Linear Programming

A. Graphical Method
1. Maximization
2. Minimization
B. Simplex Method
1. Maximization
2. Minimization
 Linear Programming(LP)
• “Linear” implies a direct proportionality of
relationships of variables.
• “Programming “ means making schedules or
plans of activities to undertake in the future.
• “Linear Programming” is planning by the use
of linear relationship of variables involved.
• Two ways of solving a linear programming
problem:
1. Graphical method – makes use of graphs to
arrive at the optimum solution.
2. Simplex method – repetitive optimizing
technique. It repeats the process
mathematically, moving from an extreme point
to another extreme point until an optimum
solution is reached.
• Optimum solution – a solution that makes the objective function as
large as possible(maximization process) and as small as possible
(minimization process).
• Feasible solution – set of all points in the graph satisfying the
constraints.
• Two main parts of of LP: the objective function and the constraints
or limitations.
• Objective function – an algebraic function introduced by the word
“maximize” or “minimize”
• Constraints – an algebraic sentence expressed in equation or
inequality and introduced by “subject to”
• Constraints can be explicit and implicit. Explicit constraint is
expressed in mathematical sentence(equation or inequality).
Implicit constraint is an implied limitation(all values are > 0) .
A minimization or maximization problem can be
classified as linear programming (LP) if it has the
following properties:
• The objective of the decision-maker is either to
maximize or to minimize.
• The actions of the decision- maker must not
violate the limitations or constraints.
• All values of variables are greater than or equal to
zero.
• The relationship of variables can be expressed in
terms of equations or inequalities.
 Linear Equation
• In one variable
ax + c = 0
by + c = 0
• In two variables
ax + by + c = 0
Where a,b and c are constant
• System of equations in 2 variables
1. Elimination method
2. Substitution
3. graph
 Linear Inequality
• Algebraic statements that are not equal
• Symbols
< , >, <, >, ≠
In inequality solving, multiplying or dividing
both members by a negative numeral will
reverse the symbol of the inequality.
 Linear Inequality
• Linear Inequalities in 2 variables
The solution set of an inequality in 2 variables can only
be shown in a graph.
• Steps in graphing an inequality in 2 variables
1. Graph the corresponding equation of the inequality.
The graph is a line.
2. Pick any point on one side of the line and substitute its
coordinates in the given inequality.
3. If the coordinates satisfy the inequality, shade the
region on that side of the line. If the coordinates do not
satisfy the inequality, shade the region on the other side
of the line.
 Problem Set
In each of the following linear programs:
a. graph
b. Shade the feasible region
c. Determine the endpoints of the feasible region and label
d. Formulate the decision
1. Maximize: 10x + 20y
subject to : x + y > 3
x+y<6
y<5
x>0
y>0
2. Minimize: 200x + 120 y
subject to: x>2
y>6
x + y > 10
x,y > 0
3. Maximize : 10x + 20y
Subject to: 3x + 4y > 12
4x + y < 8
2x + y > 6
x > 0, y > 0
 Linear Programming: Graphical
Method
• Steps
1. Represent the unknown in terms of variables.
2. Tabulate the data about the unknown(if needed).
3. Formulate the objective function and constraints.
4. Graph the constraints.
5. Determine the feasible region and solve for the
coordinates at the point of intersection of the lines.
6. Evaluate the objective.
7. Formulate the decision based on the objective.(for
maximization, the highest value; for minimization, the
lowest value)
 Problem Set
1. The Margan Furniture makes two products: tables and
chairs, which must be processed through assembly and
finishing departments. Assembly department is available
for 60 hours in every production period, while the
finishing department is available for 48 hours of work.
Manufacturing one table requires 4 hours in the assembly
and 2 hours in the finishing. Each chair requires 2 hours in
the assembly and 4 hours in the finishing. One table
contributes P180 to profit, while a chair contributes P100.
The problem is to determine the number of tables and
chairs to make per production period in order to
maximize the profit.
2. A small generator burns two types of fuel: low sulfur
and high sulfur to produce electricity. For one hour, each
gallon of low sulfur emits 3 units of sulfur dioxide,
generates 4 kilowatts electricity and costs P160. Each
gallon of high sulfur emits 5 units of sulfur dioxide,
generates 4 kilowatts and costs P150. The environmental
protection agency insists that the maximum amount of
sulfur dioxide that can be emitted per hour is 15 units.
Suppose that at least 16 kilowatts must be generated per
hour, how many gallons of high sulfur and low sulfur must
be utilized per hour in order to minimize the cost of fuel?
3. A steel producer makes two types of steel:
regular and special. A ton of regular steel requires 2
hours in the open-hearth furnace and 3 hours in the
soaking pit; a ton of special steel requires 2 hours in
the open-hearth furnace and 5 hours in the soaking
pit. The open-hearth furnace is available 8 hours
per day and the soaking pit is available 15 hours per
day. The profit on a ton of a regular steel is P4,000
and it is P6,000 on a ton of special steel. Determine
how many tons of each type of steel should be
made to maximize the profit, considering the
demand on regular steel is at least 1 ton.
4. A trust fund is planning to invest up to
P600,000 in two types of bonds: A and B. Bond
A carries a dividend of 25% and B, 30%. Suppose
the fund rules state that no more than P400,000
may be invested in bond B, while at least
P150,000 must be invested in bond A, how
much should be invested in each type of bond to
maximize the fund’s return?