Introduction:
Optimization is the way of life. We all have finite resources and
time and we want to make the most of them. Different type of problems
which seek to maximize or minimize profit or cost, form a general class
of problems called optimization problems. So, an optimization problem
may involve finding maximum profit, minimum cost, or minimum use of
resources etc.
Linear programming problems are one of the important class of
optimization problem. Linear Programming is a mathematical modeling
technique in which a linear function is maximized or minimized when
subjected to various constraints. A typical example would be taking the
limitations of materials and labor, and then determining the best
production levels for maximal profits under those conditions.
In general, a linear programming problem is specified as follows:
Given:
(i) n variables x1, x2, x3,... ,xn.
(ii) m linear inequalities in these variables.
E.g., 2x1 + 5x2 ≤ 10, 0 ≤ x1 ≤ 2, etc.
(iii) We may also have a linear objective function.
E.g. Maximize/Minimize 3x1 + 5x2 + 7x3
Goal: Find values for the xi’s that satisfy the constraints and maximize/minimize the objective function.
Linear Programming Problem and its Mathematical Formulation:
Formulation of an LPP refers to translating the real-world problem
into the form of mathematical equations which could be solved. It
usually requires a thorough understanding of the problem.
Let us take an example to illustrate the formulation of linear programming problem in various different situations.
Example: Two food stuffs F1 and F2 contain vitamins A, B, C. The minimum daily requirements of these vitamins for a certain diet are 3 mg of A, 50 mg of B and 40 mg of C. One unit of the food -stuff F1 contain 1 mg of A, 25 mg of B and 10 mg of C whereas one unit of the food-stuff F2 contains 1 mg of A,
10 mg of B and 20 mg of C. The cost of one unit food-stuff F1 is Rs 1 and that of F2 is Rs 2. Formulate the problem as a linear programming problem.
Solution:
Let x units of F1 and y units of F2 are used in the diet.
Since 1 mg of F1 contains 1 mg of A and one unit of F2 contains 1 mg of A and the minimum requirement of A is 3 mg.
Therefore, x + y ≥ 3
Similarly for vitamins B and C, we have
25x + 10y ≥ 50 and 10x + 20y ≥ 40
Also, x ≥ 0, y ≥ 0
The cost of x units of F1 and y units of F2 is x + 2y
Since the cost is to be minimized, therefore the LPP is
Minimize Z = x + 2y
Subjected to
x + y ≥ 3
25x + 10y ≥ 50
10x + 20y ≥ 40
x ≥ 0, y ≥ 0
This is the required LPP.
- Linear function Z = x + 2y, which has to be minimized is called a linear objective function.
- Variables x and y are called decision variables.
- The linear inequalities or equations or restrictions on the
variables of a linear programming problem are called constraints. So, x +
y ≥ 3, 25x + 10y ≥ 50, 10x + 20y ≥ 40 are constraints.
- The conditions x ≥ 0, y ≥ 0 are called non-negative restrictions.
Some important Definition:
- A set of values of the decision variables which satisfy the constraints of a LPP is called a solution of the LPP.
- A solution of a LPP which also satisfy the non-negativity
restrictions of the problem is called its feasible solution. The set of
all feasible solutions of a LPP is called the feasible region.
- Any point outside the feasible region is an infeasible solution.
- A feasible solution which optimize (maximize or minimize) the
objective function of a LPP is called an optimal solution of the LPP.
Graphical method of solving linear programming problems:
The graphical method for solving linear programming problems is
applicable to those problems which involve only two variables. This
method is based upon a theorem called extreme point theorem which
is stated as follows:
Corner Point Method:
This method comprises of the following steps:
- Find the feasible region of the linear programming problem and
determine its corner points (vertices) either by inspection or by
solving the two equations of the lines intersecting at that point.
- Evaluate the objective function Z = ax + by at each corner point.
Let M and m respectively denote the largest and smallest values of these
points.
- (i) When the feasible region is bounded, M and m are the maximum and minimum values of Z.
(ii) In case, the feasible region is unbounded, we have:
- (a) M is the maximum value of Z, if the open half plane determined
by ax + by > M has no point in common with the feasible region.
Otherwise, Z has no maximum value.
(b) Similarly, m is the minimum value of Z, if the open half plane
determined by ax + by < m has no point in common with the feasible
region. Otherwise, Z has no minimum value.
Problem:
Maximize Z = 3x + 4y
Subject to the constraints:
x + y ≤ 4, x ≥ 0, y ≥ 0
Solution:
The feasible region determined by the constraints x + y ≤ 4, x ≥ 0, y ≥ 0 is as follows:
The corner points of the feasible region are O (0, 0), A (4, 0), and B (0, 4).
The values of Z at these points are as follows:
Therefore, the maximum value of Z is 16 at the point B (0, 4).
Problem:
Minimize Z = x + 2y
subject to 2x + y ≥ 3, x + 2y ≥ 6, x ≥ 0, y ≥ 0.
Solution:
The feasible region determined by the constraints, 2x + y ≥ 3, x + 2y ≥ 6, x ≥ 0, and y ≥ 0 is as follows:
The corner points of the feasible region are A (6, 0) and B (0, 3).
The values of Z at these corner points are as follows:
It can be seen that the value of Z at points A and B is same. If we take any other point such as (2, 2) on
line x + 2y = 6, then Z = 6
Thus, the minimum value of Z occurs for more than 2 points.
Therefore, the value of Z is minimum at every point on the line x + 2y = 6
Problem:
Maximize Z = x + y
subject to x – y ≤ -1, -x + y ≤ 0, x, y ≥ 0.
Solution:
The region determined by the constraints
x – y ≤ -1, -x + y ≤ 0, x, y ≥ 0 is as follows:

From the figure, we can see that there is no point satisfying all the
constraints simultaneously. Thus, the problem is having no feasible
region and hence no feasible
solution.
Thus, Z has no maximum value.
Different Types of Linear Programming Problems:
- Manufacturing problems:
In these problems, we determine the number of units of different
products which should be produced and sold by a firm when each product
requires a fixed manpower, machine hours, labour hour per unit of
product, warehouse space per unit of the output etc., in order to make
maximum profit.
Problem: A manufacturer produces nuts ad bolts. It takes 1 hour of work on machine A and 3 hours on machine B to produce a package of nuts. It takes 3 hours on machine A and 1 hour on machine B to produce a package of bolts. He earns a profit, of Rs 17.50 per package on nuts and Rs. 7.00 per package on bolts. How many packages of each should be produced each day so as to maximize his profit, if he operates his machines for at the most 12 hours a day?
Solution:
Let the manufacturer produce x packages of nuts and y packages of bolts. Therefore,
x ≥ 0 and y ≥ 0
The given information can be compiled in a table as follows:
The profit on a package of nuts is Rs 17.50 and on a package of bolts is Rs 7.
Therefore, the constraints are
x + 3y ≤ 12
3x + y ≤ 12
Total profit, Z = 17.5x + 7y
The mathematical formulation of the given problem is
Maximize Z = 17.5x + 7y …….. (1)
subject to the constraints,
x + 3y ≤ 12 ………… (2)
3x + y ≤ 12 ………… (3)
x, y ≥ 0 …………….. (4)
The feasible region determined by the system of constraints is as follows:
The corner points are A (4, 0), B (3, 3), and C (0, 4).
The values of Z at these corner points are as follows:
The maximum value of Z is Rs 73.50 at (3, 3).
Thus, 3 packages of nuts and 3 packages of bolts should be produced each day to get the
maximum profit of Rs 73.50.
- Diet problems:
In these problems, we determine the amount of different kinds of
constituents/nutrients which should be included in a diet so as to
minimize the cost of the desired diet such that it contains a
certain minimum amount of each constituent/nutrients.
Problem:
Reshma wishes to mix two types of food P and Q in such a way that the vitamin contents of the mixture contain at least 8 units of vitamin A and 11 units of vitamin B. Food P costs Rs 60/kg and Food Q costs Rs 80/kg. Food P contains 3 units /kg of vitamin A and 5 units /kg of vitamin B while food Q contains 4 units /kg of vitamin A and 2 units /kg of vitamin B. Determine the minimum cost of the mixture?
Solution:
Let the mixture contain x kg of food P and y kg of food Q. Therefore,
x ≥ 0 and y ≥ 0
The given information can be compiled in a table as follows:
The mixture must contain at least 8 units of vitamin A and 11 units of vitamin B.
Therefore, the constraints are
3x + 4y ≥ 8
5x + 2y ≥ 11
Total cost, Z, of purchasing food is, Z = 60x + 80y
The mathematical formulation of the given problem is
Minimize Z = 60x + 80y …….. (1)
subject to the constraints,
3x + 4y ≥ 8 …….. (2)
5x + 2y ≥ 11 ……. (3)
x, y ≥ 0 …… (4)
The feasible region determined by the system of constraints is as follows:
It can be seen that the feasible region is unbounded.
The corner points of the feasible region are A(8/3, 0), B(2, 1/2) and C(0, 11/2).
The values of Z at these corner points are as follows:
As the feasible region is unbounded, therefore, 160 may or may not be the minimum value of
- For this, we graph the inequality, 60x + 80y < 160 or 3x + 4y < 8, and check whether the
resulting half plane has points in common with the feasible region or not.
It can be seen that the feasible region has no common point with 3x + 4y < 8
Therefore, the minimum cost of the mixture will be Rs 160 at the line segment joining the
points (8/3, 0) and (2, 1/2).
- Transportation problems:
In these problems, we determine a transportation schedule in order
to find the cheapest way of transporting a product from plants/factories
situated at different locations to different markets.
Problem:
An aeroplane can carry a maximum of 200 passengers. A profit of Rs 1000 is made on each executive class ticket and a profit of Rs 600 is made on each economy class ticket. The airline reserves at least 20 seats for executive class. However, at least 4 times as many passengers prefer to travel by economy class than by the executive class. Determine how many tickets of each type must be sold in order to maximize the profit for the airline. What is the maximum profit?
Solution:
Let the airline sell x tickets of executive class and y tickets of economy class.
The mathematical formulation of the given problem is as follows:
Maximize z = 1000x + 600y …..... (1)
subject to the constraints,
x + y ≤ 200 ………….(2)
x ≥ 20 …………(3)
y – 4x ≥ 0 ………….(4)
x, y ≥ 0 ………….(5)
The feasible region determined by the constraints is as follows:
The corner points of the feasible region are A (20, 80), B (40, 160) and C (20, 180).
The values of z at these corner points are as follows:
The maximum value of z is 136000 at (40, 160).
Thus, 40 tickets of executive class and 160 tickets of economy class
should be sold to maximize the profit and the maximum profit is Rs
136000.