LINEAR PROGRAMMING

• WHAT IS LINEAR PROGRAMMING?

• CONDITIONS UNDER WHICH LINEAR

PROGRAMMING CAN BE
APPLIED

• ASSUMPTIONS
 STATEMENT OF LPP IN MATRIX FORM
MAXIMISATION PROBLEM MINIMISATION PROBLEM
Maximise Z = cx Minimise Z = cx
Subject to: ax ≤ b Subject to: ax ≥ b
x≥0 x≥0
Where,
c is row matrix containing coefficients in the objective function
x is column matrix containing decision variables
a is matrix containing the coefficients of constraints
b is column matrix containing right hand side of constraints
 GENERAL STATEMENT OF MAXIMISING LPP
Maximise Z = c1x1 + c2x2+…+cnxn OBJECTIVE FUNCTION
Subject to,
a11x1 + a12x2+…+a1nxn ≤ b1
a21x1 + a22x2+…+a2nxn ≤ b2
. CONSTRAINTS
.
.
am1x1+ am2x2+...+amnxn ≤ bm
x1, x2,…xn ≥ 0 NON NEGATIVITY RESTRICTION

cj,aij, bi (i=1,2,…m; j=1,2,…n) ARE KNOWN AS CONSTANT

xj ARE DECISION VARIABLES
cj ARE TERMED AS PROFIT COEFFICIENTS
aij ARE CALLED TECHNOLOGICAL COEFFICIENTS
bi ARE RESOURCE VALUES
Generalised form
Z = cjxj (For j=1,2,…n)
Subject to,
aij xj ≤ bi (For i=1,2,…m)
xj ≥0 (For j=1,2,…n)
 GENERAL STATEMENT OF MINIIMISING LPP
Minimise Z = c1x1 + c2x2+…+cnxn OBJECTIVE FUNCTION
Subject to,
a11x1 + a12x2+…+a1nxn ≥ b1
a21x1 + a22x2+…+a2nxn ≥ b2
. CONSTRAINTS
.
.
am1x1+ am2x2+...+amnxn ≥ bm
x1, x2,…xn ≥ 0 NON NEGATIVITY RESTRICTION

cj,aij, bi (i=1,2,…m; j=1,2,…n) ARE KNOWN AS CONSTANTS

xj ARE DECISION VARIABLES
cj ARE TERMED AS PROFIT COEFFICIENTS
aij ARE CALLED TECHNOLOGICAL COEFFICIENTS
bi ARE RESOURCE VALUES
Generalised form
Z = cjxj (For j=1,2,…n)
Subject to,
aij xj ≥ bi (For i=1,2,…m)
xj ≥0 (For j=1,2,…n)
 GRAPHICAL SOLUTION OF LPP
STEPS FOR GRAPHICAL SOLUTION OF LPP
• PREPARE AN INFORMATION SUMMARY
TABLE
• STATE THE LPP IN A MATHEMATICAL FORM
• PLOT THE LINES REPRESENTED BY
CONSTRAINT EQUATIONS .
• IDENTIFY THE FEASIBLE REGION
• USE EXTREME POINTS METHOD TO FIND
OPTIMAL SOLUTION
• USE ISO PROFIT OR ISO COST METHOD TO
FIND OPTIMAL SOLUTION
 NUMERICAL EXAMPLE
Q. 1 (MAXIMISATION BY GRAPHICAL METHOD)
A PAINT MANUFACTURING COMPANY PRODUCES TWO
TYPES OF PAINTS – SYNTHETIC ENAMEL (SYN) AND
SPECIAL ENAMEL (SPL) WHICH ARE SOLD IN FIVE LITRE
BUCKET PACKING AT A PROFIT OF Rs 40 AND Rs 35 PER
BUCKET RESPECTIVELY. RAW MATERIALS R1 AND R2
REQUIRED TO PRODUCE ONE BUCKET (FIVE LITRES) OF
SYN ARE 2 LITRES AND 4 Kgs RESPECTIVELY AND TO
PRODUCE ONE BUCKET OF SPL ARE 3 LITRES AND 3 Kgs
RESPECTIVELY. IF THE COMPANY FINDS THAT FOR THE
NEXT WEEK, AVAILABILITY OF R1 IS ONLY 60 LITRES AND
AVAILABILITY OF R2 IS ONLY 96 Kgs, DETERMINE HOW MANY
BUCKETS OF SYN AND SPL SHOULD THE COMPANY
PRODUCE TO MAXIMISE PROFIT.
 NUMERICAL EXAMPLE
Q. 2 ( MINIMIZATION BY GRAPHICAL METHOD)
AN ALLOY MANUFACTURING UNIT HAS RECEIVED AN
ORDER TO SUPPLY 180 KGS OF AN ALLOY CONTAINING
COPPER AND TIN IN THE RATIO OF 2:1.
THE ALLOY MANUFACTURER BUYS EMPTY ARTILLERY
SHELLS DISPOSED OFF BY ARMY. EACH SHELL WEIGHS 10
KGS. THERE ARE TWO TYPES OF SHELLS – A AND B. TYPE A
SHELLS CONTAIN 80 PERCENT COPPER AND 20 PERCENT
TIN. TYPE B SHELLS CONTAIN 50 PERCENT COPPER AND 50
PERCENT TIN. THE PRICE OF TYPE A SHELL IS RS 2400
EACH AND TYPE B SHELL IS RS 3000 EACH. WHAT IS THE
NUMBER OF SHELLS OF TYPE A AND B THAT THE ALLOY
MANUFACTURER MUST PURCHASE TO PRODUCE 180 KGS
OF ORDERED ALLOY SO THAT THE COST IS MINIMIZED.
 SIMPLEX METHOD - STEPS
1. ADD SLACK, SURPLUS OR ARTIFICIAL
VARIABLES AND REWRITE THE LPP
2. PREPARE INITIAL FEASIBLE SOLUTION TABLE
SHOWING CONSTRAINT COEFFICIENTS AND
OBJECTIVE FUNCTION COEFFICIENTS (Cj)
3. DETERMINE ELEMENTS OF SOLUTION ROW
4. DETERMINE ELEMENTS OF Zj ROW
5. DETERMINE ELEMENTS OF j ROW
6. DETERMINE INCOMING VARIABLE
7. DETERMINE OUTGOING VARIABLE
8. PREPARE NEXT ITERATION
9. REPEAT STEPS 1 TO 8 TILL OPTIMAL SOLUTION
IS OBTAINED
. SIMPLEX METHOD – FLOW CHART
FORMULATE BUSINESS PROBLEM AS A LPP –
WRITE OBJECTIVE FUNCTION AND CONSTRAINT EQUATIONS

ADD SLACK, SURPLUS AND ARTIFICIAL VARIABES AS REQUIRED

PREPARE INITIAL FEASIBLE SOLUTION TABLE AND

WRITE VALUES WRT ALL THE VARIABLES IN c j, zj, SOLUTION AND j ROWS

MAXIMISATION MINIMISATION
IS THE LPP MAXIMISATION
OR MINIMISATION
IS j VALUE NO NO IS j VALUE
OFONE OR MORE VARIABLES OPTIMAL SOLUTION OF ONE OR MORE VARIABLES
+IVE -IVE
YES YES
IDENTIFY INCOMING VARIABLE HAVING LARGEST IDENTIFY INCOMING VARIABLE HAVING LARGEST
+IVE j VALUE. CALCULATE REPLACEMENT RATIOS -IVE j VALUE. CALCULATE REPLACEMENT RATIOS

IF ALL REPL RATIOS ARE

+IVE VALUE OF NO ZERO OR NEGATIVE, THEN
ALL REPL RATIOS SOLUTION IS UNBOUNDED.
IF ONE OR MORE REPL
RATIOS HAVE ZERO VALUE,
YES SOLN IS DEGENERATE
IDENTIFY PIVOT ROW AND PIVOT ELEMENT
USE SIMPLEX ALGORITHM TO DETERMINE REPL ROW
AND OTHER ROWS FOR THE NEXT SIMPLEX TABLE
 SIMPLEX METHOD

COEFFICIENTS & SIGNS OF ADDL VARIABLES IN OBJECTIVE FUNCTION

CONSTRAINT ADDITIONAL COEFFS. & SIGNS OF WILL ADDL VARIABLE
EQUATION VARIABLE ADDL VARIABLES IN THE BE A BASIC VARIABLE
SIGN REQUIRED OBJECTIVE FUNCTION IN THE FIRST
MAX LPP MIN LPP SIMPLEX TABLE

≤ SLACK
VARIABLE
0 0 YES

≥ i) SURPLUS
VARIABLE
0 0 NO (Because
they have –ive sign)

ii) ARTIFICIAL -M +M
VARIABLE YES

= ARTIFICIAL
VARIABLE -M +M YES
 NUMERICAL 3
A DYES MANUFACTURING COMPANY PRODUCES THREE
TYPES OF DYES – D1,D2 AND D3 USING 3,5 AND 2 Kgs
RESPECTIVELY OF RAW MATERIAL R1, 4,4 AND 4 Kgs
RESPECTIVELY OF RAW MATERIAL R2 AND 2,4 AND 5 Kgs
RESPECTIVELY OF RAW MATERIAL R3 FOR PRODUCING
EACH DRUM OF DYES D1,D2 AND D3. THE CONTRIBUTION
FOR DYES D1, D2 AND D3 IS Rs 50, 100 AND 80 PER DRUM
RESPECTIVELY. IF THE AVAILABILITY OF RAW MATERIALS
R1, R2 AND R3 IS 60,72 AND 100 Kgs RESPECTIVELY, HOW
MANY DRUMS OF DYES D1,D2 AND D3 SHOULD THE
COMPANY PRODUCE SO AS TO MAXIMISE PROFITS?
 SOLUTION OF NUMERICAL 3
INFORMATION SUMMARY
DYE RAW MATL CONTRI PRODUCT
REQD/DRUM BUTION MIX

R1 R2 R3
D1 3 4 2 50 x1
D2 5 4 4 100 x2
D3 2 4 5 80 x3
MAXIMUM 60 72 100
AVAILABLE
ADD SLACK VARIABLES TO RECONSTITUTE THE LPP AS FOLLOWS
Maximise Z = 50x1 +100x2 +80x3 + 0s1 + 0s2 + 0s3
Subject to 3x1 +5x2 +2x3 + s1 + 0s2 + 0s3 ≤ 60
4x1 +4x2 +4x3 + 0s1 + s2 + 0s3 ≤ 72
2x1 +4x2 +5x3 + 0s1 + 0s2 + s3 ≤ 100
x1, x2, x3 ≥ 0
 NUMERICAL4
(R4 LPP WITH MIXED CONSTRAINTS)
THE MANAGER OF AN OIL REFINERY HAS TO DECIDE UPON THE
OPTIMAL MIX OF TWO BLENDING PROCESSES. THE INPUTS AND
OUTPUTS PER PRODUCTION RUN FOR THESE PROCESSES ARE
GIVEN BELOW.
PROCESS INPUT- CRUDE OIL O U T P U T
TYPE C1 C2 PETROL DIESEL
1 5 3 5 3
2 4 5 4 4
THE MAXIMUM AMOUNTS OF CRUDE OIL TYPE C1 ND C2 THAT ARE
AVAILABLE ARE 190 UNITS AND 140 UNITS RESPECTIVELY. MARKET
REQUIREMENTS ARE THAT AT LEAST 100 UNITS OF PETROL AND
EXACTLY 84 UNITS OF DIESEL MUST BE PRODUCED. PROFITS PER
PRODUCTION RUN OF PROCESS TYPE 1 AND TYPE 2 ARE Rs 40 AND
Rs 50 LAKHS RESPECTIVELY. FORMULATE THIS AS A LPP FOR
SOLVING USING THE SIMPLEX ALGORITHM. DETERMINE THE
OPTIMUM NUMBER OF PRODUCTION RUNS OF EACH TYPE OF
PROCESS IN ORDER TO MAXIMISE PROFITS.
 SOLUTION OF NUMERICAL 4
INFORMATION SUMMARY
PROCESS INPUT OUTPUT PROFIT/ NO. OF
TYPE OF CRUDE OIL (UNITS) PROCESS RUN RUNS OF
(UNITS) (Rs LAKHS) PROCESS
C1 C2 PETROL DIESEL

P1 5 3 5 3 40 x1
P2 4 5 4 4 50 x2
MAXIMUM 190 140 100 MINIMUM 84 EXACT
AVAILABLE REQUIREMENT REQUIREMENT

Maximise Z = 40x1 +50x2

Subject to 5x1 +4x2 ≤ 190

3x1 +5x2 ≤ 140
5x1 +4x2 ≥ 100
3x1 +4x2 = 84
x1, x2 ≥ 0
 SOLUTION OF NUMERICAL 4
INFORMATION SUMMARY
PROCESS INPUT OUTPUT PROFIT/ NO. OF
TYPE OF CRUDE OIL (UNITS) PROCESS RUN RUNS OF
(UNITS) (Rs LAKHS) PROCESS
C1 C2 PETROL DIESEL

P1 5 3 5 3 40 x1
P2 4 5 4 4 50 x2
MAXIMUM 190 140 100 MINIMUM 84 EXACT
AVAILABLE REQUIREMENT REQUIREMENT

ADD SLACK AND SURPLUS VARIABLES TO RECONSTITUTE THE LPP AS FOLLOWS

Maximise Z = 40x1 +50x2 + 0s1 + 0s2 - 0s3 - 0s4- MA1- MA2
Slack variables have positive sign. Surplus variables have negative sign. Since it is a
maximisation LPP, therefore artificial variable A1 and A2 will have negative signs.
Subject to 5x1 +4x2 + s1 + 0s2 - 0s3 - 0A1- 0A2 = 190
3x1 +5x2 + 0s1 + s2 - 0s3 - 0A1- 0A2 = 140
5x1 +4x2 + 0s1 + 0s2 - s3 + A1- 0A2 = 100
3x1 +4x2 + 0s1 + 0s2 - 0s3 - 0A1+ A2 = 84
x1, x2 ≥ 0
 NUMERICAL 4 - SIMPLEX TABLE 4

.
SIMPLEX TABLE 4- Optimal Soln
BASIS x1 x2 s1 s2 s3 A1 A2 bi bi / aij
s1 0 0 -8/3 1 0 0 0 -5/3 50
s2 0 0 1 0 1 0 0 1 56
x1 40 1 4/3 0 0 0 0 1/3 28
s3 0 0 8/3 0 0 1 -1 5/3 40
cj 40 50 0 0 0 -M -M
SOLN 28 0 50 56 40 0 0
Zj 40 160/3 0 0 0 0 40/3
j =cj -Zj 0 -10/3 0 0 0 -M -M-40/3

LARGEST POSITIVE VALUE

 SOLUTION OF NUMERICAL 4
.

Maximise Z = 4x1 +5x2

60 Subject to 5x1 +4x2 ≤ 190 LINE AB
3x1 +5x2 ≤ 140 LINE CD
50 5x1 +4x2 ≥ 100 LINE EF
47.5 A 3x1 +4x2 = 84 LINE GH
x1, x2 ≥ 0
40
VALUE OF Z AT
Q(107); H(112)
30 C HENCE H GIVES THE ANSWER
28
x1=28 x2=0
25
E FEASIBLE REGION
21 20
G IS ONLY THE LINE QH
Q P BECAUSE OF LINE GH
10

H B D
0 F
O 28 38 46.7
0 10 20 30 40 50 60
 NUMERICAL 5
(LPP WITH MIXED CONSTRAINTS)
SOLVE THE FOLLOWING LPP

Maximise Z = 2x1 +4x2

Subject to 2x1 + x2 ≤ 18
3x1 +2x2 ≥ 30
x1 +2x2 = 27
x1, x2 ≥ 0
 NUMERICAL 6
(INFEASIBILITY)
SOLVE THE FOLLOWING LPP

Maximise Z = 8x1 +12x2

Subject to x1 + 3x2 ≤ 30
2x1 + x2 ≤ 40
x1 ≥ 40
x2 ≥ 0
 NUMERICAL 7(1) UNBOUNDEDNESS
(UNBOUNDEDNESS)
SOLVE THE FOLLOWING LPP
Maximise Z = 6x1 +20x2
Subject to 3x1 + 4x2 ≥ 36
x1 + 3x2 ≥ 18
x 1 , x2 ≥ 0
 NUMERICAL 7(2) (UNBOUNDEDNESS)
(UNBOUNDEDNESS)
SOLVE THE FOLLOWING LPP

Maximise Z = 12x1 + 30x2

Subject to x1 + 2x2 ≥ 9
x1 + 5x2 ≥ 15
x1, x2 ≥ 0
 NUMERICAL 7(2) (UNBOUNDEDNESS)

Graph to be made
 NUMERICAL 7(2) (UNBOUNDEDNESS)
Simplex tables to be made
 NUMERICAL 7(3) (UNBOUNDEDNESS)
(UNBOUNDEDNESS)
SOLVE THE FOLLOWING LPP

Maximise Z = 4x1 + 8x2

Subject to x1 - 2x2 ≤ 6
x1 ≤ 10
x2 ≥ 1
x1, x2 ≥ 0
 NUMERICAL 8
(DEGENERACY)
Maximise Z = 25x1 +32x2
Subject to 2x1 + x2 ≤ 6
3x1 + x2 ≤ 8
4x1 +5x2 ≤ 30
x 1, x 2 ≥ 0
 NUMERICAL 8
(DEGENERACY)

REFORMULATED LPP

Maximise Z = 25x1 +32x2 + 0s1 + 0s2 + 0s3

Subject to 2x1+ x2 + s1 + 0s2 + 0s3 = 6
3x1+ x2 + 0s1 + s2 + 0s3 = 8
x2 + 0s1 + 0s2+ s3 = 30
x1,x2 ≥ 0
 COMPLICATIONS IN LPPs
3. Degeneracy
Graph is to be made
 COMPLICATIONS IN LPPs
4. Multiple optimality
Maximise Z = 10x1 +20x2
Subject to x1 + x2 ≤ 8
x2 ≤ 5
x1 + 2x2 ≤ 12
x 1, x 2 ≥ 0
 DUAL OF PRIMAL OF A LPP

• STATEMENT OF DUAL OF A LPP IN

MATRIX FORM

• STEPS FOR WRITING A DUAL

• EXAMPLES OF DUALS
 STATEMENT OF DUAL OF A LPP IN
MATRIX FORM

IF THE PRIMAL LPP IS: THEN CORRESPONDING

DUAL IS
Maximise Z = cx Minimise G = b’y
Subject to: ax ≤ b Subject to: a’y ≥ c’
x≥0 y≥0
DUAL OF PRIMAL OF LPP FOR
NUMERICAL 1

PRIMAL
MAXIMISE Z = 40x1 +35x2
SUBJECT TO: 2x1 +3x2 ≤ 60
4x1 +3x2 ≤ 96
x1,x2 ≥ 0
DUAL OF PRIMAL LPP OF NUMERICAL 1

DUAL
Minimise G = 60y1 +96y2 [ G = b’y]
Subject to: 2y1 +4y2 ≥ 40 [a’y ≥ c’ ]
3y1 +3y2 ≥ 35
x1,x2 ≥ 0
 RELATIONSHIP BETWEEN PRIMAL AND DUAL

PRIMAL THEN DUAL

1. IS MAXIMISATION LPP IS MINIMISATION LPP
2. HAS n VARIABLES HAS n CONSTRAINTS
3. HAS m CONSTRAINTS HAS m VARIABLES
4. HAS ≤ TYPE OF CONSTRAINTS HAS ≥ TYPE OF CONSTRAINTS
5. VARIABLE xj IS UNRESTRICTED CONSTRAINT j IS OF = TYPE
6. CONSTRAINT i IS = TYPE VARIABLE yi IS UNRESTRICTED
7. OBJECTIVE FUNCTION COEFF. OF RHS CONSTANT FOR j
th

CONSTRAINT
jth VARIABLE BECOMES
8. RHS CONSTANT FOR ith OBJECTIVE FUNCTION
CONSTRAINT BECOMES COEFFICIENT OF ith VARIABLE
9. COEFFICIENT aij OF jth VARIABLE COEFFICIENT OF ith VARIABLE IN
IN ith CONSTRAINT BECOMES jth CONSTRAINT
 NUMERICAL 1
OPTIMAL SOLN OF THE PRIMAL
BASIS x1 x2 s1 s2 bi
s1 35 0 1 2/3 -1/3 8
s2 40. 1 0 -1/2 1/2 18
cj 40 35 0 0
SOLN 18 8 0 0
Zj 40 35 10/3 25/3
Dj = cj -Zj 0 0 (-) 10/3 (-) 25/3
OPTIMAL SOLN OF THE DUAL
BASIS y1 y2 s1 s2 A1 A2 bi
y2 96 0 1 -1/2 1/3 1/2 -1/3 25/3
y1 60 1 0 1/2 -2/3 -1/2 2/3 10/3
cj 60 96 0 0 M M
SOLN 10/3 25/3 0 0 0 0
Zj 60 96 -18 -8 18 16
j =cj -Zj 0 0 18 8 M-18 M-16
 INTERPRETATION OF DUAL OF PRIMAL OF LPP OF
NUMERICAL 1

ITEM CONTENT PER MIXING BAKING MINIMUMUM

BUCKET MACHINE TIME MACHINE TIME RENTAL VALUE
PER BUCKET PER BUCKET PER BUCKET
SYNTHETIC 5 LITRES 2 MINUTES 4 MINUTES RS 40
ENAMEL
SPECIAL 5 LITRES 3 MINUTES 3 MINUTES RS 35
ENAMEL
RENTAL y1 y2
VALUE/MINUTE
RENTABLE MACHINE TIMES/DAY 60 MINUTES 96 MINUTES
 DUAL OF PRIMAL OF LPP FOR NUMERICAL2
.

PRIMAL
Minimise Z = 2400x1 +3000x2
Subject to 8x1+ 5x2 ≥ 120
2x1+ 5x2 ≥ 60
x1, x2 ≥ 0
 DUAL OF PRIMAL OF LPP FOR NUMERICAL2
.

DUAL
Maximise G =120y1+ 60y2
Subject to: 8y1 + 2y2 ≤ 2400
5y1 + 5y2 ≤ 3000
x1,x2 ≥ 0
.
NUMERICAL 10-1
(DUAL OF LPP HAVING MIXED RESTRICTIONS)

PRIMAL
Maximise Z = 10x1 - 5x2 + 8x3 + 4x4
Subject to 4x1 + 3x2 + 6x3 + x4 ≤ 40
-x1+ 2x2 + 3x3 + x4 ≤ 5
9x1 - 5x2 + 7x3 - x4 ≥ 60
6x2 +2x3+4 x4 = 47
x1, x2 ,x3, x4 ≥ 0
 NUMERICAL 10-1
.
(DUAL OF LPP HAVING MIXED RESTRICTIONS)

REFORMULATION OF PRIMAL WITH

APPROPRIATE SIGNS

Maximise Z = 10x1 - 5x2 + 8x3 + 4x4

Subject to 4x1 + 3x2 + 6x3 + x4 ≤ 40
-x1+ 2x2 + 3x3 + x4 ≤ 5
-9x1+ 5x2 - 7x3 + x4 ≤ -60
0x1 - 6x2 - 2x3- 4 x4 ≤ -47
0x1+ 6x2 +2x3+4 x4 ≤ 47
x1, x2 ,x3, x4 ≥ 0
.
NUMERICAL 10-1 (DUAL OF LPP HAVING MIXED
RESTRICTIONS)

DUAL
Minimise G =40y1+ 5y2 - 60y3 - 47y4+ 47y5
Subject to: 4y1 - y2 - 9y3 ≥ 10
3y1+2y2+ 5y3 - 6y4+ 6y5 ≥ -5
6y1+3y2 - 7y3 - 2y4+ 2y5 ≥ 8
y1+ y2+ y3 - 4y4 + 4y5 ≥ 4
y1, y2, y3, y4, y5 ≥ 0
 NUMERICAL 10-1
.
(DUAL OF LPP HAVING MIXED RESTRICTIONS)

REFORMULATED DUAL
Minimise G =40y1+ 5y2 - 60y3 - 47y6
Subject to: 4y1 - y2 - 9y3 ≥ 10
3y1+2y2+ 5y3 - 6y6 ≥ -5
6y1+3y2 - 7y3 - 2y6 ≥ 8
y1+ y2+ y3 - 4y6 ≥ 4
y1, y2, y3 ≥ 0,
0 ≥ y6 ≥ 0 (y6 has unrestricted sign)
 NUMERICAL 10-2
.
(DUAL OF A LPP HAVING UNRESTRICTED VARIABLE)

PRIMAL (n=3, m=2)

Maximise Z = 5x1 + 4x2 + 7x3
Subject to 4x1 + x2 - 2x3 ≤ 5 …I
2x1+ 3x2 + x3 ≥ 21 …II
x1, x2 ≥ 0; x3 has unrestricted sign
.
NUMERICAL 10-2
(DUAL OF A LPP HAVING UNRESTRICTED VARIABLE)

We may rewrite the primal LPP as

Maximise Z = 5x1 + 4x2 + 7 x4 - 7x5
Subject to 4x1 + x2 -2 x4 + 2x5 ≤ 5 …I
-2x1 - 3x2 - x4 + x5 ≤ - 21 …II
x1, x2 , x4, x5 ≥ 0
.
NUMERICAL 10-2
(DUAL OF A LPP HAVING UNRESTRICTED VARIABLE)

DUAL (n=2; m=4)

Minimise G =5y1+ 21y2
Subject to: 4y1 - 2y2 ≥ 10 …I
y1- 3y2 ≥ 4 … II
-2y1- y2 ≥ 7 … III
2y1+ y2 ≥ -7 … IV
y1, y2 ≥ 0
.
NUMERICAL 10-2
(DUAL OF A LPP HAVING UNRESTRICTED VARIABLE)

REFORMULATED DUAL (n=2, m=3)

Minimise G =5y1+ 21y2
Subject to: 4y1 - 2y2 ≥ 10
y1- 3y2 ≥ 4
-2y1- y2 = 7
y 1, y 2 ≥ 0
 NUMERICAL 11
(LPP HAVING VARIABLES WITH POSITIVE VALUES )
.

Maximise Z = 8x1 + 24x2

Subject to 2x1 + x2 ≤ 41 …I
3x1 + 4x2 ≤ 104 …II
x1≥ 10
x2≥ 12
.
NUMERICAL 11
(LPP HAVING VARIABLES WITH POSITIVE VALUES )

Put x1= (10 + x3 ) and x2= (12 + x4) where x3, x4 ≥ 0

We may rewrite the LPP as and solve it by Simplex Method

Maximise Z = 8 x3 + 24x4 + 368

Subject to 2x1 + x2 ≤ 9 …I
3x1 + 4x2 ≤ 26 …II
x3, x4 ≥ 0
NUMERICAL 11 (LPP HAVING VARIABLES WITH POSITIVE VALUES )
Solve by Simplex method
 NUMERICAL 12
(SHADOW PRICES IN MAX LPP)
A MANUFACTURING COMPANY FINDS THAT THE
CONTRIBUTION OF PRODUCT ‘A’ IS Rs 7 PER PIECE AND IT
REQUIRES 3 UNITS OF RAW MATERIAL AND 2 MAN-HOURS
OF LABOUR TO PRODUCE. FOR ANOTHER PRODUCT ‘B’,
THE CONTRIBUTION IS Rs 5 PER PIECE AND THE
REQUIREMENT OF RAW MATERIAL IS ONE UNIT AND
LABOUR IS ONE MAN-HOUR. AVAILABILITY OF RAW
MATERIAL IS 48 UNITS AND OF LABOUR IS 40 MAN-HOURS.
i) FORMULATE IT AS A LPP
ii) WRITE ITS DUAL
iii) SOLVE THE DUAL WITH SIMPLEX METHOD AND FIND
THE OPTIMAL PRODUCT MIX AND SHADOW PRICES OF
RAW MATERIAL AND LABOUR.
 NUMERICAL 13
(INFEASIBLITY, DEGENERATION, MULTIPLE OPTIMALITY IN MAX LPP)
THE SIMPLEX TABLE OF AN LPP IS GIVEN BELOW.
BASIS x1 x2 s1 s2 bi
x2 5 1 1 1 0 10
s2 0 1 0 -1 1 3
Cj 4 5 0 0
Zj 5 5 5 0
Soln 0 10 0 3
Δj = Cj-Zj -1 0 -5 0

ANSWER THE QUESTIONS GIVEN IN THE NEXT SLIDE

GIVING REASONS FOR YOUR ANSWERS.
 NUMERICAL 13 contd.
a) IS THIS SOLUTION OPTIMAL?
b) ARE THERE MORE THAN ONE OPTIMAL SOLUTION?
c) IS THIS SOLUTION DEGENRATE?
d) IS THIS SOLUTION FEASIBLE?
e) IF s1 IS THE SLACK IN MACHINE ‘A’ (IN HRS PER WEEK) AND s2 IS
THE SLACK IN MACHINE ‘B’ (IN HRS PER WEEK), WHICH OF THESE
MACHINES IS BEING USED TO FULL CAPACITY WHEN
PRODUCTION IS GOING ON ACCORDING TO THIS SOLUTION?
f) A CUSTOMER IS WILLING TO HAVE ONE UNIT OF THE PRODUCT P1
FOR WHICH x1 UNITS ARE PRODUCED, AND IS WILLING TO PAY A
PRICE IN EXCESS TO THE NORMAL PRICE IN ORDER TO GET IT. HOW
MUCH SHOULD THE PRICE BE INCREASED IN ORDER THAT THERE IS
NO REDUCTION IN PROFITS?
g) HOW MANY UNITS OF P1 AND P2 SHOULD THE FIRM PRODUCE?
h) MACHINE ‘A’ (ASSOCIATED WITH SLACK s1 HAS TO BE SHUT DOWN
FOR REPAIRS FOR 2 HRS NEXT WEEK. WHAT WILL BE THE EFFECT
OF SHUT DOWN ON PROFITS?
i) HOW MUCH WOULD ONE BE WILLING TO PAY FOR ANOTHER HOUR
PER WEEK ON MACHINE ‘A’ AND ON MACHINE ‘B’?
 NUMERICAL 14 ((MAX LPP, SENSITIVITY ANALYSIS)
A COMPANY HAS FACILITIES FOR PRODUCING FIVE PRODUCTS P1, P2, P3, P4, AND P5, WHICH REQUIRE
SAME RAW MATERIAL AND THE SAME PRODUCTION FACILITIES AND SAME FINISHING AND PACKING
FACILITIES, AS PER DETAILS GIVEN BELOW.
PROD- CONTRI- RAW MATL. PRODN HRS. FINISH. & PACK.
UCTS BUTION REQUIR(Kgs) REQUIREMENT HRS. REQUIREM
P1 150 10 10 30
P2 120 10 20 20
P3 160 20 10 20
P4 160 30 10 20
P5 100 20 20 10
MAX.AVAIL.(,000) 50 80 140
THE MANAGER OF THE COMPANY INSISTS THAT THE PRODUCTS P3 AND P4 SHOULD BE GIVEN TOP
PRIORITY SINCE THEY YIELD THE MAXIMUM CONTRIBUTION. FORMULATE THIS AS AN LPP AND BTAIN THE
OPTIMAL SOLUTION. STATE WHETHER YOU AGREE WITH THE MANAGER’S POINT OF VIEW. ALSO ATTEMPT
THE FOLLOWING.
a) WRITE THE DUAL OF THE PROBLEM
b) DETERMINE MARGINAL PROFITABILITY OF THE FOLLOWING:
i) RAW MATERIAL
ii) PRODUCTION HOURS
iii) FINISHING AND PACKING HOURS
c) OVER WHAT RANGE OF VALUES OF THE RESPECTIVE CONSTRAINTS THE MARGINAL PROFITABILITIES
DETERMINED BY YOU IN b) WILL BE VALID?
d) OBTAIN THE OPTIMAL VALUES OF THE DUAL VARIABLES
e) VERIFY THAT THE OBJECTIVE FUNCTION VALUES OF THE PRIMAL AND DUAL PROBLEMS ARE IDENTICAL
f) THE MARKETING MANAGER FEELS THAT THE PRICE OF THE PRODUCT P2 HAS TO BE REVISED
DOWNWARDS AS A RESULT OF WHICH THE CONTRIBUTION WILL COME DOWN TO Rs 116. WHAT WOULD
BE THE NEW PRODUCT MIX AND THE VALUE OF THE OBJECTIVE FUNCTION?
 NUMERICAL 15 (MIN LPP BY SIMPLEX METHOD)

FOOD ‘A’ CONTAINS 20 UNITS OF VITAMIN V1 AND 40 UNITS

OF VITAMIN V2 PER gm. FOOD ‘B’ CONTAINS 30 UNITS EACH
OF VITAMINS V1 AND V2. THE DAILY MINIMUM HUMAN
REQIREMENTS OF VITAMIN OF V1 AND V2 ARE 900 AND
1200 UNITS RESPECTIVELY. HOW MANY gms OF EACH TYPE
OF FOOD SHOULD BE CONSUMED SO AS TO MINIMISE THE
COST IF FOOD ‘A’ COSTS 60 PAISE PER gm AND FOOD ‘B’
COSTS 80 PAISE PER gm?
 NUMERICAL 16 (MIN LPP BY SIMPLEX METHOD)

A FINISHED PRODUCT MUST WEIGH EXACTLY 150 gms. THE

TWO RAW MATERIALS USED TO MANUFACTURE THE
PRODUCT ARE ‘A’ AND ‘B’ WHICH COST Rs 2 AND Rs 8 PER
UNIT RESPECTIVELY. AT LEAST 14 UNITS OF ‘B’ AND NOT
MORE THAN 20 UNITS OF ‘A’ MUST BE USED. EACH UNIT OF
‘A’ AND ‘B’ WEIGHS 5 AND 10 gms RESPECTIVELY. HOW
MUCH OF EACH TYPE OF RAW MATERIAL SHOULD BE USED
FOR EACH UNIT OF THE FINAL PRODUCT IN ORDER TO
MINIMISE COST?
 NUMERICAL 17(MIN LPP BY SIMPLEX METHOD)

A DIETICIAN HAS PRESCRIBED VITAMIN ‘A’ AND ‘D’ TO A

PATIENT WITH MINIMUYM DAILY REQUIREMENT OF 30 AND
40 UNITS RESPECTIVELY. THE DIETICIAN FINDS THAT THE
PATIENT LIKES TO EAT FOOD ITEMS F1 AND F2 WHICH IN 100
gms HELPINGS WHICH RESPECTIVELY CONTAIN 1 AND 3
UNITS OF VITAMIN ‘A’ AND 2 EACH UNITS OF VITAMIN ‘D’.
GIVEN THAT 100gms OF FOOD ITEM F1 AND F2 COST Rs 5
AND Rs 8 RESPECTIVELY, DETERMINE HOW MUCH
QUANTITY OF FOOD ITEMS F1 AND F2 SHOULD THE PATIENT
TAKE DAILY SO THAT IT COSTS THE MINIMUM. ASSUME
THAT IF THE VITAMINS ARE TAKEN IN EXCESS OF
PRESCRIBED REQUIREMENT, THERE ARE NO HARMFUL
EFFECTS.
 ANSWER FOR NUMERICAL 17(MIN LPP BY SIMPLEX
METHOD)

ITEM VITAMIN A VITAMIN B COST PER NO. OF FOOD ITEMS

UNITS UNITS 100 gms TO BE TAKEN DAILY
FOOD F1 1 2 Rs 5 x1
FOOD F2 3 2 Rs 8 x2
MIN REQUIREMENT 30 40

Minimise Z = 5x1 +8x2

Subject to x1+ 3x2 ≥ 30

2x1+ 2x2 ≥ 40
x1,x2 ≥ 0

Minimise Z = 5x1 +8x2 - 0s1 - 0s2 + MA1+ MA2

Subject to x1+ 3x2 - s1 - 0s2 + A1 + 0A2 = 30

2x1+ 2x2 - 0s1 - s2 + 0A1+ A2 = 40
x1,x2 ≥ 0
 NUMERICAL 18 (FORMULATION OF MIN LPP)

A DAIRY HAS TWO MILK PROCESSING PLANTS P1 AND P2

AND EACH CAN WORK FOR 16 HRS PER DAY. IN THE PLANT
P1 PROCESSING TIME FOR ONE TANKER CONTAINING 10
KILOLITRES OF FULL CREAM MILK (FCM) IS 3 HOURS AND
THE COST IS Rs 30,000; PROCESSING TIME FOR ONE
KILOLITRE OF DOUBLE TONED MILK (DTM) IS ONE HOUR
AND THE COST IS Rs 5,000. IN THE PLANT P2, PROCESSING
TIME FOR ONE TANKER (10 KL) OF FCM IS 2 HOURS AND
THE COST IS Rs 36,000; PROCESSING TIME FOR ONE
KILOLITRE OF DTM IS 1.5 HOURS AND THE COST IS Rs 4,000.
THE DAIRY MUST PROCESS AT LEAST 10 TANKERS OF FCM
AND 8 KILOLITRES OF DTM EVERY DAY. FORMULATE THIS
PROBLEM AS AN LPP AND DETERMINE HOW MUCH FCM
AND DTM SHOULD BE PROCESSED AT THE PLANTS P1 AND
P2.
 ANSWER FOR NUMERICAL 18 (FORMULATION OF MIN LPP)
PRODUCT PROCESSING TIME VITAMIN B COST PER NO. OF FOOD ITEMS
IN HOURS AT UNITS 100 gms TO BE TAKEN DAILY
FACTORIES
F1 F2
FCM 3 2 Rs 5 x1
DTM 1 3/2 Rs 8 x2
MAX 16 16
AVAILABLE

Minimise Z = 5x1 +8x2

Subject to x1+ 3x2 ≥ 30

2x1+ 2x2 ≥ 40
x1,x2 ≥ 0 MIN REQUIREMENT

Minimise Z = 5x1 +8x2 - 0s1 - 0s2 + MA1+ MA2

Subject to x1+ 3x2 - s1 - 0s2 + A1 + 0A2 = 30

2x1+ 2x2 - 0s1 - s2 + 0A1+ A2 = 40
x1,x2 ≥ 0
 NUMERICAL 1
OPTIMAL SOLN OF THE PRIMAL
BASIS x1 x2 s1 s2 bi
s1 35 0 1 2/3 -1/3 8
s2 40. 1 0 -1/2 1/2 18
cj 40 35 0 0
SOLN 8 18 0 0
Zj 40 35 10/3 25/3
Dj = cj -Zj 0 0 (-) 10/3 (-) 25/3
OPTIMAL SOLN OF THE DUAL
BASIS y1 y2 s1 s2 A1 A2 bi
y2 96 0 1 -1/2 1/3 1/2 -1/3 25/3
y1 60 1 0 1/2 -2/3 -1/2 2/3 10/3
cj 60 96 0 0 M M
SOLN 10/3 25/3 0 0 0 0
Zj 60 96 -18 -8 18 16
j =cj -Zj 0 0 18 8 M-18 M-16