12

Chapter
LINEAR PROGRAMMING

NCERT CRUX
be maximized) remains constant at all the points lying on the
Linear Programming Problem and line, is called iso-profit line. If the objective function is to be
its Mathematical Formulation minimized then these lines are called iso-cost lines.
Convex set: In linear programming problems, a feasible
An Optimisation Problem: A problem which seeks to solution is generally a polygon in the first quadrant. This
maximise or minimise a function is called an optimisation polygon is convex. It means if two points of a polygon are
problem. An optimisation problem may involve maximisation connected by a line, then the line must be inside the polygon.
of profit, production etc or minimisation of cost, from available
For example:
resources etc.
A linear programming problem deals with the optimisation
A A
(maximisation/minimisation) of a linear function of two
variables (say x and y) known as objective function subject
to the conditions that the variables are non-negative and B B
satisfy a set of linear inequalities (called linear constraints). A (i) (ii) (iii) (iv)
linear programming problem is a special type of optimisation
problem. Fig. (i) and (ii) are convex sets while (iii) and (iv) are not
convex sets.
Terms used in Linear Programming Problems
Mathematical Formulation of the Problems
Objective Function: Linear function Z = ax + by, where ‘a’
and ‘b’ are constants, which has to be maximised or minimised Formulation of LPP refers to translating the real-world
is called a linear objective function. problem into the form of mathematical equations which could
Decision Variables: In the objective function Z = ax + by, x be solved.
and y are called decision variables. There are mainly four steps in the mathematical formulation
Constraints: The linear inequalities or restrictions on the of a linear programming problem, as a mathematical model.
variables of an LPP are called constraints. The conditions x ≥ We will discuss formulation of those problems which involve
0, y ≥ 0 are called non-negative constraints. only two variables.
Feasible Region: The common region determined by all the (i) Identify the decision variables and assign symbols x and
constraints including non-negative constraints x ≥ 0, y ≥ 0 of y to them. These decision variables are those quantities
an LPP is called the feasible region for the problem. whose values we wish to determine.
Feasible Solutions: Points within and on the boundary of the (ii) Identify the set of constraints and express them as
feasible region for an LPP represent feasible solutions. linear equations/inequations in terms of the decision
Infeasible Solutions: Any point outside the feasible region is variables. These constraints are the given conditions.
called an infeasible solution. (iii) Identify the objective function and express it as a linear
Optimal (feasible) Solution: Any point in the feasible region function of decision variables. It may take the form of
that gives the optimal value (maximum or minimum) of the maximizing profit or production or minimizing cost.
objective function is called an optimal solution.
(iv) Add the non-negativity restrictions on the decision
Iso-profit line: The line drawn in the geometrical area of the variables, as in the physical problems, negative values
feasible region of L.P.P. for which the objective function (to of decision variables have no valid interpretation.
 2 NTA CUET (UG) - Mathematics PW

Following Theorems are Fundamental in The method comprises of the following steps:
Solving LPPs 1. Find the feasible region of the LPP and determine
Theorem 1: Let R be the feasible region (convex polygon) for its corner points (vertices) either by inspection or by
an LPP and let Z = ax + by be the objective function. When solving the two equations of the lines intersecting at
Z has an optimal value (maximum or minimum), where x and that point.
y are subject to constraints described by linear inequalities,
this optimal value must occur at a corner point (vertex) of the 2. Evaluate the objective function Z = ax + by at each
feasible region. corner point. Let M and m, respectively denote the
Theorem 2: Let R be the feasible region for a LPP and let largest and the smallest values of Z.
Z = ax + by be the objective function. If R is bounded, then (i) When the feasible region is bounded, M and m
the objective function Z has both a maximum and a minimum are, respectively, the maximum and minimum
value on R and each of these occur at a corner point of R. values of Z.
 If the feasible region R is unbounded, then a maximum (ii) In case, the feasible region is unbounded.
or a minimum value of the objective function may or
(a) M is the maximum value of Z, if the open
may not exist. However, if it exists, it must occur at a
half plane determined by ax + by > M has
corner point of R.
no point in common with the feasible region.
 A feasible region of a system of linear inequalities is
Otherwise, Z has no maximum value.
said to be bounded if it can be enclosed within a circle.
Otherwise, it is called unbounded. Unbounded means (b) Similarly, m is the minimum of Z, if the open
that the feasible region does extend indefinitely in any half plane determined by ax + by < m has
direction. no point in common with the feasible region.
Otherwise, Z has no minimum value.
Graphical Solution of Two Variable Linear
Programming Problems Multiple optimal points: If two corner points of the feasible
region are optimal solutions of the same type, i.e., both
We can use the corner point method to solve linear programming
problems graphically. A corner point of a feasible region is a produce the same maximum or minimum, then any point on
point in the region which is the intersection of two boundary the line segment joining these two points is also an optimal
lines. solution of the same type.