Linear

Programming
Group 4
MM31 Members:
Mary Cel B.Cristobal
Robertson Esperanza
Lyka Flores
Michael Ayala
Celine Grabador

Introduction:
Linear Programming (LP) techniques involve a sequence of steps that will lead to an
optimal solution to a class of problems, in cases where an optimum exists. There
are a number of different linear-programming techniques; some are special purpose
and other are in scope. This module covers the two general-purpose solution
techniques; graphical linear-programming and the simplex method. Graphical linear
programming is presented because it provides a visual portrayal of many of the
important concepts of linear programming. However, it is limited to problems with
only two variables. Simplex is a mathematical approach that lacks the visual
features of the graphical approach, but it can handle more than two variables and
is thus much more useful for solving real problems, which often involve a large
number of variables.

Linear programming models are used to help operations managers make decisions
in many different areas. These include allocation of scarce resources, assignment
problems, transportation problems, blending problems and other problems. You can
see that linear programming has a broad range of application. Moreover, in all
applications, the use of linear programming guarantees an optimal solution to the
mathematical model.

Linear Programming Models

Linear Programming models are mathematical representation of constrained
optimization problems. These models have certain characteristics in common.
Knowledge of these characteristics enables us to recognized problems, that can be
solved using linear programming in addition, it also can help us formulate LP models.
The characteristics can be grouped into two categories: components
andassumptions. First, let us consider the components.

Four components provide the structure of linear programming model:

1.
2.
3.
4.

Objective
Decision variables
Constraints
Parameters

Linear Programming algorithms require that a single goal or objective, such as the
maximizations of profits, be specified. The two general types of objectives are
maximization and minimization. A maximization objective might involve profits,
revenues, efficiency or rate of return. Conversely, a minimization objective might
involve cost, time, distance traveled, or scrap. The contribution per unit of output
of input to the objective is specified in an objective function.
Decision Variables represent choices available to the decision maker in terms
of amounts of either inputs or outputs.
Constraints are limitations that restrict the alternatives available to decision
makers. The three types of constraints are less than or equal to, greater than
or equal to, and simply equal ( = ). A less than or equal constraint implies an
upper limit on the amount of some scarce resources available for use. A greater
than or equal constraint specifies a minimum that must be achieved in the final
solution. The = constraint is more restrictive in the sense that it specifies exactly
what a decision variable should equal. Many possibilities exist. Taken as a whole,
the constraints of a given problem define the set of all feasible combinations of
decision variables; this set is referred to as the feasible solution space. Linear
programming algorithms are designed to search the feasible solution space for the
combination of decision variables that will yield an optimum in terms of the
objective function.
An LP models consists of a mathematical statement of the objective and a
mathematical statement of each constraint. These statements consist of symbols
that represent the decision variables and numerical values, called parameters. The
parameters are fixed values, the model is solved given those values.

In order for linear programming models to be used effectively, certain assumptions

must be satisfied. These are;
1. Linearity the impact of decision variables is linear in constraints and the
objective function.
2. Divisibility noninteger values of decision variables are acceptable.
3. Certainty values of parameters are known and constant.
4. Nonnegativity negative values of decision variables are unacceptable.

Graphical Linear Programming

Graphical liner programming is a method for finding optimal solutions to twovariable problems.
Outline of Graphical Procedure
The graphical method of linear programming plots the constraints on a graph and
identifies an area that satisfies all of the constraints. The area is reffered to as
the feasible solution space. Next, the objective function is plotted and used to
identify the optimal point in the feasible solution space. The coordinates of the
point can sometimes be read directly from the graph, although generally an
algebraic determination of the coordinates of the point is necessary.

The general procedure followed in the graphical approach is:

1.
2.
3.
4.
5.

Set up the objective function and the constraints in mathematical format.

Plot the constraints.
Identify the feasible solution space.
Plot the objective function.
Determine the optimum solution.

Slack and Surplus

If a constraint forms the optimal corner point of the feasible solution space, it is
called a binding constraint. In effect, it limits the value of the objective function;
if the constraint could be relaxed (less restrictive), an improved solution would be
possible. For constraints that are not binding, making them less restrictive will
have no impact on the solution.

The Simplex Method

The simplex method is a general-purpose linear-programming algorithm widely used
to solve large-scale problems. Although it lacks the intuitive appeal of the graphical
approach, its ability to handle problems with more than two decision variables
makes it extremely valuable for solving problems often encountered in operations
management.
The simplex technique involves a series of iterations; successive improvements are
made until an optimal solution is achieved. The technique requires simple
mathematical operations, but the computations are lengthy and tedious, and the
slightest error can lead to a good deal of frustration. For these reasons, most
users of the technique rely on computers to handle the computations while they
concentrate on the solutions. Still, some familiarity with manual computation is
helpful in understanding the simplex process.

An LP models consists of a mathematical statement of the objective and a

mathematical statement of each constraint. These statements consist of symbols
that represent the decision variables and numerical values, called parameters. The
parameters are fixed values, the model is solved given those values.
In order for linear programming models to be used effectively, certain assumptions
must be satisfied. These are;
5. Linearity the impact of decision variables is linear in constraints and the
objective function.
6. Divisibility noninteger values of decision variables are acceptable.
7. Certainty values of parameters are known and constant.
8. Nonnegativity negative values of decision variables are unacceptable.
Slack and Surplus
If a constraint forms the optimal corner point of the feasible solution space, it is
called a binding constraint. In effect, it limits the value of the objective function;
if the constraint could be relaxed (less restrictive), an improved solution would be
possible. For constraints that are not binding, making them less restrictive will
have no impact on the solution.
The Simplex Method
The simplex method is a general-purpose linear-programming algorithm widely used
to solve large-scale problems. Although it lacks the intuitive appeal of the graphical
approach, its ability to handle problems with more than two decision variables
makes it extremely valuable for solving problems often encountered in operations
management.
The simplex technique involves a series of iterations; successive improvements are
made until an optimal solution is achieved. The technique requires simple
mathematical operations, but the computations are lengthy and tedious, and the
slightest error can lead to a good deal of frustration. For these reasons, most
users of the technique rely on computers to handle the computations while they
concentrate on the solutions. Still, some familiarity with manual computation is
helpful in understanding the simplex process.