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Linear Programming - Foundation Series

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Linear Programming - Foundation Series

Uploaded by

sohailahmad2145
Copyright
© © All Rights Reserved
Available Formats
Download as PDF, TXT or read online on Scribd
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Mathematics

Linear Programming
Introduction

In earlier classes we have studied linear inequalities and systems of linear


inequalities in two variables & their solution by graphical method.

There are a lot of problems in mathematics which involve systems of


inequalities or equation. In this chapter ,we shall use the system of linear
inequations in some real-life situations.

For better understanding we first need to know solutions of linear


inequalities.
Linear Inequations

Linear inequations in one variable


𝑎𝑥 + 𝑏 > 0, 𝑎𝑥 + 𝑏 < 0, 𝑐𝑦 + 𝑑 > 0 etc. are called linear inequations in one
variable. Graph of these inequations can be drawn as follows:

The graph of 𝑎𝑥 + 𝑏 > 0 and (−𝒃/𝒂, 𝟎)


𝑎𝑥 + 𝑏 < 0 are obtained by
𝐎
dividing 𝑥𝑦-plane in two
semi-planes by the line

𝑏
𝑥=−
𝑎
Linear Inequations

Linear inequations in one variable

Similarly for cy + d > 0and cy + d < 0.

The graph of 𝑐𝑦 + 𝑑 > 0 and


𝑐𝑦 + 𝑑 < 0 are obtained by
(𝟎, −𝒅/𝒄)
dividing 𝑥𝑦-plane in two
semi-planes by the line
𝐎
𝑏
𝑦=−
𝑐
Linear Inequations

Linear inequations in Two variable

General form of these inequations


are 𝑎𝑥 + 𝑏𝑦 > 𝑐, 𝑎𝑥 + 𝑏𝑦 < 𝑐. If any
ordered pair (𝑥1, 𝑦1) satisfies an
inequation, then it is said to be a 𝐎
solution of the inequation. The graph
of these inequations (for 𝑐 > 0):
A Vertex of bounded region of inequalities 𝑥 ≥ 0 , 𝑥 + 2𝑦 ≥ 0
and 2𝑥 + 𝑦 ≤ 4 , is
Ans. D (A) (1, 1) (B) (0, 1)
(C) (3, 0) (D) (0, 0)
Solution

M(0, 4)

𝑥 + 2𝑦 = 0 2𝑥 + 𝑦 = 4

N(2, 0)
O(0,0) 8 −4
p ,
3 3
The region represented by the inequation system
𝑥, 𝑦 ≥ 0, 𝑦 ≤ 6, 𝑥 + 𝑦 > 3, is
Ans. A (A) Unbounded in first quadrant
(B) Unbounded in first and second quadrants
(C) bounded in first quadrant
(D) None of these

Solution

𝑥+𝑦=3
𝑦=6

𝑀(0,3)
𝐍(𝟑, 𝟎)
O
The solution that of the inequation 2𝑥 + 𝑦 > 5, is
(A) Half plane that contains the origin
Ans. B (B) Open half plane not contains the origin
(C) Whole 𝑥𝑦-plane except the point lying on the line
2𝑥 + 𝑦 = 5
(D) None of these

Solution 2𝑥 + 𝑦 = 5

M(0,5)

O 5
N ,0
2
A Vertex of the linear inequalities 2𝑥 + 3𝑦 ≤ 6,
𝑥 + 4𝑦 ≤ 4 and 𝑥, 𝑦 ≥ 0, is
Ans. C 12 2 2 12
(A) (1, 0) (B) (1, 1) (C) , (D) ,
5 5 5 5
Solution

2𝑥 + 3𝑦 = 6

M(0,2)
𝑥 + 4𝑦 = 4
12 2
R ,
P(0,1) 5 5
Q(4,0)
O N(3,0)
Graphs of Linear Inequations

Simultaneous Linear Inequations in Two Variables

Solution set is set of all points in two-dimensional space which satisfy all
the inequations.

Mark region of the plane common to all the portions.

Solution is an empty set if there is no common region to the inequations


plotted.
Graphs of Linear Inequations

Feasible Region

The Common region of the graph made by two inequations is called


feasible region.

All the points in feasible region constitute the solution of a system of


inequations.

If feasible region is empty then there is no solution for the problem.


The area of the feasible region for the following
Constraints 3𝑦 + 𝑥 ≥ 3, 𝑥 ≥ 0, 𝑦 ≥ 0 will be
Ans. B (A) Bounded (B) Unbounded
(C) Convex (D) Concave

Solution

(𝟎, 𝟏)

(𝟑, 𝟎)
O
A vertex of a feasible region by the linear constraints
3𝑥 + 4𝑦 ≤ 18, 2𝑥 + 4𝑦 ≥ 3 and 𝑥, 𝑦 ≥ 0, is
Ans.D (A) (0, 2) (B) (4.8, 0)
(C) (0, 3) (D) (6, 0)

Solution
9
0,
2

2𝑥 + 4𝑦 = 3
3𝑥 + 4𝑦 = 18

3
0,
4
(6,0)
O 3
,0
2
The constraints −𝑥1 + 𝑥2 ≤ 1 , −𝑥1 + 3𝑥2 ≤ 9 , (𝑥1 , 𝑥2 ≥ 0)
define on
Ans. B (A) Bounded feasible space
(B) Unbounded feasible space
(C) Both bounded and Unbounded feasible space
(D) None of these
Solution

𝐑
M(0,3)
−𝒙𝟏 + 𝒙𝟐 = 𝟏
−𝑥1 + 3𝑥2 = 9
𝐏(𝟎, 𝟏)
N(−9,0)
Q(−1,0) O
Linear programming

Linear programming is a method of determining a particular


programme or plan of action to optimize (maximize or minimize).

Linear programming problem (L.P.P.) :

It is a problem of finding optimal (maximum or minimum) value


of a linear function subject to certain restrictions (constraints)
determined by a set of linear inequations with variables as non-
negative.
GENERAL FORM OF L.P.P.

The general form of a linear programming problem is


Optimize (Maximize or Minimize) 𝒁 = 𝒄𝟏 𝒙𝟏 + 𝒄𝟐 𝒙𝟐 + ……. + 𝒄𝒏 𝒙𝒏
Subject to

𝒂𝟏𝟏 𝒙𝟏 + 𝒂𝟏𝟐 + 𝒙𝟐 + …… + 𝒂𝟏𝒏 𝒙𝒏 ≤ , = , ≥ 𝒃𝟏

𝒂𝟐𝟏 𝒙𝟏 + 𝒂𝟐𝟐 𝒙𝟐 + ⋯ … + 𝒂𝟐𝒏 𝒙𝒏 ≤ , = , ≥ 𝒃𝟐 ….(1)


⋮ ⋮ ⋮ ⋮
𝒂𝒎 𝟏 𝒙𝟏 + 𝒂𝒎 𝟐 𝒙𝟐 + ⋯ … + 𝒂𝒎𝒏 𝒙𝒏 ≤ , = , ≥ 𝒃𝒎

𝒙𝟏 , 𝒙𝟐 , ……, 𝒙𝒏 ≥ 𝟎 ….(2)
The definitions of various terms related to
the LPP are as follows :

(a) Objective Function : The linear function 𝒁 which is to be


maximized or minimized is the objective function of the
LPP.

(b) Decision Variables : 𝒙𝟏 , 𝒙𝟐 ………., 𝒙𝒏 are the decision


variables.

(c) Constraints : The inequations or equations (1) in the variables


of a LPP which describe the conditions under which the
optimization (maximization or minimization) is to be
accomplished are called constraints.
The definitions of various terms related to
the LPP are as follows :

In the constraints given in the general form of LPP there may be


any one of the three signs ≤ , = , ≥ .

(d) Non-negativity Restrictions : There are the constraints


(2) which describe that the variables involved in a LPP
are non-negative.
The definitions of various terms related to
the LPP are as follows :

(e) Feasible region : The common region determined by all the


constraints including non-negative constrains of a LPP is
called the feasible region or solution region.

A feasible region may be


(i) Bounded
(ii) Unbounded.
(i) Bounded feasible region :

𝐂𝐨𝐧𝐬𝐭𝐫𝐚𝐢𝐧𝐭𝐬 𝐚𝐫𝐞:
𝒙 + 𝟑𝒚 ≤ 𝟏𝟐
𝐘
𝟑𝒙 + 𝒚 ≤ 𝟏𝟐

(𝟎, 𝟏𝟐) 𝒙 ≥ 𝟎, 𝒚 ≥ 𝟎

(𝟎, 𝟒)
𝐛𝐨𝐮𝐧𝐝𝐞𝐝
𝐗
𝐎 (𝟒, 𝟎) (𝟏𝟐, 𝟎)
The definitions of various terms related to
the LPP are as follows :

(f) Corner point of a feasible region : Corner points of a feasible


region are points of intersection of two boundary lines.

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.
TO SOLVE AN LPP GRAPHICALLY (CORNER
POINT METHOD):

01 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.

02 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.
TO SOLVE AN LPP GRAPHICALLY (CORNER
POINT METHOD):

04 (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.
01 Question 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
𝐘

𝐗′ 𝐎 𝐗

𝐘′
02 Question 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
𝐘

𝐗′ 𝐎 𝐗

𝐘′
03 Question Solve the following problem graphically:
Minimise and Maximise 𝒁 = 𝟑𝒙 + 𝟗𝒚 …(1)
Subject to the constraints: 𝒙 + 𝟑𝒚 ≤ 𝟔𝟎 …(2)
𝒙 + 𝒚 ≥ 𝟏𝟎 …(3)
𝐘
𝒙≤𝒚 …(4)
𝒙 ≥ 𝟎, 𝒚 ≥ 𝟎 …(5)

Solution

𝐗′ 𝐎 𝐗

𝐘′
04 Question Determine graphically the minimum value of the objective function
𝒁 = −𝟓𝟎𝒙 + 𝟐𝟎𝒚 …(1)
Subject to the constraints:
𝟐𝒙 − 𝒚 ≥ −𝟓 …(2)
𝐘
𝟑𝒙 + 𝒚 ≥ 𝟑 …(3)
𝟐𝒙 − 𝟑𝒚 ≤ 𝟏𝟐 …(4)
𝒙 ≥ 𝟎, 𝒚 ≥ 𝟎 …(5)
Solution

𝐗′ 𝐎 𝐗

𝐘′
Remark

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.
Definition & Formulation

Types of L.P.P.

(1) Manufacturing problem


In these problems ,we determine the number of units of different products.
which should be produced and sold by a firm .when each product requires a
fixed manpower ,machine hours , labour hour per unit of product,
warehouse space per unit of the output etc. in order to make maximum
profit.
(2) Transportation problem
In these problems we determine a transportation schedule in order to find
the cheapest way of transporting a product from plants/factories situated
at different locations to different markets .

(3) Diet problem


In these problems ,we determine the amount of different kind of
constituents/nutrients .which should be included in a diet so as to
minimize the cost of the desired diet such that it contains a certain
minimum amount of each constituent/nutrients.
Find the maximum value of z = 7𝑥 + 7𝑦, subject to the
constraints. 𝑥 ≥ 0, 𝑦 ≥ 0, 𝑥 + 𝑦 ≥ 2 and 2𝑥 + 3𝑦 ≥ 6.
Ans.

Solution

𝑥+𝑦=2

2𝑥 + 3𝑦 = 6
M(0,2)

O N(2,0) Q(3,0)
A dietician wishes to mix together two kind of food X and Y in
such a way that the mixture contains at least 10 units of
Ans.112 vitamin A, 12 units of vitamin B and 8 units of vitamin C. the
vitamin contents of one kg is given below:

FOOD VITAMIN A VITAMIN B VITAMIN C


X 1 2 3
Y 2 2 1

One kg of food X costs Rs 16 and one kg of food Y costs Rs 20.


find the least cost of the mixture which will produce the
required diet ?

Solution
3𝑥 + 𝑦 = 8

M(0,8)

2𝑥 + 2𝑦 = 12

P(0,6) N(1,5)
T(2,4)
𝑥 + 2𝑦 = 10
R(0,5)
Q(6,0)
O S(8/3,0)
A manufacture produces nuts and bolts for industrial
machinery. It takes 1 hour of work on machine A and 3 hours
Ans. 73.50 on machine B to produces a packet of nuts while it takes 3
hours on machine A and 1 hours on machine B to produce a
packet of bolts. He earns a profit ₹17.50 per packet on nuts
and ₹7 per packet on bolts. How many packets of each should
be produced each day so as to maximize his profit if he
operates each machine for at the most 12 hours a day? Also
find the maximum profit.

Solution
M(0,12)

𝑥 + 3𝑦 = 12 3𝑥 + 𝑦 = 12

P(0,4) R(3,3)

O N(4,0) Q(12,0)
KEY TAKEAWAYS

Linear inequations in one variable

Linear inequations in two variable

Algorithm of corner point method

Type of L.P.P.
Algorithm of Corner Point Method

Identify Vertices Evaluation in


Bounded region

Objective function

Evaluation in Maximum Value


unbounded
region

Minimum value

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