   a1,1 .. a1, j .. a1,m   b1 

 ..   ..     .. 
     .. .. .. .. .. 
 
c  c j  x  xj  A   ai ,1 .. ai , j .. ai ,m  b   bi 
       
 ..   ..   .. .. .. .. ..   .. 
cm   xm    bn 
 an ,1 .. an , j .. an ,m 

Dr. Houssein Alaeddine 1

 Example
Maximize ct x

s.t.
Ax  b

where

 2 x  2 1  8 
c  x   1 A    b 
1   x2   1  3  2

Dr. Houssein Alaeddine 2

A manufacturer produces two types of lamps, A and B. The
manufacture of lamp goes through two phases, cutting anf finishing.
Lamp A requires 2 hours of cutting and 1 hour of finishing, while lamp B
requires 1 hour of cutting and 2 hours of finishing. The cutter works for
104 hours a month while the finisher works for 76 hours a month.
Profit per lamp A is 600 LBP and per lamp B is 1100 LBP.

How many of each type of lamps should be manufactured to obtain the

best return ?

Dr. Houssein Alaeddine 3

@Ref1
 Cutting Finishing Profit
A 2 1 600
B 1 2 1100
Work 104 76

Let x1 be the number of lamps A and x2 the number of lamps B

Maximize 600 x1  1100 x2

s.t. 2 x1  x2  104
x1  2 x2  76
x1 , x2  0
Dr. Houssein Alaeddine 4
 Matrix form
Maximize c t x
s.t.
Ax  b

where

600  x  2 1 104
c  x   1 A    b 
1100  x2   1 2   76 

Dr. Houssein Alaeddine 5

A retired employee has recently received his retirement benefits. He is thinking where to
invest his money to maximize the return. The investment alternatives are Government
security, company deposit and house construction.
The table below shows the return from each field and the risk.

Return (%) Risk

Government security 20 2
Company deposit 25 4
House construction 30 3

He decided that the risk should not be more than 3. He would necessarily invest at
least 30% in house construction.

Dr. Houssein Alaeddine 6

@Ref1
Let x1 be the percentage of money invested in Government security, x2
in Company deposit and x3 in House construction.

Maximize 0.2 x1  0.15 x2  0.3 x3

s.t.
2 x1  4 x2  3x3  3
x3  0.3
x1  x2  x3  1
x1 , x2 , x3  0

Dr. Houssein Alaeddine 7

Feasible solution
is a set of values x1 , x2 ,..., xm that satisfies the constraints.

Optimal Solution
is the feasible solution with the best outcome.

Special cases
• Multiple optimal solutions
• No solution
• Unbounded solution Dr. Houssein Alaeddine 8
1. Graphical method (two decision variables only)

2. Simplex Method
• Big-M method
• Two-phase method

Dr. Houssein Alaeddine 9

1. Formulate the problem into LP model
• Objective function
• Constraints
2. Transform inequality constraints to equation
3. Represent each equation by a straight line
4. Determine the feasible region and identify the corners.
• For ≤ constraint, the region below the line is shaded.
• For ≥ constraints, the region above the line is shaded.
5. Calculate the objective function at corner points. The optimum value corresponds
to the optimal solution.

Dr. Houssein Alaeddine 10

Maximize z  6 x1  11x2
Equation 1
s.t. 2 x1  x2  10 x1 x2
x1  2 x2  6 0 10
x1 , x2  0 5 0

Equation 2
2 x1  x2  10 x1 x2
x1  2 x2  6 0 3
6 0
Dr. Houssein Alaeddine 11
2 x1  x2  10
x1  2 x2  6 x2  10  2 x1
x2  3  0.5 x1
x2 Eq 1

x1  4.67
Eq 2
x2  0.67

x1 x2
0 0
(4.67,0.67)
x1 5 0
0 3
4.67 0.67

Dr. Houssein Alaeddine 12

 x1 x2 z  6 x1  11x2
x2
x1 x2 z
0 0 0
5 0 30
0 3 33
4.67 0.67 35.39
(4.67,0.67)
x1

Dr. Houssein Alaeddine 13

Introduction to Operations Research: Theory and Applications.
Halidi Lyeme, Mohamed abdallah Selemani

Dr. Houssein Alaeddine 14