Linear Programming

Basic Concepts
Linear Programming is a method of dealing with
decision problems that can be expressed as
constrained linear models.
It is a mathematical technique for finding the best
uses of an organizations resources.
Linear Programming is initially referred as
programming in a linear structure.

Basic Concepts
In 1948, Tjalling
Koopmans
suggested to George
Dantzig to shorten it
to linear
programming.

Basic Concepts
Linear Programming was
developed by George
Dantzig in the 1940s, as a
result of Air Force research
project concerned with
computing the most
efficient and economical
way to distribute men,
weapons, and supply from
different fronts during
World War II.

Basic Concepts
The word programming means producing a plan
or procedure that determines the solution to a
problem.
Graphical Solution Method is a two-dimensional
geometric analysis of Linear Programming problems
with two decision variables.

Basic Concepts
The Theory of Linear Programming states that the
optimal solution will lie at a corner point of the
feasible region.
In large Linear Programming problems, the feasible
region cannot be easily graphed because it has many
dimensions (hyperspace), but the concept is the
same.

Restrictions on the Linear

Programming Graphical Method
Linear programming graphical solution is
limited in a two-dimensional set of axes .
Meaning, if there are more than two variables,
we cannot graph the constraints on a twodimensional set of axes.

Restrictions on the Linear

Programming Graphical Method
But with an
appropriate tools or
graphing software
applications, the
method can be used in
three variables
corresponds to planes
in a coordinate space
(three-dimensional).

Restrictions on the Linear

Programming Graphical Method
It is difficult, but not impossible, to graph the
feasible region and determine its vertices of
an LP problem with multiple number of
variables.

Restrictions on the Linear

Programming Graphical Method
To determine whether a solution on an LP
exists, it must be simply connected, which
means that there are no holes inside the
region.
Secondly, it must be convex, which means
that there are no dips in the boundary of the
region.

Restrictions on the Linear

Programming Graphical Method

Legal

Restrictions on the Linear

Programming Graphical Method

Restrictions on the Linear

Programming Graphical Method

Not Simply Connected

Solving Linear Programming Problem

Graphically
A. Linear Programming Problems
A linear programming problems in two unknowns
and is one in which we are to determine the
maximum and minimum value of a linear expression.

Solving Linear Programming Problem

Graphically
= + (for maximization)
= + (for minimization)
called the objective function, subject to a number of linear
constraints of the form
+ or

+ or

+ =

Solving Linear Programming Problem

Graphically
An objective function is an expression,
which shows the relationship between the
variables in the problem and the firms
goal.

Solving Linear Programming Problem

Graphically
There are two types of constraints:
Structural constraint is a limit on the availability
of resources. It is also referred as explicit
constraint.
Non-negativity constraint is the constraint that
restricts all the variables to zero and positive
solution. It is also referred as implicit constraint.

Solving Linear Programming Problem

Graphically
Lets take the linear programming model below:

Maximize: = 1,200 + 1,600 (Objective

Function)
Subject to: 3 + 2 18
2 + 4 20
Structural
Constraints
5
0, 0
Non-negativity
Constraints

Solving Linear Programming Problem

Graphically
The highest (for maximization problem) or lowest
value (for minimization problem) of the objective
function is referred as optimal value.
The optimal solution is a combination of decision
variable amounts that yields the best possible value
of the objective function and satisfies all the
constraints.

Solving Linear Programming Problem

Graphically
There may be multiple combinations of
decision variables that yield the same best
value of the objective function.

Solving Linear Programming Problem

Graphically
The feasible region is the
set of combinations of
values for the decision
variables that satisfy the
non-negativity conditions all
the constraints
simultaneously that is the
allowable decisions.
Extreme point is the corner
of the feasible region; it is
the location of the
maximum and minimum
point of the feasible region.

Solving Linear Programming Problem

Graphically
B. The Extreme Point Theorem
The linear objective function will have its optimal
solutions at the extreme points (corner points) of the
feasible region whenever the feasible region is
bounded.

Solving Linear Programming Problem

Graphically
If the feasible region is unbounded, there is no
optimal solution.
In cases wherein there is an optimal solution
even though the feasible region is unbounded,
it lies at the extreme (or corner) of the
feasible region.

Solving Linear Programming Problem

Graphically
C.

Fundamental Theorem of Linear Programming Problem

There are two things we need to consider in solving linear

programming problem such as
If a Linear Programming problem has optimal solution, there is
always at least one extreme point (corner point) solution of the
feasible region.
A Linear Programming problem with bounded, nonempty feasible
regions always contain optimal solutions.

Solving Linear Programming Problem

Graphically
D. Solving Linear Programming: Maximization
Problem
A local boutique produced two designs of gowns A and
B and has the following materials available: 18 square
meters of cotton, 20 square meters of silk, and 5 square
meters of wool.

Solving Linear Programming Problem

Graphically
Design A requires the following: 3 square meters of
cotton, 2 square meters of silk and 1 square meter of
wool. Design B requires the following: 2 square meters
of cotton, 4 square meters of silk. If Design A sells for
Php 1,200 and Design B for Php 1,600, how many of
each garment should the boutique produce to obtain
the maximum amount of money?

Solving Linear Programming Problem

Graphically
Steps:
1. Represent the unknown in the problem.
2. Tabulate the data about the facts (if necessary).
3. Formulate the objective function and constraints by
restating the information in mathematical form (LP
model).

Solving Linear Programming Problem

Graphically
4. Plot the constraints of the LP problem on a
graph using the intercept rule.
5. After identifying the feasible region of the LP
problem, we need to trace the extreme
points of the graph and solve for the
unknown coordinates.
6. Solve the intersection of the lines, which
satisfies the feasible solution simultaneously,
using any of the four mathematical
techniques.

Solving Linear Programming Problem

Graphically
7. Substitute the coordinates at the extreme points on
the feasible region to the objective function.
8. Formulate the decision.

Solving Linear Programming Problem

Graphically
A company manufactures two types of
cameras, Cam A and Cam B. It takes 5
hours and 2 hours to manufacture a Cam A
and Cam B, respectively. The company has
900 hours per week for the production of
cameras. The manufacturing cost of each
Cam A is P80 and the manufacturing cost of
each Cam B is P100. The total funds
available per week for production are
P28,000.

Solving Linear Programming Problem

Graphically
The profit on each Cam A is P30 and the profit on
each Cam B is P20. How many of each type of
camera should be manufactured weekly to obtain
the maximum profit?

Solving Linear Programming:

Minimization Problem
Practically, we will apply the same procedure in
establishing the solution of an LP with
maximization problem. The only difference is we
will select the lowest linear combination in the
objective function in contrast with the
maximization problem.

Solving Linear Programming:

Minimization Problem
A pharmacist produces a drug from two ingredients.
Each ingredient contains the same three antibiotics in
different proportions. Each ingredient A produced
results Php 80 in cost; each ingredient B results Php 50
in cost. The production of the antibiotics is dependent
on the availability of limited resources. The resource
requirements for the production are as follows:

Solving Linear Programming:

Minimization Problem

Antibiotic

Resource Requirement

Minimum
Requirement

Ingredient A

Ingredient B

Antibiotic 1

3 units

1 unit

Antibiotic 2

1 unit

1 unit

Antibiotic 3

2 units

6 units

12

Solving Linear Programming:

Minimization Problem
The company wants to determine the
quantity of ingredient A and B that must go
in to drug in order to meet the antibiotics
minimum requirements at the minimum
cost.

Solving Linear Programming:

Minimization Problem
An appliance repair shop has 5 DVD players, 12 LCD TV
sets, and 18 air conditioning units to be repaired. The
store employs two part-time repairmen. Repairman A
can repair 3 DVD players, 1 LCD TV set, and 4 air
conditioning units in a week. Repairman A is paid Php
5,000 a week and repairman B is paid Php 4,200 a
week. To minimize cost, how many weeks should each
of the two repairmen be employed?

Solving Linear Programming:

Minimization Problem
An animal shelters for cats and dogs can house no more
than 100 cats and dogs. The daily cost for feeding each
dog is Php 60 and the daily cost for feeding each cat is
Php 40. The shelter has a daily allowance of Php 4,200
for feeding the animals. If the municipal government
allots a budget of Php 50 to house each dog and Php 35
to house each cat, how many dogs and cats can be
sheltered to minimize the housing cost?

Restrictions on the Linear

Programming Graphical Method
This will illustrate the solution for an LP
model involving mixed constraints with
=, , and involved for both the
maximization and minimization LP models.

Restrictions on the Linear

Programming Graphical Method
A.

Maximization Involving Mixed Constraints

Maximize: = 6 + 4
Subject to: 3 + 2 18
2 + 4 = 20
2 8
, 0

Restrictions on the Linear

Programming Graphical Method
B.

Minimization Involving Mixed Constraints

Minimize: C = 6 + 4
Subject to: 3 + 2 18
2 + 4 = 20
2 8
, 0

Special Cases in Linear Programming

Problem: Graphical Method
There are different possibilities in a linear
programming problem.

Special Cases in Linear Programming

Problem: Graphical Method
A. Multiple Optimal Solution

It is an LP model that has a multiple optimal

solution or more than one optimal solution.

Special Cases in Linear Programming

Problem: Graphical Method
Maximize: = 6 + 4
Subject to: 3 + 2 18
+ 2 10
, 0

Special Cases in Linear Programming

Problem: Graphical Method
B. Infeasibility

It is a case where an LP model contains no

feasible solution even though all constraints are
being satisfied; that is, there are no points which
satisfy all constraints.

Special Cases in Linear Programming

Problem: Graphical Method
Maximize: = 2 +
Subject to: 3 + 2 18
7
, 0

Special Cases in Linear Programming

Problem: Graphical Method
C. Redundancy

This is a condition of an LP model wherein there

is a constraint which does not affect the feasible
region.

Special Cases in Linear Programming

Problem: Graphical Method
Maximize: = 2 +
Subject to: + 9
+ 6
, 0

Special Cases in Linear Programming

Problem: Graphical Method
D. Unbounded

This is a condition of an LP model when the

objective function of a linear programming
problem can be made infinitely large without
violating any of the constraints.

Special Cases in Linear Programming

Problem: Graphical Method
Maximize: = 2 +
Subject to: 3
6
, 0