Linear Programming Problems – Formulation

Linear Programming is a mathematical technique for optimum allocation of limited or

scarce resources, such as labour, material, machine, money, energy and so on , to several
competing activities such as products, services, jobs and so on, on the basis of a given
criteria of optimality.

The term ‘Linear’ is used to describe the proportionate relationship of two or more
variables in a model. The given change in one variable will always cause a resulting
proportional change in another variable.

The word , ‘Programming’ is used to specify a sort of planning that involves the
economic allocation of limited resources by adopting a particular course of action or
strategy among various alternatives strategies to achieve the desired objective.

Hence, Linear Programming is a mathematical technique for optimum allocation of

limited or scarce resources, such as labour, material, machine, money energy etc.

Structure of Linear Programming model

The general structure of the Linear Programming model essentially consists of three
components.
i) The activities (variables) and their relationships
ii) The objective function and
iii) The constraints

The activities are represented by X1 X2, X3 ……..Xn.

These are known as Decision variables.

The objective function of an LPP (Linear Programming Problem) is a mathematical

representation of the objective in terms a measurable quantity such as profit, cost,
revenue, etc.

Optimize (Maximize or Minimize) Z=C1X1 +C2X2+ ………..Cn Xn

Where Z is the measure of performance variable

X1, X2, X3, X4…..Xn are the decision variables

C1, C2, …Cn are the parameters that give contribution to decision variables.

The constraints: These are the set of linear inequalities and/or equalities which impose
restriction of the limited resources

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Assumptions of Linear Programming
Certainty
In all LP models it is assumed that, all the model parameters such as availability of
resources, profit (or cost) contribution of a unit of decision variable and consumption of
resources by a unit of decision variable must be known and constant.
Divisibility (Continuity)
The solution values of decision variables and resources are assumed to have either whole
numbers (integers) or mixed numbers (integer or fractional). However, if only integer
variables are desired, then Integer programming method may be employed.
Additivity
The value of the objective function for the given value of 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 sum of the resources used by each decision
variable respectively. /The objective function is the direct sum of the individual
contributions of the different variables
Linearity
All relationships in the LP model (i.e. in both objective function and constraints) must be
linear. (Means that there are constant returns to scale – and there are no economies of
scale)
Finite choices: An LP model assumes that number of choices available to the decision
maker is limited and decision variables do not assume negative values.

General Mathematical Model of an LPP

Optimize (Maximize or Minimize) Z=C1 X1 + C2 X2 +……+CnXn

Subject to constraints,

a11X1+ a12X2+………………+ a1nXn (≤ = ≥) b1

a21X1+ a 22X2+………………+ a2nXn (≤ = ≥) b2

a31 X1+ a32X2+………………+ a3nXn (≤ = ≥) b3

am1X1+ am2X2+………………+ amnXn (≤ = ≥) bm

and X1, X2 ….Xn >

Guidelines for formulating Linear Programming model

i) Identify and define the decision variable of the problem

ii) Define the objective function
iii) State the constraints to which the objective function should be optimized
(i.e. Maximization or Minimization)
iv) Add the non-negative constraints from the consideration that the negative values of
the decision variables do not have any valid physical interpretation

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Example 1.
A firm is engaged in producing two products. A and B. Each unit of product A requires 2
kg of raw material and 4 labour hours for processing, where as each unit of B requires 3
kg of raw materials and 3 labour hours for the same type. Every week, the firm has an
availability of 60 kg of raw material and 96 labour hours. One unit of product A sold
yields Rs.40 and one unit of product B sold gives Rs.35 as profit.
Formulate this as an Linear Programming Problem to determine as to how many units of
each of the products should be produced per week so that the firm can earn maximum
profit.

i) Identify and define the decision variable of the problem

Let X1 and X2 be the number of units of product A and product B produced per week.
ii) Define the objective function
Since the profits of both the products are given,
the objective function is to maximize the profit.
Max Z = 40 X1 + 35 X2

iii) State the constraints to which the objective function should be optimized (i.e.
Maximization or Minimization)
There are two constraints one is raw material constraint and the other one is labour
constraint..
The raw material constraint is given by
2 X1 + 3 X2 < 60
The labour hours constraint is given by
4 X1 + 3 X2 < 96

Finally we have,
Max Z = 40 X11 + 35 X2
Subject to constraints,
2 X1+ 3 X2 < 60
4 X1 + 3 X2 < 96
X1, X2 > 0

Example 2.
A manufacturer produces two types of models M1 and M2.Each model of the type M1
requires 4 hours of grinding and 2 hours of polishing; where as each model of M2
requires 2 hours of grinding and 5 hours of polishing. The manufacturer has 2 grinders
and 3 polishers. Each grinder works for 40 hours a week and each polisher works 60
hours a week. Profit on M1 model is Rs.3.00 and on model M2 is Rs.4.00.Whatever
produced in a week is sold in the market. How should the manufacturer allocate his
production capacity to the two types of models, so that he makes maximum profit in a
week?

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 i) Identify and define the decision variable of the problem
Let X1 and X2 be the number of units of M1 and M2 model.
ii) Define the objective function
Since the profits on both the models are given, the objective function is to maximize the
profit.
Max Z = 3 X1 + 4 X2
iii) State the constraints to which the objective function should be optimized (i.e.
Maximization or Minimization)
There are two constraints one for grinding and the other for polishing.
The grinding constraint is given by
4 X1 + 2 X2 < 80
No of hours available on grinding machine per week is 40 hrs. There are two grinders.
Hence the total grinding hour available is 40 X 2 = 80 hours.
The polishing constraint is given by
2 X1 + 5 X2 < 180
No of hours available on polishing machine per week is 60 hrs. There are three grinders.
Hence the total grinding hour available is 60 X 3 = 180 hours.

Finally we have,

Max Z = 3 X1 + 4 X2

Subject to constraints,

4 X1 + 2 X2 < 80

2 X1 + 5 X2 < 180

X1, X2 > 0

Example 3
The agricultural research institute suggested the farmer to spread out at least 4800 kg of
special phosphate fertilizer and not less than 7200 kg of a special nitrogen fertilizer to
raise the productivity of crops in his fields. There are two sources for obtaining these –
mixtures A and mixtures B. Both of these are available in bags weighing 100kg each and
they cost Rs.40 and Rs.24 respectively. Mixture A contains phosphate and nitrogen
equivalent of 20kg and 80 kg respectively, while mixture B contains these ingredients
equivalent of 50 kg each. Write this as an LPP and determine how many bags of each
type the farmer should buy in order to obtain the required fertilizer at minimum cost.

i) Identify and define the decision variable of the problem

Let X1 and X2 be the number of bags of mixture A and mixture B.
ii) Define the objective function
The cost of mixture A and mixture B are given;
the objective function is to minimize the cost

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Min.Z = 40 X1 + 24 X2

iii) State the constraints to which the objective function should be optimized.
The above objective function is subjected to following constraints.
20 X1+ 50 X2 >4800 Phosphate requirement
80 X1 + 50 X2 >7200 Nitrogen requirement
X1, X2 >0

Finally we have,
Min.Z = 40 X1 + 24 X2
is subjected to three constraints
20 X1 + 50 X2 >4800
80 X1+ 50 X2 >7200
X1, X2 >0

Example 4.
A firm can produce 3 types of cloth, A , B and C.3 kinds of wool are required Red, Green
and Blue.1 unit of length of type A cloth needs 2 meters of red wool and 3 meters of blue
wool.1 unit of length of type B cloth needs 3 meters of red wool, 2 meters of green wool
and 2 meters of blue wool.1 unit type of C cloth needs 5 meters of green wool and 4
meters of blue wool. The firm has a stock of 8 meters of red, 10 meters of green and 15
meters of blue. It is assumed that the income obtained from 1 unit of type A is Rs.3, from
B is Rs.5 and from C is Rs.4.Formulate this as an LPP.( December2005/January 2006)

i) Identify and define the decision variable of the problem

Let X1, X2 and X3 are the quantity produced of cloth type A,B and C respectively.
ii) Define the objective function
The incomes obtained for all the three types of cloths are given; the objective function is
to maximize the income.
Max Z = 3 X1 + 5 X2 + 4 X3
iii) State the constraints to which the objective function should be optimized.
The above objective function is subjected to following three constraints.
2 X1 + 3 X2 < 8
2 X2 + 5 X3 < 10
3 X1 + 2 X2 + 4 X3 < 15
X1, X2 X3>0

Finally we have,
Max Z = 3 X1 + 5 X2 + 4 X3
is subjected to three constraints
2 X1 + 3 X2 < 8
2 X2 + 5 X3 < 10
3 X1 + 2 X2 + 4 X3 < 15
X1, X2, X3 >0

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Example 5.
A Retired person wants to invest upto an amount of Rs.30,000 in fixed income securities.
His broker recommends investing in two Bonds: Bond A yielding 7% and Bond B
yielding 10%. After some consideration, he decides to invest at most of Rs.12,000 in
bond B and atleast Rs.6,000 in Bond A. He also wants the amount invested in Bond A to
be atleast equal to the amount invested in Bond B. What should the broker recommend if
the investor wants to maximize his return on investment? Solve graphically.
(January/February 2004)

i) Identify and define the decision variable of the problem

Let X1 and X2 be the amount invested in Bonds A and B.
ii) Define the objective function
Yielding for investment from two Bonds are given; the objective function is to maximize
the yielding.
Max Z = 0.07 X1 + 0.1 X2
iii) State the constraints to which the objective function should be optimized.
The above objective function is subjected to following three constraints.
X1 + X2 < 30,000
X1 > 6,000
X2 < 12,000
X1 -- X2 >0
X1, X2 >0

Finally we have,
MaxZ = 0.07 X1 + 0.1 X2
is subjected to three constraints
X1 + X2< 30,000
X1 > 6,000
X2 < 12,000
X1 -- X2 >0
X1, X2 >0

Minimization problems
Example 6.
A person requires 10, 12, and 12 units chemicals A, B and C respectively for his garden.
A liquid product contains 5, 2 and 1 units of A,B and C respectively per jar. A dry
product contains 1,2 and 4 units of A,B and C per carton.
If the liquid product sells for Rs.3 per jar and the dry product sells for Rs.2 per carton,
how many of each should be purchased, in order to minimize the cost and meet the
requirements?

i) Identify and define the decision variable of the problem

Let X1 and X2 be the number of units of liquid and dry products.
ii) Define the objective function
The cost of Liquid and Dry products are given ; the objective function is to minimize the
cost

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Min. Z = 3 X1 + 2 X2
iii) State the constraints to which the objective function should be optimized.
The above objective function is subjected to following three constraints.
5 X1 + X2 >10
2 X1 + 2 X2 >12
X1 + 4 X2 >12
X1, X2 >0

Finally we have,
Min. Z = 3 X1 + 2 X2
is subjected to three constraints
5 X1 + X2 >10
2 X1 + 2 X2 >12
X1 + 4 X2 >12
X1, X2 >0

Example 7.
A Scrap metal dealer has received a bulk order from a customer for a supply of atleast
2000 kg of scrap metal. The consumer has specified that atleast 1000 kgs of the order
must be high quality copper that can be melted easily and can be used to produce tubes.
Further, the customer has specified that the order should not contain more than 200 kgs of
scrap which are unfit for commercial purposes. The scrap metal dealer purchases the
scrap from two different sources in an unlimited quantity with the following percentages
(by weight) of high quality of copper and unfit scrap

Source A Source B
Copper 40% 75%
Unfit Scrap 7.5% 10%

The cost of metal purchased from source A and source B are Rs.12.50 and Rs.14.50 per
kg respectively. Determine the optimum quantities of metal to be purchased from the two
sources by the metal scrap dealer so as to minimize the total cost (February 2002)

i) Identify and define the decision variable of the problem

Let X1 and X2 be the quantities of metal to be purchased from the two sources A and B.
ii) Define the objective function
The cost of metal to be purchased by the metal scrap dealer are given;
the objective function is to minimize the cost
Min. Z = 12.5 X1 + 14.5 X2
iii) State the constraints to which the objective function should be optimized.
The above objective function is subjected to following three constraints.
X1 + X2 >2,000
0.4 X1 + 0.75 X2 >1,000
0.075 X1 + 0.1 X2 + 4X3 < 200
X1, X2 >0

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Finally we have,
Min. Z = 12.5 X1 + 14.5 X2
is subjected to three constraints
X1 + X2>2,000
0.4 X1 + 0.75 X2 >1,000
0.075 X1 + 0.1 X2 < 200
X1, X2 >0

Example 8.
A farmer has a 100 acre farm. He can sell all tomatoes, lettuce or radishes and can raise
the price to obtain Rs.1.00 per kg. for tomatoes , Rs.0.75 a head for lettuce and Rs.2.00
per kg for radishes. The average yield per acre is 2000kg.of tomatoes, 3000 heads of
lettuce and 1000 kgs of radishes. Fertilizers are available at Rs.0.50 per kg and the
amount required per acre is 100 kgs for each tomatoes and lettuce and 50kgs for radishes.
Labour required for sowing, cultivating and harvesting per acre is 5 man-days for
tomatoes and radishes and 6 man-days for lettuce. A total of 400 man-days of labour are
available at Rs.20.00 per man-day. Formulate this problem as LP model to maximize the
farmers profit.

i) Identify and define the decision variable of the problem

Let X1 and X2 and X3 be number acres the farmer grows tomatoes, lettuce and radishes
respectively.
ii) Define the objective function
The objective of the given problem is to maximize the profit.
The profit can be calculated by subtracting total expenditure from the total sales
Profit = Total sales – Total expenditure

The farmer produces 2000X1 kgs of tomatoes, 3000 X2 heads of lettuce, 1000 X3 kgs of
radishes.
Therefore the total sales of the farmer will be
= Rs. (1 x 2000X1+ 0.75 x 3000 X2 + 2 x 100 X3)
Total expenditure (fertilizer expenditure) will be
= Rs.20 ( 5 X1 + 6 X2 + 5 X3 )
Farmer’s profit will be
Z = (1 x 2000 X1 + 0.75 x 3000 X2 + 2 x 100 X3) –
{ [0.5 x 100 x X1+0.5 x 100 x X2 + 50 X3]+ [20 x 5 x X1+20 x 6 x X2 + 20 x 5 x X3]}
=1850 X1 + 2080 X2 + 1875 X3

Therefore the objective function is

Maximise Z = 1850 X1 + 2080 X2 + 1875 X3

iii) State the constraints to which the objective function should be optimized.
The above objective function is subjected to following constraints.
Since the total area of the firm is 100 acres
X1 + X2 + X3 < 100

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The total man-days labour is 400 man-days
5 X1 + 6 X2 + 5 X3 < 400
Finally we have,
Maximize Z = 1850 X1 + 2080 X2 + 1875 X3
is subjected to three constraints
X1 + X2 + X3 < 100
5 X1 + 6 X2+ 5 X3 < 400
X1, X2 X3 >0

Example 9.
An electronics company produces three types of parts for automatic washing machines .It
purchases castings of the parts from a local foundry and then finishes the part on drilling,
shaping and polishing machines. The selling prices of parts A, B, and C respectively are
Rs 8, Rs.10 and Rs.14.All parts made can be sold. Castings for parts A, B and C
respectively cost Rs.5, Rs.6 and Rs.10.
The shop possesses only one of each type of machine. Cost per hour to run each of the
three machines are Rs.20 for drilling, Rs.30 for shaping and Rs.30 for polishing. The
capacities (parts per hour) for each part on each machine are shown in the following
table.

Capacities Per Hour

Machine
Part A Part B Part C

Drilling 25 40 25

Shaping 25 20 20

Polishing 40 30 40

The management of the shop wants to know how many parts of each type it
should produce per hour in order to maximize profit for an hour’s run. Formulate
this problem as an LP model so as to maximize total profit to the company.

i) Identify and define the decision variable of the problem

Let X1 and X2 and X3 be the number of types A, B and C parts produced per hour
respectively .
ii) Define the objective function
With the information given, the hourly profit for part A, B, and C would be as follows
Profit per type A part = (8 – 5) – (20/25 +30/25 + 30/40) = 0.25
Profit per type B part = (10 – 6) – (20/40 + 30/20 + 30/30) = 1
Profit per type C part = (14 – 10) – (20/25 + 30/20 + 30/40) = 0.95
Then,
Maximize Z = 0.25 X1 + 1 X2 + 0.95 X3

iii) State the constraints to which the objective function should be optimized.

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The above objective function is subjected to following constraints.
i) The drilling machine constraint
X1/25 + X2 /40 + X3/24 < 1
ii) The shaping machine constraint
X1/25 + X2 /20 + X3/20 ≤ 1
iii) The polishing machine constraint
X1/40 + X2 /30 + X3/40 ≤ 1
X1, X2, X3 ≥ 0

Finally we have,
Maximize Z = 0.25 X1 + 1 X2 + 0.95 X3
Subject to constraints
X125 + X2 /40 + X3/24 < 1
ii) The shaping machine constraint
X1/25 + X2 /20 + X3/20 ≤ 1
iii) The polishing machine constraint
X1/40 + X2 /30 + X3/40 ≤ 1
X1, X2, X3 ≥ 0

Example 10.

A city hospital has the following minimal daily requirements for nurses.

Period Clock time (24 hours day) Minimum number of nurses required
1 6 a.m. – 10 a.m. 2
2 10 a.m. – 2 p.m. 7
3 2 p.m. – 6 p.m. 15
4 6 p.m. – 10 p.m. 8
5 10 p.m. – 2 a.m. 20
6 2 a.m. – 6 a.m. 6

Nurses report at the hospital at the beginning of each period and work for 8 consecutive
hours. The hospital wants to determine the minimal number of nurses to be employed so
that there will be a sufficient number of nurses available for each period.
Formulate this as a linear programming problem by setting up appropriate constraints and
objective function.

i) Identify and define the decision variable of the problem

Let X1, X2, X3, X4, X5 and X6 be the number of nurses joining duty at the beginning of
periods 1, 2, 3, 4, 5 and 6 respectively.
ii) Define the objective function
Minimize Z = X1 + X2 + X3 + X4 + X5 + X6
iii) State the constraints to which the objective function should be optimized.
The above objective function is subjected to following constraints.

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X1 + X2 ≥ 7
X2 + X3 ≥ 15
X3 + X4 ≥ 8
X4 + X5 ≥ 20
X5 + X6 ≥ 6
X6 + X1 ≥ 2
X1, X2, X3, X4, X5, X6 ≥ 0

Example 11.The marketing department of Everest Company has collected information on

the problem of advertising for its products. This relates to the advertising media available,
the number of families expected to be reached with each alternative, cost per
advertisement, the maximum availability of each medium and the expected exposure of
each one (measured as the value of one advertisement in each of the media):
The information is as given as here:

Advertising No. of families Cost per Maximum Expected

Media expected to cover advertisement(Rs) Availability (No. Exposure
of times) (Units)
TV(30 sec) 3,000 8,000 8 80
Radio(15 sec) 7,000 3,000 30 20
Sunday edition 5,000 4,000 4 50
of a daily
(1/4 page)
Magazine 2,000 3,000 2 60
(1 page)

Other information and requirements

a) The advertisement budget is Rs.70,000
b) At least 40,000 families should be covered
c) At least 2 insertions is given in Sunday edition daily but not more than 4 ads
should be given on the TV
Draft this as a linear programming problem. The company’s objective is to maximize the
expected exposure.

i) Identify and define the decision variable of the problem

Let X1, X2, X3, and X4, are number ads on TV, number ads on radio, number ads in
Sunday edition of a daily, and number ads in a magazine respectively.

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 Resources / Advertising media
Total
Constraints TV Radio Daily Magazine
No. of 3,000 7.000 5,000 2,000 40,000
Families( per
Ad)
Cost (per ad) 8,000 3,000 4,000 3,000 70,000
and Budget(Rs)
Maximum 8 30 4 2
Availability(No)
Other i) at least two ads in daily
information ii)at most four ads on TV
Expected 80 20 50 60
exposure
(units per ad)

ii) Define the objective function

Maximize Z = 80X1 + 20X2 + 50X3 + 60X4
iii) State the constraints to which the objective function should be optimized.
The above objective function is subjected to following constraints.
3,000X1 + 7000X2 + 5000X3 + 2000X4 ≥ 40,000
8,000X1 + 3000X2 + 4000X3 + 3000X4 ≤ 70,000
X1 ≤ 8
X2 ≤ 30
X3 ≤ 4
X4 ≤ 2
X3 ≥ 2
X1 ≤ 4
X1, X2, X3, X4 ≥ 0

Linear Programming: Graphical Solution

Example 12.
Solve the following LPP by graphical method
Max Z = 40 X1 + 35 X2
Subject to constraints,
2 X1+ 3 X2 < 60
4 X1 + 3 X2 < 96
X1, X2 > 0

Solution:
The first constraint 2 X1+ 3 X2 < 60 can be represented as follows.
We set 2 X1+ 3 X2 = 60
When X1 = 0 in the above constraint, we get,
2 x 0 + 3X2 = 60
X2 = 20
Similarly when X2 = 0 in the above constraint, we get,

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2X1 + 3 x 0 = 60
X1 = 60/2 = 30
The second constraint 4 X1 + 3 X2 < 96 can be represented as follows,
When X1 = 0 in the above constraint, we get,
4 x 0 + 3 X2 < 96
X2 = 32
Similarly when X2 = 0 in the above constraint, we get,
4 X1 + 3 x 0 < 96
X1 = 24

Point X1 X2 Max Z = 40 X1 + 35 X2
O 0 0 0
P 0 20 700
Q 18 8 1000* Maximum
R 24 0 960

The Maximum profit is at point Q

When X1 = 18 and X2 = 8
Z = 1,000

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Example 13
Solve the following LPP by graphical method
Min.Z = 40 X1 + 24 X2
is subjected to three constraints
20 X1 + 50 X2 >4800
80 X1+ 50 X2 >7200
X1, X2 >0

Solution:
The first constraint 20 X1 + 50 X2 >4800 can be represented as follows.
We set 20 X1 + 50 X2 = 4800
When X1 = 0 in the above constraint, we get,
20 x 0 + 50 X2 = 4800
X2 = 96
Similarly when X2 = 0 in the above constraint, we get,
20 X1 + 50 x 0 = 4800
X1 = 4800/20 = 240
The second constraint 80 X1+ 50 X2 >7200 can be represented as follows,
We set 80 X1+ 50 X2 = 7200
When X1 = 0 in the above constraint, we get,
80 x 0 + 50 X2 = 7200
X2 = 144
Similarly when X2 = 0 in the above constraint, we get,
80 X1+ 50 x 0 = 7200
X1 = 90

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 80X1 + 50X2 = 7200

Point X1 X2 Min.Z = 40 X1 + 24 X2
P 0 144 3,456* Minimum
Q 40 80 3,520
R 240 0 9600

The Total Cost is minimum at point Q

When X1 = 0 and X2 = 144
Z = 3,456

Example 14
Solve the following LPP by graphical method
Maximize Z = 5X1 + 3X2
Subject to constraints
2X1 + X2 ≤ 1000
X1 ≤ 400
X1 ≤ 700
X1, X2 ≥ 0

Solution:
The first constraint 2X1 + X2 ≤ 1000 can be represented as follows.
We set 2X1 + X2 = 1000
When X1 = 0 in the above constraint, we get,
2 x 0 + X2 = 1000
X2 = 1000
Similarly when X2 = 0 in the above constraint, we get,
2X1 + 0 = 1000
X1 = 1000/2 = 500
The second constraint X1 ≤ 400 can be represented as follows,
We set X1 = 400
The third constraint X2 ≤ 700 can be represented as follows,
We set X2 = 700

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The constraints are shown plotted in the above figure

Point X1 X2 Z = 5X1 +3X2

0 0 0 0
A 0 700 Z = 5 x 0 + 3 x 700 = 2,100
B 150 700 Z = 5 x 150 + 3 x 700 = 2,850* Maximum
C 400 200 Z = 5 x 400 + 3 x 200 = 2,600
D 400 0 Z = 5 x 400 + 3 x 0 = 2,000

The Maximum profit is at point B

When X1 = 150 and X2 = 700
Z = 2850

Example 15.
Solve the following LPP by graphical method
Maximize Z = 400X1 + 200X2
Subject to constraints
18X1 + 3X2 ≤ 800
9X1 + 4X2 ≤ 600
X2 ≤ 150
X1, X2 ≥ 0

Solution:
The first constraint 18X1 + 3X2 ≤ 800 can be represented as follows.
We set 18X1 + 3X2 = 800
When X1 = 0 in the above constraint, we get,
18 x 0 + 3X2 = 800
X2 = 800/3 = 266.67
Similarly when X2 = 0 in the above constraint, we get,
18X1 + 3 x 0 = 800

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X1 = 800/18 = 44.44

The second constraint 9X1 + 4X2 ≤ 600 can be represented as follows,

We set 9X1 + 4X2 = 600
When X1 = 0 in the above constraint, we get,
9 x 0 + 4X2 = 600
X2 = 600/4 = 150
Similarly when X2 = 0 in the above constraint, we get,
9X1 + 4 x 0 = 600
X1 = 600/9 = 66.67
The third constraint X2 ≤ 150 can be represented as follows,
We set X2 = 150

Point X1 X2 Z = 400X1 + 200X2

0 0 0 0
A 0 150 Z = 400 x 0+ 200 x 150 = 30,000* Maximum
B 31.11 80 Z = 400 x 31.1 + 200 x 80 = 28,444.4
C 44.44 0 Z = 400 x 44.44 + 200 x 0 = 17,777.8

The Maximum profit is at point A

When X1 = 150 and X2 = 0
Z = 30,000

Example 16
Solve the following LPP by graphical method
Minimize Z = 20X1 + 40X2
Subject to constraints
36X1 + 6X2 ≥ 108
3X1 + 12X2 ≥ 36
20X1 + 10X2 ≥ 100

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X1 X2 ≥ 0

Solution:
The first constraint 36X1 + 6X2 ≥ 108 can be represented as follows.
We set 36X1 + 6X2 = 108
When X1 = 0 in the above constraint, we get,
36 x 0 + 6X2 = 108
X2 = 108/6 = 18
Similarly when X2 = 0 in the above constraint, we get,
36X1 + 6 x 0 = 108
X1 = 108/36 = 3

The second constraint3X1 + 12X2 ≥ 36 can be represented as follows,

We set 3X1 + 12X2 = 36
When X1 = 0 in the above constraint, we get,
3 x 0 + 12X2 = 36
X2 = 36/12 = 3
Similarly when X2 = 0 in the above constraint, we get,
3X1 + 12 x 0 = 36
X1 = 36/3 = 12

The third constraint20X1 + 10X2 ≥ 100 can be represented as follows,

We set 20X1 + 10X2 = 100
When X1 = 0 in the above constraint, we get,
20 x 0 + 10X2 = 100
X2 = 100/10 = 10
Similarly when X2 = 0 in the above constraint, we get,
20X1 + 10 x 0 = 100
X1 = 100/20 = 5

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 Point X1 X2 Z = 20X1 + 40X2
0 0 0 0
A 0 18 Z = 20 x 0 + 40 x 18 = 720
B 2 6 Z = 20 x2 + 40 x 6 = 280
C 4 2 Z = 20 x 4 + 40 x 2 = 160* Minimum
D 12 0 Z = 20 x 12 + 40 x 0 = 240

The Minimum cost is at point C

When X1 = 4 and X2 = 2
Z = 160

Example 17.
Solve the following LPP by graphical method
Maximize Z = 2.80X1 + 2.20X2
Subject to constraints
X1 ≤ 20,000
X2 ≤ 40,000
0.003X1 + 0.001X2 ≤ 66
X1 + X2 ≤ 45,000
X1 X2 ≥ 0

Solution:
The first constraint X1 ≤ 20,000 can be represented as follows.
We set X1 = 20,000
The second constraint X2 ≤ 40,000 can be represented as follows,
We set X2 = 40,000

The third constraint 0.003X1 + 0.001X2 ≤ 66 can be represented as follows,

We set 0.003X1 + 0.001X2 = 66
When X1 = 0 in the above constraint, we get,
0.003 x 0 + 0.001X2 = 66
X2 = 66/0.001 = 66,000
Similarly when X2 = 0 in the above constraint, we get,
0.003X1 + 0.001 x 0 = 66
X1 = 66/0.003 = 22,000

The fourth constraint X1 + X2 ≤ 45,000 can be represented as follows,

We set X1 + X2 = 45,000
When X1 = 0 in the above constraint, we get,
0 + X2 = 45,000
X2 = 45,000
Similarly when X2 = 0 in the above constraint, we get,
X1 + 0 = 45,000
X1 =45,000

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 Point X1 X2 Z = 2.80X1 + 2.20X2
0 0 0 0
A 0 40,000 Z = 2.80 x 0 + 2.20 x 40,000 = 88,000
Z = 2.80 x 5,000 + 2.20 x 40,000 = 1,02,000
B 5,000 40,000
Z = 2.80 x 10,500 + 2.20 x 34,500 = 1,05,300*
C 10,500 34,500 Maximum
Z = 2.80 x 20,000 + 2.20 x 6,000 = 69,200
D 20,000 6,000

E 20,000 0 Z = 2.80 x 20,000 + 2.20 x 0 = 56,000

The Maximum profit is at point C

When X1 = 10,500 and X2 = 34,500
Z = 1,05,300

Example 18
Solve the following LPP by graphical method
Maximize Z = 10X1 + 8X2
Subject to constraints
2X1 + X2 ≤ 20
X1 + 3X2 ≤ 30
X1 - 2X2 ≥ -15
X1 X2 ≥ 0

Solution:
The first constraint 2X1 + X2 ≤ 20 can be represented as follows.
We set 2X1 + X2 = 20
When X1 = 0 in the above constraint, we get,
2 x 0 + X2 = 20
X2 = 20
Similarly when X2 = 0 in the above constraint, we get,

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2X1 + 0 = 20
X1 = 20/2 = 10

The second constraint X1 + 3X2 ≤ 30 can be represented as follows,

We set X1 + 3X2 = 30
When X1 = 0 in the above constraint, we get,
0 + 3X2 = 30
X2 = 30/3 = 10
Similarly when X2 = 0 in the above constraint, we get,
X1 + 3 x 0 = 30
X1 = 30

The third constraint X1 - 2X2 ≥ -15 can be represented as follows,

We set X1 - 2X2 = -15
When X1 = 0 in the above constraint, we get,
0 - 2X2 = -15
X2 = -15/2 = 7.5
Similarly when X2 = 0 in the above constraint, we get,
X1 – 2 x 0 = -15
X1 = -15

Point X1 X2 Z = 10X1 + 8X2

0 0 0 0
A 0 7.5 Z = 10 x 0 + 8 x 7.5 = 60
B 3 9 Z = 10 x 3 + 8 x 9 = 102
C 6 8 Z = 10 x 6 + 8 x 8 = 124* Minimum
D 10 0 Z = 10 x 10 + 8 x 0 = 100

The Maximum profit is at point C

When X1 = 6 and X2 = 8
Z = 124

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Duality in Linear Programming

Every LPP (called primal) is associated with another LPP (called its dual). The original
problem is then called primal problem while the other is called its Dual problem

The importance of duality concept is due to two main reasons

1. If the primal contains a large number of constraints and a small number of
variables, the labour of computation can be considerably reduced by converting it
into the dual problem and then solving it.
2. The interpretation of the dual variables from the cost or economic point of view,
proves extremely useful in making the future decisions in the activities being
programmed.

The symmetrical relationship between primal and dual problems

PRIMAL DUAL
Maximization Minimization
No. of variables No. of constraints
No. of constraints No. of variables
≤ type constraints Non-negative variable
= type constraints Unrestricted variables
Unrestricted variables = type constraints
Objective function coefficient for jth variable RHS constant for the ith variable
Coefficient(aij) for the j variable in the i Coefficient(aij) for the ith variable in the
th th

constraint jth constraint

Let the primal problem be

Maximize Z = C1 X1 + C2 X2 + …… + CnXn
Subject to constraints,
a11X1+ a 12X2+………………+ a1nXn < b1
a21X1+ a 22X2+………………+ a2nXn <b2
a31X1+ a32X2+………………+ a3nXn <b3
am1 X1+ a m2X2+………………+ amnXn <bm
and X1, X2 ….Xn > 0

Then its Dual is

Minimize G = b1W1 + b2W2+ b3W3 + .......+ bmWm
Subject to constraints,
a11W 1 + a21W2 + a31W3 +................+ am1Wm > C1
a12W 1 + a22W2 + a32W3 +................+ am2Wm > C2
a13W 1 + a23W2 + a33W3 +................+ am3Wm > C3
a1nW 1 + a2nW2 + a3nW3 +................+ amnWm > Cn
W 1, W2, W3 ......Wm > 0

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Example
Write the Dual of the following LPP
Max Z = 40 X1 + 35 X2
Subject to constraints,
2 X1+ 3 X2 ≤60
4 X1 + 3 X2 ≤ 96
X1, X2 ≥ 0

Its dual shall be

Min G = 60Y1 + 96Y2

Subject to constraints,
2 y1+ 4Y2 ≥ 40
3Y1 + 3Y2≥ 35
Y1, Y2 ≥ 0

Example
Min Z = 10 X1 + 20 X2
Subject to constraints,
3 X1+ 2 X2 ≥ 18
X1 + 3 X2 ≥ 8
2X1 - X2 < 6
X1, X2 ≥ 0

Min Z = 10 X1 + 20 X2
Subject to constraints,
3 X1+ 2 X2 ≥ 18
X1 + 3 X2 ≥ 8
-2X1 + X2 ≥ - 6
X1, X2 ≥ 0

Its dual shall be

Max G = 18Y1 + 8Y2 - 6Y3

Subject to constraints,
3Y1 + Y2 - 2Y3< 10
2Y1 + 3Y2 - Y3< 20
Y1, Y2 , Y3 ≥ 0

Example
Write the Dual of the following LPP
Max Z = 8 X1 + 10 X2 + 5X3
Subject to constraints,
X1- X3 ≤ 4

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2 X1 + 4X2 ≤ 12
X1 + X2 + X3≥ 2
3X1 + 2X2 - X3= 8
X1, X2 X3 ≥ 0

Given Problem Rearranging the constraints

into a standard form
Max Z = 8 X1 + 10 X2 + 5X3 Max Z = 8 X1 + 10 X2 + 5X3
X1- X3 ≤ 4 X1- X3 ≤ 4
2 X1 + 4X2 ≤ 12 2 X1 + 4X2 ≤ 12
X1 + X2 + X3≥ 2 -X1 - X2 - X3≤ - 2 -X1 - X2 - X3≤ - 2
3X1 + 2X2 - X3= 8 3X1 + 2X2 - X3≤ 8 3X1 + 2X2 - X3≤ 8
3X1 + 2X2 - X3≥ 8 -3X1 - 2X2 + X3≤ -8
X1, X2 X3 ≥ 0 X1, X2 X3 ≥ 0

Its dual shall be

Min G = 4Y1 + 12Y2 - 2Y3 +8Y4 - 8Y5
Subject to constraints,
Y1 + 2Y2 - Y3 +3Y4 - 3Y5≥ 8
4Y2 - Y3 +2Y4 - 2Y5≥ 10
-Y1 - Y3 -Y4 + Y5 ≥ 5
Y1,Y2, Y3, Y4, Y5≥ 0

Min G = 4Y1 + 12Y2 - 2Y3 +8Y6

Subject to constraints,
Y1 + 2Y2 - Y3 +3Y6≥ 8
4Y2 - Y3 +2Y6≥ 10
-Y1 - Y3 –Y6 ≥ 5
Y1,Y2, Y3 ≥ 0, Y6 Unrestricted in sign

Example
Write the Dual of the following LPP
Max Z = 3X1 + 5X2 + 7X3
Subject to constraints,
X1 + X2 + 3X3≤ 10
4X1 - X2 + 2X3≥ 15
X1, X2 ≥ 0 X3 Unrestricted in sign

Given Problem Replacing X3 by (X4-X5)Rearranging the constraints into

a standard form
Max Z = 3X1 + 5X2 + 7X3 Max Z = 3X1 + 5X2 + Max Z = 3X1 + 5X2 + 7X4-7 X5
7X4-7 X5
X1 + X2 + 3X3≤ 10 X1 + X2 + 3X4-3X5≤ 10 X1 + X2 + 3X4-3X5≤ 10
4X1 - X2 + 2X3≥ 15 4X1 - X2 + 2X4-2X5≥ 15 -4X1 + X2 - 2X4+2X5≥ -15

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X1, X2 ≥ 0 X1, X2 ,X3, X4≥ 0 X1, X2 ,X4, X5≥ 0
X3 Unrestricted in sign

Its dual shall be

Min G = 10Y1 - 15Y2
Subject to constraints,
Y1 - 4Y2 ≥ 3
Y1 + Y2 ≥ 5
3Y1 - 2Y2 ≥ 7
-3Y1 + 2Y2 ≥ -7
Y1,Y2, ≥ 0

The improved dual can be

Min G = 10Y1 - 15Y2
Subject to constraints,
Y1 - 4Y2 ≥ 3
Y1 + Y2 ≥ 5
3Y1 - 2Y2 = 7
Y1,Y2, ≥ 0

Example.19
Write the Dual of the following LPP
Min Z = 2X2+ 5X3
X1+ X2 > 2
2X1+ X2 + 6X3 < 6
X1- X2 +3X3 = 4
and X1, X2,X3 > 0

Rearrange the constraints into a standard form, we get

Min Z = 0X1 + 2X2+ 5X3
Subject to constraints,
X1+ X2 + 0X3> 2
-2X1- X2 - 6X3 > -6
X1- X2 +3X3 > 4
-X1 + X2 -3X3 > -4
and X1, X2,X3 > 0

The Dual of the above primal is as follows

Max.G = 2W1 -6W2+ 4W3 – 4W4
Subject to constraints,
W 1 -2W2 + W3 –W4< 0
W 1 - W2 - W3 + W4 < 2
0W1 - 6W2 + 3W3- 3W4 < 5
W1, W2, W3,W4 > 0

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Max.G = 2W1 -6W2+ 4(W3 – W4)
Subject to constraints,
W1 -2W2 + (W3 –W4 ) < 0
W1 - W2 - W3 + W4 < 2
0W1 - 6W2 – 3(W3- W4 ) < 5
W1, W2, W3,W4 > 0

Max.G = 2W1 -6W2+ 4W5

Subject to constraints,
W1 -2W2 + W5 < 0
W1 - W2 – W5 < 2
0W1 - 6W2 – 3W5 < 5
W1, W2, > 0 , W5 is unrestricted in sign

Example. 20
Write the Dual of the following LPP
Min Z = 4X1 + 5X2- 3X3
Subject to constraints,
X1+ X2 + X3 = 22
3X1+ 5X2 - 2X3 < 65
X1+ 7X2 +4X3 > 120
X1 , X2 > 0 and X3 is unrestricted

Since X3 is Unrestricted, replace X3 with (X4 - X5) and

bring the problem into standard form
Min Z = 4X1 + 5X2- 3(X4 - X5)
Subject to constraints,
X1+ X2 + (X4 - X5) >22
-X1- X2 - (X4 - X5) >- 22
-3X1- 5X2 + 2(X4 - X5) > -65
X1+ 7X2 +4(X4 - X5) > 120
X1 , X2 , X4 ,X5 > 0

The Dual of the above primal is as follows

Max.G = 22(W1 -W2)- 65W3 + 120W4
Subject to constraints,
W1 -W2 - 3W3 +W4< 4
W1 - W2 - 5W3 + 7W4 < 5
W1 - W2 + 2W3+ 4W4 < -3
-W1 + W2 - 2W3- 4W4 < 3
W1, W2, W3,W4 > 0

Max.G = 22W5 - 65W3 + 120W4

Subject to constraints,
W5- 3W3 +W4< 4

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W5 -5W3 + 7W4 < 5
W1 - W2 + 2W3+ 4W4 < -3
-W1 + W2 - 2W3- 4W4 < 3
W1, W2, W3, W4 > 0

REFERENCES:
1. Operations Research: Theory and Applications - Sharma J. K, 4/e , Macmilan, 2010
2. Operations Research - Vohra N. D, 4/e, TMH, 2010.
3. Operations Research – Kalavathy S, 3/e, Vikas Publishing House.
4. Operations Research – Anand Sharma, HPH.

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