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Mathematics · Ch 12 — Linear Programming

Summary

Summary

  • Linear Programming Problem (LPP): Optimizing (maximizing or minimizing) a linear objective function Z=ax+byZ = ax + by subject to linear constraints (inequalities) and non-negativity restrictions x≥0,y≥0x \geq 0, y \geq 0.

  • Feasible Region: The set of all points (x,y)(x, y) satisfying all constraints. It is a convex polygon (or unbounded region) in the xyxy-plane.

  • Feasible Solution: Any point in the feasible region.

  • Optimal Solution: A feasible solution that gives the maximum/minimum value of ZZ.

  • Corner Point Theorem: If an LPP has an optimal solution, it occurs at one of the corner points (vertices) of the feasible region.

  • Method to Solve:

    1. Graph all constraints to find the feasible region.
    2. List all corner points of the feasible region.
    3. Evaluate ZZ at each corner point.
    4. The largest (for maximization) or smallest (for minimization) value is the optimal value.
  • Unbounded Region: If the feasible region is unbounded, a maximum/minimum may not exist. Check by drawing a line Z=cZ = c and seeing if it can be moved indefinitely in the direction of optimization.

  • Infeasible Problem: If no point satisfies all constraints simultaneously, the LPP has no feasible solution. …