LINEAR PROGRAMMING

Sources: Quantitative Techniques by Sirug/Tabuloc

Methods of solving simple Linear
Programming:
Graphic Method or Geometric Method
Simplex Method or Tabular Method
Programming uses steps or procedures in order
to come up with a correct decision or best
answers in a programming problem.
• What must be the maximum income x in order
to belong to the upper 50% of the group?
• What must be the maximum volume of a box
that is to be made from a piece of cardboard?
• How many number of students must be
enrolled in a class in order the section will not
be dissolved?
• What is the shortest distance a delivery boy
should travel in order to come on time?
LINEAR PROGRAMMING: GRAPHICAL
METHOD
Terminologies:
Linear
• Refers to the relationship involving two or
more variables which show first-degree
mathematical statement.
• The graph of a linear equation is a
straight line.
• The graph of inequality is a half-plane.
Programming
• Refers to the use of certain mathematical
techniques or algorithms to obtain best
possible solution or the optimal solution.
Linear Programming
• is a branch of applied mathematics, which is
a mathematical technique that involves
maximizing and minimizing a linear function
subject to given linear constraints.
• is a method of dealing with decision
problems that can be expressed as
constrained linear models.
• is a mathematical technique for finding the
best uses of an organization’s resources.
Inequality
• is a mathematical statement describing
that one expression or quantity is not of
equal value with another expression or
quantity.

Graphical Solution Method

• is a two-dimensional geometric analysis
of Linear Programming problems with two
decision variables, x and y.
Decision Variables
• Are variables that correspond to the
decision that must be made in order to
identify a solution to the problem.

x be the number of bottles of softdrinks

x be the number of alcoholic beverages

z be the number of desk top

w be the number of laptops
x be the tablets
 Characteristics of Linear Programming
Problem:
1. Objective Function
• is an expression, which shows the
relationship between the variables in the
problem and the firm’s goal.
• is a mathematical statement reflecting the
objective of the operation(problem).
• The objective of the decision maker must be
to maximize or minimize.
• Maximization problem involves profit,
market share, revenue, sales, production,
etc.
• Minimization involves cost, distance, time,
worker, etc.
2. Constraints
• are referred to the availability of resources like labor
time, machine time, raw materials, work or storage
space, etc.
• There are two kinds of constraints:
1. Structural Constraint
also called explicit constraints
are the conditions stated in the problem.
is a limit on the availability of resources.
2. Non-negativity constraint
also called implicit constraints.
States that the variables are always greater than or
equal to zero such as the number of units
produced, number of hours, area, distance,
volume, etc.
Example:
A construction firm got a new project from the DPWH to provide them
maximum number of concrete barriers and drainage lid for a period of one
week. The firm has 980 units of steel slabs available while there are 500
units of cement mixture available. A concrete barrier needs 3 units of steel
slabs and 2 units of cement mixture while a drainage lid needs 2 units of
steel slabs and 1 unit of cement mixture. If the firm set P2000.00 per
concrete barrier and P1000.00 per drainage lid, what is the maximum
income that the firm will collect from the DPWH after the project?
Example:
A construction firm got a new project from the DPWH to provide
them maximum number concrete barriers and drainage lid for a period of
one week. The firm has 980 units of steel slabs available while there are
500 units of cement mixture available. A concrete barrier needs 3 units of
steel slabs and 2 units of cement while a drainage lid needs 2 units of steel
slabs and 1 unit of cement mixture. If the firm set P2000.00 per concrete
barriers and P1000.00 per drainage lid, what is the maximum income that
the firm will collect from the DPWH after the project?
Let x = number of concrete barriers
y = number of drainage lid
Objective Function: P = 2000X + 1000Y
Constraints:
Available
3X + 2Y ≤ 980 X Y
Resources
2X + Y ≤ 500 Steel slabs 3 2 980
X ≥ 0, Y ≥ 0 Cement
2 1 500
mixture
Price per unit 2000 1000
Non negativity constraints:
x1, x2, x3, …xn ≥ 0

Non negativity constraints:

x1, x2, x3, …xn ≥ 0
Words or expressions to denote ≤ are:
“no more than”, “available”, “at most”,
“limited to”, etc.
For ≥ :
“at least”, “more than”, “exceed”,
”minimum”, etc.
Feasible Region
• is the set of combination of values for the
decision variables that satisfy the non-
negativity conditions and all the
constraints simultaneously, that is, the
allowable decisions.
• The common intersection of the graphical
solutions of the problem constraints.
• The solution may be a plane figure or a
segment and the corner/end points of this
figure can be determined.
The feasible region may be bounded or
unbounded:
• Bounded if the region is a closed plane
figure.
• Unbounded if the region is an open plane
figure.
Infeasible
• An LPP has an infeasible solution if the
solutions of the problem constraints do
not intersect, that is, no feasible solution
is formed.
• There is no common region that satisfies
the given constraints.
Extreme Point
• is the corner of the feasible region.
• if a Linear Programming problem has a
solution, there is always at least one
extreme point solution.
Optimal Solution
• is a combination of decision variable
amounts that yields the best possible
value of the objective function and
satisfies all the constraints.
• there may be multiple combinations of
decision variables that yield the same
best value of the objective function.
Multiple solution
Steps of Linear Programming using the Graphical Method:
1. Determine the decision variables in the problem, and
then represent them using variable letters.
2. Form the LP model.
a) Objective function
b) The structural constraints
3. Graph the problem constraints and determine the
feasible region.
4. Find the extreme/corner points of the feasible region.
One or more of the extreme/corner point of the feasible
region is the solution of the problem, which is the
optimal solution of the problem (or the optimal
extreme/corner point).
5. Test each extreme/corner point of the feasible region to
see which yields the maximum or minimum amount of
the objective function.
 Maximization Problem
Illustration 1.
A couturier has the following materials
available: 18 square meter sateen, 20 square
meter Lace, and 5 square meter chiffon. A gown
requires the following: 3 square meter sateen, 2
square meter lace, and 1 square meter chiffon. A
cocktail dress requires the following: 2 square
meter sateen, and 4 square meter lace. If a gown
sells for P1,200 and a cocktail dress sells P1,600,
how many of each garments should the couturier
make to obtain the maximum amount of money?
Let x = be the number of gowns
y = be the number of cocktail dress
x gowns y cocktail dresses Resources
Sateen 3 2 18
Lace 2 4 20
Chiffon 1 5
cost P1200 P1600

Objective Function: Max P = 1200x +1600y

Constraints:
3x +2y ≤ 18 (Sateen constraints)
2x +4y ≤ 20 (Lace constraints)
x ≤5 (Chiffon constraints)
x, y ≥ 0 (non-negativity constraints)
Seatwork: 1whole bond paper
1. Construct the LP Model for the problems on pages 2- 3 (nos. 3 &
4) and page 4 ( nos. 1 & 2 )
2. Find the optimum solution of the problem below by graphical
method (show the step by step process for LPP ):
A factory manufactures two products each requiring the use of
three machines. Machine A can be used at most 70 hours; machine
B at most 50 hours; and machine C at most 90 hours. The first
product requires 2 hours on machine A, 4 hours on machine B, and
3 hours on machine C; the second product requires 5 hours on
machine A, 1 hour on machine B, and 4 hours on machine C. If the
profit is P 2, 200 per unit for the first product and P 2, 700 per unit
for the second product, how many units of each product should be
manufactured to maximize profit?
Let x = be the number of prod 1
y = be the number of prod 2
Available Resources
x y
in hours
A 2 5 70
B 4 1 50
C 3 4 90
amount 2200 2700

Objective Function: P = 2200x + 2700y

Constraints:
2x + 5y ≤ 70
4x + y ≤ 50
3x + 4y ≤ 90
x, y ≥ 0
(0, 14)
2) 4x + y ≤ 50

3) 3x + 4y ≤ 90

(10, 10)

1) 2x + 5y ≤ 70

(12.5, 0)
(0, 14) → P 37, 800
(10, 10) → P 49, 000
(12.5, 0) → P 27, 500

Decision:
The coordinate (10, 10) will give the
maximum value of P 49, 000. The decision is to
produce 10 units of product 1 and 10 units of
product 2 to gain a maximum profit of P 49, 000.
 Minimization Problem
Example 2.
A drug company produces a drug from two ingredients.
Each ingredient contains the same three antibiotics in different
proportions. Each ingredient 1 produced results in P80 in cost; each
ingredient 2 results in P50 in cost. The production of the antibiotics
is dependent on the availability of limited resources. The resource
requirements for the production are as follows:
Resources Requirements Minimum Requirement
Antibiotic
Ingredient 1 Ingredient 2

Antibiotic 1 3 units 1 unit 6

Antibiotic 2 1 unit 1 unit 4
Antibiotic 3 2 units 6 unit 12

Cost 80 50

The company wants to determine the number of grams of

each ingredient 1 and 2 that must go in to drug in order to meet
the antibiotic’s minimum requirements at the minimum cost.
Let x = no. of grams of each ingredient 1
y = no. of grams of each ingredient 2
Resources Requirements Minimum
Ingredient 1 Ingredient 2 Requirement
(x) (y)
A 3 1 6
B 1 1 4
C 2 6 12
Cost 80 50

Objective Function: C = 80x + 50y

Constraints:
3x + y ≥ 6
x+y≥4
2x + 6y ≥ 12
x, y ≥ 0
 2) x + y ≥ 4

3) 2x + 6y ≥ 12

1) 3x + y ≥ 6
(0, 6) → P 300
(6, 0) → P 480
(1, 3) → P 230
(3, 1) → P 290

Decision:
The coordinate (1, 3) will give the lowest
value of P 230. The decision is to mix 1 unit of
ingredient and 3 units of ingredient 2 in order to
minimize the cost.
Maximization and Minimization Involving
Mixed Constraints (with graph)

Extreme Points:
(4, 3) z = 36
(10, 0) z = 60
Optimum Solution for Max:
x = 10, y=0 z = 60
Optimum Solution for Min:
x = 4, y=3 z = 36
 (0, 6), z = 12
(6, 0), z = 18
(0, 2), z = 4
(2, 0), z = 6

(0, 4), z = 20
- (4, 8), z = 88
(12, 0), z = 144
(4, 0), z = 48

(4, 4), z = 28
(4, 3), z = 26
(5, 3), z = 31
Multiple Optimal Solutions – is the condition in
which a linear programming has more than
one optimal solution.

(0, 5), z = 20
(0, 9), z = 36
(4, 3), z = 36
Infeasibility – is the case where there is no
feasible solution which satisfies all
constraints; that is, there are no points which
satisfy all constraints. (no common solution)

Conclusion:
No feasible solution
Redundancy – is a constraint which does not
affect the feasible region.

Optimum Solution:
(3, 0), z = 6
Unbounded – is the condition when the objective
function of a linear programming problem can be
made infinitely large without violating any of the
constraints.

note: the feasible region is indefinitely large and it is

not possible to increase profits indefinitely.
Two Methods of Solving Linear Programming
Problems (LPP)
1. Graphical Method or Geometric
Method
2. Simplex Method
Two Theorems of Graphical Solution to
LP Problems
1. Extreme point (Corner Point) Theorem
2. The Isoprofit (or Isocost) line Theorem
a. Using the “Extreme Point (Corner Point) Theorem”
The Extreme Point (Corner Point) Theorem states that “the optimal
value of the objective function occurs at one of the extreme points of the
feasible region.” That is, to find the optimum solution, it is sufficient to find
the coordinates of the corners of the feasible region. Substitute these to
the objective function to test for optimality.

b. Using the “Isoprofit (or Isocost) lines”.

An Isoprofit line (for maximization) is the line where all the points
in it have the same objective function value. The term Isoprofit is used
when the objective is to maximize profit. The term Isocost is used when
the objective is to minimize cost. To draw an isoprofit line, equate the
objective function to any arbitrary value. Then all points of the line have
the same assigned objective function value.
• From the isoprofit line, profit increases as movement to the
right/above is made.
• From the isocost line, cost decreases as movement to the
left/below is made.
To draw the isoprofit (isocost) line that will maximize/minimize the
objective function:
1. Equate the objective function to the least common multiple of
the coefficients of the variables (or graph using the slope
intercept form, y =mx + b of the OF).
2. Draw the line by using any methods learned in algebra.
3. Move the isoprofit (isocost) line (or draw series of parallel lines
to the isoprofit/isocost line) to the favorable direction, to the
right of the line (or above the line) if the objective is to
maximize, and to the left (or below the line) if the objective is
to minimize.
4. The last point in the area of the feasible region touched by the
isoprofit (isocost) line is the optimal solution to the problem.
Note:
If the isoprofit (isocost) line is parallel to the binding constraint,
then the problem has multiple optimal solution.
 To illustrate Isoprofit/Isocost Line
Method for Maximization
1. A couturier has the following materials
available: 18 square meter sateen, 20 square
meter Lace, and 5 square meter chiffon. A
gown requires the following: 3 square meter
sateen, 2 square meter lace, and 1 square
meter chiffon. A cocktail dress requires the
following: 2 square meter sateen, and 4 square
meter lace. If a gown sells for P1,200 and a
cocktail dress sells P1,600, how many of each
garments should the couturier make to obtain
the maximum amount of money?
Let x = be the number of gowns
y = be the number of cocktail dress
x gowns y cocktail dresses Resources
Sateen 3 2 18
Lace 2 4 20
Chiffon 1 5
cost P1200 P1600

Objective Function: Max P = 1200x +1600y

Constraints:
3x +2y ≤ 18 (Sateen constraints)
2x +4y ≤ 20 (Lace constraints)
x ≤5 (Chiffon constraints)
x, y ≥ 0 (non-negativity constraints)
 (4,3)

The isoprofit line intersects with (4,3) which gives

9, 600 to the objective function.
Decision:
The couturier must produce 4 gowns and 3
cocktail dresses to gain a maximum profit of
P9600.
 To illustrate Isoprofit/Isocost Line
Example 2.
Method Minimization
A drug company produces a drug from two ingredients.
Each ingredient contains the same three antibiotics in different
proportions. Each ingredient 1 produced results in P80 in cost; each
ingredient 2 results in P50 in cost. The production of the antibiotics
is dependent on the availability of limited resources. The resource
requirements for the production are as follows:
Resources Requirements Minimum Requirement
Antibiotic
Ingredient 1 Ingredient 2

Antibiotic 1 3 units 1 unit 6

Antibiotic 2 1 unit 1 unit 4
Antibiotic 3 2 units 6 unit 12

Cost 80 50

The company wants to determine the number of grams of

each ingredient 1 and 2 that must go in to drug in order to meet
the antibiotic’s minimum requirements at the minimum cost.
Let x = no. of grams of each ingredient 1
y = no. of grams of each ingredient 2
Resources Requirements Minimum
Ingredient 1 Ingredient 2 Requirement
(x) (y)
A 3 1 6
B 1 1 4
C 2 6 12
Cost 80 50

Objective Function: C = 80x + 50y

Constraints:
3x + y ≥ 6
x+y≥4
2x + 6y ≥ 12
x, y ≥ 0
 2) x + y ≥ 4

3) 2x + 6y ≥ 6

(1,3)

1) 3x + y ≥ 6
Therefore: (1, 3) → P 230

Decision:
The coordinate (1, 3) will give the lowest
value of P 230. The decision is to mix 1 unit of
ingredient and 3 units of ingredient 2 in order
to minimize the cost.