Similarly, since each constraint is linear, the contribution of each variable to the left hand side
of each constraint is proportional to the value of the variable and independent of the values of any
other variable.
These assumptions are quite restrictive. We will see, however, that clever modeling can handle
situations that may appear to violate these assumptions.
The next assumption is the Divisibility Assumption: it is possible to take any fraction of any
variable. Rethinking the Marketing example, what does it mean to purchase 2.67 television ads? It
may be that the divisibility assumption is violated in this example. Or, it may be that the units are
such that 2.67 ads" actually corresponds to 2666.7 minutes of ads, in which case we can
ound
o " our solution to 2667 minutes with little doubt that we are getting an optimal or nearly optimal
solution. Similarly, a fractional production quantity may be worisome if we are producing a small
number of battleships or be innocuous if we are producting millions of paperclips. If the Divisibility
Assumption is important and does not hold, then a technique called integer programming rather
than linear programming is required. This technique takes orders of magnitude more time to nd
solutions but may be necessary to create realistic solutions. You will learn more about this in
45-761.
The nal assumption is the Certainty Assumption: linear programming allows for no uncertainty
about the numbers. An ad will reach the given number of people; the number of assembly hours
we give will certainly be available.
It is very rare that a problem will meet all of the assumptions exactly. That does not negate
the usefulness of a model. A model can still give useful managerial insight even if reality diers
slightly from the rigorous requirements of the model. For instance, the knowledge that our chip
inventory is more than sucient holds in our rst model even if the proportionality assumptions
are not satised completely.