linear programming

The linear programming deals with the optimization (maximization or

minimization ) of a function of variables known as objective function,
subject to a set of linear equation and (or) inequalities know as constraints.
The objective function may be profit , cost , production capacity or any
other measure. The restriction (constraints) may be imposed by different
sources as market demand, production process and equipment storage
capacity, etc ….

Ex: A firm produce products, these products are processed on three

different machines. The time required to manufacture one unit of each of
the three products and the daily capacity of the three machines are given in
the table below :

Time per unit ( minutes ) Machine capacity

Product 1 Product 2 Product 3 Minutes / day
M1 2 3 2 440
M2 4 - 3 470
M3 2 5 - 430

It is required to determine the daily number of unites to be manufactured

for each product. The profit per unit for product 1, 2 and 3 is 4£ , 3£ and
6£ respectively.

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Solution :

Formulation of linear programming model :-

STEP 1 From the study of the situation, we must find the key-decision to
be model. In this example, key-decision is: to decide the extent (amounts)
of products 1, 2 and 3.

STEP 2 Assume symbols for the variables of the quantities noticed in step 1.

Let the extent (amounts) of products 1, 2 and 3 manufactured daily be x1 ,

x2 and x3 respectively. Where x1 , x2 and x3 ≥ 0.

STEP 3 Mention the objective function and express it as a linear function

of variables. In the present situation, objective is to maximize the profit .

i.e. :- Z = 4x1 + 3x2 + 6x3 ‫معادلة خطية هي دالة الهدف‬

STEP 4 Express the constraint as linear equalities or inequalities terms of

variables .

Here, constraints can be mathematically expressed as :-

2x1 + 3x2 + 2x3 ≤ 440 ‫القيد االول‬

4x1 + 0 x2 + 3x3 ≥ 470 ‫القيد الثاني‬

2x1 + 5x2 + 0x3 ≤ 430 ‫القيد الثالث‬

.‫∴ هذه هي الشزوط التي تىضح المسألة‬

So, the complete linear programming problem is given by :-

Maximize Z = 4x1 + 3x2 + 6x3 subject to :-

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2x1 + 3x2 + 2x3 ≤ 440 .

4x1 + 0x2 + 3x3 ≤ 470 .

2x1 + 5x2 + 0x3 ≤ 430 .

Ex :- A company manufactures tow products A and B which the profits

per unit are 3£ and 4£ respectively. Each product is processed on tow
machines M1 and M2 . Machine M1 is available for not more than 7 hrs. 30
minutes, while machine M2 is available for 10 hrs. During any working
day, find the number of unites of products A and B to be manufactured to
get maximum profit .

Solution:-

Formulation of linear programming model :-

STEP 1 Key-decision is to determine the number of units of manufacturing

the products A and B.

A B
M1 1 1 450
M2 2 1 600
profit 3£ 4£

STEP 2 Let these numbers of units be x1 and x2 , respectively, where x1 ,

x2 ≥ 0 .

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STEP 3 Objective function is to maximize the profit.

max Z = 3x1 + 4x2

STEP 4 Constraints are on time available to machines M1 and M2

1) 1. x1 +1. x2 ≤ 450

2) 2. x1 +1. x2 ≤ 600

So, the complete linear programming model is :-

max Z = 3x1 + 4x2

Subject to :-

1. x1 + 1. x2 ≤ 450
2. x1 + 1. x2≤ 600

Where x1 ≥ 0 , x 2 ≥ 0 .

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 (( Graphical solution of two variables L.P problems ))

The L.P model which has two variable can be solved graphically. while
model with three or more variables, the graphical method is either
impractical or impossible.

Def 1 :- The area which satisfies all the constraints and the non-negativity
restriction (constraints) is called the solution space or the region of feasible
solution.

Def 2:- Any point in the solution spaces is called a feasible solution.

Def 3 :- A best feasible solution is called an optimal solution.

(( The graphical method ))

Ex :- max Z = 3x1 + 4x2

Subject to x1 + x2 ≤ 450

2x1 + x2 ≤ 600,

where x1 ≥ 0 , x2 ≥ 0.

Solution :-

1) The non-negative restrictions x1 ≥ 0 and x2 ≥ 0 imply that values of

the variables x1 and x2 can lie only in the first quadrant ( x1 , x2
plane ).
2) The inequality sign ( ≤ ) must be replaced by equality sign ( = ) for
each constraint.

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 3) Each straight line is then plotted on the x1 , x2 plane .
4) The direction of each constraint is determine from the direction of
the inequality .
5) The constraint condition define the boundary of the region
containing the feasible solution.

X1 + X2 = 450
Let x1 = 0 x2 = 450 ∴ A (0 , 450)
Let x2 = 0 x1 = 450 ∴ B (450 , 0)
X2

(1) A

O B X1

2X1 + X2 = 600

X1 = 0 X2 = 600 ∴ C (0 , 600)

X2 = 0 X1 = 300 ∴ D (300 , 0)

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 X2

O D X1

-: ‫اليجاد الحل االمثل و المقبىل نطابق الزسمين في رسم واحد‬

X2

(2)
(1) C
A E

‫منطقة الحل المقبىل‬

O D B X1

The four vertices of the convex region OAED are O (0,0), A (0,450), E
(150,300), D (300,0) values the objective.

The function Z= 3x1+4x2 at these vertices are :-

Z(O) = 0, Z(A) = 1800, Z(E)= 1650, Z(D) = 900 .

Thus the maximum value of Z is 1800£ and it occurs at the vertex A

(0,450) so the solution is :-

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X1 = 0, X2 = 450 and max Z = 1800£ .

And this is the best solution of the problem.

Ex:- A factor produce both interior and exterior house paints. Materials A
and B are used to manufacture the point. The daily requirements of the raw
materials per ton and the availability of A and B are summarized in the
table below.

Raw-materials Raw materials \ tom Availability ton

Exterior Interior
A 1 2 6
B 2 1 8

The daily demand for interior point is limited to 2 tons and cannot exceed
the exterior point by more than 1 ton.

The sale price per ton is 3000 £ and 2000 £ for the exterior and interior
paints respectively. How much interior and exterior point should the
company produce daily to maximize gross income .

Solution :- formulation of L.P. model :-

Step 1 Key decision is to determine the amount of exterior and interior

paints.

Step 2 Let these amounts are x1 and x2 respectively, where X1 ≥ 0, X2 ≥ 0.

Step 3 The objective function is to maximize the gross income. i.e. :-

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 Z = 3000 X1 + 2000 X2
Step 4 constraint are on availability of rows material of A and B and
the demand:-

1) 1. X1 + 2 . X2 ≤ 6

2.X1 + 1 . X2 ≤ 8

2) The demands of interior point are

X2 ≤ 2
X2 – X1 ≤ 1
Thus the L.P model is
Max Z= 3X1 + 2X2
Subject to :-
X1 + 2X2 ≤ 6
2X1 + X2 ≤ 8
X2 – X1 ≤ 1
X2 ≤ 2 X1 ≥ 0, X2 ≥ 0

1) X1 + 2X2 = 6 X1 = 0 X2 = 3 ∴ (0,3)
X2 = 0 X1= 6 ∴ (6,0)
2) 2X1 + X2 = 8 X1 = 0 X2 = 8 ∴ (0,8)
X2 = 0 X1 = 4 ∴ (4,0)
3) X2 – X1 = 1 X1 = 0 X2 = 1 ∴ (0,1)

X2 = 0 X1 = -1 ∴ (-1,0)

4) X2= 2 X1 = 0 ∴ (0,2)

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 X2

X1

X2

B C

A D

O E X1

A(0,1), E(4,0).

𝑥2 − 𝑥1 = 1 𝑥1 + 2𝑥2 = 2
𝑥2 = 2 𝐵 1,2 𝑥2 = 2 𝐶(2,2).
∴ 𝑥1 =1 ∴ 𝑥1 =2
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 𝑥1 + 2𝑥2 = 6 10 4
∴ 𝐷= , .
2𝑥1 + 𝑥2 = 8 3 3

Z(A) = 2000, Z(B) = 7000, Z(C) = 10000, Z(D) = 12666,666 and

Z(E) =12000.

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In the previous examples we discussed L.P. problems with optimal

solution, were it is unique. However, it may not be so for every problem.
In general a L.P problems may have :-

1) A unique optimal solution.

2) An infinite number of optimal solution.
3) Un bounded solution.
4) No solution.

Ex :- A factory used three machines M1, M2, M3 produce two parts of

product. Table below represent the machining times available on different
machines and the profit on each part

Type of machine Machine time required to reach part\minute Max. time available
I II per week. minute

M1 12 6 3000

M2 4 10 2000

M3 2 3 900

Profit 40£ 100£

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Find the number of parts I and II to be manufacture per week to maximize
the profit.

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