1

Chapter 7: Linear Programming. 7.2: LINEAR PROGRAMMING

Abstarct: We will learn to state the nature of

a linear programming problem along with the introduction of terminology associated with it, and then developing a method for its solution geometrically. Many business and economic problems are concerned with optimizing (maximizing or minimizing) a function subject to a system of equalities or inequalities. The function to be optimized is called the objective function. Prot functions and cost functions are examples of objective functions. The system of equalities and inequalities to which the objective function is subjected reects the constraints (for example, limitations on resources such

as materials and labor) imposed on the solution(s) to the problem. Problems of this nature are called mathematical programming problems. In particular, problems in which both the objective function and the constraints are expressed as linear equations or inequalities are called linear programming problems.

A linear programming problem consists of a linear objective function to maximized or minimized subject to certain constraints in the form of linear equalities or inequalities. Existence of a Solution. Consider a linear programming problem with the set R of feasible points and objective function z = Ax + BY: 1: If R is bounded, then z has a maximum and a minimum value on R: 2: If R is unbounded and A 0; B 0; and the constraints include x 0 and y 0; then z has a minimum value on R but not a maximum.

3. If R is the empty set, then the linear programming problem has no solution and z has neither a maximum nor a minimum value.
Fundamental Theorem of Linear Programming

If a linear programming problem has a solution, it is located at a corner point of the set of feasible points. If a linear programming problem has multiple solutions, at least one of them is located at a corner point of the set of feasible points. In either case the corresponding value of the objective function is unique.

Steps for Solving a Linear Programming Problem (SM175) If a linear programming problem has a solution, follow these steps to nd it: STEP 1 Write an expression for the quantity that is to be maximized or minimized (the objective function). STEP 2 Determine all the constraints and graph the set of feasible points. STEP 3 List the corner points of the set of feasible points. STEP 4 Determine the value of the objective function at each corner point. STEP 5 Select the minimum or minimum value of the objective function. Empty Feasible Region. Whenever the feasible region of a linear programming problem is empty, no optimum solution exists.

Example. 176SM. Maximize and minimize the objective function

z = x + 5y

subject to the constraints

8 > x + 4y > > > > > x < > > > > > > :

x +

y x y

12 8 2 0 0

(1) (2) (3) (4) (5)

Solution. The objective function is z = x + 5y and the constraints consist of a system of ve linear inequalities.

We proceed to graph the system of ve linear inequalities.

The shaded portion of Figure 1 illustrates the graph, the set of feasible points. Since this set is bounded, we know a solution to the linear programming problem exists. Notice in Figure 1 that we have labeled each line from the system linear inequalities. We have also labeled the corner points. The set of feasible points is bounded. So we know a solution exists. GRAPH: y = 0:25x + 3; y =
x + 2 ; x = 8:

Now we locate the corner points of the set of feasible points at the points of intersection of lines.

Equation of pair of Lines

x + 4y = 12; x = 0 x + 4y = 12; x = 8 x = 8; y = 0 x + y = 2; y = 0 x + y = 2; x = 0

Points of Inter sec tion (0; 3) (8; 1) (8; 0) (2; 0) (0; 2)

To nd the maximum and minimum value of z = x + 5y; we set up a table: Corner Point (x; y ) (0; 3) (8; 1) (8; 0) (2; 0) (0; 2) Value of Objective Function z = x + 5y z = 0 + 5 (3) = 15 z = 8 + 5 (1) = 13 z = 8 + 5 (0) = 8 z = 2 + 5 (0) = 2 z = 0 + 5 (2) = 10

The maximum value of z is 15;

and it occurs at the point (0; 3) : The minimum value of z is 2; and it occurs at the point (2; 0) :

Example. 288BZ37. Nutrition plants. A fruit grower can use two types of fertilizer in his orange grove, brand A and brand B:

The amounts (in pounds) of nitrogen, phosphoric acid, and chlorine in a bag of each brand are given in the table. Test indicate that the grove needs at least 1000 pounds of phosphoric acid and at most 400 pounds of chlorine. POUNDS B rand A 8 4 2
P ER BAG B rand B 3

NITROGEN P HOSP HORIC ACID CHLORINE

4 1

(A) If the grower wants to maximize the amount of nitrogen added to the grove, how many bags of each mix should be used?

How much nitrogen will be added? (B ) If the grower wants to minimize the amount of nitrogen added to the grove, how many bags of each mix should be used? How much nitrogen will be added?

Solution. Let x = the number of bags of brand A

and y = the number of bags of brand B: (A) The mathematical model for the problem is : Maximize N = 8x + 3y
8 > 4x + 4y > > < 2x + y subject to: > x > > :

1000 400 0 0

Pair of Lines
x = 0; 4x + 4y = 1000 4x + 4y = 1000; 2x + y = 400 2x + y = 400; x=0 y=
y 400

P nts: Inter: Corner P nt:

N = 8x + 3y N = 8 (0) + 3 (250) = 750 N = 8 (150) + 3 (100) = 1500 N = 8 (0) + 3 (400) = 1200

(0; 250) (150; 100) (0; 400) 2x + 400:

x + 250; y =

300

200

100

0 0 50 100 150 200 250 x

The feasible region S is the solution set of the system of inequalities, and indicate it by the shading in the graph. Thus, the maximum occurs when x = 150 and y = 100:

That is, the grower should use 150 bags of brand A and 100 bags of brand B: The maximum number of pounds of nitrogen is 1500: (B ) The mathematical model for this problem is: Minimize N = 8x + 3y
8 > 4x + 4y > > < 2x + y Subject to:subject to: > x > > :

1000 400 0 0

The feasible region S and the corner points are the same as in part (A) : Thus, the minimum occurs when x = 0 and y = 250: That is, the grower should use 0 bags of brand A and 250 bags of brand B: The minimum number of pounds of nitrogen is 750:

Example. TB16Lk. A producer grower is purchasing fertilizer containing three nutrients: A; B; and C:

The minimum weekly requirements are 80 units of A; 120 of B; and 240 of C: There are two popular blends of fertilizer on the market. Blend I; costing $4 a bag, contains 2 units of A; 6 of B; and 4 of C: Blend II; costing $5 a bag, contains 2 units of A; 2 of B; and 12 of C: How many bags of each blend should the grower buy each week to minimize the cost of meeting the nutrient requirements? Answer: Hint: Minimize Z = 4x + 5y

x y Constraints: 2x + 2y > > > 6x + 2y > > > : 4x + 12y y= x + 40; y =

8 > > > > > > <

0 0 80 120 240 1 x + 20: 3

3x + 60; y =

y 100

75

50

25

0 0 25 50 75 100 x

C is minimized at the corner point (30; 10) where C = 170: Thus each week the grower should buy 30 bags of blend I and 10 bags of blend II.

Example. TB18Lk. Restate the question by omitting the last one 0 digit from each number used in the question.

Answer: Hint:Hint: Minimize C = 2500x + 2000y

x y Constraints: 200x + 100y > > > 300x + 200y > > > : 100x + 100y
y 10

8 > > > > > > <

0 0 800 1400 500

0 0 2.5 5 7.5 x 10

-5

-10

C is minimized at the corner point (4; 1) where C = 12000: Thus, operate Renery I for 4 days and Renery II for 1 day for a minimum cost of $12000:

Example. TB14. A manufacturer produces two types of barbecue grills.:

Old Smokey and Blaze Away: During production, the grills require the use of two machines, A and B:The number of hours needed on both machines are indicated in the following table: Machine A 2 hours 4 hours Machine B 4 hours 2 hours Price/grill $4 $6

Old Smokey Blaze Away

If each machine can be used 24 hours a day, and the prots on Old Smokey and Blaze Away models are $4 and $6; respectively, how many of each type of grill should be made per day to obtain maximum prot? What is the maximum prot?

Solution. Solution. Let x = the number of units of Old Smokey

and y = the number of units of Blaze Away that are made per day, respectively. Then we are to maximize P = 4x + 6y; where
x y Constraints: > 2x + 4 y > > : 4x + 2 y
y 10

8 > > > <

0 0 24 24

7.5

2.5

0 -2.5 0 2.5 5 7.5 10 12.5 x -2.5 15

The point of intersection of the lines 2x + 4y = 24 and 4x + 2y = 24 is (4; 4) : The corner points are (0; 0) ; (0; 6) ; (4; 4) ; and (6; 0) : The values of P = 4x + 6y at these points: Point Value (0; 0) 0 (0; 6) 36 (4; 4) 40 (6; 0) 24

Evaluating P at each corner point, we nd that P is maximized at corner point (4; 4) where its value is 40: Thus 4 units of each type of barbecue grills from Old Smokey and Blaze Away should be made each day in order to give a maximum prot of $40: =End of 7.2 Linear Programming Class Lecture Notes=

Example. TB16. Fertilizer Nutrients. A produce grower is purchasing fertilizer containing three nutrients: A, B, and C.

The minimum weekly requirements are 80 units of A; 120 units of B; and 240 units of C: There are two popular blends of fertilizer on the market. Blend I; costing $ 4 a bag, contains 2 units of A; 6 of B; and 4 of C: Blend II; costing $ 5 a bag, contains 2 units of A; 2 of B; and 12 of C: How many bags of each blend should the grower buy each week to minimize the cost of meeting the nutrient requirements?

Solution.

Blend I Blend II M in:

A 2 2 80

B 6 2 120

C 4 12 240

Pr ice $4 $5

M inimize : C = 4x + 5y
8 > 2x + 2 y > > > > > < 6x + 2 y > > > > > > :

4x + 12y x y

80 120 240 0 0

GRAPH: Corner Points (0; 60) (10; 30) (30; 10) (160; 0)
C = 4x + 5y 300 190 170 240

Min. Value

Minimum Value of C = &170 # bags of blend I; = 30 # bags of blend II; = 10: