Chapter 5.

Linear
Programming
IRISH GLORY D. GARSULAO
Instructor
Chapter 5. Linear Programming
5.1 Linear Inequalities
5.2 Geometry of Linear Programming
5.3 Simplex Method
 Linear programming is a mathematical method for finding optimal
solutions to problems. It is widely used in industry and in government.

The early applications of linear programming were in the military field.

It was first developed and applied in 1947 by George Dantzig, Marshall
Wood, and their associates at the U.S. Department of the Airforce.

The emphasis in application has now moved to the general industrial

area. Linear programming today is concerned with the efficient use or
allocation of limited resources to meet desired objectives.
LINEAR INEQUALITIES
A. Linear Inequalities in One Variable
1. An inequality is a statement that indicates that two algebraic
expressions are not equal in a specific way, one expression being
greater than or less than the other.
A linear inequality in one variable x is any inequality of the
form Ax < B, where A and B are real numbers, with A ≠ 0. We
may also use ≤ , > , 𝑜𝑟 ≥ .

2𝑥 < 4, 3𝑥– 1 > 5, 𝑥 + 2 < −3

Properties of Inequality
• Addition Property of Inequality
Adding the same number to both sides of an inequality does not change the
solution set of the inequality.
• Multiplication Property of Inequality
Multiplying the same positive number to both sides of an inequality does not
change the solution set of the inequality.
Multiplying the same negative number to both sides of an inequality does not
change the solution set of the inequality provided the inequality symbol is reversed.
• Trichotomy Property
For any two real numbers a and b, exactly one of these is true:
𝑎 < 𝑏, 𝑎 = 𝑏, or 𝑎 > 𝑏
N
O
T
E
Example:
1. Simplify the given inequality: 2x – 5 < 9 and graph the solution
set.
2. Write the solution set of #1 in interval notation and set
notation.
3. Sketch the graph and write the solution set in interval and set
notation of the following inequalities.
a. 𝑥 + 6 > 11
b. 2– 5𝑥 ≤ 17
c. 1 < 2𝑥 – 3 ≤ 11
d. −3 ≤ 2𝑥 + 1 ≤ 10
e. 2 < 2– 𝑥 < 10
f. 2 < 1– 3𝑥 ≤ 16
If A, B, and C are real numbers with A and B not both zero, then
Ax + By < C is called a linear inequality in two variables. In
place of <, we can also use ≤, >, or ≥.
2𝑥 + 3𝑦 < 6 , 𝑥 – 4𝑦 ≥ 0 , 10𝑥 + 𝑦 > −3

The solution set to a linear inequality is an infinite set of

ordered pairs. Graphing gives us a way to visualize the
solution set.
Strategy for graphing a linear inequality by
the test point method.
• Graph Ax + By = C.
• Test any point not on the line to see if it
satisfies the inequality.
• If the test point satisfies the inequality,
shade the region (half-plane) containing The solution set to a
the test point. If not, shade the other half- linear inequality is
plane. an infinite set of
ordered pairs.
Graphing gives us a
way to visualize the
solution set.
Example
1. Graph the inequality 2𝑥 + 3𝑦 < 6. (Note: Use broken line for < or >, and solid line
for ≤, or ≥)

2. Test any point not on the line to see if it satisfies

the inequality. Let’s consider Test Point: (0, 0).
3. The test point (0,0) satisfies the given inequality
shade the half-plane containing (0,0).
T
1.Graph the inequality 𝑥 – 4𝑦 ≥ 0
R
2.Graph the solution of the following
Y
system of linear inequalities in two
variables:
T
2𝑥– 3𝑦 > 5 and 𝑥 + 2𝑦 < −1
H
I
S A region that satisfies all the constraints is called the
feasible region of the linear programming problem.
K • Linear programming is a mathematical method for finding optimal
E solutions to problems. It is widely used in industry and in government.
• It is a method which uses the solution set to the inequalities to determine
Y
the maximum or minimum value of another variable.
• These linear inequalities in two variables are called the constraints
C because they restrict the variables to only certain values.
• A graph in the coordinate plane is used to indicate the points that satisfy
O
all of the constraints.
N • The maximum or minimum value of a linear function subject to linear
C constraints occurs at a vertex of the region determined by the constraints.
• A region that satisfies all the constraints is called the feasible region of
E
the linear programming problem and the points in this region are called
P feasible solutions.
T • A point that gives a maximum value to the objective function is called the
optimal solution to the linear programming problem.
S
Steps in finding the maximum or minimum
value of a linear function subject to linear
constraints:
1.Graph the region that satisfies all of the
constraints.
2.Determine the coordinates of each vertex
of the region.
3.Evaluate the function at each vertex of
the region.
4.Identify which vertex gives the maximum
or minimum value of the function.
Example:
Find the maximum and the minimum value of 𝑃(𝑥, 𝑦) = 9𝑥 + 8𝑦 given the
following constraints: 𝑥 + 3𝑦 ≤ 15, 2𝑥 + 𝑦 ≤ 10, 𝑥 ≥ 0, 𝑦 ≥ 0

1. Graph the region that satisfies all of the

constraints.
2. Determine the coordinates of
each vertex of the region.
Vertices: (0, 0), (0, 5), (3, 4), (5, 0)
3. Evaluate the function at each
vertex of the region.
P(x, y) = 9x + 8y
P(0, 0) = 9(0) + 8(0) = 0
P(0, 5) = 9(0) + 8(5) = 40
P(3, 4) = 9(3) + 8(4) = 59
P(5, 0) = 9(5) + 8(0) = 45
4. Identify which vertex gives the
maximum or minimum value of the
function.
P(3, 4) gives the maximum value and
P(0, 0) gives the minimum value.
T A clothes manufacturer has 10 yards of cotton
R material, 10 yards of wool material, and 6 yards of
Y silk material. A pair of slacks requires 1 yard of
cotton, 2 yards of wool, and 1 yard of silk. A skirt
requires 2 yards of cotton, 1 yard of wool, and 1
T yard of silk. The net profit on a pair of slacks is $3
and the net profit on a pair of skirt is $4. How
H many skirts and how many slacks should be made
I to maximize profit?
S
SIMPLEX METHOD
• Simplex method is an algebraic method that can be used for any
number of variables in solving a linear programming problem. This
method was developed by George B. Dantzig of the University of
California, Berkeley, in 1947. The simplex method has the advantage
of being readily programmable for a computer.
• The simplex method involves reformulating constraints in terms of
linear equations and then using elementary row operations in a
manner very similar to that of Gauss-Jordan elimination, to arrive at
the solution.
The Simplex Algorithm
a. Write the augmented matrix of the system of equations. This is called the initial
simplex tableau.
b. Locate the negative element in the last row, other than the last element, that is largest
in magnitude. (If two or more entries share this property, any one of these can be
selected). If all such entries are nonnegative, the tableau is in final form.
c. Divide each positive element in the column defined by this negative entry into the
corresponding element of the last column.
d. Select the divisor that yields the smallest quotient. This element is called a pivot
element. (If two or more elements share this property, any one of these can be
selected as pivot.)
e. Use row operations to create a 1 in the pivot location and zeros elsewhere in the pivot
column.
f. Repeat steps 2 – 5 until such negative elements have been eliminated from the last
row. The final matrix is called the final simplex tableau. It leads to the optimal
solution.
T 1. Determine the maximum value of the function
𝑓 = 3𝑥 + 2𝑦 subject to the following constraints:
R 5𝑥 + 2𝑦 ≤ 900
Y 8𝑥 + 10𝑦 ≤ 2800
𝑥 ≥ 0, 𝑦 ≥ 0
2. Find the maximum value of 𝑓 = 8𝑥 + 2𝑦 subject to the
T constraints:
H 4𝑥 + 𝑦 ≤ 32
I 4𝑥 + 3𝑦 ≤ 48
𝑥 ≤ 0
S 𝑦 ≤ 0