Linear Programming

• Standard tool for most companies and

businesses
• Uses mathematical model to describe the
problem concern
• Linear- mathematical functions in this model
are required to be linear functions
• Programming - does not refer here to
computer programming; rather, it is essentially
a synonym for planning.
SYSTEMS OF LINEAR EQUATIONS
• System of linear equation deals with graph of
one equation in two variables. However in this
topic it will discuss two linear equations with a
common solution. Such pair of equations is
called system of equation or simultaneous
equations.
• A system of equation may either be
consistent, inconsistent or dependent.
• It is consistent if there is always a unique
solution. Its graph is composed of two
intersecting lines and their point of
intersection is the common solution.
• If there is no solution, then the system is an
inconsistent system of equation and the
graph consists of lines. If, however, there are
an infinite number of solutions, then the
system is a dependent system of linear
equations and the graph consists of parallel
coincident lines.
• The solution set of a system of linear
equations is the value of the unknown that
satisfies each of the equation in the system.
The value of the unknown that satisfies the
equation is called the root of the equations.
• The methods commonly used in finding the
solution of a system of linear equations are
the analytical or algebraic method and the
graphical method.
 GRAPHICAL METHOD OF SOLVING A
SYSTEM OF LINEAR EQUATIONS
• The graphical solution of a system of linear equations in
two variables provides at a glance the nature of the
solution, whether the system has no solution (parallel
lines graph), has a unique solution (intersecting lines
graph), or has an infinite number of solutions (coincident
lines graph). However, the graphical method is limited
since it is not applicable when the system of linear
equations involves more than two variables. In addition,
the accuracy of the solution obtained depends on the
accuracy of the scale used so that care must be taken in
the graphing the equations.
Example 1: Find the solution set of the following system of linear
equations using graphical method. 2x+2y=12 and 4x-2y=0
Solution: Y
2x + 2y = 12
(0,6)
X y 4x - 2y = 0
0 6 (1,2) (2,4) 2x + 2y = 12
6 0
(6,0)

X
4x - 2y = 0
(0,0)
X y
0 0
1 2
• In the graph above the point of intersection of the
two straight lines representing the equations
2x+2y=12 and 4x-2y=0 is 2,4 , which is the solution
set of the system.
• Check by substituting these values in the
equations and see if both equations are satisfied.

Check: 2x + 2y = 12 4x – 2y = 0
2 (2) + 2 (4) = 12 4(2) – 2(4) = 0
12 = 12 0=0
Both equations are satisfied, therefore, x=2
and y=4 is correct.
Example 2: Solve graphically the following system of linear
equations. 4x - 2y = 8 and 2x + 4y = 14
Solution: 2x + 4y = 14
Y
4x - 2y = 8
( 0 , 7/2 )
X y
0 -4 (3,2) 4x - 2y = 8
2 0
(7,0)

X
(0,0)
2x + 4y = 14
X y (2,0)
0 7/2
( 0 , -4 )
7 0
Check: 4x - 2y = 8 2x + 2y = 14
4 (3) - 2 (2) = 8 2(3) + 4(2) =14
8=8 14 = 14

Both equations are satisfied, therefore,

x=3 and y=2 is correct.
Example 3: Solve graphically the following system of linear
equations. X + 2y = 8 and x + 2y = 4
Solution: Y
x + 2y = 8
(0,4)
X y
0 4 x + 2y = 4
8 0
x + 2y = 8 (8,0)
( 0 , 2)
X
(0,0)
x + 2y = 4
X y (4,0)

0 2 The equation x+2y=8 and x+2y=4 when

plotted produced two parallel lines
4 0 which do not intersect, and therefore
has no common solution. This is an
inconsistent system of linear equations.
Example 4: Solve graphically the following system of linear
equations. X + 2y = 4 and 3x + 6y = 12
Solution: Y The resulting graph is composed
x + 2y = 4 of two straight parallel lines that
X y coincide, there is an infinite
number of solutions, and
0 4 therefore, this is a dependent
2 0 system of linear equations.
( 0, 2) x + 2y = 4
3x + 6y = 12
X
(0,0)
3x + 6y = 12
X y (4,0)

0 4
2 0
 ANALYTICAL SOLUTION OF
SYSTEMS OF LINEAR EQUATIONS
The analytical method of solving a system of linear equations
provides a more exact roots. This method commonly employs
elimination by substitution and elimination by addition or
subtraction. Any one of these two can be used whichever is more
convenient. To Illustrate, let us take Example 1 of the graphical
method.
Example 1. Solve analytically
2x + 2y = 12 and 4x – 2y = 0
Solution: To solve for X: use addition
2x + 2y = 12
(+) 4x – 2y = 0
6x = 12
x=2
To solve for Y: use subtraction:
2x + 2y = 12 --- (multiply by 2)
(-) 4x – 2y = 0
4x + 4y = 24
4x – 2y = 0
6y = 24
y=4
Therefore, the solution set is (2,4), that is, x=2 and
y=4.
 SOLVE THE FOLLOWING SYSTEMS OF LINEAR
EQUATIONS GRAPHICALLY. CHECK BY SOLVING
ANALYTICALLY

1. 2x + 2y = 8
4x – 2y = 4

2. 4x – 6y = 10
-12x + 3y = -24

3. 5x + y = 6
x-2y = 21
 Example for Linear Programming
The WYNDOR GLASS CO. produces high-quality glass
products, including windows and glass doors. It has three
plants. Aluminum frames and hardware are made in Plant 1,
wood frames are made in Plant 2, and Plant 3 produces the
glass and assembles the products.
Because of declining earnings, top management has
decided to revamp the company’s product line. Unprofitable
products are being discontinued, releasing production
capacity to launch two new products having large sales
potential:
Product 1: An 8-foot glass door with aluminum framing
Product 2: A 4 6 foot double-hung wood-framed window
 Products Plants
Product 1 1 and 3
Product 2 2 and 3

1. Number of hours of production time available per

week in each plant for these new products. (Most of
the time in these plants already is committed to current
products, so the available capacity for the new products
is quite limited.)
2. Number of hours of production time used in each
plant for each batch produced of each new product.
3. Profit per batch produced of each new product.
x1 - number of batches of product 1 produced per week
x2 - number of batches of product 2 produced per week
Z - total profit per week (in thousands of dollars) from
producing these two products
 Production Time per batch
per production (in hrs) Production
Plant Time
Product 1 Product 2 Available Per
week, Hours

1 1 0 4
2 0 2 12
3 3 2 18
Profit per $3,000 $5,000
Batch 𝑀𝑎𝑥𝑖𝑚𝑖𝑧𝑒 : 𝑍 =3 𝑥 1+ 5 𝑥 2
Subject to restrictions:

And
Standard Form of the Model

+ ….+
 Other Forms
• Minimizing rather than maximizing the
objective function:

+ ….+
• Some functional constraints with a greater-
than-or-equal-to inequality:

+ ….+ for some values of i

 Other Forms

• Some functional constraints in equation form:

+ ….+ for some values of i

• Deleting the nonnegativity constraints for

some decision variables:
xj unrestricted in sign for some values of j
 Terminology for Solutions of the Model

• Solution- Final answer to a problem

• A feasible solution is a solution for which all the
constraints are satisfied.
• An infeasible solution is a solution for which at least
one constraint is violated.
• An optimal solution is a feasible solution with the
most favorable value of the objective function.
• The most favorable value is the largest value if the
objective function is to be maximized, whereas it is the
smallest value if the objective function is to be
minimized
• A corner-point feasible (CPF) solution is a
solution that lies at a corner of the feasible
region
• Relationship between optimal solutions and CPF
solutions: Consider any linear programming
problem with feasible solutions and a bounded
feasible region. The problem must possess CPF
solutions and at least one optimal solution.
Furthermore, the best CPF solution must be an
optimal solution. Thus, if a problem has exactly
one optimal solution, it must be a CPF solution. If
the problem has multiple optimal solutions, at
least two must be CPF solutions.
• A company receives in sales $20 per book and $18
per calculator. The cost per unit to manufacture each
book and calculator are $5 and $4 respectively. The
monthly (30days) cost must not exceed $27,000 per
month. If the manufacturing equipment used by the
company takes 5 minutes to produce a book and 15
minutes to produce a calculator, how many books
and calculators should the company make to
maximize profit? Determine the maximum profit the
company earns in a 30-day period.