Linear Programming
Linear Programming Problem(LPP)
A linear programming problem deals with the optimisation (maximisation and
minimisation) of a linear function of two variables, known as objective function subject
to the conditions that the variables are non negative and satisfy a set of linear
inequalities(called linear constraints)
Terms
Objective function
Linear function Z = ax + by (where a and b are constrants) which has to be maximised
or minimised is called a linear objective function
Decision variable
In the objective function z = ax + by, x and y are called decision variable
Constraints
The linear inequalities or restrictions on the variables of an LPP are called constraints.
The conditions x 0 and y 0 are called non negative constraints. s.
Feesible Region
The common region determined by all the constraints including non negative constraints
of an LPP is called feesible region for the problem
Feesible solutons:
Points within and on the boundary of the feesible region for an LPP represent feesible
solutions.
Infeesible solution:
Any point outside feesible region is called on infeesible solution
Optimal solution
Any point in the feesible region that gives the optimal value(maximum or minimum) of
the objective function is called an optimal solution
Theorem 1:
Let R be the feesible region (convex polygon) for an LPP and let z = ax + by be the
objective function. When z has an optimum value(maximum or minimum), where x
and y subject to the constraints described by linear inequalities, this optimal value
must occur at a corner point(vertex) of the feesible region
Theorem 2
Let R be the feesible region for an LPP and let z = ax + by be the objective function. If
R is bounded, then the objective function z has both a maximum and a minimum
value on R and each of these occur at a corner point of R.
Note:
If the feesible region is unbounded, the maximum or minimum value of the objective
function may or maynot exist.
If it exist, it must occur at a corner point of R.
