Module 4 Notes
Module 4 Notes
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Module Description
In the previous module, you were introduced to concepts used in Linear Pro-
gramming and were able to deduce them from given examples. You were also
introduced to what a Linear programming problem entails. That is finding an
extreme value of a linear function subject to certain constraints. We are either
trying to maximize or minimize the value of this linear function, such as to
maximize profit or revenue, or to minimize cost. That is why these linear pro-
gramming problems are classified as maximization or minimization problems, or
just optimization problems. Recall that the function we are trying to optimize is
called an objective function, and the conditions that must be satisfied are called
constraints. In module 1, you learned about linear inequalities and solving us-
ing graphs, then in module 2 you learned about some real world applications
of Linear programming. Now you are ready to solve some Linear Programming
problems using graphical methods. In this module, you will learn about the
following concepts:
1
Hello and welcome, you are now at the first part of this module. Your first
task is to measure your prior knowledge and the concepts to be mastered by
solving the given problems.
Introduction
Recall that when we graph all constraints (Linear Inequalities), the area of the
graph that satisfies all constraints is called the feasible region.
P = a1 x1 + a2 x2
then if the region is bounded, then P obtains both a maximum and a min-
imum. If a1 and a2 are positive, then P will always have a minimum in the
region if the region lies entirely within the first quadrant.
a1 x1 + a2 x2 ≤ c1 , b1 x1 + b2 x2 ≤ c2 , etc.
2
(b) Since the variables are non-negative, we include the constraints: x1 ≥
0, x2 ≥ 0.
4. Graph the constraints.
5. Shade the feasible region.
6 . Find the critical points (on the edge of the feasible region).
7. Find the value of the objective function at each corner point to determine
the critical point that gives the maximum value.
Example 1. Ouma holds two part-time jobs, Job I and Job II. He never wants
to work more than a total of 12 hours a week. He has determined that for every
hour he works at Job I, he needs 2 hours of preparation time, and for every hour
he works at Job II, he needs one hour of preparation time, and he cannot spend
more than 16 hours for preparation. If Ouma makes $40 an hour at Job I, and
$30 an hour at Job II, how many hours should he work per week at each job to
maximize his income?
Solution We start by defining our unknowns.
Let the number of hours per week Ouma will work at Job I be x1 .
Let the number of hours per week Ouma will work at Job II be x2 .
Now we write the objective function. Since Ouma gets paid $40 an hour at
Job I , and $30 an hour at Job II, his total income I is given by the following
equation.
I = 40x1 + 30x2
The next task is to find the constraints. The second sentence in the problem
states, ”He never wants to work more than a total of 12 hours a week.” This
translates into the following constraint:
x1 + x2 ≤ 12
The third sentence states, ”For every hour he works at Job I, he needs 2 hours
of preparation time, and for every hour he works at Job II, he needs one hour
of preparation time, and he cannot spend more than 16 hours for preparation.”
The translation follows.
2x1 + x2 ≤ 16.
Then we have the non-negativity constraints: x1 ≥ 0 and x2 ≥ 0. Now we
have the Formulated Problem:
3
In order to solve the problem, we graph the constraints and shade the region
that satisfies all the inequality constraints.
Any appropriate method can be used to graph the lines for the constraints.
However often the easiest method is to graph the line by plotting the x-intercept
and y-intercept.
The line for a constraint will divide the plane into two region, one of which
satisfies the inequality part of the constraint. A test point is used to determine
which portion of the plane to shade to satisfy the inequality. Any point on the
plane that is not on the line can be used as a test point.
If the test point satisfies the inequality, then the region of the plane that
satisfies the inequality is the region that contains the test point.
If the test point does not satisfy the inequality, then the region that satis-
fies the inequality lies on the opposite side of the line from the test point.
After the lines representing the constraints were graphed, the point (0, 0)
was used as a test point to determine that
The point (0, 0) satisfies the constraint x1 + x2 ≤ 12 because: 0 + 0 < 12.
The point (0, 0) satisfies the constraint 2 ×1 +×2 ≤ 16 because: 2(0)+
0 < 16.
Note that the constraints x1 ≥ 0 and x2 ≥ 0 have also been applied.
4
The Fundamental Theorem of Linear Programming states that the maxi-
mum (or minimum) value of the objective function always takes place at the
vertices of the feasible region.
Therefore, we will identify all the vertices (corner points) of the feasible
region. We are looking for the points where any two of the boundary lines
intersect. They are listed as (0, 0), (0, 12), (4, 8), (8, 0). To maximize Ouma’s
income, we will substitute these points in the objective function to see which
point gives us the highest income per week. We list the results below.
Clearly, the point (4, 8) gives the most profit: $400. Therefore, we conclude
that Ouma should work 4 hours at Job I, and 8 hours at Job II.
Production limit: x + y ≤ 7
Non-negativity constraints: x ≥ 0, y ≥ 0.
5
Optimization: To find the optimal solution, evaluate the objective function
at each vertex of the feasible region:
6
a1 x1 + a2 x2 ≤ c2 for the standard maximization problem.
As a result, the feasible solution extends indefinitely to the upper right of the
first quadrant, and is unbounded. But that is not a concern, since in order to
minimize the objective function, the line associated with the objective function
is moved towards the origin, and the critical point that minimizes the function
is closest to the origin.
C = 60x + 50y
Subject to the following constraints:
8x + 16y ≥ 200
60x + 40y ≥ 960
2x + 2y ≥ 40
x ≥ 0 and y ≥ 0
7
We solve this linear programming problem to find the values of x and y that
minimize C while satisfying the above constraints.
We have shaded the unbounded feasibility region, where all constraints are
satisfied.
To minimize the objective function, we find the vertices of the feasibility region.
These vertices are (0, 24), (8, 12), (15, 5)and(25, 0). To minimize cholesterol,
we will substitute these points in the objective function to see which point gives
us the smallest value. The results are listed below.
Critical points Income
(0, 24) 60(0) + 50(24) = 1200
(8, 12) 60(8) + 50(12) = 1080
(15, 5) 60(15) + 50(5) = 1150
(25, 0) 60(25) + 50(0) = 1500
The point (8, 12) gives the least cholesterol, which is 1080mg. This states
that for every 20 meals, Mr. Kamau should eat Pasta 8 days, and Tofu 12 days.
We must be aware that in some cases, a linear program may not have an
optimal solution.
8
A linear program can fail to have an optimal solution if there is not a fea-
sibility region. If the inequality constraints are not compatible, there may not
be a region in the graph that satisfies all the constraints. If the linear program
does not have a feasible solution satisfying all constraints, then it cannot have
an optimal solution.
A linear program can fail to have an optimal solution if the feasibility region
is unbounded. The two minimization linear programs we examined had un-
bounded feasibility regions. The feasibility region was bounded by constraints
on some sides but was not entirely enclosed by the constraints. Both of the
minimization problems had optimal solutions.
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