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# Department of Commerce University of Jaffna Com 2235- Management Science Handout 2 Linear Programming ______________________________________________________________ The Assumptions of Linear

programming 1) Linearity : A primary mathematical assumption of the linear programming model is that of linearity. That is we assume that all function relationships between decision variables both in the objective function and in the constraints to be linear in form. A linear relationship involving n decision variables x1,x2xn is an expression of the form c1x1 + c2x2 + + cnxn where c1,c2,., cn are real numbers 2) Additivity : The value of the objective function for the given values of decision variable must be equal to the sum of the contributions (profit or cost ) from each decision variable. For example total profit earned by the sale of two products A and B. Similarly the total of resources used must be equal to the sum of resources used by each decision variable. For example if one unit of product A requires 4 labour hours and 16kg of material and one unit of product B requires 2 labour hours and 9kg of material then one unit of A and one unit of B will require 6 labour hours and 25kg of material. 3) Divisibility ( or continuity ) : The linear programming model assumes that each decision variable is a continuous variable which can take any value within a certain range. This implies that all activity levels and all resource usages are completely divisible. Therefore decision variables can take fractional values such as 87.5 units of a product, 2/3 units of an item etc. Graphical solution of a minimization problem. provided that they only have two unknowns minimization problems can also be dealt with by graphical means. the general approach of drawing the axes with appropriate scales and inserting lines representing the limitations is the same as for maximizing problems but the following differences between maximizing and minimizing problems will be found.

Normally in a minimizing problem the limitations are of the grater than or equal to type ( ). So that the feasible region will be above all or most of the limitations. Examble:- 1 The chemical composition of common ( table ) salt is sodium chloride ( NACL).Free Flow Salts Pvt. Ltd. Must produce 200 kg of salt per day. The two ingredients have the following cost profile: Sodium (Na) - Rs. 3 per kg Chloride (CL) - Rs. 5 per kg Using Linear programming find the minimum cost of salt assuming that not more than 80 kg of sodium and at lest 60 kg of chloride must be used in the production process.

Where x = Qty of sodium required in the production & y = Qty of chloride required in the production. It is clear from the graph that there is no feasible solution area. It has only one feasible point having the co-ordinates ( 80,120)

Optimal solution:- x = 80, y = 120, and z=3x80+5x120=840 Thus, 80 kg of sodium & 120 kg of chloride shall be mixed in the production of salt at a minimumcost of Rs. 840.

\ Sensitivity Analysis of Graphical model. An LP model is a snapshot of a real situation in which the model parameters (objective and constraint coefficients ) assume static values. to enhance the applicability of Lp in practice, we need to add a dynamic dimension that investigates the impact of making changes in the model parameters (objective and constraint coefficients ) on the optimal solution. The procedure is referred as sensitivity analysis because it studies the sensitivity of the optimal solution to changes made in the model. Here two cases of sensitivity analysis based on the graphical LP solution: 1) Changes in the objective coefficients, and 2) Changes in the right-hand side of the constraints. Changes in the objective funtion coefficients The general objective function in a two variable LP problem can be written as maximize or minimize Z = c1x1 + c2x2 Changes in the coefficients c1 and c2 will change the slope of Z and, hance, possibly, the optimal corner point. Change in availability of resources. In LP model, constraints, directly or indirectly, represent the usage of limited resources. In this case, the right hand side can be thought of as representing limits on the availability of the resource. This section investigates the sensitivity of the optimum solution to making changes in the amount of available resources. Multiple solutions. A linear programming problem may have more than one optimal solution, as illustrated in the following example. Example:3

Consider the following LP problem Maximize Z= 2.5x + 4.5y subject to x 7 y 3 5x + 9y 45 x, y 0 Redundant constraints. A particular constraint is said to be redundant if that constraint can be omitted without changing the set of feasible solution to the LP problem Consider the constraints x + y 8 .. (1) 2x + 3y 12 ..(2) with x, y 0

## The graph for this situation is shown as follows

y 8 6 4 2 0 2 4 2 1 6 8 x

All values for ( x , y ) which satisfy the second constraint satisfy the first constraint as well. The first constraint plays no role in defining the region of feasible solution. Thus the constraint x + y 8 is a redundant constraint. 4

Example 2. A manufacturer is to make a new fertilizer which is to be a mixture of two ingredients A and b. The properties of the two ingredients are, Ingredient A Ingredient B Bone 20% 40% Nitrogen 30% 10% lime 40% 45% Phosphates 10% 5% Cost/ Kg Rs. 12 Rs. 8

It has been decided that, a) The fertilizer will be sold in bags containing a minimum of 100 Kg. b) It must contain at least 15% nitrogen c) It must contain at least 8% phosphates d) It must contain at least 25% bone The manufacturer wishes to meet the above requirements at the minimum cost possible. Give the graphical solution.