CHAPTER TWO

2. LINEAR PROGRAMMING PROBLEM

2.1. Introduction:
Linear programming (LP) is a mathematical modeling technique useful for economic
allocation of scarce or limited resources, such as labor, material, machine, time, warehouse
space, capital, energy, etc., to several competing activities, such as products, services, jobs, new
equipment, projects, etc., on the basis of a given criterion of optimality. Scarce resources mean
resources that are not infinite in availability during the planning period. The criterion of
optimality generally is either performance, return on investment, profit, cost, utility, time,
distance, etc.
Many business and economic situations are concerned with a problem of planning activity.
In each case, there are limited resources at your disposal and your problem is to make efficient
and effective use of such resources so as to yield the maximum production or to minimize the
cost of production, or to give the maximum profit, etc. Such problems are referred to as the
problems of constrained optimization.
Linear programming is a technique for determining an optimum schedule of interdependent
activities in view of the available resources.
Programming is just another word for planning and refers to the process of determining a
particular plan of action from amongst several alternatives. The word linear stands for indicating
that all relationships involved in a particular problem are linear. Thus, a given change in one
variable will always cause a resulting proportional change in another variable. For example,
doubling investment on a certain project will exactly double the rate of return.
Moreover, programming refers to modeling and solving a problem mathematically that
involves the economic allocation of limited resources by choosing a particular course of action or
strategy among various alternative strategies to achieve the desired objective.
Linear programming problem was first developed by George B. Dantzing to primarily
for solving military logistics problem. But now, it is being used extensively in all functional
areas of management, airlines, agriculture, military operations, oil refining, education, energy
planning, pollution control, transportation planning and scheduling, research and development,
health care system, etc.

What is linear programming? “Linear programming is a versatile mathematical technique

in O.R. and a plan of action to solve a given problem involving linearly related variables in order
to achieve the laid down objective function under a given set of constraints.

2.2. Component of Linear Programming

The Objective Function- is the mathematical or quantitative expression of the objective of

the company/model. The objective in problem solving is the criterion by which all decisions are
evaluated. In LPMs a single quantifiable objective must be specified by the decision maker. For
example, the objective might relate to profits, or costs, or market share, but to only one of these.
Moreover, because we are dealing with optimization, the objective will be either maximization
or minimization, but not both at a time.

2. The Decision Variables - represent unknown quantities to be resolved for. These decision
variables may represent such things as the number of units of different products to be sold, the
amount of Birr to be invested in various projects, the number of ads to be placed with different
media. Since the decision maker has freedom of choice among actions, these decision variables
are controllable variables.

3. The constraints - are restrictions which define or limit the feasibility of a proposed course of
action. They limit the degree to which the objective can be pursued. Atypical restriction
embodies scarce resources (such as labor supply, raw materials, production capacity, machine
time, storage space), legal or contractual requirements (e.g. Product standards, work standards),
or they may reflect other limits based on forecasts, customer orders, company policies etc.

4. Parameters - are fixed values that specify the impact that one unit of each decision variable
will have on the objective and on any constraint it pertains to as well as to the numerical value of
each constraint. The components are the building blocks of an LP model. We can better
understand their meaning by examining a simple LP model as follows.

System constraints – involve more than one decision variables.

Individual constraints – involve only one decision variable.

None-negativity constraints specify that no variable will be allowed to take on a negative value.
The non-negativity constraints typically apply in an LP model, whether they are explicitly stated
or not.

2.3. Assumption of LP Models

1. Linearity. The linearity requirement is that each decision variable has a linear impact on the
objective function and in each constraint in which it appears. Following the above example,
producing one more unit of product 1 adds Br. 4to the total profit. This is true over the entire
range of possible values of X1. The same applies to each of the constraints. It is required that the
same coefficient (for example, 2 lb. per unit) apply over the entire range of possible value so the
decision variable.

2. Divisibility. The divisibility requirement pertains to potential values of decision variables. It is

assumed that non-integer values are acceptable. For example: 3.5 TV sets/hr would be acceptable
 7 TV sets/2hrs.

3. Certainty. The certainty requirement involves two aspects of LP models. i) With respect to
model parameters (i.e., the numerical values) – It is assumed that these values are known and
constant e.g. in the above example each unit of product 1 requires 2 lab, this is known and
remain constant, and also the 300 lab/hr available is deemed to be known and constant. ii) All the
relevant constraints identified and represented in the model are as they are.

4. Non-negativity. The non-negativity constraint is that negative values of variables are

unrealistic and, therefore, will not be considered in any potential solution; only positive values
and zero will be allowed.

2.4. Advantages & Limitations of Linear Programming

Advantages of LP; The following are some of the advantages of LP approach:

1. Scientific Approach to Problem Solving. Linear Programming is the

application of scientific approach to problem solving. Hence it results in a better and true
picture of the problems-which can then be minutely analyzed and solutions ascertained.
2. Evaluation of All Possible Alternatives. Most of the problems faced by the present
organizations are highly complicated - which cannot be solved by the traditional
approach to decision making. The technique of Linear Programming ensures that all
possible solutions are generated - out of which the optimal solution can be selected.
3. Quality of Decision. Linear Programming provides practical and better quality of
decisions' that reflect very precisely the limitations of the system i.e.; the various
restrictions under which the system must operate for the solution to be optimal. If
it becomes necessary to deviate from the optimal path, Linear Programming can
quite easily evaluate the associated costs or penalty.
4. Focus on Grey-Areas. Highlighting of grey areas or bottlenecks in the production
process is the most significant merit of Linear Programming. During the periods of
bottlenecks, imbalances occur in the production department. Some of the machines
remain idle for long periods of time, while the other machines are unable to filll the
demand even at the peak performance level.

5. Flexibility. Linear Programming is an adaptive & flexible mathematical

technique and hence can be utilized in analyzing a variety of multi-dimensional problems
quite successfully.
6. Maximum optimal Utilization of Factors of Production. Linear Programming helps in
optimal utilization of various existing factors of production such as installed capacity,
labor and raw materials etc.

Limitations of Linear Programming:

Although Linear Programming is successful and having wide applications in business and
trade for solving optimization problems, yet it has certain demerits or limitations as
follows:

1. Linear Relationship. Linear Programming models can be successfully applied only in

those situations where a given problem can clearly be represented in the form of
linear relationship between different decision variables. Hence it is based on the
implicit assumption that the objective as well as all the constraints or the limiting factors
can be stated in term of linear expressions - which may not always hold good in
real life situations. In practical business problems, many objective function & constraints
cannot be expressed linearly. Most of the business problems can be expressed quite easily
in the form of a quadratic equation (having a power 2) rather than in the terms of
linear equation.

2. Constant Value of objective & Constraint Equations. Before a LP technique could be

applied to a given situation, the values or the coefficients of the objective function
 as well as the constraint equations must be completely known. Further, Linear
Programming assumes these values to be constant over a period of time. However, in real
life practical situations often it is not possible to determine the coefficients of objective
function and the constraints equations with absolute certainty. These variables in fact
may, lie on a probability distribution curve and hence at best, only the likely hood of their
occurrence can be predicted. Moreover, often the value's change due to external as well
as internal factors during the period of study. Due to this, the actual applicability of
LP tools may be restricted.
3. No Scope for Fractional Value Solutions. There is absolutely no certainty that the
solution to a LP problem can always be quantified as an integer quite often, Linear
Programming may give fractional-varied answers, which are rounded off to the next
integer. Hence, the solution wouldn’t be the optimal one. For example, in finding out the
number of men and machines required to perform a particular job, a fractional Larson-
integer solution would be meaningless.
4. Degree of Complexity. Many large-scale real life practical problems can’t be
solved by employing Linear Programming techniques even with the help of a
computer due to highly complex and Lengthy calculations. Assumptions and
approximations are required to be made so that the given problem can be broken down
into several smaller problems and then, solve separately.
5. Multiplicity of Goals. The long-term objectives of an organization are not confined to a
single goal. An organization, at any point of time in its operations has a multiplicity of
goals or the goals hierarchy - all of which must be attained on a priority wise basis for its
long term growth. Some of the common goals can be Profit Maximize or cost
minimization, retaining market share, maintaining leadership position and providing
quality service to the customer. In cases where the management has conflicting,
multiple goals, Linear Programming model fails to provide an optimal solution.

2.5. Main Application Areas of Linear Programming

Some of the important application areas of Linear Programming are the following:
  Military Applications  Portfolio Selection.
 Agriculture.  Profit Planning & Contract.
 Environmental Protection.  Traveling Salesmen Problem.
 Facilities Location.  Media Selection/Evaluation.
 Product-Mix.  Staffing.
 Production.  Job Analysis.
 Mixing or Blending.  Wages and Salary
 Transportation & Trans- Administration
Shipment.

2.6. FORMULATION OF MATHEMATICAL MODEL OF LP

The basic steps in formulating a linear programming model are presented as follows:
Step I Identification of the decision variables. The decision variables (parameters) having a
bearing on the decision at hand shall first be identified, and then expressed or determined in the
form of linear algebraic functions or in equations.
a. Express each constraint in words. For this first see whether the constraint is of the form ≥
(at least, as large as), or of the form ≤ (no larger than) or = (exactly equal)
b. Then express the objective function verbally.
c. Step (a) and (b) should then allow you to verbally identify the decision variables.

Step II Identification of the constraints. All the constraints in the given problem which restrict
the operation of a firm at a given point of time must be identified in this stage. Further these
constraints should be broken down as linear functions in terms of the pre-defined decision
variables.
Step III formulate the objective function. In the last stage, the objective which is required to
be optimized (i.e., maximized or memorized) must be dearly identified and expressed in terms of
the pre-defined decision variables.
Step IV formulate the LPP

EXAMPLES
Example 1: A company has three operational departments (weaving, processing and packing)
with capacity to produce three different types of clothes namely suiting, shirting and woolens
yielding a profit of Birr 2, 4 and 3 respectively. One meter of suiting requires 3 minutes in
 weaving, 2 minutes in processing and 1 minute in packing. Similarly, one meter of shirting
requires 4 minutes in weaving, 1 minute in processing and 3 minutes in packing. One meter of
woolen requires 3 minutes in each department. In a week, total run time of each department is
60, 40 and 80 hours for weaving, processing and packing respectively. Formulate the linear
programming problem (LPP) to find the product mix to maximize the profit.

The data can be summarized as follows before formulating an LPP model.

Products in meters Availability (in
Department Suiting Shirting Woolens minutes)
s
Weaving 3 4 3 60 x60 =3600
Processing 2 1 3 40 x 60=2400
Packing 1 3 3 80 x 60=4800
Profit contr. 2 4 3

LPP model formulation

Let x1, x2 and x3 represent the rate of production in the three departments.
Maximize Z = 2x1 + 4x2 + 3x3 …… objective function
Subject to:
3x1 + 4x2 + 3x3 ≤ 3600 …….. Weaving time constraint
2x1 + x2 + 3x2 ≤ 2400 ……. Processing time constraint
x1 + 3x2 + 3x3 ≤ 4800 ……. Packing time constraint
x1 , x2 , x3 ≥ 0. ……. Non-negativity condition.

Example 2: A small scale manufacturer produces two types of products A and B which give a
profit margin of Birr 4 and Birr 3, respectively. There are two plants I and II, each having a
capability of 72 and 48 hours per day. Cycle times of A and B are 2 hours and 1 hour in plant
number I, respectively. Similar figures for plant II are 1 and 2 hours. Formulate an LPP model
for maximizing the profit.
The summarized data of the above problem is as follows:
Products
Plant A B Availability
I 2 1 72

II 1 2 48
Profit 4 3

LPP model formulation:

Maximize Z = 4x + 3y
 Subject to:
2x + y ≤ 72
x + 2y≤ 48
x , y ≥ 0.

Example 3: A firm can produce 3 types of clothes A, B and C. Three kinds of wools are
required with the color of red, green and blue to produce the clothes. One unit of A-type cloth
consumes 4 meters of red, and 6 meters of blue wool. One unit of B-type cloth needs 6 meters of
red, 4 meters of green and 4 meters of blue wool. Type C uses 10 meters of green and 8 meters
of blue. Available stocks are 80, 100 and 150 meters of red, green and blue wools. Profit margins
per unit of A, B and C are 15, 25 and 20 Birr, respectively. Formulate an LPP model to
maximize the profit.
The summarized data of the above problem is as follows:
Clothes
Wool Color A B C Availability
Red 4 6 - 80
Green - 4 10 100
Blue 6 4 8 150
Profit 15 25 20
The LPP model formulation:
Maximize Z = 15x + 25y + 20z
Subject to:
4x + 6y + 0z ≤ 80
0x + 4y + 10z ≤ 100
6x + 4y + 8z ≤ 150
x, y, z ≥ 0.
Example 4 Demisie Borji and Sons Company is engaged in the manufacture of three products X,
Y and Z. Available data is given below.
Product Minimum sales per month Profit per unit
X 10 10
Y 20 15
Z 30 8

Operations Time in hours Total time / month

I 1 2 2 200
II 2 1 1 220
III 3 1 2 180
Formulate product mix which will give maximum profit.
The summarized data of the above problem is as follows:
 Products
Operations A B C Availability
I 1 2 2 200
II 2 1 1 220
III 3 1 2 180
Profit 10 15 8
The LPP
Model formulation:
Maximize Z = 10x + 15y + 8z.
Subject to:
x + 2y + 2z ≤ 200
2x + y + z ≤ 220
3x + y + 2z ≤ 180
x , y , z ≥ 0.
Example 5 Evening shift resident doctors in a government hospital work five consecutive days
and have two days off. Their five days of work can start on any day of the week and the schedule
rotates indefinitely. The hospital requires the following minimum number of doctors working:
Sun Mon Tues Wed Thus Fri Sat
35 55 60 50 60 50 45
No more than 40 doctors can start their five working days on the same day. Formulate
this problem as an LP model to minimize the number of doctors employed by the hospital.

LP model formulation:
Let x1,x2,x3,x4,x5,x6,x7 = number of doctors who start their duty on day of the week.
The LP model
Minimize (total number of doctors) Z = x1+x2+x3+x4+x5+x6+x7
Subject to the constraints:
x1+x4+x5+x6+x7 ≥35
x2+x5+x6+x7+x1 ≥55
x3+x6+x7+x1+x2 ≥60
x4+x7+x1+x2+x3 ≥50
x5+x1+x2+x3+x4≥60
x6+x2+x3+x4+x5≥50
x7+x3+x4+x5+x6≥45
x1+x2+x3+x4+x5+x6+x7 ≤40
x1,x2,x3,x4,x5,x6,x7≥0
2.7. SOLVING LINEAR PROGRAMMING:
There are two types of finding a solution for Linear programming problems.
Graphic solution and
Simplex solution
2.7. 1. THE GRAPHICAL METHOD:

The Graphical method can be used to solve simple LPPs having two decision variables
only. For LPPs with three or more variables, this method cannot be employed. To use the
graphical method for solving linear programming problems of two decision variables, the
following steps are required:
Step I Defining the problem. Formulate the problem mathematically. Express it in terms of
several mathematical constraints & an objective function. The objective function relates to the
optimization aspect, i.e. Maximization or minimization Criterion.

Step II Plot the constraints graphically. Each inequality in the constraint equation has to be
treated as an equation. An arbitrary value is assigned to one variable & the value of the other
variable is obtained by solving the equation. In the similar manner, a different arbitrary value is
again assigned to the variable & the corresponding value of other variable is easily obtained.
These 2 sets of values are now plotted on a graph and connected by a straight line. The same
procedure has to be repeated for all the constraints. Hence, the total straight lines would be equal
to the total no of equations, each straight line representing one constraint equation.

Step III Shade the feasible region . Solution space or the feasible region is the graphical area
which satisfies all the constraints at the same time. Such a solution point (x, y) always occurs at
the corner Points of the feasible Region the feasible region is determined as follows:

a. For "greater than" & "greater than or equal to" constraints, the feasible region or the
solution space is the area that lays above the constraint lines.
b. For" Less Then" &" Less than or equal to" constraint, the feasible region or the solution
space is the area that lays below the constraint lines.
Step IV Selecting the graphic solution technique. Select the appropriate graphic technique to be
used for generating the solution. There are two graphic techniques to find solution;
1. Corner Point Method and
2. Iso-profit (or Iso-cost) method may be used; however, it is easier to generate solution by
using the corner point method and we use this method to find solution.

Corner Point Method to find Solution for Graphics Method

I. Since the solution point (x, y) always occurs at the corner point of the feasible or
solution space, identify each of the extreme points or corner points of the feasible region
by the method of simultaneous equations.
II. By putting the value of the corner point's co-ordinates [e.g. (2, 3)] into the objective
function, calculate the profit (or the cost) at each of the corner points.
III. In a Maximize problem, the optimal solution occurs at that corner point which gives the
highest profit. In a minimization problem, the optimal solution occurs at that corner point
which gives the lowest profit.

Examples on Maximization LP problem

Example 1 Use the graphical method to solve the following LP problem.

Maximize Z = 15x1+10x2
Subject to the constraints
4x1+6x2 ≤ 360
3x1+0x2 ≤ 180
0x1+5x2 ≤ 200
x1, x2 ≥ 0.
Solution:
1. If the given problem is not in mathematical form, then convert the problem into mathematical
form. However, in the case of above example, the given problem is already in mathematical
form.
2. We shall treat x1 as the horizontal axis and x2 as the vertical axis. Each constraint will be
plotted on the graph by treating it as a linear equation and then appropriate inequality
conditions will be used to mark the area of feasible solutions.

Consider the first constraint 4x1+6x2 ≤ 360. Treat it as the equation, 4x 1+6x2 = 360. The
easiest way to plot this line is to find any two points that satisfy the equation, then drawing a
straight line through them. The two points are generally the points at which the line intersects the
x1 and x2 axes. For example, when x1 = 0, we get 6x2 = 360 or x2 = 60, dividing both sides by 6.
Similarly, when x2 = 0, 4x1 = 360, then x1 = 90, applying the same rule as above.

These two points are then connected by a straight line as will be depicted in the Figure
2.1 here below. But the question is: where are the points satisfying 4x 1+ 6x2 ≤ 360. In the case of
this constraint, any point above the constraint line violates the inequality condition. But any point
below the line does not violate the constraint. Thus, the inequality and non-negativity condition
can only be satisfied by the shaded area (feasible region) as may be shown in Figure 2.1 here
below. Similarly, the constraints 3x1 ≤ 180 and 5x2 ≤ 200 are also plotted on the graph and are
indicated by the shaded area as shown in Fig. 2.1.

X2

80
5x2 = 200
(0, 60)

60
4x1+6x2 = 360.

40A(0,40) B(30, 40) 3x1 = 180

:::::::::::::::::::::::
:::::::::::::::::::::::::: C (60, 20)
20:::::Feasible Region::
::::::::::::::::::::::::::: D (60, 0)
0 20 40 60 80 90 100 X1
Figure 1 Graphical Solution of LP Problem.
Since all constraints have been graphed, the area which is bounded by all the constraint
lines including all the boundary points is the feasible region (solution space). The feasible region
is shown in Figure 2.1 by the shaded area OABCD.
Since the optimal value of the objective function occurs at the one of the extreme points
of the feasible region, it is necessary to determine their coordinates. The coordinates of extreme
points of the feasible region are: O= (0, 0), A= (0, 40), B= (30, 40), C= (60, 20), D = (60, 0).
 Evaluate objective function value at each extreme point of the feasible region as shown
here below, in order to arrive at decision making.

Extreme point Coordinates Objective function

value
x1 x2 Z = 15x1 + 10x
0 0 0 15(0) + 10(0) = 0
A 0 40 15(0) + 10(40)= 400
B 30 40 15(30)+10(40)= 850
C 60 20 15(60)+10(20)= 1100
D 60 0 15(60)+10(0) = 900

Since we desire Z to be maximum for maximization case, we conclude that maximum

value of Z = 1,100 is achieved at the point C (60, 20). Hence, the optimal solution to the given
LP problem is x1= 60, x2 = 20 and Max Z = 1,100.

Example 2 Ephrem is planning to buy some hens. Old hens can be bought at Birr 2 each and
young ones at Birr 5 each. The old hens lay 3 eggs per week and the young ones lay 5 eggs per
week. Each egg bears a worth of 30 cents. A hen (young or old) costs 1 Birr per week to feed. He
has only Birr 80 to spend for hens. How many of each kind should he buy to give a profit of
more than Birr 6 per week, assuming that he can not house more than 20 hens?
Solution: LP model formulation. Let x1 be the number of old hens and x2 the number of young
hens to be bought. Since old hens lay 3 eggs per week and the young ones lay 5 eggs per week,
the total number of eggs obtained per week will be = 3x 1+5x2. Consequently, the cost of each egg
being 30 cents, the total gain will be = Birr 0.30(3x 1 + 5x2). Total expenditure for feeding (x1+
x2) at the rate of Birr 1 each will be = Birr 1 (x 1+ x2). Thus, total profit Z earned per week will be
Z = total gain – total expenditure, or
Z = 0.30 (3x1+5x2) – (x1 + x2) or
Z = 0.50x2 – 0.10x1 (objective function)
Since old hens can be bought at Birr 2 each and young ones at Birr 5 each and there is
only Birr 80 available for purchasing hens, the constraint is: 2x1 + 5x2 ≤ 80.
Also, since it is not possible to house more than 20 hens at a time, x 1 + x2 ≤ 20. Since the
profit is restricted to be more than Birr 6, this means that the profit function z is to be
maximized. Thus, there is no need to add one more constraint, i.e., 0.5x 2 – 0.10x1≥ 6. Again, it is
not possible to purchase negative quantity of hens, therefore, x 1, x2 ≥ 0. Thus, the formulated LP
model would be:
Maximize Z = 0.5x2 – 0.1x1
Subject to the constraint
2x1 + 5x2 ≤ 80
x1 + x2 ≤ 20
 x1, x2 ≥ 0

Graphical solution
First convert inequalities into equalities and solve for x 1 and x2 coordinates as discussed
in example 2.1 here above. Then, plot the straight lines for 2x 1+5x2 = 80 and x1 + x2 = 20 on the
graph and shade the feasible region. Then, find the coordinate of the extreme points of the
feasible region. The coordinates of the extreme points of the feasible region are: 0 = (0, 0), A =
(0, 16), B = (20, 0) C = (20/3, 40/3). Thus, the value of Z can be evaluated as follows:

Coordinates Objective function

Extreme point x1 x2 value
Z = 0.5x2 -0.10x
0 0 0 0.5(0) - 0.10(0) = 0
A 0 16 0.5(16) - 0.10(0)= 8
B 20 0 0.5(0)-0.10(20)= -2
C 20/3 40/3 0.5(40/3)-0.10(20/3) =
6

Since the maximum value of z is Birr 8, which occurs at the point A = (0, 16), the
solution to the given problem is x1 = 0, and x2 = 16, max z = Birr 8.
Decision: He should buy only 16 young hens in order to get the maximum profit of Birr 8 (which
is > 6).
Example 3 A firm makes two products X and Y, and has a total production capacity of 9 tones
per day, X and Y requiring the same production capacity. The firm has a permanent contact to
supply at least 2 tons of X and at least 3 tons of Y per day to another company. Each tone of X
requires 20 machine hours of production time and each tone of Y requires 50 machine hours of
production time. The daily maximum possible number of machine hours is 360. All the firm’s
output can be sold, and the profit made is Birr 80 per ton of X and Birr 120 per ton of Y. It is
required to determine the production schedule for maximum profit and to calculate this profit.

LP model formulation: Let x1 and x2 = number of units (in tons) of product X and Y to be
manufactured, respectively. Then, the LP model of the given problem can be written as:

Maximize (total profit) Z = 80x1 + 120x2

Subject to the constraints:
x1 + x2 ≤ 9
x1 ≥2 (Production capacity constraints).
x2 ≥ 3
20x1 + 50x2 ≤ 360 (machine hours constraint)
x1, x2 ≥ 0. (Non-negativity restriction)
Graphical Solution:
 For solving this problem graphically, let us graph each constraint by first treating it as a
linear equation in the same way as discussed earlier. Then use the inequality condition of each
constraint to mark the feasible region as shown in Figure 2.2.

(1) x1+x2=9 (2) x1 = 2

X2 ( 3) x2 = 3 (4) 20x1 + 50x2 = 360
(2)
10

8
B(2, 6.4) C(3, 6)
6
++++
4 ++++++ D(6,3) (3)
A(2, 3)
2 (1)
( 4)
0 2 4 6 8 10 12 14 16 18 x1
Figure 2 Graphical Solution of LP problem

So computed coordinates of the extreme points of the feasible region are: A= (2, 3), B=
(6, 3), C= (3, 6), and D= (2, 6.4). The value of the objective function at each of these extreme
points is as follows:
Coordinates Objective function value
Extreme point x1 x2 Z = 80x1+ 120x2
A 2 3 80(2)+120(3) = 520
B 2 6.4 80(2)+120(6.4) =928
C 3 6 80(3)+120(6) = 960
D 6 3 80(6)+120(3) = 840
Decision: The maximum value of the objective function Z = 960 occurs at the extreme point
C (3, 6). Hence the company should produce, x1 = 3 tons of product X and x2 = 6 tons of product
Y in order to yield a maximum profit of Birr 960.
Minimization Case and graphical method solution
Minimization case is used to minimize the cost the organization could incur otherwise.
Cost can be minimized by reducing wastages and increasing efficiency. The increase of
efficiency can lead the organization to productivity and profitability.
Minimization case is used when the constraint is “greater than or equal to” which may
symbolically be represented as (≥). When the minimization case is employed, the solution space
will be situated above the constraint lines. Thus, shading will take place above the constraints.
Example 4 Use the graphical method to solve the following LP Problem.
 Minimize Z = 3x1 + 2x2
Subject to the constraints:
5x1 + x2 ≥ 10
x1 + x2 ≥ 6
x1 + 4x2≥12
x1, x2≥ 0
Solution: Plot on a graph each constraint by first treating them as a linear equation in the same
way as discussed earlier. Use the inequality condition of each constraint to mark the feasible
region as may be shown in Figure 2.3.
x2 1, 5x1 + x2 = 10
10 D (0, 10) 2, x1 + x2 = 6
3. x1+ 4x2 = 12
8
6 (1)
4 C (1, 5)
2 B (4, 2)
(2) (3) A (12, 0)
0 2 4 6 8 10 12 14 x1
Figure 3 Graphical solution of LP problem.
Accordingly, the coordinates of the extreme points of the feasible region (bounded from
below) are: A = 12, 0), B= (4, 2), C = (1, 5), and D = (0, 10). The value of the objective function
at each of these extreme points is as follows:
Coordinates Objective function value
Extreme point X1 X2 Z = 3x1 + 2x2
A 12 0 3(12)+2(0) = 36
B 4 2 3(4) + 2(2) = 16
C 1 5 3(1) + 2(5) = 13
D 0 10 3(0) + 2(10) = 20
Decision: The minimum value of the objective function Z = 13 occurs at the extreme point
C (1, 5). Hence, the optimal solution to the given LP problem is: x1= 1, x2 = 5 and min z = 13.

SPECIAL CASES IN LINEAR PROGRAMMING

a) Alternative (or Multiple Optimal Solutions)

So far we have seen that the optimal solution of any linear programming problem occurs
at an extreme point of the feasible region and the solution is unique, i.e., no other solution yields
the same value of the objective function. However, in certain cases, a given LP problem may
have more than one solution yielding the same optimal objective function value. Each of such
optimal solutions is termed as alternative optimal solution.
 ‘There are two conditions that should be satisfied for an alternative optimal solution to
exist:
1. The given objective function is parallel to a constraint that forms the boundary (or edge) of the
feasible solution region. In other words, the slope of the objective function is same as that of
the constraint forming the boundary of the feasible solution region, and
2. The constraint should form a boundary on the feasible region in the direction of optimal
movement of the objective function. In other words, the constraint should be an active
constraint.
Remark: The constraint is said to be active or binding or tight, if at optimality, the left-hand side
of a constraint equals the right-hand side. In other words, an equality constraint is always active.
An inequality constraint may or may not be active.
Geometrically, an active constraint is one that passes through one of the extreme points
of the feasible solution region.
Example; Use the graphical method to solve the following LP problem.
Maximize Z = 10x1 + 6x2
Subject to the constraint:
5x1 + 3x2 ≤ 30
x1 + 2x2 ≤ 18
x1,x2 ≥ 0

Solution: 1. Convert inequalities, in the constraints, into equalities, such as

Maximize Z = 10x1 + 6x2
Subject to the constraint:
5x1 + 3x2 = 30
x1 + 2x2 = 18
x1,x2 ≥ 0

2. Find x and y coordinates of each constraint computing it as follows:

1) 5x1 + 3x2 = 30
x1 = 0, x2 = 30/3 = 10.*
x1= 30/5= 6 , x2=0
2) x1 + 2x2 = 18
x1=0, x2= 9
x1= 18, x2= 0
3. Plot the graph using the coordinates of X and Y.

X2

10
A(0,9)
8 B (6/7, 60/7)
 6 =====

4 =======
== == === x1+2x2 = 18
2 ==========5x1 + 3x2 = 30
C (6, 0)
0 2 4 6 8 10 12 14 16 18 20 X1
Figure 4 Graphical Solution of LP problem

Here we observe that the objective function is parallel to the line BC (or the first
constraint), which forms the boundary of the feasible region. This is because the slope of the
objective function and that of the first constraint (5x1 + 3x2 = 30) is -5/3. Therefore, this implies
that any point including extreme points B and C on the same line between B and C is an optimal
solution.

We may disregard all other solutions obtained on the line segment BC and consider only
those obtained at extreme points B and C to establish that the solution to an LP problem will
always lie at an extreme point of the feasible region.

The evaluation of four extreme points is presented here below:

Coordinates Objective function

Extreme x x2 value
point Z = 10x1 + 6x2
O 0 0 10(0) + 6(0) = 0
A 0 9 10(0) + 6(9) = 54
B 6/7 60/7 10(6/7) + 6(60/7)=60
C 6 0 10(6) + 6(0) =60

Since on two different extreme points B and C the value of objective function is same, i. e., max
Z = 60, two alternative solutions: x1 = 6/7, x2 = 60/7 and x1 = 6, x2 = 0 exist.
Remark: If a constraint to which the objective function is parallel does not form the boundary of
the feasible region, the multiple solutions will not exist and such a constraint is called redundant
constraint, i.e., a redundant constraint is one whose addition or removal does not change the
feasible region.

b) Unbounded Solution
Sometimes an LP problem will not have a final solution. This means when one or more
decision variable values and the value of the objective function (maximization case) are
permitted to increase infinitely without violating the feasibility condition, then the solution is
said to be unbounded. It is important to note that there is difference between a feasible region
being unbounded. It is possible for a feasible region to be unbounded but LP problem not to be
bounded, that is, an unbounded feasible region may yield some definite value of the objective
function. The general cause of an unbounded LP problem is a mistake in mathematical model
formulation.

Example Use the graphical method to solve the following unbounded LP problem.

Maximize Z = 3x1 + 4x2

Subject to the constraint:
x1 – x2 = -1
-x1 + x2 ≤ 0
x1, x2 ≥ 0

Solution: First treat all the inequalities of the constraints into a linear equation in the same way
as discussed earlier. Find x and y coordinates and plot the graph as usual. Then, use the
inequality condition of each constraint to mark the feasible region as may be shown in Figure 2.5
here below.

X2 1 2 1. x1 – x2 = -1
2 2. x1 + x2 = 0

1
Unbounded
Feasible
Region
0 1 2 X1
Figure 5 unbounded solution to an LP problem
It may be noted from Figure 2.5 that there exist an infinite number of points in the convex
region for which the value of the objective function increases as we move from extreme point
(origin), to the right. That is, both the variables x1 and x2 can be made arbitrarily large and the
value of objective function Z is also increased. Thus, the problem has an unbounded solution.
c) Infeasible Solution
 Infeasibility is a condition that arises when no value of the variables satisfy all of the
constraints simultaneously. This means there is no unique (single) feasible region. Such a
problem arises due to wrong model formulation with conflicting constraints.
Example:
Maximize Z=20X1+30X2
Subject to:
2X1+X2< 40
4X1+X2< 60
X1 > 30 and X1, X2 >
Solution:

X2 X1=0
(0, 60) X1=30
4X1+X2= 60
(0, 40)

2X1+X2= 40
X =0
Note: -In the above graph, there is no common point in the shaded area.
2
All constraints
X1
cannot be satisfied simultaneously and there is (20,
(15, 0)
no feasible
0)
solution
(30, 0) to the problem.