UNIT 1 – LINEAR PROGRAMMING (FULL THEORY NOTES)
1. Introduction to Operations Research and Linear Programming
Operations Research is a scientific approach to decision making using mathematics.
Linear Programming helps obtain maximum profit or minimum cost using limited resources.
Applications:
Production planning, transportation, scheduling, agriculture, finance.
2. Components of LPP
Decision Variables – Unknown quantities (x, y)
Objective Function – Maximize profit / Minimize cost
Constraints – Resource limitations
Non-negativity – Variables ≥ 0
3. Assumptions of LPP
Linearity – Relationships must be linear
Certainty – Data is fixed
Divisibility – Fractions allowed
Non-negativity – No negative production
4. Mathematical Formulation
Steps:
Identify variables → Write objective → Write constraints → Add non-negativity.
5. Graphical Method
Steps:
Convert equations → Draw graph → Find feasible region → Find corner points → Evaluate Z.
6. Simplex Method
Iterative method for solving large LPP.
Steps:
Standard form → Initial table → Entering variable → Leaving variable → Pivot → Optimal solution.
7. Standard and Canonical Form
Slack variables for ≤
Surplus variables for ≥
Convert constraints into equations.
8. Artificial Variables & Big M Method
Artificial variables help start simplex method.
Big M gives penalty to remove artificial variables.
9. Duality in LPP
Every primal has a dual.
Max ↔ Min
≤↔≥
Optimal values equal.
10. Special Cases
Degeneracy – basic variable = 0
Multiple solution – more than one optimal solution
Unbounded – infinite profit
Infeasible – no feasible region
END OF UNIT 1