CHAPTER III: LINEAR PROGRAMMING

• Vital tool in management science. This quantitative technique in

management is so important that it results in enormous savings of money.
Linear • Implies direct proportionality of relationship 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. It makes use of certain
mathematical techniques to get the best possible solution to a
problem involving limited resources.
 Two ways of solving a linear programming
problem
1. Graphical – 2 or 3 variables
2. Simplex Method – any number of variables
 Definition of terms

Optimum solution – makes the objective function as large as

possible in the case of maximization process and vice versa for
minimization.
Constraints – expressed in equations or inequalities. Two parts:
• Explicit conditions of the problems which are to be expressed in
mathematical sentences
• Implicit those that are implied (must be always positive)
Steps to Follow in Using the Graphical Method

1. Represent the unknown in the problem.

2. Tabulate the data about the unknown (if
necessary).
3. Formulate the objective function and constraints.
Steps to Follow in Using the Graphical Method

4. Graph the constraints, and always solve for the coordinates at the
point of intersection of lines.
5. Substitute the coordinates at the vertices of the feasible region in
the objective function
6. Formulate your decision by selecting the highest value of the
objective if it is maximization and the lowest value if it is
minimization.
EXAMPLE
 CHAPTER FOUR

The Simplex
Maximization Method
Of Linear Programming
Simplex Maximization Problems

• The method of solving a maximization problem is different from

minimization in the simplex method.
• There are steps that we need to follow in order to solve a maximization
problem.
Steps in Solving a Maximization Problem:
• Example: 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 180pesos to profit, while a chair contributes
100pesos. The problem is to determine the number of tables and chairs to
make per production period in order to maximize the profit.
Step 1: Set up the constraints from the conditions of the problem

Maximize: Z = 80x + 60y

Subject to: 4x + 2y < 60 Explicit
constraints
2x + 4y < 48
Implicit
x>0, y>0 constraints

We may use Z to represent the quantity we want to maximize.

• Before we convert the explicit constraints to equations, we may have the
option of removing first the greatest common factor in each inequality
whenever possible, to simplify the coefficients. So, dividing each inequality by
2, (the common factor) we have the program.

Maximize: Z = 80x + 60y

Subject to: 2x + y < 30
x + 2y < 24
x > 0, y > 0
Step 2: Convert the inequality explicit constraints to equations by adding
slack variables.

• Let Sn represent the slack variable,

• The new program with slack variable will be:
Maximize: Z = 80x + 60y + OS1 + OS2
Subject to: 2x + y + S1 = 30
x + 2y +S2 = 24
x > 0, y > 0
S1 > 0, S2 > 0
Step 3: Enter the numerical coefficients and variables in the simplex
table.

Cj 80 60 0 0 Objective
Coefficient rows
Prod Qty x y S1 S2 Variable row
0 S1 30 2 1 1 0
Constraints
0 S2 24 1 2 0 1 coefficients
Zj 0 0 0 0 0
Cj - Zj 80 60 0 0
 Step 4: Calculate Cj and Zj values
• Zj row is obtained by multiplying the profit contribution in Cj column by
each of the coefficients in the constraints, then add their products. Hence:
0(30 2 1 1 0) = 0 0 0 0 0
0(24 1 2 0 1) =+ 0 0 0 0 0
Zj = 0 0 0 0 0
• To compute for Cj – Zj :
80 60 0 0 Cj row
- ( 0 0 0 0) Zj row
Cj – Zj = 80 60 0 0
 Step 5: Determine the optimum column or entering variable by choosing the most positive
value in the Cj – Zj row.
Step 6: Divide the quantity-column values by the non-zero and non-negative entries in the
optimum column. The smallest quotient belongs to the pivotal row.
Entering variable Pivot

Cj 80 60 0 0 Pivotal
Prod Qty x y S1 S2 row

0 S1 30 2 1 1 0 30 / 2 = 15
0 S2 24 1 2 0 1 24 / 1 = 24
Outgoing Zj 0 0 0 0 0
variable
Cj - Zj 80 60 0 0
Optimum column
The variable found at the top of the optimum column should be the entering or incoming variable and the
variable to the left of the pivotal row is the outgoing variable.
Step 7: Compute the values for the replacing row by dividing all entries by
the pivot. Enter the result in the next table.

• The pivotal row entries should be divided by 2, the pivot, in order to change to 1.
• ( 30 2 1 1 0) / 2 = 15 1 ½ ½ 0 . The result is called the replacing row and should be the row
to be entered first in the second table.

Cj 80 60 0 0
Prod Qty x y S1 S2
80 x 15 1 1/2 1/2 0 Replacing
row
0 S2
Zj
Cj - Zj
Step 8: Compute the new entries for the remaining rows by reducing the
optimum column entries to zero ( entries in the constraint rows).

Cj 80 60 0 0
Prod Qty x y S1 S2
80 x 15 1 1/2 1/2 0
0 S2 9 0 3/2 -1/2 1
Zj
Cj - Zj

The second constraint row or S2 row is the row to be replaced. Since the number found below the pivot is
1 we must multiply the replacing row by -1, and add the result to the row to be replaced in order that the
entry below the pivot becomes zero.
• Computing for S2 row:
15 (-1) + 24 = 9
1 (-1) + 1 = 0
½ (-1) + 2 = 1 ½ or 3/2
½ (-1) + 0 = -1/2
0(-1) + 1 = 1
Step 9: Calculate Cj and Zj values. Compute also for Cj – Zj row.
• To compute for Zj row multiply 80 by ( 15 1 ½ ½ 0) and multiply 0 by (9 0 3/2 -1/2 1) then
add the results.

Cj 80 60 0 0
Prod Qty x y S1 S2
80 x 15 1 1/2 1/2 0
0 S2 9 0 3/2 -1/2 1
Zj 1200 80 40 40 0
Cj - Zj 0 20 -40 0

• To compute for Cj- Zj row, we subtract Cj row (80 40 40 0) from Zj row (80 60 0 0).
Step 10: If there is a positive entry in the Cj – Zj row, return to step 5. The
final solution has been obtained if there is no positive value in the Cj – Zj row.

Cj 80 60 0 0
Prod Qty x y S1 S2
80 x 15 1 1/2 1/2 0
0 S2 9 0 3/2 -1/2 1
Zj 1200 80 40 40 0
Cj - Zj 0 20 -40 0

Since there is still a positive value in the Cj – Zj row, we have to return to step five.
• Again we select the most positive entry in the Cj-Zj row. 20 is the most positive value, hence it
belongs to the optimum column.
• Divide 15 by ½ and 9 by 3/2 to locate the pivotal row. Find the smallest quotient.

Cj 80 60 0 0
Prod Qty x y S1 S2
80 x 15 1 1/2 1/2 0 15/ ½ = 7 1/2
0 S2 9 0 3/2 -1/2 1 9 / 3/2 = 6
Zj 1200 80 40 40 0
Cj - Zj 0 20 -40 0
• Again the variable above the optimum column is the entering variable and the
variable to the left of the pivotal row is the outgoing variable. We now reduced the
pivot to 1 by dividing the pivotal row by 3/2 . ( 9 0 3/2 -1/1 1) / 3/2 = 6, 0, 1, -1/3,
2/3 .

Cj 80 60 0 0
Prod Qty x y S1 S2
80 x
60 y 6 0 1 -1/3 2/3
Zj
Cj - Zj
The row to be replaced is the x row. The entry to be reduced to zero is ½.

6 ( -1/2) + 15 = 12
0 ( -1/2) + 1 = 1 -1/3( -1/2) + ½ = 4/6 or 2/3
1(-1/2) + ½ = 0 2/3 (-1/2) + 0 = -1/3

Cj 80 60 0 0
Prod Qty x y S1 S2
80 x 12 1 0 2/3 -1/3
60 y 6 0 1 -1/3 2/3
Zj
Cj - Zj
• Again compute for the Zj Row:

80(12 1 0 2/3 -1/3) = 960 80 0 160/3 -80/3

60(6 0 1 -1/3 2/3) = 360 0 60 -60/3 120/3
1320 80 60 100/3 40/3

Cj 80 60 0 0
Prod Qty x y S1 S2
80 x 12 1 0 2/3 -1/3
60 y 6 0 1 -1/3 2/3
Zj 1320 80 60 100/3 40/3
Cj - Zj
Compute for the Cj – Zj row:

80 60 0 0
- (80 60 100/3 40/3 0
0 0 -100/3 -40/3
Cj 80 60 0 0
Prod Qty x y S1 S2
80 x 12 1 0 2/3 -1/3
60 y 6 0 1 -1/3 2/3
Zj 1320 80 60 100/3 40/3
Cj - Zj 0 0 -100/3 -40/3

The Cj – Zj row has no positive value.

Finding the Optimum Solution:
• Since the last row has no positive entry, then Table III is optimum.
• Decision:
x = 12 y=6 Maximum Z = 1320
Checking:
• 2x + y < 30 x + 2y < 24
2(12) + 6 < 30 12 + 2(6) < 24
24 + 6 < 30 12 + 12 < 24
Maximization Problems
Containing the “Equal”
Symbol in the
constraints:
Rule: Add a slack variable to the left member of the
constraints containing the equal symbol.

• In an equality constraint, the slack variable will have a value equal to the
constant if the solution variables are zero.
• Example:
Maximize: 5x1 + 4x2
Subject to: 2X1 + X2 = 12
2X1 + 3X2 < 24
2X1 + 9X2 > 36
X1 > 0, X2 > 0
• Solution:
The new program with Slacks Variable:
Maximize: 5x1 + 4x2 + 0S1 + 0S2 + 0S3
Subject to: 2X1 + X2 + S1= 12
2X1 + 3X2 + S2< 24
2X1 + 9X2 + S3> 36
X1 > 0, X2 > 0 , S1> 0, S2 > 0 , S3 > 0
The nitial Table (Table 1)
Cj 5 4 0 0 0
Prod Qty x1 x2 s1 s2 s3
0 S1 12 2 1 1 0 0
0 S2 24 2 3 0 1 0
0 S3 -36 -2 -9 0 0 1
Zj 0 0 0 0 0 0 Pivotal row
Cj - Zj 5 4 0 0 0

Optimum Column
Table II ( with the replacing row)
Cj 5 4 0 0 0
Prod Qty x1 x2 s1 s2 s3
5 x1 6 1 1/2 1/2 0 0
0 S2
0 S3
Zj
Cj - Zj
Computing for S2 row: Computing for S3 row:

• 6(-2) + 24 = 12 6(2) + -36 = -24

1(-2) + 2 = 0 1(2) + -2 = 0
½ (-2) + 3 = 2 ½ (2) + -9 = -8
½ (-2) + 0 = -1 ½ (2) + 0 = 1
0(-2) + 1 = 1 0 (2) + 0 = 0
0(-2) + 0 = 0 0 (2) + 1 = 1
Table II ( with complete entries, indicating the
optimum column and pivotal row):
Cj 5 4 0 0 0
Prod Qty x1 x2 s1 s2 s3
5 x1 6 1 1/2 1/2 0 0
0 S2 12 0 2 -1 1 0
0 S3 -24 0 -8 1 0 1
Zj 30 5 5/2 5/2 0 0 Pivotal
Cj - Zj 0 1 1/2 -5/2 0 0 row

Optimum Column
Table III (with replacing row)
Cj 5 4 0 0 0
Prod Qty x1 x2 s1 s2 s3
5 x1
4 S2 6 0 1 -1/2 1/2 0
0 S3
Zj
Cj - Zj
Computations:
• X1 row: S3 row:
6(-1/2) + 6 = 3 6(8) + -24 = 24
0(-1/20 + 1 = 1 0(8) + 0 = 0
1(-1/2) + ½ = 0 1(8)+ -8 =0
-1/2 (-1/2) + ½ = ¾ -1/2 (8) + 1 = -3
½ (-1/2) + 0 = -1/4 ½(8) + 0 =4
0(-1/2) + 0 = 0 0(8) + 1 = 1
Table III (with complete entries):
Cj 5 4 0 0 0
Prod Qty x1 x2 s1 s2 s3
5 x1 3 1 0 3/4 -1/4 0
4 S2 6 0 1 -1/2 1/2 0
0 S3 24 0 0 -3 4 1
Zj 39 5 4 7/4 3/4 0
Cj - Zj 0 0 -7/4 -3/4 0

Decision:
x1 = 3 , x2 = 6 , Maximum: 39