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Unit 1: LINEAR PROGRAMMING

Warm Up!

Are you familiar with INEQUALITIES? Like,


2x ≤ 10
y + 4 > 5x-16 ?

Notice the symbols used in the algebraic statement. It has variables or unknown quantities.
Like any other algebraic sentences or relationships such as equations, unknown quantities
in the inequalities must have their values that hold true to the relationships shown in the
inequality.

So, how do we find the values of unknown quantities in an inequality?

Can you give a try for this? 2x≤10


Solve for the value of the y+4>5x-16
variable for each inequality.

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How do you solve linear inequalities in one variable? In two variables?

Study the following:

Recall on how
you graphed
linear equations
as shown at the
right.

FIGURE 1 FIGURE 2

ANALYZING the figures above,


 FIGURE 1 is the graph of the linear equation: y = (3/2) x +3, which is a straight line;

 while FIGURE 2 is the graph of the inequality: y ≤ (3/2) x + 3, which is the shaded
portion starting from the straight line.

Question: How did we graph the inequality which is a shaded part of the plane?

From the inequality solved above, notice that the way we solved it is similar as in solving a
simple equation. You have to remember one thing only:
If you multiply or divide both sides of the inequality by any negative numeral, you
have to reverse the symbol. That is, from greater than (>), reverse it to less than
(<) or from less than, reverse that to greater than.

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To graph inequalities, do the following steps:

1. Graph the corresponding equation of the inequality:


Say, y ≤ (3/2) x +3 Graph: y = (3/2) x +3, (see Figure 1)

2. Graph now the inequality by:


o picking a point (x, y) from the plane, best point is (0,0), the origin
o substitute this point in the inequality, then analyze the result.
At (0,0): y ≤ (3/2) x +3
0 ≤ (3/2) 0 +3
0 ≤ 0 +3
0 ≤ 3 which is true

Since (0,0) gives a true statement to the inequality, the graph of the inequality
will go to the direction of the point (0,0) or to the origin. Shade the graph which
is a plane. Hence, Figure 2.

If the point you picked gives you a false statement, the graph of the inequality
will go to the opposite direction of the point.

How about if you have already sets x+y≤5


of inequalities or a system of x – y ≥ -5
inequalities like this?

SYSTEMS OF LINEAR INEQUALITIES

In the case of system of linear inequalities, its solution set is the point of intersection of
the graphs of the inequalities which is a plane. The plane called “feasible region” contains
the set of points satisfying all the inequalities of the given system.

Steps in solving the systems of linear inequalities:


1. Graph the given inequalities in one-coordinated plane.
2. Shade the feasible region.
3. Check by picking-up a point within the feasible region and substitute its coordinates
to each of the inequalities in the given system. The coordinates of the chosen point
must satisfy all the inequalities.

Example:

Graph the solution set of the system: x + y ≤ 5


x – y ≥ -5

y
x-y =-5 To check:
x +y =5
Take (1, 2) which is within the
5 feasible region.

-5 5 x Substituting:
x+y≤5 x–y≥-5
x+y≤5 x-y≥-5
1+2≤5 1–2≥-5
3 ≤ 5 true - 1 ≥ - 5 true

With this simple recall on how solutions of inequalities are done and on how they are
graphed, you are ready to navigate this course module starting from the first unit, the
Linear Programming.

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Getting Started!

“What is Linear Programming? What do you think is the process involve in the
formulation of such program?”

1.1 LINEAR PROGRAMMING

Linear Programming is planning by the use of linear relationship of variables involved. It is a technique
for the optimization of a linear objective function, subject to linear equality and linear inequality
constraints. It makes use of certain mathematical techniques to get the best possible solution to a
problem involving limited resources.

The following is the process involved in formulating a linear programming model:

1. Determine the decision variables.

2. Write the objective function which represents how the decision variables affect the cost or
value to be optimized (minimized or maximized).

3. Formulate the constraints composing of two parts:


a. explicit constraints which represent how the decision variables use resources, which
are available in limited quantities; and the
b. implicit constraints stating the non- negativity restriction.

Maximize: P = 200x + 500y objective function


Sample of a Linear
Programming Subject to: x + y ≥ 100
Explicit constraints
Model 2x + y ≤ 300
x≥0
Implicit constraints
y≥0

1.2 Formulation of a Linear Programming Model

Let us take this A store has requested a manufacturer to produce pants and t-shirts
jackets. For materials, the manufacturer has 750 m² of cotton textile
problem with the
and 1,000 m² of polyester. Every pair of pants (1 unit) needs 1 m² of
formulated linear cotton and 2 m² of polyester. Every jacket needs 1.5 m² of cotton and 1
program. m² of polyester. The price of the pants is fixed at 50 and the jacket,40.
What is the number of pants and jackets that the manufacturer must
give to the stores so that these items obtain a maximum sale?

Objective function The decision variables: x = number of pants


must be y = number of jackets
introduced by the
The objective function: Maximize: P = 50x + 40y
word “Maximize’
for maximization
The constraints: Subject to: x + 1.5y ≤ 750
problem, or 2x+3y ≤ 1500
“minimize” for 2x + y ≤ 1000
minimization x≥0
problem. y≥0

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In the sample model given above, notice that the constraints being introduced by the word
“subject to” are composed of inequalities, which sometimes may also contain an equation.

When you are creating these inequalities, it is important to know which inequality symbol you
should use.

Here are the following INEQUALITY SYMBOLS which you can use in formulating inequalities:

The less than symbol: < The less than or equal to symbol: ≤
The greater than symbol: > The greater than or equal to symbol: ≥
The table below contains certain phrases that will tip you off.

Many problems, though, will not explicitly use words like “at least” or “is less than”.

So how do you figure out which symbol is appropriate in a given situation?

The key is to think about the context of the problem, and to relate the context to one of the
situations listed in the table. Context refers to the real-life situation in which the problem takes
place.

NOTE:
A minimization or maximization problem can be classified as linear program if it has the
following properties:
1. The objective of the decision maker must be either to maximize or to minimize.
2. The actions of the decision-maker must be constrained and the decision must
not violate the limitations or constraints.
3. All variables have a value greater than or equal to 0.
4. The relationship of variables could be expressed in terms of equations or inequalities.

TEST YOURSELF 1.1


Express the following word problems as a linear program. Compare your
answers to the solutions presented in the appendices.
1. A store sells two types of toys, A and B. The store owner pays ₱432 and ₱742 for each one
unit of toy A and B, respectively. One unit of toy A yields a profit of ₱106 while a unit of toy
B yields a profit of ₱159. The store owner estimates that no more than 2000 toys will be
sold every month and he does not plan to invest more than ₱800,000 in inventory of these
toys. How many units of each type of toys should be stocked in order to maximize his
monthly total profit?
2. A poultry raiser wants to mix two types of grain: x and y. Each unit of grain x costs P250
and contains 20 grams of fat, 10 grams of protein and 800 calories. Each unit of grain y
costs P326 and contains 30 grams of fat, 30 grams of protein and 600 calories. Suppose the
poultry raiser wants that each unit of the final product to yield at least 180 grams of fat, at
least 120 grams of protein and at least 4800 calories, how many units of each type of grain
should he use in order to minimize his cost?

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1.3 THE GRAPHICAL METHOD

Having variables in a linear programming model, there is a need to find the values of such variables.
One way of solving this is through the graphical method. This method is most appropriate when there
are two variables involve in the linear program.

This method makes use of graphs to arrive at the optimum solution.

Optimum solution is a solution that makes the objective function as large as possible in the case of
maximization process, and as small as possible in the case of minimization process.

The set of all points in the graph satisfying the constraint is called the feasible solution, and these points
are located in the feasible region.

HOW DO YOU SOLVE NOW LINEAR PROGRAMMING MODELS USIMG THIS GRAPHICAL METHOD?

1.3.1 Procedure in Solving a Linear Programming problem using the Graphical


Method:

1. Graph the constraints (explicit and implicit) in the two coordinated axes.
2. Shade the feasible region.
3. Identify the coordinates of the vertices which is an ordered pair (x, y)
4. Substitute each ordered pair in the objective function. Analyse the respective value.
5. Formulate the decision, From (4).
 for maximization problem, choose the largest value as the maximum quantity
 for minimization problem, choose the least value as the minimum quantity.

Let us apply the procedure in the following examples.

Example 1.
The STA Manufacturing Company makes two products: tables and chairs, which must
be processed through assembly and finishing departments. Assembly department is available
30 hours in every production period; while the finishing department is available in 24 hours.
Manufacturing one table requires 2 hours in the assembly and 1 hour in the finishing
department. A chair requires 1 hour in the assembly and 2 hours in the finishing. One table
contributes P580 to profit, while a chair contributes P500. Find the number of tables and chairs
to make per production period in order to maximize the profit.

Solution: Let x = the number of tables; and y = the number of chairs

product Time in Time in finishing Profit (in


assembly pesos)
x (tables) 2 1 580
y (chairs) 1 2 500
30 hrs 24 hrs

Objective Function: Maximize: P = 580x + 500y


Constraints: Subject to: 2x + y≤ 30
x + 2y≤ 24
x≥0; y≥0

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(continuation of example 1)

Graph the constraints: y

30
2x + y = 30
20

10 (12,6)

10 20 30 x
x + 2y = 24

The point *(12, 6) which is the intersection of the lines is obtained by solving the solution set of
the system: 2x + y = 30
x + 2y = 24

*Check it using either elimination or substitution method.

Finding the optimum solution:

Determine the coordinates of the vertices of the feasible region and substitute them in the
objective function:
Vertices Objective Function:
P = 580x + 500y
( 0, 12) 580(0) + 500(12) = 6000
(15, 0 ) 580(15) + 500(0) = 8700
(12, 6 ) 580(12) + 500(6) = 9960

The coordinates (12,6 ) gives the largest amount in the objective function.

Therefore, the decision must be: x = 12 the number of tables


y=6 the number of chairs

The maximum profit is ₱ 9960.00

Example 2. A farmer is planning to reduce its operational cost in managing his farm
business to increase his profit. In doing so, he must determine how many post
production harvest equipment to build by following its objective and constraints such
as: Minimize: C= 350x + 300y
Subject to: x + y ≤ 8 ; x + 2y≥ 8 ; x ≥ 3
x ≥ 0, y ≥ 0

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(continuation of example 2)

The points ( 3, 5 ) and (3,2.5) which are the intersections of the lines are obtained by solving
the solution set of the systems x + y = 8 ; x=3 and x + 2y = 8 ; x =3 respectively.

Finding the Optimum Solution:


Determine the coordinates of the vertices of the feasible region and substitute them in the
objective function.
Vertices: Objective Function:
C =350x + 300y
( 8, 0 ) 350(8) + 300(0) = 2800
( 3, 5 ) 350(3) + 300(5) = 2550
( 3, 2.5) 350(3) + 300(2.5) = 1800

The coordinates (3, 2.5) gives the smallest amount in the objective function.

Therefore, the decision must be:

x=3 and y = 2.5 , which gives a minimum cost of ₱ 1,800 .

TEST YOURSELF 1.2


SOLVE THE FOLLOWING PROBLEMS. Compare your answers to the solutions
presented in the appendices.

1. A company makes two products, X and Y, using two machines, 1 and 2. Each unit of X
UNIT SUMMARY
that is produced requires 50 minutes processing time on machine 1 and 30 minutes
processing time on machine 2. Each unit of Y that is produced requires 24 minutes
processing time on machine 1 and 40 minutes processing time on machine 2. Machine
1 is available for 120 minutes while machine 2 is available for 90 minutes per
processing period. How many units of product X and Y should be produced in order to
maximize the profit if product X contributes ₱500 to profit while product Y contributes
₱650.00?

2. Find the minimum cost for the Linear program:


Minimize: C = 1000x + 2000y
Subject to: 4x + 7y ≥ 28
8x + 3y ≤ 24
y≤8
x≥ 0, y≥0

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UNIT SUMMARY
DEFINITION/CONCEPT/PROCESS
KEY TERMS
Linear Programming is planning by the use of linear
relationship of variables involved. It is a technique for the
Linear Programming
optimization of a linear objective function, subject to linear
equality and linear inequality constraints.
1. Determine the decision variables.
2. Write the objective function which represents how the
decision variables affect the cost or value to be
optimized (minimized or maximized).
Formulating a linear
3. Formulate the constraints composing of two parts:
programming model a. explicit constraints which represent how the decision
variables use resources, which are available in
limited quantities; and the
b. implicit constraints stating the non- negativity
restriction.

1. Graph the constraints (explicit and implicit) in the two


coordinated axes.
2. Shade the feasible region.
3. Identify the coordinates of the vertices which is an
ordered pair (x, y)
4. Substitute each ordered pair in the objective function.
Solving a linear
Analyse the respective value.
programming model using
5. Formulate the decision from (4).
the graphical method
 for maximization problem, choose the largest value
as the Maximum quantity
 for minimization problem, choose the least value as
the minimum quantity

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ANSWER KEY to the TEST YOURSELF ITEMS:

TEST YOURSELF 1.1

1. Let x = no. of toy A Maximize: P= 100x + 159y


Y = no. of toy B Subject to: x + y ≤ 2000
432x + 742y≤800,000
x≥0, y≥0

2. Minimize: C = 250x + 326y


Subject to: 20x + 30y ≥ 180
10x + 30y ≥ 120
800x + 600y ≥ 4800
X ≥ 0 , y ≥0

------------------------------------------------------------------------------------------------------------------------------------------

TEST YOURSELF 1.2


1.
M1 M2
X 50 30
Y 24 40
≤120 ≤90

Maximize: P=500x + 650y


Subject to: 50x + 24y ≤120
30x + 40y ≤90
x≥0 , y≥0

for the point of intersection of the lines : 50x + 24y ≤120 and 30x + 40y ≤90,
SOLVE IT USING ELIMINATION or SUBSTITUTION which must result to (2.1, 0.7)

The coordinates of vertices of the feasible region:


(0, 2.25) , (2.1, 0.7) , (2.4, 0)
Substituting these in the objection function:
P=500x + 650y
(0, 2.25) = 500(0) + 650 (2.25) = 1,462.50
(2.1, 0.7)= 500(2.1) + 650(0.7)= 1,505
(2.4, 0) = 500(2.4) + 650(0)= 1,200

DECISION: X = 2.1 and y = 0.7


Maximum profit= ₱1,505.00

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2. Minimize: C=1000x + 2000y
Subject to: 4x + 7y ≥ 28
8x + 3y ≤ 24
y≤8
x≥0 , y≥0

For the point (1.9 , 2.9) , use either elimination or substitution method

Coordinates of the vertices of the feasible region; substituting in


the objective function C=1000x+2000y

(0, 8)= 1000(0)+2000(8)=16,000


(0, 4)= 1000(0)+2000(4)= 8,000
(1.9, 2.9)= 1000(1.9)+2000(2.9)
= 1,900 + 5,800 = 7,700

DECISION: X = 1.9
Y = 2.9

Minimum cost= ₱7,700

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