Linear Programming

(An Optimization Technique)

General Optimization Problem Involves :
1. Decision Variables
2. Objective Criterion (Max/Min)
3. Constraints: (i) Equality (ii)
Inequality
Linear Programming(LP) :
• ItTechniques.
is one of the important “Optimization
”
• Most Versatile, powerful & useful technique.
• The word Linear in LP indicates -
relationship among variables both in
objective function and constraints.
• while Programming means - Systematic
Mathematical technique.
• General Linear Programming Problem
(LPP) with n variables and m constraints
can be stated as follows:
 Types of Variables
•• variables
Decision Variables : xj are decision
Slack Variables
n
∑j 1 aij x j ≤ bi →
=

n
∑ aij x j + wi = bi ; i = 1,2...m
j =1
wi are slack
• n Surplus Variables
∑ aij x j ≥ bi →
j =1

n
∑j 1 aij x j − si = bi ; i = 1,2...m
=

si are surplus variables

• Arti cial Variables :
• Components of LPP :
The three important components of
LPP
are as follows:
(a) Decision Variables
(b) Objective Function - Max. or Min.
(c) Constraints-limitations.
 Assumptions of LP
1. Certainty:cj, aij, bi are known & constants.
2. Divisibility: Values of decision variable
can be integer or fractional.
3. Additivity: Total contribution = Sum of
contribution of all variables
4. Linearity: Relationship among variables
both in objective function & constraints.
• Formulation of LPP :
Steps to be followed.
1. To decide (de ne) decision variables.
2. To formulate objective function.
3. To formulate constraints.
CASE - 1 Data for LP
Formulation
Factory: . P1 & P2
Two products
Pro t/piece of P1 = Rs.3/-
Pro t/piece of P2 = Rs.5/-
Time Constraint:
Time required/piece of P1 = 3 hrs.
Time required/piece of P2 = 2 hrs.
Max. time available = 18 hrs.
Material Constraint:
Max. Material available for P1 = 4
pieces.
Max. Material available for P2 = 6
CASE - 1 Formulation of LPP :
Let decision variable x1 = no of pieces of
P1
x2 = no of pieces of P2
Max. Z = 3x1 + 5x2 Objective
Equation
CASE - 2
If Time Constraint is modi ed to:
Time available is not less than 18 hours.
Max. Z = 3x1 + 5x2 Objective
Equation
CASE - 3
If Time Constraint is modi ed to:
Time available is exactly 18 hours.
Max. Z = 3x1 + 5x2 Objective
Equation
 Types of Solution
1. Feasible Solution: Solution with
values of decision variables(xj)
which satisfy all Constrints & Non-
negativity condition.
2. Basic Solution: For a set of m
equations in n variables (n>m),
basic solution is a solution obtained
by se ing (n-m) variables equal to
No.zero
of and solving
possible Basic for remaining
solutions
equations in m variables.
= nCm m
= n!/(m!.(n-m)!)
(i) Basic Variables : Having values > 0.
(ii) Non-basic Variables :Having values
= 0.
3. Basic Feasible Solution : It is a Basic
Solution which satis es (3).
4. Non-degenerate/degenerate B.F.S
5. Optimal Basic Feasible Solution : It is
a Basic Feasible Solution which
optimizes objective function.
6. Unbounded Solution :
7. Infeasible Solution :
• Methods to solve LPP :
1. Graphical Method - for only two
variables.
2. Simplex Method - Universal method.
3. Assignment Method - Special
method.
4. Transportation Method - Special
method.
 (1) Graphical Method
( for only two
variables)
 Graphical
Method Case 1.
II
Opt. Pt.
(2,6) III
Zopt =
36.
F.R.Z=15.
I
Z=0.
Graphical
Method Case 2.
II
Opt. Pt.
(4,6) III
F.R. Zopt = 42

Z=15.
I
Graphical
Method Case 3.
II
Opt. Pt.
(2,6) III
F.L.
Zopt = 36
Z=15.
I
 Graphical Method
Special Case.
II Alternative
Optimal Solutions
III

F.R.
I
Graphical
Method
Special Case.II Opt.
(Max)Sol.
Opt. Pt.
(Unbounded)
(Min.) F.R.
(Unbounded)
III
I
Z line
Graphical
Method
Special Case.

Infeasible
Solution
F.R. Not
possible
 Opt. Pt. (0.5,
4.5)
Zopt = 12.5
Z=6
F.R. III

II I
Graphical
Method
Special Case.
• Graphical Method – to
discuss typical
constraints
to identify regions of
constraints.
Typical
Case
Typical
Case
Typical
Case
 Recapitulate
• What is LPP ?
• Types of variables.
• Components of LPP.
• Assumptions of LP.
• Formulation of LPP.
• Types of solutions.
• Graphical Method.
• Unique & Alternative Optimal Solution,
Unbounded FR, Infeasible solution.
Algebric Method
1. Convert the inequalities into equalities
2. Assuming there are ‘m’ equations and ‘n’ variables,
set (n-m) (non basic varables) as zero and nd values
of other basic variables. Evaluate the objective function,
if the basic solution is feasible.
3. Perform above step for all nCm combination of basic
variables.
4. Identify the optimum solution among the feasible
solution.
(2) Simplex Method
(Universal method)
Simplex Method to solv
Max. Problem with
All ≤ constraints.
 Simplex
Method
Case 1.
Standard Form:
Max Z = 3x1+5x2+0w1+0w2+0w3
3x1+2x2+w1+0w2+0w3 = 18
x1+0x2+0w1+w2+0w3 = 4
0x1+x2+0w1+0w2+w3 = 6
To prepare initial Tableau:
Tableau -cJI3 5 0 0 0
ci xi bi x1 x2 w1 w2 w3
0 w1 18 3 2 1 0 0
0 w2 4 1 0 0 1 0
0 w3 6 0 1 0 0 1
Ej 0 0 0 0 0
Ij 3 5 0 0 0
Ij = (cj -Ej) = Cj- (Σaij.ci) Z = Σ b i .c i =
Tableau c- I3 5 0 0 0
j
ci xi bi x1 x2 w1 w2 w3 Ratio
0 w1 18 3 2 1 0 0 18/2
9 =
0 w2 4 1 0 0 1 0 4/0 = α
0 w3 6 0 1 0 0 1 6/1 = 6
Ij Z = 0 3 5 0 0 0
• Key Column → Max +ve Ij
• Key Row → Min positive
ratio.
 How to get next tableau ?
• Leaving variable : w3
• Entering variable : x2
• If the key element is 1, then key row remain
same in the new simplex tableau
• If the key element is other than 1, then divide
each element in the key row (including b value)
by the key element to nd new values of that
row
• Make the other elements in the key column
equal to ‘0’ by performning elementary row
operations with new key row obtained as above.
Tableau c-j I3 5 0 0 0
ci xi bi x1 x2 w1 w2 w3 Ratio
0 w1 18 3 2 1 0 0 18/2
9 =
0 w2 4 1 0 0 1 0 4/0 = α
0 w3 6 0 1 0 0 1 6/1 = 6
Ij Z = 0 -3 -5 0 0 0
R1 – 2R3 gives
2 2-2(1) = 0 , 3 3- 2(0) = 3 and 1 1 – 2(0) =
118 → 18 - (6*2)/1 6
Tableau c-j II3 5 0 0 0
ci xi bi x1 x2 w1 w2 w3 Ratio
0 w1 6 3 0 1 0-2 6/3 = 2
0 w2 4 1 0 0 1 0 4/1 = 4
5 x2 6 0 1 0 0 1 6/0
α =
Ij Z = 30 3 0 0 0 -5
• Key Column → Max +ve Ij
• Key Row → Min positive
ratio.
Tableau c-j III3 5 0 0 0
ci xi bi x1 x2 w1 w2 w3
3 x1 2 1 0 1/3 0 -2/3
0 w2 2 0 0 -1/3 1 2/3
5 x2 6 0 1 0 0 1
Ij Z = 36 0 0 - 1 0 - 3
• This is the nal Tableau.
The Optimal Solution is x1 = 2, x2 = 6
giving Z = 36
• Interpretation of
Simplex
through Method
Graphical method.
 Interpretation of Simplex
Method Through Graphical
Method II
T2 Opt. Pt.
(2,6) III
T Z opt =
3 36.
F.R.Z=15.
T1 I
 GATE -
2002
(1) A furniture manufacture produces Chairs
Tables. The wood working department is
&
capable of producing 200 chairs or 100 tables
or any proportionate combinations of these per
week. The weekly demand for chairs and tables
is limited to 150 and 80 units respectively.The
pro t from a chair is Rs. 100 and that from a
tableSetis Rs.
(a) 300.problem as a Linear Program.
up the
(b) Determine optimal product mix and optimal
value of objective function.
(c) If a pro t of each table drops to Rs. 200
per unit, what is the product mix and pro t ?
 GATE -
(a) 2002
Formulation
MaxZ = 100x1 + 300x2
S/
t
x1 ≤ 150
x2 ≤ 80
x1,x2 ≥ 0
(b) Optimal Solution
x2

100 (40, 80) Z = 28000

80
50 Z=
15000
200
150 x1
(c) Multiple Optimal Solutions
x2

100 (40, 80) Z = 20000

80
75 Opt. Line
50 Z =
15000
200
150 x1
 GATE -
(1) A manufacture2003
produces two types of products,
1 and 2, at production levels of x1 and x2
respectively. The pro t is given 2x1 + 5x2. The
production constraints are :
x1 + 3x2 ≤ 40
3x1 + x2 ≤ 24
x1 + x2 ≤ 10
x1 > 0, x2 > 0
The maximum pro t which can meet the
constraint is
(A) 29 (B) 38 (C) 44 (D) 75
x2

20 Ans. = (C) 44
Opt. Pt. (0,10) Z =
50
10 Z = 50
10 40
25 x1
 GATE -
2000
Solve : Max Z = 4x1 + 6x2 +
xS/t3 2x1 + x2 + 3x3 ≤
5 x1, x2, x3 ≥ 0
If x2 ≤ 2 is added then what will be
the
solution ?
 GATE -
2000
Solution Through Simplex Method,
: in two iterations the
solution of basic problem
is :
x = 0, x = 5, x = 0 giving z = 30
1 2 3
If x2 ≤ 2 is added then the solution
hrough
Simplex Method, in three iterations will
e : x1 = 3/2, x2 = 2, x3 = 0 giving z =
 GATE
Max Z = 4x + 6x 2008
1 2
-
3x + 2x ≤ 6
1 2
2x + 3x ≤ 6
1 2
x1, x2 ≥ 0
Q.1 After introducing slack variables w1 and w2, the initial
feasible solution is represented by the tableau below.
cj 4 6 0 0
ci x i bi x 1 x 2 w 1 w 2
0 w1 6 3 2 1 0
0 w2 6 2 3 0 1
Ij 0 -4 -6 0 0
 GATE -
After some Simplex2008
interactions, the following tableau is
obtained.
cj 4 6 0 0
ci x i bi x 1 x 2 w 1 w 2
0 w1 2 5/3 0 1 -1/3
6 x2 2 2/3 1 0 1/3
Ij 12 0 0 0 2