Simple Linear
Programming Model
Joel S. Casibang
CONTENTS
LinearInequlities
Geometry of Linear Programming
Simplex Method
A. Linear Inequalities
A Linear Inequality is any of the
following forms:
ax + by > c
ax + by < c
ax + by ≥ c
ax + by ≤ c
Graphing Linear Inequalities
1. Draw the graph of the equation obtained for the given inequality by
replacing the inequality sign with an equal sign .
Use a dashed or dotted line if the problem involves a strict inequality, < or >.
Otherwise, use a solid line to indicate that the line itself constitutes part of the
solution.
2. Pick a test point lying in one of the half-planes determined by the line
sketched in step 1 and substitute the values of x and y into the given
inequality.
Use the origin whenever possible.
3. If the inequality is satisfied, the graph of the inequality includes the
half-plane containing the test point.
Otherwise, the solution includes the half-plane not containing the test point
Example
Graphing System of Linear Inequalities
The solution set of a system of linear inequalities in
two variables x and y is the set of all points (x, y) that
satisfy each inequality of the system.
The graphical solution of such a system may be
obtained by graphing the solution set for each
inequality independently and then determining the
region in common with each solution set.
Example
Bounded and Unbounded Sets
The solution set of a system of linear
inequalities is bounded if it can be
enclosed by a circle
Otherwise, it is unbounded
Example of unbounded Solution
Example of Bounded Solution
B. Linear Programming
Linear Programming is a method dealing with
decision problems that can be expressed as
constrained linear models. The primary objectives of
all linear programming models are certainty of the
parameters and linearity of the objective function
and all constraints.
LinearProgramming is a mathematical technique
for finding the best uses of an organization’s
resources.
Historical Background
Linear programming is initially referred as “programming
in a linear structure” and was shortened to “linear
programming” in 1948.
It was developed by George Dantzig, an American
mathematical scientist, as a result of Air Force research
project concerned with computing the most efficient and
most economical way to distribute men, weapons and
supply from different fronts during World War II.
As a solution to the problem
The word “programming” means producing a plan or
procedure that determines the solution to a problem.
Graphical Solution Method is a two-dimensional geometric
analysis of Linear Programming problems with two decision
variables.
The Theory of Linear Programming states that the optimal
solution will lie at a corner point of the feasible region
Restriction on the Linear
Programming Graphical Method
Linear programming requires that all the
mathematical functions in the model be linear
functions which means that it is limited in a
two-dimensional set of axes
Geometry of Solutions
To determine whether a solution on an
LP exists, it must satisfy the following:
it must be simply connected
it must also be convex
Determine whether a solution on a
linear programming exists:
Solving Linear Programming
Model Graphically
1. Linear Programming Problems
A linear programming problem in two unknowns x and y is
one in which we determine the maximum and minimum
value of a linear expression.
𝑃=𝑎𝑖𝑥+𝑏𝑖𝑦 (for maximization)
C=𝑎𝑖𝑥+𝑏𝑖𝑦 (for minimization)
are called the objective function, subject to number of linear
constraints of the form
𝑎𝑖𝑥+𝑏𝑖𝑦≤ 𝑐𝑖 or 𝑎𝑖𝑥+𝑏𝑖𝑦≥ 𝑐𝑖 or 𝑎𝑖𝑥+𝑏𝑖𝑦= 𝑐𝑖.
1. Linear Programming Problems
An objective function is an expression, which shows the
relationship between the variables in the problem and the
firm’s goal.
There are two types of constraints: structural and non-
negativity. The structural constraint is a limit on the
availability of resources; it is also referred as explicit
constraint. Non-negativity constraint is the constraint that
restricts all the variable to zero and positive solution; it is also
referred as implicit constraint.
Let’s take the linear programming
below.
Maximize: P = 2400x + 3200y Objective Function
Subject to:
3x + 2y ≤ 18
2x + 4y ≤ 20 Structural constraints
x≤5
x ≥ 0, y ≥ 0 Non-negativity constraints
OPTIMAL VALUE
The highest (for maximization problem) or
lowest value (for minimization problem) of the
objective function is referred to Optimal value.
The optimal solution is a combination of decision
amounts that yields the best possible value of the
objective function and satisfies all the constraints.
FEASIBLE REGION
The feasible region is the set of combinations of
values for the decision variables that satisfy the
non-negativity conditions and all the constraints
simultaneously that is the allowable decisions.
Extreme point is the corner of the feasible region;
it is the location of the maximum and minimum
point of the feasible region.
The Extreme Point Theorem
The linear objective function will have its
optimum solutions at the extreme points
(corner points) of the feasible region whenever
the feasible region is bounded.
Fundamental Theorem of Linear
Programming Problem
There are two things we need to consider in solving linear
programing problem such as
If Linear Programming (LP) problem has optimal solution,
there is always at least one extreme point (corner point)
solution of the feasible region.
A Linear Programming (LP) problem with bounded
nonempty feasible regions always contain optimal
solutions
SOLVING LINEAR PROGRAMMING
1. Maximization Problems
2. Minimization Problems
Maximization
Problem
Solving Linear Programming Maximization
Problem by GRAPHICAL METHOD
Steps:
[Link] the linear inequalities and determine the feasible region
2. Determine the coordinates of the extreme points( corner points)
3. Substitute the coordinates of the extreme points to the
objective function and identify the highest (for maximization
problem) or lowest (for minimization problem) result.
4. Substitute the coordinates of the extreme points to the
objective function and identify the highest (for maximization
problem) or lowest (for minimization problem) result.
Example 1.
A local boutique produced two designs of gowns A
and B and has the following materials available: 18 𝑚2
of cotton, 20 𝑚2 of silk, and 5 𝑚2 of wool. Design A
requires the following: 3 𝑚2 of cotton, 2 𝑚2 of silk, and 1
𝑚2 of wool. Design B requires the following: 2 𝑚2 of
cotton, 4 𝑚2 of silk. If Design A sells for P 1, 200 and
Design B for P 1, 600, how many of each garment
should the boutique produce to obtain the maximum
amount of money?
Solution:
Step 1:
Represent the unknown in the problem.
Let x be the number of Design A gowns, and
y be the number of Design B gowns.
Solution:
Step 2
Solution:
Step 3.
Formulate the objective function and constraints by restating
the information in mathematical form (LP model)
Step 3.
Objective Function
Maximize: P = 1, 200x + 1, 600y
The constraints are:
3x + 2y ≤ 18
2x + 4y ≤ 20
x≤5 Structural constraints
x ≥ 0, y ≥ 0 Non-negativity constraints
Solution:
Step 4.
Solution:
Step 5.
Locate the
Feasible
region and
trace the
extreme
points of the
graph
Solution:
Step 6.
Substitute the coordinates of the extreme points on the
feasible region to the objective function
Objective function : P = 1200x + 1600y
Solution
Step 7. Formulate the decision.
Since the coordinate (4,3) will give the
highest value of P 9, 600, the decision is to
create 4 design A gowns and 3 design B
gowns in order to maximize the sales.
Minimization
Problems
Solving Linear Programming Minimization
Problem by GRAPHICAL METHOD
Example. A pharmacist produces a drug from two ingredients. Each ingredient contains
the same three antibiotics in different proportions. Each ingredient A produced results P80
in cost; each ingredient B results P50 in cost. The production of the antibiotics is dependent
on the availability of limited resources. The resource requirement for the production are as
follows:
The company wants to determine the quantity of ingredient A and B that must go in to
drug in order to meet the antibiotics’ minimum requirements at the minimum cost.
Solution:
Step 1.
Represent the unknown in the problem.
Let x be the quantity of ingredient A
y be the number of quantity in ingredient B
Solution:
Step 2
Tabulate the data about the facts (if necessary)
Solution:
Step 3
Formulate the objective function and constraints by restating the
information in mathematical form (LP model)
Objective Function
Minimize: C = 80x + 50y
The constraints are:
3x + y ≥6
x + y ≥4
2x + 6y≥12 Structural constraints
x ≥ 0, y ≥ 0 Non-negativity constraints
Solution:
Step 4: Plot the constraints of the LP problem on a graph.
Step 5: Determine the feasible region and trace the extreme
points of the graph
Step 6. Substitutes the coordinate at the extreme points of
the feasible region in the objective function
Step 7: Formulate the decision
Since the coordinate (1,3) gives the lowest
value of P230. The decision is to mix 1 unit of
Ingredient A and 3 units of Ingredient B in
order to minimize the cost
Exercises
1. Rina needs at least 48 units of protein, 60 units of
carbohydrates, and 50 units of fat each month. From
each kilogram of food A, she receives 2 of protein, 4 of
carbohydrates, and 5 units of fat. Food B contains 3 units
of protein, 3 units of carbohydrates, and 2 units of fat per
kilogram. If food A cost P110 and food B costs P90 per
kilogram, how many kilograms of each food should Rina
buy each month to keep costs at a minimum?
2. A table manufacturer produces tables in two types
regular and deluxe. It costs P300 to make each regular
table, which sells for P550. It costs P480 to make each
deluxe table and each sells for P750. The daily
production capacity is 125 tables and the daily cost
cannot exceed P60,000. How many tables for each
type should be made per day to maximize the profit?
Thank You(“,)
Essential Mathematics (For the Modern World) by Nokon & Nokon 2016
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