Introduction to Linear Programing

▪ Systems of two linear inequalities, Nonnegativity Constraints

1. Ways to accomplish certain objectives:

- Maximize Profit ↑
- Minimize Cost ↓
2. Constraints = limitations = Variables subject to constraints
Example:
- Can’s operate > 24 hours/day
- Plant production capacity
- Raw materials availability
- Class rooms and sitting arrangement
3. Constraints rise to mathematical Inequilities or Equilities.
4. If all the constraints are taken together then it is called “System of linear
inequilities or equilities”.
5. Objective function = expression/equation of calculation of objective
(profit/cost)
6. If both constraints and objective functions are linear, we call it a “Linear
Programming”
7. The system of inequilities: (i.e. not equal)
X>4
Systems of two inequilities (Linear)
X≤9

4<X≤9
8. If both inequilities can’t be true at the same time then it is called
“Inconsistent”
Example:
X < 4 and X > 8 => “Inconsistent”

9. If one inequality is true automatically when the other is true it is called

“Redundant”

Course Instructor: Muhammad Mohsiul Haque, Presidency University

 Example:
X ≤ 10 and X ≤ 8
Company policy may not allow more than 10 hours;
Labor union says must not work more than 8 hours.

HR policy: will not recruit < 8 years of experience

Job circular: will not recruit < 10 years of experience => “Redundant”

Need Graduate, must be SSC !!!

10. Graph/draw the Solution Space of the inequilities:

First -> Graph the corresponding equilities
o Find two co-ordinates and connect them to get a straight line.
Then -> Determine the Half-Space that satisfy the strict inequilities.
o Check the origin (0,0) in the inequilities (to include in the half-
space containing the origin)

Arrow/Half space direction:

- If (0,0) test satisfy: solution space towards origin.
- If (0,0) test not satisfy: solution space opposite of origin.
- If line goes through the Origin, Take arbitrary value of X and
solve for Y and plot in graph to draw the line.
- For more than one lines: find intersect points by solving
those Equilities.
- If vertical line:
If X with > sign → sign will be in Right direction
If X with < sign  sign will be in Right direction

If Horizontal line:
If Y with > sign → sign will be in Above the line
If X with < sign  sign will be in Below the line
** Intersects two lines at (x,y) e.g. (3,5), so X ≤ 3 will be in the Solution Space.

Course Instructor: Muhammad Mohsiul Haque, Presidency University

Solution Space: Collection of points satisfying all the “simultaneously”. For the
inequilities called it is called “the feasible solution set”. They are bounded all lines
whose intersections called “corners”.
Math:
Page-160: 1, 2, 3, 7, 8, 9, 10 [Answer: Page-996, 997, 998]

Steps to solve Maximization and Minimization.

Step-1: Assign variables to each unknown.

Step-2: Write the Objective function.
Step-3: Mathematical expressions of the limited resources or Constraints.
Step-4: Draw the solution space based of Constraint Equilities.
- First line
- Then arrow/half-space
Step-5: Solve for Intersects if fall in solution corner.
Step-6: Find value of the Objective function for each Corner of the solution space.
Step-7: Give decision.

Math:
Maximization: Page-169: Example-1; Practice: Page-183: Problem-17 [$61 at (5,2)]
Minimization: Page-174: Example-2; Practice: Page-183: Problem-20 [$29 at (8,4)]

Course Instructor: Muhammad Mohsiul Haque, Presidency University