3

Linear Programming: A Geometric Approach

 Graphing Systems of Linear

Inequalities in Two Variables
 Linear Programming Problems

 Graphical Solutions of Linear

Programming Problems
3.1
Graphing Systems of Linear Inequalities
in Two Variables

4x + 3y = 12
4 4 x  3 y 12
x y 0
3
x–y=0
2
P ( 127 , 127 )
1

x
–1 1 2 3
 Graphing Linear Inequalities
 We’ve seen that a linear equation in two variables x and y
ax  by  c 0
has a solution set that may be exhibited graphically as points
on a straight line in the xy-plane.
 There is also a simple graphical representation for linear
inequalities of two variables:
ax  by  c  0
ax  by  c 0
ax  by  c  0
ax  by  c 0
 Procedure for Graphing Linear Inequalities

1. Draw the graph of the equation obtained for the given

inequality by replacing the inequality sign with an
equal sign.
✦ Use a dashed or dotted line if the problem involves a
strict inequality, < or >.
✦ Otherwise, use a solid line to indicate that the line
itself constitutes part of the solution.
2. Pick a test point lying in one of the half-planes
determined by the line sketched in step 1 and substitute
the values of x and y into the given inequality.
✦ Use the origin whenever possible.
3. If the inequality is satisfied, the graph of the inequality
includes the half-plane containing the test point.
✦ Otherwise, the solution includes the half-plane not
containing the test point.
 Examples
 Determine the solution set for the inequality 2x + 3y  6.
Solution
 Replacing the inequality  with an equality =, we obtain
the equation 2x + 3y = 6, whose graph is:

y
7

2x + 3 y = 6 3

1
x
–5 –3 –1 1 3 5
–1
 Examples
 Determine the solution set for the inequality 2x + 3y  6.
Solution
 Picking the origin as a test point, we find 2(0) + 3(0)  6,
or 0  6, which is false.
 Thus, the solution set is:
y
7

5
2x + 3 y  6
2x + 3 y = 6 3

1
(0, 0)
x
–5 –3 –1 1 3 5
–1
 Graphing Systems of Linear Inequalities
 The solution set of a system of linear inequalities in two
variables x and y is the set of all points (x, y) that satisfy
each inequality of the system.
 The graphical solution of such a system may be obtained
by graphing the solution set for each inequality
independently and then determining the region in
common with each solution set.
 Examples
 Graph x – 3y > 0.
Solution
 Replacing the inequality > with an equality =, we obtain
the equation x – 3y = 0, whose graph is:

y
3
x – 3y = 0

1
x
–5 –3 1 3 5
–1

–3
 Examples
 Graph x – 3y > 0.
Solution
 We use a dashed line to indicate the line itself will not be
part of the solution, since we are dealing with a strict
inequality >.
y
3
x – 3y = 0

1
x
–5 –3 1 3 5
–1

–3
 Examples
 Graph x – 3y > 0.
Solution
 Since the origin lies on the line, we cannot use the origin
as a testing point:

y
3
x – 3y = 0

1
(0, 0)
x
–5 –3 1 3 5
–1

–3
 Examples
 Graph x – 3y > 0.
Solution
 Picking instead (3, 0) as a test point, we find (3) – 2(0) > 0,
or 3 > 0, which is true.
 Thus, the solution set is:
y
3
x – 3y = 0

1
(3, 0)
x
–5 –3 1 3 5
–1
x – 3y > 0

–3
 Graphing Systems of Linear Inequalities
 The solution set of a system of linear inequalities in two
variables x and y is the set of all points (x, y) that satisfy
each inequality of the system.
 The graphical solution of such a system may be obtained
by graphing the solution set for each inequality
independently and then determining the region in
common with each solution set.
 Example
 Determine the solution set for the system
4 x  3 y 12
x y 0
Solution
 The intersection of the solution regions of the two
inequalities represents the solution to the system:
y
4x + 3y = 12
4

3 4x + 3y  12

x
–1 1 2 3
 Example
 Determine the solution set for the system
4 x  3 y 12
x y 0
Solution
 The intersection of the solution regions of the two
inequalities represents the solution to the system:
y

4
x–y0 x–y=0
3

x
–1 1 2 3
 Example
 Determine the solution set for the system
4 x  3 y 12
x y 0
Solution
 The intersection of the solution regions of the two
inequalities represents the solution to the system:
y
4x + 3y = 12
4 4 x  3 y 12
x y 0 x–y=0
3

2
P ( 127 , 127 )
1

x
–1 1 2 3
 Bounded and Unbounded Sets

 The solution set of a system of linear inequalities

is bounded if it can be enclosed by a circle.
 Otherwise, it is unbounded.
 Example
 The solution to the problem we just discussed is
unbounded, since the solution set cannot be
enclosed in a circle:

4x + 3y = 12
4 4 x  3 y 12
x y 0
3 x–y=0
2
P ( 127 , 127 )
1

x
–1 1 2 3
 Example
 Determine the solution set for the system

x  y  6 0 2 x  y  8 0 x 0 y 0
Solution
 The intersection of the solution regions of the four
inequalities represents the solution to the system:

2 x  y  8 0
7

5 P (2, 4)
3
x  y  6 0
1
x
–1 1 3 5 9
 Example
 Determine the solution set for the system

x  y  6 0 2 x  y  8 0 x 0 y 0
Solution
 Note that the solution to this problem is bounded, since it
can be enclosed by a circle:

2 x  y  8 0
7

5 P (2, 4)
3
x  y  6 0
1
x
–1 1 3 5 9
3.2
Linear Programming Problems

Maximize P  x  1.2 y
Subject to 2 x  y 180
x  3 y 300
x 0
y 0
 Linear Programming Problem

 A linear programming problem consists of a

linear objective function to be maximized or
minimized subject to certain constraints in the
form of linear equations or inequalities.
 Applied Example 1: A Production Problem
 A furniture manufacturer wishes to produce two types of
furnitures: type-A will result in a profit of $1.00, and type-
B in a profit of $1.20.
 To manufacture a type-A furniture requires 2 minutes on
machine I and 1 minute on machine II.
 A type-B furniture requires 1 minute on machine I and 3
minutes on machine II.
 There are 3 hours available on machine I and 5 hours
available on machine II.
 How many furniture of each type should Ace make in
order to maximize its profit?
 Applied Example 1: A Production Problem
Solution
 Let’s first tabulate the given information:

Type-A Type-B Time Available

Profit/Unit $1.00 $1.20
Machine I 2 min 1 min 180 min
Machine II 1 min 3 min 300 min

 Let x be the number of type-A souvenirs and y the number

of type-B furniture to be made.
 Applied Example 1: A Production Problem
Solution
 Let’s first tabulate the given information:

Type-A Type-B Time Available

Profit/Unit $1.00 $1.20
Machine I 2 min 1 min 180 min
Machine II 1 min 3 min 300 min

 Then, the total profit (in dollars) is given by

P  x  1.2 y
which is the objective function to be maximized.
 Applied Example 1: A Production Problem
Solution
 Let’s first tabulate the given information:

Type-A Type-B Time Available

Profit/Unit $1.00 $1.20
Machine I 2 min 1 min 180 min
Machine II 1 min 3 min 300 min

 The total amount of time that machine I is used is

2x  y
and must not exceed 180 minutes.
 Thus, we have the inequality

2 x  y 180
 Applied Example 1: A Production Problem
Solution
 Let’s first tabulate the given information:

Type-A Type-B Time Available

Profit/Unit $1.00 $1.20
Machine I 2 min 1 min 180 min
Machine II 1 min 3 min 300 min

 The total amount of time that machine II is used is

x  3y
and must not exceed 300 minutes.
 Thus, we have the inequality

x  3 y 300
 Applied Example 1: A Production Problem
Solution
 Let’s first tabulate the given information:

Type-A Type-B Time Available

Profit/Unit $1.00 $1.20
Machine I 2 min 1 min 180 min
Machine II 1 min 3 min 300 min

 Finally, neither x nor y can be negative, so

x 0
y 0
 Applied Example 1: A Production Problem
Solution
 In short, we want to maximize the objective function

P  x  1.2 y
subject to the system of inequalities

2 x  y 180
x  3 y 300
x 0
y 0
 Applied Example 2: A Nutrition Problem
 A nutritionist advises an individual who is suffering from
iron and vitamin B deficiency to take at least 2400
milligrams (mg) of iron, 2100 mg of vitamin B1, and 1500
mg of vitamin B2 over a period of time.
 Two vitamin pills are suitable, brand-A and brand-B.
 Each brand-A pill costs 6 cents and contains 40 mg of iron,
10 mg of vitamin B1, and 5 mg of vitamin B2.
 Each brand-B pill costs 8 cents and contains 10 mg of iron
and 15 mg each of vitamins B1 and B2.
 What combination of pills should the individual purchase
in order to meet the minimum iron and vitamin
requirements at the lowest cost?
 Applied Example 2: A Nutrition Problem
Solution
 Let’s first tabulate the given information:

Brand-A Brand-B Minimum Requirement

Cost/Pill 6¢ 8¢
Iron 40 mg 10 mg 2400 mg
Vitamin B1 10 mg 15 mg 2100 mg
Vitamin B2 5mg 15 mg 1500 mg

 Let x be the number of brand-A pills and y the number of

brand-B pills to be purchased.
 Applied Example 2: A Nutrition Problem
Solution
 Let’s first tabulate the given information:

Brand-A Brand-B Minimum Requirement

Cost/Pill 6¢ 8¢
Iron 40 mg 10 mg 2400 mg
Vitamin B1 10 mg 15 mg 2100 mg
Vitamin B2 5mg 15 mg 1500 mg

 The cost C (in cents) is given by

C 6 x  8 y
and is the objective function to be minimized.
 Applied Example 2: A Nutrition Problem
Solution
 Let’s first tabulate the given information:

Brand-A Brand-B Minimum Requirement

Cost/Pill 6¢ 8¢
Iron 40 mg 10 mg 2400 mg
Vitamin B1 10 mg 15 mg 2100 mg
Vitamin B2 5mg 15 mg 1500 mg

 The amount of iron contained in x brand-A pills and y

brand-B pills is given by 40x + 10y mg, and this must be
greater than or equal to 2400 mg.
 This translates into the inequality

40 x  10 y 2400
 Applied Example 2: A Nutrition Problem
Solution
 Let’s first tabulate the given information:

Brand-A Brand-B Minimum Requirement

Cost/Pill 6¢ 8¢
Iron 40 mg 10 mg 2400 mg
Vitamin B1 10 mg 15 mg 2100 mg
Vitamin B2 5mg 15 mg 1500 mg

 The amount of vitamin B contained in x brand-A pills and

1
y brand-B pills is given by 10x + 15y mg, and this must be
greater or equal to 2100 mg.
 This translates into the inequality

10 x  15 y 2100
 Applied Example 2: A Nutrition Problem
Solution
 Let’s first tabulate the given information:

Brand-A Brand-B Minimum Requirement

Cost/Pill 6¢ 8¢
Iron 40 mg 10 mg 2400 mg
Vitamin B1 10 mg 15 mg 2100 mg
Vitamin B2 5mg 15 mg 1500 mg

 The amount of vitamin B contained in x brand-A pills and

2
y brand-B pills is given by 5x + 15y mg, and this must be
greater or equal to 1500 mg.
 This translates into the inequality

5 x  15 y 1500
 Applied Example 2: A Nutrition Problem
Solution
 In short, we want to minimize the objective function

C 6 x  8 y
subject to the system of inequalities
40 x  10 y 2400
10 x  15 y 2100
5 x  15 y 1500
x 0
y 0
 We will discuss the solution to this problem in section 6.4.
3.3
Graphical Solutions
of Linear Programming Problems

y
40 x  10 y 2400
A(0, 240)

200
10 x  15 y 2100
S
B(30, 120)
5 x  15 y 1500
100
C(120, 60)
D(300, 0)
x
100 200 300
 Feasible Solution Set and Optimal Solution

 The constraints in a linear programming problem form a

system of linear inequalities, which have a solution set S.
 Each point in S is a candidate for the solution of the linear
programming problem and is referred to as a feasible
solution.
 The set S itself is referred to as a feasible set.
 Among all the points in the set S, the point(s) that
optimizes the objective function of the linear programming
problem is called an optimal solution.
 Theorem 1

Linear Programming
 If a linear programming problem has a solution,
then it must occur at a vertex, or corner point,
of the feasible set S associated with the problem.
 If the objective function P is optimized at two
adjacent vertices of S, then it is optimized at every
point on the line segment joining these vertices, in
which case there are infinitely many solutions to
the problem.
 Theorem 2

Existence of a Solution
 Suppose we are given a linear programming
problem with a feasible set S and an objective
function P = ax + by.
a. If S is bounded, then P has both a maximum and
a minimum value on S.
b. If S is unbounded and both a and b are
nonnegative, then P has a minimum value on S
provided that the constraints defining S include
the inequalities x  0 and y  0.
c. If S is the empty set, then the linear
programming problem has no solution: that is, P
has neither a maximum nor a minimum value.
 The Method of Corners

1. Graph the feasible set.

2. Find the coordinates of all corner points
(vertices) of the feasible set.
3. Evaluate the objective function at each corner
point.
4. Find the vertex that renders the objective
function a maximum or a minimum.
✦ If there is only one such vertex, it constitutes a
unique solution to the problem.
✦ If there are two such adjacent vertices, there
are infinitely many optimal solutions given by
the points on the line segment determined by
these vertices.
 Applied Example 1: A Production Problem
 Recall Applied Example 1 from the last section (3.2), which
required us to find the optimal quantities to produce of
type-A and type-B souvenirs in order to maximize profits.
 We restated the problem as a linear programming problem
in which we wanted to maximize the objective function
P  x  1.2 y
subject to the system of inequalities
2 x  y 180
x  3 y 300
x 0
y 0
 We can now solve the problem graphically.
 Applied Example 1: A Production Problem
 We first graph the feasible set S for the problem.
✦ Graph the solution for the inequality
2 x  y 180
considering only positive values for x and y:

y
200 (0, 180)

2 x  y 180
100

(90, 0)
x
100 200 300

2 x  y 180
 Applied Example 1: A Production Problem
 We first graph the feasible set S for the problem.
✦ Graph the solution for the inequality
x  3 y 300
considering only positive values for x and y:

y
200

(0, 100)
100 x  3 y 300

x  3 y 300
(300, 0)
x
100 200 300
 Applied Example 1: A Production Problem
 We first graph the feasible set S for the problem.
✦ Graph the intersection of the solutions to the inequalities,
yielding the feasible set S.
(Note that the feasible set S is bounded)

y
200

100

S x  3 y 300

x
100 200 300

2 x  y 180
 Applied Example 1: A Production Problem
 Next, find the vertices of the feasible set S.
✦ The vertices are A(0, 0), B(90, 0), C(48, 84), and D(0, 100).

y
200

D(0, 100)
100 C(48, 84)

S x  3 y 300
A(0, 0) B(90, 0)
x
100 200 300

2 x  y 180
 Applied Example 1: A Production Problem
 Now, find the values of P at the vertices and tabulate them:

Vertex P = x + 1.2 y
A(0, 0) 0
y
B(90, 0) 90
200
C(48, 84) 148.8
D(0, 100) D(0, 100) 120
100 C(48, 84)

S x  3 y 300
A(0, 0) B(90, 0)
x
100 200 300

2 x  y 180
 Applied Example 1: A Production Problem
 Finally, identify the vertex with the highest value for P:
✦ We can see that P is maximized at the vertex C(48, 84)
and has a value of 148.8.

Vertex P = x + 1.2 y
A(0, 0) 0
y
B(90, 0) 90
200
C(48, 84) 148.8
D(0, 100) D(0, 100) 120
100 C(48, 84)

S x  3 y 300
A(0, 0) B(90, 0)
x
100 200 300

2 x  y 180
 Applied Example 1: A Production Problem
 Finally, identify the vertex with the highest value for P:
✦ We can see that P is maximized at the vertex C(48, 84)
and has a value of 148.8.
✦ Recalling what the symbols x, y, and P represent, we
conclude that furniture would maximize its profit at
$148.80 by producing 48 type-A furniture and 84 type-B
furniture.
 Applied Example 2: A Nutrition Problem
 Recall Applied Example 2 from the last section (3.2), which
asked us to determine the optimal combination of pills to
be purchased in order to meet the minimum iron and
vitamin requirements at the lowest cost.
 We restated the problem as a linear programming problem
in which we wanted to minimize the objective function
C 6 x  8 y
subject to the system of inequalities
40 x  10 y 2400
10 x  15 y 2100
5 x  15 y 1500
x, y 0
 We can now solve the problem graphically.
 Applied Example 2: A Nutrition Problem
 We first graph the feasible set S for the problem.
✦ Graph the solution for the inequality
40 x  10 y 2400
considering only positive values for x and y:

y
40 x  10 y 2400
(0, 240)
200

100

(60, 0)
x
100 200 300
 Applied Example 2: A Nutrition Problem
 We first graph the feasible set S for the problem.
✦ Graph the solution for the inequality
10 x  15 y 2100
considering only positive values for x and y:

200
10 x  15 y 2100
(0, 140)

100

(210, 0)
x
100 200 300
 Applied Example 2: A Nutrition Problem
 We first graph the feasible set S for the problem.
✦ Graph the solution for the inequality
5 x  15 y 1500
considering only positive values for x and y:

200

5 x  15 y 1500 (0, 100)

100

(300, 0)
x
100 200 300
 Applied Example 2: A Nutrition Problem
 We first graph the feasible set S for the problem.
✦ Graph the intersection of the solutions to the inequalities,
yielding the feasible set S.
(Note that the feasible set S is unbounded)

y
40 x  10 y 2400

200
10 x  15 y 2100
S
5 x  15 y 1500
100

x
100 200 300
 Applied Example 2: A Nutrition Problem
 Next, find the vertices of the feasible set S.
✦ The vertices are A(0, 240), B(30, 120), C(120, 60), and
D(300, 0).

y
40 x  10 y 2400
A(0, 240)

200
10 x  15 y 2100
S
B(30, 120)
5 x  15 y 1500
100
C(120, 60)
D(300, 0)
x
100 200 300
 Applied Example 2: A Nutrition Problem
 Now, find the values of C at the vertices and tabulate them:

Vertex C = 6x + 8y
A(0, 240) 1920
y B(30, 120) 1140
40 x  10 y 2400 C(120, 60) 1200
A(0, 240)
D(300, 0) 1800
200
10 x  15 y 2100
S
B(30, 120)
5 x  15 y 1500
100
C(120, 60)
D(300, 0)
x
100 200 300
 Applied Example 2: A Nutrition Problem
 Finally, identify the vertex with the lowest value for C:
✦ We can see that C is minimized at the vertex B(30, 120)
and has a value of 1140.
Vertex C = 6x + 8y
A(0, 240) 1920
y B(30, 120) 1140
40 x  10 y 2400 C(120, 60) 1200
A(0, 240)
D(300, 0) 1800
200
10 x  15 y 2100
S
B(30, 120)
5 x  15 y 1500
100
C(120, 60)
D(300, 0)
x
100 200 300
 Applied Example 2: A Nutrition Problem
 Finally, identify the vertex with the lowest value for C:
✦ We can see that C is minimized at the vertex B(30, 120)
and has a value of 1140.
✦ Recalling what the symbols x, y, and C represent, we
conclude that the individual should purchase 30 brand-A
pills and 120 brand-B pills at a minimum cost of $11.40.