LINEAR

PROGRAMMING
Introduction
To concentrate on the development and application of specific operations research techniques
and to determine the optimal choice among several courses of action, including the evaluation of
specific numerical values (if required), we need to construct (or formulate) a mathematical
model. The formulation of a model is important because it represents the essence of a situation or
system requiring competent decision-analysis. The term formulation referred to the process of
converting the verbal description and numerical data into mathematical expressions which
represents the relationship among relevant decision variable (or factors), objective and
restrictions (constraints) on the use of resources. LP is a mathematical modeling technique useful
for the allocation of ‘scarce’ or ‘limited’ resources, such as labour, material, machine, time,
warehouse, space, capital, energy, etc, to several competing activities, such as products, services,
jobs, new equipment, projects, etc., on the basis of a given criterion of optimality. The phrase
“scarce” resource means resources that are not available in infinite quantity during the planning
period. The criterion of optimality generally is either performance, return on investment, profit,
cost, utility, time, distance, etc.
A large number of decision problems faced by business managers involve allocation of resources
to various activities, with the objective of increasing profits or decreasing cost or both. When
resources are in excess, no difficulty is experienced. But such cases are very rare. Practically in
all situations, the managements are confronted with the problem of scarce resources. Normally,
there are several activities to perform but limitations of either of the resources or their use
prevent each activity from being performed to the best level. Thus, the manager has to take a
decision as to how best to allocate the resources among the various activities.
The decision problem becomes complicated when a number of resources are required to be
allocated and there are several activities to perform. Rule of Thumb, even of an experienced
managed, in all likelihood, may not provide the right answer in such cases. The decision
problems can be formulated, and solved, as mathematical programming problems.
Mathematical programming involves optimization of a certain function, called the objective
function, subject to certain constraints. For example, a manager may be faced with the problem
of deciding the appropriate product mix of the four products. With the profitability of the
products along with their requirements of raw materials, labour etc. known, his problem can be
formulated as a mathematical programming problem taking the objective function as the
maximization of profits obtainable from the mix, keeping in view the various constraints – the
availability of raw materials, labour supply, and market and so on. The methods of mathematical
programming can be divided into three groups: linear, integer, and non-linear programming.
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The term ‘Linear’ refers to the linear relationship among variables in a model raised to (and only
to) the power of 1. Thus, a given change in one variable will always cause a resulting
proportional change in another variable. For example, doubling the investment on a certain
project, will exactly double the rate of return. Here, all inequations or equations used and the
function to be maximized or minimized are linear. That is why linear programming deals with
that class of problems for which all relations among the variables involved are linear.
The term ‘programming’ means planning and it refers to modeling and solving a problem
mathematically that involves the economic allocation of limited resources by choosing a
particular plan of action from amongst several alternatives to achieve the desired objective i.e.
maximizing profit or minimizing cost etc. Programming problems deal with determining optimal
allocation of limited resources to meet the given objectives, such as least cost, maximum profit,
highest margin or least time, when resources have alternative uses.
In various practical situations, the problems are seen in which the number of relations is not
equal to the number of variables and many of the relations are in the form of inequalities ( ≤ , =, ≥
) to maximize (or minimize) a linear function of the variables subject to such conditions. Such
problems are known as Linear Programming Problems (LPP).
Formally, linear programming deals with the optimization (maximization or minimization) of a
linear function of a number of variables called objective function subject to a number of
conditions on the variables, in the form of linear inequations or equations in variables involved
called constraints. There are always certain limitations (or constraints) on the use of resources,
such as labour, space, raw material, money, etc. that limit the degree to which an objective can
be achieved.
In 1947, George B. Dantzig (father of Linear Programming) and his associates, while working in
the U. S. department of Air Force, observed that a large number of military programming and
planning problems could be formulated as maximizing/ minimizing a linear form of profit/ cost
function whose variables were restricted to values satisfying a system of linear constraints (a set
of linear equations/ or inequalities). A linear form is meant a mathematical expression of the type
a1x1 + a2x2 + … + anxn , where a1, a2, …, an are constants, and x1 , x2 ,x3 , … , xn are variables.
LP has now become a dominant subject in the development of efficient computational
algorithms, and in algorithms for decision making. LP can be applied to a much larger class of
problems.
The mathematical definition of linear programming (L.P.) can be stated as — “It is the analysis
of problems in which a linear function of a number of variables is to be maximized (minimized),
when those variables are subject to a number of restraints in the form of linear inequalities”.
Linear programming models thus belong to a class of mathematical programming models
concerned with efficient allocation of resources to known activities with the objective of meeting
a desired goal. Organizations can have many goals. Hence, a wide variety of problems can be
efficiently solved using L.P. technique.
To get good results from a LP application, it is very important to develop a good model for the
problem being solved. There may be several ways of modeling the problem, and it is very

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important to select the one most appropriate to model it intelligently to get good results. Skill in
modeling comes from experience; unfortunately there is no theory to teach how to model
intelligently.

CHARACTERISTICS OF LP
The linear programming method is a technique used for choosing the best alternative from a set
of feasible alternatives, in situations in which the objective function as well as the constraints can
be expressed as linear mathematical functions. In order to apply linear programming, certain
requirements have to be met. These are discussed here.
(a) There should be an objective which should be clearly identifiable and measurable in
quantitative terms. It could be, for example, maximization of sales, of profit,
minimization of cost, and so on.
(b) The activities to be included should be distinctly identifiable and measurable in
quantitative terms, for instance, the products included in a production planning problem.
(c) The resources of the system, which are to be allocated or the attainment of the goal,
should also be identifiable and measurable quantitatively. They must be in limited supply.
The technique would involve allocation of these resources in a manner that would trade
off the returns on the investment of the resources for the attainment of the objective.
(d) The relationships representing the objective as also the resource limitation considerations,
represented by the objective function and the constraint equations or inequalities,
respectively must be linear in nature.
(e) There should be a series of feasible alternative courses of action available to the decision-
maker which is determined by the resource constraints.
When these stated conditions are satisfied in a given situation, the problem can be expressed
in algebraic form, called the Linear Programming Problem (LPP), and then solved for
optimal decision.

BASIC ASSUMPTIONS
The following four basic assumptions are necessary for all linear programming problems:
(a) Certainty: This assumption means that all the coefficients in the objective function as
well as in the constraints are completely known with certainty and do not change during
the period of study.
(b) Proportionality: This requires the contribution of each decision variable in both the
objective function and the constraints to be directly proportional to the value of the
variable. For example, if production of 1 unit of a particular product uses 3 hours of a
particular resource, then the production of 6 units of that product uses 3x6 i.e., 18 hours
of that resource.
(c) Additivity: The value of the objective function for the given values of the decision
variables and the total sum of resources used, must be equal to the sum of the
contributions (profit or cost) earned from each decision variable and the sum of the
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 resources used by each decision variable respectively. For example, the total profit earned
by the sale of two products A and B must be equal to the sum of the profits earned
separately from A and B. similarly, the amount of a resource consumed by A and B must
be equal to the sum of resources used for A and B individually.
(d) Continuity: This implies that solution values of the decision variables and resources can
take on any non-negative values, including fractional values of the decision variables. For
instance, it is possible to produce 4.35 quintals of wheat, 10.5 meters of cloth, so these
variables are continuous. But it is not possible to produce 2.6 refrigerators. Such variables
are not continuous i.e. they are discrete and hence are to be assigned integer values.
When it is necessary to have integer variables, the integer programming problem is
considered to attain the desired values.

Remark:
• The proportionality and the additivity assumptions automatically imply that all the
constraints in the problem are either linear equations or inequalities. They also imply that
the constraints in the problem are either linear equations or inequalities. They also imply
that the objective function is linear.
• LP is a constrained optimization technique.
• LP is a technique for economic allocation of limited resources.
• LP is a mathematical technique.
• A constraint in an LP model restricts value of objective function, decision variable and
use of available resource.
• Non-negativity condition is an important component of LP model because value of the
variables make sense and correspond to real-world problems.

SUITABILITY OF LPP
The LP model is suitable for modeling a real world decision-making problem if
• All the decision variables are continuous, controllable and non-negative.
• There is a single objective function that is required to be optimized
• The objective function and all the constraint functions defining the constraints in the
problem are linear functions of the decision variables (i.e., they satisfy the usual
proportionality and additivity assumptions)

ADVANTAGES OF LINEAR PROGRAMMING

• It improves the quality of decisions
• It provides possible and practical solutions since there might be other constraints
operating outside the problem which must be taken into account.
• It helps in attaining the optimal use of productive resources.

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 • Highlighting of bottlenecks in the production process is the most significant advantage of
this technique. For example, when a bottleneck occurs, some machines cannot meet
demand while other remains idle for some of the time.
• It also helps in re-evaluation of basic plan for changing conditions. If conditions change
when the plan is partly carried out, they can be determined so as to adjust the remainder
of the plan for best results.

DISADVANTAGES OF LINEAR PROGRAMMING

• It deals with only single objective, whereas in real-life situations we may come across
conflicting multi-objective problems. In such cases, instead of the LP model, a goal
programming model is used to get satisfactory values of these objectives.
• Parameters appearing in the model are assumed to be constant but in real-life situations,
they are frequently neither known nor constant.
• It does not take into consideration the effect of time and uncertainty. Thus, the LP model
should be defined in such a way that any change due to internal as well as external factors
can be incorporated.
• It treats all relationships among decision variables as linear. However, generally, neither
the objective function nor the constraints in real-life situations concerning business and
industrial problems are linearly related to the variables.
• While solving an LP model, there is no guarantee that we will get integer valued
solutions. For example, in finding out how many men and machines would be required to
perform a particular job, a non-integer valued solution will be meaningless. Rounding off
the solution to the nearest integer will not yield an optimal solution. In such cases, integer
programming is used to ensure integer value to the decision variables.

BASIC ELEMENTS OF LP
The LP model includes four basic elements:
(i) Decision variables that we seek to determine.
(ii) Objective function that we aim to optimize.
(iii) Constraints that we need to satisfy.
(iv) Non-negativity restriction that we also need to satisfy.
Their description is as follows:
Decision variables: Decision variables are the unknowns whose values are to be determined
from the solution of the problem. These variables are under the control of the decision-maker and
could have an impact on the solution to the problem under consideration. E.g. decision variables
in the furniture manufacturing problem are say the tables and chairs whose values or actual units
of production are to be found from the solution of the problem.
These variables should be inter-related in terms of consumption of resources. For example, both
tables and chairs require carpenter’s time and also wood and other resources and any change in
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the quantity produced of table affects the production level of chairs. Secondly the relationship
among the variables should be linear.
Objective function : If c1 , c2 ,c3 , … , cn are constants and x1 , x2 ,x3 , … , xn are variables, then
the linear function Z = c1 x1 +c2 x2 + … + cn xn which is to be maximized or minimize is called
the objective function.
The first major requirement of an LPP is that we should be able to identify the goal in terms of
the objective function. The function relates mathematically the variables with which we are
dealing in the problem. Notice that the function is a linear one. The variables used are the
decision variables. Generally, the objective in most cases will be either to maximize resources or
profits or, to minimize the cost or time.
For example, assume that a furniture manufacturer produces tables and chairs. If the
manufacturer wants to maximize his profits, he has to determine the optimal quantity of tables
and chairs to be produced.
Let x1 = Optimal production of tables
p1 = Profit from each table sold
x2 = Optimal production of chairs
p2 = Profit from each chair sold.
Hence, Total profit from tables = p1 x1
Total profit from chairs = p2 x2
The objective function is formulated as below,
Maximize Z or max Z = p1 x1 + p2 x2
Constraints: The inequations or equations in the variables of a LPP which describe the
conditions under which the optimization (maximization or minimization) is to be accomplished
are called constraints. In the constraints given in the general form of a LPP there may be any one
of the three signs ≤ , =, ≥ .
Inequations in the form of greater than (or less than) indicate that the total use of the resources
must be more than (or less than) the specified amount whereas equations in the constraints
indicate that the resources described are to be fully used. The reason for choosing an inequality
rather than an equality gives us more flexibility in optimizing (maximizing or minimizing) the
objective (deciding values for the decision variables that optimize the objective).
When the availability of resources is in surplus, there will be no problem in making decisions.
But in real life, organizations normally have scarce resources within which the job has to be
performed in the most effective way. Therefore, problem situations are within confined limits, in
which the optimal solution to the problem must be found.
Considering the previous example of furniture manufacturer, let w be the amount of wood
available to produce tables and chairs. Each unit of table consumes w1 unit of wood and each
unit of chair consumes w2 units of wood.
For the constraint of raw material availability, the mathematical expression is, w1 x1 + w2 x2 ≤ w
In addition to raw material, if other resources such as labour, machinery and time are also
considered as constraint equations.

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Non-negativity restrictions: Linear programming technique is used to obtain solution to real
world problems. The solution to the problem implies finding values of the decision variables.
These must be non-negative. Negative values of physical quantities are impossible, like
producing negative number of chairs, tables, etc., so it is necessary to include the element of non-
negativity as a constraint i.e., x1 , x2 ≥ 0

APPLICATION AREAS OF LINEAR PROGRAMMING

Linear programming is most widely used technique of decision-making in business and industry
and in various other fields. Some classical applications of LP are:
1. Product Mix Problems: This is an extremely important class of problems that
manufacturing companies face. Normally the company can make a variety of products
using the raw materials, machinery, labour force and other resources available to them.
The problem is to decide how much of each product to manufacture in a period, to
maximize the total profit subject to the availability of needed resources.
To model this, we need data on the units of each resource necessary to manufacture one
unit of each product, any bounds (lower, upper, or both) on the amount of each product
manufactured per period, any bounds on the amount of each resource available per
period, the expected demand for each product, and the cost or net profit per unit of each
profit manufactured. A manufacturer has fixed amounts of different resources such as
raw material, labor, and equipment. These resources can be combined to produce any one
of several different products. The quantity of the ith resource required to produce one unit
of the jth product is known. The decision maker wishes to produce the combination of
products that will maximize total income.
2. Production problems: To decide the production schedule to satisfy demand and
minimize cost in face of fluctuating rates and storage expenses.
3. Assembly-line balancing problem: This problem is likely to arise when an item can be
made by assembling different components. The process of assembling requires some
specified sequence(s). The objective is to minimize the total elapse time.
4. Advertising problem: To achieve the best possible exposure to the client’s product at the
lowest possible advertising cost.
5. Agricultural applications: These applications fall into categories of farm economics and
farm management. The former deals with agricultural economy of a nation or region,
while the latter is concerned with the problems of the individual farm.
The study of farm economics deals with interregional competition and optimum
allocation of crop production. Efficient production patterns can be specified by a linear
programming model under regional land resources and national demand constraints.
Linear programming can be applied in agricultural planning, e.g. allocation of limited
resources such as labour, water supply, etc. , in a way so as to maximize net revenue.

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 6. Trim loss problems: To determine the best way to obtain a variety of smaller rolls of
paper from a standard width of roll that is kept in stock and, at the same time minimize
wastage.
7. Blending Problems: Blending problems refer to situations in which a number of
components (or commodities) are mixed together to yield one or more products.
Typically, different commodities are to be purchased. Each commodity has known
characteristics and costs. The problem is to determine how much of each commodity
should be purchased and blended with the rest so that the characteristics of the mixture lie
within specified bounds and the total cost is minimized.
8. Diet Problems: To determine the minimum requirement of nutrients subject to
availability of foods and their prices. The goal of the diet problem is to find the cheapest
combination of foods that will satisfy all the daily nutritional requirements of a person.
The problem is formulated as a linear program where the objective is to minimize cost
and meet constraints which require that nutritional needs be satisfied. We include
constraints that regulate the number of calories and amounts of vitamins, minerals, fats,
sodium and cholesterol in the diet.
9. Transportation Problems: To find the least costly way of transporting shipments from
the warehouses to customers.
10. Media Selection Problems: Linear programming technique helps in determining the
advertising media mix so as to maximize the effective exposure, subject to limitation of
budget, specified exposure rates to different market segments, specified minimum and
maximum number of advertisements in various media.
11. Portfolio selection Problem: Select specific investments among available alternatives so
as to maximize return or to minimize risk.
12. Staffing problem: Develop a work schedule that allows say, a large restaurant or a
hospital or a police station to meet their man power needs at all hours with minimum
number of employees.
13. Manufacturing problems: To find the number of items of each type that should be
manufactured so as to maximize the profit subject to production restrictions imposed by
limitations on the use of machinery and labour.
14. Production scheduling problem: A manufacturer knows that he must supply a given
number of items of a certain product each month for the next n months.
They can be produced either in regular time, subject to a maximum each month, or in
overtime. The cost of producing an item during overtime is greater than during regular
time. A storage cost is associated with each item not sold at the end of the month.
The problem is to determine the production schedule that minimizes the sum of
production and storage costs.

GENERAL FORM OF A LPP

The general mathematical description of a linear programming problem (LPP) is given below:

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Optimize Z = c1 x1 +c2 x2 + … + cn xn (objective function)
Subject to
a11 x1 +a12 x2 +a13 x3 + … + a1n xn ( ≤ , =, ≥ ) b1
a21 x1 +a22 x2 +a23 x3 + … + a2n xn ( ≤ , =, ≥ ) b2
M M M (constraints)
am1 x1 +am2 x2 +am3 x3 + … + amn xn ( ≤ , =, ≥ ) bm
and, x1 , x2 ,x3 , … , xn ≥ 0 (non- negativity restrictions)
where all aij’s, bi’s and cj’s are constants and xj’s are decision variables.
Here, xj’s are decision variables whose values we wish to determine. The cj’s are the coefficients
representing the per unit contribution of decision variable xj, to the value of objective function.
The aij’s are called the technological coefficients or input-output coefficients or substitution
coefficients and represents the amount of resource. In the given constraints, the aij’s can be
positive, negative or zero. The bi represents the total availability or requirement of the ith
resource. The term resource is used in a very general sense to include any numerical value
associated with the right hand side of the constraint. It is assumed that bi ≥ 0 for all i. However,
if any bi < 0, then both sides of the constraint i can be multiplied by (-1) to make b i > 0 and
reverse the inequality of the constraint.
The above linear programming problem may also be written in the matrix form as follows:
 x1 
 
x 
Optimize (maximize or minimize) Z = c1 c2 .... cn   2 
 M
x 
 n
x  b 
a a12 ... a1n   1  1
 11  x  b 
Subject to  21 a 22
a ... a 2n 
 2  ( ≤ , =, ≥ )  2 
M   M  M
a m1 a m2 ... a mn     
 x n   bn 
and, x1 , x2 ,x3 , … , xn ≥ 0
OR
Optimize (maximize or minimize) Z = CX
Subject to
AX ( ≤ , =, ≥ ) B
and, X ≥ 0,
x 
 1 a a12 ... a1n 
x   11 
Where C = c1 c2 .... cn  , X =  2  , A =  21 a 22
a ... a 2n 
.
 M M 
  a m1 a m2 ... a mn 
 x n 
Note

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The process of representing the relationships between the variables through equations or other
functional relationships is called modeling or mathematical modeling.

MATHEMATICAL FORMULATION OF LINEAR PROGRAMMING

PROBLEMS
Problem formulation is the process of transforming the verbal description of a decision problem
into a mathematical form. There is not any set procedure to formulate linear programming
problems. In fact, one can only learn the formulation with adequate practice. However the
following algorithm will be helpful in the formulation of linear programming problems.
Algorithm
Step 1: In every LPP certain decisions are to be made. These decisions are represented by
decision variables. These decision variables are those quantities whose values are to be
determined. Identify the variables and denote them by x1, x2, x3, …
Step 2: Identify the objective function and express it as a linear function of the variables
introduced in step 1.
Step 3: In a LPP, the objective function may be in the form of maximizing profits or minimizing
costs. So, after expressing the objective function as a linear function of the decision variables, we
must find the type of optimization i.e. maximization or minimization. Identify the type of the
objective function.
Step 4: Identify the set of constraints, stated in terms of decision variables and express them as
linear inequations or equations as the case may be. Write the coefficient for each decision
variable in each constraint.
Step 5: Identify the feasible alternatives which generally are: xj ≥ 0, for all j.
Step 6: Finding out the most suitable or optimum solution.
Wrong formulation can lead to either solutions which are not feasible or excluding some
solutions which are really feasible and possibly optimal.

SOME IMPORTANT DEFINITIONS

Following are defined a few important terms for standard LPP which are necessary to understand
further discussion.

1. Solution to LPP: Any set X = {x1, x2, … , xn} of variables is called a solution to LP
problem, if it satisfies the set of constraints only.
2. Feasible Solution (FS): Any set X = {x1, x2, … , xn} of variables is called a feasible
solution of L.P. problem, if it satisfies the set of constraints and non-negativity
restrictions also.
3. Feasible Region: The common region satisfied by all the constraints and non-negativity
restrictions is known as the feasible region.

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 4. Optimal feasible solution or optimal solution: A feasible solution of a LPP is said to be
an optimal feasible solution, if it also optimizes (maximizes or minimizes) the objective
function.
uuu
r uuur
5. Line segment: For any two vectors X1 and X 2 in Rn the set S = {
ur ur uuu
r uuur
X : X = λ X1 + (1- λ ) X 2 , 0 ≤ λ≤ 1 } is called the line segment joining the points
uuu
r uuur uuu r uuur
X1 and X 2 . X1 and X 2 are called the end points of the line segment. For each λ , 0 < λ <1 ,
uuur uuur
the point λ X1 + (1- λ ) X 2 is called in between point or internal point of a line segment.
uu
r uur uuu
r
6. Linear combination of n vectors: Given n vectors a1 , a 2 , L , a n , the vector X =
uu
r uur uuu
r uu
r uur uuur
λ1 a1 + λ 2 a 2 + L + λ n a n is a linear combination of a1 , a 2 , L , a n for any scalar λ i ,
i=1, 2, … n.
7. Convex combination of n vectors: A convex combination of the points or vectors
uu
r uur uuu
r uu
r uur uuu
r
a1 , a 2 , L , a n is defined as X = λ a + λ a + L + λ a where λ ’s are scalars, λ
1 1 2 2 n n i i ≥
n
0 and ∑ λi = 1.
i =1
8. Convex set: A set is a convex set, if every point on the line segment joining any two
points in it lies in it.
Mathematically, a set X is said to be a convex set iff for every x 1 and x2 ∈ X,
x1 ≠ x 2 , (1- λ ) x1 + λ x 2 ∈ X, 0 ≤ λ ≤1

(i) (ii) (iii)

(i) is a convex set, while (ii) and (iii) are not a convex set.
9. Extreme point: A point x belongs to the feasible region is called an extreme point if there
doesn’t exist x1 and x2, x1 ≠ x 2 such that x = (1- λ )x1 + λ x 2 , 0 < λ <1 .

Remark
• An optimal solution to a LPP, if it exists, occurs at one of the corner (or extreme) points
of the feasible region.
• The set of all feasible solutions to a LPP constitutes a convex set.
• An extreme point cannot be between any other two points of the set. It cannot be on the
line segment joining the two points.
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 • A point x of a convex set S ∈ Rn, is an extreme point of the set, if
x = (1- λ )x1 + λ x 2 , x1 , x 2 ∈ S, 0 < λ <1 imply that x = x1 = x2.
• If x is an extreme point then we cannot express x as linear combination of x1 and x2.
• A

B C
Shaded portion is a feasible region. The points A, B and C are the extreme points. We
cannot express these points into any convex combination of any two distinct points. A, B
& C are the vertices of the triangle and these are the only extreme points.
•

All points on the boundary of the circle are extreme points.

TYPES OF SOLUTIONS
When an LP is solved, one of the following four cases will occur:
1. The LP has a unique optimal solution. If the solution point is a single point on the line,
take the corresponding values of x1 and x2 and, this would be the unique solution.
2. The LP has alternative (multiple) optimal solutions. So far we have seen that the
optimal solution of any LPP occurs at an extreme point of the feasible region and the
solution is unique, i.e. no other solution yields the same value of the objective function.
However, in certain cases a given LP problems may have more than one optimal solution
yielding the same objective function value. If the solution appears as a small line, then a
multiple solution exists. It has more than one (actually an infinite number of) optimal
solutions.
3. The LP has an infeasible solution. If it is not possible to find a feasible solution that
satisfies all the constraint, then LP problem is said to have an infeasible solution /
alternatively inconsistency. Infeasibility depends mainly on the constraints and has
nothing to do with the objective function. The feasible region contains no points.
4. The LP has an unbounded solution. When the value of decision variables in linear
programming is permitted to increase infinitely without violation the feasibility
condition, then the solutions said to be unbounded. The objective function value can be
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 increased infinitely. However, an unbounded feasible region may yield some definite
value of the objective function.

Solving an LP problem involves:

(i) Selection of appropriate method for finding the solution and
(ii) Then obtain a solution to the problem with the help of selected method
(iii) Test for optimality of the solution.
The problem can be solved by using:
(1) Graphical method: This method can be used if there are only two decision variables in
the LPP.
(2) Simplex method: This method is useful in solving LP problems with two or more than
two decision variables.

(A) GRAPHICAL METHOD

Linear programming problems with two variables can be represented and solved graphically with
ease. Though in real-life, the two variable problems are practiced very little, the interpretation of
this method will help to understand the simplex method.
Step1. Consider each inequality – constraint as equation.
Step2. Graph the corresponding linear equation, a line. This is done by finding any two points on
the line and drawing a straight line through them. For convenience, we choose the two points so
that each is on an axis.
Step3. A line divides a plane into two parts. Choose a point P not on the line. Normally, this
point is taken as the origin as long as it does not lie on the line. Test P to see whether P satisfies
the inequality. If the point P satisfies the considered inequality then shade that particular area on
either side of the line from where the point P has been choose. Else, shade another region.
Perform this for all the constraints.
Step4. The common region satisfied by all the constraints is the required feasible region. This
area will contain the set of all points that simultaneously satisfy all constraints (including non-
negativity restrictions).
Step5. Consider all the corner points of the feasible region and then, substitute them one by one
into the objective function then choose that point among them which optimizes the objective
function. The value of the selected coordinate would give the optimal solution.
This graphical method also allows us to see whether the LPP has unbounded solution or no
solution.

Example 1: Solve graphically the LPP

Minimize z = x1 + x2
Subject to 5x1 + 9x2 ≤ 45
x1 + x2 ≥ 2
x2 ≤ 4

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 And, x1, x2 ≥ 0
(Note: The feasible region is bounded and number of solutions is infinite. The objective
function value is infinite i.e. 2.)

Example 2: Solve graphically the LPP

Maximize z = 2x1 – x2
Subject to x1 – x2 ≤ 1
x1 ≤ 3
And, x1, x2 ≥ 0
(Ans. x1 = 3, x2 = 2, Z = 4)
(Note: In the above LPP the feasible region is unbounded, but the objective function value is
finite with unique optimal solution.)

Example 3: Solve graphically the LPP

Maximize z = –x1 + 3x2
Subject to x1 – x2 ≥ –1
–0.5x1 + 1.5x2 ≤ 3
And, x1, x2 ≥ 0
(Note: Here, the feasible region is unbounded, the number of solution is infinite, objective
function value is finite i.e. 6.)

Example 4: Solve graphically the LPP

Maximize z = 3x1 – 2x2
Subject to 2x1 + x2 ≤ 2
3x1 + 4x2 ≥ 12
And, x1, x2 ≥ 0
(Note: The LPP is said to be infeasible in this case.)

Example 5: Solve graphically the LPP

Maximize z = 3x1 – 4x2
Subject to –3x1 + 2x2 ≤ 6
–x1 + 3x2 ≤ 18
And, x1, x2 ≥ 0
(Note: The feasible region is unbounded and the objective function value is also unbounded.)

Example 6: Solve graphically the LPP

Maximize z = 3x1 + 2x2
Subject to x1 + x2 ≥ 1
x2 – 5x1 ≤ 0
5x2 – x1 ≥ 0

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 x1 – x2 ≥ –1
x1 + x2 ≤ 6
x1 ≤ 3
And, x1, x2 ≥ 0
(Ans. x1 = 3, x2 = 3, Z = 15)
(Note: In the above LPP the feasible region is bounded and the objective function value is
finite with unique optimal solution.)

Example 7: Solve the following problem graphically and shade the feasible region.
Minimize z = 2x1 + 2x2
Subject to 3x1 + x2 = 3
4x1 + 3x2 ≥ 6
x1 + 2x2 ≤ 3
And, x1, x2 ≥ 0
(Ans. x1 = 3/5, x2 = 6/5, Z = 18/5)
(Note: The feasible region consists of a single point.)

Redundancy: A constraint in a given LPP is said to be redundant if the feasible region of the
problem is unchanged by deleting that constraint.
Example 8: Solve the following problem graphically and shade the feasible region.
Minimize z = 6x1 + 10x2
Subject to x1 ≥6
x2 ≥2
2x1 + x2 ≥10
And, x1, x2 ≥ 0
(Note: The constraint 2x1 + x2 ≥10 is redundant as it does not affect the feasible region.)

REMARKS
1. Optimal solutions are not unique. If the optimal solution occurs at two extreme points
then convex combination of these two points will form an optimal solution. In this case
there will be infinite number of optimal solutions.
2. The collection of all feasible solutions to an LP problem constitutes a convex set whose
extreme points correspond to the basic feasible solutions.
3. There are finite numbers of basic feasible solutions within the feasible solution space.
4. If the optimal solution occurs at more than one extreme point, then the value of objective
function will be the same for all convex combinations of these extreme points.
5. When the problem is solved graphically, in a two variable case the constraints, gives a
straight line on a two dimensional graph.

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