LINEAR PROGRAMMING

MODULE-2

LINEAR PROGRAMMING
Is a technique for choosing the best alternative from a set of feasible alternatives, in a situation in which the objective function as well as the constraints can be expressed as linear mathematical function General LPP cells for optimizing a linear function of variables is called objective function subject to set of linear equation or inequalities called constraints

Requirements
Objective Activities Resources Relationship : must be linear in nature Series of feasible alternative courses

Formulation of Linear Programming Problem

The Maximisation Case
A firm is engaged in producing two products, A and B. Each unit of product A requires 2 kg of raw material and 4 labour hours for processing whereas each unit of product B requires 3 kg of raw materials and 3 labour hours, of the same type. Every week the firm has an availability of 60 kg of raw material and 96 labour hours.1 unit of product A sold yields Rs 40 and B sold gives Rs 35 as profit.
The objective functon: The Constraints: Z=40X1 +35X2 2X1 + 3X2 60 4X1 + 3X2 96 Non-negativity Condition: X1,X2 0

 2. Minimisation Case
The Agricultural Research Institute has suggested to a farmer to spread out at least 4800kg of a special phosphate fertilizer and no less than 7200kg of a special nitrogen fertilizer to raise productivity of crops in his fields. There are two sources of obtaining these mixtures A and B. Both of these are available in bags weighing 100 kg each and they cost Rs 40 and Rs 24 respectively. Mixture A contains phosphate and nitrogen equivalent of 20kg and 80kg respectively , while mixture B contains these ingredients equivalent of 50kg each. The objective Function: Z=40X1 + 24X2 The Constraints: 20X1 + 50X2 4800 80X1 + 50X2 7200 Non-negativity Condition: X1,X2 0

ASSUMPTIONS OF LPP
Proportionality Additivity Continuity Certainty Finite Choices

ADVANTAGES
Optimum use of resources Improve the quality of decision Helps to highlight the bottleneck in the production process For changing conditions-necessary modification

General statement of LPP

In general terms, a LPP can be written as
Maximise
Subject to

Z=c1x1 + c2x2 + cnxn

(objective function)

a11x1 + a12x2 + . +a1nxn b1 a21x1+ a22x2 + . + a2nxn b2 . . am1x1+ am2x2 + + amnxn bm x1,x2,xn 0 Non-negativity Restriction

 where cj, aij, bi (i=1,2,m; j=1,2,.n) are known as constants and xjs are decision variables. The cjs are termed as the profit coefficients, aijs the technological coefficients and bis the resource values. In shorter form, the problem can be written as: Maximise Z= nj=1 cj xj Subject to nj=1 aijxj bi for i=1,2,3,..m xj 0 for j=1,2,3,n

 Where the objective is to minimize a function, the problem is,

Minimise Z= nj=1 cj xj Subject to nj=1 aijxj bi xj 0 for i=1,2,3,..m for j=1,2,3,n

LPP by graphical method

We can solve the LPP by Graphic method. The graphic approach is restricted in application-it can be used only when two variables are involved.

Steps for solving graphical method

Identify the problem Draw a graph that includes all constraints or restrictions and identify the feasible region Obtain the point on the feasible region that optimizes the objective function- the optimal solution Interpret the results

Cases in Solving By Graphic Method

1. The Maximisation case point O P Q R X1 0 0 18 24 X2 0 20 8 0 Z 0 700 1000(maximum) 960

2. The Minimisation Case point P Q R X1 0 40 240 X2 144 80 0 Z 3456(min) 3520 9600

Special Case
Multiple optimal solution Infeasibility Unboundedness

Duality
Describes that LPP exist in pairs so that corresponding to every given LPP there is another LPP. The given problem is called the primal and the other, the related problem is known as the dual. Both are a replica of each other.

Primal
Minimize F = 28x1 + 40x2 + 20x3 Subject to
1.0 X1 + 0.6 X1 + 0.9X2 + 2.0 X2 + 0.8 X3 0.7 X3 30 23

Dual
Maximize Z = 30y1 + 23y2 Subject to 1.0y1 + 0.6y2 = 0.9y1 + 2.0y2 = 0.8y1 +0.7y2
=

28 40 20

x1,x2,x3 0

y1, y2 0

 WRITING THE DUAL Suppose the Primal of the Problem is Maximize Z=cx Subject to ax<=b x>=0 where c=row matrix containing the coefficient in the objective functions x= column matrix containing the decision variables a = matrix containing the coefficients in the cons istraints b=column matrix containing R.H.S value of the constraints

 The duality is Minimize F=by Subject to ay>=c y>=0 where b=transpose the b primal matrix of the primal solution a=transpose of the coefficient matrix of the primal solution c=tanspose the matrix of the objective function coefficient of the primal solution y=column matrix of the dual variables

Relationship between primal and dual

Primal Maximization No. of variables No. of constraints <= type constraint =type constraint Unrestricted variable Objective function coefficient for jth variable RHS constant for ith constraint Dual Minimization No.of constraint No. of variables Non-negative variables Unrestricted variable = type constraints RHS constant for the jth contraint Objective function coefficient for the ith variable

1.Define Feasible solution: The set of decision variables which satisfy all the constraints and non negativity condition of an LPP simultaneously. Basic feasible solution: A feasible solution to an LPP which is also the basic solution is basic feasible solution. That is, all basic variables assume non negative values.

c.Optimum solution: The basic feasible solution which optimizes (maximizes or minimizes) the objective function value of the given LPP. d.Unbounded solution: A solution which can increase or decrease the value of objective function of LPP indefinitely .

2.What is LPP? LPP is a technique for choosing the best alternative from the set of alternatives ,in situation the objective function as well as the constraints can be expressed as linear mathematical function.

3.What is feasibility region? It is the region where all the constraints and non negativity conditions are satisfied and where the optimal solution lies.

Define LPP? Describes that LPP exist in pairs so that corresponding to every given LPP there is another LPP. The given problem is called the primal and the other, the related problem is known as the dual. Both are a replica of each other.

Differentiate
Feasible solution The set of decision variables which satisfy all the constraints and non negativity condition of an LPP simultaneously. Optimum solution The basic feasible solution which optimizes (maximizes or minimizes) the objective function value of the given LPP.

 Unique solution Solution where only one optimal solution exist

Multiple solution Solution where more than one optimal solution exist