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Linear Programming Basics and Methods

This document introduces Unit 3 of Linear Programming, focusing on formulating problems, identifying feasible regions, and solving them using graphical methods and the simplex method. It highlights the historical development of linear programming and its applications in various industries, including optimizing diets for farm animals. Key concepts such as objective functions, constraints, and feasible regions are defined to aid understanding.
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0% found this document useful (0 votes)
16 views2 pages

Linear Programming Basics and Methods

This document introduces Unit 3 of Linear Programming, focusing on formulating problems, identifying feasible regions, and solving them using graphical methods and the simplex method. It highlights the historical development of linear programming and its applications in various industries, including optimizing diets for farm animals. Key concepts such as objective functions, constraints, and feasible regions are defined to aid understanding.
Copyright
© All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as PDF, TXT or read online on Scribd

CMM Subject Support Strand: DISCRETE MATHS Unit 3 Linear Programming: Introduction

Unit 3 Linear Programming Introduction

Learning objectives
After studying this unit you should

• be able to formulate linear programming problems from contextual problems

• be able to identify feasible regions for linear programming problems

• be able to find solutions to linear programming problems using graphical means

• be able to apply the simplex method using slack variables.

Notes
The methods of linear programming were originally developed between 1945 and 1955 by American
mathematicians to solve problems arising in industry and economic planning. Many such problems
involve constraints on the size of the workforce, the quantities of raw materials available, the number
of machines available and so on. The problems that will be solved usually have two variables in
them and can be solved graphically, but problems occurring in industry have many more variables and
have to be solved by computer. For example, in oil refineries, problems arise with hundreds of
variables and tens of thousands of constraints.
Another application is in determining the best diet for farm animals such as pigs. In order to maximise
the profit a pig farmer needs to ensure that the pigs are fed appropriate food and sufficient quantities of
it to produce lean meat. The pigs require a daily allocation of carbohydrate, protein, amino acids,
minerals and vitamins. Each involves various components. For example, the mineral content includes
calcium, phosphorus, salt, potassium, iron, magnesium, zinc, copper, manganese, iodine, and
selenium. All these dietary constituents should be present, in correct amounts.
Undoubtedly linear programming is one of the most widespread methods used to solve management
and economic problems, and has been applied in a wide variety of situations and contexts.

Key points
• All linear programming problems take the form of finding the optimum value (maximum or
minimum) of a linear objective function subject to a number of linear constraints.

• In 2 dimensions, the objective function will be of the form y


P = ax + by (a, b positive constants)
subject to a number of constraints of the form
cx + d y ≤ e (c, d, e constants)
together with x ≥ 0, y ≥ 0 .
feasible
region
• The constraints define the feasible region in which all
constraints are satisfied.
x
0
• The objective function is optimised at one of the vertices of the vertices
feasible region.

1
CMM Subject Support Strand: DISCRETE MATHS Unit 3 Linear Programming: Introduction

Unit 3 Linear Programming Introduction

Glossary
• Objective function: the function (e.g. cost, profit, time) that needs to be optimised
(maximum or minimum). For example, P = 5 x + 7 y .
• Constraints: the conditions that need to be satisfied when optimising the objective function.
For example, x + 2 y ≤ 10 , x + y ≥ 5 , x ≥ 0 , y ≥ 2 , etc.

• Feasible region: the region that is defined when all the constraints are satisfied.

Common questions

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Non-negativity constraints, which require all variable values to be greater than or equal to zero, are crucial in linear programming as they ensure the solutions make practical sense in real-world scenarios, where negative values are often not possible. These constraints further define the feasible region by restricting the solution set to the first quadrant in a two-variable problem, simplifying the problem to a region where only realistic, positive values are considered .

In optimizing a dietary plan for farm animals using linear programming, the objective function might be maximizing the nutritional value or minimizing cost. Constraints would include daily nutritional requirements, such as minimum amounts of carbohydrates, proteins, and minerals that must be included. For example, the diet must provide specific quantities of minerals like calcium and iron, represented in linear inequalities. These constraints ensure each component is present in necessary quantities, defining the feasible region from which the optimal diet plan is derived, balancing cost against nutritional fulfillment .

The simplex method involves introducing slack variables to convert inequality constraints into equality constraints, which is essential for handling linear programming problems with more than two variables. Slack variables are added to less-than-or-equal-to inequalities to convert them into equalities. The problem is then expressed in a tabular form known as a simplex tableau, which iteratively performs pivot operations to move towards an optimal solution at a vertex of the feasible region that maximizes or minimizes the objective function .

Formulating a linear programming problem involves defining an objective function that needs to be optimized (maximized or minimized) and establishing linear constraints that must be satisfied. The objective function is typically of the form P = ax + by for two variables, where a and b are constants. Constraints are inequalities of the form cx + dy ≤ e, and the feasible region is defined by the set of all points that satisfy these constraints .

The feasible region in a two-variable linear programming problem is the area defined by the intersection of all constraints, which are inequalities that must be satisfied. It represents all the possible solutions that meet the constraints. The optimum solution, which either maximizes or minimizes the objective function, is typically found at one of the vertices of the feasible region .

Linear programming is useful in diverse industries because it offers a systematic and efficient method for optimizing complex problems that involve numerous constraints and variables. It is particularly valuable for resource allocation, production scheduling, and logistics. An example of its application is optimizing the diet of farm animals (e.g., pigs) to maximize profitability by ensuring that the diet satisfies all nutritional requirements in the correct proportions while minimizing costs .

The graphical solution method for linear programming problems with two variables allows one to visually identify the feasible region by plotting the constraints as lines on a coordinate plane. This method helps in understanding how each constraint contributes to shaping the feasible region. The vertex points of the feasible region are then evaluated to find the optimal value of the objective function, which simplifies the visualization of the optimization process and provides an intuitive understanding of the problem .

In linear programming, the optimization of the objective function, whether maximiations or minimization, occurs at the vertices of the feasible region. This is because, in a convex feasible region defined by linear constraints, the optimal value of a linear objective function will always lie at a vertex. By evaluating the objective function at each vertex of the feasible region, the optimal solution can be identified, ensuring that the constraints are upheld while achieving the desired maximiation or minimization .

Linear programming methods were developed between 1945 and 1955 by American mathematicians to address complex industrial and economic planning problems. This development enabled industries to efficiently manage and optimize resource use, addressing constraints like workforce size and material quantities. Today, linear programming remains critical in fields such as oil refining, where problems involve hundreds of variables and constraints, illustrating its continued significance in optimizing operations and strategic planning across various sectors .

Constraints in a linear programming problem are expressed as linear inequalities, each represented in the form cx + dy ≤ e, where c, d, and e are constants. Correct formulation of these constraints is vital because they define the feasible region, ensuring that only viable solutions are considered for the optimization of the objective function. Misformulated constraints can lead to incorrect or infeasible solution spaces, thus failing to meet the practical requirements of the problem .

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