DISCRETE MATHS Unit 3 Linear Programming Introduction
DISCRETE MATHS Unit 3 Linear Programming Introduction
Learning objectives
After studying this unit you should
Notes
The methods of linear programming were originally developed between 1945 and 1955 by American
mathematicians to solve problems arising in industry and economic planning. Many such problems
involve constraints on the size of the workforce, the quantities of raw materials available, the number
of machines available and so on. The problems that will be solved usually have two variables in
them and can be solved graphically, but problems occurring in industry have many more variables and
have to be solved by computer. For example, in oil refineries, problems arise with hundreds of
variables and tens of thousands of constraints.
Another application is in determining the best diet for farm animals such as pigs. In order to maximise
the profit a pig farmer needs to ensure that the pigs are fed appropriate food and sufficient quantities of
it to produce lean meat. The pigs require a daily allocation of carbohydrate, protein, amino acids,
minerals and vitamins. Each involves various components. For example, the mineral content includes
calcium, phosphorus, salt, potassium, iron, magnesium, zinc, copper, manganese, iodine, and
selenium. All these dietary constituents should be present, in correct amounts.
Undoubtedly linear programming is one of the most widespread methods used to solve management
and economic problems, and has been applied in a wide variety of situations and contexts.
Key points
• All linear programming problems take the form of finding the optimum value (maximum or
minimum) of a linear objective function subject to a number of linear constraints.
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CMM Subject Support Strand: DISCRETE MATHS Unit 3 Linear Programming: Introduction
Glossary
• Objective function: the function (e.g. cost, profit, time) that needs to be optimised
(maximum or minimum). For example, P = 5 x + 7 y .
• Constraints: the conditions that need to be satisfied when optimising the objective function.
For example, x + 2 y ≤ 10 , x + y ≥ 5 , x ≥ 0 , y ≥ 2 , etc.
• Feasible region: the region that is defined when all the constraints are satisfied.