Mathematics · Ch 12 — Linear Programming
Mathematical Formulation of the Problem
Mathematical Formulation of the Problem
The Mathematical Formulation of a Linear Programming Problem
The core of any linear programming problem is translating a real-world situation into precise mathematical language. This process, called mathematical formulation, expresses the problem's key elements as equations and inequalities.
The Motivating Example: A Furniture Dealer's Problem
The first step in any formulation is to define the decision variables — the unknowns we are trying to find.
Let:
- = the number of tables the dealer buys.
- = the number of chairs the dealer buys.
Step 1: The Non-Negativity Constraints
The dealer cannot buy a negative number of tables or chairs:
These are the non-negative constraints (or non-negative restrictions).
Step 2: Identifying the Constraints
- Investment Constraint: each table costs ₹2500 and each chair ₹500, and the total investment cannot exceed the ₹50,000 budget:
- Storage Constraint: at most 60 items in total:
Inequalities (1), (2), and (3) together form the constraints.
Step 3: Defining the Objective Function
The dealer makes ₹250 profit per table and ₹75 per chair. The total profit is:
This objective function is to be made as large as possible while satisfying all constraints.
The Complete Mathematical Formulation
Maximise
subject to the constraints:
This is a classic example of a Linear Programming Problem (LPP).
Formal Definitions of Key Terms
- Objective Function: a linear function ( constants) to be maximised or minimised. Here .
- Decision Variables: the variables and whose values we determine — the inputs to the objective function.
- Constraints: the linear inequalities (or equations) restricting the decision variables, e.g. and .
- Non-Negative Restrictions: the constraints and , almost always part of an LPP.
- Optimisation Problem: any problem seeking to maximise or minimise a function subject to constraints. An LPP is the special case where the objective function and all constraints are linear.