MTE3104: Decision Mathematics: Linear Programming

LINEAR PROGRAMMING
INTRODUCTION
Linear programming is the process of taking various linear inequalities relating to some situation
an! fin!ing the "#est" value o#taina#le un!er those con!itions$ % t&pical e'ample (oul! #e taking
the limitations of materials an! la#or an! then !etermining the "#est" pro!uction levels for
ma'imal profits un!er those con!itions$
)n "real life" linear programming is part of a ver& important area of mathematics calle!
"optimi*ation techniques"$ This fiel! of stu!& +or at least the applie! results of it, is use! ever& !a&
in the organi*ation an! allocation of resources$ These "real life" s&stems can have !o*ens or
hun!re!s of varia#les or more$ )n alge#ra though &ou-ll onl& (ork (ith the simple +an! graph
a#le, t(o.varia#le linear case$
The general process for solving linear.programming e'ercises is to graph the inequalities +calle!
the "constraints", to form a (alle!.off area on the x,y.plane +calle! the "feasi#ilit& region",$ Then
&ou figure out the coor!inates of the corners of this feasi#ilit& region +that is &ou fin! the
intersection points of the various pairs of lines, an! test these corner points in the formula +calle!
the "optimi*ation equation", for (hich &ou-re tr&ing to fin! the highest or lo(est value$
USING THE GRAPHICAL METHOD
1$ /hen a pro#lem is given such that the optimum value +ma'imum or minimum, of a
linear function in t(o varia#les is to #e !etermine! su#0ect to certain constraints e'presse!
as a set of linear inequalities such pro#lem can #e solve! using the technique of linear
programming$
1$ )n a pro#lem involving the technique of linear programming the linear function of
(hich the optimum value is to #e !etermine! is kno(n as the o#0ective function$
3$ The steps involve! in solving a linear programming pro#lem are as follo(s:
(a) Writing linear programming ineqa!itie" an# eqation" #e"$ri%e a "itation&
1$ )n a pro#lem that is solve! using the technique of linear programming the
situations !escri#e! in pro#lem can #e represente! mathematicall& #& a set of
linear inequalities$
1$ T(o letters +usuall&
x
an!
y
, are use! to represent the varia#les !escri#e! in
the situations an! su#sequentl& the situations are translate! mathematicall& into
linear inequalities$ The situations in the pro#lem that are translate! into linear
inequalities or equations are involving inequalities$
3$ The follo(ing ta#le sho(s some common situations involving inequalities$
De"$ription Mat'emati$a!
repre"entation
y
is more than or equal to x
x y y
is at least x
y
is not less than x
thkoo2ga&a 1
MTE3104: Decision Mathematics: Linear Programming
y
is less than or equal to x
x y y
is at most x
y
is not more than x
y
is at most t(o times x x y 2
y
is at least t(o times x x y 2
y x +
has a ma'imum value of m m y x +
y x +
has a minimum value of m m y x +
y
is at least more than x #& m m y x
y
is at most less than x #& m m y x
E(amp!e )*
% mathematics test paper contains x o#0ective questions an!
y
su#0ective
questions$ /rite an inequalit& for each of the follo(ing situations
+a, There are at least 30 o#0ective questions in the paper$
+#, The num#er of o#0ective questions is at least 4 times the num#er of
su#0ective questions$
+c, )f one o#0ective is given 3 marks an! one su#0ective question is 10
marks the total marks of the paper shoul! not e'cee! 30 marks$
So!tion*
+a, 30 x
+#,
y x 4
+c,
80 10 3 + y x
E(amp!e +*
% chicken rice shop prepares t(o t&pes chicken rice$ % normal chicken rice
packet contains 110 g of rice an! 300 g of chicken$ % special chicken rice packet
contains 140 g of rice an! 100 g of chicken$ The shop onl& has 4$5 kg of rice an!
16 kg of chicken$ The shop prepares x packets of normal chicken rice an!
y
packets of special chicken rice each !a&$ The num#er of packets of packets of
normal chicken rice cannot e'cee! 4 times the num#er of packets of special
chicken rice$ /rite !o(n three inequalities for the situation$
So!tion*
Ri$e C'i$,en
7ormal 8hicken 9ice + x , 110 g 300 g
:pecial 8hicken 9ice +
y
, 140 4 100 g
%vaila#le 4500 g 1600 g
+i,
9600 240 120 + y x
80 2 + y x
+ii,
1500 200 300 + y x
150 2 3 + y x
+ii,
y x 4
Three inequalities for the situation are
80 2 + y x

150 2 3 + y x

y x 4
$
+#, S'a#ing t'e region o- -ea"i%!e "o!tion"
1$ %fter the situations in a pro#lem have #een (ritten as linear inequalities the straight
line representing the equation for each inequalit& is then !ra(n graphicall&$
thkoo2ga&a 2
MTE3104: Decision Mathematics: Linear Programming
1$ There coul! #e man& solutions of
x
an!
y
that satisf& all the linear inequalities$
Each or!ere! pair +
x

y
, satisf&ing all the linear inequalities is kno(n as the
feasi#le solution$ The region containing all the feasi#le solutions is kno(n as the
region of feasi#le solutions$
E(amp!e )*
;asni has allocate! 9M360 to #u& x kg of #ro(n rice an!
y
kg of (hite rice$ The
total mass of rice he #u&s shoul! #e at least 60 kg$ The mass of #ro(n is at most
t(o that of (hite rice$ The price of 1 kg of #ro(n rice is 9M4$60 an! that of (hite rice
is 9M3$60$
+a, /rite three inequalities (hich satisf& all con!itions mentione! a#ove$
+#, <sing a scale of 1 cm to 10 kg of rice on #oth a'es construct an! sha!e the
region R in (hich ever& point satisfies all the con!itions$
So!tion*
+a,
50 + y x

x y 2
50 ) 35000 350 450 ( + y x
700 7 9 + y x
Three inequalities for the situation are
50 + y x

x y 2

700 7 9 + y x
+#,
E(amp!e .*
% foo! supplier to a hostel provi!es t(o t&pes of foo!
A
an!
B
$ Ever& kilogram of foo!
A contains 1 unit of car#oh&!rates an! 3 units of protein (here as ever& kilogram of
foo!
B
contains 4 units of car#oh&!rates an! 1 units of protein$ Let x #e the num#er of
kilogram of foo! A an!
y
#e the num#er of the kilogram of foo! B $ The hostel
requires that the t(o t&pes of foo! must together contains at least 40 units of
thkoo2ga&a 3
R
y
x
MTE3104: Decision Mathematics: Linear Programming
car#oh&!rates an! 100 units of protein$ The total amount of foo! for each !a& is at least
30 kg$
+a, /rite !o(n three inequalities other than 0 x an!
0 y
(hich satisf& the
a#ove con!itions$
+#, <sing a scale of 1 cm to 10 kg on &.a'es an! 1 cm to 10 kg on '.a'es !ra( an!
sha!e the region R (hich satisfies the a#ove con!itions$
So!tion*
(a)
Car%o'/#rate" Protein
=oo!
A
+ x , 1 3
=oo! B +
y
, 4 1
%vaila#le 40 100
+i,
40 4 + y x
+ii,
100 2 8 + y x
50 4 + y x
+ii,
30 + y x
+#,
+c, Determining t'e o%0e$ti1e -n$tion an# #ra2ing it" grap'
1$ The o#0ective function is usuall& e'presse! as
k by ax = +
(here
b a,
an! k are
constants$
1$ The o#0ective functions coul! #e a function representing profit total e'penses total cost
cost of pro!uction total sales an! so forth of (hich the optimum value is to #e
!etermine! su#0ects to some given constraints$
3$ >efore the optimum value of o#0ective function can #e !etermine! a line representing the
o#0ective function must first #e !ra(n$ %n ar#itrar& value of k is assume! an! the line
thkoo2ga&a 4
R
y
x
MTE3104: Decision Mathematics: Linear Programming
k by ax = +
is !ra(n accor!ingl&$ ?ence for an ar#itrar& value of k the o#0ective
function is a line that is parallel to line
k by ax = +
$
E(amp!e )*
%n electronic firm pro!uces t(o mo!els of calculators
A
an!
B
$ The firm pro!uces
x Mo!el calculator A an!
y
Mo!el calculator B per !a&$ The profit on a Mo!el A
calculator is 9M16 an! the profit on a Mo!el
B
calculator is 9M10$ /rite the o#0ective
function representing the total profit ma!e #& the firm per !a&$ ?ence !ra( the graph of
the o#0ective function$
So!tion*
k y x + 20 15
Taking ar#itrar& value of 60 = k (e have
60 4 3 + y x
E(amp!e +*
% recreation clu# has x or!inar& mem#ers an!
y
elite mem#ers$ )f the annual su#scription fee
of an or!inar& mem#er is 9M300 an! that of an elite mem#er is 9M1000 (rite the o#0ective
function representing the total collection of su#scription fees for the clu# per &ear$ ?ence !ra(
the graph of the o#0ective function$
:olution:
k y x +1000 300
thkoo2ga&a 5
y
x
MTE3104: Decision Mathematics: Linear Programming
Taking ar#itrar& value of 300 = k
300 10 3 + y x
+!, Determining grap'i$a!!/ t'e optimm 1a!e o- t'e o%0e$ti1e -n$tion
1$ %fter !ra(ing the o#0ective function the optimum value of the function
can #e !etermine!$ 7ote that for the o#0ective function
k by ax = +

(here
b a,
an! k are positive the greater the value of the (here
y
.
intercept of the graph the greater (ill #e the value of k $
+a, /hen !etermining the ma'imum value of
k by ax = +
the graph of
k by ax = +
for an ar#itrar& value of k is translate! so that it has the
greatest possi#le value of the
y
.intercept an! lies in the region of
feasi#le solutions$
+#, /hen !etermining the minimum value of
k by ax = +
the graph of
k by ax = +
for an ar#itrar& value of k is translate! so that it has the
smallest possi#le value of the
y
.intercept an! lies in the region of
feasi#le solutions$
1$ The optimum value of the o#0ective function
k by ax = +
al(a&s occurs at the
corners of the pol&gonal region of feasi#le solutions$ ?ence (hen the graph of
k by ax = + for an ar#itrar& value of k is translate! to !etermine the optimum
value (e al(a&s look for the points at the corner of the region of feasi#le
solutions or near the corners if the solutions are su#0ect to some other
con!itions like x an!
y
can take onl& integral values$
E(amp!e )*
thkoo2ga&a 6
y
x
MTE3104: Decision Mathematics: Linear Programming
Mr Lim inten!s to #u& x #o'es of re! pens an!
y
#o'es of #lue pens for use in
office$ These pens are #ought #ase! on the follo(ing con!itions$
+i, Mr Lim must #u& at most 100 #o'es of pens$
+ii, The num#er of #o'es of #lue pens must #e at least three times of re!
pens$
+iii, Mr Lim must not #u& more than 10 #o'es of re! pen
+a, !escri#e the con!ition$
+#, <sing a scale of 1 cm to 10 #o'es on '.a'es an! 1 cm to 10 #o'es on &.
a'es construct an! sha!e the region of feasi#le solutions$
+c, )f each #o' re! pens costs 9M16 an! each #o' of #lue pens costs
9M10 fin! the ma'imum total cost of #u&ing the pens$
:olution:
+a,
100 + y x

x y 3
20 x
+#,
100 + y x
x 0 100
y
100 0
x y 3
x 0 30
y
0 40
20 x
=rom the graph the ma'imum value occurs at +10 30,
Thus the ma'imum total cost #u&ing the pens is
y x P 20 25 + =
) 80 ( 20 ) 20 ( 25 + =
1600 500 + = 2100 =
E(amp!e +*
thkoo2ga&a 7
y
x
MTE3104: Decision Mathematics: Linear Programming
% #usinessman (ants to #u& x units of #ag A an!
y
units of #ag B (hich costs
9M@0 an! 9M140 each respectivel&$ ?e #u&s the #ags #ase! on the follo(ing
con!itions$
+i, The total capital availa#le to #u& the #ags is at least 9M6500$
+ii, The total num#er of #ags is not more than 30 units$
+iii, >ag B is more than #ag A #& at most 10 units$
+a, /rite !o(n three inequalities for the con!itions a#ove apart from 0 x
an!
0 y
$
+#, <sing a suita#le scale on each a'is !ra( an! sha!e the region R (hich
satisfies the a#ove con!itions$
+c, <sing the graph to fin!
+), the minimum units of #ag A if the units of #ag A are the same as
the units of #ag B$
+)), the ma'imum profit if the profits from each unit of #ag A an! #ag
B are 9M16 an! 9M40 respectivel&$
So!tion*
+a, +i,
5600 140 70 + y x
80 2 + y x
+ii,
80 + y x
+iii,
20 x y
+#,
80 2 + y x
x
0 30
y
40 0
80 + y x
x
0 30
y
30 0
20 x y

x
0 .10
y
10 0
thkoo2ga&a 8
y
MTE3104: Decision Mathematics: Linear Programming
=rom the graph
+i, the minimum units of #ag A if the units of #ag A are the same as the units of #ag
B are 1@$
+ii, the ma'imum value occurs at +30 60,
Thus the ma'imum total profit for >ag A an! >ag B are
y x P 40 15 + =
) 50 ( 40 ) 30 ( 15 + =
2450 2000 450 = + =
thkoo2ga&a 9
x