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Chapter-04

Linear Programming-Graphic Method

Chapter Outline Objectives of the Chapter


 Introduction to Linear After studying this lesson, you
Programming should be able to:
 Linear Programming Problem  Formulate Linear
Formulation Programming Problem
 Formulation with Different Types of  Identify the characteristics of
Constraints
linear programming problem
 Graphical Analysis of Linear
 Make a graphical analysis of
Programming
 Graphical Linear Programming the linear programming
Solution problem
 Multiple Optimal Solutions  Solve the problem graphically
 Unbounded Solution  Identify the various types of
 Infeasible Solution solutions
 Summary
 Key Terms

Introduction

Linear programming is a mathematical technique for determining the optimum


allocation of resources and obtaining a particular objective when there are alternative
uses of resources: money, manpower, material, machine and other facilities. The
objective in resource allocation may be cost minimization or inversely profit
maximization. The technique of linear programming is applicable to problems in
which the total effectiveness can be expressed as a linear function of individual
allocations and the limitations on resources give rise to linear equalities or
inequalities of the individual allocations.

Meaning of Linear Programming


Definition

Linear programming is the process of taking various linear inequalities relating


to some situation, and finding the "best" value obtainable under those conditions. 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.

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In "real life", linear programming is part of a very important area of mathematics


called "optimization techniques". This field of study (or at least the applied results of
it) are used every day in the organization and allocation of resources. These "real life"
systems can have dozens or hundre ds of variables, or more. In algebra, though, you'll
only work with the simple (and graph able) two-variable linear case.

The general process for solving linear-programming exercises is to graph the


inequalities (called the "constraints") to form a walled-off area on the x, y-plane
(called the "feasibility region"). Then you figure out the coordinates of the corners of
this feasibility region (that is, you find the intersection points of the various pairs of
lines), and test these corner points in the formula (called the "optimization equation")
for which you're trying to find the highest or lowest value.

Linear Programming is a special and versatile technique which can be applied


to a variety of management problems viz. Advertising, Distribution, Investment ,
Production, Refinery Operations, and Transportation analysis. The linear
programming is useful not only in industry and business but also in non -profit
sectors such as Education, Government, Hospital, and Libraries. The linear
programming method is applicable in problems characterized by the presence of
decision variables. The objective function and the constraints can be expressed as
linear functions of the decision variables. The decision variables represent
quantities that are, in some sense, controllable inputs to the system being modeled.
An objective function represents some principal objective criterion or goal that
measures the effectiveness of the system such as maximizing profits or productivity,
or minimizing cost or consumption. There is always some practical limitation on the
availability of resources viz. man, material, machine, or time for the system. These
constraints are expressed as linear equations involving the decision variables. Solving
a linear programming problem means determining actual values of the decision
variables that optimize the objective function subject to the limitation imposed by the
constraints.

The main important feature of linear programming model is the presence of


linearity in the problem. The use of linear programming model arises in a wide variety
of applications. Some model may not be strictly linear, but can be made linear by
applying appropriate mathematical transformations. Still some applications are not
at all linear, but can be effectively approximated by linear models. The ease with
which linear programming models can usually be solved makes an attractive means
of dealing with otherwise intractable nonlinear models.

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History of Linear Programming:


 L.V. Karorovich: Linear programming was first formulated by Russion Citizen
L. V. Kartorovich.
 George B. Dontzig: Later it was developed by George B. Dontzig in 1947. He
first used this in air force. He gives the name “programming in a linear
structure”.
 Tzalling Koopmans: He suggested that the name is too long. According to his
suggestion “programming in a linear structure” was replaced by “linear
programming” which is widely used now.

Applications of Linear Programming (LP)


The use of LP is made in regard to the problems of allocation, assignment,
transportation etc. But the most important of these is that of allocation of scarce
resources on which we shall concentrate. Some allocation problem are as follows:

1. Devising of a production schedule that could satisfy future demands (seasonal or


otherwise) for the firm’s product and at the same time minimize production (including
inventory) costs.

2. Choice of investment from a variety of shares and debentures so as to maximize


return on investment.

3. Allocation of a limited publicity budget on various heads in order to maximize its


effectiveness.

4. Selection the advertising mix that will maximize the benefit subject to the total
advertising budget, Linear Programming can be effectively applied.

6. Determination of the distribution system that will minimize transportation costs


from several warehouse to various markets.

7. Designing, routing and assignment problems.

8. Manufacturing Problem: To find the number of items of each type that should be
manufactured so as to maximize the profit subject to production restrictions imposed
by limitations on the use of machinery and lobour.

9. Transportation Problems: To find the least expensive way of transporting


shipments from the warehouse to customers.

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10. Diet Problems: To determine the minimum requirements of nutrients subject to


availability of foods and their prices.

11. Blending Problems: To determine the optimum amount of several constituents


to be used in producing a set of products while determining the optimum quantity of
each product to produce.

12. Assembling Problems: To have the best combination of basic components to


produce goods according to certain specifications.

13. Production Problems: To decide the production schedule to satisfy demand and
minimize cost in face of fluctuating rates and storage expenses.

14. Job Assigning Problems: To assign job to workers for maximum effectiveness
and optimum results subject to restrictions of wages and others costs.

15. Trim-Loss Problems: To determine the best way to obtain a variety of smaller
rolls of paper from a standard width of roll that is kept in stock and, at the same
time, minimize wastage.

Basic Requirements
Regardless of the way one defines linear programming, certain basic requirement are
necessary before this technique can be employed to optimization problems,
These are:

1. Decision variable and their relationship:


The decision variable refers to any activity (product, project, etc.) that is competing
with other activities for limited resources. The relationship among these variables
should be linear.

2. Well defined objective function:


A clearly defined objective must be stated which may be either to maximize
contribution by utilizing the available resources, or it may be to produce at the lowest
possible cost by using a limited amount of productive factors.

3. Presence of constrains or restrictions:


There must be limitations on resources (like productions, capacity, manpower, time,
machines, markets etc.) which are to be allocated among various competing
activities.

4. Quantitative measurement of problem element:


It is essential that each element of the problem is capable of being quantified.
Numerical data must depict the problem in terms of relationship involved as well as

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among the elements considered. Thus, accurate means of measurement, such as


Taka, acres, hours, kilogram must be brought into computation.

5. Alternative course of action:


There must be alternative courses of action to choose from, e.g., it must be possible
to make a selection between various combinations of the productive factors such as
men, machines, materials, markets, etc.

6. Non-negative restrictions:
All decision variables must be assume non-negative values as negative value of
physical quantities is an impossible situation.

7. Linearity:
The basic requirements of a linear programming problem is that both the objective
and constraints must be expressed in terms of linear equations or inequalities. It is
well known that if the number of machines in a plant is increased, the production in
the plant also proportionately increase. Such a relationship, giving corresponding
increment in one variable for every increment in the other, is called li near and can be
graphically represented in the form of a straight line.

Basic Assumption

1. Proportionality:

We assume the proportionality exists in the objective and constrains, i.e., the
measure of effectiveness (profit or loss), in the objective function and amount of each
resource used must be proportional to the value of each decision variable considered
individually. For example, if we want to double the output we simply double the
required resources.

2. Additivity:

It means that sum of the resources used by different activities must be equal to the
total quantity of resources used by each activity for all the resources individually and
collectively. In other words, interaction among the activities of the resources does not
exist.

3. Divisibility:

This assumption implies that solutions need not be in whole numbers (integers).
Instead, they are divisible and may take any fractional value. If a fraction of a
product cannot be produced (like one -fourth of a bus), an integer programming
problem exists.

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4. Certainty:

We assume that conditions of certainty exist, i.e., the coefficients in the objective
function and constraints are completely known (deterministic) and do not change
during the period being studied, e.g., profit per unit of each product, amount of
resources available are fixed during the planning period.

5. Finiteness:

An optimum solution cannot be computed in the situations where there are an


infinite number of alternative activities and resources restrictions.

6. Optimality:

In linear programming problem, the maximum profit solution or the minimum cost
solution always occurs at a corner point of the set of feasible solutions.

Conditions Needed to Satisfy by a Problem for Optimization:


1. There should be an objective function. We have to optimize these objective
functions. The objective functions have some variables. These variables have
unit power. There must be relationship between variables.
2. There must have some constraints, which means the limitations to achieve the
goals.
3. There must have non-negative restriction.

Conditions Needed to Satisfy Linear Programming:


 The objective functions must be well defined.
 There must be constraints equations.
 There must be alternative courses of action.
 The decisions variables are inter- related and non- negative.
 Resources are in limited supply.

Advantages of Linear Programming:


1. Linear programming improves the quality of decision making by providing a
quantitative basis, i.e. the decision making is presented with the help of
numerical numbers.
2. It finds an optimum solution.

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3. Fast or quick determination of solution is possible if a computer system is used


(If there are three or four data).
4. We will be able to apply linear programming for the problems of the society, by
formulating a linear programming.
5. It provides a natural sensitivity analysis (an analysis that helps us to know the
change of output after increasing input) which has its basis on linear
programming.

Limitations / Disadvantages of Linear Programming:


 Under linear programming approach uncertainty is not allowed.
 If there are multiple goals, then linear programming does not provide any
solution.
 The assumption of linearity is another formidable limitation of the linear
programming.
 There is no guarantee that linear programming will give integer valued solution.
 Increase of large, complex and constraints problem, computational problems
are enormous.

Terminology/ Keyword:
Linearity:
Linearity means mathematical expression where the variables have unit power only .
Programming:
Programming means that taking decisions systematically after applying some
procedures.
Linear Programming:
Linear programming is a mathematical technique which is used as taking managerial
decision by satisfying the constraints under certain conditions. On the assumption
that variable has only unit power. Each variable represent different phenomena.
Linear programming deals with the optimization of a function, subject to a set of
linear equalities or inequalities known as constraints.

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General Linear Programming Problem:


The problem of determining the values of decision variable s which optimizes the
objective function and satisfies the constraints equation is called the general linear
programming problem.
Feasible Solution:
The solution that satisfies the constraint equations and non- negative restrictions is
called the feasible solution.
Optimum Solution:
Any solution that optimizes the objective function of a general linear programming
problem is called an optimum solution to the general linear programming problem. It
is also known as optimal solution.
Region or Area of Feasible Solution:
The area (region) that represents feasible strategies when all constraints along with
the non-negative restrictions are satisfied is known as area or region of feasible
solution for the general linear programming problem.
Basic Feasible Solution:
Basic feasible solutions always occur at a corner point of the region feasible solution.
Objective Function:
Objective function is a mathematical expression of the object i.e. mathematical
expression of profit, cost, loss, production capacity or measure of other objectiveness.
Objective function is also known as “Effectiveness Function”.
Constraints:
A Constraint means mathematical expression that represents the limitations of the
fulfillment of the objectives.
Optimization:
Optimization means the minimization or maximization.
Examples:
Maximize,
Z= 2x1 + 3x2
Subject To,
2x1 + 2x2≤100
3x1 + 4x2 ≤ 200

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Where, x1, x2 ≥ 0 (Non- negative restrictions)


Linear Programming Problem Formulation
The linear programming problem formulation is illustrated through a product mix
problem. The product mix problem occurs in an industry where it is possible to
manufacture a variety of products. A product has a certai n margin of profit per unit,
and uses a common pool of limited resources. In this case the linear programming
technique identifies the products combination which will maximize the profit subject
to the availability of limited resource constraints.

Example 1:

Suppose an industry is manufacturing two types of products P1 and P2. The profits
per Kg of the two products are Rs.30 and Rs.40 respectively. These two products
require processing in three types of machines. The following table shows the available
machine hours per day and the time required on each machine to produce one Kg of
P1 and P2. Formulate the problem in the form of linear programming model.

Total available
Profit/Kg P1 P2 Machine
Rs.30 Rs.40 hours/day
Machin e 1 3 2 600
Machin e 2 3 5 800
Machin e 3 5 6 1100

Solution:

The procedure for linear programming problem formulation is as follows:

Introduce the decision variable as follows:

Let x1 = amount of P1
x2 = amount of P2
In order to maximize profits, we establish the objective function as

30x1 + 40x2

Since one Kg of P1 requires 3 hours of processing time in machine 1 while the


corresponding requirement of P2 is 2 hours. So, the first constraint can be expressed
as

3x1 + 2x2 ≤ 600

Similarly, corresponding to machine 2 and 3 the constraints are

3x1 + 5x2 ≤ 800

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5x1 + 6x2 ≤ 1100


In addition to the above there is no negative production, which may be represented
algebraically as

x1 ≥ 0 ; x2 ≥ 0

Thus, the product mix problem in the linear programming model is as follows:

Maximize

30x1 + 40x2

Subject to:

3x1 + 2x2 ≤ 600


3x1 + 5x2 ≤ 800
5x1 + 6x2 ≤ 1100
x1≥ 0, x2 ≥ 0

Formulation with Different Types of Constraints


The constraints in the previous example 1 are of “less than or equal to” type. In this
section we are going to discuss the linear programming problem with different
constraints, which is illustrate d in the following Example 2.

Example 2:

A company owns two flour mills viz. A and B, which have different production
capacities for high, medium and low quality flour. The company has entered a
contract to supply flour to a firm every month with at least 8, 12 and 24 quintals of
high, medium and low quality respectively. It costs the company Rs.2000 and
Rs.1500 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 quality flour, Mill B produces 2, 4 and 12
quintals of high, medium and low quality flour respectively. How many days per
month should each mill be operated in order to meet the contract order most
economically.

Solution:

Let us define x1 and x2 are the mills A and B. Here the objective is to minimize the
cost of the machine runs and to satisfy the contract order. The linear programming
problem is given by

Minimize

2000x1 + 1500x2

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Subject to:

6x1 + 2x2 ≥ 8
2x1 + 4x2 ≥ 12
4x1 + 12x2 ≥ 24
x1 ≥ 0, x2 ≥ 0

Graphical solution Method:


Graphical solution is only possible when the number of variable is equal to two.
Steps Involved in Graphical Solution Method:
1. Represent the given problem in mathematical from.
2. Graph the constraints inequalities as follows:
 Treat as equality and for each equation arbitrarily select two sets of points.
 Plot each set of points and connect them with appropriates lines.
3. Identity the region or feasible solution for the problem for “less than or equal
to” constraints, this region is below the lines drown and for “greater than or
equal to” constraints, this is the region above the lines drawn.
4. Locate the basic feasible solution points. These points always occur at the
corner points of the feasible region.
5. Determine the co-ordinate of the basic feasible solution points. These can be
done by solving simultaneously the equation.
6. Calculate the value of the objective function at each corner point by
substituting the co-ordinates of the corner points in to the objective function.
7. Identify optimal value of objective function.

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Problems

01.
A manufacturer produces two different models x & y of the same product. The raw
materials r 1& r 2 are required for production. At least 18 kgs of r 1 & 12 kgs of r 2 must
be used daily. Also at most 34 hours of labor are to be utilized. 2 kg of r 1 is needed
for model x and 1kg of r1 is needed for model y. For each model of x & y, 1 kg of r 2 is
required. It takes 3 hours and 2 hours to manufacture a model of x and y
respectively. The profit is Tk. 50 for model ‘x’ and Tk. 30 for model ‘y’.
How many units of each model should be produced to maximize the profit?

Solution:
X Y
r1 2 1 18≥
r2 1 1 12≥
Labor 3 2 34≤
Profit tk.50 tk. 30

Maximize,
Z= 50x + 30y
Subject To,
2x + y≥ 18
x + y ≥ 12
3x + 2y ≤ 34
Where, x, y ≥ 0
Let us consider the Cartesian co–ordinate axis on OXY and the lines are -
L1≡ 2x + y = 18 L1= (0, 18), (9, 0) ≥
L2≡ x + y =12 L2= (0, 12), (12, 0) ≥
L3≡ 3x + 2y =34 L3= (0, 17), (11.33, 0) ≤
Now we plot these points on a graph as follows:

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For point A:
2x + y =18…… (i)
x + y = 12……. (ii)
x =6
Putting the value of x in (ii)
We get,
x +y = 12
=>6+ y = 12
=>y = 6
Therefore, A (x, y) = (6, 6)

For point B: L2 & L3 For point C: L1& L3


x + y = 12……… (ii) 2x + y =18…… (i)
3x + 2y = 34…… (iii) 3x + 2y =34….. (iii)
(ii)*2 & (iii)*1 we get, (i)*2 & (iii)*1 we get,
2x + 2y = 24 4x + 2y =36
3x + 2y =34 3x + 2y =34
-x = -10 x =2
=>x = 10 Putting the value of x in (i) we
Putting the value of x in (ii) we get, get,
x + y =12 2x + y =18
=>10 + y =12 =>2*2 + y = 18
=>y = 12-10 =>y = 18-4
y=2 y = 14
Therefore, B (x, y) = (10, 2) Therefore, C (x, y) = (2, 14)

Hence, the basic feasible solution points are A (6, 6), B (10, 2), C (2, 14).
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So,
Maximize, Z = 50x +30y
=50*6 + 30*6 = 480………….at A (6, 6)
Maximize, Z =50x + 30y
= 50*10 + 30*2 =560………... at B (10, 2)
Maximize, Z = 50x +30y
= 50*2 +30*14 = 520………………..at C (2, 14)
So, Maximize Z = 560………………. at B (10, 2)

Therefore 10 units of model x & 2 units of model y should be produced to maximize


the profit which is tk. 560. (Answer)

02.
Maximize, Z = 4x1 +3x2
Subject To,
x1 + x2 ≤ 50
x1 + 2x2 ≤ 80
2x1 + x2 ≥ 20
Where, x1& x2 ≥ 0
Solution:
Let us consider the Cartesian co- ordinate on oxy axis the lines are:
L1 ≡ x1 + x2 =50
L2≡ x1 +2x2=80
L3 ≡ 2x1 + x1= 20
For line 1: (0, 50), (50, 0)
For line 2: (0, 40), (80, 0)
For line 3: (0, 20), (10, 0)
Now we plot these points on a graph as follows:

From the above graph it is clear that ABCDE is the region of the feasible solution.

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For point A: Value is (0, 20)


For point B: Value is (0, 40)
For point C: Value is (10, 0)
For point D: Value is (50, 0)
For point E: L1& L2
𝑥1+ x2 = 50………(i)
𝑥1 + 2x2 = 80…… (ii)
-x2 = -30
=>x2 = 30
Putting the value of x in (i) we get,
𝑥1 + 30 =50
=>𝑥1 = 50- 30
=>𝑥1 = 20
Therefore, E (x1, x2) = (20, 30)
Hence the basic feasible solution points are A (0, 20), B (0, 40), C (10, 0), D (50, 0), &
E (20,30)
Now, Maximize, Z=4x1+3x2
=4*0+3*20 =60………………….. at A (0, 20)
Maximize, Z=4x1+3x2
=4*0+3*40=120……… at B (0, 40)
Maximize, Z=4x1+3x2
=4*10+3*0=40 ……….at C (10, 0)
Maximize, Z =4x1 +3x2
=4*50+ 3*0=200 ……...at D (50, 0)
Maximize, Z=4x1 +3x2
=4*20+3*30=170…….. at E (20, 30)
Hence, Maximize, Z=200 at point D (50, 0) where x1 =50 & x2= 0 (Answer)

03.
Two types of electrical items A & B are manufacture d by a firm. Items A gives profit of
Tk. 160 per units and items B gives profits Tk. 245 per units. Both A & B use
essential components a motor and a transformer. Each unit of items A requires 3
motors and 2 transformers and B requires 2 motors and 4 transformers. Total supply
is available as 210 motors and 300 transformers for item A & B.

Solution:
X1 X2
Motors 3 2 210 ≤
Transformers 2 4 300 ≤
Profit Tk. 160 Tk. 245

The mathematical expression given in the below:


Maximize, Z=160X 1 +245X2
Subject to,
3X1 +2X2≤ 210
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2X1 + 4X2 ≤ 300


Where, X1& X2 ≥ 0
Let us consider the Cartesian co- ordinate axis XOY and the lines are:
L1≡ 3X1 +2X2 =210 For line 1: (0, 105), (70, 0)
L2≡ 2X1 +4X2=300 For line 2: (0, 75), (150, 0)

Now we plot these points in the graph as following:

For point O= Value is (0, 0)


For point A= Value is (0, 75)
For point C= Value is (70, 0)
For point B= L1& L2
3X1 + 2X2= 210…….. (i)
2X1 + 4X2=300…….. (ii)
3*(ii) & 2*(i) we get,
6X1+ 4X2= 420
6X1+12X2=900
8X2=480
=> X2=60
Putting the value of X 2in (i) we get,
3X1+2X2=210
=>3X1+2*60=210
=>3X1=210-120
=>3X1=90
=>X1=30
For point B= (30, 60)
Hence, the basic feasible solution points are O (0, 0), A (0, 75), B (30, 60), & C (70,0)
Now, Maximize, Z= 160X1+245X2
=160*0+245*75 =18375 …………………….at A (0, 75)
Maximize, Z= 160X 1+245X2
=160*30+245*60=19500 ……………………….at B (30, 60)

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Maximize, Z= 160X 1+25X2


=160*70+245*0=11200 ………………………...at C (70, 0)
Hence, Maximize, Z= 19500 at point B (30, 60), where, X 1=30 & X2= 60(Answer)

04.
It takes 4 hours to assemble and 2 hours to paint on X box compare to 5 hours to
assemble and 1 hour to paint on Y box. Profit is Tk. 20 per X box and Tk. 30 per Y
box. If available time is limited to 100 hours for assembly and 32 hours for pai nting
and if at least 5 X boxes be made; how money X boxes and Y boxes should be made
to maximize profit. What is the maximum profit?

Solution:
Box (x) Box (y) Available Resources
(hours)
Assemble 4 5 100
Painting 2 1 32
X boxes at least 5
Profit Tk. 20 Tk. 30
Maximize, Z=20x+30y
Subject To,
4x+5y ≤100
2x+y ≤32
x ≥5
Where, x ≥0 & y ≥0
Let us consider to the Cartesian co-ordinate on oxy axis and the lines are,
L1≡4x +5y=100 For line 1: (0, 20), (25, 0)
L2≡2x+y =32 Foe line 2: (0, 32), (16, 0)
L3≡X =5 For line 3: (5,0)

Now, we plot these points on a graph as follows:

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For point A: Value is (5, 0) For point D: L1& L2


4x+5y=100……..(i)
For point B: Value is (16, 0) 2x+y=32……….(ii)
(i)*1 & (ii)*5 we get,
For point C: L1& L3 4x+5y=100
4x+5y=100 10x+5y=160
=>4*5+5y=100 -6x =-60
=>20+5y=100 x=10
=>5y=100-20 Putting the value of x in (ii) we get,
=>y=16 2x+y=32
=>2*10+y=32
For point C: Value is (5, 16) =>y=32-20
=>y=12
For point D=Value is (10, 12)

From the above graph it is clear that ABCD is the region of feasible solution.
Hence, the basic feasible solution are A (5, 0), B (16, 0), C (5, 16) & D (10, 12)
Now,
Maximize, Z=20x+30y
=20*5+30*0 =100……………… at A= (5, 0)
Maximize, Z=20x+30y
=20*16+30*0 =320 …………….at B= (16, 0)
Maximize, Z=20x+30y
=20*5+30*16 =580……………..at C= (5, 16)
Maximize, Z=20x+30y
=20*10+30*12=560………….. ..at D=(10,12)

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Therefore, Maximize Z=580 at C (5, 16)


So, 5x boxes and 16y boxes should be produced to maximize the profit. And the
maximizing profit is Tk.580 (Answer)

05.
A manufacturer produces two kinds of bolts utilizing three machines grinders,
shapers and lathes. The time requirement for the machines on each type of bolts is
given in the following table in hours:

Bolts Grinder Shaper Lathe


A 3 3 1
B 2 1 2

The total hours of available time per week for three machines are 40 hours for the
grinder, 30 hours for the shaper, and 40 hours for the lathe. Unit profits are tk. 2
and tk. 3 for bolts A & B respectively. Find the maximum profit that can be made
under this condition using LPP.
Solution:
Bolts A (x) B (y) Available Hours
Grinder 3 2 40≤
Shaper 3 1 30≤
Lathe 1 2 40≤
Profit Tk. 2 Tk. 3

Let, X be the items required for Bolt A.


Y be the items required for Bolt B.
Maximize, Z=2x+3y
Subject to,
3x+2y ≤ 40
3x+y ≤ 30
x+2y ≤ 40
Where, x, y ≥ 0

Let us the Cartesian co-ordinate on oxy axis and the lines are:
L1≡ 3x+2y= 40
L2≡ 3x+y= 30 For line 1: (0, 20), (13.33, 0)
L3≡ x+2y= 40 For line 2: (0, 30), (10, 0)
Now, we plot these points in the following graph: For line 3: (0, 20), (40, 0)

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For point A: Value is (0, 20) Putting the value of y in (i) we get,
For point B: L1& L2 3x+2*10=40
3x+2y= 40……….(i) =>3x+20=40
3x+ y = 30………..(ii) =>3x=40-20
y = 10 =>x=20/3
=>x=6.67

Therefore, B: (x, y) = (6.67, 10)

For point C: Value is (10, 0)


From above graph it is clear that ABC is the region of feasible solutions.
Hence, the basic solution points are A (0, 20), B (6.67, 10) & C (10, 0)
Now,
Maximize, Z=2x+3y
=2*0+3*20 =60………………. at A= (0, 20)
Maximize, Z=2x+3y
=2*6.67+3*10 =43.34……….. at B=(6.67, 10)
Maximize, Z=2x+3y
=2*10+3*0 =20 …………….. at C=(10, 0)
Therefore, Maximize Z= 60 at A (0, 20)
Thus 0 hour of bolt A and 20 hours of bolt B should be used to maximize profits. And
the maximum profit is Tk. 60 (Answer)

06.

A Ski manufacturer makes two types of ski: downhill and cross-counting. Using the
information given in the table below; how many of each type of Ski should be made
for maximum profit? Use LLP to solve the problem.

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Downhill Cross country Maximum time Available


(x) (y) Hours
Manufacturer time 2 hours 1 hours 40 hours
per Ski
Finishing time per 1 hours 1 hours 32 hours
Ski
Profit Tk. 70 Tk. 50

Solution:
Let, x be the units of Downhill ski produced y be the units of cross country ski
produced.
Maximize, Z=70x+50y
Subject to,
2x+y ≤ 40
x+ y ≤ 32
Where, x, y ≥ 0
Let us consider the Cartesian co-ordinate on oxy axis and the lines are:
L1≡2x+y=40
L2≡x+y=32
For line 1: (0, 40), (20, 0)
For line 2: (0, 32), (32, 0)

Now we plot these points in the following graph paper:

For point A: Value is (0, 32)


For point B: L1& L2
2x+y= 40………… (i)
x +y=32…………. (ii)
x =8
Putting the value of x in (ii) we get,

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x + y=32
=>8+y=32
=>y=24
Therefore, B (x, y): (8, 24)
For point C: Value is (20, 0)
From the above graph it is clear that ABC is the region of feasible solution.
Hence, the basic feasible solution points are A (0, 342), B (8, 24) & C (20, 0).
Now, Maximize Z=70x+50y
=70*0+50*32 =1600………………… at A= (0, 32)
Maximize Z=70x+50y
=70*8+50*24 =1760 …………………at B=(8, 24)
Maximize Z=70x+50y
=70*20+50*0 =1400 ………………….at C=(20, 0)
Therefore, Maximize Z=1760 at B (8, 24)
Hence, 8 units of downhill ski and 24 units of cross country ski should be made for
maximum profit to be achieved. And the maximum profit is Tk. 1760 (Answer)

07.
Otobi furniture enjoys monopoly in its two of several items: conference table and file
cabinet due to higher quality. Conference table gives tk. 20 profits per unit and file
cabinet gives tk. 30 profit per unit. Both items are processed on three machines 𝑀1 ,
𝑀2 and𝑀3 . The time required for each item in hours and total time available in hours
on each machine are as follows:
Machine Conference Table File Cabinet Available Hours per
week
M1 3 3 36
M2 5 2 50
M3 2 6 60

Formulate problem as a LPP to maximize profits and solve the problem graphically.

Solution:

Machine Conference table File cabinet Available Hours per


(x) (y) week
M1 3 3 36≤
M2 5 2 50≤
M3 2 6 60≤
Profit Tk. 20 Tk. 30

Let, X be the number of item of conference table and Y be the number of item of file
cabinet.

Maximize, Z=20x +30y

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Subject to,
3x+3y≤36
5x+2y≤50
2x+6y≤60
Where, x & y ≥0

Let us consider the Cartesian co- ordinate on oxy axis and the lines are:
L1≡3x+3y=36
L2≡5x+2y=50 For line 1: (0, 12), (12, 0)
L3≡2x+6y=60 For line 2: (0, 25), (10, 0)
For line 3: (0, 10), (30, 0)

Now, we plot these points in the following graph:

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For point A: Value is (0, 10) Putting the value of y in (i) we


For point B: L1& L3 get,
3x+3y=36……..... (i) 3x+3y=36
2x+6y=60………. (ii) =>3x+3*9=36
2*(i) and 3*(ii) we get, =>3x=36-27
6x+6y =72 =>x=9/3
6x+18y=180 =>x=3
-12y=-108 Therefore, B (x, y) = (3, 9)
=> y=108/12
=>y=9

For point C: L1& L2 Putting the value of x (iii) we


3x+3y=36………… (iii) get,
5x+2y=50………… (iv) 3x+3y=36
2*(iii) and 3(iv) we get, =>3*8.67+3y=36
6x+6y=72 =>3y=36-26.01
15x+6y=150 =>3y=9.99
-9x =-78 =>y=9.99/3
=>x= (-78)/ (-9) =>y=3.33
=>x=8.67 Therefore, C (x, y) = (8.67,
3.33)

For point D: (10, 0)

Hence, the basic feasible solution point are A (0, 10), B (3, 9), C (8.67, 3.33) & D (10,
0).
Now, Maximize, Z=20x+30y
=20*0+30*10 = 300 …………at A= (0, 10)
Maximize, Z=20x+30y
=20*3+30*9 =330 …………………………at B = (3, 9)
Maximize, Z=20x+30y
=20*8.67+30*3.33 =273.30 ………at C = (8.67, 3.33)
Maximize, Z=20x+30y
=20*10+30*0 =200 ……………………….at D= (10, 0)
Thus, Maximize, Z=330 at B (3, 9)

Therefore 3 units of conference table and 9 units of file cabinet should be made to
maximize the profit and the maximize profit is Tk. 330 (Answer)

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08.

Food X contains 6 units of vitamin A per gram and 7 units of vitamin B per gram and
cost 12 per gram. Food Y contains 8 units of vitamin A per gram, and 12 units of
vitamin B per gram, and costs tk. 20 per gram. The minimum requirement of vitamin
A and vitamin B are 100 units and 120 units respectively. Find the minimum cost of
product mix using graphical method.

Solution:
Vitamin Food-X Food -Y Minimum Requirement (units)
A 6 8 100≥
B 7 12 120≥
Cost Tk. 12 Tk. 20

Minimize, Z=12x+20y
Subject to,
6x+8y≥100
7x+12y≥120
Where, x & y ≥0
Let us consider the Cartesian co- ordinate on oxy axis and the lines are:
L1≡6x+8y=100 For line 1: (0, 12.5), (16.67, 0)
L2≡7x+12y=120 For line 2: (0, 10), (17.14, 0)

Now, we plot these points on the following graph:

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From the above graph it is clear that ABC is the area of feasible solutions.

For point A: A (x, y): Value is Putting the value of y in (i) we get,
(0, 12.50) 6x+8y=100
For point B: L1 & L2 => 6x+8*1.25=100
6x+8y=100…………… (i) => 6x=100-10
7x+12y=120………….. (ii) => x=90/6
7*(1) and 6*(2) we get, => x=15
42x+56y=700 Therefore, B (x, y) = (15, 1.25)
42x+72y=720
-16y=-20
=> y= (-20) / (-16)
=>y=1.25

For point C (x, y) = (17.14, 0)

Hence, the feasible solution points are A (0, 12.50), B (15, 1.25) & C (17.14, 0)
Now, Minimize, Z=12x+20y
=12*0+20*12.50 =250 ………………….at A= (0, 12.50)
Minimize, Z=12x+20y
=12*15+20*1.25 =205 ………………….at B= (15, 1.25)
Minimize, Z=12x+20y
=12*17.14+20*0 =205.68 ……………….at C= (17.14, 0)

Thus, Minimize, Z=205 at B (15, 1.25)

Therefore, 15 units of food X and 1.25 units of food Y should be mixed so that the
cost is minimized and the minimum cost is Tk. 205. (Answer)

09.

A diet conscious housewife wishes to ensure certain minimum intake of vitamins A, B


and C for the family. The minimum daily (quantity) needs of the vitamins A,B,C for
the family are respectively 30,20, and 16 units. For the supply of these minimum
vitamin requirements, the housewife relies on two fresh foods. The first one provides
7, 5, 2 units of the three vitamins per gram respectively and the second one provides
2, 4, 8 unites of the same three vitamins per gram of the foodstuff respectively. The
first foodstuff costs Tk. 3 per gram and the second Rs. 2 per gram. The problem is
how many grams of each foodstuff should the housewife buy every day to keep her
food bill as low as possible.

Formulate problem as a LPP to minimize costs and solve the problem graphically.

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Solution:
Decision Food Content of Vitamins Type Cost per
Variable A B C unit (Tk.)
X1 X 7 5 2 3
X2 Y 2 4 8 2
Minimum Vitamin 30 20 16
Requirements

Minimize, Z= 3X1+2X2 [Objective function]


Subject to,
7X1+2X2≥30 [Constraints]
5X1+4X2≥20
2X1+8X2≥16
Where, X1& X2 ≥0 (Non- negative restrictions)
Let us consider the Cartesian co-ordinate on oxy axis and the lines are:
L1≡7X1+2X2=30
L2≡5X1+4X2=20 For line 1: (0, 15), (4.29, 0)
L3≡2X1+8X2=16 For line 2: (0, 5), (4, 0)
For line 3: (0, 2), (8, 0)

Now, we plot these points on the graph as following:

From the above graph it is clear that OABC is the area of feasible solutions.

For point A (x, y): Value is (0, Putting the value of x in (i) we get,
15) 7X1+2X2=30
For point B (x, y): L 1& L3 =>7*4+2X2=30
7X1+2X2=30……….. (i) =>2X2=30-28
2X1+8X2=16………... (iii) =>X2=2/2
4*(i) & 1*(iii) we get, =>X2=1
28X1+8X2=120 Therefore, B (x, y) =(4, 1)
2X1+8X2=16
26X1 =104
=>X1=104/26
=>X1=4

For point C (x, y): Value is (8, Linear Programming-Graphic Method


0)
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Hence, the basic feasible solution points are A (0, 15), B (4, 1), & C (8, 0).
Now,
Minimize, Z=3X1+2X2
=3*0+2*15 =30 ……………………..at A= (0, 15)
Minimize, Z=3X1+2X2
=3*4+2*1 =14 …………………….at B= (4, 1)
Minimize, Z=3X1+2X2
=3*8+2*0 =24 ………………………at B= (8, 0)

Therefore Minimize, Z=14 at B (4, 1).


Where, X1=4 & X2=1.

10.

Production of a certain chemical mixture should contain 80 mg. chlorides, 28mg.


nitrates and 36mg. of sulphate per kilogram. The company can use two substances
and a base (assume this is costless). Substances X contains 8 mg. chlorides, 4 mg.
nitrates and 6mg. sulphates per gram. Substance Y contains 10 mg. chloride 2mg.
nitrates and 2 mg. sulphates per gram. Both substances cost Tk. 20 per gram. It is
required to produce the mixture using substances X and Y so that the cost is
minimized.

Formulate problem as a LPP to minimize costs and solve the problem graphically.

Solution:
Decision Substance Content (in mg.) Cost per unit
Variable Chloride Nitrate Sulphate (in Tk.)
X1 X 8 4 6 20
X2 Y 10 2 2 20
Minimum Requirements 80 28 36
Minimize (total cost), Z= 20X 1+20X2 [Objective function]
Subject to,
8X1+10X2≥80 [Constraints]
4X1+2X2≥28
6X1+2X2≥36
Where, X1 X2≥0 (Non-negative restrictions)
Let us consider the co-ordinate on oxy axis and the lines are:
L1≡8X1+10X2=80≥ For line 1: (0, 8), (10, 0)
L2≡4X1+2X2=28≥
For line 2: (0, 14), (7, 0)
L3≡6X1+2X2=36≥ For line 3: (0, 18), (6, 0)

Now, we plot these points on a graph as follows:

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From the above graph it is clear that ABCD is the region of the feasible solution.

For point A: Value is (0, 18) Putting the value of X 2 in (ii) we


For point B: Value is (10, 0) get,
For point C: L2& L3 4X1+2X2=28
4X1+2X2=28………..(ii) =>4X1+2*6=28
6X1+2X2=36………...(iii) =>4X1=28-12
(ii)*3 & (iii)*2 we get, =>X1=16/4
12X1+6X2=84 =>X1=4
12X1+4X2=72 Therefore, C (X 1, X2) = (4, 6)
2X2=12
=>X2=12/2
=>X2=6

For point D: L1& L2 Putting the value of X2 in (ii) we get,


8X1+10X2=80……….(i) 4X1+2X2=28
4X1+2X2=28…………(ii) =>4X1+2*4=28
(i)*1 & (ii)*2 we get, =>4X1=28-8
8X1+10X2=80 =>X1=20/4
8X1+4X2=56 =>X1=5
-6X2=-24 Therefore, D (X 1, X2)= (5,4)
(−24)
=>X2 =
(−6)
=>X2=4

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From the above graph it is clear that ABCD is the region of feasible solution.
Hence, the basic feasible solution are A (0, 18), B (10, 0), C (4, 6) & D (5, 4).
Now,
Minimize, Z= 20X1+20X2
=20*0+20*18 =360 ……………………………..at A= (0, 18)

Minimize, Z= 20X1+20X2
=20*10+20*0 =200 ………………………...at B= (10, 0)

Minimize, Z= 20X1+20X2
=20*4+20*6 =200 ………………………….at C= (4, 6)

Minimize, Z= 20X1+20X2
=20*5+20*4 =180 …………………………at D = (5, 4)

Thus, Minimize Z=180 at D (5, 4).Where, X1=5 & X2=4.

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Summary

In Operations Research linear programming is a versatile technique with wide


applications in various management problems. Linear Programming problem has a
number of characteristics. That is first we have to identify the decision variable. The
problem must have a well-defined objective function, which are expressed in terms of
the decision variables.

The objective function may have to be maximized when it indicates the profit or
production or contribution. If the objective function represents cost, in this case the
objective function has to be minimized.

The management problem is expressed in terms of the decision variables with the
objective function and constraints. A linear programming problem is solved
graphically if it contains only two variables.

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Self-Assessment Questions
1. Use graphical method to solve following LP problem.
Maximize Z = x1 + x2
subject to the constraints
3x1 + 2x2 ≤ 5
x2 ≤ 2
and x1, x2 ≥ 0

2. Use graphical method to solve following LP problem.


Maximize Z = 2x1 + x2
subject to the constraints
x1 + 2x2 ≤ 10
x1 + x2 ≤ 6
x1 - x2 ≤ 2
x1 - 2x2 ≤ 1
and x1, x2 ≥ 0

3. You need to buy some filing cabinets. You know that cabinet X costs $10 per
unit, requires six square feet of floor space, and holds eight cubic feet of files.
Cabinet Y costs $20 per unit, requires eight square feet of floor space, and
holds twelve cubic feet of files. You have been given $140 for this purchase,
though you don't have to spend that much. The office has room for no more
than 72 square feet of cabinets. How many of which model should you buy, in
order to maximize storage volume?

4. A calculator company produces a scientific calculator and a graphing


calculator. Long-term projections indicate an expected demand of at
least100 scientific and 80 graphing calculators each day. Because of
limitations on production capacity, no more than 200 scientific
and 170graphing calculators can be made daily. To satisfy a shipping contract,
a total of at least 200 calculators much be shipped each day.
If each scientific calculator sold results in a $2 loss, but each graphing
calculator produces a $5 profit, how many of each type should be made daily to
maximize net profits?

5. In order to ensure optimal health (and thus accurate test results), a lab
technician needs to feed the rabbits a daily diet containing a mini mum of 24
grams (g) of fat, 36 g of carbohydrates, and 4 g of protein. But the rabbits
should be fed no more than five ounces of food a day.

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Rather than order rabbit food that is custom-blended, it is cheaper to order


Food X and Food Y, and blend them for an optimal mix. Food X contains 8 g of
fat, 12 g of carbohydrates, and 2 g of protein per ounce, and costs $0.20 per
ounce. Food Y contains 12 g of fat, 12 g of carbohydrates, and 1 g of protein
per ounce, at a cost of $0.30 per ounce.
What is the optimal blend?

6. You have $12,000 to invest, and three different funds from which to choose.
The municipal bond fund has a 7% return, the local bank's CDs have an 8%
return, and the high-risk account has an expected (hoped-for) 12% return. To
minimize risk, you decide not to invest any more than $2,000 in the high-risk
account. For tax reasons, you need to invest at least three times as much in
the municipal bonds as in the bank CDs. assuming the year-end yields are as
expected, what are the optimal investment amounts?

7. A building supply has two locations in town. The office receives orders from two
customers, each requiring 3/4-inch plywood. Customer A needs fifty sheets
and Customer B needs seventy sheets.
The warehouse on the east side of town has eighty sheets in stock; the west-
side warehouse has forty-five sheets in stock. Delivery costs per sheet are as
follows: $0.50 from the eastern warehouse to Customer A, $0.60 from the
eastern warehouse to Customer B, $0.40 from the western warehouse to
Customer A, and $0.55 from the western warehouse to Customer B.
Find the shipping arrangement which minimizes costs.

8. Given the following constraints, maximize and minimize the value of


z= –0.4x + 3.2y.

x≥0 x+y≤7
y≥0 x+2y≥4
x≤5 y≤x+5

9. At a certain refinery, the refining process requires the production of at least


two gallons of gasoline for each gallon of fuel oil. To meet the anticipated
demands of winter, at least three million gallons of fuel oil a day will need to be
produced. The demand for gasoline, on the other hand, is not more
than 6.4 million gallons a day.
If gasoline is selling for $1.90 per gallon and fuel oil sells for $1.50/gal, how
much of each should be produced in order to maximize revenue?

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Glossary
Objective Function: is a linear function of the decision variables representing the
objective of the manager/decision maker.

Constraints: are the linear equations or inequalities arising out of practical


limitations.

Decision Variables: are some physical quantities whose values indicate the solution.

Feasible Solution: is a solution which satisfies all the constraints (including the
non-negative) presents in the problem.

Feasible Region: is the collection of feasible solutions.

Multiple Solutions: are solutions each of which maximize or minimize the objective
function.

Unbounded Solution: is a solution whose objective function is infinite.

Infeasible Solution: means no feasible solution.

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Key Equations
1. Maximize,
Z= 2x1 + 3x2
Subject To,
2x1 + 2x2≤100
3x1 + 4x2 ≤ 200
Where, x1, x2 ≥ 0 (Non- negative restrictions)

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Descriptive Questions

1. Describe Linear Programming (LP).

2. What is the history of Linear Programming (LP)?

3. Describe the applications of Linear Programming (LP).

4. Describe the Basic Requirements of Linear Programming (LP).

5. Describe the Basic Assumption of Linear Programming (LP).

6. Describe the Conditions Needed to Satisfy by a Problem for Optimization.

7. Describe the Conditions Neede d to Satisfy Linear Programming.

8. Describe the Advantages and Limitations / Disadvantages of Linear Programming.

9. Describe the Graphical solution Method of Linear Programming (LP).

Linear Programming-Graphic Method

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