Linear Programming: Short Notes 2
Linear Programming: Short Notes 2
14 Linear Programming
A linear programming problem is one that is concerned Theorem 2: Let R be the feasible region for a linear programming
with finding the optimal value (maximum or minimum) problem, and let Z = ax + by be the objective function. If R is
of a linear function of several variables (called objective bounded, then the objective function Z has both a maximum and
function) subject to the conditions that the variables are a minimum value on R and each of these occurs at a corner point
non-negative and satisfy a set of linear inequalities (called (vertex) of R.
linear constraints). Variables are sometimes called decision If the feasible region is unbounded, then a maximum or a
variables and are non-negative. minimum may not exist. However, if it exists, it must occur
at a corner point of R.
A few important linear programming problems are:
Corner point method for solving a linear programming
(i) Diet problems problem. The method comprises of the following steps:
(ii) Manufacturing problems (i) Find the feasible region of the linear programming
(iii) Transportation problems problem and determine its corner points (vertices).
The common region determined by all the constraints (ii) Evaluate the objective function Z = ax + by at each
corner point. Let M and m respectively be the largest
including the non-negative constraints x ≥ 0, y ≥ 0 of a
and smallest values at these points.
linear programming problem is called the feasible region (or
(iii) If the feasible region is bounded, M and m respectively
solution region) for the problem.
are the maximum and minimum values of the objective
Points within and on the boundary of the feasible region function.
represent feasible solutions of the constraints. If the feasible region is unbounded, then
Any point outside the feasible region is an infeasible solution. (i) M is the maximum value of the objective function, if
Any point in the feasible region that gives the optimal value the open half plane determined by ax + by > M has no
(maximum or minimum) of the objective function is called point in common with the feasible region. Otherwise,
an optimal solution. the objective function has no maximum value.
The following Theorems are fundamental in solving linear (ii) m is the minimum value of the objective function, if
programming problems: the open half plane determined by ax + by < m has no
point in common with the feasible region. Otherwise,
Theorem 1: Let R be the feasible region (convex polygon) for a the objective function has no minimum value.
linear programming problem and let Z = ax + by be the objective
If two corner points of the feasible region are both optimal
function. When Z has an optimal value (maximum or minimum),
solutions of the same type, i.e., both produce the same
where the variables x and y are subject to constraints described by maximum or minimum, then any point on the line segment
linear inequalities, this optimal value must occur at a corner point joining these two points is also an optimal solution of the
(vertex) of the feasible region. same type.