LINEAR PROGRAMMING

LESSON II:
THE GEOMETRY OF LINEAR PROGRAMMING

MARY RUTH R. PAJA, ECE

Learning Outcomes:

• To be able to discuss the concept, properties and

assumptions of linear programming
problems;

• To be able to model real-life situations using

linear programming; and

• To be able to solve linear programming models

using the graphical approach.
• The study of linear programming theory has
expanded greatly since the pioneering work of
George Dantzig in the late 1940s.

• Today, linear programming is applied to a wide

variety of problems in industry and science.

• In this section we present a geometric approach

to the solution of simple linear programming
problems.
Definition:
Linear Programming Model
- is a mathematical technique for finding the best
uses of an organization’s resources whereby the
decision problem can be expressed as constrained
linear models.
Linear
- means that all mathematical functions in the model
must be linear equation and/or linear inequalities
Programming
- refers to process of producing a plan or procedure
that determines an optimal solution to the prblem
Two Ways To Solve Linear Programs:

1.By Graphical Method

2. By Simplex Algorithm
(Simplex algorithm will be discussed in the next lesson.)
Properties of Linear Programming Problem

1. All linear programs seek to optimize (maximize or

minimize) some quantity.
2. There are restrictions or constraints that limit the degree
to which the goal or objective is realized or attained.
3. There are alternative courses of action to choose form.
4. The goal and the constraints can be expressed in terms
of linear equations or inequalities.
Assumption of Linear Programming
The following assumptions are inherent for each model.

1. Certainty. The quantities or values in the objective function and

constraints are known and do not change during the period of
being studied.
2. Proportionality. The contribution of each activity to the value of
the objective function is proportional to the level of activity.
3. Additivity. The total of all activities equals the sum of the
individual activities.
4. Divisibility. The solutions in the linear programs may not
necessarily be whole numbers.
5. Nonnegativity. The solutions in the linear programs may either
be greater than or equal to zero.
Steps in Solving Linear Programs
To effectively solve linear programming problems, the following
steps shall be followed.

1. Read and understand the problem. Identify the decision

variables or the unknown quantities.
2. Express the objective function and constraints as mathematical
equations based on the restrictions, assumptions, and
conditions stated in the problem.
3. Use appropriate solutions to determine the needed quantities or
values that will satisfy the objective function and constraints
4. Verify and evaluate if the solution satisfies the conditions of
the problem.
5. Make a sound or reasonable decision based on the solution.
NOTE:

• The use of graphical method in solving linear

programs is limited to three (3) decision
variables.

• The constraints, expressed as linear equations

and/or inequalities, are graph. Then, the feasible
region that contains the solution set is determined.
EXAMPLE:
A furniture dealer deals in only two items–tables and
chairs. He has P 50,000 to invest and has storage space of at
most 60 pieces. A table costs P 2500 and a chair P 500. He
estimates that from the sale of one table, he can make a profit of
P 250 and that from the sale of one chair a profit of P 75. He
wants to know how many tables and chairs he should buy from
the available money so as to maximize his total profit, assuming
that he can sell all the items which he buys.

Such type of problems which seek to maximize (or, minimize) profit

(or, cost) form a general class of problems called optimization problems.
Thus, an optimization problem may involve finding maximum profit,
minimum cost, or minimum use of resources etc.
Solutions:
In this example, we observe…

(i) The dealer can invest his money in buying tables or chairs or
combination thereof. Further he would earn different profits
by following different investment strategies.

(ii) There are certain overriding conditions or constraints viz., his

investment is limited to a maximum of P 50,000 and so is his
storage space which is for a maximum of 60 pieces.
•Suppose he decides to buy tables only and no chairs, so he can
buy 50000 ÷ 2500, i.e., 20 tables. His profit in this case will be P
(250 × 20), i.e., P 5000.
•Suppose he chooses to buy chairs only and no tables. With his
capital of P 50,000, he can buy 50000 ÷ 500, i.e. 100 chairs. But he
can store only 60 pieces. Therefore, he is forced to buy only 60
chairs which will give him a total profit of P (60 × 75), i.e., P
4500.
•There are many other possibilities, for instance, he may choose to
buy 10 tables and 50 chairs, as he can store only 60 pieces. Total
profit in this case would be P (10 × 250 + 50 × 75), i.e., P 6250and
so on.

We, thus, find that the dealer can invest his money in different
ways and he would earn different profits by following different
investment strategies.
Now the problem is : How should he invest his money in
order to get maximum profit?

To answer this question, let us try to formulate the problem

mathematically.

Let x be the number of tables and y be the number of chairs that

the dealer buys. Obviously, x and y must be non-negative, i.e.,

y 0 … (1)
(Non-negative constraints)
x 0 … (2)
The dealer is constrained by the maximum amount he can invest
(Here it is P 50,000) and by the maximum number of items he
can store (Here it is 60).
Stated mathematically,

2500x+ 500y ≤50000 (investment constraint)

or 5x+ y ≤100 ... (3)
and x+ y ≤60 (storage constraint) ... (4)
The dealer wants to invest in such a way so as to maximize his
profit, say, Z which stated as a function of x and y is given by

Z = 250x+ 75y (called objective function) … (5)

Mathematically, the given problems now reduces to:

Maximize Z = 250x+ 75y
subject to the constraints:
5x+ y ≤100
x+ y ≤60
x ≥0, y ≥0

So, we have to maximize the linear function Z subject to certain conditions

determined by a set of linear inequalities with variables as non-negative.
Some Definitions…

• Objective function Linear function Z = ax + by, where a, b are constants,

which has to be maximized or minimized is called a linear objective
function.

• In the above example, Z = 250x+ 75y is a linear objective function.

Variables x and y are called decision variables.

• Constraints The linear inequalities or equations or restrictions on the

variables of a linear programming problem are called constraints. The
conditions x ≥0, y ≥0 are
called non-negative restrictions.
In the above example, the set of inequalities (1) to (4) are constraints.

• Optimisation problem A problem which seeks to maximize or minimize a

linear function (say of two variables x and y) subject to certain constraints
as determined by a set of linear inequalities is called an optimization
problem.
Graphical method of solving linear programming
problems: (Refer to LP - Lesson I)

Step 1: Interpret the given situations or constraints

into inequalities.

Step 2: Plot the inequalities graphically and identify the

feasible region.

Step 3: Determine the gradient for the line representing

the solution (the linear objective function).

Step 4: Construct parallel lines within the feasible region

to find the solution.
Let us graph the constraints stated as linear inequalities:
5x+ y ≤100 ... (1)
x+y ≤60 ... (2)
x ≥0 ... (3)
y ≥0 ... (4)
• Feasible solutions Points within and
on the boundary of the feasible
region represent feasible solutions of
the constraints. In Figure shown at
the left, every point within and on the
boundary of the feasible region OABC
represents feasible solution to the
problem.
• For example, the point (10, 50) is a
feasible solution of the problem and
so are the points (0, 60), (20, 0) etc.
• Any point outside the feasible region
is called an infeasible solution. For
example, the point (25, 40) is an
infeasible solution of the problem.
Optimal (feasible) solution: Any point in the feasible region that
gives the optimal value (maximum or minimum) of the objective
function is called an optimal solution.
Theorem 1 Let R be the feasible region (convex polygon) for a linear
programming problem and let Z = ax + by be the objective function.
When Z has an optimal value (maximum or minimum), where the
variables x and y are subject to constraints described by linear
inequalities, this optimal value must occur at a corner point* (vertex)
of the feasible region.
Theorem 2 Let R be the feasible region for a linear programming
problem, and let Z = ax +by be the objective function. If R is
bounded**, then the objective function Z has both a maximum and a
minimum value on R and each of these occurs at a corner point
(vertex) of R.
Remark If R is unbounded, then a maximum or a minimum value of
the objective function may not exist. However, if it exists, it must
occur at a corner point of R.(By Theorem 1)
compute the values of Z
Extreme or Corner Point Method
1. Find the feasible region of the linear programming problem and
determine its corner points (vertices) either by inspection or by
solving the two equations of the lines intersecting at that point.
2. Evaluate the objective function Z = ax+ by at each corner point.
Let M and m, respectively denote the largest and smallest values
of these points.
3. (i) When the feasible region is bounded, M and mare the
maximum and minimum values of Z.
(ii) In case, the feasible region is unbounded, we have:
4. (a) M is the maximum value of Z, if the open half plane
determined by ax+ by> M has no point in common with the
feasible region. Otherwise, Z has no maximum value.
(b) Similarly, mis the minimum value of Z, if the open half
plane determined by ax+ by < m has no point in common
with the feasible region. Otherwise, Z has no minimum
value.
 Problem: Solve the following linear programming problem graphically:
Maximize Z = 4x+ y ... (1)
subject to the constraints: x+ y ≤50 ... (2)
3x+ y ≤90 ... (3)
Since the feasible region OABC is x ≥ 0, y ≥0 ... (4)
bounded, we now use Corner Point
Method to determine the maximum
value of Z. Substitute, corner point to Z = 4x + y. Thus,
Problem: Solve the following linear programming problem graphically:
Minimize Z = 200 x+ 500 y ... (1)
subject to the constraints: x+ 2y ≥10 ... (2)
3x+ 4y ≤24 ... (3)
x ≥ 0, y ≥0 ... (4)
Solution: The shaded region in Figure is the
feasible region ABC determined by the system
of constraints (2) to (4), which is bounded. Substitute corner point to Z = 200x + 500y.
Thus,
 Problem: Solve the following problem graphically:
Minimize and Maximize Z = 3x+ 9y ... (1)
subject to the constraints: x + 3y ≤60 ... (2)
x + y ≥10 ... (3)
x ≤y ... (4)
x ≥ 0, y ≥0 ... (5)
Solution: Graph the feasible region of the system of linear inequalities (2) to (5). The feasible
region ABCD is shown in the Figure below and the region is bounded. The coordinates of the
corner points A, B, C and D are (0, 10), (5, 5), (15,15) and (0, 20) respectively
Problem: Determine graphically the minimum value of the objective function
Z = – 50x+ 20y ... (1)
subject to the constraints: 2x–y ≥– 5 ... (2)
3x+y ≥3 ... (3)
2x–3y ≤12 ... (4)
x ≥0, y ≥0 ... (5)
Solution: Graph the feasible region of the system of inequalities (2) to (5). The
feasible region (shaded) is shown in the Figure below. Observe that the feasible
region is unbounded.

We now evaluate Z at the corner points.

• From this table, we find that – 300 is
the smallest value of Z at the corner
point (6, 0). Can we say that minimum
value of Z is – 300?
• Note that if the region would have been
bounded, this smallest value of Z is the and check whether the resulting
minimum value of Z (Theorem 2). open half plane has points in
• But here we see that the feasible region common with feasible region or
is unbounded. not. If it has common points, then –
• Therefore, – 300 may or may not be the 300 will not be the minimum value
minimum value of Z. To decide this of Z.
issue, we graph the inequality • Otherwise, –300 will be the
minimum value of Z.
– 50x+ 20y < – 300 (see Step 3(ii) of corner Point Method.)
i.e., – 5x+ 2y < – 30
• As shown in the Figure above, it has common points.
Therefore, Z = –50 x+ 20 y has no minimum value
subject to the given constraints.
Problem: Minimise Z = 3x+ 2y
subject to the constraints: x+ y ≥8 ... (1)
3x+ 5y ≤15 ... (2)
x ≥0, y ≥0 ... (3)

• From Figure, you can see that

there is no point satisfying all
the constraints simultaneously.
• Thus, the problem is having no
feasible region and hence no
feasible solution.
Remarks

From the examples which we have discussed so far, we notice

some general features of linear programming problems:
i. The feasible region is always a convex region.
ii. The maximum (or minimum) solution of the objective
function occurs at the vertex (corner) of the feasible
region. If two corner points produce the same maximum
(or minimum) value of the objective function, then every
point on the line segment joining these points will also
give the same maximum (or minimum) value.
Additional...
PLATES: 06/24/2020

Directions: Construct an appropriate model for the following problems. Then, solve
the program using graphical method.
1. Maximize Z = 4x+ 5y
subject to the constraints: x + y ≤ 10
3x + 7y ≤ 42
x ≥ 0, y ≥ 0

2. Minimize Z = 3x + 3y
subject to the constraints: 2x + y ≥ 4
x + 3y ≥ 4
x ≥ 0, y ≥ 0
3. A fruit farmer has 150 hectares of land available to raise two crops, A
and B. It takes one day to trim a hectare a crop A and two days to trim a
hectare of crop B, and there are 240 days per year available for trimming.
It takes 0.3 day to pick a hectare of crop A and 0.1 day to pick a hectare of
crop B, and there are 30 days per year available for picking. How many
hectares of each fruit should be planted to maximize the profit, assuming
that the profit is P 140 per hectare of crop A and P 235 per hectare of crop
B?

4. A housewife wishes to mix two kinds of food cereals in such a way that
the mixture contains at least 10 units of vitamin A, 12 units of vitamin B, and
8 units of vitamin C. The vitamin content of one kilogram of the first brand
of cereal is 1 unit of Vitamin A, 2 units of vitamin B, and 3 units of vitamin
C. The vitamin content of one kilogram of the second brand of cereal is 2
units of vitamin A, 2 units of vitamin B, and 1 unit of vitamin C. One
kilogram of the first cereal costs P 60, and one kilogram of the second cereal
costs P 100. How many kilograms of each cereal should be mixed together
to minimize costs while keeping the required vitamin content?