Linear Programming
Linear Programming
CHAPTER 9
LINEAR PROGRAMMING
Figure 9.10
y
Feasible
solutions
z 5 ax 1 by
x
Theorem 9.1
Optimal Solution of a
Linear Programming Problem
EXAMPLE 1
Objective function
subject to a set of constraints that determine the region indicated in Figure 9.10. Because
every point in the region satisfies each constraint, it is not clear how we should go about
finding the point that yields a maximum value of z. Fortunately, it can be shown that if there
is an optimal solution, it must occur at one of the vertices of the region. In other words,
we can find the maximum value by testing z at each of the vertices, as illustrated in
Example 1.
If a linear programming problem has a solution, it must occur at a vertex of the set of
feasible solutions. If the problem has more than one solution, then at least one of them
must occur at a vertex of the set of feasible solutions. In either case, the value of the
objective function is unique.
Objective function
Constraints
The constraints form the region shown in Figure 9.11. At the four vertices of this region,
the objective function has the following values.
SECTION 9.2
At
At
At
At
487
(Maximum value of z)
REMARK:
In Example 1, try testing some of the interior points in the region. You will
see that the corresponding values of z are less than 8.
Figure 9.11
y
4
To see why the maximum value of the objective function in Example 1 must occur at a
vertex, consider writing the objective function in the form
(0, 2)
3
z
y52 x1 .
2
2
x + 2y = 4
x=0
(2, 1)
xy=1
(0, 0)
(1, 0) 2
y=0
x
3
This equation represents a family of lines, each of slope 23y2. Of these infinitely many
lines, we want the one that has the largest z-value, while still intersecting the region determined by the constraints. In other words, of all the lines whose slope is 23y2, we want the
one that has the largest y-intercept and intersects the given region, as shown in Figure 9.12.
It should be clear that such a line will pass through one (or more) of the vertices of the
region.
Figure 9.12
y
4
3
y = 32 x + z/2
(0, 2)
(2, 1)
1
(0, 0)
(1, 0) 2
We outline the graphical method for solving a linear programming problem as follows.
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CHAPTER 9
LINEAR PROGRAMMING
Graphical Method of
Solving a Linear
Programming Problem
EXAMPLE 2
Objective function
Constraints
The region bounded by the constraints is shown in Figure 9.13. By testing the objective
function at each vertex, we obtain the following.
At 00s0, 0d: z
At 0s0, 11d: z
At 0s5, 16d: z
At s15, 12d: z
5 4s0d00 1
5 4s0d00 1
5 4s5d00 1
5 4s15d0 1
6s0d0 5 000
6s11d 5 066
6s16d 5 116
6s12d 5 132
(Maximum value of z)
SECTION 9.2
Figure 9.13
y
Figure 9.14
(5, 16)
(15, 12)
x + y = 27
(0, 11)
(0, 4)
(6, 3)
3
2
(0, 2)
(0, 0)
5
EXAMPLE 3
(1, 5)
5
2x + 5y = 90
15
10
x + y = 11
25
20
489
(27, 0)
10
15
20
25
30
x
1
(3, 0)
(5, 0) 6
Objective function
Constraints
The region bounded by the constraints is shown in Figure 9.14. By testing the objective
function at each vertex, we obtain the following.
At s0, 2d: z 5 5s0d 1 7s2d0 5 14
(Minimum value of z)
At s0, 4d: z 5 5s0d 1 7s4d0 5 28
At s1, 5d: z 5 5s1d 1 7s5d0 5 40
At s6, 3d: z 5 5s6d 1 7s3d0 5 51
At s5, 0d: z 5 5s5d 1 7s0d0 5 25
At s3, 0d: z 5 5s3d 1 7s0d0 5 15
Thus, the minimum value of z is 14, and this occurs when x 5 0 and y 5 2.
Figure 9.15
REMARK:
(0, 4)
(2, 4)
z = 12 for any
point along
this line.
3
2
1
(5, 1)
(0, 0)
x
1
(5, 0)
In Example 3, note that the steps used to find the minimum value are precisely the same ones we would use to find the maximum value. In other words, once we
have evaluated the objective function at the vertices of the feasible region, we simply
choose the largest value as the maximum and the smallest value as the minimum.
When solving a linear programming problem, it is possible that the maximum (or minimum) value occurs at two different vertices. For instance, at the vertices of the region
shown in Figure 9.15, the objective function
z 5 2x 1 2y
Objective function
490
CHAPTER 9
LINEAR PROGRAMMING
At
At
At
At
(Maximum value of z)
(Maximum value of z)
In this case, we can conclude that the objective function has a maximum value not only at
the vertices (2, 4) and (5, 1), it also has a maximum value (of 12) at any point on the line
segment connecting these two vertices.
Some linear programming problems have no optimal solution. This can occur if the
region determined by the constraints is unbounded. Example 4 illustrates such a problem.
EXAMPLE 4
An Unbounded Region
Find the maximum value of
z 5 4x 1 2y
Objective function
Constraints
The region determined by the constraints is shown in Figure 9.16. For this unbounded
region, there is no maximum value of z. To see this, note that the point (x, 0) lies in the
region for all values of x $ 4. By choosing x to be large, we can obtain values of
z 5 4sxd 1 2s0d 5 4x that are as large as we want. Thus, there is no maximum value of z.
Figure 9.16
y
5
(1, 4)
4
3
2
1
(2, 1)
x
1
(4, 0) 5
SECTION 9.2
491
Applications
EXAMPLE 5
Solution
We begin by letting x be the number of cups of dietary drink X and y be the number of cups
of dietary drink Y. Moreover, to meet the minimum daily requirements, the following
inequalities must be satisfied.
For calories:
For vitamin A:
For vitamin C:
C 5 0.12x 1 0.15y.
10
Objective function
The graph of the region corresponding to the constraints is shown in Figure 9.17. To determine the minimum cost, we test C at each vertex of the region as follows.
Constraints
Figure 9.17
(0, 6)
(1, 4)
(3, 2)
(9, 0)
2
10
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CHAPTER 9
LINEAR PROGRAMMING
SECTION 9.2
EXERCISES
2. Objective function:
z 5 4x 1 3y
Constraints:
2x 1 3x $ 00
2x 1 3y $ 00
2x 1 3y $ 06
3x 2 2y # 09
3x 1 5y # 20
y
5
(0, 5)
(3, 4)
2
1
(0, 0)
(0, 4)
(5, 3)
(0, 2)
x
1
3. Objective function:
z 5 5x 1 0.5y
Constraints:
(See Exercise 1.)
4. Objective function:
z 5 x 1 6y
Constraints:
(See Exercise 2.)
5. Objective function:
z 5 10x 1 7y
Constraints:
0 # x # 060
0 # y # 045
5x 1 6y # 420
6. Objective function:
z 5 50x 1 35y
Constraints:
2x 1 3x $ 0000
2x 1 3y $ 0000
8x 1 9y # 7200
8x 1 9y $ 5400
y
800
(0, 800)
(60, 20)
20
400
200
(0, 0)
20
x
40
(60, 0)
17. z 5 2x1 1 x2
19. z 5 x1 1 x2
600
40
9. Objective function:
z 5 4x 1 5y
Constraints:
4x 1 3x $ 60
4x 1 3y $ 60
4x 1 3y $ 27
4x 1 3y $ 68
3x 1 5y $ 30
11. Objective function:
z 5 2x 1 7y
Constraints:
(See Exercise 9.)
y
60
8. Objective function:
z 5 16x 1 18y
Constraints:
(See Exercise 6.)
(3, 0)
(4, 0)
7. Objective function:
z 5 25x 1 30y
Constraints:
(See Exercise 5.)
(900, 0)
(0, 600)
x
200
(675, 0)
18. z 5 5x1 1 x2
20. z 5 3x1 1 x2
SECTION 9.2
21. A merchant plans to sell two models of home computers at
costs of $250 and $400, respectively. The $250 model yields a
profit of $45 and the $400 model yields a profit of $50. The
merchant estimates that the total monthly demand will not
exceed 250 units. Find the number of units of each model that
should be stocked in order to maximize profit. Assume that
the merchant does not want to invest more than $70,000 in
computer inventory.
22. A fruit grower has 150 acres of land available to raise two
crops, A and B. It takes one day to trim an acre of crop A and
two days to trim an acre of crop B, and there are 240 days per
year available for trimming. It takes 0.3 day to pick an acre of
crop A and 0.1 day to pick an acre of crop B, and there are 30
days per year available for picking. Find the number of acres
of each fruit that should be planted to maximize profit,
assuming that the profit is $140 per acre for crop A and $235
per acre for crop B.
23. A farming cooperative mixes two brands of cattle feed. Brand
X costs $25 per bag and contains 2 units of nutritional element A, 2 units of element B, and 2 units of element C.
Brand Y costs $20 per bag and contains 1 unit of nutritional
element A, 9 units of element B, and 3 units of element C.
Find the number of bags of each brand that should be mixed
to produce a mixture having a minimum cost per bag. The
minimum requirements of nutrients A, B, and C are 12 units,
36 units, and 24 units, respectively.
24. Two gasolines, type A and type B, have octane ratings of 80
and 92, respectively. Type A costs $0.83 per liter and type B
costs $0.98 per liter. Determine the blend of minimum cost
with an octane rating of at least 90. [Hint: Let x be the fraction of each liter that is type A and y be the fraction that is
type B.]
In Exercises 2530, the given linear programming problem has an
unusual characteristic. Sketch a graph of the solution region for the
problem and describe the unusual characteristic. (In each problem,
the objective function is to be maximized.)
25. Objective function:
z 5 2.5x 1 y
Constraints:
4x 1 3x $ 60
4x 1 3y $ 60
3x 1 5y # 15
5x 1 2y # 10
EXERCISES
493
In Exercises 31 and 32, determine t-values such that the given objective function has a maximum value at the indicated vertex.
31. Objective function:
z 5 x 1 ty
Constraints:
x $0
y $0
x #1
y #1
(a) (0, 0)
(b) (1, 0)
(a) (0, 0)
(b) (1, 0)
(c) (1, 1)
(d) (0, 1)