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Mathematics · Ch 13 — Linear Programming

Summary

Summary

Linear programming. A linear programming problem (LPP) optimizes (maximizes or minimizes) a linear objective function Z=ax+byZ=ax+by in decision variables x,yx,y, subject to linear constraints (each of ≤\le or ≥\ge type, arising from resource limits or minimum requirements) and the non-negative restrictions x≥0, y≥0x\ge0,\ y\ge0. This chapter works with up to three non-trivial constraints, so the resulting feasible region -- a triangle, quadrilateral, or pentagon -- can be drawn and solved accurately by hand.

Formulating an LPP. Name the decision variables, write the quantity to be optimized as Z=ax+byZ=ax+by using the given per-unit rates, translate each resource limit or requirement into one linear inequality using the given per-unit figures, and append x,y≥0x,y\ge0.

Graphical method. For each constraint px+qy≤Hpx+qy\le H (or ≥\ge), plot the boundary line px+qy=Hpx+qy=H (via its intercepts x=H/p, y=H/qx=H/p,\ y=H/q), use a test point (usually the origin) to decide which half-plane satisfies the inequality, and shade the region common to every required half-plane -- the feasible region. Its corner points are found by solving pairs of boundary equations simultaneously, keeping only intersections that also satisfy every other constraint.

Bounded vs. unbounded regions.

Bounded: enclosable in a finite circle (typically all ≤ constraints)Unbounded: extends without limit (typically involves ≥ constraints)\text{Bounded: enclosable in a finite circle (typically all } \le \text{ constraints)} \qquad \text{Unbounded: extends without limit (typically involves } \ge \text{ constraints)}

For a bounded region, the optimal value is guaranteed to occur at a corner point. For an unbounded region, a candidate optimal value from the corners must be confirmed by the half-plane test: if the open half-plane {ax+by>k}\{ax+by>k\} (for a maximum) or {ax+by<k}\{ax+by<k\} (for a minimum) shares no point with the feasible region, kk is the genuine optimal value; otherwise no such optimal value exists (commonly: a minimum exists but a maximum does not, when a,b>0a,b>0 and the region recedes outward).

Feasible vs. infeasible solutions. A feasible solution is any single point satisfying every constraint at once; an infeasible solution violates at least one constraint (it may satisfy all the others). The feasible region is the entire set of feasible solutions; a feasible solution is one point of that set. …