Linear inequalities

M. Lutfor Rahman, PhD

Institute of Statistical Research and Training

University of Dhaka
Email: lutfor@isrt.ac.bd
http://www.isrt.ac.bd/lutfor

July 23, 2020

Introduction

In business, economics, and financial problems first descriptions of

relationships in the model frequently involves statements that
certain quantities can be equal only in the extreme- for example-
expenditure and budget.
The most fundamental of all economic laws, the law of scarcity, is
an inequality and states that the material wants of a society, W,
are greater than the total volume of goods and services, Q.

W >Q (1)
Relational operators

Relational operatiors Meaning

< Strictly less than
>= Greater than or equal
= Equal to
6= or <> Not equal
> Strictly greater than
≤ or <= Less than or equal to
≥ or >= Greater than or equal to
≈ Approximately equal
Linear inequalities in one variable

Inequality relationships frequently require the rearrangements,

simplification or manipulation of inequalities. The following
operators are permissible:
1. Addition or subtraction of the same constant term to or from
each side.
2. Multiplication or division of both sides of an inequality by a
positive constant.
3. Multiplication of both sides of an inequality by a -ve number
and reversal of the direction of the inequality.
2.2.1 Addition of a constant

§ Addition of a constant

x < 10
⇒ x + 5 < 10 + 5; adding constant
⇒ x + 5 < 15

§ Subtracting a constant

x < 10
⇒ x − π < 10 − π; subtracting constant from both sides

§ The constant may in fact be unknown

x + b < 10 + b
2.2.2 Multiplication/division by a positive number

§ Multiplication by a constant

x ≤ 10
⇒ 20x ≤ 20 × 10; multiplying both sides by 20
⇒ 20x ≤ 200

§ Division by a constant

x ≤ 10
⇒ x/20 ≤ 10/20; dividing both sides by 20
⇒ 0.05x ≤ 0.5
2.2.3 Multiplication by a negative number and reversal of
direction

6 < 10
⇒ −6 > −10; multiplying both sides by -1

2x − 4 ≥ x − 3
⇒ 2x ≥ x +1
⇒ −2x ≤ −(x + 1)
2.2.4 Solution sets

§ Given that

2x − 3 ≤ x + 5
⇒ 2x − 3 + 3 ≤ x + 5 + 3
⇒ 2x ≤ x +8
⇒x ≤ 8

which is the solution set in this case. This solution set contains the
x-values for which the relationship x ≤ 8 is true.
2.2.4 Solution sets

§ Suppose that 6 − 4x + 5(x − 2) ≥ 3(x − 2) − (2x − 3). Find the

solution set if exists.
After simplification, we have

⇒x −4 ≥ x −3
⇒ −4 ≥ −3
⇒0 ≥ 1

which is unrealistic. Therefore, solution does not exist or the

relation is not true in the above case!
2.3 Linear inequalities in two or more variables

Illustrate the solution sets of the following inequalities through

graphical approach.
I

2x + y ≤ 13

x + 3y ≤ 19
2.3 Linear inequalities in two or more variables

Consider the inequality:

2x + y ≤ 13.
The above condition might relate, for example, an expenditure
limit on resources.
To draw the line from above inequality, we take some points as
follows:

2x+y=13
x 0 13/2
y 13 0

The solution is all points on or below the line defined by the

equality part of the relation and is shown in the Figure 2.2.
2.3 Linear inequalities in two or more variables

Figure: Figure 2.2

2.3 Linear inequalities in two or more variables

Now consider the following inequality

x + 3y ≤ 19.
To draw the line from above inequality, we take some points as
follows:

x+3y=19
x 0 19
y 19/3 0
2.3 Linear inequalities in two or more variables

The graph of the above inequality could be as shown in Figure 2.3.

Figure: 2.3
2.3 Linear inequalities in two or more variables

Figure 2.2 and Figure 2.3 did not exclude the negative values.
However, in real life there might have restrictions to have only
non-negative values. Therefore, we introduce

x ≥0 and y ≥ 0

to show exclusion of negative values.

2.3 Linear inequalities in two or more variables

§ Consider the system of linear equations:

2x + y ≤ 13
x + 3y ≤ 19
x ≥ 0
y ≥ 0

The solution set for this system has been illustrated in Figure 2.5.
Before drawing Figure 2.5, we need some pair of points from two
equations.

2x+y=13 x+3y=19
x 0 13/2 x 0 19
y 13 0 y 19/3 0
2.3 Linear inequalities in two or more variables

In Figure 2.5, the solution set is the perimeter and interior of the
polygon OCEB.
2.3 Linear inequalities in two or more variables

Illustrate the solution set of the following inequalities through

graphical approach.

2x + y ≤ 13
x + 3y ≥ 19

We take some pair of points from two equations as follows:

2x+y=13 x+3y=19
x 0 6 x 19 1
y 13 1 y 0 6
2.3 Linear inequalities in two or more variables

In Figure 2.6(a) no sign restriction on x has been stipulated.

2.3 Linear inequalities in two or more variables

§ Illustrate the solution set of the following inequalities through

graphical approach.

2x + y ≤ 13
4x + 2y ≥ 20
x ≥ 0
2.3 Linear inequalities in two or more variables

In Figure 2.6(b), the solution set is that part of the strip between
the parallel lines that does not involve negative values of x.
2.3 Linear inequalities in two or more variables

Illustrate the solution sets of the following inequalities through

graphical approach.
I

2x + y ≥ 13
x + 3y ≤ 19
y ≥ 2

x + 3y ≤ 19
3x + 9y ≥ 57
2.3 Linear inequalities in two or more variables

§ Describe the nature of the solution set of the following linear

inequalities

2x + y ≥ 180
3x + 6y ≤ 540
x +y = 100
x ≥ 0
y ≥ 0
2.3 Linear inequalities in two or more variables
Nature of the solution set of the following the linear inequalities
given before

Figure: Solution set/region satisfying inequalities

2.5 Linear programming

I Convexity is important in problems that involve finding the

maximum or minimum of a linear function.
I It is subject to the condition that the values of its
independent variables lie in the solution set of a system of
linear inequalities.
I This is situation in linear programming.
2.5 Linear programming
Example:

I A firm produces two products: x and y.

I The output levels are firms decision variables.
I Management levels wish to set production level so as to
maximize some objective function.
I Say, each unit of x makes profit £2 and each unit of y makes
profit £5.
Thus, firm’s objective is to choose values of x and y so as to
maximize profit Z, where

Z = 2x + 5y
Z → is the objective function.
2.5 Linear programming
Labour hour constraints:

I Each unit of x requires 4 labour hours

I Each unit of y requires 3 labour hours
I Total available (labour hours) 48 hours
I So the constraints is

4x + 3y ≤ 48
2.5 Linear programming
Material constraints:

I Each unit of x requires 1 kg of certain materials

I Each unit of y requires 2 kg of certain materials
I Total available materials 22 kg daily
So the constraints is
x + 2y ≤ 22
In practice there may be a variety of constraints relating to a other
scarce resources such as floor space, machine time or finance at
various times.
2.5 Linear programming
In addition to the resource constraints, there will be normally a
prohibition on negative values of the decision variables.
The complete problem in algebraic form is then to-

maximize z = 2x + 5y
subject to 4x + 3y ≤ 48
x + 2y ≤ 22
x ≥ 0
y ≥ 0

A problem of this type can be solved by either use of an algorithm

or by graphical method.
An algorithm is a step-by-step procedure whereby either the
solution is reached in a finite number of steps or it is shown that
no solution exists.
2.5 Linear programming

I The principal algorithm in use is the simplex method.

I The simplex method involves the repetition of a cycle of
calculations (iteration).
I Microcomputer software can be used to solve problems with
many variables and many constraints.
I The topic is covered under the subject ”Operations Research”.
Graphical approach
Here we outline a graphical approach:
The first step is to draw a graph of the constraints and the
solution set they produce.

Figure: Production possibility diagram

Graphical approach
Solution set The solution set is the interior and perimeter of the
polygon OABC. The solution set is known as feasible
set, feasible region or opportunity set.
Production feasibility set In production context, it is referred as
production feasibility set and the outer edge of the
set.
Production possibility frontier The line segments connecting A, B,
and C is the production possibility frontier.
Which of the points in OABC maximizes the value of objective
function?
Prescriptions prior to linear programming
Prior to linear programming a variety of rules of thumb and
conventional nostrums were used to give answers (usually
imperfect) to the problem of this kind. Usual prescriptions were:
1. Produce as much as possible of the most profitable product(s).
2. Make sure that the production plan adopted makes full use of
the scare resources.
Rule (1) needs spelling out in detail to be made operational. It
does not take into account of the constraints and relative resource
levels.
Rule (2) is not feasible always. Also, it does not take into account
of the objective function!
Contours
I A contour of the objective function is a line such that all x and
y combinations on the line correspond to the same values z.
I In the profit maximization context, the contours are known as
iso-profit lines.

Figure: Contour of objective function

Contours
I In Fig 2.10 the contours for z=24, z=40, z=52, and z=55 are
shown as broken lines.
I The point within OABC lying on the highest contour is the
optimal solution to the linear programming problem.
I In linear programming problems, the optimum point will
always be at a corner of the feasible region, that is, at an
extreme point.
I The optimal point may not be unique, but all optima will give
the same value of the objective function.
I In linear programming the optimal solutions must always
include corner points.
Exercise

Consider minimization of the objective function and the following

problem:

2x + y ≥ 180
3x + 6y ≤ 540
x +y = 100
x ≥ 0
y ≥ 0