Linear

Programming
Shubhagata Roy
School of Management Sciences
Varanasi

Structure of Linear Programming Model:

A linear programming problem may be defined as the
problem of maximizing or minimizing a linear function
subject to linear constraints.
The constraints may be equalities or inequalities. Here is a
simple example.
Find numbers X1 and X2 that maximizes the sum (X1 + X2)
subject to the constraints
X 1 + 2X2 4
4X 1 + 2X2 12
X1 + X2 1
and, X1 0, X2 0

In this problem there are two unknowns, and five

constraints. All the constraints are inequalities and they are
all linear in the sense that each involves an inequality in
some linear function of the variables. The last two
constraints X1 0 and X2 0, are special. These are called
non-negativity constraints and are often found in linear

General Form of LPP:

The general linear programming model with n decision
variables and m constraints can be stated in the following
form:
Find the values of X1,X2,, Xn so as to
Maximize (or Minimize) Z = C1X1+C2X2+.+CnXn
subject to the constraints
a11X1+ a12X2 +.+ a1nXn ( or = or ) b1
a21X1+ a22X2 +.+ a2nXn ( or = or ) b2
.
.

and

.
.

.
.
.
.
am1X1+ am2X2 +.+ amnXn ( or = or ) bm
X1,X2,, Xn 0

where aijs are the technological coefficients or inputoutput coefficients;

bi represents the total availability of ith resource and Cijs
are the coefficients representing per unit contribution of

Steps in Formulation of LPP:

Step1: Identify the decision variables and assign symbols

x1,x2,x3. to them. These decision variables are those

quantities whose values we wish to determine.
Step2: Identify the set of constraints and express them as
linear equations/ inequations in terms of the decision
variables. These constraints are the given conditions.
Step3: Identify the objective function and express it as a
linear function of decision variables. It might take the
form of maximizing profit or production or minimizing
cost.
Step4: Add the non-negativity restrictions on the decision
variables, as in the physical problems, negative values
of decision variables have no valid interpretation.