Module 1: Basic Concepts

& Linear
Programming
1
©2017 Batangas State University
Basic Concepts of Linear Programming

A quantitative technique that involves a

sequence of steps that will lead to an optimum
solution to a class of problem. It is planning by
the use of linear relationship of the variables
involved. It makes use of certain mathematical
techniques to get the best possible solution to
a problem involving limited resources.
Basic Concepts of Linear Programming

A linear program consists of a set of

variables, a linear objective function
indicating the contribution of each variables
to the desired outcomes, and set of linear
constraints describing the limits on the
values of the variables.
Basic Concepts of Linear Programming

Formulation is the process of translating a

real-world problem into a linear program.

The hardest part about applying linear

programming is formulating the problem
and interpreting the solution.
 Review of Linear Programming Concepts
Two main parts of a Linear Program:

✔ Objective Function – is an algebraic expression introduced by

the word “Maximize” or “Minimize”. This is the objective of
what we are trying to achieve in solving the problem.

✔ Constraints (Limitations) – are introduced by the words

“subject to”. These restrict the available alternatives. The
algebraic sentences in the constraints are expressed in
equations or inequalities.
Linear Programming Concepts
Two parts of Constraints:

3X1 + 2X2 < 5

✔ Explicit – are conditions which are to be expressed in
mathematical sentences from the condition of the problem.

✔ Implicit – are those that are implied.

Example: Variable representing time or raw material
(needless to say that the quantity is positive).
Example of LP Model
Decision Variables:
Let: X1 = quantity of product 1 to produce
X2 = quantity of product 2 to produce
Objective Function:
Maximize Profit = P3X1 + P2X2
Subject to: (constraints)
Labor: 2X1 + X2 ≤ 250 hours
Material: X1 +5X2 ≤ 100 kgs
X1, X2 ≥ 0 (non-negativity)
Formulate an LP Model
A furniture maker has 6 units of wood and 28 hours of free time, in
which he will make decorative screens. Two models have sold well
in the past, so he will restrict himself to those two. He estimates
that model 1 requires 2 units of wood and 7 hours of time, while
model 2 requires 1 unit of wood and 8 hours of time. The prices of
the models are P120 and P80, respectively. Formulate an LP
Model that would maximize his sales revenue?
 Formulation

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Model Formulation
Decision Variables:
Let X1 = number of model 1 screens to be produced
X2 = number of model 2 screens to be produced
Objective Function:
Max Z = 120X1 + 80X2
Subject to: (constraints)
Wood constraints: 2X1 + X2 ≤ 6
Time constraints: 7X1 + 8X2 ≤ 28
X1, X2 ≥ 0 , non-negativity
 Formulate an LP Model
The Shader Electronics Company produces two products: (1) the Shader
Walkman, a portable CD/DVD player, and (2) the Shader Watch-TV, a
wristwatch-size internet-connected color television. The production
process for each product is similar in that both require a certain number of
hours of electronic work and a certain number of labor-hours in the
assembly department. Each walkman takes 4 hours of electronic work and
2 hours in the assembly shop. Each Watch-TV requires 4 hours in
electronics and 1 hour in assembly. During the current production period,
240 hours of electronic time are available, and 100 hours of assembly
department time are available. Each walkman sold yields a profit of $7;
each watch-TV produced may be sold for a $5 profit. Formulate an LP
Model that would maximize profit of both walkmans and watch-TV?
 Formulation

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Model Formulation
Decision Variables:
Let X1 = number of Walkmans to be manufactured
X2 = number of Watch-TVs to be manufactured
Objective Function:
Max Z = $7X1 + $5X2
Subject to: (constraints)
Electronic time constraints: 4X1 + 4X2 ≤ 240
Assembly time constraints: 2X1 + X2 ≤ 100
X1, X2 ≥ 0 , non-negativity
Formulate an LP Model
A small generator burns two types of fuels: low sulfur and high
sulfur to produce electricity. For one hour, each gallon of low sulfur
emits 3 units of sulfur dioxide, generates 4 kilowatts of electricity
and costs P60. Each gallon of high sulfur emits 5 units of sulfur
dioxide, generates 4 kilowatts and costs P50. The environmental
protection agency insists that the maximum amount of sulfur
dioxide that can be emitted per hour is 15 units. Suppose that at
least 16 kilowatts must be generated per hour, how many gallons of
low sulfur and how many gallons of high sulfur must be utilized per
hour in order to minimize the cost of the fuel? Formulate an LP
Model.
 Formulation

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Model Formulation
Decision Variables:
Let X1 = number of low sulfur to be utilized per hr
X2 = number of high sulfur to be utilized per hr
Objective Function:
Minimize cost = P60X1 + P50X2
Subject to: (constraints)
3X1 + 5X2 ≤ 15
4X1 + 4X2 ≥ 16
X1, X2 ≥ 0 , non-negativity
Review of Linear Programming Concepts
There are four basic assumptions in LP:

✔ Linearity – the impact of decisionvariables is linearin

constraints and the objective function.
✔ Divisibility– non-integer values of decision variables are
acceptable.
✔ Certainty – values of parameters are known and constant.
✔ Non-negativity – negativity values of decision variables are
unacceptable.
 Graphical Linear Programming
Graphical LP is a method of finding optimal solutions to two-variable
problems.
Outline of Graphical Procedure:
1. Set up the objective function and constraints in mathematical
model.
2. Plot the constraints
3. Identify the feasible region space
4. Substitute the coordinates at the vertices of the feasible region in
the objective function
5. Determine the optimal solution by selecting the highest value if it
is maximization or the lowest value if it is minimization.
 Example
The GMC Furniture Company makes two products: tables and chairs
which must be processed through assembly and finishing
departments. Assembly department is available for 60 hours in every
production period while the finishing department is available for 48
hours of work. Manufacturing one table requires 4 hours in the
assembly and 2 hours in finishing. Each chair requires 2 hours in the
assembly and 4 hours in the finishing. One table contributes P80 to
profit, while a chair contributes P60. The problem is to determine the
number of tables and chairs to make per production period in order to
maximize profit.
 Step1. Set up the objective function and the constraints in
mathematical model

Objective Function:
Maximize Profit = P80X1 + P60X2
Subject to: (constraints)
4X1 + 2X2 ≤ 60 (assembly)
2X1 + 4X2 ≤ 48 (finishing)
X1, X2 ≥ 0 , non-negativity constraints
Step2&3. Plot the constraints and identify the feasible region
Finding X1 and X2 intercepts:

4X1 + 2X2 = 60 : (0,30) ; (15,0)

2X1 + 4X2 = 48 : (0,12) ; (24,0)
Step 4. Substitute the coordinates at the vertices of the feasible region in the
objective function
Maximize Profit = P80X1 + P60X2

A: (0,0) = P80(0) + P60(0) = P0.00

B: (15,0) = P80(15) + P60(0) = P1,200.00
C: (12,6) = P80(12) + P60(6) = P1,320.00
D: (0,12) = P80(0) + P60(12) = P720.00
Step 5. Formulate decision by selecting the highest value if it is maximization or
lowest value if it is minimization
Decision:
The optimum point is at C (maximum profit). Thus, the decision
must produce 12 units of tables and 6 units of chairs to obtain a
maximum profit of P1,320.00
 LP Characteristics
► Feasible Region: The set of points that
satisfies all constraints
► Corner Point Property: An optimal solution
must lie at one or more corner points
► Optimal Solution: The corner point with
the best objective function value is optimal
Example: Flair Furniture Co.
Flair Furniture Co. Produce two main products: Chairs and Tables; How
many of each to make this month having the following conditions?
► Limitations:
• Make no more than 450 chairs
• Make at least 100 tables

Tables Chairs
(per table) (per chair)
Profit Hours
$7 $5
Contribution Available
Carpentry 3 hrs 4 hrs 2400
Painting 2 hrs 1 hr 1000

The main objective is to provide Maximize profit for the establishment.

Objective Function:
Decision Variables:
X1= Num. of tables to make
X2= Num. of chairs to make
Objective Function: Maximize Profit
Maximize: Z= $7 X1 + $5 X2
Subjective Function: Constraints:

► Have 2400 hours of carpentry time available

3 X1 + 4 X2 < 2400 (hours)
► Have 1000 hours of painting time available
2 X1 + 1 X2 < 1000 (hours)
Subjective Function: Constraints:

More Constraints:
► Make no more than 450 chairs
X2 < 450 (num. chairs)
► Make at least 100 tables
X1 > 100 (num. tables)
Non negativity:
Cannot make a negative number of chairs or
tables

X1 , X2 > 0
Model Summary
Objective Function:

Max 7X1 + 5X2 (profit)

Subject to the constraints:

3X1 + 4X2 < 2400 (carpentry hrs)

2X1+ 1X2 < 1000 (painting hrs)

X2 < 450 (max # chairs)

X1 > 100 (min # tables)

X1, X2 > 0 (nonnegativity)

 C
Carpentry
Constraint Line
600
3X1 + 4X2 = 2400

3X
1+
Intercepts 4X
2=
0 24
00
(X1 = 0, X2 = 600) Feasible
(X1 = 800, X2 = 0) < 2400 hrs

0 800 T
 C
1000

Painting
Constraint Line

2X
1+
600
2X1 + 1X2 = 1000

1X
2=
100
0
Intercepts
0
(X1 = 0, X2 = 1000)
(X1= 500, X2 = 0)

0 500 800 T
 C
1000

Max Chair Line

X2 = 450

600
Min Table Line
450
X1 = 100

Feasible
0
Region
0 100 500 800 T
 7X
C
Objective Function Line

1+
5X
2
7X1 + 5X2 = Z (Profit)

=$
4,0
500

4
A B

0
400
Optimal Point
(T = 320, C = 360)
300 C

200

100

0 100 200 300 400 500 T

 Minimization Model
An agriculturist have 2 choices for fertilizers to be used in his field :
Decision variables x1 = bags of
Super-gro and Crop-quick.
Super-gro
He had further analyzed that the field requires at least 16 pounds of x = bags of Crop-quick
2
nitrogen and 24 pounds of phosphate. Checking her past expenses,
she knows that Super-gro costs $6 per bag, Crop-quick $3 per bag. The objective function:
How much of each brand to purchase to minimize total cost of minimize Z = $6x1 + $3x2
fertilizer given following data ?

Model constraints:
2x1 + 4x2 ≥ 16 lb (nitrogen constraint)
4x1 + 3x2 ≥ 24 lb (phosphate constraint)
x1, x2 ≥ 0 (nonnegativity constraint)

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 Minimization Model
Decision variables x1 = bags of
Super-gro
x2 = bags of Crop-quick
The objective function:
minimize Z = $6x1 + $3x2

Model constraints:
2x1 + 4x2 ≥ 16 lb (nitrogen constraint)
4x1 + 3x2 ≥ 24 lb (phosphate constraint)
x1, x2 ≥ 0 (nonnegativity constraint)

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 Minimization Model
Decision variables x1 = bags of
Super-gro
x2 = bags of Crop-quick
The objective function:
minimize Z = $6x1 + $3x2

Model constraints:
2x1 + 4x2 ≥ 16 lb (nitrogen constraint)
4x1 + 3x2 ≥ 24 lb (phosphate constraint)
x1, x2 ≥ 0 (nonnegativity constraint)

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 Problems
An appliance manufacturer produces two models of microwave
ovens: H and W. Both models requires fabrication and assembly
work; each H uses four hours of fabrication and two hours of
assembly, and each W uses two hours of fabrication and six hours of
assembly. There are 600 fabrication hours available this week and
480 hours of assembly. Each H contributes $40 to profits, and each
W contributes $30 to profits. What quantities of H and W will
maximize profits?
 Problems
A calculator company produces a scientific calculator and a graphing
calculator. Long term projections indicate an expected demand of at
least 100 scientific and 80 graphing calculators each day. Because of
limitations on production capacity, no more than 200 scientific and 170
graphing calculators can be made daily. To satisfy a shipping contract,
a total of at least 200 calculators must be shipped each day.
If each scientific calculator sold results in a $2 profit, but each
graphing calculator produces a $5 profit, how many of each type
should be made daily to maximize net profits?
LP Model 2:
-A Hot dog mixture in 1000-pound batches. Two ingredients is needed to create the
mixture, chicken ($3/lb) and beef ($5/lb),
- Recipe requires at least 500 pounds of chicken and at least 200 pounds of beef is
needed. Also, Ratio of chicken to beef must be at least 2 to 1. Determine optimal
mixture of ingredients that will minimize costs.