MATH 4 – APPLIED MATHEMATICS

MODULE 1

OPTIMIZATION OF DISCRETE
MODEL:

Operation Research

FIRST SEMESTER, SCHOOL YEAR 2020-2021

 Module 1 – Optimization of Discrete Model

Lesson 1.2. Linear Programming II - Geometric Solutions

Everyone is capable of managing his own daily schedule of activities and

somehow has a secret dream of becoming a manager or CEO in the future. However,
a good manager can only maximize the business profit, time/schedule, or even space
and minimize its cost of structural element, and other related expenses by not violating
the limitations or restrictions on the existing linear function.
Decision makers or even managers are often encountered with decisions
regarding the use of limited resources. These resources may include man power,
materials, and money. In some aspect, there are insufficient resources available to
do as many things as administration would wish. In that sense, the problem is
basically based on how to decide on which resources would be allocated to obtain the
best result, which may relate to profit or cost or both. Linear programming is primarily
used in Micro=Economics, and Company Management such as Planning, Production,
Transportation, technology, and other issues.

What does linear programming mean to you?

Linear programming is planning by the use of mathematical tool to determine
the best possible solution from a given set of parameters, which are represented in
the form of linear relationships.

Introduction to Linear Programming:

• A Linear Programming model seeks the most optimum solution for a problem
that is the largest (maximum) and the smallest (minimum) values of function,
subject to a set of linear constraints.
• The linear model consists of the following components:
- a set of decision variables
- an objective function
- a set of constraints

The following are properties in order to classify a maximization or

minimization problem as linear programming

1. The main objective of the decision maker or planner is to obtain the optimum
solution that must be either to maximize or to minimize.
2. The actions of the decision maker or planner must not violate the limitations
or constraints.
3. All variables used have a value from zero or more, that is greater than or equal
to zero.
4. The relationship of variables could be presented into equations or inequalities.

Two ways in solving a linear programming problem:

1. Graphical Method – is a method used if the problem has two (2) or three (3)
variables, since in a plane there are only 2 coordinate axes
and 3 coordinates in space.
2. Simplex Method – is a method that can handle a problem having infinite
number of variables.
 Module 1 – Optimization of Discrete Model

The Graphical Analysis Presentation

We can represent all the constraints, the objective function, and the types of feasible
points.
Two main parts of linear programming:
1. Objective Function
2. Constraints
Terminologies:
Objective Function – a function whose value we either want to be as large as
possible (want to maximize it) or as small as possible (want
to minimize it).
Constraints or limitations – is a system of inequalities/equations which represented
by the phrase subject to. There are two parts of constraints:
explicit and implicit.
Optimum Solution – a solution which satisfies the objective function, as to either
maximize (as large value as possible) or to minimize (as small
value as possible).
Feasible Solution – is the set of all points/coordinates in the graph making the
constraint a true statement.
Feasible Region – a region where all the feasible solutions are located.
Decision Variables – are the variables which will decide the corresponding output.

The Suggested Procedures in Using Graphical Analysis

1. Represent a decision variable in the maximization or minimization problem.

2. Tabulate the data about the decision variable whenever necessary.
3. Formulate the objective function and constraints. Write also the implicit
constraints.
4. Draw the graph of the constraints, and solve for the coordinates at the point of
intersection using the method learned.
5. Identify the vertices of the feasible region and substitute the coordinates in the
objective function.
6. Analyze the result by formulating your decision. Select the highest value of the
objective function if it is maximization and the lowest value it is minimization.

Here are some list of words that are commonly used in the linear programming
problems with their corresponding symbols of inequality.
Words Symbol of Inequality
Maximization, at most, no more than, ≤
available
Minimization, at least ≥
 Module 1 – Optimization of Discrete Model

Examples:
Solve the following linear programming problems completely.
1. An airline offers coach and first-class tickets. For the airline to be profitable, it must
sell a minimum of 25 first-class tickets and a minimum of 40 coach tickets. The
company makes profit of PhP2,250 for each coach ticket and PhP200 for each
first-class ticket. At most, the plane has a capacity of 150 travelers. How many of
each ticket should be sold in order to maximize the profit.

Solution:

Type of Tickets Plane Minimum Minimum Profit

Capacity Tickets to Ticket to
Sell Sell
Let x = no. of coach tickets x x PhP2,25
0
y = no. of first-class tickets y y PhP2000
150 40 25

Formulate the Objective Function and Constraints:

Maximize P : 2,250x + 2,000y

𝑥 + 𝑦 ≤ 150
Subject To : { 𝑥 ≥ 40 explicit constraints
𝑦 ≥ 25
𝑥 ≥0 implicit constraints
𝑦 ≥0

Solve for the coordinates:

Eqt’n. 1: x + y = 150

x 0 150
y 150 0 Common
Solution
Eqt’n. 2: x = 40

Eqt’n. 3: y = 25

Solve for the vertices:

For equations 1 and 2:

x + y = 150 and x = 40
40 + y =150
y = 150 – 40 (by addition property)
y = 110

Thus, (40, 110) is the point of intersection.

 Module 1 – Optimization of Discrete Model

For equations 1 and 3:

x + y = 150 and y = 25
x + 25 = 150
x = 150 – 25 (by addition property)
x = 125

Hence, (125, 25) is the point of intersection.

For equations 2 and 3:

x = 40 and y = 25

So, (40, 25) is the point of intersection.

Substitute the Vertices to the Objective Function:

Vertices of
the Feasible Objective Function: 2,250x + 2000y Results
Region
(40, 110) 2,250(40) + 2000(110) 310,000
(40, 25) 2,250(40) + 2000(25) 140,000
(125, 25) 2,250(125) + 2000(25) 331,250

Decision:
Maximum Profit: Php331,250.00
x = 125 pieces of coach ticket
y = 25 pieces of first-class ticket

Interpretation: The airline company should sell 125 pieces of coach ticket and 25
pieces of first-class ticket to maximize the profit at
Php331,250.00

2. The GBJ Mix Enterprise combines two ingredients, X and Y to form a mixture of a
product that must weigh at least 30 kilos. At most 15 kilos of X and no more that
25 kilos of Y can be used. Ingredient X costs PhP150 per kilos, while Y costs
PhP120 per kilo. Find the number of kilos of each of the two ingredients that should
be used in order to minimize the cost of production.
Solution:

Ingredients Mixture of a Product Cost

Let x – 1st x x PhP150
ingredient
y – 2nd y y PhP120
ingredient
30 15 25

Formulate the Objective Function and Constraints:

Minimize C : 150x + 120y

𝑥 + 𝑦 ≥ 30
Subject To : { 𝑥 ≤ 15 explicit constraints
𝑦 ≤ 25
𝑥 ≥0 implicit constraints
𝑦 ≥0
 Module 1 – Optimization of Discrete Model

Convert inequality into equation and solve for the coordinates:

Eqt’n. 1. x + y = 30

x 0 30
y 30 0

Eqt’n 2. x = 15

Eqt’n. 3. y = 25

Pick P(0, 0) and substitute to the given constraints:

0 ≥ 30 (F)
x ≤ 15 (shade the region on the left side of the line x = 15.
y ≤ 25 (shade the region below the line y = 25
Solve for the point of intersection:

Substitute x = 15 to eqt’n. 1: x + y = 30

15 + y = 30

y = 30 – 15

y = 15

Point (15, 15) is one of the vertices of the feasible region.

Substitute y = 25 to eqt’n. 1: x + y = 30

x + 25 = 30

x = 30 – 25

x=5
Point (5, 25) is one of the vertices of the feasible region.

Vertices of the
Feasible Objective Function: 150x + 120y Results
Region
(5, 25) 150(5) + 120(25) 3,750
(15, 15) 150(15) + 120(15) 4,050
(15, 25) 150(15) + 120(25) 5,250

Decision:
Minimum Cost of Production: PhP3,750

x = 5 kilos of ingredient X
y = 25 kilos of ingredient Y

Interpretation: The GBJ Mix Enterprise should use 5 kilos of ingredient X and
25 kilos of ingredient Y for the mixture to minimize the cost of
production at PhP3, 750.
 Module 1 – Optimization of Discrete Model

SPECIAL CASES:

Linear Programming Problem Without Optimal Solution

1. Infeasible Problem
➢ In some cases, there is no feasible solution area, for instance, there are no
points that satisfy all constrains of the problem. An infeasible LP problem, with
two decision variables can be identified through its graph.

For example:
Minimize C = 200x1 + 300x2

2x1 + 3y2 ≥ 1,200

Subject to : { 𝑥 1 + 𝑥 2 ≤ 400
2𝑥 1 + 15𝑥 2 ≥ 900
x, y ≥ 0

The region located on the right of PQR includes all solutions which satisfy the
first and the third constraints. The region located on the left of ST inclu des all
solutions, which satisfy the second constraint. Thus, the problem is infeasible
because there is no set of points that will satisfy all the three constraints.

2. Unbounded Problem
➢ It is a solution whose objective function is infinite. If the feasible region is
unbounded then one or more decision variables will increase indefinitely
without violating feasibility, and the value of the objective function can be made
arbitrarily large.

For example:
Minimize C = 40x1 + 60x2

2𝑥 1 + 𝑥 2 ≥ 70
Subject to : { 𝑥 1 + 𝑥 2 ≥ 40
𝑥 1 + 3𝑥 2 ≥ 90

𝑥1; 𝑥2 ≥ 0

The points (x1, x2) must be somewhere in the solution space as shown in the
figure by shaded portion.

Note: Though it is possible to construct linear programming problem with

unbounded solutions numerically, but no linear programming problem
formulated from a real-life situation can have unbounded solution.
 Module 1 – Optimization of Discrete Model

Exercises:
A.
Find the common solution of each of the following linear programming problems
by graphical method.

a. Draw the graph and solve for the point of intersection if any.
b. Substitute the coordinates of the vertices in the objective function.
c. Write down the decision.
d. Interpret the result.

1. Maximize: 20𝑥 + 30
4𝑥 + 2𝑦 = 8
Subject to: {
4𝑥 + 8𝑦 ≤ 16
𝑥 ≥ 0; 𝑦 ≥ 0

2. Minimize: 400𝑥 + 300𝑦

5𝑥 + 𝑦 ≤ 32
Subject to: {
𝑥 + 3𝑦 ≥ 12
𝑥 ≥ 0; 𝑦 ≥ 0

B.
Find the common solution of each of the following linear programming problems
by graphical method.

a. Represent the decision variables.

b. Tabulate the data if necessary.
c. Formulate the objective function and constraints.
d. Draw the graph and solve for the point of intersection if any.
e. Substitute the coordinates of the vertices in the objective function.

1. A manufacturer manufactures two commodities X and Y and wishes to

minimize cost = 12X + 4Y, subject to constraints 4X + 2Y ≥ 9 and 7X + 6Y
≥ 24. Determine the optimal quantity of each commodity to be
manufactured and the associated cost.

Seatwork:
A.
Find the common solution of each of the following linear programming problems
by graphical method.

a. Draw the graph and solve for the point of intersection if any.
b. Substitute the coordinates of the vertices in the objective function.
c. Write down the decision.
d. Interpret the result.

1. Maximize: 20𝑥 + 40𝑦

6𝑥 + 8𝑦 ≥ 24
Subject to: { 8𝑥 + 2𝑦 ≤ 16
4𝑥 + 2𝑦 ≥ 12
𝑥 ≥ 0; 𝑦 ≥ 0

2. Minimize: 200𝑥 1 + 250𝑥 2

5𝑥 1 + 20𝑥 2 ≥ 100
Subject to: { 15𝑥 1 + 10𝑥 2 ≥ 150
32𝑥 1 + 8𝑥 2 ≥ 160
𝑥 1 ≥ 0; 𝑥 2 ≥ 0
 Module 1 – Optimization of Discrete Model

B.
Find the common solution of each of the following linear programming problems
by graphical method.

a. Represent the decision variables.

b. Tabulate the data if necessary.
c. Formulate the objective function and constraints.
d. Draw the graph and solve for the point of intersection if any.
e. Substitute the coordinates of the vertices in the objective function.
f. Write down the decision.
g. Interpret the result.

The AAB factory produces two types of industrial chemical: X 1 and X2. The
profit realized from a kilo of type X 1 at PhP350 and PhP250 for type X 2. The
raw materials from which the industrial chemicals are made, are nitrogen,
sulfur, and potassium which are used in the following quantities:

Type Nitrogen Sulfur Potassium

X1 3 kilos 3 kilos 8 kilos
Y1 3 kilos 2 kilos 1 kilo

The available stocks include 2,400 kilos of nitrogen, 1,600 kilos of potassium,
and 1,400 kilos of sulfur. The objective is to maximize the profit. Find the
amounts of X 1 and X2 to be manufactured.

Assignment:
Find the common solution of each of the following linear programming problems
by graphical method.

a. Represent the decision variables.

b. Tabulate the data if necessary.
c. Formulate the objective function and constraints.
d. Draw the graph and solve for the point of intersection if any.
e. Substitute the coordinates of the vertices in the objective function.
f. Write down the decision.
g. Interpret the result.

1. Each month a store owner Adler can spend at most PhP1,000,000 on PC’s and
laptops. A PC costs the store owner PhP15,000 and a laptop costs him
PhP20,000. Each PC is sold for a profit of PhP10,000 while laptop is sold for a
profit of PhP15,000. The store owner estimates that at least 12 PC’s but no
more than 30 are sold each month. He also estimates that the number of laptops
sold is a at most half the PC’s. How many PC’s and laptops should be sold in
order to maximize the profit?

2. Ms. Mu a patient in a hospital is required to have at least 84 units of drug A and

120 units of drug B each day. Each gram of substance M contains 10 units of
drug A and 8 units of drug B, and each gram of substance N contains 2 units of
drug A and 4 units of drug B. Now suppose that both M and N contain an
undesirable drug C, 3 units per gram in M and I unit per gram in N. How many
grams of substances M and N should be mixed to meet the minimum daily
requirements at the same time minimize the intake of drug C? How many units
of the undesirable drug C will be in this mixture?