MBA-Linear Programming

Decision Sciences
(Course Code -204)
Dr.S.Balasubramaniam 1
Linear Programming
Formulation
&
Graphical Solutions
Introduction
Variables
Constraints
Objective
Linear Programming –
Formulation of Graphical
Solutions to LPP
The Company own two different plants that produce
products A ,B and C. The company can product maximum of
12 units of A, 8 units of B and 24 units of C . The two plants
have different operating characteristics as detailed below:
Plant Cost of Production/Day

production per A B C
day(‘000 Rs)
P 180 6 3 4
Q 160 1 1 6
How many days per week should each plant be operated

to fulfil the requirement provided max no. of working
days in a week is five?
6.1. Variables
These represent the “decisions that are unknowns”.
Let
x = number of days per week plant P is operated
y = number of days per week plant Q is operated
Note here that x ≥ 0 and y ≥ 0.
Constraints
It is best to first put each constraint

into words and then express it in a
Mathematical form.
A : 6x + 1y ≤ 12
B : 3x + 1y ≤ 8
C : 4x + 6y ≤ 24
Objective
Objective is (presumably) to
minimise cost which is given by
180x + 160y.
Hence we have the complete mathematical
representation of the problem as:
Minimise Z = 180x + 160y
subject to
6x + 1y ≤ 12
3x + 1y ≤8
4x + 6y ≤ 24
x≤5
y≤5
x≥0
y≥0
Example 1 : use the graphical
method to solve the following LP
problem.
Maximise Z= 15x + 10y

Subject to the constraints
4x + 6y ≤ 360
3x + 0y ≤ 180
0x + 5y ≤ 200
x,y ≥ 0
problem.
Maximize Z = 2x + y
x + 2y ≤ 10
x+y≤6
x–y≤2
x – 2y ≤ 1
x, y ≥ 0
problem.
Minimize Z = 3x +2y
5x + y ≥ 10
x+ y ≥6
x +4y ≥ 12
x, y ≥ 0
Sol: pt(1,5) with Z=13
problem.
Minimise Z = -x+2y
-x+ 3y ≤ 10
x+ y ≤ 6
x–y≤2
x, y ≥ 0
Example 5: use the graphical
problem.
Maximise Z = 7x + 3y
x + 2y ≥ 3
x+ y ≤ 4
0 ≤ x ≤ 5/2
0 ≤ y ≤ 3/2
x, y ≥ 0
method to solve the following
LP problem.
Minimise Z = 20x + 10y
x+ 2y ≤ 40
3x + y ≥ 30
4x + 3y ≥ 60
x, y ≥ 0
Example 7 : Use the graphical method to
solve the following LP problem.
Maximize Z = 2x + 3y
x+ y ≤ 30
y ≥ 3
0 ≤ y ≤ 12
0 ≤ x ≤ 20
x - y ≥ 0
x, y ≥ 0
Example 8 : A firm makes two products P and Q
and has a total production capacity of 9 tones per
day . The firm has a permanent contract to supply
at least 2 tones of P and at least 3 tones of Q per
day to another company. Each tone of P requires 20
machine hours of production time and each tone of
Q requires 50 machine hours of production time .
The daily maximum possible number of machine
hours is 360. All the firm’s output can be sold, and
the profit made is Rs 80 per tonne of P and Rs 120
per tonne of Q. It is required to determine the
production of P and Q for maximum profit and
calculate this profit.
Example 9 : The standard weight of a
special brick is 5 kg and it contains two
basic ingredients B1and B2 , B1 costs Rs 5
per kg and B2 costs Rs 8 per kg.Strength
considerations dictate that the brick should
contain not more than 4 kg of B1 and
minimum of 2 kg of B2.Since the demand
for the product is likely to be related to the
price of the brick, find out graphically the
minimum cost of the brick satisfying the
above conditions.
Note: In the answer pts to be considered are (0,5) and (3,2)and not (4,2)
Special cases
in
Linear
Programming
Alternate
or
Multiple Optimal
Solution
Use the graphical method to solve the fallowing
LP problem
5x +3y ≤30
x +2y ≤18
x, y ≥ 0
Objective function is Parallel to First constraint

which forms the boundary of the feasibility region.
Hence several feasible solutions are possible
Unbound Solutions
Use the graphical method to solve the
fallowing LP problem

x-y ≤ -1
-x +y ≤0
x, y ≥ 0
Objective function has infinite no of solutions

possible.
Infeasible solution
Maximise Z = 6x – 4y
2x+4y ≤4
4x +8y ≥ 16
x, y ≥ 0
Assumptions of Linear Programming
The constraints and objective function are linear.
This requires that the value of the objective function and the
response of each resource expressed by the constraints is
proportional to the level of each activity expressed in the
variables.
Linearity also requires that the effects of the value of each

variable on the values of the objective function and the
constraints are additive.
In other words, there can be no interactions between the effects

of different activities; i.e., the level of activity X1 should not
affect the costs or benefits associated with the level of activity
X2. Dr.S.Balasubramaniam 37
Divisibility -- the values of decision variables can be
fractions. Sometimes these values only make sense if
they are integers; then we need an extension of linear
programming called integer programming.
Certainty -- the model assumes that the responses to

the values of the variables are exactly equal to the
responses represented by the coefficients.
Data -- formulating a linear program to solve a

problem assumes that data are available to specify the
problem.
Duality in Linear Programming
Primal Dual relationship
Primal Program Dual Program
Dual solutions Primal solutions
Duality in LP
max Z  5x1  3x2  8x3  0 x4  12 x5
Subject to
3x1  8 x2  9 x4  15 x5  20
18 x1  5 x2  8 x3  4 x4  12 x5  30
x1 , x2 , x3 , x4 , x5  0
Dual for non standard Linear Program
max z  x1  x2  x3
Subject to
2 x2  x3  4
x1  3x2  4 x3  5
x1  2 x2  3
x1 , x2  0 ; x3 : unrestrict ed
Rules
Multiply through the greater-than-or-equal-to
inequality constraint by -1
Use the approach described above to convert

the equality constraint to a pair of inequality
constraints.
Replace the variable unrestricted in sign, , by

the difference of two nonnegative variables
max z  x1  x2  x'3  x' '3
Subject to
 2 x2  x'3  x' '3  4
 x1  3 x2  4 x'3 4 x3 ' '  5
x1  2 x2  3
x1 , x2 , x'3 , x' '3  0
Sensitivity Analysis
Sensitivity analysis helps to test the sensitivity of the optimum
solution with respect to changes of the coefficients in the objective
function, coefficients in the constraints inequalities, or the constant
terms in the constraints.
e.g.
 The actual selling prices (or market values) of the two products may vary
from time to time. Over what ranges can these prices change without
affecting the optimality of the present solution?
 Will the present solution remain the optimum solution if the amount of
raw materials, production time, or storage space is suddenly changed
because of shortages, machine failures, or other events?
 The amount of each type of resources needed to produce one unit of each
type of product can be either increased or decreased slightly. Will such
changes affect the optimal solution ?
1.All linear programming problems
may be solved using graphical
method
a) True
b) False
2. All linear programming problems
with only two variables may be
solved using graphical method.
a) True
b) False
3.In any graphically solvable linear
program, if two points are feasible, then any
weighted average of the two points where
weights are non-negative and add up to 1.0
will also be feasible
a) True
b) False
4.If a graphically solvable linear program is
unbounded, then it can always be converted
to a regular bounded problem by removing a
constraint.
a) True
b) False
5. Assumptions of linear
programming include
a) Linearity
b) Additively
c) Divisibility
d) Certainty
e) All of the above
6.Divisibility assumption in linear
programming implies
a) resources can be divided among products

b) products can be divided among customers.
c) decision variables may take on integer values.
d) decision variables may take on fractional
values
7.XYZ Inc. produces two types of paper towels, called regular
and super-soaker. Marketing has imposed a constraint that the
total monthly production of regular should be no more than twice
the monthly production of super-soakers. Letting X1 be the
number of units of regular produced per month and X2 represent
the number of units of super-soaker produced per month, the
appropriate constraint/s will be
a) X1 ≤ 2X2
b) 2X1 ≤ X2
c) X1 ≤ 0.5X2
d) X1 – X2 ≤ 0
and super-soaker. Regular uses 2 units of recycled paper per unit
of production and super-soaker uses 3 units of recycled paper per
unit of production. The total amount of recycled paper available
per month is 10,000. Letting X1 be the number of units of regular
produced per month and X2 represent the number of units of
super-soaker produced per month, the appropriate constraint/s
will be
a) 2X1 + 3X2 = 10000

b) 2X1 + 3X2 ≤ 10000
c) 2X1 + 3X2 ≥ 1000
d) 2X1 = 3X2
and super-soaker. Regular uses 2 units of recycled paper per unit
of production and super-soaker uses 3 units of recycled paper per
unit of production. The total amount of recycled paper available
per month is 10,000. They also have a binding contract to use at
least 8000 units of recycled paper per month with a local
pollution control organization. Letting X1 be the number of units
of regular produced per month and X2 represent the number of
units of super-soaker produced per month, the appropriate
constraint/s will be
a) 2X1 + 3X2 ≥ 8000
b) 2X1 + 3X2 ≤ 10000
c) 2X1 + 3X2 = 10000
d) A or B but not both
e) A and B
10.XYZ Inc. produces two types of printers, called regular and high-
speed. Regular uses 2 units of recycled plastic per unit and high-speed
uses 1 unit of recycled plastic per unit of production. The total amount
of recycled plastic available per month is 5,000. A critical machine is
needed to manufacture the printers and each unit of Regular requires 5
units of time in this machine and each unit of high-speed requires 3
units of time in this machine. The total time available in this machine
per month is 10000 units. Letting X1 be the number of units of regular
produced per month and X2 represent the number of units of high-speed
produced per month, the appropriate constraint/s will be
a) 2X1 + X2 = 5000
b) 2X1 + X2 ≤ 5000
c) 5X1 + 3X2 ≤ 10000
d) A and C
e) B and C
uses 1 unit of recycled plastic per unit of production. XYZ is
committed to using at least 5,000 units of recycled plastic per month. A
critical machine is needed to manufacture the printers and each unit of
Regular requires 5 units of time in this machine and each unit of high-
speed requires 3 units of time in this machine. The total time available
in this machine per month is 15000 units. Letting X1 be the number of
units of regular produced per month and X2 represent the number of
units of high-speed produced per month, the appropriate constraint/s
will be
a) 2X1 + X2 ≥ 5000
b) 2X1 + X2 ≤ 5000
c) 5X1 + 3X2 ≤ 15000
d) A and C
uses 1 unit of recycled plastic per unit of production. XYZ is
committed to using at least 5,000 units of recycled plastic per month. A
critical machine is needed to manufacture the printers and each unit of
Regular requires 5 units of time in this machine and each unit of high-
speed requires 3 units of time in this machine. The total time available
in this machine per month is 10000 units. Let X1 be the number of units
of regular produced per month and X2 represent the number of units of
high-speed produced per month. Imposing both of these constraints,
and non-negativity constraints one of the feasible corner points is:
(assuming the first number in parenthesis is X1 and the second number
in the parenthesis is X2):
a) (0,0)
b) (2000,0)
c) None exists
d) (0,5000)
e) (2500,0) Dr.S.Balasubramaniam 57
a) X1 ≤ 2X2
b) 2X1 ≤ X2
c) X1 ≤ 0.5X2
d) X1 – X2 ≤ 0
a) X1 ≤ 2X2
b) 2X1 ≤ X2
c) X1 ≤ 0.5X2
d) X1 – X2 ≤ 0
15.Total profits are maximized when the objective function (as a
straight line on a graph) is:
a) Nearest to the origin and tangent to the ‘feasible region’

b) Furthest from the origin and tangent to the ‘feasible region’
c) Nearest to the origin irrespective of the ‘feasible region’
d) Furthest from the origin irrespective of the ‘feasible region’
16.company manufactures two products X and Y. Each product
has to be processed in three departments: welding, assembly and
painting. Each unit of X spends 2 hours in the welding
department, 3 hours in assembly and 1 hour in painting. The
corresponding times for a unit of Y are 3, 2 and 1 hours
respectively. The employee hours available in a month are 1,500
for the welding department, 1,500 in assembly and 550 in
painting. The contribution to profits are £100 for product X and
£120 for product Y.
What is the objective function (Z) to be maximized in this linear
programming problem (where Z is total profit in £s)?
a) Z = 120X + 100Y
b) Z = 1500X + 1500Y
c) Z = 2X + 3Y
d) Z = 100X + 120Y

MBA-Linear Programming

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Decision Sciences

(Course Code -204)

Plant Cost of Production/Day

How many days per week should each plant be operated

These represent the “decisions that are unknowns”.

y = number of days per week plant Q is operated

Note here that x ≥ 0 and y ≥ 0.

It is best to first put each constraint

Maximise Z= 15x + 10y

Objective function is Parallel to First constraint

Subject to the constraints

Objective function has infinite no of solutions

Subject to the constraints

The constraints and objective function are linear.

Linearity also requires that the effects of the value of each

In other words, there can be no interactions between the effects

Certainty -- the model assumes that the responses to

Data -- formulating a linear program to solve a

Primal Program Dual Program

Dual solutions Primal solutions

max Z  5x1  3x2  8x3  0 x4  12 x5

Use the approach described above to convert

Replace the variable unrestricted in sign, , by

a) resources can be divided among products

a) 2X1 + 3X2 = 10000

a) Nearest to the origin and tangent to the ‘feasible region’

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