Chapter 3

Linear Programming

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 Introduction to Linear Programming
■ Programming is the process of creating a set of instructions that tell a
computer how to perform a task.
■ Programming can be done using a variety of computer programming
languages, such as JavaScript, Python, and C++.
■ The term ―linear programming‖ consists of two words as linear and
programming. The word ―linear‖ defines the relationship between multiple
variables with degree one. The word ―programming‖ defines the process of
selecting the best solution from various alternatives.
■ Linear programming is a mathematical modeling technique in which a linear
function is maximized or minimized when subjected to various constraints.
■ A Linear Programming model seeks to maximize or minimize a linear
function, subject to a set of linear constraints.
■ Linear programming (LP) is one of the simplest ways to perform
optimization.
■ Optimization involves the selection of the ―best‖ solution from among the
set of candidate solutions.

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 Introduction to Linear Programming
Unconstrained and Constrained optimization
■ Unconstrained simply means that the choice variable can take on any
value—there are no restrictions.
■ Constrained means that the choice variable can only take on certain
values within a larger range.
■ A constraint is a hard limit placed on the value of a variable, which
prevents us from going forever in certain directions.
Components of Linear Programming: the basic components of the LP are as
follows:
Decision Variables: Quantities to determine
Constraints: Represents how each decision variable would use limited
amounts of resources
Data: Explains the relationships between the objective function and the
constraints
Objective Functions: The function that is optimized in a linear programming
problem. Describes how each decision variable affect the property that
should be optimized

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An equality constrained optimization problem is a linear programming
problem involves constraints that contain equalities. E.g the budget line

An inequality constrained optimization problem is a linear programming

problem involves constraints that contain inequalities.

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Examples of constraints : time, money, and resources.
The amounts of these things are limited, and these limits also place
limits on the best possible value of the objective function.
The Importance of Linear Programming
– Many real world problems lend themselves to linear
programming modeling.
– Many real world problems can be approximated by linear models.
– There are well-known successful applications in: Economics ,
Marketing, Finance (investment),Advertising and Agriculture

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■ The Importance of Linear Programming
– There are efficient solution techniques that solve linear programming
models.
– The output generated from linear programming packages provides
useful “what if” analysis.

■ Assumptions of the linear programming model

– The parameter values are known with certainty.
– The objective function and constraints exhibit constant returns to
scale(A constant returns to scale is when an increase in input
results in a proportional increase in output. )
– There are no interactions between the decision variables (the
additivity assumption: Additivity means that the total value of the
objective function and each constraint function is obtained by
adding up the individual contributions from each variable.).
– The Continuity assumption: Variables can take on any value within
a given feasible range.

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 The Galaxy Industries Production Problem –
A Prototype Example
■ Galaxy manufactures two toy doll models:
– Space Ray.
– Zapper.
■ Resources are limited to
– 1000 pounds of special plastic.
– 40 hours of production time per week.
■ Marketing requirement
– Total production cannot exceed 700 dozens.
– Number of dozens of Space Rays cannot exceed number of dozens
of Zappers by more than 350.

■ Technological input
– Space Rays requires 2 pounds of plastic and 3 minutes of labor per
dozen.
– Zappers requires 1 pound of plastic and 4 minutes of labor per
dozen.
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 CONT…
■ The current production plan calls for:
– Producing as much as possible of the more profitable
product, Space Ray ($8 profit per dozen).
– Use resources left over to produce Zappers ($5 profit
per dozen), while remaining within the marketing guidelines.

• The current production plan consists of:

Space Rays = 450 dozen 8(450) + 5(100)
Zapper = 100 dozen
Profit = $4100 per week

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• Management is seeking a
production schedule that
will increase the company’s profit.

• A linear programming model

can provide an insight and an
intelligent solution to this problem.

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■ Decisions variables:

– X1 = Weekly production level of Space Rays (in dozens)

– X2 = Weekly production level of Zappers (in dozens).

■ Objective Function:

– Weekly profit, to be maximized

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 Product No of Production Profit
Units process per unit
Raw Labor
material
Space Ray X1 2 3 $8

Zapper X2 1 4 $5

Available 1000 2400

Resources

Max 8X1 + 5X2 (Weekly profit)

subject to
2X1 + 1X2  1000 (Plastic)
3X1 + 4X2  2400 (Production Time)
X1 + X2  700 (Total production)
X1 - X2  350 (Mix)
Xj> = 0, j = 1,2 (Non negativity)
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 The Graphical Analysis of Linear Programming
We wish to solve such systems graphically—that is, to find the graph of all ordered
pairs of real numbers (x, y) that simultaneously satisfy all the inequalities in the system.
The graph is called the solution region for the system (the solution region is also known
as the feasible region).
To find the solution region, we graph each Inequality in the system and then take the
intersection of all the graphs.

A feasible solution is a solution that satisfies all of the constraints.

The feasible set or feasible region is the set of all feasible solutions.

An optimal solution is the feasible solution that produces the best objective
function value possible

Unbounded region A feasible region that is not completely enclosed by a polygon. The
associated linear programming problem may not have a finite solution.

Using a graphical presentation we can represent all the constraints, the

objective function, and the three types of feasible points.
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Graphical Analysis – the Feasible
Region
X2

The non-negativity constraints

X1

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 Graphical Analysis – the Feasible
Region
X2

1000 The Plastic constraint

2X1+X2  1000
700 Total production constraint:
X1+X2  700
500

Infeasible
Feasible
Production
Time
3X1+4X2  2400 500 700
X1

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 Graphical Analysis – the Feasible
Region
X2
1000 The Plastic constraint
2X1+X2 1000
700 Total production constraint:
X1+X2 700 (redundant)
500
Infeasible
Production mix
constraint:
Feasible X1-X2  350
Production
Time
X1
3X1+4X22400 500 700
Interior points. Boundary points. Extreme points.
• There are three types of feasible points 15
 Solving Graphically for an Optimal Solution

The corners of the feasible set are called extreme points.

Note that each extreme point is formed by the intersection of two or more
constraints.

The fundamental theorem of linear programming is: If a finite optimal

solution exists, then at least one extreme point is optimal.

To find the exact coordinate values for the optimum from the graph:

1.We identify the constraints that intersect to form the extreme point.

2.We solve simultaneously the equations corresponding to the constraints

to find the point that lies on both lines (the extreme point).

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 The search for an optimal solution

X2 Start at some arbitrary profit, say profit = $2,000...

1000 Then increase the profit, if possible...
...and continue until it becomes infeasible

700 Profit =$4360

500
For linear systems, the maximum and
minimum values of the optimization
equation lie on the corners of the
feasibility region

X1

500 17
 Summary of the optimal solution

Space Rays = 320 dozen

Zappers = 360 dozen
Profit = $4360
– This solution utilizes all the plastic and all the production
hours.

– Total production is only 680 (not 700).

– Space Rays production exceeds Zappers production by only

40 dozens.

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