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Linear Programming I:
Formulation and Graphic Solution
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Linear programming is a method of mathematical programming that involves

optimisation of a certain function, called objective function, subject to certain constraints
and restrictions. Although it has very wide applications, the common type of problems
handled in linear programming call for determining product-mix that would maximise the
total profit, given the profit rates of the products involved and the resource requirements
for each of them, along with the amount of resources given. The problem could as well be
determination of the product mix that would entail minimum cost provided it satisfies
certain minimum requirements. Thus, linear programming method is a technique for
choosing the best alternative from a set of feasible alternatives, in situations where the
objective function, as well as the constraints, are expressed as linear mathematical
functions.
In general terms, a linear programming problem can be written as:
Maximise
Subject to

Z = c1 x1 + c2 x2 + + cn xn
a11 x1 + a12 x2 + +a1n xn b1
a21 x1 + a22 x2 + +a2n xn b2
.
.
am1 x1 + am2 x2 + +amn xn bm
x1, x2, xn 0

Objective Function

Constraints

Non-negativity Restriction

Where the objective is to minimise the function, the problem may be stated as:
Minimise
Subject to

Z = c1x1 + c2x2 + + cnxn

a11 x1 + a12 x2 + +a1n xn b1
a21 x1 + a22 x2 + +a2n xn b2
.
.
am1 x1 + am2 x2 + +amn xn bm
x1, x2, xn 0

Objective Function

Constraints

Non-negativity Restriction

Notes:
1.

2.

Generally, the constraints in maximisation problems are of the type, and of type in the
minimisation problems. But a given problem may involve a mix of constraints involving the signs of
, and/or =.
Usually the decision variables are non-negative. However, they need not be so. Variables may be
unrestricted in sign as well.

Formulation of a linear programming model requires:

(a) A clear-cut definition of the decision variables.
(b) Identification of all constraints of the problem and considering each of them to
determine whether it involves a , or = sign.
(c) Determining whether the decision variables involved are non-negative or
unrestricted in sign.
Assumptions Underlying Linear Programming
A linear programming model is based on the following assumptions:
1. Proportionality There exists proportionality (i) in the objective function so that
doubling of output would yield, for example, double the profit, and (ii) in constraints
so that changing the output in a certain proportion will require the resources required
also in the same proportion.
2. Additivity
The objective function and constraint inequalities are based on the
assumption that the total of all activities is given by the sum total of each activity
conducted separately. Thus, the total profit would be equal to the profit obtainable
from each activity.
3. Continuity The decision variables are assumed to be continuous so that they can
assume values both integer and fractional.
4. Certainty Linear programming is deterministic so that various parameters including
the objective function co-efficients, the co-efficients of inequality/equality constraints
and the constraint values are all known and certain.
5. Finite Choices
A linear programming model assumes that a limited number of
choices are available to the decision-maker.
Graphic Solution to the Problems
Solution of an LPP graphically requires plotting all the constraints of the problem in the
first instant. After this, the feasible region for the constraints is identified in reference to
the feasible area for each constraint. The feasible region for the problem is the area that is
common to all the constraints. It thus represents the region any point in which would
satisfy all the constraints. A constraint whose elimination does not affect feasible region
is called a redundant constraint. The feasible region ought to be a convex set. It could be
bounded (if closed or bound from all sides) or unbounded (if not so closed).
The optimal solution may be found by
(i)
Determining extreme points of the feasible region and the variable values at each
point and the corresponding objective function value. The pair values of decision

(ii)

variables which optimises, that is maximises for a maximisation problem and

minimises for a minimisation problem, is taken to be the optimal solution.
Using iso-profit / iso-cost lines. An iso-profit line can be obtained by putting the
objective function equal to some numerical value and plotting that equation on the
graph in the same way as the constraints are plotted. Each point on an iso-profit
line yields same profit. Lines parallel to the one obtained by moving away from
the origin correspond to higher and higher profit levels. The line whose one point
touches the extreme corner point is considered and the profit corresponding
thereto is the highest profit attainable. And the variable values at that point are
optimal values of the decision variables.

Unique, Multiple, and Unbounded Solutions, and Infeasibility A problem may have a
unique optimal solution, multiple optimal solutions, an unbounded solution or no feasible
(and hence no optimal) solution. Multiple optimal solutions are obtained when the
objective function is parallel to a constraint (so that the objective function co-efficients
are proportional to the co-efficients of the constraint), that is binding and forms an edge
or boundary on the feasible region.
Unbounded solution is present when the feasible region is unbounded from above and the
objective function is of the maximisation type, so that it is possible to increase the
objective function value indefinitely. A minimisation problem with non-negative
variables will not have unbounded solution.
Infeasibility (no feasible solution) exists when there is no common point in the feasible
areas for the constraints of a problem. The feasible region is empty in such a case.