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BBM 113: LINEAR PROGRAMMING
INTRODUCTION
• In Mathematics, linear programming is a method of optimising operations with some
constraints.
• The main objective of linear programming is to maximize or minimize the numerical
value.
• It consists of linear functions which are subjected to the constraints in the form of linear
equations or in the form of inequalities.
• Linear programming is considered an important technique that is used to find the
optimum resource utilisation.
• The term “linear programming” consists of two words as linear and programming. The
word “linear” defines the relationship between multiple variables with degree one.
• The word “programming” defines the process of selecting the best solution from various
alternatives.
• Linear Programming is widely used in Mathematics and some other fields such as
economics, business, telecommunication, and manufacturing fields.
What is Linear Programming?
• Linear programming (LP) or Linear Optimisation may be defined as the problem of
maximizing or minimizing a linear function that is subjected to linear constraints.
• The constraints may be equalities or inequalities.
• The optimisation problems involve the calculation of profit and loss.
• Linear programming problems are an important class of optimisation problems, that
helps to find the feasible region and optimise the solution in order to have the highest or
lowest value of the function.
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• Linear programming is the method of considering different inequalities relevant to a
situation and calculating the best value that is required to be obtained in those conditions.
• Some of the assumptions taken while working with linear programming are:
i. The number of constraints should be expressed in the quantitative terms
ii. The relationship between the constraints and the objective function should be linear
iii. The linear function (i.e., objective function) is to be optimised
Components of Linear Programming
The basic components of the LP are:
• Decision Variables
• Constraints
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• Data
• Objective Functions
Characteristics of Linear Programming
The following are the five characteristics of the linear programming problem:
• Constraints – The limitations should be expressed in the mathematical form, regarding
the resource.
• Objective Function – In a problem, the objective function should be specified in a
quantitative way.
• Linearity – The relationship between two or more variables in the function must be
linear. That is, the degree of the variable is one.
• Finiteness – There should be finite and infinite input and output numbers. If the function
has infinite factors, the optimal solution is not feasible.
• Non-negativity – The variable value should be positive or zero. It should not be a
negative value.
• Decision Variables – The decision variable will decide the output. It gives the ultimate
solution of the problem. For any problem, the first step is to identify the decision
variables.
Methods to Solve Linear Programming Problems
• The linear programming problem can be solved using different methods, these include;
• graphical method,
• simplex method, or
• using tools such as R, open solver etc.
Linear Programming Simplex Method
• The simplex method is an iterative process to get the feasible optimal solution.
• In this method, the value of the basic variable keeps transforming to obtain the maximum
value for the objective function. The algorithm for linear programming simplex method is
as follows:
• Step 1: Establish a given problem. (i.e.,) write the inequality constraints and objective
function.
• Step 2: Convert the given inequalities to equations by adding the slack variable to each
inequality expression.
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• Step 3: Create the initial simplex tableau. Write the objective function at the bottom row.
Here, each inequality constraint appears in its own row. Now, we can represent the
problem in the form of an augmented matrix, which is called the initial simplex tableau.
• Step 4: Identify the greatest negative entry in the bottom row, which helps to identify the
pivot column.
• The greatest negative entry in the bottom row defines the largest coefficient in the
objective function, which will help us to increase the value of the objective function as
fastest as possible.
• Step 5: Compute the quotients.
• To calculate the quotient, we need to divide the entries in the far right column by the
entries in the first column, excluding the bottom row.
• The smallest quotient identifies the row.
• The row identified in this step and the element identified in the step will be taken as the
pivot element.
• Step 6: Carry out pivoting to make all other entries in column is zero.
• Step 7: If there are no negative entries in the bottom row, end the process. Otherwise,
start from step 4.
• Step 8: Finally, determine the solution associated with the final simplex tableau.
Graphical Method
• The graphical method is used to optimize the two-variable linear programming.
• If the problem has two decision variables, a graphical method is the best method to find
the optimal solution.
• In this method,
i. The set of inequalities are subjected to constraints.
ii. Then the inequalities are plotted in the XY plane.
iii. The intersecting region will help to decide the feasible region.
iv. The feasible region will provide the optimal solution as well as explains what all values
our model can take.
Example 1:
• Calculate the maximal and minimal value of z = 5x + 3y for the following constraints.
• x + 2y ≤ 14
• 3x – y ≥ 0
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• x–y≤2
Solution to Example 1
• The three inequalities indicate the constraints. The area of the plane that will be marked is
the feasible region.
• The optimisation equation (z) = 5x + 3y.
• Find the (x,y) corner points that give the largest and smallest values of z.
• To begin with, first solve each inequality.
• For x + 2y ≤ 14 ⇒
• 2y ≤ -x + 14
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• y ≤ - x + 14
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• Get 2 or 3 coordinates that satisfy the equation, then plot on a graph and draw the
(continuous) line
• For 3x – y ≥ 0 ⇒
• -y ≥ 0 – 3x
• y ≤ 3x
• Get 2 or 3 coordinates that satisfy the equation, then plot on graph on the same axes and
draw the (continuous) line
• y≥x–2
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• plot graph on the same axes and draw the (continuous) line
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Now pair the lines to form a system of linear equations to find the corner points.
y = -(½) x + 7
y = 3x
Solving the above equations, we get the corner points as (2, 6)
• y = -1/2 x + 7
• y=x–2
• Solving the above equations, we get the corner points as (6, 4)
Finding the optimum solution
• For linear systems, the maximum and minimum values of the optimisation equation lie on
the corners of the feasibility region.
• Therefore, to find the optimum solution, you only need to plug these three points in z =
3x + 4y
(2, 6) :
z = 5(2) + 3(6) = 10 + 18 = 28
(6, 4):
z = 5(6) + 3(4) = 30 + 12 = 42
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• (–1, –3):
• z = 5(-1) + 3(-3) = -5 -9 = -14
Hence, the maximum of z = 42 lies at (6, 4)
and the minimum of z = -14 lies at (-1, -3)
Linear Programming Applications
• A real-time example would be considering the limitations of labours and materials and
finding the best production levels for maximum profit in particular circumstances. It is
part of a vital area of mathematics known as optimisation techniques. The applications of
LP in some other fields are
• Engineering – It solves design and manufacturing problems as it is helpful for doing
shape optimisation
• Efficient Manufacturing – To maximise profit, companies use linear expressions
• Energy Industry – It provides methods to optimise the electric power system.
• Transportation Optimisation – For cost and time efficiency.
