Linear Programming

Traditionally we apply our knowledge of Linear Programming to help us solve 7

Lesson

real world problems (which is referred to as modelling). Linear Programming

is often linked to the field of economics since we usually wish to maximise or
minimise a numerical function\equation subject to certain conditions, known as
constraints. Basically we wish to determine the best way to do something. For
example, we can obtain the best profit based on given conditions.
Now this may all sound a bit confusing, but it isn’t really, and we will return to
this section again in Grade 12. This is, however, a section where your ability to
read and extract information will be critical. Lots of new terminology will be
added to your mathematics vocabulary so ensure that you learn these new
words so that you always understand what is being asked.
The first thing that we need to do is ensure that we are familiar with some of the
work already covered in grade 9 and 10. Since this section relies heavily on our
ability to draw and interpret straight line graphs, we will start by revising this
particular topic.
We must also be able to solve linear equations (find the points of intersection
of two graphs) as well as linear inequalities. So let’s begin our revision.

Straight line graphs

(Revision of Grade 10)
Although you are probably familiar with the straight line graph being written in
the form y = mx + c, it can, and more than likely will, be written in the form
ax + by = c.
So, how do we draw a graph of the form ax + by = c?
Probably the easiest way is by using the dual intercept method. This basically
means that we must find the x- and y-intercepts and then draw the straight line
through these points.

Finding the Intercepts:

e.g. Sketch the graph of 2x – 3y = 6
x-intercept: Substitute y = 0 (and solve for x) ∴x = 3
point (3 ; 0)
y-intercept: Substitute x = 0 (and solve for y) ∴y = –2
point (0 ; −2)
Now, we plot these points, draw a straight line through them, and we have our
sketch.

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2009
 y
4

2 2x - 3y = 6
1
x
−6 −5 −4 −3 −2 −1 1 2 3 4 5 6
−1

−2

−3

−4

Graphs of the form: y = c

e.g. Sketch y = −2
y
4
3
2
1
x
This is the horizontal
−6 −5 −4 −3 −2 −1 1 2 3 4 5 6 line which has all
−1 coordinates of the
y = −2
−2 form (x ; −2).
−3 This line will always
−4 cut the y-axis at −2.

Graphs of the form: x = c

e.g. Sketch x + 3 = 4 Equations will not always be written in the simplest
form.
simplifying x = 4 − 3
x=1
y
4

3
x=1

1
x This is the vertical
−6 −5 −4 −3 −2 −1 1 2 3 4 5 6 line which has all
−1 coordinates of the
−2 form (1; y).
−3 This line will always
−4 cut the x-axis at 1.

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Graphs of the form y = mx
e.g. Sketch y = 3x
y
8 Notice that this graph is
7 of the form: y = mx + c,
6 but c = 0, \ this graph
5 always passes through
4 the origin. So, we cannot
3 draw the graph using the
2 dual intercept method since
1 there is only 1 intercept.
x To draw this graph all we
–8 –7 –6 –5 –4 –3 –2 –1 0 1 2 3 4 5 6 7 8
–1 need to do is find 1 other
–2 Sub x = 1
Sub x = –1 point, since we already have
·
–3 \y=3
\ y = –3 the point (0; 0).
–4
–5 To find another point we
–6 must choose a suitable
–7 x-value, and then find the
–8 corresponding y-value.

Activity 1 Activity
Sketch each of the graphs on the same set of axes, which has been provided for
you.
y
8
7
6
5
4
3
2
1
x
−8 −7 −6 −5 −4 −3 −2 −1 1 2 3 4 5 6 7 8
−1
−2
−3
−4
−5
−6
−7
−8

Where appropriate, determine the intercepts first (i.e. draw the graphs using the
dual-intercept method).
Label each graph carefully.
1. y + 4x = 8
2. 2x – 3y = 12
3. x=4
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 4. y = _​ 12​x
5. y=2
One of the important skills required in this section is to find the points of
intersection of two graphs. So, for example, let’s find the points of intersection
of the graphs y = 2x + 4 and 2y – 6x = 6.

Graphically
One way to find the intersection of two graphs is to draw them and see where
they cut each other. (Just remember that parallel lines have the same gradient
so it is quite possible that they never intersect, or they always intersect/overlap.)
Drawing the graphs, using the dual intercept method:
From y = 2x + 4 y-intercept: (0 ; 4) x-intercept (−2 ; 0)
From 2y – 6x = 6 y-intercept: (0 ; 3) x-intercept (−1 ; 0)
y

8
7
6
5 Point of
4 intersection

3
2
1
x
−8 −7 −6 −5 −4 −3 −2 −1 1 2 3 4 5 6 7 8
−1
−2
−3
−4
4 +

−5
x=6
2x
y=

−6
6
2y –

−7
−8

From the graphs it is quite clear that the point of intersection occurs at the point
(1 ; 6). However it is not always possible, or always accurate, to determine the
solution graphically. This is why we find the point of intersection algebraically.

Algebraically
Remember that finding the intersection of two graphs means that we must
solve simultaneously. This was taught to you in Grade 10, but let’s do a very
quick recap.
y = 2x + 4 … (1)
y – 3x = 3 … (2)

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Step 1: Choose the easier of the two equations, in order to isolate one of the
variables.
From (1) y = 2x + 4
Step 2: Substitute, in place of this variable, into the other equation (y – 3x = 3).
Sub into (2) (2x + 4) – 3x = 3
Step 3: Solve this equation for the single unknown.
2x + 4 – 3x = 3
– x = –1
\x=1
Step 4: Determine the value of the other unknown (i.e. substitute into either of
the equations).
Sub x = 1 into (1) y = 2(1) + 4
y=6
So the point of intersection is (1 ; 6), which is consistent with the graphical
solution.

Activity 2 Activity
Determine the points of intersection for each of the given straight line graphs.
i) Determine first, the point of intersection algebraically.
ii) Then draw the graphs and verify the point of intersection graphically. Use
the set of axes provided.
y
8
7
6
5
4
3
2
1
x
−8 −7 −6 −5 −4 −3 −2 −1 1 2 3 4 5 6 7 8
−1
−2
−3
−4
−5
−6
−7
−8

1. 2x – y = 8 ; x + y = 4
2. x = 3; 4y – 2x = 10

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 Linear inequalities
In Grade 10 you solved linear inequalities, which are very similar to linear
equations.
Just like we would solve a linear equation, we
e.g. Solve 2y – 1 < y + 6
take all the variables to the ‘same side’, the
2y – y < 6 + 1 numbers to the ‘other side’, and then solve
y<7 from there.

Now we ask ourselves, “What does this solution represent, and how does it
differ from an equation?”
Well, first of all, let’s compare it to the ‘same’ equation (2y – 1 = y + 6) which
gives the solution y = 7. This linear equation has one solution only.
However this inequality has infinitely many solutions that satisfy the condition
y < 7. An inequality has a set of values that form the solution set.

Graphing linear inequalities

What would the graph of 2x – 3y ≥ 6 look like?
We change an equation into an inequality when we change the = sign to either
> or <. Clearly this has an effect on how we draw the inequality. We are dealing
with values that are either ‘bigger than’ or ‘smaller than’ a particular value.
.
You may have noticed that we encountered this ‘equation’(2x – 3y = 6) earlier
in the section. But how is this graph changed when we change the equation to
read 2x – 3y ≥ 6?
y
4
3
2
1
x
−6 −5 −4 −3 −2 −1 1 2 3 4 5 6
−1
−2
−3
−4

One of two scenarios occur. Since we know that an inequality results in a set of
values that satisfy a condition, our full solution lies either ‘above’ or ‘below’ the
equation line. And the way that we represent this is by shading above or below.
Both options are illustrated, although only one of the figures represents the
correct solution set. Can you determine which figure is correct?

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 y y
4 4
3 3
2 2
1 1
x x
−5 −4 −3 −2 −1 1 2 3 4 5 6 −5 −4 −3 −2 −1 1 2 3 4 5 6
−1 −1
−2 −2
−3 −3
−4 −4
Figure 1 Figure 2
One way to determine which side to shade is to choose a ‘test’ point. Pick any
point on the Cartesian plane. Lets choose the point (3 ; −2). (You may choose
any point that is clearly above or below the line.)
y
4
3
2
1
x
−6 −5 −4 −3 −2 −1 1 2 3 4 5 6
−1
−2 • (3 ; –2)
−3
−4

Now substitute this point (3 ; −2) into the inequality 2x – 3y ≥ 6.

2(3) – 3(–2) ≥ 6
6+6≥6
12 ≥ 6 …which is of course true.
So this means we must shade below since this is where the ‘TRUE’ solution is. So
Figure two is correct.
But what would have happened if we had chosen the point, say, (−2 ; 1) initially?
y
4
3
2
(−2; 1) •• 1
x
−6 −5 −4 −3 −2 −1 1 2 3 4 5 6
−1
−2
−3
−4

Again, we would substitute this point into the original inequality 2x – 3y ≥ 6 to

get:
2(–2) – 3(1) ≥ 6
–4 – 3 ≥ 6
–7 ≥ 6 …which is of false, meaning that we must shade on the
other side of the line, i.e. we must shade below.
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 We always shade where the inequality is TRUE.

Lets recap how we sketch a linear inequality:

1) Start by drawing the standard linear equation (i.e. replace > or < by =).
2) Pick a ‘test’ point and substitute these values in place of x and y in the
original inequality. If the test point is ‘true’ then shade on the test point
side of the line, otherwise shade on the other side.

When is the sketch of a linear inequality a solid line and when is it a dotted
line? (Irrespective of the shading.)
If our inequality is > or < then the line is dotted.
If our inequality is ≥ or ≤ then the line is solid.

Activity Activity 3
Sketch each of the following inequalities. Use a separate set of axes for each
graph.
1. x + y ≤ 4 2. 4y – 2x ≥ 10
3. 4x – 2y ≥ 12 4. x≥6
Use the set of axes provided.
y y
8 8
7 7
6 6
5 5
4 4
3 3
2 2
1 1
x x
−8 −7 −6 −5 −4 −3 −2 −1 1 2 3 4 5 6 7 8 −8 −7 −6 −5 −4 −3 −2 −1 1 2 3 4 5 6 7 8
−1 −1
−2 −2
−3 −3
−4 −4
−5 −5
−6 −6
−7 −7
−8 −8

y y
8 8
7 7
6 6
5 5
4 4
3 3
2 2
1 1
x x
−8 −7 −6 −5 −4 −3 −2 −1 1 2 3 4 5 6 7 8 −8 −7 −6 −5 −4 −3 −2 −1 1 2 3 4 5 6 7 8
−1 −1
−2 −2
−3 −3
−4 −4
−5 −5
−6 −6
−7 −7
−8 −8

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In due course you will learn to shade by inspection.
If you rearrange the inequality to make y the subject of the formula, i.e. y < … or
y > … then it is relatively easy to see if you must shade above or below the line.
if y < … SHADE BELOW
if y > … SHADE ABOVE
So, for our earlier example, 2x – 3y ≥ 6, where we used a test point to conclude
that our shading was below the equation line , we could have simply done the
following:
2x – 3y ≥ 6 Rearrange the equation, making y the ‘subject’ of
2x – 6 ≥ 3y the formula.
3y
​ 2x​– _​ 6​≥ _
_
3 3
​  ​
3
​ 2x
_
3
​– 2 ≥ y
\y≤_ ​ 2x​– 2
3
Which means we shade below.

The feasible region

We are now in a position where we can start exploring the basics of linear
programming. This is where we will encounter constraints, which will enable us
to create the feasible region.
In the ‘real world’, like in industry/business, production/manufacture is usually
constrained by certain factors. Like the number of hours in a day, or the amount
of raw materials that we have to manufacture something, or the budget that we
are working to, and so the list goes on. Obviously we want to represent these
constraints (practical restrictions) in the form of mathematical inequalities, so
that we can represent these conditions graphically.
When we have all of the constraints, and we have created inequalities for each
of them, we can sketch the resultant set of inequalities on the same set of axes.
Remember that because we are sketching inequalities we end up with shading
above or below the graph. When all of these graphs have been sketched there
will be lots of shading! However we are only interested in the region where all of
the shading overlaps. Do you know why?
This is the region where all of the conditions have been met, which is called the
feasible region. Let’s illustrate this concept.
On the same set of axes sketch the following inequalities:

}
y   ≤5 Remember to sketch each straight line graph first, using the
​x ≤ 9​ dual intercept method, and only then apply the shading. For y
    
x​ ​ + y ≤ 10​   ​
     < … shade below and for y > … shade above. Similarly, for x <
​x + 3y ≥ 9​
… shade to the left and for x > … shade to the right.

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 10 y

9
x=9 Here the straight
8 x + y = 10 line graphs have
been sketched
7
without any
6 shading yet. (So
y=5 we have not
5 graphed the
‘inequalities’ yet.
4
Let’s now
3 investigate the
2
shading for
x + 3y = 9
each inequality
1 individually, and
x
only then combine
0
0 1 2 3 4 5 6 7 8 9 10 them all together.

All the correct shading has now been applied (see below).
Now try to visualise the region where ALL of the shading will overlap from the
4 sketched inequalities.
This is our feasible region.
y y
10 10
9 9
8 8
7 7
6 6
5 x£9
5
y£5
4 4
3 3
2 2
1 1
0 x 0 x
0 1 2 3 4 5 6 7 8 9 10    0 1 2 3 4 5 6 7 8 9 10
y y
10 10
9 9
8 8
7 7
6 6 x + 3y ³ 9
5 5
4 x + y £ 10 4
3 3
2 2
1 1
0 x 0 x
0 1 2 3 4 5 6 7 8 9 10    0 1 2 3 4 5 6 7 8 9 10

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 y

10

4 This shaded region is the

feasible region.
3

0 x
0 1 2 3 4 5 6 7 8 9 10

Activity 4 Activity
Determine the feasible region, based on the given constraints, for each of the
following:
Represent your solution in the form of a sketch. Use a separate set of axes for
each answer.
1. y ≤ 6 ; 2x + y ≤ 10 ; 2x + 3y ≥ 12
Use the set of axes provided.
y

10

0 x
0 1 2 3 4 5 6 7 8 9 10

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 2. x > 2 ; y ≥ 2 ; 3x + 6y ≥ 30
y

10

0 x
0 1 2 3 4 5 6 7 8 9 10

Lets look at a real world problem and see how we can create the feasible region
to help us optimise our solution.

Example Example
You are the owner of a company called Ipods-4-Us, which manufacture two
different types of Ipods. The first type, called Video Junkie, are more expensive
and have superior graphics to the second type, called Music Box, which are
cheaper and can only be used to play music.
Based on certain production factors at your Most questions, like this one,
factory, a maximum of 140 Video Junkies, will often contain additional,
and a maximum of 210 Music Boxes can be unnecessary information. You
manufactured per week. Collectively no must learn to sift out the useful
more than 260 Ipods of either type can be information which will enable
manufactured per week. you to form your constraint
Let the number of Video Junkie Ipods equations.
produced be x and the number of Music Box Ipods be y.
Since we are going to eventually graph the information on the Cartesian plane,
we always express the number of each type of product in terms of x and y.
1. Determine the constraints for the given information.
2. Represent the constraints on a set of axes. Clearly indicate the feasible
region.
3. It is further given that you make a profit of R220 per Video Junkie and
R150 per Music Box manufactured. Determine how many of each Ipod
should be manufactured in order to maximise your profits.

Solution
Solution
1. x ≤ 140; y ≤ 210; x + y ≤ 260
2. Now we graph the inequalities on the same set of axes, thus enabling us
to determine the feasible region. This is illustrated below.

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 y

270
260
250 x £ 140
240
230
220 A B
210 y £ 210
200
190
180
170
160
150
140
130
120 C
110
100
90
80
70
60 x + y £ 260
50
40
30
20
10 D
x
0 20 40 60 80 100 120 140 160 180 200 220 240 260 280

Note: The questions that usually follow, involving the calculation of the
optimal solution, are based on the feasible region since this region represents
all the possible ‘combinations’ that satisfy all the necessary conditions.
This general equation that we form (in this case, the profit equation) to find the
optimal solution is called the objective function.
3. For this question we must start by forming a profit function.
P = 220x + 150y Objective Function

profit of R220 per profit of R150 per

Video Junkie … 220x Music Box … 150y
Now in order to maximise the profit we must choose the biggest x and y
(maximum number of Video Junkie and Music Box Ipods) values that are within
the feasible region. The biggest values will lie along the boundary of the feasible
region, at the points of intersection of the sketched graphs, which are the points
A, B, C and D. Only one of these points will give us the maximum profit and our
goal is to determine which is the correct point – optimal combination.
Note: If it is not clear what the actual coordinates of the points of intersection
are, we can solve simultaneously. So, for example, point C is the point where the
line x = 140 and x + y = 260 intersect, giving the coordinates (140; 120).
It should be clear that only the point B(50; 210) or C(140; 120) can yield the
optimal combination, so only these two points need to be considered. By
substituting the respective x and y values into the objective function we can
check to see which point gives the maximum profit.
B: P = 220(50) + 150(210) = 42 500 i.e. 50 Video Junkies and 210 Music Boxes
C: P = 220(140) + 150(120) = 48 800 i.e. 140 Video Junkies and 120 Music Boxes

Since this is the greater profit, this means that this combination is the optimal
combination.

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 Activity Activity 5
For each of the following, write only the set of inequalities that satisfy the given
constraints:
1. You are the owner of a swimming pool company that installs 2 types of
fibreglass pools. The first is called the Basic and the second, a much
fancier and more expensive swimming pool is called the Exclusive.
Suppose that your firm produces x units of the Basic and y units of the
Exclusive per month. It takes 1​ _12​days to install each Basic and 2 days to
install each Exclusive.
Your staff are at work for 24 days per month
You cannot house more than 14 pools in your warehouse and your stock
only arrives once a month, which means that you cannot install more
than 14 pools per month
At least 4 Exclusive pools must be installed per month
The number of Exclusive pools that you install must be at least half the
numberof Basic
Two of the constrait inequalities are x ≥ 0 and x ≥ 0 where x,y Î ℕ.
Write down the other 4 inequalities.

2. You manufacture cane chairs which you sell at a local market every
Sunday. You manufacture a single-seater and a 2-seater couch. Suppose
you can produce x units of the single-seater and x units of the 2-seater
couch per week. You work 6 days a week (excluding Sunday, when you
sell the chairs at the market), and up to 16 hours per day. Manufacturing
a chair involves a two stage process; the basic assembly, and then the
painting of the chair. It takes 4 hours to manufacture, and then 3 hours
to paint the single-seater, and 7 hours to manufacture and 4 hours to
varnish the 2-seater couch.
At least two single-seaters must be manufactured for each 2-seater
couch.
A minimum of 10 single-seater couches must be manufactured.
Due to the limited space that you have at the market, you cannot
produce more than 6 2-seater couches.
Two of the constraint inequalities are x ≥ 0 and y ≥ 0 where x,y Î ℕ.
Write down the other 4 inequalities.

Page 108
 Activity 6 Activity
A retailer wishes to buy a maximum of 40 computers. He can buy either type A
for R3 000 each or type B for R6 000 each. R180 000 has been budgeted for the
purchase of the computers. However, at least 10 of each, type A and type B,
must be purchased and at most 30 of type A.
Let x represent the number of type A and y represent the number of type B.
1. Write down the constraint inequalities.
2. Represent the constraints graphically on the set of axes provided and
shade the feasible region.
3. The retailer makes a profit of R600 on each type A computer and R1 000
on each type B computer. If he sells all his stock, write an equation for
the profit function, P.
4. Determine the maximum profit.

That brings us to the end of the Grade 11 modelling section, which really serves
as an introduction to the Grade 12 section on modelling.

Solutions to Activities
Activity 1
1. y + 4x = 8 x-int: 2 y-int: 8
2. 2x – 3y = 12 x-int: 6 y-int: −4
3. x=4 vertical line through x = 4
4. y= _​ 1​x
2
through origin and (2;1) (or any other correct
point)
5. y=2 horizontal line through y = 2
y
8
y + 4x = 8
7
6
5 x=4
y = _x
1
4 2
y=2 3
2
1
x
−8 −7 −6 −5 −4 −3 −2 −1 1 2 3 4 5 6 7 8
−1
−2
−3
−4
−5
−6
−7
2x –3y = 12 −8

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 Activity 2
1. 2x – y = 8 …(1) ; x + y = 4… (2)
y
Solving simultaneously:
8
7 2x - y = 8 From (2):
6
5 y = 4 – x Sub into equation (1)
4
3 2x – (4 – x) = 8
2
1 2x – 4 + x = 8
x
−8−7−6−5−4−3−2−1
−1 1 2 3 4 5 6 7 8 3x = 12
−2
−3 x=4
−4 x+y=4
−5 Substitute x = 4 back into y = 4 – x
−6
−7 y = 4 – (4)
−8
 y=0
This point of intersection, (4; 0), is also
illustrated graphically alongside.
2. x = 3 … (1); 4y – 2x = 10 … (2)
8
y Solving simultaneously:
7
6
Substitute (1) into equation (2):
5
4 4y – 2(3) = 10
3
4y – 6 = 10
4y − 2x = 10 2
1
x 4y = 16
−8 −7 −6 −5 −4 −3 −2 −1 1 2 3 4 5 6 7 8
−1
y=4
−2
−3
And x = 3.
−4
x=3
This point of intersection, (3 ; 4), is also
−5
−6
−7 illustrated graphically alongside.
−8

Activity 3
1. x+y<4 2. 4y – 2x > 10
y y
8 8
7 7
6 6
5 5
4 4
3 3
2 2
1 1
x x
−8−7−6−5−4−3−2−1 −8−7−6−5−4−3−2−1
−1 1 2 3 4 5 6 7 8
−1 1 2 3 4 5 6 7 8 −2
−2 −3
−3 −4
−4 −5
−5 −6
−6 −7
−7 −8
−8

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3. 4x – 2y ≥ 12 4. x≥6
y y
8 8
7 7
6 6
5 5
4 4
3 3
2 2
1 1
x x
−8−7−6−5−4−3−2−1 −8−7−6−5−4−3−2−1
−1 1 2 3 4 5 6 7 8
−1 1 2 3 4 5 6 7 8
−2 −2
−3 −3
−4 −4
−5 −5
−6 −6
−7 −7
−8 −8
Activity 4
1. y ≤ 6; 2x + y ≤ 10; 2x + 3y ≥ 12
y
10
9
2x + y ≤ 10
8
7
6
5 y≤6

4
3
2
1 2x + 3 y ≥ 12

0 x
0 1 2 3 4 5 6 7

2. x ≥ 2; y ≥ 2; 3x + 6y ≥ 30
y
10
x≥2
9 It is quite possible to have a
feasible region which is
8 bounded for only part of the
7 region.

6
5
4
3
y≥2
2
1 3x + 6y ≥ 10
0 x
0 1 2 3 4 5 6 7 8 9 10

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1 | Algebra
 Activity 5
1.1 1​ _12​x + 2y £ 24 or _​ 32​x + 2y £ 24 (days)
1.2 x + y £ 14
1.3 4 £ y

Exclusive y 1
_ Always try to work with ratios here.
​ x ​ ≥ _
​  ​
Basic 2 “The number of Exclusive must be
at least at least _​ 12​the number of Basic”
1.4 \ 2y ≥ x
2. Number of hours available = 6 x 16 = 96 hours per week.
Total: 7hrs per single-seater
11hrs per 2-seater couch.
2.1 \ 7x + 11y £ 96
2.2
Single-seater
​ xy ​≥ 2
_ \ x ≥ 2y or 2y £ x
2-seater
at least
2.3 10 £ x
2.4 y£6

Activity 6
1. x + y £ 40; 10 £ x £ 30; 10 Ð y;
3 000x + 6 000y £ 180 000 simplifies to x + 2y £ 60
2.

x
8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23 24 25 26 27 28 29 30 31

3. Profit (P) = 600x + 1 000y

4. Maximising the profit:
Using a table of values

Feasible Objective Function Optimal Solution

Points P = 600x + 1 000y (PROFIT)
A(10 ; 25) P = 600(10) + 1 000(25) R31 000
B(10 ; 10) P = 600(10) + 1 000(10) R16 000
C(30 ; 10) P = 600(30) + 1 000(10) R28 000
D(20 ; 20) P = 600(20) + 1 000(20) R 32 000

∴the maximum profit occurs when the retailer sells 20 of type A and 20 of type
B computers, yielding a profit of R32 000.

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