Operations Research Notes-5 Linear Programming Problem (Formulation, Graphical and Analytic Methods)

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4 INTRODUCTION In 1947, George Dantzig and his Associates, while working in the U.S. department of Air Force, observed that a large number of military programming and planning problems could be formulated as maximizing/minimizing a linear form of profit/cost function whose variables were restricted to values satisfying a system of linear constraints (a set of linear equations/or inequalities). A linear form is meant a mathematical expression of the type a1x1 + a2x2 + + anxn, where a1,a2,an are constants, and x1, x2, ....., xn are variables. The term 'Programming'' refers to the process of determining a particular programme or plan of action. So Linear Programming (L.P.) is one of the most important optimization (maximization/minimization) techniques developed in the field of Operations Research (O.R.). The methods applied for solving a linear programming problem are basically simple problems, a solution can be obtained by a set of simultaneous equations. However, a unique solution for a set of simultaneous equations in n-variables (x1, x2.....xn), at least one of them is non-zero, can be obtained if there are exactly n relations. When the number of relations is greater than or less than n, a unique solution does not exist, but a number of trial solutions can be found. In various practical situations, the problems arc seen in which the number of relations is not equal to the number of variables and many of the relations are in the form of inequalities ( or ) to maximize (or minimize) a linear function of the variables subject to such conditions. Such problems arc known as Linear Programming Problems (LPP). In this chapter, properties of LP problems are discussed and at present the graphical method of solving a LPP is applicable where two (or at most three) variables are involved. The most widely used method for solving LP problems of any number of variables is called the simplex method developed by G. Dantzig in 1947 and made generally available in 1951. Definition. The general LPP calls for optimizing (maximizing/minimizing) a linear function of variables called the OBJECTIVE FUNCTION' subject to a set of linear equations and/or inequalities called the CONSTRAINTS' or RESTRICTIONS'.

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4.1 FORMULATION OF LP PROBLEMS Now it becomes necessary to present a few interesting examples to explain the real-life situations where LP problems may arise. The outlines of formulation of the LP problems arc explained with the help of these examples. Example 1. (Production Allocation Problem) A firm manufactures two type of products A and B and sells them at a profit of Rs. 2 on type A and Rs. 3 on type B. Each product is processed on two machines G and H. Type A requires one minute of processing time on G and two minutes on H; type B requires one minute on G and one minute on H. The machine G is available for not more than 6 hour 40 minutes while machine H is available for 10 hours during any working day. Formulate the problem as a linear programming problem.

Formulation. Let x1 be the number of products of type A and x2 the number of products of type B. After carefully understanding the problem the given information can be systematically arranged in the form of the following table. Table 1
Machine Time of Products (minutes) Type A(x1 units) Type B (x2 units) 1 1 Rs.3 400 600 Available Time (minutes)

G H
Profit per unit

1 2 Rs.2

Since the profit on type A is Rs. 2 per product, 2x1 will be the profit on selling x1 units of type A. Similarly, 3x2 will he the profit on selling x2 units of type B. Therefore, total profit on selling x1 units of A and x2 units of B is given by P = 2x1 + 3x2 (objective function)

Since machine G takes 1 minute time on type A and I minute time on type fi, the total number of minutes required on machine G is given by :x1 + x2. Similarly, the total number of minutes required on machine H is given by x1 + x2.

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But, machine G is not available for more than 6 hour 40 minutes (= 400minutes). Therefore, x1 + x2 400 (first constraint)

Also, the machine H is available for 10 hours only therefore, 2 x1 + x2 600 (second constraint)* Since it is not possible to produce negative quantities, x1 0 and x2 0 (non-negativity restrictions) Hence the allocation problem of the firm can be finally put in the form : Find x1 and x2 such that the profit P = 2x1 + 3x2 maximum, Subject to the conditions: x1 + x2 400, 2 x1 + x2 600, x1 0 and x2 0

Example 2. A company produces two types of Hats. Each hat of the first type requires twice as much labour time as the second type. If all hats are of the second type only, the company can produce a total of 500 hats a day. The market limits daily sales of the first and second type to J 50 and 250 hats. Assuming that the profits per hat are Rs. 8 for type A and Rs. 5 for type B, formulate the problem as a linear programming model in order to determine the number of hats to be produced of each type so as to maximize the profit. Formulation. Let the company produce x\ hats of type A and xi hats of type B each day. So the profit P after selling these two products is given by the linear function : P = 8x1 + 5x2 (objective function) Since the company can produce at the most 500 hats in a day and A type of hats require twice as much time as that of type fl, production restriction is given by 2tx1 + tx2 500 t, where t is the labour time per unit of second type i.e. 2x1 + x2 500 But, there are limitations on the sale of hats, therefore further restrictions are : x1 150, x2 250.

Operations Research Notes-5 Also, since the company cannot produce negative quantities, x1 0, x2 0 Hence the problem can be finally put in the form : Find x1 and x2such that the profit P = 8 x1 + 5x2 is maximum, Subject to the restrictions : 2x1 + x2 500, x1 150, x2 250, x1 0, x2 0

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Example 3. The manufacturer of patent medicines is proposed to prepare a production plan for medicines A and B. There are sufficient ingredient available to make 20,000 bottles of medicine A and 40,000 bottles of medicine B, but there are only 45,000 bottles into which either of the medicines can be filled. Further, it takes three hours to prepare enough material to fill 1000 bottles of medicine A and one hour to prepare enough material to fill 1000 bottles of medicine B, and there are 66 hours available for this operation. The profit is Rs. 8 per bottle for medicine A and Rs. 7 per bottle for medicine B. (i) Formulate this problem as a L. P. P. (ii) How the manufacturer schedule his production in order to maximize profit Formulation, (i) Suppose the manufacturer produces x1 and x2 thousand of bottles of medicines A and B respectively. Since it takes three hours to prepare: 1000 bottles of medicine A, the time required to fill x1 thousand bottles of medicine A will be 3x1 hours. Similarly, the time required to prepare x2 thousand bottles of medicine B will be x2 hours. Therefore, total time required to prepare x1 thousand bottles of medicine A and x2 thousand bottles of medicine B will be 3x1 + x2 hours. Now since the total time available for this operation is 66 hours, 3x1 + x2 66. Since there are only 45 thousand bottles available for filling medicines A and B, x1 + x2 45 . There are sufficient ingredients available to make 20 thousand bottles of medicine A and 40 thousand bottles of medicine B, hence x1 20 and x2 40 . Number of bottles being non-negative, x1 0 and x2 0

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At the rate of Rs. 8 per bottle for type A medicine and Rs. 7 per bottle for type B medicine, the total profit on x1 thousand bottles of medicine A and x2 thousand bottles of medicine B will become P = 8 x 1000 x1 + 7 x 1000 x2 or - P = 8000 x1 + 7000 x2 .

Thus, the linear programming problem is: Max. P = 8000 x1 + 7000 x2, subject to the constraints: 3 x1 + x2 66, x1 + x2 45, x1 20, x2 40 and x1 0, x2 0 (ii) See Example 28 (page 76) for its solution by graphical method.

Example 4. A toy company manufactures two types of doll, a basic versiondoll A and a delux versiondoll B. Each doll of type B takes twice as long to produce as one of type A, and the company would have time to make a maximum of 2000 per day. The supply of plastic is sufficient to produce 1500 dolls per day (both A and B combined). The deluxe version requires a fancy dress of which there are only 600 per day available. If the company makes a profit of Rs. 3.00 and Rs. 5.00 per doll, respectively on doll A and B, then how many of each doll should be produced per day in order to maximize the total profit. Formulate this problem.

Formulation. Let x1 and x2 be the number of dolls produced per day of type A and B, respectively. Let the doll A require t hrs so that the doll B require 2t hrs, So the total time to manufacture x1 and x2 dolls should not exceed 2,000t hrs. Therefore, tx1 + 2tx2 2000t. Other constraints are simple. Then the linear programming problem becomes: Maximize P = 3x1 + 5x2 Subject to the restrictions : x1 + x2 2000 (time constraint) x1 + x2 1500 (plastic constraint) x2 600 (dress constraint) and non-negativity restrictions x1 0, x2 0

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Example 5. A firm can produce three types of cloth, say: A, B, and C. Three kinds of wool are required for it, say : red, green and blue wool One unit length of type A cloth needs 2 meters of red wool and 3 meters of blue wool; one unit length of type B cloth needs 3 meters of red wool, 2 meters of green wool and 2 meters of blue wool; and one unit of type C cloth needs 5 meters of green wool and 4 meters of blue wool. The firm has only a stock of 8 meters of red wool, JO meters of green wool and 15 meters of blue wool. It is assumed that the income 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. Determine, how the firm should use the available material so as to maximize the income from the finished cloth. Formulation. It is often convenient to construct the Table 4.2 after understanding the problem carefully. Table 4.2 Type of Cloth A(x1) 2 0 3 Rs. 3.00 B(x2) 3 2 2 Rs.5.00 C(x3) 0 5 4 Rs.4.00 Total quantity of wool available (in meters) 8 10 15

Quality of wool Red Green Blue Income per unit length of cloth

Let x1, x2 and x3 be the quantity (in meters) produced of cloth type A , B , C respectively. Since 2 meters of red wool are required for each meter of cloth A and x1 meters of this type of cloth are produced, so 2x1 meters of red wool will be required for cloth A. Similarly, cloth B requires 3x2 meters of red wool and cloth C does not require red wool. Thus, total quantity of red wool becomes: 2x1 + 3x2 + 0x3 (red wool) Following similar arguments for green and blue wool, 0x1+ 2 x2 + 5 x3 (green wool)

Operations Research Notes-5 3x1 + 2x2 + 4x3 (blue wool)

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Since not more than 8 meters of red, 10 meters of green and 15 meters of blue wool are available, the variables x1, x2 , x3 must satisfy the following restrictions: 2x1 + 3x2 8 2x2 + 5x3 10 3x1 + 2x2 + 4x3 15

...(4.1)

Also, negative quantities cannot be produced. Hence x1, x2, x3 must satisfy the non-negativity restrictions: x1 0, x2 0, x3 0 The total income from the finished cloth is given by P = 3x1 + 5x2 + 4x3. ...(4.3) ...(4.2)

Thus the problem now becomes to find x1, x2 , x3 satisfying the restrictions (4.1) and (4.2) and maximizing the profit function P. Note. This linear programming problem has been solved by simplex melhod as Example 5 (page 121).

Example 6. A farmer has 100 acre farm. He can sell all tomatoes, lettuce, or radishes he can raise. The price he can obtain is Re. 1.00 per kg for tomatoes, Rs. 0-75 a head for lettuce and Rs. 200 per kg for radishes. The average yield per-acre is 2,000 kg of tomatoes, 3000 heads of lettuce, and J 000 kgs of radishes. Fertilizer is available at Rs. 0-50 per kg and the amount required per acre is J 00 kgs each for tomatoes and lettuce, and 50 kgs for radishes. Labour required for sowing, cultivating and harvesting per acre is 5 man-days for tomatoes and radishes, and 6 man-days for lettuce. A total of 400 man-days of labour are available at Rs. 2000 per man-day. Formulate this problem as a linear programming model to maximize the farmer's total profit. Formulation. Farmer's problem is to decide how much area should be alloted to each type of crop he wants to grow to maximize his total profit. Let the farmer decide to allot x1, x2 and x3

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acre of his land to grow tomatoes, lettuce and radishes respectively. So the farmer will produce 2000x1 kgs of tomatoes, 3000x2 heads of lettuce, and 1000x3 kgs of radishes. Therefore, total sale will be = Rs. [2000x1 + 0-75 x 3000 x2 + 2 x 1000 x3] Fertilizer expenditure will be = Rs. [0.50 {100 (x1 + x2) + 50 x3}] = 0.50 [100 x1 + 100x2 + 50 x3] Labour expenditure will be = Rs. [20 x (5x1 + 6x2+ 5x3)] Therefore, farmer's net profit will be P = Total sale (in Rs.) - Total expenditure (in Rs.) or P = [2000x1 + 0-75 x 3000 x2 + 2 x 1000 x3] - [0.50 {100 (x1 + x2) + 50x3}] - 20 x [5x1 + 6x2+ 5x3] or P= 1850x1 + 2080x2 +1875x3 Since total area of the farm is restricted to 100 acre, x1 + x2 + x3 100 Also, the total man-days labour is restricted to 400 man-days, therefore, 5x1 + 6x2 + 5x3 400. Hence the farmer's allocation problem can be finally put in the form: Find the value of x1, x2, x3 so as to maximize : P= 1850x1 + 2080x2 +1875x3, Subject to the conditions : x1 + x2 + x3 100, 5x1 + 6x2 + 5x3 400 and x1, x2, x3 0

Reference: Operations Research (JNTU)(2007 Edition)

S.D.Sharma