NAME: PRASHASTAA JAIN

CLASS: XII-A

UNIQUE ID: 7562926

ISC MATHEMATICS PROJECT

2023-2024
 TOPIC:

LINEAR PROGRAMMING PROBLEM

 INTRODUCTION
Linear programming is a technique for determining an optimum
schedule of interdependent activities in view of the available
resources. Programming is just another word for 'planning' and refers
to the process of determining a particular plan of action from amongst
several alternatives.
Linear programming applies to optimization models in which
objective and constraint functions are strictly linear. The technique is
used in a wide range of applications, including agriculture, industry,
transportation, economics, health systems and social sciences and the
military. It also boasts efficient computational algorithms for
problems with thousands of constraints and variables. Indeed, because
of its tremendous computational efficiency, linear programming forms
the backbone of the solution algorithms for other operative research
models, including integer, stochastic and non-linear programming.
The graphical solution provides insight into the development of the
general algebraic simplex method. It also gives concrete ideas for the
development and interpretation of sensitivity analysis in linear
programming.
The word 'linear' means the relationships handled are those
represented by straight lines, i.e. the relationships are of the form
y = a + bx and the word 'programming' means taking decisions
systematically. Thus, linear programming is a decision making
technique under given constraints on the assumption that the
relationships amongst the variables representing different phenomena
happen to be linear.
A linear programming problem consists of three parts. First, there
objective function which is to be either maximized or minimized.
Second, there is a set of linear constraints which contains the
technical specifications of the problems in relation to the given
resources or requirements. Third, there is a set of non negativity
constraints - since negative production has no physical counterpart.
AIM OF THE PROJECT:
• To find and know more about the importance and uses of linear
programming.
• To formulate a linear programming problem and solve in
simplex method and dual problem.

DATA COLLECTION
Linear programming is a method to achieve the best outcome in a
mathematical model with linear relationships. It involves
optimizing (minimizing or maximizing) a linear objective function
subject to a set of linear equality and inequality constraints.
CHARACTERISTICS:
• Linearity: All the mathematical relationships in a linear
programming problem are linear. This means that the
objective function and constraints are all linear equations or
inequalities. Variables are raised only to the first power, and
there are no products or divisions of variables.
• Additivity: The contributions of individual variables to the
objective function and constraints are additive. This means
that the total contribution is the sum of the individual
contributions of the variables.
• Divisibility: Variables can take any real value within a
feasible solution. This implies that fractional values of
variables are meaningful and allowed, making the solutions
more practical and realistic in many real-world applications.
• Non-negativity: Variables cannot take negative values in the
feasible solution space. This constraint reflects the real-world
interpretation of variables as quantities that cannot have
negative values.
• Feasibility: Feasible solutions are the ones that meet all the
requirements and do not violate any constraints.
 USES:

Linear programming (LP) has a wide range of applications in various

fields due to its ability to efficiently solve optimization problems.
Some common uses of linear programming include:

• Supply Chain Management: LP is used for optimizing

transportation, distribution, and production schedules to
minimize costs and maximize efficiency in supply chain
operations.
• Operations Research: LP is extensively used in operations
research to optimize processes and decision-making in areas
such as production planning, inventory management, and
resource allocation.
• Finance: LP is applied in portfolio optimization to maximize
returns on investments given certain constraints. It's also used
in financial planning, budgeting, and risk management.
• Manufacturing: LP helps in optimizing production
schedules, workforce allocation, and resource utilization,
leading to reduced costs and improved productivity.
• Telecommunications: LP is used in network optimization,
such as routing data packets or optimizing the placement of
cell towers to minimize costs and maximize coverage.
• Agriculture: LP is applied in crop planning, animal feed
formulation, and farm management to maximize yields and
profits while minimizing costs.
• Healthcare: LP is used for hospital resource allocation, staff
scheduling, and facility planning, ensuring optimal utilization
of resources and minimizing wait times.
• Marketing: LP aids in media selection, marketing campaign
optimization, and customer segmentation, helping companies
allocate their resources effectively for maximum impact.
• Environmental Management: LP is used in waste
management, pollution control, and natural resource
allocation, helping to minimize negative environmental
impacts.
ADVANTAGES OF LINEAR PROGRAMMING:

• Optimal Solutions: Linear programming provides methods to

find the best solution to a problem from all feasible solutions,
either maximizing or minimizing the objective function.

• Efficiency: LP algorithms are efficient and can handle large-

scale problems with numerous variables and constraints, making
them suitable for complex real-world applications.

• Flexibility: LP can be adapted to various problem types,

including maximization, minimization, and even mixed-integer
programming problems, enhancing its versatility.

• Mathematical Rigor: Linear programming problems have a

well-defined mathematical structure, allowing for rigorous
analysis and precise modeling of real-world situations.

• Sensitivity Analysis: LP allows for sensitivity analysis,

enabling decision-makers to assess the impact of changes in
problem parameters, helping them make informed decisions in
dynamic environments.

• Resource Optimization: LP helps optimize the allocation of

resources such as manpower, materials, and money, leading to
cost savings and efficient resource utilization.

• Improved Decision Making: By providing quantitative insights

and optimal solutions, LP aids decision-makers in making data-
driven and informed decisions, reducing the reliance on intuition
or trial-and-error methods.

• Scenario Analysis: LP models can be used to analyze different

scenarios by changing input parameters, allowing decision-
makers to evaluate various options and make strategic decisions
based on different conditions.
 • Supports Complex Constraints: LP can handle multiple
constraints and constraints of different types, allowing for the
modeling of intricate real-world situations with numerous
limitations.

DEFINITION OF TERMS:

• Basic solution: There are instances where number of unknowns

(p) are more than the number of linear equations (q) available.
In such cases we assign zero values to all surplus unknowns.
There will be (p-q) such unknowns. With these values we solve
'q' equations and get values of q' unknowns. Such solutions are
called Basic Solutions.
• Basic variables: The variable whose value is obtained from the
basic solution is called basic variable.
• Non-basic variables: The variables whose value are assumed as
zero in basic solutions are called non-basic variables.
• Solution: A solution to a L.P.P is the set of values of the
variables which satisfies the set of constraints for the problem.
• Feasible solution: A feasible solution to a L.P.P the set of
values of variables which satisfies the set of constraints as well
as the non-negative constraints of the problem.
• Basic feasible solution: A feasible solution to a L.P.P in which
the vectors associated with the non-zero variables are linearly
independent is called basic feasible solution
• Note: Linearly independent: variables x1, *3, *3........ are said to
be linearly independent if kix +k2x2+.........+knx, =0, implying
k=0, k2=0, ......
• Optimum (optimal) solution: A feasible solution of a L.P.P is
said to be the optimum solution if it also optimizes the objective
function of the problem.
• Slack variables: Linear equations are solved through equality
form of equations.
Normally, constraints are given in the "less than or equal" (5) form.
In such cases, we add appropriate variables to make it an "equality"
(=) equation. These variables added to the constraints to make it an
 equality equation in L.P.P is called stack variables and is often
denoted by the letter 'S'.
Eg: 2x1 + 3x2 ≤ 500
2x1 + 3x2 + S1 = 500, where S, is the slack variable
• Surplus variables: Sometime, constraints are given in the "more
than or equal"
(2) form. In such cases we subtract an approximate variable to
make it into
"equality" (=) form. Hence variables subtracted from the
constraints to make it an equality equation in L.P.P is called
surplus variables and often denoted by the letter 's'.
Eg: 3x1 + 4x2 ≥ 100
3X1 + 4x2 - S2 = 0,
where S2 is the surplus variable.
• Artificial variable: Artificial variables are fictitious variables.
These are introduced to help computation and solution of equations
in L.P.P. There are used when constraints are given in (2) "greater
than equal" form. As discussed, surplus variables are subtracted in
such cases to convert inequality to equality form. In certain cases,
even after introducing surplus variables, the simplex tableau may
not contain an 'Identity matrix' or unit vector. Thus, in a L.P.P
artificial variables are introduced in order to get a unit vector in the
simplex tableau to get feasible solution. Normally, artificial
variables are represented by the letter 'A'.
• Big-M-method: Problems where artificial variables are
introduced can be solved by two methods viz.
• Big-M-method and
• Two phase method.
Big-M-method is modified simplex method for solving L.P.P when
high penalty cost (or profit) has been assigned to the artificial
variable in the objective function. This method is applicable for
minimizing and maximizing problems.
• Two Phase method: L.P.P where artificial variables are
added can be solved by two phase method. This is a modified
simplex method. Here the solution takes place in two phases
as follows:
 • Phase 1 - Basic Feasible solution: Here, simplex method is
applied to a specially constricted L.P.P called Auxiliary L.P.P and
obtain basic feasible solution.
• Phase II - Optimum Basic solution: From basic feasible solution,
obtain optimum feasible solution.
• Simplex Tableau: This is a table prepared to show and enter
the values obtained for basic variables at each stage of
Iteration. This is the derived values at each stage of
calculation.

Optimum cost in manufacturing problems:

CASE STUDY 1: Production planning in a manufacturing
company

Consider a manufacturing company that produces two types of

products: Product A and Product B. The company has limited
resources for production, including raw materials, labour, and
machine hours. The goal is to determine the optimal production
quantities of Product A and Product B to maximise profit while
considering the constraints on resources.

Objective:

Maximize profit (revenue from sales minus production costs).

Decision Variables:

Let x1 be the quantity of product A to be produced.

Let x2 be the quantity of product B to be produced.

Constraints:

1) Raw material constraint: 3x1+2x2<=2400 units of raw material

available
 2) Labor Constraint: 2x1+4x2<=3200 labour hours available
3) Machine Hours Constraint: x1+2x2<=1600 machine hours
available
4) Non-negativity Constraint: x1>=0, x2>=0

Objective Function:

Maximise Z=5x1+4x2, where 5 is the profit per unit of Product A and

4 is the profit per unit of Product B.

Case Study 2: Transportation Problem in supply Chain

Management:

Consider a company with multiple factories producing goods and

several warehouses where these goods need to be delivered. The goal
is to minimize the transportation cost from factories to warehouses,
considering the supply and demand constraints.

Objective:

Minimize transportation cost.

Decision Variables:

Let xij represent the quantity of goods transported from Factory i to

Warehouse j.

Constraints:

1) Supply Constraints: ∑j xij <= Supply for all factories i.

2) Demand Constraints: ∑i xij >= Demand for all warehouse j.
3) Non-negativity Constraint: xij>=0 for all i,j.

Objective Function:

Minimize Z=∑i∑j Transportation Costij x xij, where Transportation

Costij represents the cost of transporting goods from Factory i to
Warehouse j.
Diet Problem using LPP:
Q1) A diet is to contain at least 80 units of vitamin A and 100
units of minerals. Two foods F1and F2 are available. Food F1
costs Rs 4 per unit food and F2 costs Rs 6 per unit. One unit
of food F1 contains 3 units of vitamin A and 4 units of
minerals. One unit of food F2 contains 6 units of vitamin A
and 3 units of minerals. Formulate this as a linear
programming problem. Find the minimum cost for diet that
consists of mixture of these two foods and also meets the
minimal nutritional requirements?
Solution:
Let the diet contain x units of food F1 and y units of food F2.
Therefore,

x ≥ 0 and y ≥ 0

The given information can be compiled in a table as follow:

The cost of food F1 is Rs 4 per unit and of Food F2 is Rs 6 per unit.

Therefore, the constraints are:

3x + 6y ≥ 80

4x + 3y ≥ 100
x, y ≥ 0

Total cost of the diet, Z = 4x + 6y

The mathematical formulation of the given problem is

Minimise Z = 4x + 6y … (1)

subject to the constraints,

3x + 6y ≥ 80 … (2)

4x + 3y ≥ 100 … (3)

x, y ≥ 0 … (4)

The feasible region determined by the constraints is as follows.

It can be seen that the feasible region is unbounded.

The corner points of the feasible region are A(8/3,0), B(2,1/2) and
C(0,11/2)

The corner points are A(80/3,0), B(24,4/3) and C(0,100/3)

The values of Z at these corner points are as follows:

As the feasible region is unbounded, therefore, 104 may or may not

be the minimum value of Z.

For this, we draw a graph of the inequality, 4x + 6y < 104 or 2x + 3y

< 52, and check whether the resulting half plane has points in
common with the feasible region or not.

It can be seen that the feasible region has no common point with 2x +
3y < 52

Therefore, the minimum cost of the mixture will be Rs 104.

Q2) A dietician wishes to mix two types of foods in such a
way that vitamin contents of the mixture contain atleast 8
units of vitamin A and 10 units of vitamin C. Food I contains
2 units/kg of vitamin A and 1 unit/kg of vitamin C. Food II
contains 1 unit/kg of vitamin A and 2 units/kg of vitamin C. It
costs Rs 50 per kg to purchase Food I and
Rs70 per kg to purchase Food II. Formulate this problem as a
linear programming problem to minimise the cost of such a
mixture.

Solution:
Let the mixture contain x kg of Food I and y kg of Food II. Clearly,
x≥0,y≥0. We make the following table from the given data:

Since the mixture must contain at least 8 units of vitamin A and 10

units of vitamin C, we have the constraints:

2x+y≥8x+2y≥10 Total cost Z of purchasing xkg of food I and y kg of

Food II is Z=50x70y Hence, the mathematical formulation of the
problem is:

Minimise Z=50x+70y...(1)subject to the constraints :

2x+y≥8...(2)
x+2y≥10...(3)

x,y≥0...(4)

Let us the graph the inequalities (2)to (4) The feasible region
determined by the system is shown in the Fig. Here again, observe
that the feasible region is unbounded. Let us evaluate Z at the corner
points A(0,8),B(2,4)and C(10,0)

In the table, we find that smallest value of Z is 380 at the point (2,4).
The feasible region is unbounded. Therefore, we have to draw the
graph of the inequality 50x+70y<380 i.e., 5x+7y<38 to check whether
the resulting open half plane has any point common with the feasible
region. From the Fig, we see that it has no points in common.

Thus, the minimum value of Z is 380 attained at the point (2,4).

Hence, the optimal mixing strategy for the dietician would be to mix 2
kg of Food I and 4kg of Food II, and with this strategy, the minimum
cost of the mixture will be Rs.380.
Transportation Problems:
A transportation problem is a type of Linear Programming Problem
(LPP) in which items are carried from a set of sources to a set of
destinations based on the supply and demand of the sources and
destinations, with the goal of minimizing the total transportation cost.

Q1) There are two factories located one at place P and the other at
place Q. From these locations, a certain commodity is to be delivered
to each of the three depots situated at A, B and C. The weekly
requirements of the depots are respectively 5, 5 and 4 units of the
commodity while the production capacity of the factories at P and Q
are respectively 8 and 6 units. The cost of transportation per unit is
given below:

How many units should be transported from each factory to each

depot in order that the transportation cost is minimum. What will be
the minimum transportation cost?

Solution:

Since number of units transported to each depot must be greater than

or equal to zero -:

x≥0, y≥0
As we need to minimize the cost of transportation,

Hence the function used is minimize Z.

Total transportation cost will be

Z=160 x+ 100y + 150 [8-x+y] +500 (5-x) +120 (5-y) + 100 (x + y - 4)

Z = 10 x - 70y + 1900

Combining all constraints:

Min, Z = 10x - 70y + 1900

Subject to constraints :

x+ y≤8

x≤5

y≤ 5

x+y≥4 x≥0, y≥0

Minimum cost: Rs.1550

LPP problem using Graphical representation:

Q) Minimize Z = 200 x + 500 y
subject to the constraints:
x + 2y ≥ 10
3x + 4y ≤ 24
x ≥ 0, y ≥ 0
Solution:
Given objective function is:
Minimize Z = 200 x + 500 y ….(i)
Constraints are:
x + 2y ≥ 10 ….(ii)
3x + 4y ≤ 24 ….(iii)
x ≥ 0, y ≥ 0 ….(iv)
The graph of these inequalities is:

The shaded region in the figure (above graph) is the feasible region
ABC determined by the system of constraints (ii), (iii) and (iv), which
is bounded.
The coordinates of corner points of this (feasible or shaded) region
say A, B and C are (0, 5), (4, 3) and (0, 6) respectively.
Now, let us evaluate the value of Z = 200x + 500y at these points.

Hence, the minimum value of Z is 2300 at the point (4, 3).

Problem on manufacturing:
Question 1: A manufacturing company makes two models A and B
of a product. Each piece of Model A requires 9 labour hours for
fabricating and 1 labour hour for finishing. Each piece of Model B
requires 12 labour hours for fabricating and 3 labour hours for
finishing. For fabricating and finishing, the maximum labour hours
available are 180 and 30 respectively. The company makes a profit of
Rs 8000 on each piece of model A and Rs 12000 on each piece of
Model B. How many pieces of Model A and Model B should be
manufactured per week to realise a maximum profit? What is the
maximum profit per week? Corner Point Z = 10500x + 9000y O(0, 0)
0 A(40, 0) 420000 B(30, 20) 495000 C(0,50) 450000
Solution:
Suppose x is the number of pieces of Model A and y is the number of
pieces of Model B. Then
Total profit (in Rs) = 8000 x + 12000 y Let Z = 8000 x + 12000 y
We now have the following mathematical model for the given
problem.
Maximise Z = 8000 x + 12000 y ... (1)
subject to the constraints:
9x + 12y ≤ 180 (Fabricating constraint) i.e. 3x + 4y ≤60 ... (2)
x+ 3y ≤ 30 (Finishing constraint) ... (3)
×≥ 0, y≥0 (non-negative constraint) ... (4)
Graphical representation:

Let us evaluate the objective function Z at each corner point as shown

below:

We find that maximum value of Z is 1,68,000 at B (12, 6). Hence, the

company should produce 12 pieces of Model A and 6 pieces of Model
B to realise maximum profit and maximum profit then will be Rs
1,68,000.
Limitations of LPP:
• It is not simple to specify the constraints even after the
determination of a given function. Specifying constraints is
difficult

• There is a possibility that both functions are linear.

• Determining the given function mathematically in a linear

programming problem is quite difficult.

• While solving a linear programming problem, the main

problem is to determine the coefficient values at each step.

• The assumptions made are not real since they are taken based
on the elements in the given situation.

• The solutions obtained can be real numbers all the time.

• When the objective function is determined, it is not easy to

find social, institutional, and other constraints.
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