Assignment

LINEAR
PROGRAMMING

Submitted to:-
Dr. Naveed Ramzan

Presented By:-
Muhammad IMRAN
RASHID
 Roll No 2009-chem-
msc-36
Linear programming
Definition
Linear programming is the name of a branch of applied mathematics that deals with
solving optimization problems of a particular form. Linear programming problems
consist of a linear cost function (consisting of a certain number of variables) which
is to be minimized or maximized subject to a certain number of constraints. The
constraints are linear inequalities of the variables used in the cost function. The
cost function is also sometimes called the objective function. Linear programming is
closely related to linear algebra; the most noticeable difference is that linear
programming often uses inequalities in the problem statement rather than
equalities.

Linear Inequalities
In many real-life applications, we are interested in a range of possible solutions
instead of a single solution. For example, when you prepare to buy a house, a lender
will calculate the maximum amount of money it is willing to lend you; however, the
lender doesn’t require you to borrow the maximum amount. You may borrow any
amount of money up to the maximum. Recall that in mathematics, we use inequalities
to represent the range of possible solutions that meet the given criteria.

NEQUALITY NOTATION
x is less than equal to y is the set of all values of x less than or equal to y.
x is greater than equal to y is the set of all values of x greater than or equal to y.
x is less than y is the set of all values of x less than but not equal to y.
x is greater than y is the set of all values of x greater than but not equal to y.
If you choose to convert lines from standard to slope-intercept form before
graphing them, the following properties will help you to quickly identify the solution
region without having to check a point.
Solving Standard Maximization Problems with the
Simplex Method
Solving Standard Minimization Problems with the
Dual
For each problem, we calculate the value of the objective function at each corner
point

Observe that the minimum value of the minimization problem objective function is
11. Similarly, the maximum value of the maximization problem objective function is
11. This leads us to the Fundamental Principle of Duality.

FUNDAMENTAL PRINCIPLE OF DUALITY

A standard minimization problem has a solution if and only if its dual problem has a
solution. If a solution exists, the optimal value of the standard minimization
problem and the optimal value of the dual problem are equal.
Using Duals to Solve Standard Minimization Problems
1. Find the dual standard maximization problem.
2. Use the simplex method to solve the maximization problem.
3. The maximum value of the objective function of the dual problem is the minimum
value of the objective function of the minimization problem.
4. The optimum solution of the minimization problem is given in the entries of the
bottom row of the final tableau corresponding with the columns of the slack
variables (as long as the entry in the P column equals 1).

Applications of Linear Programming

• Military operations
• Transportation
• Distribution
• Scheduling
• Production management
• Inventory management
• Telecommunications
• Agriculture

Advantages of Linear Programming

 The linear programming technique helps to make the best possible use of
available productive resources (such as time, labour, machines etc.)
 In a production process, bottle necks may occur. For example, in a factory
some machines may be in great demand while others may lie idle for some
time. A significant advantage of linear programming is highlighting of
such bottle necks.
 The quality of decision making is improved by this technique because the
decisions are made objectively and not subjectively.
 By using this technique, wastage of resources like time and money may be
avoided.
Limitations of Linear Programming

 Linear programming is applicable only to problems where the constraints and

objective function are linear i.e., where they can be expressed as equations
which represent straight lines. In real life situations, when constraints or
objective functions are not linear, this technique cannot be used.
 Factors such as uncertainty, weather conditions etc. are not taken into
consideration.
Reference:

 http://www.tutorvista.com/content/math/statistics-and-probability/linear-
programming/linear-programmingindex.php
 http://en.wikipedia.org/wiki/Linear_programming
 http://disequilibrium.net/dadss/lp_slides.pdf