0% found this document useful (0 votes)
105 views

Linear Programming

The furniture dealer has Rs 50,000 to invest in either tables or chairs. Tables cost Rs 2,500 each and chairs cost Rs 500 each. The dealer estimates a profit of Rs 250 per table and Rs 75 per chair. Given a storage limit of 60 pieces, the dealer wants to know how many tables and chairs to buy to maximize total profit, assuming all items can be sold.

Uploaded by

Kathan Patel
Copyright
© © All Rights Reserved
Available Formats
Download as PDF, TXT or read online on Scribd
0% found this document useful (0 votes)
105 views

Linear Programming

The furniture dealer has Rs 50,000 to invest in either tables or chairs. Tables cost Rs 2,500 each and chairs cost Rs 500 each. The dealer estimates a profit of Rs 250 per table and Rs 75 per chair. Given a storage limit of 60 pieces, the dealer wants to know how many tables and chairs to buy to maximize total profit, assuming all items can be sold.

Uploaded by

Kathan Patel
Copyright
© © All Rights Reserved
Available Formats
Download as PDF, TXT or read online on Scribd
You are on page 1/ 23

Ex:

A furniture dealer deals in only two items-tables and chairs. He has


Rs 50,000 to invest and has storage space of at most 60 pieces. A
table costs Rs 2500 and a chair Rs 500. He estimates that from the
sale of one table, he can make a profit of Rs 250 and that from the
sale of one chair a profit of Rs 75. He wants to know how many
tables and chairs he should buy from the available money so as to
maximise his total profit, assuming that he can sell all the items
which he buys.
Sol:
Total money: Rs 50,000
Storage capacity: 60 pieces
cost profit No. of units
table Rs 2500 Rs 250 𝑥
chair Rs 500 Rs 75 𝑦

How should he invest his money in order to get maximum profit?


Mathematical formulation of the problem
Suppose 𝑥 is the number of tables and 𝑦 is the number of chairs.
Then
Total profit (in Rs) = 250𝑥 + 75𝑦
Let 𝑍 = 250𝑥 + 75𝑦 (maximize)
2500𝑥 + 500𝑦 ≤ 50,000 ⟹ 5𝑥 + 𝑦 ≤ 100--------------(1) constraint
𝑥 + 𝑦 ≤ 60---------------(2) constraint
𝑥 ≥ 0----------------(3) constraint
𝑦 ≥ 0 ---------------(4) constraint
How should he invest his money in order to get maximum profit?
Objective function,
Maximise 𝑍 = 250𝑥 + 75𝑦
Subject to constraints
5𝑥 + 𝑦 ≤ 100
𝑥 + 𝑦 ≤ 60
𝑥≥0
𝑦≥0
Each point in this region
represents a feasible region, is called
feasible region for the problem.
Every point of this region is called
a feasible solution to the problem.
Optimisation Problems
Problem which seek to maximise (or, minimise) profit(or, cost) form
a general class of problems called optimisation problems. Thus, an
optimisation problem may involve finding maximum profit,
minimum cost, or minimum use of resources etc.
• A special but a very important class of optimisation problems is
linear programming problem.
Objective function:
linear function 𝑍 = 𝑎𝑥 + 𝑏𝑦, where 𝑎, 𝑏 are constants, which has to
be maximised or minimized is called a linear objective function.
Variables 𝑥 and 𝑦 are called decision variables.
Constraints:
The linear inequalities or equations or restrictions on the variables
of a linear programming problem are called constraints. The
conditions 𝑥 ≥ 0, 𝑦 ≥ 0 are called non-negative restrictions.
Optimisation problem:
A problem which seeks to maximise or minimise a linear function
(say of two variables 𝑥 and y) subject to certain constraints as
determined by a set of linear inequalities is called an optimisation
problem. Linear programming problems are special type of
optimisation problem.
Feasible region:
The common region determined by all the constraints including non-
negative constraints 𝑥 ≥ 0, 𝑦 ≥ 0 of a linear programming problem is
called feasible region (or solution region) for the problem.
• The region other than feasible region is called an infeasible region.
• The feasible region enclosed, or bounded by the constraints. The
maximum or minimum value of the related function always occurs
at a vertex of the feasible region.
• The feasible region open and can go on forever, it is unbounded
and unbounded regions have either a maximum or a minimum
value.
Optimal solution:
Any point in the feasible region that gives the optimal
value(maximum , minimum) of the objective function is called an
optimal solution.
Convex set:
A set is a convex set, if every point on line segment joining any two
points in it lies in it.
• The set of all feasible solutions of a LPP is a convex set.
In the above example, the corner points(vertices) of the bounded
(feasible) region are O, A, B and C and it is easy to find their
coordinates as (0 , 0),(20 , 0),(10 , 50) and (0 , 60) respectively.
Vertex of the feasible region Corresponding value of Z (in Rs)
O (0,0) 0
C (0,60) 4500
B (10,50) 6250 ← maximum
A (20,0) 5000

This method of solving linear programming problem is referred as


Corner Point Method.
Important Theorem
Theorem1: let R be the feasible region (convex polygon) for a linear
programming problem and let 𝑍 = 𝑎𝑥 + 𝑏𝑦 be the objective function.
When Z has an optimal value(maximum or minimum), where the
variables 𝑥 and 𝑦 are subject to constraints described by linear
inequalities, this optimal value must occur at a corner point*(vertex)
of the feasible region.
Theorem2: Let R be the feasible region for linear programming
problem, and let 𝑍 = 𝑎𝑥 + 𝑏𝑦 be the objective function. If R is
bounded, then the objective function Z has both a maximum and a
minimum value on R and each of these occurs at a corner point
(vertex) of R.
Remark: If R is unbounded, then a maximum or a minimum value of
the objective function may not exist.
Corner point method
This method comprises following steps:
1. Find the feasible region of the linear programming problem and
determine its corner points(vertices) either by inspection or by solving
the equations of the lines intersecting at the point.
2. Evaluate the objective function 𝑍 = 𝑎𝑥 + 𝑏𝑦 at each corner point. Let M
and m, respectively denote the largest and smallest values of these
points.
3. (i) when the feasible region is bounded, M and m are maximum and
minimum values of Z.
(ii) in case, the feasible region is unbounded, we have :
4. (a) M is the maximum value of Z , if the open half plane determined by
𝑎𝑥 + 𝑏𝑦 > 𝑀 has no point in common with the feasible region. Otherwise,
Z has no maximum value.
(b) Similarly, m is the minimum value of Z, if the open half plane
determined by 𝑎𝑥 + 𝑏𝑦 < 𝑚 has no point in common with the feasible
region. Otherwise, Z has no minimum value
Ex: Solve the following problem graphically:
Minimise and Maximise 𝑍 = 3𝑥 + 9𝑦
Subject to constraints: 𝑥 + 𝑦 = 10 (0,10), (5,5), (10,0)
𝑥 + 3𝑦 ≤ 60 𝑥 + 3𝑦 = 60 (0,20), (15,15), (60,60)
𝑥 + 𝑦 ≥ 10 𝑥=𝑦 (0,0), (5,5), (15,15)
𝑥≤𝑦
𝑥, 𝑦 ≥ 0

Corner Corresponding value of


point 𝑍 = 3𝑥 + 9𝑦
A (0,10) 90
B (5,5) 60 ← minimum
C (15,15) 180 ← maximum
D (0,20) 180 ← maximum
Check your progress
Q. The region represented by the inequation system 𝑥, 𝑦 ≥ 0, 𝑦 ≤
6, 𝑥 + 𝑦 ≤ 3 is
(a) Unbounded in first quadrant
(b) Unbounded in first quadrant
(c) Bounded in first quadrant
(d) None of these
Q. Which of the following statements is correct?
(a) Every LPP admits an optimal solution
(b) A LPP admits unique optimal solution
(c) If a LPP admits two optimal solutions it has an infinite number of
optimal solution
(d) The set of all feasible solutions of a LPP is not a converse set
Q. By graphical method, the solution of linear programming problem
Maximize 𝑍 = 3𝑥1 + 5𝑥2 , Subject to constraints 3𝑥1 + 2𝑥2 ≤ 18,
𝑥1 ≤ 4, 𝑥2 ≤ 6, 𝑥1 , 𝑥2 ≥ 0
(a) 𝑥1 = 2, 𝑥2 = 0, 𝑍 = 6 (b) 𝑥1 = 2, 𝑥2 = 6, 𝑍 = 36
(c) 𝑥1 = 4, 𝑥2 = 3, 𝑍 = 27 (d) 𝑥1 = 4, 𝑥2 = 6, 𝑍 = 42
Q. Which of the following sets are convex?
(a) {(𝑥, 𝑦):𝑥 2 + 𝑦 2 ≥ 1} (b) {(𝑥, 𝑦): 𝑦 2 ≥ 𝑥}
(c) {(𝑥, 𝑦): 3𝑥 2 + 4𝑦 2 ≥ 5} (d) {(𝑥, 𝑦): 𝑦 ≥ 2, 𝑦 ≥ 4}
Q. The maximum value of 𝑍 = 4𝑥 + 3𝑦 subject to constraints
3𝑥 + 2𝑦 ≥ 160, 5𝑥 + 2𝑦 ≥ 200, 𝑥 + 2𝑦 ≥ 80; 𝑥, 𝑦 ≥ 0 is
(a) 320 (b) 300 (c) 230 (d) none of these
Q. Objective function of LPP is
(a) a constraint (b) a function to be optimized
(c) a relation between the variables (d) none of these
Q. The solution set of the inequation 2𝑥 + 𝑦 > 5 is
(a) half plane that contains the origin
(b) open half plane not containing the origin
(c) whole 𝑥𝑦-plane except the points lying on line 2𝑥 + 𝑦 = 5
(d) none of these
Q. The value of objective function is maximum under linear
constrains
(a) at the centre of feasible region
(b) at (0,0)
(c) at any vertex of feasible region
(d) the vertex which is maximum distance from (0,0)
Types of Linear Programming Problems
• Manufacturing problems:
In these problems, we determine the number of units of
different products which should be produced and sold by a firm
when each product requires a fixed manpower, machine hours,
labour hour per unit of product, warehouse space per unit of
the output etc., in order to make maximum profit.
• Diet problems:
In these problems, we determine the amount of different kinds
of constituents/nutrients which should be included in a diet so
as to minimise
• Transportation problem:
In these problem, we determine a transportation schedule in
order to find the cheapest way of transporting a product from
plants/factories situated at different locations to different
markets.
Manufacturing problem:
Q. A manufacturing company makes two models A and B of a
product. Each piece of model A requires 9 labour hours for
fabricating and 1 labour hour for finishing. Each piece of model B
requires 12 labour hours for fabricating and 3 labour hours for
finishing. For fabricating and finishing, the maximum labour hours
available are 180 and 30 respectively. The company make profit of Rs
8000 on each piece of model A and Rs 12000 on each piece of model
B. How many pieces of model A and model B should be
manufactured per week to realise a maximum profit? What is the
maximum profit per week?
Sol: Suppose 𝑥 is the number of pieces of model A and 𝑦 is the
number of pieces of model B. Then Hours of Hours for No. of
Total profit(in Rs) = 8000𝑥 + 12000𝑦 fabricating finishing pieces
𝑍 = 8000𝑥 + 12000𝑦 Model A 9 1 x
Model B 12 3 y

Now, the mathematical formulation for this problem is


Maximise Z=8000x+12000y
Subject to constraints
9𝑥 + 12𝑦 ≤ 180 ⟹ 3𝑥 + 4𝑦 ≤ 60 (fabricating constraint)
𝑥 + 3𝑦 ≤ 30 (finishing constraint)
𝑥, 𝑦 ≥ 0 (non-negative constraint)
Plot the graph of these constraints(linear inequalities) to determine
the feasible region(shaded) OABC. Note that the feasible region is
bounded.

Corner 𝑍 = 8000𝑥 + 12000𝑦


point
O(0,0) 0
A(20,0) 160000
B(12,6) 168000 ← maximum
C(0,10) 120000
Diet problem
Q. A dietician has to develop a special diet using two foods P and Q.
Each packet (containing 30g) of food P contains 12 units of calcium,
4 units of iron, 6 units of cholesterol and 6 units vitamin A. each
packet of the same quantity of food Q contains 3 units of calcium, 20
units of iron, 4 units of cholesterol and 3 units of vitamin A. The diet
requires atleast 240 units of calcium, atleast 460 units of iron and at
most 300 units of cholesterol. How many packets of each food should
be used to minimise the amount of vitamin A in the diet? What is the
minimum amount of vitamin A?
Sol: let 𝑥 and 𝑦 be the number of packets of food P and Q respectively.
Obviously 𝑥 ≥ 0, 𝑦 ≥ 0.
Total units of vitamin A = 6𝑥 + 3𝑦
food calcium iron cholesterol No. of
units
P 12 4 6 x
Q 3 20 4 y
Now, Mathematical formulation of this problem is
Minimise 𝑍 = 6𝑥 + 3𝑦 (vitamin A)
Subject to constraints
(Constraint on calcium)12𝑥 + 3𝑦 ≥ 240 ⟹ 4𝑥 + 𝑦 ≥ 80
(Constraint on iron) 4𝑥 + 20𝑦 ≥ 460 ⟹ 𝑥 + 5𝑦 ≥ 115
(Constraint on cholesterol) 6𝑥 + 4𝑦 ≤ 300 ⟹ 3𝑥 + 2𝑦 ≤ 150
𝑥, 𝑦 ≥ 0
Plot the graph of these constraints(linear inequalities) to determine
the feasible region(shaded) LMN. Note that the feasible region is
bounded.

Corner point 𝑍 = 6𝑥 + 3𝑦
L(2,72) 228
M(15,20) 150 ← minimum
N(40,15) 285
Transportation Problem
Q. There are two factories located one at place P and the other at
place Q. From these locations, a certain commodity is to be delivered
to each of the three depots situated at A, B and C. The weekly
requirements of the depots are respectively 5,5 and 4 units of the
commodity while the production capacity of the factories at p and Q
are respectively 8 and 6 units. The cost of transportation per unit is
given below: From/to Cost(in Rs)
A B C
P 160 100 150
Q 100 120 100

How many units should be transported from each factory to each


depot in order that the transportation cost is minimum. What will be
the minimum transportation cost?
Sol: The problem can be explained diagrammatically as follows:
Let 𝑥 units and 𝑦 units of the commodity be transported from
factory at P to the Depots at A and B Respectively. Then,
(8 − 𝑥 − 𝑦) units will be transported to depot at C.
𝑍 = 160𝑥 + 100𝑦 + 150(8 − 𝑥 − 𝑦) + 100(5 − 𝑥) + 120(5 − 𝑦)
+ 100(𝑥 + 𝑦 − 4)
𝑍 = 10 𝑥 − 7𝑦 + 190 = 10𝑥 − 70𝑦 + 1900
The problem reduces to
Minimise 𝑍 = 10𝑥 − 70𝑦 + 1900
Subject to constraints
𝑥+𝑦 ≤8
𝑥≤5
𝑦≤5
𝑥+𝑦 ≥4
Plot the graph of these
constraints(linear inequalities)
to determine the feasible
region(shaded) ABCDEF.
Note that the feasible region is
bounded.
Let us evaluate Z at the corner points of the feasible region. The
coordinate of the corner points are (0,4), (0,5), (3,5), (5,3), (5,0) and
(4,0).
Corner 𝑍 = 10𝑥 − 70𝑦 + 1900
points
A(0,4) 1620
B(0,5) 1550 ← minimum
C(3,5) 1580
D(5,3) 1740
E(5,0) 1950
F(4,0) 1940

You might also like

pFad - Phonifier reborn

Pfad - The Proxy pFad of © 2024 Garber Painting. All rights reserved.

Note: This service is not intended for secure transactions such as banking, social media, email, or purchasing. Use at your own risk. We assume no liability whatsoever for broken pages.


Alternative Proxies:

Alternative Proxy

pFad Proxy

pFad v3 Proxy

pFad v4 Proxy