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Linear Programming Notes

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Uapi Muukua
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4 views

Linear Programming Notes

Uploaded by

Uapi Muukua
Copyright
© © All Rights Reserved
Available Formats
Download as PPTX, PDF, TXT or read online on Scribd
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FACULTY OF COMPUTING AND INFORMATICS

MATHEMATICS FOR COMPUTING AND INFORMATICS


1B
MCI 521S
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Linear programming
• A linear programming problem (also known as a linear
optimization problem) involves a linear objective function,
which is the function that must be maximized or minimized

• This objective function is subject to some constraints, which


are inequalities or equations that restrict the values of the
variables
To illustrate these concepts
• Suppose a manufacturer produces 17- and 24-inch computer
monitors. Past sales experience shows that at least twice as
many 17-inch monitors are sold as 24-inch monitors. Suppose
further that the manufacturing plant is capable of producing 12
monitors per day. Let x represent the number of 17-inch
monitors produced per day, and let y represent the number of
24-inch monitors produced per day.
• Then

These two inequalities place constraints, or restrictions, on the


manufacturer.
• Further, suppose a profit of $50 is earned on each 17-inch
monitor sold and $75 is earned on each 24-inch monitor sold.
Then the manufacturer’s daily profit P, in dollars, is given by
the equation

• The equation P=50x+75y defines the objective function.


• The goal of this linear programming problem is to determine
how many of each monitor should be produced to maximize
the manufacturer’s profit and satisfy the constraints
• Because the manufacturer cannot produce fewer than zero
units of either monitor, there are two other implied
constraints:
x≥0, y≥0
Our linear programming problem now looks like

• To solve this problem, we graph the solution set of the


constraints.

• The solution set of the constraints is called the set of feasible


solutions
• Ordered pairs in this set are used to evaluate the objective
function to determine which ordered pair maximizes the profit.
• For example, (5,2), (8,3), (8,4) and (10,1) are three ordered
pairs in the set (see graph below).
For these ordered pairs, the profits would be

P=50(5)+75(2)=400 (when x=5 and y=2)


P=50(8)+75(3)=625 (when x=8 and y=3)
P=50(8)+75(4)=700 (when x=8 and y=4)
P=50(10)+75(1)=575 (when x=10 and y=1)

• It would be impossible to check every ordered pair in the set


of feasible solutions to find which one maximizes profit. The
following theorem from linear programming simplifies the
task.
• In our current example there are only two feasible vertices
(corner points): (8,4) and (12,0).

• The values of the objective function P=50x+75y at these


vertices are

P=50(8)+75(4)=700 at (x,y)=(8,4)
P=50(12)+75(0)=600 at (x,y)=(12,0)

• The maximum possible value of the objective function occurs


at the point whose coordinates are (8,4).

• The manufacturer will therefore maximize profit by producing


8 17-inch monitors and 4 24-inch monitors each day.

• The profit will be $700 per day.


In general

• The goal of any linear programming problem is to


maximize or minimize the objective function, subject
to the constraints.

• Minimization problems occur, for example, when a


manufacturer wants to minimize the cost of
operations.
EXAMPLE
Suppose that a cost minimization problem results in the
following objective function and constraints.
Below is the graph of the solution set of the constraints.

The task is to find the ordered pair that satisfies all the
constraints and gives the smallest value of C.
The vertices (or corner points) in the feasible region together
with the corresponding values of the objective function
C=3x+4y
are
The minimum value of the objective function is C=3, which
occurs at the point whose coordinates are (1,0).

Try solving all the questions in


the document posted on
eLearning
Linear Programming Question

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