Linear Prog Lecture9&10 BCD

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Lecture # 9 & 10

Dr. Bimal Chandra Das

Linear Programming

28/9/21 1
Linear Programming (LP)
Introduction:
Linear programming problems is a system process of finding a
maximum or minimum value of any variable in a function subject
to some constraints (conditions). It is also known by the name of
optimization problem.

For decision making optimization plays the central role.


Optimization is the synonym of the word maximization/
minimization. It means choose the best. In our time to take any
decision, we use most modern scientific methods best on
computer implementations.

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Linear Programming (LP)
A linear programming problem has three parts:

1. Objective function that we have to maximize or minimize


2. Constraints that must be satisfied
3. Non-negativity restrictions for graphical solution
The general linear programming problem can be sated as:
maximize f (x )
subject to
gi (x ) ≤ 0, i = 1,2,3,⋅⋅⋅,n
hj (x ) = 0, j = 1,2,3,⋅⋅⋅,p
x ∈S

here, the set s is taken as a subset of R n .


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Linear Programming (LP)
Specifically, an example of a linear programming can be considered
as:
Objective function

maximize Z = 2x + 3 y Constraints

subject to
4x + 3 y ≤ 24
x + 2 y ≤ 11
x , y ≥ 0.

Non-negativity
restriction
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LP Problem
Problem: Maximize Z = 2x + 3 y
subject to
4 x + 3 y ≤ 24
x + 2 y ≤ 11
x , y ≥ 0.
Solution:
We consider the constraints Again consider the constraints
4x + 3 y ≤ 24 x + 2 y ≤ 11
4x 3 y 24 x 2 y 11
⇒ + ≤ ⇒ + ≤
24 24 24 11 11 11
x y x y
⇒ + ≤ 1⋅⋅⋅⋅⋅⋅(2) ⇒ + ≤ 1⋅⋅⋅⋅⋅⋅(3)
6 8 11 11 /2

Now, we plot the graph for the inequalities (2) & (3) considering
equations
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LP Problem

E (0,8)

4x + 3 y = 24

A (0,5.5)
B (3,4)

x + 2 y = 11

C (6,0) A (11,0)
O (0,0)
1 2 3 4 5 6 7 8 9 11

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LP Problem

From the graph, we see that the feasible solution space is OABC.
The co-ordinate of O is O (0, 0)
The co-ordinate of A is A (0, 5.5)
The co-ordinate of C is C (6, 0)

To, find the co-ordinate of B, we solve the equations


4x + 3 y = 24 ⋅⋅⋅⋅⋅⋅⋅⋅⋅(2)
x + 2 y = 11⋅⋅⋅⋅⋅⋅⋅⋅⋅(3)

Solving (2) and (3), we get the co-ordinate of B is B(3,4)

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LP Problem

Now, the value of the objective function, Z = 2x+3y


at O (0, 0) , Z = 0+0= 0
at A (0, 5.5), Z = 0+3×5.5= 16.5
at B (3, 4) , Z = 2×3+3×4 = 18
at C (6, 0) , Z = 2×6+3×0 = 12
Here, the maximum value of Z is 18 at B ( 3, 4) which is the
optimal solution of the optimization problem.

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LP Problem
Problem: Minimize Z = 3x + 5 y
subject to
2x + 4 y ≥ 36
x + y ≤ 12
− 2x + y ≥ 0
x , y ≥ 0.
Solution:
We consider the constraints Again consider the constraints
2x + 4 y ≥ 36 x + y ≤ 12
2x 4 y 36 x y
⇒ + ≥ ⇒ + ≤ 1⋅⋅⋅⋅⋅⋅(2)
36 36 36 12 12
x y And the consider the constraints
⇒ + ≥ 1⋅⋅⋅⋅⋅⋅(1)
18 9 -2x + y ≥ 0
⇒ y ≥ 2x ⋅⋅⋅⋅⋅⋅(3)

Now, we plot the graph for the inequalities (1), (2) & (3)
considering equations
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LP Problem

y = 2x
A (0, 12)

D (0,9) B (4 ,8)

C (3.6, 7.2)

2x + 4 y = 36

x + y = 12
F (12,0) E (18,0)
O (0,0)
1 2 3 4 5 6 7 8 9 11

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LP Problem
From the graph, we see that the feasible solution space is ABCD.
The co-ordinate of A is A (0, 12)
The co-ordinate of D is D (0, 9)
To, find the co-ordinates of B, we solve the equations
x + y = 12 and
y = 2x

Putting y = 2x , we get 3x = 12 ∴ x = 4, ∴ y = 8.
Therefore the co-ordinate of B is (4, 8)

To, find the co-ordinates of C, we solve the equations


2x + 4 y = 36 and
y = 2x

Putting y = 2x , we get 2x + 8x = 36 ∴ x = 3.6, ∴ y = 7.2


Therefore the co-ordinate of B is (3.6, 7.2)

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LP Problem

Now, the value of the objective function, Z = 3x+5y


at A (0, 12) , Z = 0+5×12= 60
at B (4, 8), Z = 3×4+5×8= 52
at C (3.6, 7.2) , Z = 3×3.6+5×7.2 = 46.8
at D (0, 9) , Z = 3×0+5×9 = 45
Here, the minimum value of Z is 45 at D ( 0, 9) which is the
optimal solution of the optimization problem.

28/9/21 12
LP Problem Formulation
Problem:
A factory produces two kinds products: shirt and pant. Each shirt
sells for $24 and cost $19 to make, while each pant sells $30 and
cost $27 to make. Each shirt must be processed on two machines:
shirt requires 3 hours on machine A and 2 hours on machine B,
whereas pant requires 7 hours on machine A and 1 hour on machine
B. In the next week, machine A will be free for no more than 42
hours and machine B for no more than 17 hours. Determine the
number of shirts and pants to be made in the next week for the
company to maximize its profits and what will be the total profit?
Solution:
Let x number of shirts and y number of pants to be made in the next
week for the company to maximize its profit.

28/9/21 13
LP Problem Formulation
Here the profit from each shirt is $24 - $19 = $5
from each pant is $30 - $27 = $3
Therefore, the objective function that to be maximize is
Maximize Z = 5x + 3 y
subject to
3x + 7 y ≤ 42
2x + y ≤ 17
x , y ≥ 0.

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