operational research<\/a> technique) designs to solve allocation problem. <\/p>\n\n\n\nThe term \u2018linear programming\u2019 consists of the two words \u2018Linear\u2019<\/strong> and \u2018Programming\u2019<\/strong>. The word \u2018Linear\u2019 is used to describe the relationship between decision variables, which are directly proportional. For example, if doubling (or tripling) the production of a product will exactly double (or triple) the profit and required resources, then it is linear relationship. The word \u2018programming\u2019 means planning of activities in a manner that achieves some \u2018optimal\u2019 result with available resources. A programme is \u2018optimal\u2019 if it maximises or minimises some measure or criterion of effectiveness such as profit, contribution (i.e. sales-variable cost), sales, and cost. <\/p>\n\n\n\nThus, \u2018Linear Programming\u2019\nindicates the planning of decision variables, which are directly proportional,\nto achieve the \u2018optimal\u2019 result considering the limitations within which the\nproblem is to be solved.<\/p>\n\n\n\n
ACCORDING TO WILLIAM M. FOX<\/strong><\/p>\n\n\n\n\u201cLinear\nprogramming is a planning technique that permits some objective function to be\nminimized or maximized within the framework of given situational restrictions.\u201d<\/p>\n\n\n\n
HISTORICAL BACKGROUND<\/strong><\/p>\n\n\n\nThe technique of\nlinear programming was formulated by a Russian mathematician L.V. Kantorovich.\nBut the present version of simplex method was developed by Geoge B. Dentzig in\n1947. Linear programming (LP) is an important technique of operations research\ndeveloped for optimum utilization of resources.<\/p>\n\n\n\n
TERMINOLOGY OF LINEAR PROGRAMMING<\/strong><\/p>\n\n\n\nLINEAR\nFUNCTION<\/strong><\/p>\n\n\n\nA linear function contains terms each of\nwhich is composed of only a single, continuous variable raised to (and only to)\nthe power of 1.<\/p>\n\n\n\n
OBJECTIVE FUNCTION<\/strong><\/p>\n\n\n\nThe objective function of a linear programming problem is a\nlinear function of the decision variable expressing the objective of the\ndecision maker. For example, maximisation of profit or contribution,\nminimisation of cost\/time.<\/p>\n\n\n\n
CONSTRAINTS<\/strong><\/p>\n\n\n\nThe constraints indicate limitations on the resources,\nwhich are to be allocated among various decision variables. These resources may\nbe production capacity, manpower, time, space or machinery. These must be\ncapable of being expressed as linear equation (i.e. =) on inequalities (i.e.\n> or<; type) in terms of decision variables. Thus, constraints of a\nlinear programming problem are linear equalities or inequalities arising out of\npractical limitations.<\/p>\n\n\n\n
NON-NEGATIVITY RESTRICTION<\/strong><\/p>\n\n\n\nNon-negativity restriction indicates that all decision\nvariables must take on values equal to or greater than zero.<\/p>\n\n\n\n
DIVISIBILITY<\/strong><\/p>\n\n\n\nDivisibility means that the numerical values of the\ndecision variables are continuous and not limited to integers. In other words,\nfractional values of the decision variables must be permissible in obtaining\noptimal solution.<\/p>\n\n\n\n
DECISION VARIABLES<\/strong><\/p>\n\n\n\nThe decision variables refer to the economic or physical\nquantities, which are competing with one another for sharing the given limited\nresources. The relationship among these variables must be linear under linear\nprogramming. The numerical values of decision variables indicate the solution\nof the linear programming problem.<\/p>\n\n\n\n
FEASIBLE SOLUTION<\/strong><\/p>\n\n\n\nAny\nnon-negative solution which satisfies all the constraints is known as a\nfeasible solution. The region comprising all feasible solutions is referred to\nas feasible region.<\/p>\n\n\n\n
OPTIMAL SOLUTION<\/strong><\/p>\n\n\n\nA feasible solution, which optimizes the objective function,\nis known as Optimal Solution. An optimal solution is always feasible but all\nfeasible solutions cannot be optimal.<\/p>\n\n\n\n
<\/span>TYPES OF VARIABLES IN LINEAR PROGRAMMING PROBLEM<\/strong><\/span><\/h3>\n\n\n\nSLACK VARIABLE<\/strong><\/p>\n\n\n\nSlack variables\nare defined to transform an inequality expression into an equality expression\nwith an added slack variable. The slack variable is defined by setting a lower\nbound of zero (>0).<\/p>\n\n\n\n
SURPLUS VARIABLE<\/strong><\/p>\n\n\n\nA surplus\nvariable refers to the amount by which the values of the solution exceeds the\nresources utilized. These variables are also known as negative slack variables.\nIn the objective function, it carries a zero coefficient. In order to obtain\nthe equality constraint, the surplus variable is added to the greater than or\nequal to the type constraints.<\/p>\n\n\n\n
ARTIFICIAL VARIABLE<\/strong><\/p>\n\n\n\nWhen the\nproblems related to the mixed constraints are given and the simplex method has\nto be applied, then the artificial variable is introduced. The artificial\nvariable refers to the kind of variable which is introduced in the linear\nprogram model to obtain the initial basic feasible solution. It is utilized for\nthe equality constraints and for the greater than or equal inequality\nconstraints. There is no meaning of the artificial variables in the physical\nsense.<\/p>\n\n\n\n
<\/span>ASSUMPTIONS OF LINEAR PROGRAMMING<\/strong> PROBLEM<\/strong><\/span><\/h2>\n\n\n\nLinear programming problem<\/figcaption><\/figure>\n\n\n\nPROPORTIONALITY<\/strong><\/p>\n\n\n\nThe basic assumption underlying the linear programming is\nthat any change in the constraint inequalities will have the proportional\nchange in the objective function. This means, if product contributes Rs 20\ntowards the profit, then the total contribution would be equal to 20x1<\/sub>,\nwhere x1<\/sub> is the number of units of the product.<\/p>\n\n\n\nFor example,<\/strong> if\nthere are 5 units of the product, then the contribution would be Rs 100 and in\nthe case of 10 units, it would be Rs 200. Thus, if the output (sales) is\ndoubled, the profit would also be doubled.<\/p>\n\n\n\nADDITIVITY<\/strong><\/p>\n\n\n\nThe assumption of additivity asserts that the total\nprofit of the objective function is determined by the sum of profit contributed\nby each product separately. Similarly, the total amount of resources used is\ndetermined by the sum of resources used by each product separately. This implies,\nthere is no interaction between the decision variables.<\/p>\n\n\n\n
CONTINUITY<\/strong><\/p>\n\n\n\nAnother assumption of linear programming is that the\ndecision variables are continuous. This means a combination of outputs can be\nused with the fractional values along with the integer values.<\/p>\n\n\n\n
For example<\/strong>, If 52<\/sup>\/3 units of product A and\n101<\/sup>\/3 units of product B to be produced in a week. In this case, the\nfractional amount of production will be taken as a work-in-progress and the\nremaining production part is taken in the following week. Therefore, a\nproduction of 17 units of product A and 31 units of product B over a three-week\nperiod implies 52<\/sup>\/3 units of product A and 101<\/sup>\/3 units of\nproduct B per week.<\/p>\n\n\n\nCERTAINTY<\/strong><\/p>\n\n\n\nAnother underlying assumption of linear programming is a\ncertainty, i.e. the parameters of objective function coefficients and the\ncoefficients of constraint inequalities are known with certainty. Such as\nprofit per unit of product, availability of material and labor per unit,\nrequirement of material and labor per unit are known and is given in the linear\nprogramming problem.<\/p>\n\n\n\n
FINITE CHOICES<\/strong><\/p>\n\n\n\nThis assumption implies that the decision maker has\ncertain choices, and the decision variables assume non-negative values. The\nnon-negative assumption is true in the sense, the output in the production\nproblem cannot be negative. Thus, this assumption is considered feasible.<\/p>\n\n\n\n
Thus, while solving for the linear\nprogramming problem, these assumptions should be kept in mind such that the\nbest alternative is chosen.<\/p>\n\n\n\n