LINEAR PROGRAMMING

INTRODUCTION:

The term ‛programming′ means planning and it refers to a particular plan of

action amongst several alternatives for maximizing profit or minimizing cost
etc. Programming problems deal with determining optimal allocation of
limited resources to meet the given objectives, such as cost, maximum
profit, highest margin or least time, when resources have alternative uses.

The term ‛linear’ means that all inequations or equations used and the
function to be maximized or minimized are linear. That is why linear
programming deals with that class of problems for which all relations among
the variables involved are linear.

Formally, linear programming deals with the optimization (maximization or

minimization) of a linear function of a number of variables subject to a
¹equations in variables involved.

The general form of a linear programming problem is

Optimize (Maximize or Minimize) Z = c1x1 + c2x2 +

……..+ c x n n

Subject to

a x + a x + ….. + a x (≤ , = , ≥) b
11 1 12 2 1n n 1

a x + a x + ….. + a x
21 1 22 2 2n n (≤ , = , ≥ ) b2
. . . .

a x + a x + … + a x {≤ , = , ≥ { b
m1 1 m2 2 mn n mC
 x1, x2….., xn ≥ 0

OBJECTIVE FUNCTION:

IF C1, C2.., Cn are constants and X1,X2,…..,Xn are variables, then the linear
function Z = C1X1 + C2X2 + … + CnXn which is to be maximized or
minimized is called the objective function.
The objective function describes the primary purpose of the formulation of a
linear programming problem and it is always non- negative. In business
applications, the profit function which is to be maximized or the cost
function which is to be minimized is called objective function.

CONSTRAINTS:

The inequations or equations in the variable of a LPP which describe the

conditions under which the optimization is to be accomplished are called
constraints.

MATHEMATICAL FORMULATION OF LINEAR PROGRAMMING

PROBLEM:

Problem formulation is the process of transforming the verbal description of

a decision problem into a mathematical problem. There is not any set
procedure to formulate linear programming problems. In fact, one can only
learn the formulation with adequate practice. However, the following
algorithm will be helpful in the formulation of linear programming
problems.

ALGORITHM:

STEP 1: In every LPP certain decisions are to be made. These

Decisions are represented by decisions variables. These
Decision variables are those quantities whose values are to be
Determined. Identify the variables and denote them by x1, x2..

STEP 2: Identify the objective function and express it as a linear

Function of the variables introduced in step 1.
STEP3: In a LPP, the objective function may be in the form of
Maximizing profits or minimizing costs. So, after expressing
The objective function as a linear function of the decision
Variables, we must find the type of optimization i.e.
Maximization or minimization. Identify the type of objective
Function.

STEP4: Identify the set of constraints, stated in terms of decision

Variables and express them as linear inequations or equations
As the case may be.

EXAMPLE(GRAPHICAL METHOD)
x

Solve the following programming problem:

Max Z = 8x1 + 7x2

s.t 3x1 + x2 ≤ 66,000
x1 + x2 ≤ 45,000
x1 ≤ 20,000
x2 ≤ 40,000

and x1 ≥0 , x2 ≥0

STEP 1: First consider the constraints as equalities.

3x1 + x2 = 66,000
x1 + x2 = 45,000
x1 = 20,000
x2 = 40,000

STEP 2 : now draw the lines to each of the above equations in

Dimensional plane.
 STEP 3 : the shaded region in the figure is the permissible region
For the values of the variables x1 and x2.

STEP 4 : to find x1, x2 for which Z is maximum, draw the

line( dotted line through O) Z = 8x1 + 7x2 = 0 i.e. x1/x2 = -8/7 and continue
drawing parallel lines till reach the point of the permissible region which is
farthest from the origin. As shown in fig. this point is at P (10500, 34500)
which is the point of intersection of lines
3x1 + x2 = 66,000
x1 + x2 =45,000

hence Z is maximum for x1= 10,500 x2 = 34,000

UJJWAL KAKKAR
MBA ROLL NO.25