LINEAR PROGRAMMING
Introduction
Linear programming (LP), also called linear optimization, is a method to achieve the best outcome (such as
maximum profit or lowest cost) in a mathematical model whose requirements and objective are represented
by linear relationships. Linear programming is a special case of mathematical programming (also known
as mathematical optimization).
the largest (or smallest) value if such a point exists. More formally, linear programming is a technique for
the optimization of a linear objective function, subject to linear equality and linear inequality constraints.
Its feasible region is a convex polytope, which is a set defined as the intersection of finitely many half spaces,
each of which is defined by a linear inequality. Its objective function is a real-valued affine (linear)
function defined on this polytope. A linear programming algorithm finds a point in the polytope where this
function has
Linear programs are problems that can be expressed in standard form as:
Here the components of are the variables to be determined, and are given vectors, and is a given matrix. The
function whose value is to be maximized ( in this case) is called the objective function. The
constraints and specify a convex polytope over which the objective function is to be optimized.
Linear programming can be applied to various fields of study. It is widely used in mathematics and, to a lesser
extent, in business, economics, and some engineering problems. There is a close connection between linear
programs, eigenequations, John von Neumann's general equilibrium model, and structural equilibrium
models (see dual linear program for details).[1] [2] [3] Industries that use linear programming models include
transportation, energy, telecommunications, and manufacturing. It has proven useful in modeling diverse
types of problems in planning, routing, scheduling, assignment, and design.
LINEAR PROGRAMMING FORMULATION
Linear programming formulation is the process of translating a real-world problem into a mathematical
model suitable for linear programming techniques. This involves defining decision variables, formulating an
objective function to be optimized (maximized or minimized), and establishing constraints that limit the
feasible solutions.
Here's a breakdown of the key components:
1. Decision Variables: These represent the quantities or choices that can be adjusted to achieve the optimal
solution. They are typically denoted by symbols like x, y, or x₁, x₂, etc.
2. Objective Function: This is a linear equation that expresses the goal of the problem, either to be maximized
(e.g., profit, revenue) or minimized (e.g., cost, time).
3. Constraints: These are linear inequalities or equalities that restrict the values of the decision
variables. They represent limitations on resources, production capacity, demand, or other relevant factors.
4. Non-negativity Constraints: Decision variables often represent physical quantities that cannot be
negative. This is usually expressed as xᵢ ≥ 0 for all decision variables xᵢ.
Example:
Imagine a company producing two products, A and B, with limited resources. They want to maximize their
profit.
Decision Variables:
Let x be the number of units of product A, and y be the number of units of product B.
Objective Function:
If the profit from product A is $5 per unit and from product B is $4 per unit, the objective function is to
maximize Z = 5x + 4y.
Constraints:
Let's say there are limitations on the available machine time:
Product A requires 1 hour of machine time, and product B requires 2 hours. The total machine time available
is 10 hours. This translates to the constraint x + 2y ≤ 10.
Similarly, there might be constraints on raw materials, labor, or other resources.
Non-negativity Constraints:
x ≥ 0 and y ≥ 0.
This complete formulation can then be solved using linear programming techniques like the simplex
method or graphical methods to find the optimal production quantities x and y that maximize profit while
respecting the constraints.
Graphically solve problem for LPP For two variable
Here's a breakdown of the key components:
1. Decision Variables: These represent the quantities or choices that can be adjusted to achieve the optimal
solution. They are typically denoted by symbols like x, y, or x₁, x₂, etc.
2. Objective Function: This is a linear equation that expresses the goal of the problem, either to be maximized
(e.g., profit, revenue) or minimized (e.g., cost, time).
3. Constraints: These are linear inequalities or equalities that restrict the values of the decision
variables. They represent limitations on resources, production capacity, demand, or other relevant factors.
4. Non-negativity Constraints: Decision variables often represent physical quantities that cannot be
negative. This is usually expressed as xᵢ ≥ 0 for all decision variables xᵢ.
Example:
Imagine a company producing two products, A and B, with limited resources. They want to maximize their
profit.
Decision Variables:
Let x be the number of units of product A, and y be the number of units of product B.
Objective Function:
If the profit from product A is $5 per unit and from product B is $4 per unit, the objective function is to
maximize Z = 5x + 4y.
Constraints:
Let's say there are limitations on the available machine time:
Product A requires 1 hour of machine time, and product B requires 2 hours. The total machine time available
is 10 hours. This translates to the constraint x + 2y ≤ 10.
Similarly, there might be constraints on raw materials, labor, or other resources.
Non-negativity Constraints:
x ≥ 0 and y ≥ 0.
This complete formulation can then be solved using linear programming techniques like the simplex
method or graphical methods to find the optimal production quantities x and y that maximize profit while
respecting the constraints.
Grphically solve problem for LPP For two variable
To solve a two-variable Linear Programming Problem (LPP) graphically, first formulate the problem into an
objective function and constraints. Then, plot each constraint as a line on a graph, determine the feasible
region by shading the area that satisfies all inequalities. The optimal solution (maximum or minimum value
of the objective function) will occur at one of the corner points (vertices) of this feasible region, which you
find by evaluating the objective function at each corner point.
Step-by-step Guide:
1. Formulate the LPP:
Clearly define your decision variables (e.g., x and y).
Write down the objective function, which you want to maximize or minimize (e.g., Z = ax + by).
List all the constraints, which are the limitations or restrictions, usually expressed as inequalities.
2. Graph the Constraints:
For each inequality constraint, convert it into an equation to find the boundary line.
Find two points on the line by setting one variable to zero and solving for the other. For example, to plot ax
+ by = k, you can find the x-intercept (set y=0) and the y-intercept (set x=0).
Plot these points and connect them with a straight line. Repeat this for all constraints.
3. Identify the Feasible Region:
Each line divides the graph into two half-planes.
Determine which side of the line satisfies the original inequality for each constraint.
The feasible region is the area on the graph where all the shaded half-planes overlap, meaning it's the set of
all points that satisfy every constraint simultaneously.
4. Find the Corner Points (Vertices):
The feasible region will be a polygon with several corner points.
Find the coordinates of each corner point by solving the equations of the lines that intersect to form that
point.
5. Evaluate the Objective Function:
Substitute the coordinates of each corner point into your objective function Z = ax + by.
The highest value of Z is the maximum solution, and the lowest value of Z is the minimum solution,
depending on whether you are maximizing or minimizing.
Two Common Methods for Finding the Optimal Solution:
Corner Point Method:
Evaluate the objective function at each corner point of the feasible region to find the optimal solution.
Isoprofit (or Isocost) Line Method:
Draw a line representing the objective function (e.g., ax + by = k). To maximize Z, move this line parallel to
itself, away from the origin, until it last touches the feasible region; the point of contact is the optimal
solution. For minimization, you would move the line towards the origin.
