LINEAR PROGRAMMING

Linear programming or linear optimization is a mathematical method for determining a way to achieve the best outcome in a given mathematical model for some list of requirements represented as linear relationships. L.P. is a technique for the optimization of a linear objective function subject to linear equality & linear inequality constraints. L.P. can be expressed in canonical forms: Maximize:C X Subject to: Ax<=b x>=0 where, x represents the vector of variables, b & c are vectors of coefficients & Ais a matrix of coefficients. The expression to be maximized or minimized is called the objective function.

HISTORY
The L.P. method was Ist developed by Leonid Kantorovich in 1939. He developed the earliest L.P.P. in 1939 for use during world war II to plan expenditures & returns in order to reduce costs to the army and increase losses to the enemy. The method was kept secret until 1947 when George B. Dantzig published the simplex method and John von Neumann developed the theory of duality as a linear optimization solution, and applied it in the field of game theory. Postwar, many industries found its use in their daily planning.

Uses
Linear programming can be applied to various fields of study. It is used in business and economics, but can also be utilized for some engineering problems. Industries that use linear programming models include transportation, energy, telecommunications, and manufacturing. It has proved useful in modeling diverse types of problems in planning, routing, scheduling, assignment, and design.

Properties
1. Relationship among decision variables must be linear in nature. 2. A model must have an objective function. 3. Resource constraints are essential. 4. A model must have a non-negativity constraint.

Characteristics of LP problem I. II. III. IV. V. VI. VII. VIII. IX. Well defined objective function Alternative courses of action Additivity of Resources & Activities Linearity of the objectives Function & constraints Non-negativity of the decision variables Divisibility of Activities & Resources Finiteness of the Activities & the Resources Proportionality of Activity & the Resources Single-valued Expectations

MODEL

LINEAR OBJECTIVE FUNCTION

A SET OF LINEAR CONSTRAINTS

NON-NEGATIVITY RESTRICTIONS

A SET OF FEASIBLE SOLUTIONS

AN OPTIMAL SOLUTION

INGREDIENTS OF LP MODEL

SOLUTION BY GRAPHICAL METHOD

This method essentially involves indicating the constraints on the graph & determining the feasible region. The feasible region refers to the area containing all possible solutions to the problem which are feasible i.e., those solutions which satisfy all the constraints of the problem. The points lying within the feasible region satisfy all the constraints. However, it can be demonstrated that the optimal value occurs at the corner points of the feasible region. It should be noted that the graphical method is more suitable when there are two variables, since it is difficult to draw a graph for more than two variables. Example:A company owns two flour mills, A and B, which have different production capacities for high, medium, and low grade flour. This company has entered a contract to supply flour to a firm every week with 12,8 and 24 quintals of high, medium and low grade respectively. It costs the company Rs.1,000 and Rs.800 per day to run mill A and B respectively. On a day, mill A produces 6,2 and 4 quintals of high, medium, and low grade flour respectively; mill B produces 2, 2 and 12 quintals of high, medium and low grade flour respectively. How many day per week should each mill be operated in order to meet the contract order most economically? Answer:The problem can be presented in a tabular form as follows: Product High Grade Medium Grade Low Grade Cost (Rs.)/day Capacity Mill A 6 2 4 1000 Mill B 2 2 12 800 Requirements 12 8 24

Let X1 be the number of days per week the mill A operates and X2 be the number of days per week the mill B operates. The objective is to minimize the total cost of operation and to find the corresponding values of X1 and X2. The problem formulated in the linear programming form can be stated as follows: Minimize Subject to F=1000X1 + 800X2 6X1 + 2X2 >= 12 2X1 + 2X2 >= 8 4X1 + 12X2 >= 24 X1 >= 0, X2 >= 0

We now graph the constraint inequalities as follows:

The Graphical solution for a Minimization problem. The first inequality will have the solution above 6X1 + 2X2 = 12. It points of intersection are (0,6) and (2,0) on the X1 and X2 axes respectively. The second inequality will have the solution above 2X1 + 2X2 = 8, whose points of intersection are (0,4) and (4,0) on the X1 and X2 axes respectively. The third inequality will be satisfied above 4X1 + 12X2 = 24, whose points of intersection are (0,2) and (6,0). We noted that the solution cannot negative, i.e., below X1 axis or left of X2 axis. In order to get the solution, we have to check the points of intersections on X2 and X1 axes which do not violate the constraints. For example, in the graph is a point of intersection but it lies below 2X1 + 2X2 = 8 and, thus, it violates the second inequality condition. The area shaded is called the region of feasible solutions. Every line on the graph taken alone is a lower boundary for the feasible solution satisfying the inequality it represents as an equation. Again any point in the shaded region is feasible, but not necessarily optimal, unless, in our example, it represents the lowest cost, i.e., the company pays least when it operates using the combination of days for the respective mills as represented by the point. The solution must lie in the bounded plain whose lower extreme points are M1, M2, M3 and M4, i.e., the corner points of the feasible region. Since our problem is minimization one, we look for the optimal solution by examining each of the extreme points in the bounded plain:

M1=(6,0), M2=(3,1), M3=(1,3), M4=(0,6) Now, M1 means X1=6, X2=0, i.e, six day on mill A and no work on Mill B in a week, M2 means X1=3, X2=1, i.e, Three day on mill A and on day on Mill B in a week, M3 means X1=1, X2=3, i.e, one day on mill A and three days on Mill B in a week, and M4 means X1=0, X2=6, i.e, No work on mill A and six day on Mill B in a week. Now we test our objective function, which is 1000X1+800X2 at every point of the convex set (only extreme points are to be taken). The one which gives us the minimum cost will be the optimal solution. M1 costs the company 6(1000)+0 M2 costs the company 3(1000)+1(800) M3 costs the company 1(1000)+ 3(800) M4 costs the company 0+6(800) =Rs.6,000 =Rs.3,800 =Rs.3,400 =Rs.4,800

We note that the minimum cost is Rs.3,400 per week obtainable at point M3, where the company operates mills A and B for one day and three days respectively in a week.