Linear Programming (LP) Problem | Sketching the Solution Set of a Linear Inequality | Feasible Region | Graphical Method | Standard

Maximization Problem |

Linear Programming (LP) Problem A linear programming problem is one in which we are to find the maximum or minimum value of a linear expression ax + by + cz + . . .

Example Here is an example of an LP problem: Find the maximum value of p = 3x - 2y + 4z subject to 4x + 3y - z 3 x + 2y + z 4 x 0, y 0, z 0

(called the objective function), subject to a number of linear constraints of the form Ax + By + Cz + . . . N or Ax + By + Cz + . . . N. The objective function is p = 3x - 2y + 4z. The largest or smallest value of the The constraints are objective function is called the optimal value, and a collection of values of x, y, z, . 4x + 3y - z 3 . . that gives the optimal value constitutes x + 2y + z 4 an optimal solution. The variables x, y, z, . x 0, y 0, z 0. . . are called the decision variables. Sketching the Solution Set of a Linear Inequality To sketch the region represented by a linear inequality in two variables: A. Sketch the straight line obtained by replacing the inequality with an equality. B. Choose a test point not on the line ((0,0) is a good choice if the line does not pass through the origin, and if the line does pass through the origin a point on one of the Next, choose the origin (0, 0) as the test axes would be a good choice). point (since it is not on the line). Substituting x=0, y=0 in the inequality gives C. If the test point satisfies the inequality, 3(0) - 4(0) 12. then the set of solutions is the entire region Since this is a true statement, (0, 0) is in the on the same side of the line as the test solution set, so the solution set consists of point. Otherwise it is the region on the all points on the same side as (0, 0). This other side of the line. In either case, shade region is left unshaded, while the (grey) out the side that does not contain the shaded region is blocked out. solutions, leaving the solution region showing. Example To sketch the linear inequality 3x - 4y 12, first sketch the line 3x - 4y = 12.

Feasible Region The feasible region determined by a collection of linear inequalities is the collection of points that satisfy all of the inequalities. To sketch the feasible region determined by a collection of linear inequalities in two variables: Sketch the regions represented by each inequality on the same graph, remembering to shade the parts of the plane that you do not want. What is unshaded when you are done is the feasible region.

Example The feasible region for the following collection of inequalities is the unshaded region shown below (including its boundary). 3x - 4y 12, x + 2y 4 x 1 y 0.

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Graphical Method

Example

The graphical method for solving linear Minimize C = 3x + 4y subject to the programming problems in two unknowns is constraints as follows. 3x - 4y 12, A. Graph the feasible region. x + 2y 4 B. Compute the coordinates of the corner x 1, y 0. points. C. Substitute the coordinates of the corner The feasible region for this set of constraints points into the objective function to see was shown above. Here it is again with the which gives the optimal value. corner points shown. D. If the feasible region is not bounded, this

method can be misleading: optimal solutions always exist when the feasible region is bounded, but may or may not exist when the feasible region is unbounded. The textbook shows a straightforward way for determining whether optimal solutions exist in the case of unbounded feasible regions. The following table shows the value of C at each corner point: Point C = 3x + 4y (1, 1.5) 3(1)+4(1.5) = 9 minimum

(4, 0) 3(4)+4(0) = 12 Therefore, the solution is x = 1, y = 1.5, giving the minimum value C = 9. Standard Maximization Problem Examples

A standard maximization problem in n The following is a standard LP problem: unknowns is a linear programming problem in which we are required to maximize (not Maximize P = 2x - 3y + z subject to minimize) the objective function, subject to constraints of the form 4x - 3y + z 3 x + y + z 10 x 0, y 0, z 0, . . . , x 0, y 0, z 0. and further constraints of the form Ax + By + Cz + . . . N, The following is not a standard LP problem: where A, B, C, . . . and N are numbers with N nonnegative. Maximize P = 2x - 3y + z subject to Note that the inequality here must be a " ," and not "=" or " ." 4x - 3y + z 3 x + y + z 10 x 0, y 0, z 0.