Linear Programming

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CHAPTER THREE: LINEAR PROGRAMMING

PART 1

DRAW THE GRAPH AND SOLVE FOR THE POINT(S) OF INTERSECTION(S).

1. x + y ≤ 3 4. x ≥ 0
x–y<2 y≥0
x>-3 x–y≤5
y≤4 x + y ≤ 10

2. x ≥ 0 5. x > 0
y≥0 y≤5
x – 3y ≤ 30 2x + y < 3
y>x-3

3. x + y ≥ 6 6. 3x – 3y > 0
x + y ≤ 12 x+y<3
2x + y ≥ - 6 – 2x

LINEAR PROGRAMMING MODEL

The word LINEAR implies direct proportionality of relationship of variables. PROGRAMMING


means making schedules or plans of activities to undertake in the future. “Linear Programming”
therefore is planning by the use of linear relationship of variables involved.
A minimization or maximization problem can be classified as linear programming if it has the
following properties:
1. The objective of the decision-maker must be either to maximize or minimize.
2. The actions of the decision-maker must be constrained, and the decision variables must not violate
the limitations or constraint.
3. All variables have a value greater than or equal to zero.
4. The relationship of variables could be expressed in terms of equations and inequalities.
Furthermore, Linear Programming involves the use of mathematical model to provide optimum solution
to certain types of problems with the following characteristics.
1. The objective function which expresses the objective of the problem. Every business firm’s major
objectives is to maximize profit and to minimize out.
2. The constraints or limitations of resources such as the availability of raw materials, processing time,
market limitations and other resource restrictions.
3. The objective function and constraints can be expressed as mathematical equations and/or inequalities
which must be linear in nature. Most of the constraints in linear programming problem are expressed as
inequalities since inequalities do not express exact levels but just set upper or lower limits, thus,
permitting many possibilities.
4. There should be an alternative course of action, one of which will achieve the objective.
There are several methods of solving linear programming problem, but the most commonly used
are the graphical method and the simplex method.
THE GRAPHICAL METHOD: MAXIMIZATION PROBLEM
This method as the name implies, makes use of graphs to arrive at the optimum solution. The
word optimum means maximum (as large as possible) or minimum (as small as possible). This method
is useful in solving certain linear programming problems. However, this method has certain limitations
such as the drawing of graphs in more than 3 dimensions (since there are only 2 coordinate axes in a
plane and 3 coordinates in space) and the relative impression of the graphical analysts.
The following is a brief summary of the graphical approach to linear programming.
1. Identify the unknowns in the problem and represent them by using decision variables. The
decision variables may be represented by x and y or any other letter (s) convenient to use.
2. State the objective function to be optimized (profit or cost) in equation form.
3. Formulate the constraints. Express them as linear equations or inequalities.

Some types of constraints are listed below:


a. Capacity Constraints. These are limits because of space, equipment or manpower
availability.
b. Market Constraints: These are limits on how many products can be sold or used.
c. Availability Constraints: These are limits because of scarcity of raw materials, funds,
or other resources.
d. Quality or Blending Constraints: these are constraints that put limits in mixes of
ingredients, usually defining the quality of output products.
e. Material Balance Constraints: thee are constraints that define the output of some
process as a function of the inputs, often with a loss for scrap.
a. Aside from the different constraints given above, there may be other types of
constraints as well, but any given problem will generally not have all of the types
of constraints.
4. Graph the linear constraints to form a convex polygon and find the points which define the
feasible region. The feasible region is the area of feasible solution. Feasible solution means the
solution that satisfies all the constraints.
5. Determine the optimal solution. The optimal solution can be found in at least one of the corners
or vertex of the convex polygon formed. Hence, to make things easier, evaluate only those points
at the corners or vertex of the feasible region.

There are 2 ways of finding the optimal solution:


a. Calculate the profit value for the product mix by substituting the coordinates of each
vertex of the polygon into the objective function. The vertex that yields the highest
value determines the optimal solution.
b. A more formal method of determining the optimal solution is by plotting an iso – profit
line (objective function line) and move it parallel to itself so that total profit increases
until further movement would bring it out of the feasible region. The iso – profit line
farthest away from the origin, as long as at least one point on this line is still within the
feasible region is the line of maximum profit. The point on this line that is still within
the feasible region represents the most profitable combination of the product – mix.
Generally, this point can be found at the corner or vertex of the feasible region and is
the point(s) of intersection of the lines.
STEPS TO FOLLOW (GRAPHICAL METHOD)

1. Represent the unknown in the problem.


Tabulate the data about the unknown, if necessary.
3. Formulate the objective function.
4. Graph the constraints, and always solve for the coordinates at the point of intersection of the line.
5. Substitute the coordinates at the vertices of the feasible region in the objective function.
6. Formulate the decision by selecting the highest value of the objective if it is maximization method,
and the lowest value if it is minimization.

Solve the following:

1. The Mariano’s Furniture makes two products: tables and chairs, which must be processed through
assembly and finishing departments. The assembly department is available for 60 hours in every
production period, while the finishing department is available for 48 hours of work.
Manufacturing one table requires 4 hours in the assembly and 2 hours in the finishing,
while each chair requires 2 hours in the assembly and 4 hours in the finishing. One table
contributes P 180.00 while a chair contributes P 100.00 Determine the number of tables and chairs to
make per production period in order to maximize the profit.

2. A small generator burns two types of fuel: low sulfur and a high sulfur to produce electricity. For
one hour, each gallon of low sulfur emits 3 units of sulfur dioxide, generates 4 kilowatts electricity
and cost P 160.00. On the other hand, each gallon of high sulfur emits 5 units of sulfur dioxide,
generates 4 kilowatts and cost P 150.00. The environmental protection agency insists that the
maximum amount of sulfur dioxide that can be emitted per hour is 15 units. Suppose that at least
16 kilowatts must be generated per hour, how many gallons of high sulfur and low sulfur must be
utilized per hour in order to minimize the cost of fuel?

3. Maximize: 30x + 40 y
Subject to: 15x + 2y ≤ 34
4x + 15y ≥ 38
x≥0;y≥0

4. Minimize: 50x + 20y


Subject to: x+y≥5
x + y ≤ 10
x≥2
x≤7
` x≥0
y≥0

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