79

NJ: NUTA

Linear Programming Problems: Determination of Optimal

Value of Real Life Practical Problems

Dilaram Bhattarai
Lecturer, Mahendra Multiple Campus, Ghorahi, Dang
Middle Western Nepal
Email for correspondence: [email protected]

Abstract
Nowadays mathematical method are widely applied in planning of natural economy, organization of
industry control, business decision, transportation, engineering, telecommunications, elaboration of
military operations etc. From the general point of view, the problems of control and planning are
usually reduced to a choice of a certain system of numerical parameters or a function ensuring the
most effective achievement of the preplanned aim (optimum plan) with the limited possible resources
taken into account. To estimate the effectiveness of a plan, introduce the plan quantity index expressed
in term of the plan characteristics and attaining the extremism value for an optimal plan. For the large
number of practically interesting problems the objective function is expressed linearly in term of plan
characteristics, the permissible values of the parameters also obeying linear equalities or inequalities.

Key words: Mathematical method, linear programming, problems, determination, optimal value,
graphical method and simplex method.
Introduction
Linear programming is a kind of mathematical procedure or tool. It is extremely useful in modeling real
life problem as simple as household management of income and expenditure. In a real life we face with
problems of this nature in many common diverse situations, ranging from the allocation of production
facilities of products, to the allocation of natural resources, to domestic needs, from portfolio selection
to the shipping patterns, from agriculture planning to design of radiation therapy and so on. In each
of these situations, linear programming is one of the most common tools used by decision makers
for planning or analysis in order to find best possible outcome. Most of the business and economic
activities may have the problem of planning. The problem may be due to the limited resources. But
we are concerned with the objective of obtaining the maximum production or to minimum the cost of
production or to get maximum profit etc, with the use of limited resources. Such problems are referred
to as the problems of optimization. Nowadays linear programming is used in a variety of applications
such as maximizing profits, minimizing costs, find the most efficient transporting schedules, minimizing
waste, securing the proper mix of ingredients, controlling inventories, and find the most efficient
assignment of personnel.

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80 Dilaram Bhattarai

Linear programming can be applied to various fields of study. It is utilized for some
engineering problems, industries that use linear programming models include transportation, energy,
telecommunications, and manufacturing. It has proved useful in modeling diverse types of problems in
planning, routing, scheduling, assignment and design. Such type of problems of optimization are tackled
by the mathematical technique known as mathematical programming. The simplest and mostly used
type of technique to solve the optimization problem is the linear programming. Thus linear programming
is a mathematical technique of finding the optimum solution to a linear desired objective using limited
resources or satisfying certain conditions or restrictions. The term linear means the variable measured
is of degree one. Mathematically, the problem of linear programming is formulated in the following
way; it is required to find the absolute extremism (the least or the largest value depending on the sense
of the problem) of the linear function.
F=c1x1+c2x2+c3x3+……….+cnxn
is the objective function, provided the variables x1,x2, …….,xn are restricted with limitations in the form
of linear equalities or inequalities;
n

∑a
j =1
ij x j ≤ bi (i=1, 2, …….. m)

And non-negative conditions;

x1 ≥ 0, x2 ≥ 0,............, xn ≥ 0 are called the constraints.
Historical Background
The problems of solving a system of linear inequalities dates back at least as far as Fourier,
after whom the method is called Fourier-Motzkin elimination method. The linear programming was
first developed by a Russian Mathematician L.V. Kantorovich in 1939. He developed the earliest linear
programming problem in 1939 for use during World War II to plan expenditures and returns in order
to reduce costs to the army and increase losses to the enemy. George B. Dantzig developed the linear
programming problems in 1947, for the purpose of scheduling the complicated procurement activities
of air force of United States. George B. Dantzig developed the theory of simplex method, it provides
the systematic way of examining the vertices of the feasible reason to determine the optimal value of
the objective function.
John Von Neumann developed the theory of duality as a linear optimization solution, and
applied it in the field of game theory, postwar, many industries found its use in their daily planning. The
linear programming problem was first shown to be solvable in polynomial time by Leonid Khanhiyan
in 1979. But a large theoretical and practical in the field cam in 1984 when Narendra Karmarkar
introduced a new interior point method for solving linear programming problems. Nowadays these
above methods are popular mathematical methods in solving wide range of real-life practical business,
agricultural, industrial and economics problems.
Uses of Linear Programming
Linear programming is considerable field of optimization for several seasons. Many practical
problems in operations research can be expressed as linear programming problems. Certain special
cases of linear programming, such as network flow problems and multicommodity flow problems

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 Linear Programming Problems: Determination of Optimal Value of Real Life Practical Problems 81

are consider important enough to have generated much research on specialized algorithms for their
solution. A number of algorithms for other types of optimization problems work by solving their
programming problems as sub problems. Historically, ideas from linear programming have inspired
many of the central concepts of optimization theory, such as duality, decomposition, and importance of
convexity and its generalizations. Likewise, linear programming is heavily used in microeconomics,
company management planning, production, transportation, technology, engineering, industries,
telecommunications and other issues. Although the modern management issues are ever-changing,
most companies would like to maximize profit or minimize costs with limited resources. Therefore
many issues can be characterized as linear programming problems.
Notations and Terminologies Used in Linear Programming
Linearity: The relationship amongst the variables representing different phenomena are
linearly related. The term linear means the variable measured is of degree one.
Decision Variable: Decision variables are those non-negative independent variables that are to be
determined in the solution of the linear programming problem.
Objective function: The linear which is to be optimized is called the objective function. Thus the
goal of the linear objective function is to be maximized or to minimize the function, depending upon
the situations. Profits or output are generally maximized and losses or costs are generally minimized.
Mathematically, the objective function is expressed as
f(x1, x2, …….,xn)=(c1x1+c2x2+……+cnxn)
n
f ( x1 , x2 ,......xn ) = ∑ ci xi
i =1
Where c1, c2, ……..cn are constants and x1, x2, …….xn are decision variables.

Constraints
Decision variables have to satisfy certain limitations or conditions or restrictions in solving
the linear programming problem. This is, the restrictions imposed on the decision variable are known
as the constraints.
The constraints are expressed in linear equalities or inequalities.
a1x1+a2x2+….anxn ≥ or≤ d1
b1x1+b2x2+……..bnxn ≥ or ≤ d2
c1x1+c1x2+…………….+cnxn ≥ or ≤ dn

wherea1, a2, ….. an, b1, b2, ……, bn, c1, c2, …., cn and d1, d2, ……,dnare constants. x1, x2 ……,xn are
non-negative decision variables. x1 ≥ 0, x2 ≥ 0, …….xn ≥ 0. The non-negative conditions imposed on the
decision variables is also a kind of constraints.

Feasible Solution
All these possible solutions, which can be worked upon under given constraints of a linear
programming problem, is called feasible solution. Actually, those solutions which satisfy the all non-

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82 Dilaram Bhattarai

negative criteria of linear programming problem are the feasible solutions. Any feasible solution which
optimizes (maximum or minimum) the objective function of a given linear programming problem is
termed as optimal feasible solution. Feasible Region or Feasible Area: The region or area covered by
all possible feasible solution is referred as feasible region or area.
Some Examples of Linear Programming Problems
Management Problem: In everyday life, a common employee often likes to purchase maximum
number or quantity of goods or items or objects. But he cannot do so because of his limited incomes
(sources). Then he starts to think of planning or programming in order to have a stable or maximum
income. Suppose that a farmer has a piece of land L sq. km. to be planted with either maize or rice or
some combination of the two. The farmer has a limited amount of fertilizer Fkg and insecticide Ikg.
Every square Km. of maize requires F1kg of fertilizer and I1kg of insecticide. While every square
Km. of rice required F2kg of fertilizer and I2 Kg. of insecticide. Let S1 be the selling price of maize
per sq. km. andS2 be the price of rice. If we denote the area of land planted with maize and rice by x
and y respectively, then profit (income) can be maximized by choosing optimal value of x and y. This
problem can be expressed with the following linear programming problem in the standard form:
Maximize: z=S1x+S2y (objective function)
Subject to: x+y ≤ L (limit on total area)
F1x+F2y ≤ F (limit on fertilizer)
I1x+I2y ≤ I (limit on insecticide)
x ≥ 0, y ≥ 0 (cannot plant a negative area)
which can be written as matrix form
Maximize: [S1 S2 ]  x 
 y
 
L 
Subject to: 1 1   x F 
 y ≤
F F2 
 1   

 I1 I2 
   
 I 


 x  0 
And  y  ≥ 0 
   
The example above is converted into augmented form (before being solved by the Simplex
algorithm)
Maximize: z=s1x+s2x (objective function)
Subject to: x+y+p=L (augmented constraint)
F1x+F2y+q=F (augmented Constraint)
I1x+I2y+r=I (augmented constraint)
x1y1,p,q,r ≥ 0

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 Linear Programming Problems: Determination of Optimal Value of Real Life Practical Problems 83

where p, q, r are non-negative slack variables, representing in this example the unused area, the
amount of unused fertilizer and the amount of unused insecticide.

In matrix form this becomes:

1 − S1 − S2 0 0 0 Z  O  x 
0 1 1 1 0 0
x 
  =  L  ,  y  ≥ 0
 y   
0 F1 F2 0 1 0  p
  F 
  z   
0 I1 I2 0 0 1  p   q 
  I  r 
 
q 
r 
 

Transportation Problem: Transportation models play an important role in logistics and supply chain
management for reducing cost and improving service. Therefore, the goal is to find the most cost
effective way or programming to transport the goods.
Let the points A1, A2, ………, An produce a certain homogenous product which is consumed by
the centres situated at points B1, B2,……,Bn.
Suppose the transport expenses due to the delivery of a unit of goods from point Ai to point Bj
amount Cij money units and the amount of the goods delivered from Ai to Bj is equal to xij. Where i=1,
2, …..m and j=1, 2, 3, …….., n. Then the total transport expenses will amount to
m n
S =∑ ∑C ij xij
i =1 j =1

The volume of production in point Ai is limited by a certain quantity ai(i=1, 2, …….m) which
depends on the production capacity of the manufacturing enterprise. Assuming that the whole amount of
the manufactured goods is delivered to the consumer, to consuming points. Then we have the following
conditions.
n
(i=1, 2, ….m)
∑x
j =1
ij = ai

The demand for the product in the point Bj is dictated by producer’s interests and amounts to
a certain quantity bj (j=1, 2, 3, …….., n). Therefore
n
(j=1, 2, ……., n)
∑x
i =1
ij = bj

It is required to work out such a delivery plan which would ensure minimum transport expenses
S on the first condition that the product manufactured at points Ai is entirely consumed and the need
of the consuming points is completery met in the second condition. This is a typical problem of linear
programming. It is possible to prove that for a transport problem to be solvable, it is necessary and
sufficient to fulfill that following condition,
m n

∑ a =∑ b
i =1
i
j =1
j

That is the total volume of production must be equal to the total volume of consumption.

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84 Dilaram Bhattarai

Theorems of Linear Programming

Theorem1: A linear objective function can reach its strict absolute extremum only at terminal
points of the permissible domain.
Theorem2: The linear objective function:
f(x, y)=ax+by+c, in two variables, defined on a convex polygon regions R takes on its optimum value
at vertex of R. If R is undounded there may or may not be an optimum value, but if there is then it must
occur at a vertex of R.
Theorem3: Fundamental theorem of linear programming: “If there is a solution, it occurs on
the boundary of the feasible region, not inside the region.”
Solution of the Linear Programming Problems
Different types of real problems happen in our life. The problems which contain the number
of relations not always equal to the number of variables. The most of the relations will be in the
inequalities form. To solve a linear programming problem means to determine the values of the set of
decision variables that satisfy the given conditions of constraints. Such types of solution is known as
the feasible solution. A feasible solution to a linear programming problem is known as optimal solution
of linear programming problem. Thus solving a linear programming problem implies the determination
of the variables defining the objective conditions restricted by the system of inequalities.
Types of Solution of Linear Programming Problems
Unique Optimal Solution: When a optimal solution to a linear programming problem occurs
only one vertex of a feasible region then it is known as a unique optimal solution. Alternative Optimal
Solution: When a optimal solution to a linear programming problem occurs at least two vertices of a
feasible region then it is known as alternative optimal solution. In such a case, there will be an infinite
number of optimal solution. Unbounded Solution: When an optimal solution of a linear programming
problem is infinite, then it is known as unbounded optimal solution. No solution: If there does not
form any plane region satisfying all the given constraints, then it is known as no solution of the linear
programming problem.
Graphical Methods of Solving a Linear Programming Problem
If the objective function is a function of two variables, we can solve linear programming
problems by the graphical method. Procedure of Solving
the Linear Programming Problems are listed below and
also can be seen in figure 1:
●● Identify the decision variables, objective function,
constraints and other restrictions.
●● Formulate the given linear programming problem
into the mathematical form.
●● Convert all the linear constraints given in the form of
inequalities in term of equalities.
●● Draw a graph of all equations includes constraints
and restrictions in two dimensional plane.
Figure 1. Graphic Methods

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 Linear Programming Problems: Determination of Optimal Value of Real Life Practical Problems 85

●● Identify the feasible region and find the vertices of the resulting feasible region.
●● Obtain the points on feasible region which optimizes the objective function. Thus, obtained solution
will be the optimal solution.
●● Evaluate the objective function and interpret the results.
Simplex Method of Solving a Linear Programming Problem
The simplex method is another algorithm for
solving linear programming problems. For problems
involving more than two variables or problems
involving a large number of constraints, it is better to
use methods that are adaptable to computers. One such
method is the simplex method. The simplex method
is a modification of a algebraic method, which avoids
the vertices that are not feasible. It provides us with a
systematic way of examining the vertices of the feasible
region to determine the optimal value of the objective
function.
The simplex method is also a tabular algorithm Figure 2. Simplex Method
just like the algebraic method. In this method, each
tableau corresponds to a movement from one basic variable set to another, making sure that the objective
function improves at each stage of interaction until the optimal solution is reached. More specifically,
those steps are presented below and also presented in figure 2.
●● Identify decision variables, objective function, constraints and other restrictions.
●● Formulate the linear programming problem into the mathematical form.
●● Introduce slack variables to the linear programming problem.
●● Putting the equations into a tableau.
●● Select the pivot row.
●● Use elementary row operation to change the pivot of the tableau into 1 and then to make all entries
in the pivot column equal to 0 expect for the pivot that remains to be 1.
●● In final tableau, make all entries in the bottom row are zero or positive.
●● If we obtain a final tableau, write the improved solution and the optimal value of the objective
function that is given by the entry in the lower-right corner of the tableau.
Conclusion
This paper introduce the liner programming problems to the determination of optimal
value of year life problems. Such as management, economics, transportation etc. History, notations,
terminologies, real like problem in terms of examples are introduces widely. Some theorems on liner
programing are state with fundamental theorem of liner programming. Different methods of solving of
liner programming problems is used, in this paper mostly graphics and simplex methods are presented
with flow chart also. I hope this paper is very useful to new researcher.

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86 Dilaram Bhattarai

References
Dantzig, G. B. & Thapa, M. N (2003). Linear Programming 2. Theory and Extensions. Springer-
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Dantzig, G. B. & Thapa, M. N. (1997). Linear Programming 1. Introduction. Springer-Verlag.
Kudragavtsen, V. A. & Demaidovich, B. P. (1981). A Brief Course of Higher Mathematics., Moscow:
Mir Publishers.
Murty, K. G. (1983). Linear Programming. New York: John Wiley and Sons. Inc
Neter, K. & Nachtchaim, W. (1996). Applied Linear Statistical Method. New York: McGraw-Hill.
Vazirani, V. (2001). Approximation Algorithms. Springer-Verlag.

NUTA JOURNAL, 5 (1&2), 2074 : ISSN: 2616 - 017x