Linear Programming
L P model / formulation
Many business and economic activities are concerned
with the problem of planning.
If the supply of the resources are unlimited, the need
for linear programming problems would not arise at all.
What is Linear Programming?
• Linear Programming is a mathematical technique for
optimum allocation (the action of making the best or most effective
use of a situation or resource) of limited or scarce resources,
such as labour, material, machine, money, energy and so
on , in an optimal manner on the basis of given criterion.
• It deals with optimization (maximization or
minimization) of a function of variables known as
objective functions subject to linear inequalities or
equalities known as constraints.
• The word , ‘programming’ is used to specify a sort of
planning that involves in the economic allocation of
limited resources to achieve the desired objective.
• Hence, Linear Programming is a mathematical
technique for optimum allocation of limited or scarce
resources, such as labour, material, machine, money
energy etc.
MATHEMATICAL FORMULATION OF LINEAR PROGRAMMING PROBLEM
• The procedure for mathematical formulation of LPP consists of the following steps:
• Step 1: Identify the decision variables of the problem.
• Step 2: Formulate the objective function to be optimised (maximised or
minimised) as a linear function of the decision variables.
• Step 3: Formulate the constraints of the problem such as resource limitations,
market conditions, interrelation between variables and others as linear equation
or inequations in terms of the decision variables.
• Step 4: Add the non-negativity constraint so that negative values of the
decisions variables do not have any valid physical interpretation
PROBLEM
• Consider a small furniture manufacturing unit which produces
Tables and Chairs
• Resources required are wood and labor hours.
• Max units of wood available is 5 units.
• Max units of labour hours available is 12 labour hours.
• To manufacture a Tables it requires 2 units of wood and 3 labour
hrs and Chairs requires 1 units of wood and 2 labour hrs.
• Also we know that by selling a Tables we get a profit of Rs. 6 and
by selling a Chairs we get profit of Rs. 5
• Formulate a LPP for maximizing the profit of a manufacturer.
• By Linearity it means mathematical expression in
which the expression among the variables is linear.
• Example: a1X1 + a2X2…… +an Xn
• Higher powers of variables do not appear in the
expression
• All relationships in the LP model (i.e. in both
objective function and constraints) must be linear.
GENERAL MATHEMATICAL MODEL OF AN LPP
• Let x1, x2,x3 …..xn be the Decision variables
• Objective function is to Optimize (Maximize or Minimize) Z
= C1 X1 + C2 X2 +……+CnXn
• Subject to constraints,
• a11X1+ a 12X2+………………+ a 1nXn b1
• a21X1+ a 22X2+………………+ a 2nXn b2
• a31X1+ a 32X2+………………+ a 3nXn b3
• am1X1+ a m2X2+………………+ a mnXn bm
Non-Negativity
• and X1, X2 ….Xn 0