Linear Programming

Terminology
Contents
1. What is a Mathematical Model?
2. Illustration of LPP: Maximization Case
3. What is Linear Programming Problem (LPP)?
4. Graphical Solution
o Feasible Solutions
o Optimal Solution
5. Concepts:
o What is Feasibility?
o What is an Optimal Solution?
o Convex Sets & LPP

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I. What is a Mathematical Model ?
F=ma

‘Mathematical Expressions’

o Here m and a are called as ‘Decision Variables’

o F can be called as ‘Objective Functions’

o Now, F can be controlled or restricted by limiting m or a … say m <

50 kg …here, m can be called as a ‘Constraint’

o Similarly if a > o …always, then this condition is called as ‘Non-

Negativity Condition’

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II. Illustration:
Maximize: Z = 3x1 + 5x2 Objective
Function

Subject to restrictions:
x1 < 4
Functional
2x2 < 12 Constraints
3x1 + 2x2 < 18

Non negativity condition

x1 > 0 Non-negativity
x2 > 0 constraints

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III. What is Linear Programming?

 The most common application of LP is allocating

limited resources among competing activities in a
best possible way i.e. the optimal way.

 The adjective linear means that all the mathematical

functions in this model are required to be linear
functions.

 The word programming does not refer to computer

programming; rather, essentially a synonym for
planning.

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IV. Graphical Solution
Ex) Maximize: Z = 3x1 + 5x2

Subject to restrictions:
x1 < 4
2x2 < 12 i.e. x2 < 6
3x1 + 2x2 < 18

Non negativity condition

x1, x2 > 0

Solution: finding coordinates for the constraints (assuming perfect equality), by putting
one decision variable equal to zero at a time.

Restrictions (Constraints) Co-ordinates

x1 < 4 (4 , 0)

x2 < 6 (0 , 6)

3x1 + 2x2 < 18 (0 , 9) & (6 , 0)

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Restrictions (Constraints) Co-ordinates Non-negativity Constraint
x1 < 4 (4 , 0) x1, > 0
x2 < 6 (0 , 6) x2 > 0
3x1 + 2x2 < 18 (0 , 9) & (6 , 0)

X2

10

A B
6

4
C Feasible Region (Shaded / Points A, B, C, D and E)

0
D
E 2 4 6 8 10 X1

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Feasible Solutions

 Try co-ordinates of all the corner points of

the feasible region.

 The point which will lead to most

satisfactory objective function will give
Optimal Solution.

 Note: for co-ordinates at intersection; solve

the equations (constraints) of the two lines
simultaneously.

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Optimal Solution
Corner Limiting Constraint Co-ordinate Max. Z= 3x1 + 5x2

A x2 = 6 (0 , 6) 30

B x2 = 6 & 3x1 + 2x2 = 18 (2 , 6) 36

C x1 = 4 & 3x1 + 2x2 = 18 (4 , 3) 27

D x1 = 4 (4 , 0) 12

E Origin (0 , 0) 0

From the above table, Z is maximum at point ‘B’ (2 , 6) i.e. The

Optimal Solution is:
X1 = 2 and
X2 = 6 ANSWER

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Conceptual Understanding

 Feasibility

 Optimal Solution

 Convex Set

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What is Feasibility ?
 Feasibility Region
[Dictionary meaning of feasibility is possibility]

“The region of acceptable values of the

Decision Variables in relation to the
given Constraints (and the Non-Negativity
Restrictions)”

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What is an Optimal Solution ?

 It is the Feasible Solution which Optimizes.

i.e. “provides the most beneficial result for the specified
objective function”.

 Ex: If Objective function is Profit then Optimal Solution is the

co-ordinate giving Maximum Value of ‘Z’…
While; if objective function is Cost then the optimum solution
is the coordinate giving Minimum Value of ‘Z’.

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Convex Sets and LPP’s
“If any two points are selected in the feasibility region
and a line drawn through these points lies completely
within this region, then this represents a Convex Set”.

Convex Set Non-convex Set

A
A

B B

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Contact

For any further queries/details be in

touch with the author at:

http://www.rajeshtimane.com

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