INTRODUCTORY MATHEMATICAL ANALYSIS

For Business, Economics, and the Life and Social Sciences

Chapter 7
Linear Programming

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Chapter 7: Linear Programming

Chapter Objectives
• To represent geometrically a linear inequality in two
variables.
• To state a linear programming problem and solve it
geometrically.
• To consider situations in which a linear programming
problem exists.
• To introduce the simplex method.
• To solve problems using the simplex method.
• To introduce use of artificial variables.
• To learn alteration of objective function.
• To define the dual of a linear programming problem.
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Chapter 7: Linear Programming

Chapter Outline
7.1) Linear Inequalities in Two Variables
7.2) Linear Programming
7.3) Multiple Optimum Solutions
7.4) The Simplex Method
7.5) Degeneracy, Unbounded Solutions, and
Multiple Solutions
7.6) Artificial Variables
7.7) Minimization
7.8) The Dual

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Chapter 7: Linear Programming

7.1 Linear Inequalities in 2 Variables

• Linear inequality is written as
ax  by  c  0 or
ax  by  c  0 or
ax  by  c  0 or
ax  by  c  0

where a, b, c = constants and

not both a and b are zero.

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Chapter 7: Linear Programming
7.1 Linear Inequalities in 2 Variables

• A solid line is included in the solution and a

dashed line is not.

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Chapter 7: Linear Programming
7.1 Linear Inequalities in 2 Variables

Example 1 – Solving a Linear Inequality

Find the region defined by the inequality y ≤ 5.

Solution:
The region consists of the line y = 5
and with the half-plane below it.
Example 3 – Solving a System of Linear Inequalities
Solve the system y  2 x  10
y  x  2
Solution:
The solution is the unshaded region.
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Chapter 7: Linear Programming

7.2 Linear Programming

• A linear function in x and y has the form
P  ax  by

• The function to be maximized or minimized is

called the objective function.

Example 1 – Solving a Linear Programming Problem

Maximize the objective function P = 3x + y subject
to the constraints 2 x  y  8
2 x  3 y  12
x0
y 0
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Chapter 7: Linear Programming
7.2 Linear Programming
Example 1 – Solving a Linear Programming Problem

Solution:
The feasible region is nonempty and bounded.
Evaluating Z at these points, we obtain

Z A   30   0  0
Z B   34   0  12
Z C   33   2  11
Z D   30   4  4

The maximum value of Z occurs when x = 4

and y = 0.

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Chapter 7: Linear Programming
7.2 Linear Programming

Example 3 – Unbounded Feasible Region

The information for a produce is summarized as
follows:

If the grower wishes to minimize cost while still

maintaining the nutrients required, how many bags of
each brand should be bought?

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Chapter 7: Linear Programming
7.2 Linear Programming
Example 3 – Unbounded Feasible Region

Solution:
Let x = number of bags of Fast Grow bought
y = number of bags of Easy Grow bought

To minimize the cost function C  8 x  6 y

Subject to the constraints
3 x  2y  160
5 x  2y  200
x  2y  80
x0
y 0
There is no maximum value
since the feasible region is unbounded .
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Chapter 7: Linear Programming

7.3 Multiple Optimum Solutions

• There may be multiple optimum solutions for an
objective function.
Example 1 – Multiple Optimum Solutions
Maximize Z = 2x + 4y subject x  4 y  8
to the constraints x  2y  16
Solution: x, y  0
The region is nonempty and bounded.
Z A   20   42  8
Z B   28   44   32 (max)
Z C   20   48   32 (max)

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Chapter 7: Linear Programming

7.4 The Simplex Method

Standard Linear Programming Problem
• Maximize the linear function Z  c1x1  c2 x2    cn xn
subject to the constraints
a11 x1  a12 x 2    a1n x n  b1 
a11 x1  a12 x 2    a1n x n  b1 
a11 x1  a12 x 2    a1n x n  b1 

. 
. 

am1x1  am 2 x 2    amn x n  bm 
where x and b are non-negative.

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Chapter 7: Linear Programming
7.4 The Simplex Method

Example 1 – The Simplex Method

x1  x 2  20
Maximize Z  5 x1  4 x 2 subject to  and
x1, x2 ≥ 0.  2 x1  x 2  35
 3 x  x  12
 1 2

Solution:
B x1 x2 s1 s2 s3 Z R B x1 x2 s1 s2 s3 Z R
s1  1 1 1 0 0 0 20 x2 0 1 2 1 0 0 5
   
s2  2 1 0 1 0 0 35  x1 1 0 1 1 0 0 15 
s3   3 1 0 0 0 0 12  s3 0 0 5 4 1 0 52
   
Z  5  4 0 0 0 1 0  Z 0 0 3 1 0 1 95

The maximum value of Z is 95.

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Chapter 7: Linear Programming

7.5 Degeneracy, Unbounded and Multiple Solutions

Degeneracy
• A basic feasible solution (BFS) is degenerate if one
of the basic variables is 0.
Unbounded Solutions
• An unbounded solution occurs when the objective
function has no maximum value.
Multiple Optimum Solutions
• Multiple (optimum) solutions occur when there are
different BFS.

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Chapter 7: Linear Programming
7.5 Degeneracy, Unbounded and Multiple Solutions

Example 1 – Unbounded Solution

 5 x1  6 x 2  2 x3  30

Maximize Z  x1  4 x 2  x3 subject to   x1  3 x 2  6 x3  12
 x1, x 2 , x3  0


Solution:
B x1 x2 s1 s2 s3 Z R B x1 x2 s1 s2 s3 Z R
s1 - 5 6 - 2 1 0 0 30  s1 - 3 0 - 14 1 - 2 0 6 
   1 
s2  - 1 3 6 0 1 0 12  x2 -
 3 1 2 0 1
3 0 4 
Z  - 1 - 4 - 1 0 0 1 0  Z - 73 0 9 0 43 1 16 
 

Since the 1st two rows of the x1-column are negative,

no quotients exist.
Hence, it has an unbounded solution.
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Chapter 7: Linear Programming

7.6 Artificial Variables

• Use artificial variables to handle maximization
problems that are not of standard form.
Example 1 – Artificial Variables 
 x1  x 2  12
Maximize Z  2 x1  x2 subject to 
 x1  2 x 2  20
Solution:   x1  x 2  2

 x1, x 2  0
Add an artificial variable t,
x1  x 2  s1  12
x1  2 x 2  s2  20
 x1  x 2  s3  t  2
Consider an artificial objective equation,
 2 x1  x 2  Mt  W  0

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Chapter 7: Linear Programming
7.6 Artificial Variables
Example 1 – Artificial Variables

Construct a Simplex Table,

B x` x2 s1 s2 s3 t W R B x` x2 s1 s2 s3 Z R
s1  1 1 1 0 0 12 
0 0 s1 1 0 1
2 0 1
2 0 5
s2  1 2 0 1 0 20 
0 0  0  32 0 1 
s 2 0 1 1
2
t  1 1 0 0 1 1 0 2  t 0 1 1
0  12 0 7
  2
W  2  M  1  M 0 0 M 0 1  2M   
W 0 0 3
2 0 1
2 1 17 

All indicators are nonnegative.

The maximum value of Z is 17.

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Chapter 7: Linear Programming
7.6 Artificial Variables

Example 3 – An Empty Feasible Region

Use the simplex method to maximize Z  2 x1 3x2
subject to  x  x  2 1 2

 x1  x2  1
 x ,x 0
 1 2
Solution:
Construct a Simplex Table,
B x1 x2 s1 s2 t1 W R B x1 x2 s1 s2 t1 W R
t1   1 1 1 0 1 0 2  t1   2 0 1 1 1 0 1 
s2  1 1 0 1 0 0 1  s2  1 1 0 1 0 0 1 
W  2  M  1  M M 0 0 1  2M  W  1  2M 0 M 1  M 0 1 1  M 

The feasible region is empty, hence, no solution

exists.
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Chapter 7: Linear Programming

7.7 Minimization
• To minimize a function is to maximize the negative
of the function.
Example 1 – Minimization  2 x1  x 2  1

Minimize Z  x1  2x2 subject to   x1  x 2  2
 x ,x  0
Solution:  1 2

Construct a Simplex Table,

B x1 x2 s1 s2 t1 t 2 W R B x1 x2 s1 s2 t1 t2 W R
t1   2 1 1 0 1 0 0 1  t1  1 1 0  1 0 1 0 2
t 2  1 1 0 1 0 1 0 2  t2  1 0 1  1  1 1 0 1 
 
W 1  3M 2  2M M M 0 0 1  3M  W  3 0 0 2 M  2  M 1  4

The minimum value of Z is −(−4) = 4.

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Chapter 7: Linear Programming

7.8 The Dual

Example 1 – Finding the Dual of a Maximization Problem
Find the dual of the following:
 x1  2 x 2  10
Maximize Z  3 x1  4 x2  2 x3 subject to 
2 x1  2 x 2  x3  10
where x1, x2 , x3  0

Solution:
The dual is minimize W  10 y 1  10 y 2 subject to
 3 x1  x 2  2

  x1  x 2  1 where y 1, y 2  0
4 x  x  3
 1 2

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Chapter 7: Linear Programming
7.8 The Dual

Example 3 – Applying the Simplex Method to the Dual

Use the dual and the simplex method to maximize

3x  x  x  4
Z  4 x1  x 2  x3 subject to  1 2 3 where x1, x 2 , x3  0
x x x 2
 1 2 3

Solution:  3y1  y 2  4
y  y  1
The dual is minimize W  4 y1  2 y 2 subject to  1 2
 y 1  y 2  1
B y 1 y 2 s1 s2 s3  W R
y2 0 1  41 0  34 0 1
4 
 
s2 0 0  21 1  21 0 5
2 
The final Simplex Table is y1 1

0  41 0 41 0 5
4


W 0 0 32 0 21 1 11
2 

The minimum value of W is 11/2 .

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