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Worked Examples · Example 7

Q.Show that the LPP: Maximise Z=x+yZ=x+y subject to x−y≥−1, −x+y≤1x-y\ge -1,\ -x+y\le 1 (equivalently y−x≤1y-x\le1), x≥0, y≥0x\ge 0,\ y\ge 0 has no maximum value.

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The constraints. x−y≥−1x-y\ge-1 and −x+y≤1-x+y\le1 are the same condition written two ways: both say y−x≤1y-x\le1, i.e. y≤x+1y\le x+1. With x≥0, y≥0x\ge0,\ y\ge0, the feasible region is the part of the first quadrant on or below the line y=x+1y=x+1 — an unbounded region stretching infinitely up-right.

Why no maximum. Consider feasible points along the line x=yx=y (which satisfies y≤x+1y\le x+1 since x≤x+1x\le x+1 always, and x,y≥0x,y\ge0). At such a point Z=x+y=2xZ=x+y=2x. As x→∞x\to\infty, Z=2x→∞Z=2x\to\infty. So for any number MM we can find a feasible point with Z>MZ>M — the open half-plane x+y>Mx+y>M always meets the region. Therefore ZZ has no maximum on this feasible region. …

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