LESSON 7: LINEAR PROGRAMMIN

LINEAR PROGRAMMING

In Mathematics, linear programming is a method of optimizing operations with some constraints. The

main objective of linear programming is to maximize or minimize the numerical value. It consists
of linear functions which are subjected to the constraints in the form of linear equations or in the form
of inequalities. Linear programming is considered an important technique that is used to find the
optimum resource utilization. The term “linear programming” consists of two words as linear and
programming. The word “linear” defines the relationship between multiple variables with degree one.
The word “programming” defines the process of selecting the best solution from various alternatives.

Linear Programming is widely used in Mathematics and some other fields such as economics, business,
telecommunication, and manufacturing fields. In this article, let us discuss the definition of linear
programming, its components, and different methods to solve linear programming problems.

What is Linear Programming?

Linear programming (LP)  or Linear Optimization may be defined as the problem of maximizing or

minimizing a linear function that is subjected to linear constraints. The constraints may be equalities or
inequalities. The optimization problems involve the calculation of profit and loss.  Linear programming
problems are an important class of optimization problems, that helps to find the feasible region and
optimize the solution in order to have the highest or lowest value of the function.

In other words, linear programming is considered as an optimization method to maximize or minimize

the objective function of the given mathematical model with the set of some requirements which are
represented in the linear relationship. The main aim of the linear programming problem is to find the
optimal solution.

Linear programming is the method of considering different inequalities relevant to a situation and
calculating the best value that is required to be obtained in those conditions. Some of the assumptions
taken while working with linear programming are:

 The number of constraints should be expressed in the quantitative terms

 The relationship between the constraints and the objective function should be linear

 The linear function (i.e., objective function) is to be optimized

Components of Linear Programming

The basic components of the LP are as follows:

 Decision Variables

 Constraints

 Data

 Objective Functions
Characteristics of Linear Programming

The following are the five characteristics of the linear programming problem:

Constraints – The limitations should be expressed in the mathematical form, regarding the resource.

Objective Function – In a problem, the objective function should be specified in a quantitative way.

Linearity – The relationship between two or more variables in the function must be linear. It means that
the degree of the variable is one.

Finiteness –  There should be finite and infinite input and output numbers. In case, if the function has
infinite factors, the optimal solution is not feasible. 

Non-negativity – The variable value should be positive or zero. It should not be a negative value.

Decision Variables – The decision variable will decide the output. It gives the ultimate solution of the
problem. For any problem, the first step is to identify the decision variables.

Linear Programming Problems

The Linear Programming Problems (LPP) is a problem that is concerned with finding the optimal value of
the given linear function. The optimal value can be either maximum value or minimum value. Here, the
given linear function is considered an objective function. The objective function can contain several
variables, which are subjected to the conditions and it has to satisfy the set of linear inequalities called
linear constraints. The linear programming problems can be used to get the optimal solution for the
following scenarios, such as manufacturing problems, diet problems, transportation problems, allocation
problems and so on.

Methods to Solve Linear Programming Problems

The linear programming problem can be solved using different methods, such as the graphical method,
simplex method, or by using tools such as R, open solver etc. Here, we will discuss the two most
important techniques called the simplex method and graphical method in detail.

Linear Programming Simplex Method

The simplex method is one of the most popular methods to solve linear programming problems. It is an
iterative process to get the feasible optimal solution. In this method, the value of the basic variable
keeps transforming to obtain the maximum value for the objective function. The algorithm for linear
programming simplex method is provided below:

Step 1: Establish a given problem. (i.e.,) write the inequality constraints and objective function.

Step 2: Convert the given inequalities to equations by adding the slack variable to each inequality
expression.

Step 3: Create the initial simplex tableau. Write the objective function at the bottom row. Here, each
inequality constraint appears in its own row. Now, we can represent the problem in the form of an
augmented matrix, which is called the initial simplex tableau.
Step 4: Identify the greatest negative entry in the bottom row, which helps to identify the pivot column.
The greatest negative entry in the bottom row defines the largest coefficient in the objective function,
which will help us to increase the value of the objective function as fastest as possible.

Step 5: Compute the quotients. To calculate the quotient, we need to divide the entries in the far right
column by the entries in the first column, excluding the bottom row. The smallest quotient identifies the
row. The row identified in this step and the element identified in the step will be taken as the pivot
element.

Step 6: Carry out pivoting to make all other entries in column is zero.

Step 7: If there are no negative entries in the bottom row, end the process. Otherwise, start from step 4.

Step 8: Finally, determine the solution associated with the final simplex tableau

Graphical Method
The graphical method is used to optimize the two-variable linear programming. If the problem has two
decision variables, a graphical method is the best method to find the optimal solution. In this method,
the set of inequalities are subjected to constraints. Then the inequalities are plotted in the XY plane.
Once, all the inequalities are plotted in the XY graph, the intersecting region will help to decide the
feasible region. The feasible region will provide the optimal solution as well as explains what all values
our model can take. Let us see an example here and understand the concept of linear programming in a
better way.

Example:

Calculate the maximal and minimal value of z = 5x + 3y for the following constraints.

x + 2y ≤ 14

3x – y ≥ 0

x – y ≤ 2

Solution:

The three inequalities indicate the constraints. The area of the plane that will be marked is the feasible
region.

The optimisation equation (z) = 5x + 3y. You have to find the (x,y) corner points that give the largest and
smallest values of z.

To begin with, first solve each inequality.

x + 2y ≤ 14 ⇒ y ≤ -(1/2)x + 7

3x – y ≥ 0 ⇒ y ≤ 3x

x – y ≤ 2 ⇒ y ≥ x – 2

Here is the graph for the above equations.

Now pair the lines to form a system of linear equations to find the corner points.

y = -(½) x + 7

y = 3x

Solving the above equations, we get the corner points as (2, 6)

y = -1/2 x + 7

y=x–2

Solving the above equations, we get the corner points as (6, 4)

y = 3x

y=x–2

Solving the above equations, we get the corner points as (-1, -3)

For linear systems, the maximum and minimum values of the optimization equation lie on the corners of
the feasibility region. Therefore, to find the optimum solution, you only need to plug these three points
in z = 3x + 4y
(2, 6) :

z = 5(2) + 3(6) = 10 + 18 = 28

(6, 4):

z = 5(6) + 3(4) = 30 + 12 = 42

(–1, –3):

z = 5(-1) + 3(-3) = -5 -9 = -14

Hence, the maximum of z = 42 lies at (6, 4) and the minimum of z = -14 lies at (-1, -3)

Linear Programming Applications

A real-time example would be considering the limitations of labors and materials and finding the best
production levels for maximum profit in particular circumstances. It is part of a vital area of mathematics
known as optimization techniques. The applications of LP in some other fields are

 Engineering – It solves design and manufacturing problems as it is helpful for doing shape
optimization

 Efficient Manufacturing – To maximize profit, companies use linear expressions

 Energy Industry – It provides methods to optimize the electric power system.

 Transportation Optimization – For cost and time efficiency.

Importance of Linear Programming

Linear programming is broadly applied in the field of optimization for many reasons. Many functional
problems in operations analysis can be represented as linear programming problems. Some special
problems of linear programming are such as network flow queries and multi-commodity flow queries
are deemed to be important to have produced much research on functional algorithms for their
solution.

Lesson 7.1: Linear Inequalities

Linear inequalities are the expressions where any two values are compared by the inequality symbols
such as, ‘<’, ‘>’, ‘≤’ or ‘≥’. These values could be numerical or algebraic or a combination of both. For
example, 10<11, 20>17 are examples of numerical inequalities, and x>y, y<19-x, x ≥ z > 11 are examples
of algebraic inequalities (also called literal inequalities). Learn linear inequalities for class 11 here. In this
article, we are going to learn what is inequality in Math, linear inequalities, graphing of linear
inequalities, and examples in detail.

What is Linear Inequality in Math’s?

In Mathematics, inequality represents the mathematical expression in which both sides are not equal. If
the relationship makes the non-equal comparison between two expressions or two numbers, then it is
known as inequality in Math’s. In this case, the equal sign “=” in the expression is replaced by any of the
inequality symbols such as greater than symbol (>), less than symbol (<), greater than or equal to symbol
(≥), less than or equal to symbol (≤) or not equal to symbol (≠). The different types of inequalities in
Math’s are polynomial inequality, rational inequality, absolute value inequality.

The symbols ‘<‘ and ‘>’ express the strict inequalities and the symbols ‘≤’ and ‘≥’ denote slack
inequalities. A linear inequality seems exactly like a linear equation but there is a change in the symbol
that relates two expressions.

How to Solve Inequalities in Math’s?

Follow the below steps to solve all types of inequalities:

Step 1: First, write the inequality as an equation.

Step 2: Solve the given equation for one or more values.

Step 3: Now, represent all the values obtained in the number line.

Step 4: Use open circles to represent the excluded values on the number line.

Step 5: Find the interval.

Step 6: Now take any random value from the interval and substitute it in the inequality equation to
check whether the values satisfy the inequality equation.

Step 7: Intervals that satisfy the inequality equation are the solutions of the given inequality equation.

Linear Inequalities Graphing

When we plot the graph for inequalities, we can see the graph of an ordinary linear function. But in the
case of a linear function, the graph is a line and in the case of inequalities, the graph is the area of the
coordinate plane that satisfies the inequality.

The linear inequality graph divides the coordinate plane into two parts by a borderline. This line is the
line that belongs to the function. One part of the borderline consists of all solutions to the inequality.
The borderline is dashed for inequalities ‘>’ and ‘<’ and solid for ‘≥’ and ‘≤’.

To plot an inequality graph, we need to follow three steps:

 Rearrange the given equation such that the variable ‘y’ is on the left-hand side and the rest of
the equation on the right-hand side. For example, y>x+2

 Plot the graph for “y=x+2” line by putting the values for x.

 Remember to draw a solid line for y≤ or y≥ and a dashed line for y< or y>.

 Now, shade the line as per inequalities, such as above the line for a “greater than” (y> or y≥) and
below the line for a “less than” (y< or y≤).

System of Linear Inequalities

A system of linear inequalities in two variables includes at least two linear inequalities in the identical
variables. When we solve linear inequality then we get an ordered pair. So basically, in a system, the
solution to all inequalities and the graph of the linear inequality is the graph displaying all solutions of
the system. Let us see an example to understand it.

Example: Graph the Linear inequality: 2x – y >1, x – 2y < – 1

Solution: Given two inequality expressions:

2x – y >1   ….(i)

x – 2y < – 1  …(ii)

We need to find the solution for the given inequalities using a graph.

Let us take first, 2x – y > 1

We have to find the points to plot in the graph.

Putting x = 0 in equation (i) and putting ‘=’ instead of ‘>’

y = -1

Again putting y = 0 in equation (i) and putting ‘=’ instead of ‘>’

x = 1/2 = =0.5

Thus, the points are (0,-1) and (0.5,0).

If we put x=0 and y=0, to check for origin, then;

0 >1, which is not true.

Thus, the origin does not lie in the solution of 2x – y > 1.

Repeat the same step for equation (ii). Thus the required points will (0, 0.5) and (-1, 0).

Checking for origin, put x =0 and y = 0.

0 < -1, which is not true.

Thus, the origin does not lie in the solution of x – 2y < – 1.

Hence, the required solution in the graph will be:

Lesson 7.2: Geometry Of Linear Programming
BASIC CONCEPTS ABOUT LINEAR PROGRAMMING:

• Linear programming is a method of dealing with decision problems that can be expressed as
constrained linear models.

• The primary objectives of all Linear Programming are certainly of the parameters and linearly of
the objective function and all constraints.

• A mathematical technique for finding the best uses of an organization's resources.

• It is initially referred to as "programming in a linear structure".

 • It was renamed "linear programming in 1948 as suggested by Tjalling Koopsmans.

• Programming means producing a plan or procedure that determines the solution to a problem.

• Graphical Solution Method is a two-dimensional geometric analysis of linear programming

problems with two decision variables.

• Linear programming is a result of the Air Force research project concerned with computing the
most efficient and economical way to distribute men, weapons, and supplies from different fronts
during World War II.

• Linear Graphical Solution is limited in a two dimensional set of axes.

• Graphing software applications can be used in three variables corresponding to planes in a

coordinate space ( three dimensional).

SOLVING LINEAR PROGRAMMING (LP) PROBLEM GRAPHICALLY:

• A linear programming problem in two unknowns x and y in which we are to determine the
maximum and minimum values of linear expressions.

• It needs an objective function which can be a minimum and a maximum in the form:

Objective Function - is an expression that shows the relationship between the variables in the problem
and the firm's goal.

Two Types of Constraints:

1. Structural Constraint - it is a limit on the availability of resources and it is also known as an

explicit constraint.
 2. Non - negativity Constraint - it is the constraint that restricts all the variables to zero and
positive solution and it is also known as an implicit constraint.

Linear Programming Model:

OPTIMAL SOLUTION OF LP MODEL:

• Optimal Solution -is a combination of decision variable amounts that yield the best possible
value of the objective function and satisfy all the constraints.

• Optimal Value - it is the highest ( for maximization problem ) or lowest value ( for minimization
problem ) of the objective function.

• Feasible Region - it is the set of combinations of values for the decision variables that satisfy the
non-negativity conditions and all the constraints simultaneously that is the allowable decisions.

• Extreme Points - are the corner of the feasible region, these are the location of the maximum
and minimum point of the feasible region.

Fundamental Theorem of LP Problem:

There are two things we need to consider in solving the LP problem such as:

• If a Linear Programming( LP ) problem has an optimal solution, there is always at least one
extreme point ( corner point ) solution of the feasible region.
 • A Linear programming ( LP ) problem with bounded, non-empty feasible regions always contains
an optimal solution.

Example: A local boutique produced two designs of gowns A and B have the following materials
available: 18 square meters of cotton, 20 square meters of silk, and 5 square meters of wool. Design A
requires the following; 2 square meters of cotton, 2 square meters of silk, and 1 square meter of wool.
Design B requires the following: 2 square meters of cotton, 4 square meters of silk. If design A sells for
Php 1,200 and design B for Php 1,600, how many of each garment should the boutique produce to
obtain the maximum amount of money?

Solution:

Step 1: Represent the unknown in the problem. Let x be the number of Design A y be the number of
Design B

Step 2: Tabulate the data about the facts ( if necessary ).

Step 3: Formulate the objective function and constraints by restating the information in mathematical
form ( LP model)

Objective function: P =1,200x + 1,600y (Maximize since asking for maximum amount)

Note: P will denote that the LP model is maximization problem and C for minimization problem.

Step 4: Plot the constraints of the LP problem on a graph, with design A ( x ) shown on the horizontal
axis and Design B ( y ) on the vertical axis, using the intercept rule.

Using the constraint for the cotton:

Using the constraint for Silk:
Step 5: From the graph on step 4 identify the feasible region. The feasible region is the shaded part
which is the dark green in color. The extreme points are the points solved in step 4, which are points 1,
2, 3, 4, and 5. These points will be used to solve for the unknown coordinates.

Step 6: Solve the intersection of the lines, which satisfies the feasible solution simultaneously using the
elimination method.
Step 8: Formulate the decision. Since the coordinate ( 4, 3 ) will give the highest value of Php 9,600.
The decision will be to create 4 Design A and 3 Design B of gowns in order to maximize the sales.

Lesson 7.3: Linear Inequalities Problems

Example 1:

Solve the inequality 4 ( x + 2 ) − 1 > 5 − 7 ( 4 − x )

Solution:

Given,

4(x+2)−1>5−7(4−x)

Expanding the brackets and multiplying by each term we get;

4 x + 8 − 1 > 5 − 28 + 7 x

4 x + 7 > − 23 + 7 x

Subtract 7 on both the sides

4x + 7 – 7 > -23 + 7x – 7

4x > -30 + 7x
Subtracting 7x from both the sides

4x – 7x > -30 + 7x – 7x

− 3 x > − 30

Multiplying both the sides by -1, the inequality gets reversed;

-3x (-1) < -30 x (-1)

3x < 30

Dividing both the sides by 3, we get;

3x/3 < 30/3

x < 10

Hence, x lies between -∞ and less than 10.

Example 2:

Solve the following inequality 8 ≤ 3 − 5 x < 12

Solution:

Given,

8 ≤ 3 − 5 x < 12

We can distribute the intervals as:

8 ≤ 3 – 5x and 3 – 5x < 12

Now taking one at a time.

8 ≤ 3 – 5x

Subtracting 3 on both the side

8 – 3 ≤ 3 – 5x – 3

5 ≤ -5x

Multiplying by (-1) on both sides reverses the inequality sign.

5 (-1) ≥ -5x (-1)

-5 ≥ 5x

Dividing both the sides by 5, we get;

-5/5 ≥ 5x/5

-1 ≥ x  … (i)

Now, taking the second interval, we have;

3 – 5x < 12

Subtracting 3 on both the sides;

3 – 5x – 3 < 12 – 3

-5x < 9

Multiplying by (-1) on both sides reverses the inequality sign.

(-1) (-5x) > 9 (-1)

5x > -9

Dividing by 5 on both the sides;

5x/5 > -9/5

x > -9/5  … (ii)

On combining both the intervals (i) and (ii), we can write;

− 1 ≥ x > − 9/5

or

-9/5 < x ≤ -1

Hence, x lies between the interval (-9/5,-1).

Lesson 7: assessment task

Name: __________________________________________ date:_______________

Year & Section:_______________________________ score:______________

1 16 points

2 13 points

3 10 points

4 11 points

Total 50 points
 1. (16 points) A company has fixed costs of $43,000 (430 hundred dollars) and average
variable costs given by AV C(x) = x2 − 5x + 10 dollars per item, where x is in hundreds of
items. The selling price, p, for an order of x hundred items is given by dollars
per item.
Round your final answers to the nearest item or nearest cent.
(a) (4 pts) Find and simplify the formulas for variable cost, total cost, average cost,
and totalrevenue.
V C(x) = hundred dollars
TC(x) = hundred dollars
AC(x) = dollars per item
TR(x) = hundred dollars
(b) (4 pts) Find the shutdown price.
SDP = dollars/item
(c) (4 pts) Find the selling price that gives the maximum total revenue.
p= dollars/item
(d) (4 pts) Find the range of quantities over which AV C(x) is less than or equal to $6
per item.
from x = to x = hundred items
2. (13 points) Consider the two functions

+ 2 and g(x) = x2 − 8x + 15.

(a) (5 pts) Find and completely simplify .

(b) (4 pts) Find all solutions to g(x) − f(x) = 4.

(List solutions) x =
(c) (4 pts) Find the longest interval over which f(x) and f(x) − g(x) are both
increasing.
from x = to x =
3. (10 points) On this page you will solve the following linear programming problem:
Maximize f(x,y) = 4x + 5y subject to the constraints
x + y ≤ 7.5 , 2.25x + y ≤ 12 , y ≤ 6 , x ≥ 0 , y ≥ 0.
(a) (8 pts) Accurately sketch the feasible region. Clearly, shade the feasible region
and label ALLrelevent corners for full credit. (Show your work and your solving! Do NOT
estimate from the picture, you must show the necessary algebra to solve for the
appropriate intersections to get full credit).

(b) (2 pts) What is the maximum value of f(x,y) = 4x + 5y subject to the given
constraints?
Max f(x,y) value =
4. (11 pts)
(a) The supply curve is p − q = 10 and the demand curve is q(2p − 10) = 5500, where
q is in items.
i. (4 pts) Give the quantity and price that corresponds to market equilibrium.
(q,p) =
ii. (3 pts) If the market price is $30 per item is there a shortage or surplus?And how
many items is the shortage or surplus?
Circle one: SHORTAGE or SURPLUS
By this many items
(b) (4 pts) Solve 21 − 3(1.05)0.1t = 9.
Give your final answer as a decimal, accurate to three digits after the decimal.
t=