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Mathematics in The Modern World: Linear Programming - Optimization Problems

Linear programming problems involve optimizing (maximizing or minimizing) an objective function subject to constraints. The document describes how to solve a linear programming problem to maximize the objective function 2x + 5y subject to the constraints x + 2y ≤ 16 and 5x + 3y ≤ 45. It involves graphing the feasible region defined by the constraints, finding the corner points, calculating the objective function at each corner point, and determining that the maximum value of 40 occurs when x = 0 and y = 8. A second example solves a minimization problem to find the minimum value of 5x + 7y subject to three constraints.

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45 views

Mathematics in The Modern World: Linear Programming - Optimization Problems

Linear programming problems involve optimizing (maximizing or minimizing) an objective function subject to constraints. The document describes how to solve a linear programming problem to maximize the objective function 2x + 5y subject to the constraints x + 2y ≤ 16 and 5x + 3y ≤ 45. It involves graphing the feasible region defined by the constraints, finding the corner points, calculating the objective function at each corner point, and determining that the maximum value of 40 occurs when x = 0 and y = 8. A second example solves a minimization problem to find the minimum value of 5x + 7y subject to three constraints.

Uploaded by

danaya fabregas
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© © All Rights Reserved
Available Formats
Download as PPTX, PDF, TXT or read online on Scribd
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MATHEMATICS IN THE MODERN WORLD

linear programming – optimization problems

-Antonio V. Ferrer
Linear Programming - Optimization
Linear programming problems involve the optimization (maximization or
minimization) of a certain quantity (objective), which is a function of
certain variables. The variables may be independent of each other or
may be related through one or more constraints.

A typical application is in manufacturing where profit (the objective)


from the sale of the company’s products x and y is sought to be
maximized, subject to certain limitations (the constraints) such as
availability or cost of raw materials needed for production.
The steps involved are best illustrated using an example.
Here, we are to maximize the objective function 2x + 5y, subject to
constraints C1 and C2, and the non-negativity constraints x,y ≥ 0.
Non-negativity constraints are sometimes called implied constraints
as they are just implied since quantities cannot really be negative.

Since the objective here is a function of only two variables, we can


use the graphical method to solve the problem.

For this example, we will be using the Extreme Point or Corner Point
Approach, so-called because the solution would be obtained by
evaluating the objective function using the coordinates of the
extreme or corner points of the feasible region which will be
explained later.
https://www.youtube.com/watch?v=0TD9EQcheZM 2
Graphing the Constraints There are various methods that we can use to graph
the constraints. Since the constraints are linear
inequalities in x and y, we can look for the x and y
intercepts of the graphs of the associated equations
to aid us in graphing.

For x + 2y = 16, the x and y intercepts are 16 and 8


respectively. For 5x + 3y = 45, 9 and 15. The graphs
of the equations are drawn as solid lines and not
broken which would have been the case if the
inequalities were either a “less than” or a “greater
than” inequality.

Since C1 and C2 are both ≤ inequalities, their solution


set consists of the line and all the points below these
lines. On the other hand, the non-negativity
constraints have the effect of limiting the solution of
https://www.youtube.com/watch?v=0TD9EQcheZM the system to the first quadrant. 3
The solution set of the system of inequalities represent all the possible
solutions which satisfy the constraints. This is called the Feasible
Region.
The Feasible Region is a polygon
and we look at the corner points as
one of these corner points gives
the optimal solution to the problem.
We label them 1, 2, 3 and 4,
respectively, as indicated.

Point 1 is at the origin and thus has


The Feasible Region
the coordinates (0,0). We know the
coordinates of points 2 and 4 as
these are the points we used to
graph C1 and C2.

While it may appear that the


coordinates of Point 3 are (6,5), we
cannot say for certain that this is
the case. The reason for this is
that there might have been some
error in drawing the graph. It is therefore necessary to use our algebra
to get the coordinates of Point 3. This is shown in the next slide.
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https://www.youtube.com/watch?v=0TD9EQcheZM

The coordinates of Point 3 may be obtained by using the equations


The Optimal Solution associated with C1 and C2, and solving the resulting system using any
and Maximum Value of the methods for solving systems of equations. For this example, we
use simultaneous solutions to solve for x and y. Indeed, it is (6,5).

With the coordinates of the four corner


points now complete, we compute for the
corresponding values of 2x + 5y.

The highest value of 2x + 5y is 40 and this


occurs at Point 2 with coordinates (0,8).

The optimal solution therefore is x = 0 and


y = 8. And the maximum value of the
objective 2x + 5y is 40.
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Here, we are to minimize the objective function: 5x + 7y, subject to
constraints C1, C2 and C3, as well as to the usual non-negativity
constraints x,y ≥ 0. For this example, we will be using the Objective
Function Line Approach.

Again, we graph the


inequalities and determine
the Feasible Region.

Solving a Minimization
The Feasible Region is
Problem using the
bounded below by the
Objective Function Line graphs of C1, C2 and the x-
Approach axis, and above, by the line y
= 4.
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The corner points of the Feasible Region are labeled A, B
and C, respectively. Unlike in the Corner Point Approach,
however, we do not need to get the coordinates of all the
corner points. Instead, we get the coordinates only of the
corner point that represents the optimal solution.

To do this, we draw the


graph of the objective
function which is of course
The Objective Function Line a line

And then, imagine this line


moving towards the origin.

The last corner point that the line touches before it leaves the
feasible region gives the optimal solution. This is Point B which is
the intersection of the lines associated with C1 and C2.

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Given the equations associated with C1 and C2, we use
the substitution method to solve the resulting system. This
gives us the coordinates of B as (1.38,1.54).

Using the coordinates of B, we get the


lowest value for Z which is 17.7.

The optimal solution therefore is x = 1.38


and y = 1.54. And the maximum value of
the objective Z which is equal to 2x + 5y
is 40.

The Optimal Solution


and Minimum Value
https://www.youtube.com/watch?v=pP0Qag694Go
 
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