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4 Linear Programming
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Optimization Finding the minimum or maximum value of some quantity. Linear programming is a form of optimization where you optimize an objective function with a system of linear inequalities called constraints. The overlapped shaded region is called the feasible region.
Find the min. & max. values of C=-x+3y subject to the following constraints.
x x y y 2 5 0 -2x+12 Vertices of feasible region: (2,8) C= -2+3(8)= 22 Max. of 22 at (2,8) (2,0) C= -2+3(0)= -2 (5,0) C= -5+3(0)= -5 Min. of -5 (5,2) at (5,0) C= -5+3(2)= 1
Ex: C=x+5y Find the max. & min. subject to the following constraints
x 0 y 2x+2 5 x+y Vertices? (0,2) C=0+5(2)=10 (1,4) C=1+5(4)=21 Maximum only! Max of 21 at (1,4)
Assignment