Linear Programming is a technique for determining an optimum schedule of interdependent activities in view of the 'linear' means that the

relationships are represented by available resources.

straight lines, i.e., the relationships are of the form

A = C + Bx.
The word 'programming' is just an other word for planning and is concerned with optimal allocation of limited resources.

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Basic Terminology

Linear Function

A linear function contains terms each of which is composed of only a single, continuous variable raised to (and only to) the power of 1.

Objective Function

It is a linear function of the decision variables expressing the objective of the decision-maker. The most typical forms of objective functions are: maximize f(x) or minimize f(x).

Decision Variables

These are economic or physical quantities whose numerical values indicate the solution of the linear programming 8/2/12

Constraints

These are linear equations arising out of practical limitations. The mathematical forms of the constraints are: f(x) b or f(x) b or f(x) = b

Feasible Solution

Any non-negative solution which satisfies all the constraints is known as a feasible solution.

Optimal Solution

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General Linear Programming

Optimize ( maximize or minimize)

z = c1x1 + c2x2 + c3x3 + .........+ cnxn

subject to (constraints) a11x1 + a12x2 + a13x3 + .........+ a1nxn (, , =) b1 a21x1 + a22x2 + a23x3 + .........+ a2nxn (, , =) b2 ................................................................................. .. am1x1 + am2x2 + am3x3 + .........+ amnxn (, , =) bm & (non-negative restrictions)
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x1, x2,....., xn 0

Highway Materials (model formulation)

The specification requires that the highway materials meet the limitations:

Percent Volumes

Lower Upper Limit Limit Grav 5 20 el 65 85 Four sources of materials are in the vicinity of the construction Sand 0 15 site. 9000 cubic yard material is Silt required. The composition and Sources
the unit cost of material deliveredSiltthe site are: Gravel (% )Sand (%) to (%) Cost (Rs./ cu. yd) River Gr. Sea Gr. Sand On Site 15 30 00 05 75 70 100 30
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10 00 00 65

60 80 50 00

Solution
Decision Variables: Let the material from River gravel = x1 Let the material from Sea gravel = x2 Let the material from Sand = x3 Let the material on Site = x4 Objective Function: Min. Z = 60 * x1 + 80 * x2 + 50 * x3 + 0 * x4 Constraints: x1 + x2 + x3 + x4 9000 cu.yd (0.15x1 + 0.3x2 + 0.0x3 + 0.05x4)/(x1 + x2 + x3 + x4)*100 5 (0.15x1 + 0.3x2 + 0.0x3 + 0.05x4)/(x1 + x2 + x3 + x4)*100 20 8/2/12 (0.75x1 + 0.7x2 + 1.0x3 + 0.3x4)/(x1 + x2 + x3 + x4)*100

Traffic Engineering (model formulation)

City Nazim is studying the feasibility of introducing a mass transit bus system that will reduce the pollution by reducing in city driving. The initial study seeks the determination of the minimum number of buses that can handle the transportation needs

After collecting the information, the traffic engineer noticed that the minimum number of buses needed to meet demand vary with the time of day. He further discovered that the required number of buses can be assumed constant over successive interval of 4 hours each. (as shown in fig.)

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It was decided that, to carry out the required daily maintenance, each bus could operate only 8 successive hours day. Chalk out the policy to minimize buses.

12 10 8 6 4 2 0
12:0 0 AM 4:00 AM 8:00 AM 12:0 0 Noo n 4:00 PM 8:00 PM 12:0 0 AM

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Solution
12 10 8 6 4 2 0

x 6

x1

x 2

x 3

x 4

x x 6 5

Min. Z = x1 + x2 + x3 + x4 + x5 + x6

12:0 0 AM

4:00 AM

8:00 AM

12:0 0 Noo n

4:00 PM

8:00 PM

12:0 0 AM

Constraints: x1 + x6 4 (12:00 4:00) x1 + x2 8 (4:00 8:00) x2 + x3 10 (8:00 8/2/12 12:00)

0,

x1 0, x2 0, x3 0, x4 x5 0, x6 0

Inspection Problem (model formulation)

A company has two grades of inspectors, 1 and 2 to undertake quality control inspection. At least 1500 pieces must be inspected in an 8 hour day. Grade 1 inspector can check 20 pieces in an hour with an accuracy of 96%, Grade 2 inspector checks 14 pieces an hour with an accuracy of 92%

The daily wages of Grade 1 inspectors are Rs. 200/hour while those of Grade 2 inspectors are Rs. 150/hour. Any error made by an inspector costs Rs. 100 to the company. If, there are, in all, 10 Grade 1 and 15 Grade2 inspectors in the company, find the optimal assignment of inspectors that minimizes the daily inspection cost.

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Solution

Let x1, x2 be the nos. of Grade 1 and Grade 2 inspectors. Objective function is to minimize the daily cost of inspection which is equal to wages paid to the inspectors + the cost of their inspection error.

Cost of Grade 1 inspector/hr = 200 +(100*0.04*20) = Rs. 280 Cost of Grade 2 inspector/hr = 150+(100*0.08*14) =Rs. 262 Therefore, Z to minimize = 8(280x1+262x2) =2240 x1 + 2096x2 Constraints are x1 10 (Grade 1) and x2 15 (Grade 2)

on the number of pieces to be inspected daily

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