LINEAR

PROGRAMMING
L EON OR T. A M ACI O
MAT HEMATICS A N D STATISTICS DE PA RTMENT
D E L A SA L L E U N I V ERSITY-DA SMAR INAS
Beginnings
Attributed to the military service early in
World War II
History . . .
There was an urgent need to allocate scarce
resources to the various military operations and to
the activities within each operation in an effective
manner
British and US military management called upon a
large number of scientists to apply a scientific
approach to dealing with this and other strategic
and tactical problems
History . . .
By developing effective methods of using new tool
of radar, these teams were instrumental in winning
Air Battle of Britain
History . . .
With research on how to better manage convoy and
antisubmarine operations, they helped win the Battle of
the North Atlantic and Island Campaign in the Pacific
History . . .
After the war, people became aware of the use of
OR in the war efforts and that it can also be applied
to business
By the early 50s they introduced the use of OR to a
variety of organizations in business, industry and
government
In 1947, George Dantzig developed the simplex
method in solving linear programming problems
Objective of the organization
Every industrial organization faces different
problems to identify best possible solution to
their problems.
OR aims to help the executives to obtain
optimal solution with the use of OR techniques.
It also helps the decision maker to improve
his creative and judicious capabilities, analyze
and understand the problem situation leading
to better control, better co-ordination, better
systems and finally better decisions.
Linear programming
This technique is used to find a solution
for optimizing a given objective. Objective
may be maximizing profits or minimizing
costs.
Linear Programming
Objective function and Boundary conditions
are linear in nature. LPP techniques solve
Product-Mix and Distribution problems of
enterprise.
It is also used to allocate Scarce Resources in
optimum manner in problems of scheduling,
product mix, etc.
Terms
Variables
Objective
Constraints
Decision

•Feasible solution
•Optimal solution
Review of graphing linear
inequalities
Examples:
Graph the following :
1. x < 5
2. y > 8
3. 2x + 3y ≥ 6.
 LP
Maximize: P = 1200x + 1600y Objective Function

3x + 2y ≤ 18 Structural constraints
2x + 4y ≤ 20
x≤5
x≥0 Non-negativity constraints

y≥ 0
Converting WP to LPP
Examples :
Models : Diet problem
Ozark Farm uses at least 800 lb of special
feed daily. The special feed is a mixture of
corn and soybean meal with the following
compositions :
lb per lb of feedstuff
Feedstuff Protein Fiber Cost ($/lb)
Corn .09 .02 .30
Soybean meal .60 .06 .90
The dietary requirements of the special feed
are at least 30% protein and at most 5%
fiber. Determine the daily minimum cost
feed mix.
Mixture
Reddy Mikks produces both interior and
exterior paints from two raw materials,
M1 and M2.
Raw Tons of raw Maximum
Materi material per ton Daily
al of Available
Exterior Interior

M1 6 4 24
M2 1 2 6
Profit 5 4
($1000)
A market survey indicates that the daily demand
for interior paint cannot exceed that for exterior
paint by more than 1 ton. Also, the maximum
daily demand for interior paint is 2 tons.
Determine the optimum product mix of interior
and exterior paints that maximizes the total daily
profit.
Production

The Wyondar Glass Co. produces high-quality

glass products , including windows and glass
doors. It has three plants. Aluminum frames
and hardware are made in Plant 1, wood frames
are made in Plant 2 and Plant 3 produces the
glass and assembles the products.
Because of declining earnings, top management
has decided to revamp the company’s product
line. Unprofitable products are being
Wyondar …
discontinued, releasing production capacity
to launch two new products having large
sales potential:
Product 1 : An 8-ft glass door w/
aluminum framing
Product 2: A 4x6 foot double-hung wood-
framed win
Wyondar
Plant Production time per Production
batch (hours) Time
Product Available
per Week
1 2
1 1 0 4
2 0 2 12
3 3 2 18
Profit/Batch 3000 5000
($)
Wyondar…
Determine the product mix that is most
profitable.
Exercises
1. A candy manufacturer wants to maximize
the combined profit for two types of boxed
chocolates. A box of chocolate covered
creams yields a profit of $1.50 per box, and a
box of chocolate covered nuts yields a profit
of $2.00 per box. Market tests and available
resources have indicated the following
constraints:
◦The combined production level should not
exceed 1200 boxes per month.
◦The demand for a box of chocolate covered
nuts is no more than half the demand for
a box of chocolate covered creams.
◦The production level for chocolate covered
creams should be less than or equal to 600
boxes plus three times the production level
for chocolate covered nuts.
◦How many of each type must be
produced?
2. The liquid portion of a diet is to provide at
least 300 calories, 36 units of vitamin A and 90
units of vitamin C. A cup of dietary drink X costs
$0.12 and provides 60 calories, 12 units of
vitamin A, and 10 units of vitamin C. A cup of
dietary drink Y costs $0.15 and provides 60
calories, 6 units of vitamin A and 30 units of
vitamin C. How many cups of each drink should
be consumed each day to obtain an optimal
cost and still meet the dietary requirements?
Assignment : Construct the
LPP
1. A small manufacturer of photographic
products prepares two types of film
developers each day. Fine and Extra Fine,
using as the raw material solutions A and B.
Suppose that each quart of Fine contains 2
ounces of solution A and 1 ounce of solution
B, while each quart of Extra Fine contains 1
ounce of solution A and 2 ounces of solution
B. Suppose also that the profit of each quart
of Fine is $8 and that it is $10 on each quart
of Extra Fine. If the firm has 50 ounces of
solution A and 70 ounces of solution B
available each day, how many quarts of Fine
and how many quarts of Extra Fine should be
made each day to maximize the
profit?(Assuming that the shop can sell all
that it is made)
2. Mary has just been diagnosed as having a
cancer at a fairly advanced stage. Radiation
therapy was advised which involves using an
external beam treatment machine to pass
ionizing radiation through the patient’s body,
damaging both cancerous and healthy
tissues. Radiation therapy is to be designed
to select the combination of beams to be
used, the intensity of each one, to generate
the best possible dosage distribution.
Using the data below, find the dose (in
kilorad) at the entry point for beams 1 and 2
that will minimize the total dosage reaching
the healthy anatomy.
 Fraction of Fraction of Restriction
entry dose entry dose on total ave.
absorbed by absorbed by dosage,
the area the area kilorads
Beam 1 Beam 2

Healthy 0.4 0.5 minimize

anatomy
Critical 0.3 0.1 At most 2.7
tissues
Tumor region 0.5 0.5 Equal to 6

Center of 0.6 0.4 At least 6

tumor
3. The Primo Insurance Company is
introducing two new product lines:
special risk insurance and mortgages. The
expected profit is $5 per unit on special
risk insurance and $2 per unit on
mortgages. The management wishes
to establish sales quotas for the new
product lines to maximize total expected
profit. The work requirements are as
follows:
 Department Work hours per unit Available
Work Hours
Special Risk Mortgage
Underwriting 3 2 2400
Administration 0 1 800
Claims 2 0 1200

Formulate a linear programming model for this.

Definitions
A function f(x1, x2, . . ., xn) is a linear function
if and only if for some set of constraints c1,
c2, . . ., cn, f(x1, x2, . . ., xn) = c1x1+ c2x2 + . . .+
cnxn.
For any linear function f(x1, x2, . . ., xn) and
any number b, the inequalities f(x1, x2, . . .,
xn) ≤ b and f(x1, x2, . . ., xn) ≥ b are linear
inequalities.
For a maximization problem, an optimal
solution to an LP is a point in the feasible
region with the largest objective function
value. Similarly, for a minimization problem,
an optimal solution is a point in the feasible
region with the smallest objective value.
Geometry of Solutions
For a solution to an LPP to exist, it must
satisfy the following :
• it must be simply connected
• it must be convex
Convex Set
•A set of points S is a convex set if the line
segment joining any pair of points in S is
wholly contained in S.
•For any convex set S, a point P in S is an
extreme point if each line segment that lies
completely in S and contains the point P has
P as an endpoint of the line segment.
Graphical Solution
Ex. Max z = 3x1 + 2x2
Subject to 2x1+ x2 ≤ 100
x1+ x2 ≤ 80
x1 ≤ 40
x1 ≥ 0
x2 ≥ 0
Find the solution set of the constraints.
Determine the extreme points.
Compute the value of the objective function
at each of the extreme points.
Determine the optimal value.