Linear Programming is a method of dealing with decision problems that can be expressed as constrained linear models. The primary objectives of all linear programming models are certainty of the parameters and linearity of the objective function and all constraints. Linear Programming is a mathematical technique for finding the best uses of an organization’s resources. Linear programming is initially referred as “programming ina linear structure.” In 1948 Tjalling Koopmans suggested to George Dantzig to shorten it to “linear programming.” Linear programming was developed by George Dantzig in the 1940s, as a result of Aix Force research project concerned with computing the most efficient and economical way to distribute men, weapons and supply from different fronts during World War IL The word “programming” means producing a plan or procedure that determines the solution to a problem. Graphical Solution Method is a two-dimensional geometric analysis of Linear Programming problems with two decision variables. The Theory of Linear Programming states that the optimal solution will lie at a corner point of the feasible region. In large Linear Programming problems, the feasible region cannot be easily graph because it has many dimensions (hyperspace), but the concept is the same. Linear programming graphical solution is limited in a two-dimensional set of axes meaning if there are more than two variables we cannot graph the constraints on a two-dimensional set of axes. But with an appropriate tools or graphing software applications, the method can be used in three variables corresponds to planes in a coordinate space (three-dimensional) and can be graphed as shown in Figure 2.1. Itis difficult, but not impossible, to graph the feasible region and determine its vertices of an LP problem with multiple number of variables. To determine whether a solution on an LP exists it must be simply connected, which means that there are no holes inside the region. Secondly, it must also be conver, which means that there are no dips in the boundary of the region. Figure 2.2 shows the areas of the feasible region that contains a solution and some possible figure that does not contain a solution Figure 2.2 a | al [> Legal plane Figure21 Y-Z coordinate lane e x X-Y coordinate plane Nonconvex Not Simply Connected Scanned with CamScannerA. Linear Programming Problems A linear programming problem in two unknowns X and Y is one in which we are to determine the maximum and minimum value of a linear expression. P=a:X + bY (for maximization) C= aX + bY (for minimization) called the objective function, subject to a number of linear constraints of the form mX+bhY Sc or @X+bY >c or @X + bY =c. An objective function is an expression, which shows the relationship between the variables in the problem and the firm’s goal. There are two types of constraints: structural and non-negativity. The structural constraintisa limit on theavailability of resources; it is also referred as explicit constraint. Non-negativity constraint is the constraint that restricts all the variables to zero and positive solution; it is also referred as implicit constraint. Let's take the linear programming model below. Maximize: P = 1,200X + 1,600Y Objective Function Subject to 3X+2Y < 18 2X +4Y < 20 Structural Constraints ies X20,Y20 Non-negativity Constraints The highest (for maximization problem) or lowest value (for minimization problem) of the objective function referred to optimal value. The 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. The feasible region is the set of Figure23a , combinations of values for the decision variables that satisfy the non-negativity conditions and all the constraints simultaneously that is the allowable decisions. Extreme point is the comer of the feasible region; it is the location of the maximum and minimum point of the feasible region. See Figure 2.3a. B. The Extreme Point Theorem The linear objective function will have its optimal solutions at the extreme points (corner points) of the feasible region whenever the feasible region is bounded. If the feasible region is unbounded, there is no optimal solution. In cases wherein there is an optimal solution even though the feasible region is unbounded, it lies at the extreme (or corner) of the feasible region. x ‘Scanned with CamScannerC. Fundamental Theorem of Linear Programming Problem There are two things we need to consider in solving linear programming problem such as * Ifa Linear Programming (LP) problem has optimal solution, there is always at least one extreme point (corner point) solution of the feasible region. © ALinear programming (LP) problem with bounded, nonempty feasible regions always contain optimal solutions. D. Solving Linear Programming: Maximization Problem This section will present the solution in maximizing a Linear Programming model using graphical method. It will be easier to establish the solution of an LP model if we follow the procedure presented. &, Steps in Linear Programming Graphical Method 1. Graph the linear inequalities and determine the feasible region. 2. Determine the coordinates of the extreme points (corner points). 3. Substitute the coordinates of the extreme points to the objective function and identify the highest (for maximization problem) or lowest (for minimization problem) result. 4, The highest or lowest result obtained in step 3 serves as the optimal solution to the LP problem. Example 1: A local boutique produced two designs of gowns A and B and has the following materials available: 18 square meters of cotton, 20 square meters of silk, and 5 square meters of wool. Design A requires the following: 3 square meters of cotton, 2 square meters of silk and 1 square meter of wool. Design B requires the following: 2 square meters of cotton, 4 square meters of silk. If Design A sells for P'1,200 and Design B for P1,600, how many of each garment should the boutique produce to obtain the maximum amount of money? Solution: In order to solve a linear programming using graphical method it is necessary to follow the following steps. Step 1: Represent the unknown in the problem. Let X be the number of Design A gowns, and Y be the number of Design B gowns. Step 2: Tabulate the data about the facts (if necessary). Materials Design A(X) Design B (Y) Available Cotton 3 2 18 silk 2 4 20 ‘Wool 1 ° 5 [Profit 3,200 3,600 Step 3: Formulate the objective function and constraints by restating the information in mathematical form (LP model). The objective function is: Maximize: P = 1,200X + 1,600 The constraints are: ‘Scanned with CamScanner3X+2Y <18 => Cotton 2X+4Y < 20 => Silk ‘Structural Constraints X<5 = Wool xX20,Y20 Non-negativity Constraints Note: P will denote that the LP model is maximization problem and C for minimization problem. Step 4: Plot the constraints of the LP problem on a graph, with design A (X) shown on the horizontal axis and design B (Y) shown in the vertical axis, using the intercept rule. 3X+2Y < 18 2X+4Y < 20 xX<5 3X +2Y=18 2X + 4Y = 20 X=5 Let X=0 Let X=0 3(0) +2 =18 2(0) + 4Y = 20 0+2Y=18 0+4Y=20 2¥ =18 4Y =20 Y=9 (0,9) Y=5(0,5) Let ¥=0 Let Y=0 3X +2(0) = 18 2X + 4(0) = 20 3X+0=18 2X +0= 20 3x =18 2X =20 X = 6 (6,0) X= 10 (10,0) Figure 2.3 shows the initial graph of the LP model. After of which we need to identify the area that satisfies all the constraints, it is known as feasible region. Considering our example, there are two unknown coordinates that lies in the extreme point of the feasible region. Figure 2.3 Figure 2.4 Yoo 0.5) 9| 8 7 o- 5 4 3 2 1 [ 6.0) END vs 6o 8 oT 7 ny Step 5: After identifying the feasible region of the linear programming problem, we need to trace the extreme points of the graph as shown in Figure 2.4 and solve for the unknown coordinates. In this particular example there are two unknown coordinates of the extreme points. ‘Scanned with CamScannetStep 6: Solve the intersection of the lines, which satisfies the feasible solution simultaneously, using any of the four mathematical techniques namely: Elimination method, Substitution method, Equivalent Equations or Cramer's Rule. Figure 2.5 shows that __ the intersection of the first Figure 25 and second equations and also the intersection of the first and the third equations. Specifically in this example we used elimination method to determine the intersection of two lines. It is illustrated below the procedure in identifying the intersection of the first and second 6,0) 6.0) equations 234567 8 TW (0,9) @5) 0,0) First equation: 3X +2Y = 18 Second equation: 2X + 4Y = 20 To eliminate the variable X we will apply the Least Common Multiple (LCM) on both X's of the two equations. We will substitute the value of Y in the first equation to obtain the coordinate of the intersection. 3X +2(3)=18 Replace Y by 3. Simplify. Collect like terms. Combine like terms. Divide both sides by 3. The intersection of first equation and second equation is (4, 3). Now we will determine the intersection of the first equation and third equation. First equation: 3X+2Y=18 Third equation: X=5 Notice that the third equation already have X = 5, we will direcily substitute the value of X to the first equation. 36) + 2Y = 18 Replace X by 5. 15 +2Y=18 Simplify. 2Y=18-15 Collect like terms. 2 =3 Combine like terms. Y=15 Divide both sides by 2. The intersection of first equation and third equation is (5, 1.5) ‘Scanned with CamScannerFigure'2.6 (0,9) @5) ={20,0) 6 (6.0) PSs 0} T2345 7 8 Wir Step 7: Substitute the coordinates at the extreme points on the feasible region to the objective function. Objective Function: P = 1,200X + 1,600Y Values of the objective function (0,5) 1,200 (0) +1,600(5) = 0+8,000= 8,000 G,0) 1,200 (5) + 1,600(0) 3) 1,200 (4) + 1,600(3) (6,15) 1,200 (5) + 1,600(1.5) Step 8: Formulate the decision. Since the coordinate (4, 3) will give the highest value of P9,600. The decision is to create 4 Design A gowns and 3 Design B gowns in order to maximize the sales. Decision: X= 4 Design A gowns, _ Y =3 Design B gowns, P=P9,600 To check substitute the values of X and Y in all the constraints. 3X+2Y < 18 2X+4Y < 20 Xs5 3(4) +2(3) < 18 2(4) + 4(3) < 20 4<5 12+6<18 8+12<20 18 < 18 20 < 20 Thus, (4, 3) is correct, since it satisfies all the constraints and the two constraints are maximize. E. Solving Linear Programming: Minimization Problem This section presents the solution in minimizing a Linear Programming graphical method. Practically we will apply the same procedure in establishing the solution of an LP with maximization problem the only difference is we will select the lowest linear combination in the objective function in contrast with the maximization problem. Let us consider Example 2 to determine the solution set of an LP minimization problem. Example 2: A pharmacist produces a drug from two ingredients. Each ingredient contains the same three antibiotics in different proportions. Each ingredient A produced results P80 in cost; each ingredient B results 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. Scanned with CamScanneree Resources Requirement Minimum Antiobiotic .. Ingredient A tB Requirement Antibiotic 1 6 Antibiotic 2 1unit 4 Antiobiotic 3 2 units 12 ‘The company wants to determine the quantity of ingredient A and B that must go in to drug in order to meet the antibiotics minimum requirements at the minimum cost. Solution: In order to solve the problem it is necessary to formulate first the standard form of the model. Step 1: Represent the unknown in the problem. Let X be the quantity of ingredient A, and Y be the quantity of ingredient B. Step 2: Tabulate the data about the facts (if necessary). Materials Ingredient A (X)_|_ Ingredient B (Y) Requirement Antibiotic 1 3 1 6 Antibiotic 2 1 a 4 Antibiotic 3 2 6 12 Cost P80 P50 Step 3: Formulate the objective function and constraints by restating the information in mathematical form. The objective function is: Minimize: C = 80X + 50Y The constraints are: 3X+Y2>6 = Antibioticl X+Y24_ = Antibiotic2 2X+6Y 212 = Antibiotic3 x20,Y20 Step 4: Plot the constraints of the LP problem on a graph, with ingredient A (X) shown on the horizontal axis and ingredient B (Y) shown in the vertical axis, using the intercept rule. Figure 2.7 shows the initial graph of the LP model. 3X+Y26 X+y24 2X + 6YS12 3X+Y=6 X+Y=4 2X + 6Y = 12 Let X=0 Let X=0 LetX=0 3(0)+¥=6 O+ 2(0) + 6Y 0+Y=6 0,4) 0+6Y 6Y Y=2(0,2) ‘Scanned with CamScanner6,9) 9) Oe kD reo Step 5: Determine the feasible region. Figure 2.8 shows the area of the feasible region. Step 6: Solve the intersection of the lines, which satisfies the feasible solution simultaneously, using elimination method. We will solve the intersection of the first and second equations using elimination method. First equation: 3X + Y=6 Second equation: X+Y=4 Find the Least Common Multiple (LCM) of X in order to eliminate the variable X. 1@X+Y=6) => 3X+Y=6 3(X+Y=4) > (3X4 3Y=12 Y=3 Substitute the value of Y in the first equation to obtain the intersection of first equation and second equation. 3X+Y=6 3X+ 3X=6-3 3X=3 x (1,3) We will now solve the intersection of the second and third equations. Second equation: X+Y=4 Third equation: 2X + 6Y = 12 Find the Least Common Multiple (LCM) of X in order to eliminate the variable X. UX+¥=4) 0 => -2K42¥=8 12QX+6Y=12) => ()2X+6Y=12 0x—4Y=-4 -4Y=4 Yel Scanned with CamScannetSubstitute the value of Y in the second equation to obtain the coordinate of the intersection. Figure 2.9 X+1=4 X=4-1 X=3(,1) Step 7: Substitute the coordinates at the extreme points of the feasible region in the objective function. jective Function: C = 80X + 50¥ Extreme Points Values of the objective function 80(0) +50(6)= 0+300=300 80(6) + 50(0) = 480+ 0=480 80(1) + 50(3) 80(3) + 50(1) 6,0) Step 8: Formulate the decision. Since the coordinate (1, 3) will give the lowest value of 230. The decision is to mix 1 unit of ingredient A and 3 units of ingredient B in order to minimize the cost. Decision: X = 1 unit of ingredient A, Y=3units of ingredient B, C =P230 To check substitute the values of X and Y in all the constraints. 3X+Y26 X+Y24 2X+6Y = 12 301) +326 1+324 2(1) + 6(3) = 12 34+326 424 2+18212 626 20 = 12 Thus, (1, 3) is correct, since it satisfies all the constraints and the two constraints are Enrichment Exercise 23D A. Establish and solve the linear programming model of the following. 1. A souvenir store wishes to produce two models of souvenirs: model A and model B. Every model-A souvenir will result to P14 profit, and every model-B souvenir will result to P23 profit. To manufacture a model-A souvenir requires 3 minutes on stage J and 6 minutes on stage 2. A model-B souvenir requires 5 minutes on stage 1 and 4 minutes on stage 2. There are 270 minutes on stage 1 and 360 minutes on stage 2 for processing order. How many souvenirs of each model should the store make in order to maximize profit? ‘Scanned with CamScannerIna certain hospital, a nutritionist prepares a menu for patients on low-fat diets. The primary ingredients are chicken and rice. The meal must contain enough protein and iron to meet at least the DOH recommended daily allowance (RDA) for each nutrient. The RDA for protein is 60 grams and 30 milligrams. Each 4-ounce serving of chicken contains 60 grams of protein, 15 milligrams of iron, and 6 grams of fat. Each 1-cup serving of rice contains 12 grams of protein, 9 milligrams of iron, and 3 grams of fat. How much chicken and rice should be included in the meal in order to minimize the amount of fat? A table manufacturer produces tables in two types regular & deluxe. It costs P300 to make each regular table, which sells for P550. It costs P480 to make each deluxe table and each sells for P750. The daily production capacity is 125 tables & the daily cost cannot exceed P60,000. How many tables of each type should be made per day to maximize profit? Solve the Linear Programming Models Maximize: P = 13X + 6Y 4. Minimize: C = 24X + 29Y 5. Maximize: P = 16X + 11Y Subject to:X+2Y <8 Subject to: 5X +4Y = 20 Subject to: X <10 2X+Y28 2X +5Y = 30 Ye4 2X +2Y < 16 3X+5Y 215 2X+Y¥ <30 X20,¥20 X20,Y20 X+2Y <34 X20,Y20 This section will illustrate the solution for an LP model involving mixed constraints meaning structural constraints with =, <, and > involved for both the maximization and minimization LP models. ‘A. Maximization Involving Mixed Constraints Let us examine the proceeding example. Example 1; Solve the linear programming problem. Maximize: P = 6X +4Y Subject to: 3X + 2Y = 18 2X +4Y =20 2v<8 xX20,Y20 Solution: Step 1: Plot the constraints of the LP problem on a graph, using the intercept rule as shown in Figure 2.10. 3X+2Y218 2X +4 =20 3X +2Y=18 2X +4Y =20 LetX=0 Let X=0 3(0) + 2Y = 18 2(0) + 4¥ = 20 0+2Y=18 0+4Y=20 2Y ay ‘Scanned with CamScannerLet Y=0 Let Y=0 3X +2(0) = 18 2X +4(0) = 20 3X+0=18 3X=18 2X =20 X=6(6,0) X=10 (10,0) Figure 2.10 Figure 2.11 4 oOo. 8 7 él sos) + i 3Hoa > . 2| tot 00.0) 1 SQ, - ‘ % 4 FEE Serbs CEES hae Step 2: Identify the area that satisfies the constraints. Notice that the feasible solution is ‘a segment because one of the constraints is an equation as shown in Figure 2.11. Step 3: Solve the intersection of the lines, which satisfies the feasible solution simultaneously. We will solve the intersection of the first and second equations using elimination method. First equation: 3X + 2Y = 18 Second equation: 2X + 4Y = 20 Find the Least Common Multiple (LCM) of X in order to eliminate the variable X. 2GX+2Y=18) = 6X+4Y=36 3(2X+4Y=20) = (-)6X+12) Ox—8Y X=4(4,3) Step 4: Substitute the coordinates at the extreme points of the feasible region in the objective function. Objective Function: P = 6X +4Y Extreme Points | Values of the objective function (4,3) 6 (4) +4(3)=24+ 12=36 (10, 0) 6 (10) + 4(0) = 60 +0 = 60 ‘Scanned with CamScannerStep 5: Formulate the decision. Therefore, the coordinate (10, 0) will give the highest value of 60. Decision: X = 10, Y=0, P=60 B. Minimization Involving Mixed Constraints Using the previous example, we will only change the objective function into minimization problem instead. Example 2: Solve the linear programming problem Minimize: C = 6X +4Y Subject to: 3X +2Y = 18 2X +4 = 20 2v<8 xX20,Y=0 The solution will obtain the same result as the previous example. The only difference is that we must choose the lowest linear combination in the optimal solution, which is 36. Therefore our decision will be X = 4 and Y = 3 to have the lowest value of C = 36. # Enrichment Exercise 2.4 Solve the Linear Programming Models 1. Minimize: C=14X+5Y 2. Maximize: 12X + 19Y 3. Maximize: P = 22X + 26Y Subject to:X+2Y <16 Subject to: 5X +4Y > 45 Subject to: X = 10 2X+¥ 216 2X + 5Y< 45 Y <10 2X +2¥ =24 3X+5Y=45 2X+Y 218 X20,Y20 x20yY20 X20,Y20 There are different possibilities in a linear programming problem, in this section it will be discussed on detailed. ‘A. Multiple Optimal Solution. It is an LP model that has a multiple optimal solution or more than one optimal solution. Let us consider example 1 to illustrate a multiple optimal solution condition of an LP model. Example 1: Maximize: P=6X+4Y Subject to: 3X +2Y <18 X+2Y 210 X20,Y20 Solution: Step 1: Plot the constraint in the problem on a graph using the intercept rule. 3X+2Y< 18 X+2Y210 3X+2Y=18 X+2Y=10 ‘Scanned with CamScannerLet Y=0 3X +2(0) =18 X+2(0)=10 3X+0 X+0=10 X= 10(10,0) Step 2: After identifying the feasible region of the linear programming problem, we need to trace the extreme points of the graph as shown in Figure 2.12. Step 3: Solve the intersection of the lines, which satisfies the feasible solution. First equation: 3X+2Y=18 Second equation: X + 2Y = 10 To eliminate the variable X we will apply the Least Common Multiple (LCM) of both X’s of the two equations. 1QX+2¥=18) => 3X+2Y=18 3(X+2Y=10) => (3X + 6¥ =30 We will substitute the value of Y in the first equation to obtain the coordinate of the intersection. 3X +2(3) = 18 Replace Y by 3. 3X+6=18 Simplify. 3X = 18-6 Collect like terms. 3X =12 Combine like terms. X=4 Divide both sides by 3. The intersection of first equation and second equation is (4, 3). Figure 2.12 9 no Bua oo 3 I 10,0) (6,0) Ik T234567 8910 ‘Scanned with CamScannerStep 4: Substitute the coordinates at the extreme points of the feasible region in the objective function. Objective Function: Maximize: P = 6X + 4Y (0,9) (0,5) (4,3) Values of the objective function 6(4) + 4(3) = 24 + 12 = 36 Step 5: Formulate the decision. Take note that we have two possible solutions for this maximization problem. Decision: X=6,Y=0, P=36 Alternative optimal solution: X=4,Y=3, P=36 B. Infeasibility. It is a case where an LP model contains no feasible solution even though all constraints are being satisfied; that is, there no are points which satisfy all constraints. Let us consider example 2 to illustrate an infeasibility solution condition of an LP model. Example 2: | Maximize: P = 2X + Y Subject to: 3X + 2Y'<18 X27 X20,Y20 Solution: Step 1: Plot the constraint in the problem on a graph using the intercept rule. 3X+2Y <18 X27 3X+42Y=18 X=7 Let X=0 Let Y=0 3(0) +2Y =18 3X +2(0) = 18 0+2Y=18 3X+0=18 2 =18 3X =18 Y=9(0,9) X=6(6,0) Figure 2.13 Step 2: After identifying the feasible region A rr a ofthelinear programming problem. : As shown in Figure 2.13 there is | no common area, thus, there is no A feasible solution. The LP model is 5 an example of infeasibility. 4 3 2 a4 1 CONV, 0) ix 1234567891011 ‘Scanned with CamScannerC. Redundancy. This a condition of an LP model wherein there is a constraint which does not affect the feasible region. Let us consider example 3 to illustrate a redundant condition of one or some constraint on an LP model. Example3: Maximize: P=2X+Y Subjectto: X+Y<9 X+Y <6 X20,Y>0 Solution: Step 1: Plot the constraint in the problem on a graph using the intercept rule. X+Y<9 X+Y<6 X+Y=9 X+Y=6 3,0) Step 2: Identify the feasible region. Figure 2.14 4¥ 9 6,9) My Oh Maus © G,0)S, 0,0) 1234567 891011 If we delete the X + Y < 9 constraint does not affect the feasible region. Thus, this LP model contains a redundant constraint. This would only mean that the constraint is not considered a limiting factor and may not be included in the LP model. D. Unbounded. This is a condition of an LP model when the objective function of a linear programming problem can be made infinitely large without violating any of the constraints. Let us consider example 4 to illustrate an unbounded condition of an LP model. Example 4: Maximize: P = 2X+Y Subject to: X23 Y>6 X20Y20 ‘Scanned with CamScannerSolution: Step 1: Plot the constraint in the problem on a graph. X23 Y26 X=3 Y=6 Step 2: Identify the feasible region. Figure 2.15 pr Nneraareas G0) 12 9 1 Notice that the feasible region is indefinitely large, thus, the linear programming model in considered unbounded because the profit increases indefinitely which is not possible. ‘Scanned with CamScanner