Operations Research

for Managers
Linear Programming
Problem (L.P.P.)
SELF LEARNING MATERIAL

SEM - II (207)

MBA
UNIT-2 LINEAR PROGRAMMING PROBLEM (L.P.P.)
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 TABLE OF CONTENTS

2.1 Introduction
2.2 Definition and Components of LPP
2.3 Formation of LPP
2.4 Solution of LPP by Graphical Method
2.5 Examples of Maximization and Minimization
2.6 Examples on Mixed Constraints
2.7 Special cases in LPP: Alternative or Multiple Optimal Solutions
2.8 Let’s Sum Up
2.9 Case Study
2.10 Terminal Questions
2.11 Answers
2.12 Assignment
2.13 References

Learning Objectives
• To understand the definition and components of LPP.
• To examine the Formation of LPP and solution of LPP by graphical method.
• To discuss the examples on maximization and minimization, and on mixed
constraints.
• To identify the special cases in LPP that is the alternative or multiple optimal
solutions.
 NOTES

2.1
Introduction
A linear expression must be maximized or minimized while taking into account
a set of linear restrictions. This is the goal of the mathematical optimization
technique known as linear programming. Finding the optimal result in a
mathematical model that has linear relationships as representations is the
basic tenet of linear programming.

In the realm of linear programming, the simplex method stands out as a widely
used algorithm for solving complex problems with numerous variables and
constraints. Developed by George Dantzig in the 1940s, the simplex method
systematically navigates through feasible solutions until it converges to the
optimal one. This iterative process ensures efficiency in finding the best
possible outcome while adhering to the specified constraints.

An objective function, a set of constraints, and decision variables are the

fundamental components of a linear programming problem. Decision
variables are the amounts that must be ascertained in order to arrive at
the best possible outcome. The objective function is a linear equation
representing the goal, whether it’s maximizing profit, minimizing cost, or
another measurable criterion. Constraints, on the other hand, restrict the
values the decision variables can take, adding a layer of realism to the
problem.

01
 NOTES

Fig 1: Linear Programming Problem

In practical terms, linear programming finds applications in various fields,

such as finance, manufacturing, transportation, and resource allocation.
Businesses often employ linear programming to optimize their operations,
making decisions that lead to the most efficient and cost-effective outcomes.
The process of solving a linear programming problem typically involves
graphical methods or advanced algorithms, such as the simplex method. The
graphical approach allows for a visual representation of the feasible region—
the set of all possible solutions that satisfy the constraints. As the number
of variables and constraints increases, algorithms become more efficient
in finding optimal solutions. This analysis enables decision-makers to adapt
to dynamic environments, making linear programming a valuable tool for
strategic planning and adaptability in the face of uncertainty.
In summary, linear programming serves as a robust methodology for optimization,
offering a systematic approach to decision-making in diverse fields. From its
foundational principles to advanced algorithms like the simplex method and the
versatility of sensitivity analysis, linear programming continues to play a pivotal
role in shaping efficient and effective strategies across various industries.

2.2
Definition and Components of LPP
LPP typically stands for “Linear Programming Problem. It describes an optimization
method in mathematics where the objective is to maximize or minimize an objective
function (linear expression) within a set of linear constraints. Linear programming is
widely used in various fields, such as operations research, finance, manufacturing,
and resource allocation, to make decisions that lead to the most efficient and
02
cost-effective outcomes. The basic components of a linear programming problem
include decision variables, an objective function, and constraints, and solutions
NOTES
can be found through graphical methods or advanced algorithms like the simplex
method.

Definition:
Linear programming problems are characterized by their reliance on linear
relationships, both in the objective function and the constraints. The decision
variables represent the quantities to be determined, and these linear relationships
ensure that the mathematical model remains tractable. The objective function
reflects the goal, whether it’s maximizing profit, minimizing cost, or achieving
some other measurable outcome. Constraints, on the other hand, mirror real-world
limitations and restrictions, adding a layer of practicality to the optimization process.

One key feature of linear programming is its versatility in addressing a wide range of
problems. Whether optimizing production processes in manufacturing, managing
resources in supply chain logistics, or allocating funds in financial planning, linear
programming provides a systematic and efficient framework for decision-making.
Its applications extend beyond traditional business domains, finding utility in areas
like agriculture, telecommunications, and even environmental management,
showcasing its adaptability and effectiveness in solving complex real-world
challenges.

Here are some definitions of Linear Programming Problem by different

authors:

Linear Programming is a mathematical method for optimizing a linear objective

function subject to linear equality and inequality constraints.
George Dantzig

Linear Programming is a method for finding the best outcome in a mathematical

model characterized by linear relationships and constraints.
Mukund N. Thapa

LPP is a mathematical optimization technique where the goal is to optimize a

linear function subject to linear constraints, with applications in various decision-
making scenarios.
Jon Lee

Components of LPP:
STUDY NOTE
Linear Programming Problem (LPP) is a powerful
mathematical technique designed for optimization, Studies report billions
and its efficacy lies in the careful consideration of of dollars saved
various interrelated components. annually through LP
applications in logistics,
At the core of an LPP are the decision variables, transportation, and
representing the unknown quantities that decision- manufacturing.
makers seek to determine. These variables are
03
 NOTES intricately linked to the objective function, a linear expression that encapsulates
the optimization goal, whether it be to maximize profits, minimize costs, or achieve
another defined objective.
The formulation of constraints is equally pivotal, representing the limitations and
boundaries within which decision variables must operate. These constraints,
expressed as linear relationships, shape the feasible region—the set of all viable
solutions.
The linearity of both the objective function and constraints is a fundamental
characteristic, ensuring the applicability of efficient mathematical methods for solution.
The feasible region, defined by the intersection of constraints, lays the groundwork
for identifying the optimal solution—a combination of decision variable values that
best achieves the specified objective while adhering to all constraints. Additionally,
the inclusion of non-negativity constraints, a standard assumption in many LPPs,
further refines the model by stipulating that decision variables cannot assume
negative values.
Collectively, these components form the building blocks of a well-structured LPP,
providing a systematic framework for solving complex optimization problems
across various domains. Let’s delve into each component of a Linear Programming
Problem (LPP) in more detail:

Decision Objective Linear

Constraints
Variables (X) Function (Z) Relationships

Non-negativity
Feasible Region Optimal Solution
Constraints

Fig 2: Components of LPP

1. Decision Variables (X): These are the unknowns or variables that represent
the quantities a decision-maker wants to determine. In production planning,
for example, decision variables could be the quantities of different products to
manufacture or the number of resources to allocate.
2. Objective Function (Z): It is a linear equation representing the goal of the
optimization problem. In the context of a manufacturing company, the
objective might be to maximize profit or minimize costs. The objective function
is a mathematical expression involving decision variables, with coefficients
indicating their impact on the goal.
3. Constraints: Constraints are mathematical expressions that limit the feasible
values for the decision variables. For instance, resource constraints could
restrict the total hours of labor or the availability of raw materials. Constraints
ensure that the solution lies within the practical boundaries of the problem.
4. Linear Relationships: Linearity is a fundamental characteristic of both the
objective function and constraints. This linearity ensures that the problem can
be solved using efficient mathematical methods like the simplex method. Non-
linearities complicate the solution process significantly.
04
5. Feasible Region: The feasible region is the intersection of all the constraints,
defining the set of feasible solutions. It is the region in which all decision
NOTES
variable values simultaneously satisfy the given constraints. The feasible region
is crucial for identifying the range within which the optimal solution lies.
6. Optimal Solution: The optimal solution represents the values for decision
variables that either maximize or minimize the objective function while
satisfying all constraints. Optimization algorithms systematically explore the
feasible region to pinpoint the optimal solution, achieving the best outcome
according to the defined objective.
7. Non-negativity Constraints: The assumption of non-negativity means that
decision variables cannot take negative values. This assumption aligns with real-
world scenarios where quantities produced or allocated cannot be negative.
Non-negativity constraints simplify the solution process and align with practical
considerations.

CHECK YOUR PROGRESS

1. Linear Programming Problem (LPP) is a _______________ mathematical
technique used for optimization, where the objective is to maximize or
minimize a linear expression subject to a set of _______________ constraints.
2. In Linear Programming, decision variables can assume negative values as
long as the overall objective is optimized.  [True/False]
3. The feasible region in an LPP is the _______________ of all possible
combinations of values for the decision variables that satisfy the given
_______________.

Activity
Students will conduct a research study that investigates the role and impact of
decision variables, constraints, and objective functions in linear programming
problems. Conduct extensive research and explore recent research papers and
articles that showcase the diverse applications and methodologies involving
decision variables, constraints, and objective functions in linear programming.
Gather insights into their approach to determining decision variables, formulating
constraints, and defining objective functions in their respective domains.

2.3
Formulation of LPP
The formulation of a Linear Programming Problem (LPP) involves systematically
defining its key components to create a mathematical model. Here’s a step-by-step
guide to formulating an LPP:
05
 NOTES Define Decision
Establish the
Specify
Objective Ensure Linearity
Variables (X) Constraints
Function (Z)

Formulate Specify the

Identify the Document the
Nonnegativity Optimization
Feasible Region Complete Model
Constraints Direction

Fig 3: Formulation of LPP

1. Define Decision Variables (X): Clearly

identify the decision variables, representing STUDY NOTE
the unknown quantities to be determined. Studies show a growing
For example, in production planning, decision emphasis on teaching
variables might be the quantities of different linear programming in
products to manufacture. educational institutions,
2. Establish the Objective Function (Z): with courses in
Develop the objective function, a linear operations research,
expression that quantifies the goal of the industrial engineering,
optimization. Whether maximizing profit or and related fields
minimizing costs, the objective function is including LPP as a key
a mathematical representation involving component.
decision variables and their coefficients.
3. Specify Constraints: Define the constraints
by expressing the limitations or restrictions on the decision variables. These
are linear relationships that decision variables must satisfy. For instance,
resource constraints could limit the total hours of labor or the availability of
raw materials.
4. Ensure Linearity: Confirm that both the objective function and constraints are
linear. Linearity is essential for employing efficient mathematical techniques
like the simplex method.
5. Formulate Non-negativity Constraints: Introduce non-negativity constraints,
assuming that decision variables cannot take negative values. This aligns with
practical scenarios where quantities produced or allocated cannot be negative.
6. Identify the Feasible Region: Find the feasible region, which is the collection of
all potential values for the decision variables that meet the specified restrictions.
It is the intersection of the solution space defined by the constraints.
7. Specify the Optimization Direction: Clearly state whether the objective is
to maximize or minimize the objective function. This guides the optimization
process toward the desired outcome.
8. Document the Complete Model: Compile all the elements into a
comprehensive mathematical model. This model serves as the foundation for
further analysis and solution.

06
The formulation of an LPP involves defining decision variables, establishing the
objective function and constraints, ensuring linearity, introducing non-negativity
NOTES
constraints, identifying the feasible region, specifying the optimization direction,
and documenting the complete mathematical model. This structured approach
facilitates efficient solution methods and effective decision-making.

Practical Question:
A corporation uses gold and silver to make two kinds of things, L and M. Type M
requires 1g of silver and 3g of gold per unit, while type L requires 4g of silver and
1g of gold. The company makes 9g of gold and 8g of silver. Assuming that a unit of
type L generates a profit of rupees 44 and a unit of type M generates rupees 55,
ascertain the quantity of each type that the company ought to manufacture in order
to optimize profits.

Answer:
Let Z be the profit function. The mathematical formulation of the given problem is

Max. Z = 44x + 55y

Subject to the constraints:

4x + y ≤ 8,
x + 3y ≤ 9, x ≥ 0, y ≥ 0.

CHECK YOUR PROGRESS

4. In the formulation of a Linear Programming Problem, the objective function
can only involve linear expressions of decision variables.  [True/False]
5. Non-negativity constraints in LPP imply that decision variables can take any
non-negative real values.  [True/False]
6. The feasible region is defined by the _______________ of the solution space
dictated by the given constraints in an LPP.

Activity
Students will debate the nuances of formulating Linear Programming Problems
(LPP), emphasizing the trade-offs between incorporating realistic details and
maintaining simplicity for practical applications. Briefly introduce the importance
of formulation in LPP and its impact on the effectiveness of optimization
models. Each student will present their formulated LPP, emphasizing the
reasoning behind their choices in decision variables, constraints, and objective
functions. Conclude the debate with a summary of key takeaways, highlighting
the importance of considering the context and objectives when formulating
LPP.

07
 NOTES 2.4
Solution of LPP by Graphical Method
The solution of a Linear Programming Problem
(LPP) by the graphical method involves visually STUDY NOTE
representing the constraints and objective Organizations surveyed
function on a graph to find the optimal solution. on their use of LPP may
Here’s a step-by-step guide to the graphical express the need for
solution method: dynamic optimization
1. Identify Decision Variables: Define the models that can
decision variables and determine their possible quickly adapt to market
ranges based on the problem context. changes.
2. Write the Objective Function: Formulate
the objective function in terms of decision
variables. Determine whether the goal is to maximize or minimize this function.
3. Express Constraints: Write down each constraint as a linear inequality involving
decision variables. For example, if aX+bY≤c, plot the corresponding line on the
graph.
4. Graph the Constraints: Plot each constraint on the graph, shading the feasible
region where all constraints intersect. This region represents the set of possible
solutions.

Identify Decision Variables

Write the Objective Function

Express Constraints

Graph the Constraints

Objective Function Line

Locate Optimal Solution

Check Corners of Feasible Region

Interpret the Solution

Fig 4: Step-by-step guide to Graphical Solution Method

08
5. Objective Function Line: Draw the objective function line on the same graph.
If maximizing, the line will be parallel to and just touch the outermost point
NOTES
of the feasible region. For minimization, it will be parallel and just touch the
innermost feasible point.
6. Locate Optimal Solution: The ideal solution is found at the point where the
feasible region and the objective function line intersect. The values of the
choice variables that maximize the objective function are represented by its
coordinates.
7. Check Corners of Feasible Region: If the feasible region is a polygon, evaluate
the objective function at each corner (intersection point of constraints) to verify
that the optimal solution has been identified.
8. Interpret the Solution: Once the optimal solution is found, interpret the
results in the context of the problem. This includes understanding the values
of decision variables and the corresponding optimized objective function value.

The graphical method provides an intuitive way to understand the solution space
and identify the optimal solution for simple linear programming problems. However,
it has limitations for complex problems with numerous variables and constraints,
where algebraic methods like the simplex method are more efficient.

Practical Question:
A corporation uses gold and silver to make two different kinds of things, P and Q.
Type P requires 4g of silver and 1g of gold per unit, whereas type Q requires 1g
of silver and 3g of gold per unit. The company makes 9g of gold and 8g of silver. If
type P units yield a profit of rupees 44 per unit and that

For type Q rupees 55, use the Simplex Method and Duality in Linear Programming
to calculate how many units of each kind the company should create in order to
maximize profit. What is the highest profit?

Solution:
Let y represent the number of type Q units to be manufactured and x represent the
number of type P units to be produced. It is assumed that:

Silver Gold Profit

Type P 4g 1g Rs.44/unit
Type Q 1g 3g Rs.55/unit
Available (at the most) 8g 9g

Let Z be the profit function. The mathematical formulation of the given problem is:

Max. Z = 44x + 55y

Subject to the constraints:

4x + y ≤ 8,
x + 3y ≤ 9,
x ≥ 0, y ≥ 0.
09
 NOTES First of all, we plot the graphs for the equations:
4x + y = 8,
x + 3y = 9,
x = 0, y = 0.

Since these equations are of straight lines, only two points are sufficient to plot the
graphs. For the line 4x + y = 8, we take the following two points:

X 0 2
Y 8 0

Similarly, for the line x + 3y = 9, we take

X 0 9
Y 3 0

Now, plotting the above lines,

Keep in mind that the y axis is x = 0, and the x axis is y = 0.

We enter (0, 0) in it to plot the inequality graph (4x + y ≤ 8). For 0 ≤ 8, this is a
genuine result. We will therefore shade in the direction of the origin, beginning
at line 4x + y ≤ 8. Likewise, concerning the graph x + 3y ≤ 9, we will slant in the
direction of the source. In the case of graph x ≥ 0, shading will be applied to the
right side of x = 0, and in the case of graph y ≥ 0, shading will occur above y = 0.

10
Consequently, the inequalities’ regions are displayed.
NOTES

The coordinates of A, B, and D are, as you can see in figure, (0, 0), (2, 0), and (0,
3), respectively.

Since point C is the intersection of the two lines that they represent, its coordinates
may be found by solving the equations 4x + y = 8 and x + 3y = 9. The answers to
the equations 4x + y = 8 and x + 3y = 9 is

x = 15/11 and y = 28/11.

Therefore, A(0,0), B(2,0), C(15/11, 28 /11), and D (0,3) are the vertices of ABCD.

We now obtain the values of Z = 44x + 55y at each of the vertices of ABCD as
follows:
At A (0,0) , Z = 44(0) + 55(0) = 0
At B(2,0) , Z = 44(2) + 55(0) = 88
At C(15 11 , 28 11 ) , Z = 44( 15/11 ) + 55(28/11 ) = 60 + 140 = 200
At D (0,3), Z = 44(0) + 55(3) = 165

Thus, the value of Z is maximum at C (15/11, 28/11) and the optimum solution is
Max.Z = 200 when x = 15/11 and y = 28/11.

CHECK YOUR PROGRESS

7. The graphical method is particularly effective for LPPs with a ______________
number of decision variables and constraints, where visualizing the feasible
region is more manageable.
8. In the graphical method of solving LPP, if the feasible region is unbounded, it
implies that the problem has no optimal solution.  [True/False]
9. In the graphical solution of LPP, the objective function line for minimization
will touch the ______________ point of the feasible region.

11
 NOTES Activity
Students will research the graphical method for solving Linear Programming
Problems (LPP), assessing its efficacy, identifying limitations, and exploring
modern adaptations or enhancements. Conduct comprehensive research
on historical and contemporary research regarding the graphical method in
linear programming. Examine research findings that highlight limitations or
challenges associated with the graphical method. This activity aims to provide
a comprehensive understanding of the current state of the graphical method
in solving LPPs, shedding light on its historical significance, contemporary
adaptations, and potential future directions.

2.5
Examples of Maximization and
Minimization
Maximization:
Maximization refers to the process of increasing STUDY NOTE
or optimizing a certain quantity or objective
Surveys conducted
to its highest possible value. In the context of
among business
linear programming, maximization is a common
executives often reveal
goal when formulating and solving optimization
that the use of LPP
problems.
for maximization (e.g.,
In linear programming, a maximization problem profit maximization) is
involves maximizing a linear objective function a common approach
subject to a set of linear constraints. The decision in strategic decision-
variables, which are the variables to be determined making.
in the optimization process, are adjusted to
achieve the maximum value of the objective
function while satisfying the given constraints.

The key steps in solving a maximization problem using linear programming include
defining decision variables, formulating the objective function and constraints, and
then applying mathematical methods or algorithms to identify the optimal values
for the decision variables that yield the maximum objective function value.

Maximization problems are prevalent in various fields and industries, ranging from
production planning and resource allocation to financial investments and project
management. The goal is to make optimal decisions that lead to the most favorable
outcomes within the constraints of the problem.

12
Example:
NOTES
Solve this LP problem using the graph way.
Maximize Z = 2x1 + x2
Subject to the constraints
(i) x1 + 2x2 ≤ 10, (ii) x1 + x2 ≤ 6,
(iii) x1 – x2 ≤ 2, (iv) x1 – 2x2 ≤ 1 and x1, x2 ≥ 0.

Solution:
Plot every constraint on a graph by first treating it like a linear equation. Then, as
seen in Fig., apply the inequality condition of each constraint to highlight the viable
zone by shading the area. It should be noticed that, for the negative values of x2,
we have not taken into account the region below the lines x1 – x2 = 2 and x1 – 2x2
= 1. The non-negativity criterion, x2 ≥ 0, is the reason behind this.

O = (0, 0), A = (1, 0), B = (3, 1), C = (4, 2), D = (2, 4), and E = (0, 5) are the
coordinates of the viable region’s extreme points. The table below displays the
objective function’s value at each of these extreme extremes.

Objective Function Value

Extreme Point Coordinates (x1, x2)
Z = 2x1 + x2
O (0,0) 2(0) + 1(0) = 0
A (1,0) 2(1) + 1(0) = 2
B (3,1) 2(3) + 1(1) = 7
C (4,2) 2(4) + 1(2) = 10
D (2,4) 2(2) + 1(4) = 8
E (0,5) 2(0) + 1(5) = 5

At the extreme point (4, 2), the objective function Z = 10 reaches its greatest value.
The following is therefore the best way to solve the above LP problem: x1 = 4,
x2 = 2, and Max Z = 10.
13
 NOTES Minimization:
Minimization refers to the process of reducing or optimizing a certain quantity
or objective to its lowest possible value. In the context of linear programming,
minimization is a common goal when formulating and solving optimization problems.
A minimization issue in linear programming entails minimizing a linear objective
function while taking into account a set of linear constraints. The decision variables,
which are the variables to be determined in the optimization process, are adjusted
to achieve the minimum value of the objective function while satisfying the given
constraints.
The key steps in solving a minimization problem using linear programming include
defining decision variables, formulating the objective function and constraints, and
then applying mathematical methods or algorithms to identify the optimal values
for the decision variables that yield the minimum objective function value.
Minimization problems are encountered in various fields and industries, ranging
from cost optimization in manufacturing and transportation to minimizing risks in
financial investments or project scheduling. The goal is to make optimal decisions
that lead to the most favorable outcomes within the constraints of the problem,
emphasizing efficiency and cost-effectiveness.

Example:
Solve this LP problem using the graph way.
Minimize Z = 3x1 + 2x2

Subject to the constraints

(i) 5x1 + x2 ≥ 10, (ii) x1 + x2 ≥ 6,
(iii) x1 + 4x2 ≥ 12 and x1, x2 ≥ 0.

As illustrated in Fig., utilize the inequality condition of each constraint to identify

the feasible zone by shading it in. The extreme points A, B, C, and D form the lower
boundary of this region.

14
The viable region’s extreme points, which are bounded from below, have the
following coordinates: A = (12, 0), B = (4, 2), C = (1, 5), and D = (0, 10). Table
NOTES
displays the objective function’s value at each of these extreme extremes.

Objective Function Value

Extreme Point Coordinates (x1, x2)
Z = 3x1 + 2x2
A (12,0) 3(12) + 2(0) = 36
B (4,2) 3(4) + 2(2) = 16
C (1,5) 3(1) + 2(5) = 13
D (0,10) 3(0) + 2(10) = 20

At the extreme point C (1, 5), the objective function Z = 13 has its minimal (optimal)
value. The following is therefore the best way to solve the above LP problem: x1 = 1,
x2 = 5, and Min Z = 13.

CHECK YOUR PROGRESS

10. In a maximization problem, the goal is to minimize the objective function
value.  [True/False]
11. Minimization in linear programming refers to the process of maximizing a
certain quantity or objective.  [True/False]
12. Minimization in linear programming involves reducing a certain quantity or
objective to its ______________ possible value.

Activity
Prepare a presentation summarizing the findings from the research. Include
examples of maximization and minimization problems in fields such as economics,
operations research, finance, engineering, and logistics. Discuss how different
constraints and objectives are modeled in these problems. Highlight examples
or applications where solving maximization or minimization problems has
significant real-world impact.

2.6
Examples on Mixed Constraints
Mixed constraints in optimization problems refer to scenarios where a combination
of different types of constraints is present. In the context of linear programming,
mixed constraints may include both equality and inequality constraints. These
constraints play a crucial role in defining the feasible region, which represents the
set of solutions that satisfy all constraints.
15
 NOTES Decision variables, an objective function, and a set
of constraints—which may include a combination STUDY NOTE
of linear equalities and linear inequalities—are Studies estimate
usually present in a linear programming problem that mixed constraint
with mixed constraints. The purpose is to problems represent
determine choice variable values that maximize 20-50% of practical
the objective function while respecting the given LPPs, emphasizing their
restrictions. frequent applicability in
real-world scenarios.
Examples:
A company intends to buy at least 200 quintals of
scrap that are mixed with low-quality metal Y and high-quality metal X. It determines
that the quantity of metal X in the scrap to be bought must be at least 100 quintals
and not more than 35 quintals of metal Y. There are two vendors (A and B) from
whom the company can buy scrap indefinitely. The following indicates the weight
proportion of X and Y metals in the scrap that A and B delivered.

Metals Supplier A Supplier B

X 25% 75%
Y 10% 20%

Scrap from A is priced at Rs 200 per quintal, while scrap from B is priced at Rs 400
per quintal. To cut costs overall, the company needs to know how much it should
purchase from each of the two vendors.

Solution:
Let us define the following decision variables:
x1 and x2 = quantity (in quintals) of scrap to be purchased from suppliers A and B,
respectively.
Then LP model of the given problem is:
Minimize Z = 200x1 + 400x2 subject to the constraints
(i) Maximum purchase: x1 + x2 ≥ 200
(ii) Scrap containing: x1/4 + 3x2/4 ≥ 200 or x1 + 3x2 ≥ 400 (Metal X)
x1/10 + x2/5 ≥ 35 or x1 + 2x2 ≤ 350 (Metal Y)
and x1 , x2 ≥ 0

16
Plot each constraint using a linear equation on a graph. Then, as seen in Fig, utilize
the inequality sign of each constraint to denote the possible solution space (or
NOTES
region) with a darkened area. The corners A, B, and C define the boundaries of the
viable region.

The viable region’s extreme points have the following coordinates: A = (100, 100), B
= (250, 50), and C = (50, 150). Table displays the objective function’s value at each
of these extreme extremes.

Objective Function Value

Extreme Point Coordinates (x1, x2)
Z = 200x1 + 400x2
A (100,100) 200(100) + 400(100) = 60,000
B (250,50) 200(250) + 400(50) = 70,000
C (50,150) 200(50) + 400(150) = 70,000

Since minimum (optimal) value of objective function, Z = Rs 60,000 occurs at the

extreme point A (100, 100), firm should buy x1 = x2 = 100 quintals of scrap each
from suppliers A and B.

CHECK YOUR PROGRESS

13. Mixed constraints in optimization problems involve a combination of different
types of ________ within the feasible region.
14. In linear programming with mixed constraints, the _____ region is the set of
solutions that simultaneously satisfy all specified equalities and inequalities.
15. In linear programming with mixed constraints, the feasible region represents
the set of solutions that simultaneously satisfy both equality and inequality
constraints.  [True/False]

Activity
Students will research to explore the applications, challenges, and advancements
in solving optimization problems with mixed constraints, incorporating both
integer and continuous variables. Conduct in-depth research by exploring
recent research papers and articles related to optimization problems with
mixed constraints. Investigate historical examples or early applications where
mixed constraints were encountered and solved. This activity aims to provide
students with a comprehensive understanding of the applications, challenges,
and advancements related to optimization problems with mixed constraints.

17
 NOTES 2.7
Special Cases in LPP: Alternative
or Multiple Optimal Solutions
In linear programming problems (LPP), special cases may arise where there are
alternative or multiple optimal solutions. This occurs when different combinations
of decision variable values lead to the same optimal value of the objective function.

Characteristics of Alternative Optimal Solutions:

● Equivalent Objective Values: Alternative optimal solutions result in the same
optimal value for the objective function.
● Feasibility: Each alternative solution must satisfy all the given constraints.
● Non-Uniqueness: The existence of alternative optimal solutions implies that
there is more than one way to achieve the best outcome.

Significance:
Understanding and recognizing the existence of
STUDY NOTE
alternative optimal solutions is crucial in decision-
In a manufacturing LPP
making. It provides decision-makers with flexibility
scenario, where multiple
and insights into different feasible options that
optimal solutions exist,
can lead to the same optimal outcome. It’s also
the total production
essential in situations where preferences or
cost may vary by 10%
additional considerations might favor one solution
between different
over another, even though they are all optimal.
optimal solutions.
In practice, linear programming software or
algorithms may identify and present alternative
optimal solutions, allowing decision-makers to make informed choices based on
their preferences or additional criteria.
Example:

Use the graphical method to solve the following LP problem.

Maximize Z = 10x1 + 6x2
subject to the constraints (i) 5x1 + 3x2 ≤ 30, (ii) x1 + 2x2 ≤ 18 and x1, x2 ≥ 0.

Solution:
As illustrated in Fig., the constraints are represented on a graph by first considering
them as equations, and then the feasible zone (shaded area) is identified using their
inequality signals. O, A, B, and C are the region’s extremities.

Since the line BC (first constraint: 5x1 + 3x2 = 30) likewise is on the edge of the
feasible zone, the goal function (iso-profit line) is parallel to it. As a result, as the
iso-profit line advances away from the origin, it crosses the feasible region’s border
at line BC of the constraint equation.

18
 NOTES

This suggests that any location between B and C, including the extreme points of B
and C on the same line, can yield the best solution to the LP problem. Consequently,
the objective function’s value can be obtained by combining multiple values for x1
and x2.

The only way to prove that the solution to an LP problem would always lie at an
extreme point of the feasible region is to use the values of variables x1 and x2,
which were acquired at extreme points B and C.

Table displays the objective function value at each of the extreme locations.

Objective Function Value

Extreme Point Coordinates (x1, x2)
Z = 10x1 + 6x2
O (0,0) 10(0) + 6(0) = 0
A (0,9) 10(0) + 6(9) = 54
B (6/7,60/7) 10(6/7) + 6(60/7) = 60
C (6,0) 10(6) + 6(0) = 60

Since value (maximum) of objective function, Z = 60 at two different extreme

points B and C is same, therefore two alternative solutions: x1 = 6/7, x2 = 60/7 and
x1= 6, x2 = 0 exist.

CHECK YOUR PROGRESS

16. In a maximization problem, the goal is to maximize the objective function
value.  [True/False]
17. Minimization in linear programming refers to the process of maximizing a
certain quantity or objective.  [True/False]
18. Minimization in linear programming involves reducing a certain quantity or
objective to its ______________ possible value.

19
 NOTES Activity
Students will debate that explores the significance, implications, and decision-
making challenges associated with special cases in Linear Programming
Problems (LPP), specifically addressing alternative or multiple optimal solutions.
Present hypothetical case scenarios where an LPP has been formulated, and
there are either multiple optimal solutions or a unique optimal solution. Students
are given time to prepare their arguments, considering the practical implications,
decision-making challenges, and ethical considerations associated with their
assigned position. Student will present their arguments, highlighting the benefits
and potential drawbacks of having multiple optimal solutions or the advantages
of having a unique optimal solution.

2.8
Let’s Sum Up
● A mathematical technique for optimization, solving problems where a linear
objective function is maximized or minimized subject to linear constraints.
● Decision variables, objective function, constraints, feasible region, optimal
solution, and non-negativity constraints are key components forming a Linear
Programming Problem.
● Systematically defining decision variables, objective function, and constraints
to create a mathematical model for solving optimization problems.
● Utilizes graphical representation of constraints and objective function to visually
identify optimal solutions within the feasible region.
● The process of optimizing or maximizing a linear objective function in linear
programming to achieve the best possible outcome is maximization.
● The process of optimizing or minimizing a linear objective function in linear
programming to achieve the lowest possible value is minimization.
● In linear programming, scenarios where a combination of integer and continuous
constraints are present, adding complexity to the optimization problem.
● Situations where different combinations of decision variables lead to the same
optimal value of the objective function, providing decision-makers with flexibility
in choosing solutions.

20
2.9 NOTES
Case Study
Case Study: Optimizing Rice Production for Fairtrade Cooperative

FairCrop Cooperative, a farmer-owned cooperative focusing on fairtrade rice

production in Andhra Pradesh, India.
Problem: FairCrop Cooperative aimed to maximize its total rice production while
adhering to fairtrade principles and utilizing limited resources like land, water, and
fertilizer. Their traditional methods weren’t optimized, leading to inconsistencies in
yield and potential profit loss.
Challenges: Resource constraints: Limited land availability, water scarcity, and
rising fertilizer costs. Multiple rice varieties: FairCrop cultivates various rice varieties
with different water and fertilizer requirements. Fairtrade principles: Maintaining
soil health and fair labor practices added complexity to resource allocation.
Solution: FairCrop partnered with an agricultural consultancy to utilize linear
programming (LP). Modeling: The LP model incorporated data on land area, water
availability, fertilizer costs, yield potentials of each rice variety, and fairtrade requirements.
Objective function: Maximize total rice production while meeting fairtrade
standards and environmental constraints. Constraints: Limited land, water, and
fertilizer availability, minimum fairtrade labor wages, and soil health maintenance.
Results: Increased production: The LP model predicted a 15% increase in rice
production compared to traditional methods. Efficient resource allocation: The
model optimized land, water, and fertilizer usage, minimizing costs and waste.
Improved soil health: By factoring in soil health requirements, the model ensured
sustainable farming practices. Fairtrade compliance: The model guaranteed fair
labor wages and ethical practices as per fairtrade guidelines.
Conclusion: Linear programming proved invaluable for FairCrop Cooperative. It
achieved increased production, efficient resource allocation, and strengthened
fairtrade compliance, leading to overall economic and environmental sustainability.
This case highlights the potential of LP in empowering Indian farmers and promoting
ethical agricultural practices.

Questions:
1. How did the resource constraints, such as limited land availability, water scarcity,
and rising fertilizer costs, pose significant challenges for FairCrop Cooperative,
and how did they address these constraints in their quest for optimizing rice
production?
2. Can you elaborate on the specific challenges they faced in adhering to fair labor
practices and soil health maintenance while maximizing rice production, and
how did the linear programming model help address these challenges?

21
 NOTES 2.10
Terminal Questions

SHORT ANSWER QUESTIONS

1. How can linear programming be applied to real-world scenarios, and what
are the implications of using this optimization technique in decision-making
processes?
2. Why are decision variables, constraints, and the objective function considered
fundamental components in formulating a linear programming problem, and
how do they collectively contribute to optimal decision-making?
3. In what ways does the ability to accurately formulate a linear programming
problem impact the success of finding optimal solutions, and what challenges
might arise during the formulation process?

LONG ANSWER QUESTIONS

1. How does the graphical method in linear programming enhance decision-
makers understanding of feasible solutions, and what are the limitations or
advantages of relying on visual representations for optimization?
2. When faced with a maximization problem, how does the decision-maker prioritize
and weigh the importance of various objectives, and what considerations go
into determining the optimal solution?
3. In a minimization scenario, how does a decision-maker balance the trade-offs
between minimizing costs and achieving other goals, and what factors influence
the decision-making process?

MCQ QUESTIONS
1. Which of the following is a fundamental component of Linear Programming?
a) Decision Obstacles b) Constraint Variables
c) Objective Conclusions d) Decision Variables
2. In the formulation of a Linear Programming Problem, what represents the goal
to be achieved?
a) Feasible Region b) Objective Function
c) Non-negativity Constraint d) Decision Variables
3. What method utilizes visual representation for solving Linear Programming
Problems?
a) Algebraic Method
b) Numeric Approach
c) Graphical Method
d) Computational Technique

22
4. In maximization problems, what is the primary focus of decision-makers?
NOTES
a) Minimizing Costs
b) Maximizing Profits
c) Achieving Balance
d) Equalizing Objectives
5. What does a decision-maker aim to achieve in a minimization scenario?
a) Maximizing Efficiency
b) Maximizing Costs
c) Minimizing Costs
d) Equalizing Objectives
6. What distinguishes a Linear Programming Problem with mixed constraints?
a) Inclusion of Only Integer Variables
b) Exclusion of Continuous Variables
c) Combination of Integer and Continuous Variables
d) Sole Reliance on Continuous Variables
7. What characterizes special cases in LPP with alternative optimal solutions?
a) Identical Objectives
b) Equivalent Constraints
c) Multiple Optimal Solutions
d) Singular Feasible Region
8. What is the primary objective in solving a Linear Programming Problem (L.P.P.)?
a) Maximizing Costs
b) Minimizing Profits
c) Achieving Balance
d) Optimizing an Objective Function
9. Which component in Linear Programming represents the limitations or
restrictions on decision variables?
a) Objective Function
b) Decision Variables
c) Non-negativity Constraints
d) Feasible Region
10. What is the purpose of decision variables in the formulation of a Linear
Programming Problem?
a) To represent constraints
b) To quantify the goal
c) To define the feasible region
d) To establish non-negativity constraints

23
 NOTES 2.11
Answers
CHECK YOUR PROGRESS
1. Mathematical Technique, Linear 10. False
2. False 11. False
3. Intersection, constraints 12. Minimum
4. True 13. Constraints
5. False 14. Feasible
6. Intersection 15. False
7. Small 16. True
8. False 17. False
9. Corner 18. Minimum

SHORT ANSWER QUESTIONS

1. Linear programming finds application in resource allocation, production
planning, supply chain management, finance, and more. It optimizes decision
variables under constraints, aiding in efficient resource use, cost reduction,
and strategic planning. The implications include improved decision precision,
resource efficiency, and overall operational effectiveness.
2. Decision variables represent choices, constraints define limitations, and the
objective function quantifies the goal. Decision variables allow flexibility,
constraints set boundaries, and the objective function guides optimization.
Together, they form a comprehensive model ensuring optimal decision-making
by balancing trade-offs and adhering to real-world constraints.
3. Accurate formulation ensures a realistic representation of the problem,
enhancing the likelihood of identifying true optimal solutions. Challenges may
include complexity in defining constraints, uncertainty in parameter estimation,
and the need for continuous refinement as the real-world situation evolves.
Formulation accuracy is pivotal for reliable decision support.

LONG ANSWER QUESTIONS

1. The graphical method in linear programming facilitates decision-makers’
comprehension of feasible solutions by visually representing the constraints
and objective function on a graph. Through graphical interpretation, decision-
makers can identify the feasible region – the area where all constraints are
satisfied. This visual aid enhances understanding by simplifying complex
mathematical relationships into a comprehensible geometric form.

24
 However, limitations include practicality for higher-dimensional problems
and potential inaccuracies in graphical reading. Advantages include intuitive
NOTES
insights, quick problem assessment, and effective communication of results.
While graphical methods are valuable for introductory understanding, complex
real-world scenarios may require more advanced optimization techniques for
accurate and efficient decision-making.
2. In addressing a maximization problem, decision-makers prioritize and weigh
various objectives based on their strategic goals, values, and contextual factors.
Considerations involve defining the relative importance of each objective and
establishing a clear hierarchy among them. The decision-maker may assign
weights or importance scores to reflect the significance of each objective in
achieving the overall goal.
The optimization process aims to find a solution that maximizes the combined
value of these weighted objectives. Sensitivity analysis is often employed to
evaluate how changes in weights impact the optimal solution. Balancing trade-
offs and aligning the chosen solution with organizational priorities are critical
in determining the optimal outcome, ensuring a strategic and well-informed
decision-making process.
3. In a minimization scenario, decision-makers face the challenge of balancing the
trade-offs between minimizing costs and achieving other goals. The decision-
making process involves considering various factors to find an optimal solution.
Key considerations include defining the importance of cost reduction relative to
other objectives, such as quality, efficiency, or environmental impact.
Decision-makers may assign weights to each objective to reflect their relative
significance. Additionally, constraints, both budgetary and operational, play a
crucial role in influencing the decision-making process. The trade-offs involve
analyzing the impact on different objectives when minimizing costs and
ensuring that the chosen solution aligns with the organization’s overall strategy
and values. Sensitivity analysis helps assess the robustness of the optimal
solution under varying conditions, aiding in a more informed and resilient
decision-making process.

MCQ Answers:
1. d) Decision Variables
2. b) Objective Function
3. c) Graphical Method
4. b) Maximizing Profits
5. c) Minimizing Costs
6. c) Combination of Integer and Continuous Variables
7. c) Multiple Optimal Solutions
8. d) Optimizing an Objective Function
9. c) Non-negativity Constraints
10. b) To quantify the goal

25
 NOTES 2.12
Assignment
MCQ QUESTIONS
1. In the graphical method, what does the intersection point of constraints
represent?
a) Infeasible Region b) Optimal Solution
c) Unbounded Region d) Non-negativity Constraints
2. In a maximization problem, what is the role of the objective function?
a) To minimize costs
b) To quantify the goal
c) To establish constraints
d) To define the feasible region
3. What is the primary focus in a minimization problem?
a) Maximizing Profits
b) Achieving Balance
c) Minimizing Costs
d) Equalizing Objectives
4. What type of variables are involved in Linear Programming Problems with
mixed constraints?
a) Only Continuous Variables
b) Only Integer Variables
c) Both Integer and Continuous Variables
d) Neither Integer nor Continuous Variables
5. What distinguishes special cases with alternative optimal solutions in Linear
Programming?
a) Identical Objectives
b) Equivalent Constraints
c) Multiple Optimal Solutions
d) Singular Feasible Region

QUESTIONS
1. What practical situations might demand the inclusion of mixed constraints in
linear programming, and how does the introduction of integer variables impact
the decision space and solution complexity?
2. When faced with multiple optimal solutions, how does a decision-maker choose
between alternatives, and what considerations are crucial in determining the
most appropriate solution for a given context?

26
3. Customers with yearly incomes of more than one lakh rupees (target audience
A) and those with annual incomes of less than one lakh rupees (target audience
NOTES
B) are the two audiences that an advertising agency wants to attract. The entire
budget for advertising is Rs 2,00,000. One television show costs Rs 20,000,
whereas advertising costs Rs 50,000. For contractual considerations, there
should be a minimum of three TV shows and no more than five radio shows.
According to surveys, a single TV show achieves 50,000 viewers in target
audience B and 4,50,000 viewers in target audience A. A single radio program
reaches 80,000 listeners in target audience B and 20,000 potential consumers
in target audience A. Establish the media mix in order to maximize the total
reach.
4. A sick person’s diet needs to include at least 1,400 calories, 50 units of
minerals, and 4,000 units of vitamins. There are two foods, A and B, that each
cost Rs. 4 and Rs. 3 per unit. If food A has 200 units of vitamins, 1 unit of
minerals, and 40 calories, and food B has 100 units of vitamins, 2 units of
minerals, and 40 calories, then minerals along with forty energy points. Using
a graphical approach, formulate this problem as an LP model and determine
which meal combinations would result in the lowest overall cost. In what ways
can small and medium-sized enterprises (SMEs) leverage Operations Research
applications to compete with larger corporations?
5. Maximize Z = 6X + 3Y subjects to the constraints 2X + 5Y ≤ 120, 4X + 2Y ≤ 80,
X ≥ 0 ,Y ≥ 0

2.13
References
Books:
● https://www.bbau.ac.in/dept/UIET/EME-601%20Operation%20Research.pdf
● https://info.mheducation.com/rs/128-SJW-347/images/Preface_Hillier_Intro_
Operations_Research_11e.pdf

Web References:
● https://emeritus.org/blog/coding-what-is-linear-programming/
● https://byjus.com/maths/linear-programming/
● https://math.libretexts.org/Bookshelves/Applied_Mathematics/Applied_Finite_
Mathematics_(Sekhon_and_Bloom)/03%3A_Linear_Programming_-_A_
Geometric_Approach/3.01%3A_Maximization_Applications
● https://www.geeksforgeeks.org/linear-programming/

27