What is Linear Programming?

linear programming

Introduction

Linear programming is a method for determining the best solution to a linear function. Making a few simple assumptions is the best technique for carrying out linear optimization. The objective function is referred to as the linear function. Relationships in the real world can be extremely complex. However, such relationships can be represented using linear programming, which makes it simpler to analyze them.

Numerous sectors, including manufacturing, energy, telecommunications, and transportation, use linear programming. This article clarifies the various aspects of linear programming, including its definition, formula, approaches for using it to solve issues, and related examples.

What is Linear Programming?

Linear programming is a simple technique that uses linear functions to represent complex relationships and then finds the optimum points. Even though the actual relationships may be much more complex, we can still reduce them to simple linear relationships. Equalities or inequalities may be present in the constraints. Calculating profit and loss is one of the optimization problems. To find the feasible region and optimize the solution to have the highest or lowest value of the function, linear programming problems are a significant class of optimization problems. You can take the best programming courses to learn about linear programming and the skills required to accomplish a job as a programmer.

In other words, linear programming is regarded as a method of optimization to maximize or minimize the objective function of the given mathematical model with a set of requirements that are represented in a linear relationship. Finding the best solution is the primary goal of the linear programming problem.

Inequalities that are pertinent to a situation can be taken into account using the linear programming method, which determines the best value that can be obtained under those circumstances. Several presumptions are made when using linear programming, including:

  • Quantitative terms should be used to express the number of constraints.
  • The objective function and constraints should have a linear relationship.
  • The objective function, or linear function, needs to be optimized.

Components of Linear Programming

The following are the fundamental components of linear programming:

Decision-making Variables

These are the estimations that need to be decided.

Objective Function

This shows the impact that each decision parameter would have on the price or just the value that needs to be optimized.

Constraints

These show how various decision-making variables would allocate their available resources.

Data

This quantifies the connections between the constraints and the objective function.

The Characteristics of Linear Programming

The five characteristics of a linear programming problem are listed below:

Constraints

Regarding the available resource, the restrictions should be written down in the mathematical form.

Objective Purpose

The objective function in a problem should be mentioned quantitatively.

Linearity

The function should have a linear relationship between two or more variables.

Finiteness

Input and output numbers should always be finite and infinite. The optimal solution won’t be possible if the function has infinite factors.

Non-Negativity

The variable’s value must be either positive or zero. It shouldn’t be unfavorable.

Linear Programming Method

The simplest linear programming approach is used to solve the linear programming models to identify the best solution to a given issue. Slack variables, tableau, and pivot variables are also used for the optimization of a specific problem. The used algorithm is listed below:

  • Variable substitution and normalization of the sign of independent terms
  • Normalize limitations
  • The objective functions should be set to zero.
  • Create the simplex linear programming method’s initial tableau.
  • Stopping circumstance
  • Selections for input and output variables
  • Refresh the tableau.
  • Until the ideal solution is found, iteration should continue.

The Simplex Algorithm Method

If you have a linear objective function, you can use the simplex technique to find the best solution to a linear system of constraints. It operates by starting at a fundamental vertex of the feasible region and iteratively progressing to neighboring vertices, refining the solution each time until the best solution is discovered.

Before moving on to the formal algorithm, it is helpful to grasp the reasoning behind the simplex algorithm’s numerous phases and rules using the following steps:

Step 1

To solve issues involving two or more choice variables ( Z = 40×1 30×2), use the simplex approach in lpp. Assume the constraints are as follows and the objective function must be maximized.

x1  x2 ≤ 12

2×1 x2 ≤ 16

x1 ≥ 0, x2 ≥ 0

Step 2

Add the slack variable to each inequality expression to make the given inequalities into equations.

– 40×1 – 30×2 Z = 0

x1  x2 y1 =12

2×1 x2 y2 =16

Step 3

The first simplex tableau should be made. At the bottom of the row, type the objective function. Each inequality restriction in this case has its row. The first simplex tableau is a sort of augmented matrix that allows us to depict the issue at hand.

Step 4

Find the largest negative entry in the bottom row to assist you to figure out which column is the pivot. We can increase the value of the objective function as quickly as feasible by using the largest negative entry in the bottom row to establish the largest coefficient in the objective function.

Step 5

Figure out the quotients. We must divide the values in the far right column by the values in the first column, ignoring the bottom row, to determine the quotient. The row is identified by the lowest quotient. The pivot element will be considered to be the row and the element both identified in this phase.

Step 6

Apply pivoting to ensure that all other entries in the column are zero.

Step 7

Stop the process if there are no negative entries in the bottom row. If not, proceed to step 4 instead.

Step 8

Lastly, identify the solution linked to the last simplex tableau.

Graphical Method

In this section, we’ll look at the graphically-based approach to addressing linear programming problems. This approach is used to resolve a linear program with two variables. Use the graphical method to determine the best solution if there are just two choice factors.

A graphical approach entails creating a group of linear inequalities that are subject to restrictions. Then, an X-Y plane is used to plot the inequalities. When all the inequalities are shown on a graph, the feasible zone is created by the intersection of the regions.

Step 1

Before we can define the objective function as a linear function of choice variables, we must first determine the decision variables and the objective function to be maximized or minimized. Then, determine the set of constraint conditions in terms of the decision variables and represent them as linear equations or inequalities.

Step 2

Make a graph and place the constraint lines on it. The number of decision variables, or “n,” determines how many dimensions there must be in the graph. This ought to give you an idea of how challenging this stage will get as the selection of the choice variables grows.

Step 3

Determine each constraint line’s valid side. This is used to specify the domain of the open space. The origin (0, 0) coordinates can be used to quickly determine whether the objective function has a physical solution. If so, the side of the constraint lines where the origin is located is the legitimate one.

Step 4

Determine the area with a workable solution. The section of the graph with a feasible solution is the one where every constraint is satisfied. It could also be thought of as the intersection of the valid regions of each constraint line.

Step 5

At one of the corners of the feasible zone, an ideal point is always located. Ensure that this ruler is positioned properly in space. Simply knowing the goal function’s direction in a straight line will do. Starting from the far corner, start sliding the graph in the direction of the origin.

Step 6

Once you’ve located the ideal spot, you need to determine its coordinates. This is easily accomplished by drawing two perpendicular lines from the origin onto the coordinate axes and recording the coordinates.

The Advantages of Linear Programming

The following are some advantages of linear programming:

  • Understanding business issues is possible using linear programming.
  • It aids in the resolution of multidimensional issues.
  • We can adjust using linear programming as the circumstances change.
  • Linear programming also aids in choosing the optimal course of action by figuring out the profit and cost of various options.

Applications of Linear Programming

The following are some of the applications of Linear Programming:

Agriculture and Food

The methods of linear programming are used by farmers. Farmers can boost their income by choosing the crops to cultivate, how much to grow, and how to use them effectively.

Engineering Applications

Additionally, engineers employ linear programming to assist with design and manufacturing issues.

Transportation Improvement

For cost and time savings, transportation systems rely on linear programming. Routes for buses and trains must take passengers, journey time, and schedule into account.

Energy Sector

Modern energy grid systems include renewable energy sources like wind and solar photovoltaics in addition to conventional electrical networks. Generators, transmission and distribution lines and storage must be considered in order to optimize the electric load requirements.

Conclusion

Linear programming provides a method for the industry to inform decision makers of all relevant facts and the best option. In today’s expanding economy, it is a benefit to businesses. Try out the best programming courses from Knowledgehut to learn more about linear programming.

FAQs:

  1. What are the various forms of linear programming?

The various forms of linear programming include:

  • Simplex method
  • R method
  • Graphical method
  • Open solver method
  1. What does the objective function mean in linear programming problems?

The linear function that must be maximized or minimized under a set of restrictions is called the objective function.

  1. What is the best way to solve a linear programming problem?

The graphical technique or the simplex method can both be used to identify the best solution to a linear programming issue.

References:

https://www.cuemath.com/algebra/linear-programming/

https://www.uu.edu/dept/math/SeniorPapers/01-02/Worrell.pdf

https://byjus.com/maths/linear-programming/

https://www.vedantu.com/maths/linear-programming

https://www.britannica.com/biography/Wassily-Leontief