394 MATHEMATICS

Chapter 12
LINEAR PROGRAMMING

v The mathematical experience of the student is incomplete if he never had

the opportunity to solve a problem invented by himself. – G. POLYA v

12.1 Introduction
In earlier classes, we have discussed systems of linear
equations and their applications in day to day problems. In
Class XI, we have studied linear inequalities and systems
of linear inequalities in two variables and their solutions by
graphical method. Many applications in mathematics
involve systems of inequalities/equations. In this chapter,
we shall apply the systems of linear inequalities/equations
to solve some real life problems of the type as given below:
A furniture dealer deals in only two items–tables and
chairs. He has Rs 50,000 to invest and has storage space
of at most 60 pieces. A table costs Rs 2500 and a chair
Rs 500. He estimates that from the sale of one table, he
can make a profit of Rs 250 and that from the sale of one L. Kantorovich
chair a profit of Rs 75. He wants to know how many tables and chairs he should buy
from the available money so as to maximise his total profit, assuming that he can sell all
the items which he buys.
Such type of problems which seek to maximise (or, minimise) profit (or, cost) form
a general class of problems called optimisation problems. Thus, an optimisation
problem may involve finding maximum profit, minimum cost, or minimum use of
resources etc.
A special but a very important class of optimisation problems is linear programming
problem. The above stated optimisation problem is an example of linear programming
problem. Linear programming problems are of much interest because of their wide
applicability in industry, commerce, management science etc.
In this chapter, we shall study some linear programming problems and their solutions
by graphical method only, though there are many other methods also to solve such
problems.

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12.2 Linear Programming Problem and its Mathematical Formulation

We begin our discussion with the above example of furniture dealer which will further
lead to a mathematical formulation of the problem in two variables. 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 Rs 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 Rs (250 × 20), i.e., Rs 5000.
Suppose he chooses to buy chairs only and no tables. With his capital of Rs 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 Rs (60 × 75), i.e.,
Rs 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
Rs (10 × 250 + 50 × 75), i.e., Rs 6250 and 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.

12.2.1 Mathematical formulation of the problem

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.,
x≥0 ... (1)
(Non-negative constraints)
y≥0 ... (2)
The dealer is constrained by the maximum amount he can invest (Here it is
Rs 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)

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396 MATHEMATICS

The dealer wants to invest in such a way so as to maximise 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:
Maximise Z = 250x + 75y
subject to the constraints:
5x + y ≤ 100
x + y ≤ 60
x ≥ 0, y ≥ 0
So, we have to maximise the linear function Z subject to certain conditions determined
by a set of linear inequalities with variables as non-negative. There are also some other
problems where we have to minimise a linear function subject to certain conditions
determined by a set of linear inequalities with variables as non-negative. Such problems
are called Linear Programming Problems.
Thus, a Linear Programming Problem is one that is concerned with finding the
optimal value (maximum or minimum value) of a linear function (called objective
function) of several variables (say x and y), subject to the conditions that the variables
are non-negative and satisfy a set of linear inequalities (called linear constraints).
The term linear implies that all the mathematical relations used in the problem are
linear relations while the term programming refers to the method of determining a
particular programme or plan of action.
Before we proceed further, we now formally define some terms (which have been
used above) which we shall be using in the linear programming problems:
Objective function Linear function Z = ax + by, where a, b are constants, which has
to be maximised 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 maximise or minimise 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 optimisation problem. Linear programming
problems are special type of optimisation problems. The above problem of investing a

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given sum by the dealer in purchasing chairs and tables is an example of an optimisation
problem as well as of a linear programming problem.
We will now discuss how to find solutions to a linear programming problem. In this
chapter, we will be concerned only with the graphical method.
12.2.2 Graphical method of solving linear programming problems
In Class XI, we have learnt how to graph a system of linear inequalities involving two
variables x and y and to find its solutions graphically. Let us refer to the problem of
investment in tables and chairs discussed in Section 12.2. We will now solve this problem
graphically. Let us graph the constraints stated as linear inequalities:
5x + y ≤ 100 ... (1)
x + y ≤ 60 ... (2)
x≥0 ... (3)
y≥0 ... (4)
The graph of this system (shaded region) consists of the points common to all half
planes determined by the inequalities (1) to (4) (Fig 12.1). Each point in this region
represents a feasible choice open to the dealer for investing in tables and chairs. The
region, therefore, is called the feasible region for the problem. Every point of this
region is called a feasible solution to the problem. Thus, we have,
Feasible region The common region determined by all the constraints including
non-negative constraints x, y ≥ 0 of a linear programming problem is called the feasible
region (or solution region) for the problem. In Fig 12.1, the region OABC (shaded) is
the feasible region for the problem. The region other than feasible region is called an
infeasible region.
Feasible solutions Points within and on the
boundary of the feasible region represent
feasible solutions of the constraints. In
Fig 12.1, 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. Fig 12.1

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398 MATHEMATICS

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.
Now, we see that every point in the feasible region OABC satisfies all the constraints
as given in (1) to (4), and since there are infinitely many points, it is not evident how
we should go about finding a point that gives a maximum value of the objective function
Z = 250x + 75y. To handle this situation, we use the following theorems which are
fundamental in solving linear programming problems. The proofs of these theorems
are beyond the scope of the book.
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).
In the above example, the corner points (vertices) of the bounded (feasible) region
are: O, A, B and C and it is easy to find their coordinates as (0, 0), (20, 0), (10, 50) and
(0, 60) respectively. Let us now compute the values of Z at these points.
We have

Vertex of the Corresponding value

Feasible Region of Z (in Rs)
O (0,0) 0
C (0,60) 4500
B (10,50) 6250 ← Maximum
A (20,0) 5000

* A corner point of a feasible region is a point in the region which is the intersection of two boundary lines.
** A feasible region of a system of linear inequalities is said to be bounded if it can be enclosed within a
circle. Otherwise, it is called unbounded. Unbounded means that the feasible region does extend
indefinitely in any direction.

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 LINEAR PROGRAMMING 399

We observe that the maximum profit to the dealer results from the investment
strategy (10, 50), i.e. buying 10 tables and 50 chairs.
This method of solving linear programming problem is referred as Corner Point
Method. The method comprises of the following steps:
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 m are 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, m is 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.
We will now illustrate these steps of Corner Point Method by considering some
examples:
Example 1 Solve the following linear programming problem graphically:
Maximise Z = 4x + y ... (1)
subject to the constraints:
x + y ≤ 50 ... (2)
3x + y ≤ 90 ... (3)
x ≥ 0, y ≥ 0 ... (4)
Solution The shaded region in Fig 12.2 is the feasible region determined by the system
of constraints (2) to (4). We observe that the feasible region OABC is bounded. So,
we now use Corner Point Method to determine the maximum value of Z.
The coordinates of the corner points O, A, B and C are (0, 0), (30, 0), (20, 30) and
(0, 50) respectively. Now we evaluate Z at each corner point.

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400 MATHEMATICS

Corner Point Corresponding value

of Z
(0, 0) 0
(30, 0) 120 ← Maximum
(20, 30) 110
(0, 50) 50

Fig 12.2
Hence, maximum value of Z is 120 at the point (30, 0).
Example 2 Solve the following linear programming problem graphically:
Minimise 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 Fig 12.3 is the feasible region ABC determined by the
system of constraints (2) to (4), which is bounded. The coordinates of corner points

Corner Point Corresponding value

of Z
(0, 5) 2500
(4, 3) 2300 ← Minimum
(0, 6) 3000

Fig 12.3

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 LINEAR PROGRAMMING 401

A, B and C are (0,5), (4,3) and (0,6) respectively. Now we evaluate Z = 200x + 500y
at these points.
Hence, minimum value of Z is 2300 attained at the point (4, 3)
Example 3 Solve the following problem graphically:
Minimise and Maximise 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 First of all, let us graph the feasible region of the system of linear inequalities
(2) to (5). The feasible region ABCD is shown in the Fig 12.4. Note that 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.

Corner Corresponding value of

Point Z = 3x + 9y
A (0, 10) 90
B (5, 5) 60 ← Minimum
C (15, 15)
D (0, 20)
180
180 }← Maximum
(Multiple
optimal
solutions)

Fig 12.4
We now find the minimum and maximum value of Z. From the table, we find that
the minimum value of Z is 60 at the point B (5, 5) of the feasible region.
The maximum value of Z on the feasible region occurs at the two corner points
C (15, 15) and D (0, 20) and it is 180 in each case.
Remark Observe that in the above example, the problem has multiple optimal solutions
at the corner points C and D, i.e. the both points produce same maximum value 180. In
such cases, you can see that every point on the line segment CD joining the two corner
points C and D also give the same maximum value. Same is also true in the case if the
two points produce same minimum value.

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402 MATHEMATICS

Example 4 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 First of all, let us graph the feasible region of the system of inequalities (2) to
(5). The feasible region (shaded) is shown in the Fig 12.5. Observe that the feasible
region is unbounded.
We now evaluate Z at the corner points.

Corner Point Z = – 50x + 20y

(0, 5) 100
(0, 3) 60
(1, 0) –50
(6, 0) – 300 ← smallest

Fig 12.5
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 minimum value of Z (Theorem 2).
But here we see that the feasible region is unbounded. Therefore, – 300 may or may
not be the minimum value of Z. To decide this issue, we graph the inequality
– 50x + 20y < – 300 (see Step 3(ii) of corner Point Method.)
i.e., – 5x + 2y < – 30
and check whether the resulting open half plane has points in common with feasible
region or not. If it has common points, then –300 will not be the minimum value of Z.
Otherwise, –300 will be the minimum value of Z.

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 LINEAR PROGRAMMING 403

As shown in the Fig 12.5, it has common points. Therefore, Z = –50 x + 20 y

has no minimum value subject to the given constraints.
In the above example, can you say whether z = – 50 x + 20 y has the maximum
value 100 at (0,5)? For this, check whether the graph of – 50 x + 20 y > 100 has points
in common with the feasible region. (Why?)
Example 5 Minimise Z = 3x + 2y
subject to the constraints:
x+y≥8 ... (1)
3x + 5y ≤ 15 ... (2)
x ≥ 0, y ≥ 0 ... (3)
Solution Let us graph the inequalities (1) to (3) (Fig 12.6). Is there any feasible region?
Why is so?
From Fig 12.6, 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.
Fig 12.6
(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.

EXERCISE 12.1
Solve the following Linear Programming Problems graphically:
1. Maximise Z = 3x + 4y
subject to the constraints : x + y ≤ 4, x ≥ 0, y ≥ 0.

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2. Minimise Z = – 3x + 4 y
subject to x + 2y ≤ 8, 3x + 2y ≤ 12, x ≥ 0, y ≥ 0.
3. Maximise Z = 5x + 3y
subject to 3x + 5y ≤ 15, 5x + 2y ≤ 10, x ≥ 0, y ≥ 0.
4. Minimise Z = 3x + 5y
such that x + 3y ≥ 3, x + y ≥ 2, x, y ≥ 0.
5. Maximise Z = 3x + 2y
subject to x + 2y ≤ 10, 3x + y ≤ 15, x, y ≥ 0.
6. Minimise Z = x + 2y
subject to 2x + y ≥ 3, x + 2y ≥ 6, x, y ≥ 0.
Show that the minimum of Z occurs at more than two points.
7. Minimise and Maximise Z = 5x + 10 y
subject to x + 2y ≤ 120, x + y ≥ 60, x – 2y ≥ 0, x, y ≥ 0.
8. Minimise and Maximise Z = x + 2y
subject to x + 2y ≥ 100, 2x – y ≤ 0, 2x + y ≤ 200; x, y ≥ 0.
9. Maximise Z = – x + 2y, subject to the constraints:
x ≥ 3, x + y ≥ 5, x + 2y ≥ 6, y ≥ 0.
10. Maximise Z = x + y, subject to x – y ≤ –1, –x + y ≤ 0, x, y ≥ 0.

Summary

® A linear programming problem is one that is concerned with finding the optimal
value (maximum or minimum) of a linear function of several variables (called
objective function) subject to the conditions that the variables are
non-negative and satisfy a set of linear inequalities (called linear constraints).
Variables are sometimes called decision variables and are non-negative.

Historical Note
In the World War II, when the war operations had to be planned to economise
expenditure, maximise damage to the enemy, linear programming problems
came to the forefront.
The first problem in linear programming was formulated in 1941 by the Russian
mathematician, L. Kantorovich and the American economist, F. L. Hitchcock,

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 LINEAR PROGRAMMING 405

both of whom worked at it independently of each other. This was the well
known transportation problem. In 1945, an English economist, G.Stigler,
described yet another linear programming problem – that of determining an
optimal diet.
In 1947, the American economist, G. B. Dantzig suggested an efficient method
known as the simplex method which is an iterative procedure to solve any
linear programming problem in a finite number of steps.
L. Katorovich and American mathematical economist, T. C. Koopmans were
awarded the nobel prize in the year 1975 in economics for their pioneering
work in linear programming. With the advent of computers and the necessary
softwares, it has become possible to apply linear programming model to
increasingly complex problems in many areas.

—v—

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