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Operations Research Unit 2

Unit 2 Linear Programming


Structure:
2.1 Introduction
Learning objectives
2.2 Requirements
Basic assumptions of linear programming problems
2.3 Linear Programming
Canonical forms
Case studies of linear programming problems
2.4 Graphical Analysis
Some basic definitions
2.5 Graphical Methods to Solve Linear Programming Problems
Working rule
Solved problems on mixed constraints LP problem
Solved problem for unbounded solution
Solved problem for inconsistent solution
Solved problem for redundant constraint
2.6 Summary
2.7 Terminal Questions
2.8 Answers to SAQs and TQs
Answers to Self Assessment Questions
Answers to Terminal Questions
2.9 References

2.1 Introduction
Welcome to the unit of Operations Research on Linear Programming. Linear
programming focuses on obtaining the best possible output (or a set of
outputs) from a given set of limited resources.
Minimal time and effort and maximum benefit coupled with the best possible
output or a set of outputs is the mantra of any decision-maker. Today,
decision-makers or managements have to tackle the issue of allocating
limited and scarce resources at various levels in an organisation in the best
possible manner. Man, money, machine, time and technology are some of
these common resources. The management’s task is to obtain the best
possible output (or a set of outputs) from these given resources.
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You can measure the output from factors, such as the profits, the costs, the
social welfare, and the overall effectiveness. In several situations, you can
express the output (or a set of outputs) as a linear relationship among
several variables. You can also express the amount of available resources
as a linear relationship among various system variables. The management’s
dilemma is to optimise (maximise or minimise) the output or the objective
function subject to the set of constraints. Optimisation of resources in which
both the objective function and the constraints are represented by a linear
form is known as a linear programming problem (LPP).
Learning objectives
By the end of this unit, you should be able to:
 Construct linear programming problem and analyse a feasible region
 Evaluate and solve linear programming problems graphically

2.2 Requirements of LPP


The common requirements of a LPP are as follows.
i. Decision variables and their relationship
ii. Well-defined objective function
iii. Existence of alternative courses of action
iv. Non-negative conditions on decision variables
2.2.1 Basic Assumptions of LPP
1. Linearity: You need to express both the objective function and
constraints as linear inequalities.
2. Deterministic: All co-efficient of decision variables in the objective and
constraints expressions are known and finite.
3. Additivity: The value of the objective function and the total sum of
resources used must be equal to the sum of the contributions earned
from each decision variable and the sum of resources used by decision
variables respectively.
4. Divisibility: The solution of decision variables and resources can be non-
negative values including fractions.
Self Assessment Questions
Fill in the blanks
1. Both the objective function and constraints are expressed in _____ forms.
2. LPP requires existence of _______, _______, ____ and _______.
3. Solution of decision variables can also be ____________.
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2.3 Linear Programming


The LPP is a class of mathematical programming where the functions
representing the objectives and the constraints are linear. Optimisation
refers to the maximisation or minimisation of the objective functions.
You can define the general linear programming model as follows:
Maximise or Minimise:
Z = c1 x1 + c2 x2 + - - - - + cn xn
Subject to the constraints,
a11 x1 + a12 x2 + ----- + a1n xn ~ b1
a21 x1 + a22 x2 + ----- + a2n xn ~ b2
-------------------------------------------
am1 x1 + am2 x2 + ------- + amn xn ~ bm
and x1 ≥ 0, x2 ≥ 0, -------------------- xn ≥ 0
Where cj, bi and aij (i = 1, 2, 3, ….. m, j = 1, 2, 3 ------- n) are constants
determined from the technology of the problem and xj (j = 1, 2, 3 ---- n) are
the decision variables. Here ~ is either ≤ (less than), ≥ (greater than) or =
(equal). Note that, in terms of the above formulation the coefficients cj, bi aij
are interpreted physically as follows. If bi is the available amount of
resources i, where aij is the amount of resource i that must be allocated to
each unit of activity j, the “worth” per unit of activity is equal to cj.
2.3.1 Canonical forms
You can represent the general Linear Programming Problem (LPP)
mentioned above in the canonical form as follows:
Maximise Z = c1 x1+c2 x2 + ------ + cn
Subject to,
a11 x1 + a12 x2 + ------ + a1n xn  b1
a21 x1 + a22 x2 + ------ + a2n xn  b2
--------------------------------------------
am1 x1+am2 x2 + …… + amn xn  bm
x1, x2, x3, … xn  0.
The following are the characteristics of this form.
1. All decision variables are non-negative.
2. All constraints are of ≤ type.
3. The objective function is of the maximisation type.

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You can represent any LPP in the canonical form by using five elementary
transformations, which are as follows:
1. The minimisation of a function is mathematically equivalent to the
maximisation of the negative expression of this function. That is,
Minimise Z = c1 x1 + c2x2 + ……. + cn xn
is equivalent to
Maximise – Z = – c1x1 – c2x2 – … – cn xn
2. Any inequality in one direction (≤ or ≥) may be changed to an inequality
in the opposite direction (≥ or ≤) by multiplying both sides of the
inequality by –1. For example
2x1+3x2  5 is equivalent to –2x1–3x2  –5
3. An equation can be replaced by two inequalities in opposite direction.
For example:
2x1+3x2 = 5 can be written as 2x1+3x2 ≤ 5 and 2x1+3x2 ≥ 5 or 2x1+3x2 ≤ 5
and – 2x1 – 3x2 ≤ – 5
4. An inequality constraint with its left hand side in the absolute form can
be changed into two regular inequalities. For example:
2x1+3x2 ≤ 5 is equivalent to 2x1+3x2 ≤ 5 and 2x1+3x2 ≥ – 5 or – 2x1– 3x2 ≤ 5
5. The variable which is unconstrained in sign (≥ 0, ≤ 0 or zero) is equivalent
to the difference between 2 non-negative variables. For example:
if x is unconstrained in sign then x = (x+ – x–) where x+ ≥ 0, x– ≤ 0

Caselet
An automobile company has two units X and Y which manufacture three
different models of cars - A, B and C. The company has to supply 1500,
2500, and 3000 cars of A, B and C respectively per week (6 days). It
costs the company Rs. 1,00,000 and Rs. 1,20,000 per day to run the units
X and Y respectively. On a day unit X manufactures 200, 250 and 400
cars and unit Y manufactures 180, 200 and 300 cars of A, B and C
respectively per day. The operations manager has to decide on how many
days per week should each unit be operated to meet the current demand
at minimum cost.
The operations manager along with his team uses a LPP model to arrive
at the minimum cost solution.

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2.3.2 Case Studies of linear programming problems

Case Study 1
A firm engaged in producing 2 models namely, Model A and Model B,
performs only 3 operations - painting, assembly and testing. The relevant
data are as follows:
Table 2.1: Unit sale price and hours required for each unit

Hours required for each unit


Unit Sale Price
Assembly Painting Testing
Model A Rs. 50.00 1.0 0.2 0.0
Model B Rs. 80.00 1.5 0.2 0.1

Total numbers of hours available each week are as under assembly 600,
painting 100, and testing 30. The firm wishes to determine the weekly
product-mix so as to maximise revenue

Solution: Let us first write the notations as under:


Z : Total revenue
x1 : Number of Units of Model A
x2 : Number of Units of Model B
X1, X2 : Are known as decision variables
b1 : Weekly hours available for assembly
b2 : Weekly hours available for painting
b3 : Weekly hours available for testing.
Since the objective (goal) of the firm is to maximise its revenue, the model
can be stated as follows:
The objective function, Z = 50x1 + 80x2 is to be maximised subject to the
constraints
1.0x1+1.5x2 ≤ 600, (Assembly constraints)
0.2 x1+0.2x2 ≤100, (Painting constraints)
0.0x1+0.1x2 ≤30, (Testing constraints) and
x1 ≥0, x2 ≥ 0, (the non-negativity conditions)

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Case Study 2
A milk distributor supplies milk in bottles to houses in three areas A, B, C
in a city. His delivery charge per bottle is 30 paise in area A; 40 paise in
area B and 50 paise in area C. He has to spend on an average, 1 minute
to supply one bottle in area A; 2 minutes per bottle in area B and 3
minutes per bottle in area C. He can spare only 2 hours 30 minutes for
this milk distribution but not more than one hour 30 minutes for area A
and B together. The maximum number of bottles he can deliver is 120.
Find the number of bottles that he has to supply in each area so as to
earn the maximum. Construct a mathematical model.
Solution: The decision variables of the model can be defined as follows:
x1 : Number of bottles of milk which the distributor supplies in Area A.
x2 : Number of bottles of milk which the distributor supplies in Area B.
x3 : Number of bottles of milk which the distributor supplies in Area C.
The objective:
Maximise Z = 30 x 1  40 x 2  50 x 3 in rupees
100 100 100
Constraints:
1. Maximum number of milk bottles is 120 that is x1+x2+x3 ≤120.
2. Since he requires one minute per bottle in area A, 2 minutes per
bottle in area B and 3 minutes per bottle in area C and he cannot
spend more than 150 minutes for the work,
1.x1 + 2.x2 + 3.x3 ≤150.
3. Further, since he cannot spend more than 90 minutes for areas A and
B. 1.x1+2.x2 ≤ 90.
4. Non-negativity x1 ≥ 0, x2 ≥ 0.
The problem can now be stated in the standard L.P. form as
Maximise Z = 0.3x1 + 0.4x2 + 0.5x3
Subject to
x1 + x2 + x3 ≤ 120
x1 + 2x2 + 3x3 ≤ 150
x1 + 2x2 ≤ 90
and x1 ≥0, x2 ≥ 0

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Case Study 3
An oil company has two units A and B which produce three different
grades of oil - super fine, medium and low grade. The company has to
supply 12, 8, 24 barrels of super fine, medium and low grade oil
respectively per week. It costs the company Rs. 1,000 and Rs. 800 per
day to run the units A and B respectively.
On a day unit A produces 6, 2 and 4 barrels and unit B produces 2, 2 and
12 barrels of super fine, medium and low grade oil per day. The manager
has to decide on how many days per week should each unit be operated
in order to meet the requirement at minimum cost.
Formulate the LPP model.

Solution: The given data can be presented in summary as follows:


Table 2.2: Capacity and requirements details of an oil company

Product Capacity Requirements


Unit A Unit B
Super fine 6 2 12
Medium 2 2 8
Low grade 4 12 24
Cost Rs. 1,000 Rs. 800 –

Let x1 and x2 be the number of days the units A and B be operated per
week respectively. Then the objective of the manager is to:
Minimise the cost function
Z = 1000 x1 + 800 x2
Subject to the constraints 6x1+2x2  12 (Super fine)
2x1+2x2  8 (medium)
4x1+12x2  24 (low grade)
and x1  0, x2  0

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Self Assessment Questions


State True/False
4. One of the characteristics of canonical form in the objective function
must be of maximisation.
5. 2x – 3y ≤ 10 can be written as -2x + 3y ≥-10

2.4 Graphical Analysis


You can analyse linear programming with 2 decision variables graphically.
Example
Let’s look at the following illustration.
Maximise Z = 700 x1+500 x2
Subject to 4x1+3x2  210
2x1+x2  90
and x1  0, x2  0
Let the horizontal axis represent x1 and the vertical axis x2. First, draw the
line 4x1 + 3x2 = 210, (by replacing the inequality symbols by the equality)
which meets the x1-axis at the point A (52.50, 0) (put x2 = 0 and solve for x1
in 4x1 + 3x2 = 210) and the x2 – axis at the point B (0, 70) (put x1 = 0 in
4x1 + 3x2 = 210 and solve for x2).

Figure 2.1: Linear programming with 2 decision variables

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Any point on the line 4x1+3x2 = 210 or inside the shaded portion will satisfy
the restriction of the inequality, 4x1+3x2  210. Similarly the line 2x1+x2 = 90
meets the x1-axis at the point C(45, 0) and the x2 – axis at the point D(0, 90).

Figure 2.2: Linear programming with 2 decision variables

Combining the two graphs, you can sketch the area as follows:

Figure 2.3: Feasible region

The 3 constraints including non-negativity are satisfied simultaneously in the


shaded region OCEB. This region is called feasible region.

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2.4.1 Some basic definitions


Sr.
Terms Definitions
No.
Any non-negative value of (x1, x2) (i.e.: x1  0,
x  0) is a feasible solution of the LPP if it satisfies
1. Feasible Region 2
all the constraints. The collection of all feasible
solutions is known as the feasible region.
A set X is convex if for any points x1, x2 in X, the
line segment joining these points is also in X. That
is, x1, x2  X, 0    1  x2 + (1-)x1  X
By convention, a set containing only a single point
is also a convex set.
2. Convex x2 + (1-)x1 (where 0    1) is called a convex
combination of x1 and x2.
A point x of a convex set X is said to be an extreme
point if there does not exist x1, x2 X (x1  x2) such
that x = x2 + (1-)x1 for some  with 0 <  < 1.
A linear inequality in two variables is known as a
3. Half Plane half plane. The corresponding equality or the line is
known as the boundary of the half- plane.
A convex polygon is a convex set formed by the
4. Convex Polygon inter-section of finite number of closed half-planes.
Refer figures 1.3 and 1.4.
Redundant A redundant constraint is a constraint which does
5.
constraint not affect the feasible region.
A basic solution of a system of m equations and n
6. Basic Solution variables (m < n) is a solution where at least n-m
variables are zero.
A basic feasible solution of a system of m
Basic Feasible equations and n variables (m < n) is a solution
7.
Solution where m variables are non-negative ( 0) and n-m
variables are zero.
Optimal Feasible Any feasible solution that optimises the objective
8.
Solution function is called an optimal feasible solution.
E E E E
E

E E E E E E
Figure 2.4: Convex regions
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Figure 2.5: Non – convex regions

Note: The objective function is maximised or minimised at one of the


extreme points referred to as optimum solution. Extreme points are referred
to as vertices or corner points of the convex regions.

Solved Problem 1
Find all basic solutions for the system x1 + 2x2 + x3 = 4, 2x1 + x2 + 5x3 = 5.
Solution: Here:
 x1 
1 2 1   and b =  4  .
A = , X = x 2   
2 1 5   x 3  5 

2 1
i) If x1 = 0, then the basis matrix is B =   . In this case 2x2 + x3 = 4,
 1 5
x2 + 5x3 = 5.
5 2 5 2
If we solve this, then x2 = and x3 = . Therefore x2 = , x3 = is
3 3 3 3
a basic feasible solution.
 1 1
ii) If x2 = 0, then the basis matrix is B =   . In this case, x1 + x3 = 4,
2 5 
2x1 + 5x3 = 5.If we solve this, then x1 = 5 and x3 = -1. Therefore
x1 = 5, x3 = -1 is a basic solution. (Note that this solution is not
feasible, because x3 = -1 < 0).
 1 2
iii) If x3 = 0, then the basis matrix is B =   . In this case, x1 + 2x2 = 4.
2 1
2x1 + x2 = 5. After solving, x1 = 2, and x2 = 1. Therefore x1 = 2, x2 = 1
is a basic feasible solution.
Therefore (i) (x2, x3) = (5/3, 2/3), (ii) (x1, x3) = (5, -1), and
(iv) (x1, x2) = (2, 1) are only the collection of all basic solutions

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Self Assessment Questions

Fill in the blanks


6. The collection of all feasible solutions is known as the ________ region.
7. A linear inequality in two variables is known as a _________.

2.5 Graphical Methods to Solve LPP


Solving a LPP with 2 decision variables x1 and x2 through graphical
representation is easy. Consider x1 x2 – the plane, where you plot the
solution space enclosed by the constraints. The solution space is a convex
set bounded by a polygon; since a linear function attains extreme (maximum
or minimum) values only on the boundary of the region. You can consider
the vertices of the polygon and find the value of the objective function in
these vertices. Compare the vertices of the objective function at these
vertices to obtain the optimal solution of the problem.
2.5.1 Working rule
The method of solving a LPP on the basis of the above analysis is known as
the graphical method. The working rule for the method is as follows.
Step 1: Write down the equations by replacing the inequality symbols by
the equality symbols in the given constraints.
Step 2: Plot the straight lines represented by the equations obtained in
step I.
Step 3: Identify the convex polygon region relevant to the problem. Decide
on which side of the line, the half-plane is located.
Step 4: Determine the vertices of the polygon and find the values of the
given objective function Z at each of these vertices. Identify the greatest and
least of these values. These are respectively the maximum and minimum
value of Z.
Step 5: Identify the values of (x1, x2) which correspond to the desired
extreme value of Z. This is an optimal solution of the problem

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Solved Problem 2
Solve the given LPP using the graphical method. (Solve the LPP as
discussed in example 1) Maximise Z = 50x1 + 80x2
Subject to the constraints
1.0x1 + 1.5x2  600
0.2 x1 + 0.2x2  100
0.0x1 + 0.1x2  30
and x1  0, x2  0
Solution:
The horizontal axis represents x1 and the vertical axis x2. Plot the
constraint lines and mark the feasibility region as shown in the figure.

Figure 2.6: Feasible region of the two dimensional LPP

Any point on the thick line or inside the shaded portion will satisfy all the
restrictions of the problem. The ABCDE is the feasibility region carried out
by the constraints operating on the objective function. This depicts the
limits within which the values of the decision variables are permissible.
The inter-section points C and D can be solved by the linear equations
x2 = 30; x1 + 1.5 x2 = 600, and 0.2x1 + 0.2x2 = 100 and x1 + 1.5x2 = 600
That is C (150, 300) and D (300, 180).
The next step is to maximise revenues subject to the above shaded area.
You can work out the revenues at different corner points as tabulated
below:

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Table 2.3: Revenues at different corner points


Feasible solution Corresponding
of the product-mix revenue Total
At point
revenue
x1 x2 From x1 From x2
A 0 0 0 0 0
B 0 300 0 2400 24000
C 150 300 7500 24000 31500
D 300 180 15000 14,400 29400
E 500 0 25000 0 25,000
From the above table we find that maximum revenue is at Rs. 31,500
when 150 units of x1 and 300 units of x2 are produced.

Solved Problem 3
For conducting a practical examination, the chemistry department of a
college requires 10, 12 and 7 units of three chemicals X, Y, Z
respectively. The chemicals are available in two types of boxes: Box A,
Box B. Box A contains 3, 2 and 1 units of X, Y, Z respectively and costs
Rs. 300. Box B contains 1, 2 and 2 units of X, Y, Z respectively and costs
Rs. 200. Find how many boxes of each type should be bought by the
department so that the total cost is minimal.
Solution: First, you need to summarise the given data in the following
table:
Table 2.4: Representation of chemical units, number of units in box types
and units required

Units Units in Box A Units in Box B Units required


X 3 1 10
Y 2 2 12
Z 1 2 7
Cost Rs. 300 Rs. 200 ––
Let x1 be the number of boxes of A-type to be bought and x2 be the
number of boxes of B-type. Then the total cost is,
Z = 300x1 + 200x2.
Obviously,
x1  0, x2  0

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From the details tabulated in the table, we find that x1 and x2 are subject
to the following constraints:
3x1 + x2  10
2x1 + 2x2  12
x1 + 2x2  7
Now, you consider the lines L1: 3x1 + x2 = 10, L2: 2x1 + 2x2 = 12
L3: x1 + 2x2 = 7 as shown in figure 2.7

Figure 2.7: Feasible region of the two dimensional LPP

You can see that the co-ordinates (x1, x2) of a point satisfy the
inequalities. The convex region bounded by these lines and the co-
ordinate axes is the shaded region in the unbounded region. Check the
point (x1, x2) that lies inside or on the boundary lines of this region
satisfying the conditions x1  0, x2  0 and the constraints.

You will find that the vertices for the region are P, Q, R, S.

Where P is the point at which L meets the x2 – axis, Q is the point of inter-
section of L1 and L2, R is the point of inter-section of L2 and L3 and S is the
point at which L3 meets the x1 – axis. We find that P (0, 10), Q (2, 4), R(5,
1) and S(7, 0).
At P (0, 10), Z = 300  0 + 200  10 = 2000
At Q (2, 4), Z = 300  2 + 200  4 = 1400
At R (5, 1), Z = 300  5 + 200  1 = 1700
At S (7, 0), Z = 300  7 + 200  0 = 2100
Evidently, Z is minimum at the vertices Q (2, 4) for which x1 = 2, x2 = 4.
Thus the cost is minimal, if 2 boxes of type A and 4 boxes of type B are
bought. The minimum cost is Rs. 1400.

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2.5.2 Solved problems on mixed constraints LP problem

Solved Problem 4
1. By using graphical method, find the maximum and minimum values of
the function Z = x – 3y where x and y are non-negative and subject to
the following conditions:
3x + 4y  19,
2x – y  9
2x + y  15
x–y–3
Solution: You can start by writing the constraints (conditions) to be
satisfied by x, y in the following standard (less than or equal) form:
– 3x – 4y  – 19
2x – y  9
2x + y  15
–x+y3
Consider the equations:
– 3x – 4y = – 19, 2x – y = 9,
2x + y = 15, – x + y = 3,

Both the above equations represent straight lines in the xy – plane.


Denote the straight lines by L1, L2, L3 and L4 respectively.

You can see the lines L1, L2, L3 and L4 form a quadrilateral ABCD lying in
the first quadrant of the xy – plane. You can see that the region bounded
by this quadrilateral is convex.

Figure 2.8: Feasible region of the two dimensional LPP

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As such, the points (x, y) that lie within or on the boundary lines of this
quadrilateral satisfy the inequalities x  0, y  0 and the constraints. The
co-ordinates of the vertices A, B, C, D of the quadrilateral are obtained by
solving equations taking two at a time, you will find that A (1, 4), B (5, 1),
C (6, 3), D (4, 7), hence the solution is
Zat A(1, 4) = 1 – 34 = – 11
Zat B(5, 1) = 5 – 31 = 2
Zat C(6, 3) = 6 – 33 = – 3
Zat D(4, 7) = 4 – 37 = – 17
Z is maximum at the vertex B and minimum at the vertex D. The maximum
value of Z is Zat B(5, 1) = 2, which corresponds to x = 5, y = 1, and the
minimum values of Z is –17 at D(4, 7), which corresponds to x = 4, y = 7.

Solved Problem 5
Use the graphical method to solve the following LPP.
Maximise Z = 7x1+3x2
Subject to the constraints
x1+2x2 ≥ 3
x1+x2 ≤ 4
5
0 ≤ x1 ≤ 2
3
0 ≤ x2 ≤ 2
and x1, x2 0

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Solution:
Rewriting the given constraints as follows:
x1 x
 32  1
3 2

x1 x
 2 1
4 4
x1 x
5
 1 ; 32  1
2 2

x y
Note: The equation   1 is called intercept form of the straight line.
a b
A and B are the distance from the origin to the intersection points on the
co-ordinate axes.

Figure 2.9: Plot of line AB

You have to graph each constraint by first treating it as a linear equation.


Then use the inequality condition of each constraint to make the feasible
region as shown in figure 2.11

Figure 2.10: Feasible region of the two dimensional LPP

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The co-ordinates of the extreme points of the feasible region are


5 3  3
A  5 , 1  B  ,  and C  0,  . The value of the objective function at
2 4  2 2   2
each of these extreme points is as follows:

Table 2.5: Extreme points and their coordinates


Objective function value
Extreme point Co-ordinates (x1, x2)
Z= 7x1 + 3x2
A  5 , 1  7¾
2 4
B 22
 5 , 3 
2 2
C 9/2
 0, 3 
 2

The maximum value of the objective function Z= 22 occurs at the extreme


5 3
points B  ,  . Hence the optimal solution to the given LP problem is
2 2
5 3
x1  , x 2  and Max. Z = 22.
2 2

In linear programming problems, you may have:


i) a unique optimal solution or
ii) many number of optimal solutions or
iii) an unbounded solution or
iv) no solutions.

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Operations Research Unit 2

Solved Problem 6
Solve the given LPP in the graphical method.
Maximise Z = 100x1 + 40x2
Subject to
10x1 + 4x2  2000
3x1 + 2x2  900
6x1 + 12x2  3000
and x1, x2  0
Solution: The given constraints can be rewritten as
x1 x
 2 1
200 500
x1 x
 2 1
300 450
x1 x
 2 1
500 250

Figure 2.11: Feasible region of the two dimensional LPP


The values of (x1 x2) at the points are 0(0, 0), A (200, 0) B (125, 187.5) and
C (0, 250). The feasible region is OABC. The values of Z at the points are
Z at O(00) = 0
Z at A(200, 0) = 20000
Z at B(125, 187.5) = 20000
Z at C(0, 250) = 10,000
The maximum value of Z occurs at 2 vertices - A and B. Join any point on
the line joining A and B to get the same maximum value of Z. Therefore,
there are infinite numbers of feasible solutions, which yield the same
maximum value of Z.
Suppose a linear programming problem has an unbounded feasible solution space.
If the set of all values of the objective function at different feasible solutions
is not bounded above (respectively, bounded below), and if the problem is
a maximisation (respectively, minimisation) problem, then we say that the
given problem has an unbounded solution.

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Operations Research Unit 2

2.5.3 Solved problem for unbounded solution


Solved Problem 7
Solve the given LPP in the graphical method.
Maximise Z = 2x1+3x2
Subject to
x1 – x2  2
x1 + x2  4
and x1, x2  0
Solution:

Figure 2.12: Feasible region of the two dimensional LPP

The intersection point A of the straight lines x1 – x2 = 2 and x1+x2 = 4 is A


(3, 1). Here the solution space is unbounded. The vertices of the feasible
region are A (3, 1) and B (0, 4). Values of objective at these vertices are:
Z at A (31) = 23+31 = 9
Z at B (0, 4) = 20+43 = 12.
But there are points in the convex region for which Z will have much higher
values. For example, E (10, 9) lies in the shaded region and the value of Z
there is at 47. In fact, the maximum value of Z occurs at infinity. Thus the
problem has unbounded solutions.

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Operations Research Unit 2

2.5.4 Solved problem for inconsistent solution

Solved Problem 8
Solve the given LPP in the graphical method.
Maximise Z = 4x1+3x2
Subject to
x1 – x2  – 1

– x1 + x2  0
and x1, x2  0.

Solution: Due to lack of point (x1, x2) common to both the shaded regions,
the LPP cannot be solved. Consequently the constraints are inconsistent
to arrive at the solution.

Figure 2.13: Feasible region of the two dimensional LPP

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Operations Research Unit 2

2.5.5 Solved problem for redundant constraint

Solved Problem 9
A company making cold drinks has 2 bottling plants located at towns T1 and
T2. Each plant produces three drinks A, B and C and their production
capacity per day is shown below:

Table 2.6: Production capacity at different bottling plants

Plant at
Cold drinks
T1 T2
A 6000 2000
B 1000 2500
C 3000 3000

The marketing department of the company forecasts a demand of 80,000


bottles of A, 22,000 bottles of B and 40,000 bottles of C during the month
of June. The operating costs per day of plants at T1 and T2 are Rs. 6,000
and Rs. 4,000 respectively. Find the number of days for which each plant
must be run in June so as to minimise the operating costs while meeting
the market demand.

Solution: Let the plants at T1 and T2 work on x1 and x2 days. Then the
objective is to minimise the operation costs.
Minimum of Z = 6000 x1 + 4000 x2.
Constraints on the demand for the 3 cold drinks are
6000 x1 + 2000 x2  80,000 – (i)
1000 x1 + 2500 x2  22000 – (ii)
3000 x1 + 3000 x2  40000 – (iii)
Also x1, x2  0

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Operations Research Unit 2

Figure 2.14: Feasible region of the two dimensional LPP

Thus the LPP is to minimise the objective function subject to the


constraints (i), (ii) and (iii). The solution space is unbounded. The
constraint (iii) is dominated by the constraints (i) and (ii) and hence does
not affect the solution space. Such a constraint 3000 x1 + 3000 x2  40000
is called the redundant constraint. The values of the convex region A, B,
C are A (22, 0), B (12, 4) and C (0, 40). The values of the objective
function Z at the vertices are
Zat A = 132000
Zat B = 88,000
Zat C = 1,60,000

Thus the minimum value of Z is Rs. 80,000 and it occurs at B. Hence the
optimal solution to the problem is x1 = 12 days, x2 = 4 days.

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Operations Research Unit 2

Solution: Any point (x, y) satisfies the conditions x  0, y  0 lies in the


first quadrant only. The desired point (x, y) lies within the feasible convex
region ABCDE

Figure 2.15: Feasible region of the two dimensional LPP

Its vertices are A (3, 3) B (10, 3) C (20, 10) D (18, 12) and B (12, 12). The
values of Z at the five vertices are
Zat A (3, 3) = 2  3 + 3  3 =15
Z at B (20, 3) = 49
Z at C (20, 10) = 70
Z at D (18, 12) = 72
Z zt E (12,12) = 60

The maximum value of Z is 72 which occur at the vertex D (18, 12).


Therefore the solution of the LPP is x = 18, y = 12 and the minimum value
of z is 15 at x = 3, y = 3.

Self Assessment Questions


State True/False
8. The feasible region is a convex set
9. The optimum value occurs anywhere in feasible region

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Operations Research Unit 2

2.6 Summary

In a LPP, you first identify the decision variables with economic or physical
quantities whose values are of interest to the management. The problems
must have a well-defined objective function expressed in terms of the
decision variable.
The objective function is to maximise the resources when it expresses profit
or contribution. Here, the objective function indicates that cost has to be
minimised. The decision variables interact with each other through some
constraints. These constraints arise due to limited resources, stipulation on
quality, technical, legal or variety of other reasons.
The objective function and the constraints are linear functions of the
decision variables. A LPP with two decision variables can be solved
graphically. Any non-negative solution satisfying all the constraints is known
as a feasible solution of the problem. The collection of all feasible solutions
is known as a feasible region. The feasible region of a LPP is a convex set.
The value of the decision variables, which maximise or minimise the
objectives function is located on the extreme point of the convex set formed
by the feasible solutions. Sometimes the problem may be unfeasible
indicating that no solution exists for the problem.

2.7 Terminal Questions

1. Use the graphical method to solve the LPP.


Maximise Z= 5x1 + 3x2
Subject to:
3x1 + 5x2  15
5x1 + 2x2  10
x1, x2  0

2. Mathematically formulate the problem.


A firm manufactures two products; the net profit on product 1 is Rs. 3 per
unit and the net profit on product 2 is Rs. 5 per unit. The manufacturing
process is such that each product has to be processed in two
departments D1 and D2. Each unit of product 1 requires processing for

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Operations Research Unit 2

1 minute at D1 and 3 minutes at D2; each unit of product 2 requires


processing for 2 minute at D1 and 2 minutes at D2.
Machine time available per day is 860 minutes at D1 and 1200 minutes
at D2. How much of products 1 and 2 should be produced every day so
that total profit is maximum. Formulate this as a problem in L.P.P.

2.8 Answers to SAQs and TQs

Answers to Self Assessment Questions


1. Linear
2. Alternate course of action
3. Fractious
4. True
5. True
6. Feasible
7. Half-plan
8. True
9. False

Answers to Terminal Questions

20 45 5
1. x1  x2  max Z 
19 19 19

2. Maximise 3x1 + 5x2, subject to x1 + 2x2  800 (minutes)

3x1 + 2x2  1200 (minutes) x1, x2  0

2.9 References

No external sources have been referred.

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