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Linear Programming Problems

and
Their Formulation

Optimization Problem
Find the best solution among all possible solutions
Decision variables, Objective function(s), Constraints
We have to maximize or minimize the objective

function(s) depending on what the function(s) represent


Constrained and unconstrained optimization problems

General Optimization Problem


A general optimization problem may be stated as follows:
Objective Function

Optimize (Maximize or Minimize) f(x1, x2, x3, , xn)


xi, i = 1, 2, , n are decision variables
Subject to the constraints
gj(x1, x2, x3, , xn) or = or 0, j = 1, 2, , m
If there is at least one constraint, the problem is a constrained optimization
problem. If there are no constraints, the problem is an unconstrained
optimization problem.

Solution Space and Optimal Solution


Solution Space: Set of all points in the n-dimensional

Cartesian space that satisfy all the constraints of an


optimization problem
(Also known as feasible region, feasible space or search space)

Optimal Solution: All point(s) in the solution space that

optimize the objective function


Example: Maximize x2 + 2y subject to x2 + y2 = 1

Linear Programming:
An Optimization Problem
The objective function as well as the constraints are linear

(That is why the term linear)


Programming: Systematic planning and solution

(step by step)
Any problem whose mathematical model fits the very

general format for the linear programming model is a


linear programming problem

General Form of an LPP


Objective
Function

Subject to the constraints

Functional
Constraints

Non-negativity
Constraints

x1, x2, x3, , xn are the decision variables


cj, j = 1, 2, , n are the cost coefficients
aij, i = 1, 2, , m; j = 1, 2, , n are technological coefficients
bi, i = 1, 2, , m are known as availabilities

Assumptions of Linear Programming


There are some implicit assumptions in the linear programming
model
formulation:
1.

Proportionality

2.

Additivity

3.

Divisibility

4.

Certainty

Applications of Linear Programming


Product Mix: The variety/mix of products that a plant should

manufacture (or a company should offer) to maximize profit


Diet: To find the best combination different food items that satisfies

the requirement of nutrients and involves minimum cost


Transportation: Transport the goods from place of manufacturing or

availability to other places of requirement so that the transportation


cost is minimized
Assignment: To assign various jobs to available manpower so that the

total cost is minimized


Blending: To determine the most economical blend for a new product

subject to the available ingredients

Problem 1
A pharmaceutical company produces three types of medicines M1, M2
and M3. For manufacturing these medicines, three types of ingredients I1,
I2 and I3 are required. One M1 requires three units of I1 and two units of
I2; one M2 requires 2 units of I1, 3 units of I2 and 4 units of I3; and one
M3 requires 4 units of I1 and three units of I3. The company has a stock
of 40 units of I1, 30 units of I2 and 45 units of I3. The profit on selling
one M1 is Rs 8, one M2 is Rs 13 and one M3 is Rs 10. If all the medicines
produced are sold, formulate the problem as an LPP to maximize the
profits.

Formulation of Problem 1
Let the company produce x1, x2, x3 number of medicines M1, M2, M3
respectively.
The profit obtained is Z = 8x1 + 13x2 + 10x3
The LPP formulation for this problem is
Maximize Z = 8x1 + 13x2 + 10x3
Subject to
3x1 + 2x2 + 4x3 40 (Constraint for ingredient I1)
2x1 + 3x2 30 (Constraint for ingredient I2)
4x2 + 3x3 45 (Constraint for ingredient I3)
and
x 1 , x 2 , x3 0

Problem 2
A firm can produce three types of cloth, say A, B and C. Three kinds of
wool are required for it, say, red wool, green wool and blue wool. One
unit length of type A cloth needs 2 yards of red wool and 3 yards of blue
wool; one unit length of type B cloth needs 3 yards of red wool, 2 yards of
green wool and 2 yards of blue wool and one unit of type C cloth needs 5
yards of green wool and 4 yards of blue wool. The firm has only a stock of
8 yards of red wool, 10 yards of green wool and 15 yards of blue wool. It
is assumed that the profit obtained from one unit length of type A cloth is
Rs 3.00, of type B cloth is Rs 5.00 and of type C cloth is Rs 4.00.
Formulate the problem how should the firm use the available material so
as to maximize the profit from the finished cloth, assuming that all units
produced are sold.

Formulation of Problem 2
Let the firm produce x1, x2, x3 yards of type A, B an C cloth respectively.
Hence it will use
2x1 (for A) + 3x2 (for B) yards red wool
2x2 (for B) + 5x3 (for C) yards green wool, and
3x1 (for A) + 2x2 (for B) + 4x3 (for C) yards blue wool

The total profit Z (in Rupees) from finished cloth will be


3x1 (from A) + 5x2 (from B) + 4x3 (from C)

Formulation of Problem 2
The problem is to find x1, x2, x3 which will
Maximize Z = 3x1 + 5x2 + 4x3
Subject to
2x1 + 3x2 8 (constraint for red wool)
2x2 + 5x3 10 (constraint for green wool)
3x1 + 2x2 + 4x3 15 (constraint for blue wool)
and
x1, x 2, x3 0

Problem 3
Food X contains 6 units of vitamin A and 7 units of vitamin B per gram
and costs 12 paise per gram. Food Y contains 8 units and 12 units of A
and B per gram respectively and costs 20 paise per gram. The daily
requirements of vitamins A and B are at least 100 units and 120 units
respectively. Formulate this problem as an LPP to minimize the cost.

Formulation of Problem 3
Let variables x and y represent amounts, in grams (to be consumed) of
food X and Y respectively.
The total cost of a diet consisting of x grams of X and y grams of Y is
given by (in paise)
Z = 12x + 20y
Total units of vitamin A contained in the foods X and Y is
6x + 8y
Total units of vitamin B contained in the foods X and Y is
7x +12y

Formulation of Problem 3
The formulation of the problem as an LPP is
Minimize Z = 12x + 20y

Subject to
6x + 8y 100,
7x + 12y 120,
x, y 0

Problem 4

A person requires at least 10, 12 and 12 units of chemicals A, B and C


respectively for his garden. A liquid product contains 5, 2 and 1 units of
A, B and C respectively per jar. A dry product contains 1, 2 and 4 units of
A, B and C per carton. If the liquid product sells for Rs 3 per jar and the
dry product sells for Rs 2 per carton, then formulate a linear programming
problem showing how many of each should be purchased with the
objective of minimizing the cost and meet the requirements.

Formulation of Problem 4
Let the person purchase x jars of the liquid product and y cartons of the
dry product.
The problem may be formulated as an LPP as follows:
Minimize Z = 3x + 2y (total cost)
Subject to

5x + y 10 (constraint for chemical A)


2x + 2y 12 (constraint for chemical B)
x + 4y 12 (constraint for chemical C)
x, y 0 (non-negativity constraints)

Problem 5

Suppose in a hospital, it is decided that each patient should be given at


least N1, N2, N3, N4 quantities of four nutrients daily. There are five such
foods available which contain these nutrients in different proportions.
Suppose aij (i = 1,2,3,4; j=1,2,3,4,5) is the quantity of ith nutrient in one
unit of the jth food. The price per unit of jth food is cj. How to find a best
diet, that is, the combination of foods that can be supplied at minimum
cost satisfying the daily requirements of the nutrients by the patients.

Formulation of Problem 5
Let x1, x2, x3, x4 and x5 be the quantities of five foods respectively which
constitute the daily diet of each patient.
We have to find the values of x1, x2, x3, x4 and x5 which will
Minimize the total cost Z = c1x1 + c2x2 + c3x3 + c4x4 + c5x5
Such that

and

a11x1 + a12x2 + a13x3 + a14x4 + a15x5 N1


a21x1 + a22x2 + a23x3 + a24x4 + a25x5 N2
a31x1 + a32x2 + a33x3 + a34x4 + a35x5 N3
a41x1 + a42x2 + a43x3 + a44x4 + a45x5 N4
x1, x2, x3, x4 , x5 0

Problem 6
For a 24-hour restaurant, the requirement of waitresses is as follows
Time of day

Minimum number of waitresses

1am 5am

5am 9am

9am 1pm

10

1pm 5pm

5pm 9pm

12

9pm 1am

Each waitress works for eight consecutive hours per day. Formulate the
problem as a linear programming model to find the smallest number of
waitresses required to comply with the above requirements.

Formulation of Problem 6
Let xj , j = 1, 2, 3, 4, 5, 6 be the number of waitresses starting at the
beginning of the jth period.
Note that the same set of waitresses cannot work for more than two
consecutive periods of four hours each.
The number of waitresses working during the period 1am 5am is x1 + x6
(Those who started working in the beginning of this period and those who
started working in the previous period, that is, the sixth period)
Similarly we can write the number of waitresses working during the other
periods.

Formulation of Problem 6
The problem may be formulated as
Minimize Z = x1 + x2 + x3 + x4 + x5 + x6
Subject to

x1 + x6 5,
x2 + x1 7,
x3 + x2 10,
x4 + x3 8,
x5 + x4 12,
x6 + x5 4,
xj 0, for j = 1, 2, 3, 4, 5, 6

Problem 7
A dietician advises a wrestler to consume at least 90 grams of proteins,
100 grams of multivitamins, 150 grams of carbohydrates and 70 grams of
fats daily. The following table gives the analysis of the food items readily
available in the market with their respective costs:
Food type

Food value (in grams) per 100 grams


F1

F2

F3

F4

Minimum daily
requirement
(grams)

Proteins

20

10

12

90

Multivitamins

10

16

18

12

100

Carbohydrates

15

25

10

150

Fats

12

10

20

14

70

Cost in Rs
(per kg)

Formulate the problem as an LPP for an optimum diet.

Formulation of Problem 7
Let x1, x2, x3, and x4 kg of food F1, F2, F3 and F4 respectively be
included in the daily diet.
The total cost per day is
5x1 + 4x2 + 8x3 + 6x4
The total amount of proteins in the daily diet is
200x1 + 100x2 + 80x3 + 120x4
The total amount of multivitamins in the daily diet is
100x1 + 160x2 + 180x3 + 120x4
The total amount of carbohydrates in the daily diet is
50x1 + 150x2 + 250x3 + 100x4
The total amount of fats in the daily diet is
120x1 + 100x2 + 200x3 + 140x4

Formulation of Problem 7
The LPP formulation of the problem is
Minimize Z= 5x1 + 4x2 + 8x3 + 6x4
Subject to
200x1 + 100x2 + 80x3 + 120x4 90
100x1 + 160x2 + 180x3 + 120x4 100
50x1 + 150x2 + 250x3 + 100x4 150
120x1 + 100x2 + 200x3 + 140x4 70
and

x1 , x 2 , x3 , x4 0

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