Rafat Niyaz Rahul Chakraborty Rahul Rai Rahul Sharma Rajani Kumari Rishi Bhatia

Linear Programming was developed by George B Dantzing in 1947 for solving particularly Military Logistic Operations. The word Linear or Sequential refers to the linear relationship among Variables. Linear Programming is a mathematical modeling technique useful for allocation of Limited resources to several competing activities.

Decision Variables
The Objective Function The Constraints

The activities that are competing one another for sharing the resources available. These variables are interrelated in terms of utilization of resources and need simultaneous solutions. Variables are considered as continuous, controllable and non-negative.

A LPP must have an objective which should be clearly identifiable and measurable in quantitative terms. It could be of maximization of profit (sales), minimization of cost etc. The relationship among variables representing objective must be linear.

These are the certain Limitations or Restrictions on the use of available resources. These limit the degree to which an objective can be achieved. Expressed in terms of Decision Variables.

Let: X1, X2, X3, , Xn = decision variables Z = Objective function or linear function Requirement: Maximization of the linear function Z. Z = c1X1 + c2X2 + c3X3 + + cnXn ..Eq (1) subject to the following constraints:

RESOURCE REQUIREMENTS PRODUCT Bowl Mug Labor (hr/unit) 1 2 Clay (lb/unit) 4 3 Revenue ($/unit) 40 50

There are 40 hours of labor and 120 pounds of clay available each day Decision variables x1 = number of bowls to produce x2 = number of mugs to produce

Maximize Z = $40 x1 + 50 x2

Subject to x1 + 2x2 40 hr (labor constraint) 4x1 + 3x2 120 lb (clay constraint) x1 , x20
Solution is x1 = 24 bowls Revenue = $1,360 x2 = 8 mugs

1.

2.

3.

Plot model constraint on a set of coordinates in a plane Identify the feasible solution space on the graph where all constraints are satisfied simultaneously Plot objective function to find the point on boundary of this space that maximizes (or minimizes) value of objective function

x2 50

40
30

4 x1 + 3 x2 120 lb

20
10

Area common to both constraints

x1 + 2 x2 40 hr

| 10

| 20

| 30

| 40

| 50

| 60

x1

x2
40 4 x + 3 x 120 lb 1 2 30 20 10 8 0 | 10 | 24 20 | 30 x1 | 40

x1 + 4x1 +
4x1 + -4x1 -

2x2 = 3x2 =
8x2 = 3x2 =

40 120
160 -120

5x2 = x2 =
x1 + 2 x2 40 hr x1 + x1 2(8) = =

40 8
40 24

Z = $40(24) + $50(8) = $1,360

A mathematical procedure for solving linear programming problems according to a set of steps Slack variables added to constraints to represent unused resources Surplus variables subtracted from constraints to represent excess above resource requirement. For example Slack/surplus variables have a 0 coefficient in the objective function
Z = $40x1 + $50x2 + 0s1 + 0s2
2x1 + 4x2 16 is transformed into 2x1 + 4x2 - s1 = 16 x1 + 2x2 + s1 = 40 hours of labor 4x1 + 3x2 + s2 = 120 lb of clay

Solution Points with Slack Variables

Solution Points with Slack Variables

Linearity of Relations
Single Objective Certainty Constant Parameters Divisibility