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Module 4 Notes

Module 4 focuses on maximization and minimization problems in Linear Programming, teaching how to formulate and solve these problems graphically. Key concepts include identifying typical forms of linear programming problems, analyzing feasible regions, and determining optimal solutions. The module provides examples and outlines the steps necessary for solving both maximization and minimization problems.

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0% found this document useful (0 votes)
4 views

Module 4 Notes

Module 4 focuses on maximization and minimization problems in Linear Programming, teaching how to formulate and solve these problems graphically. Key concepts include identifying typical forms of linear programming problems, analyzing feasible regions, and determining optimal solutions. The module provides examples and outlines the steps necessary for solving both maximization and minimization problems.

Uploaded by

douglasarori770
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
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Download as PDF, TXT or read online on Scribd
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Module 4;Maximization and minimization prob-

lems
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:

ˆ Typical forms of a linear programming problem,

ˆ Formulating maximization linear programming problems and minimiza-


tion linear programming problems,

ˆ Graphing feasible regions for maximization or minimization linear pro-


gramming problems,
ˆ Optimal solutions for maximization or minimization linear programming
problems.

Module Learning Outcomes


By the end of this module, you should be able to:

1. identify typical forms of a linear programming problem,


2. formulating maximization linear programming problems and minimization
linear programming problems,

3. analyze graphs of feasible regions for maximization or minimization linear


programming problems,
4. deduce optimal solutions for maximization or minimization linear pro-
gramming problems.

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.

Definition. Fundamental Theorem of Linear Programming


f a linear programming problem has a solution, then the solution always occurs
at a vertex (on the boundary) of the feasible region. We refer to these vertices of
the feasible region as critical points. If two adjacent critical points give solutions,
then every point on the line segment connecting them also give that solution. If
the profit function is

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.

Linear Programming Problems: Maximization


A typical example is to maximize profit from producing several products, sub-
ject to limitations on materials or resources needed for producing these items;
the problem requires us to determine the amount of each item produced. An-
other type of problem involves scheduling; we need to determine how much time
to devote to each of several activities in order to maximize income from (or min-
imize cost of) these activities, subject to limitations on time and other resources
available for each activity.
In this module, we will work with problems that involve only two variables, and
therefore, can be solved by graphing. Here are the steps we’ll follow for the
Maximization Linear Programming Problems

1. Define the unknowns.


2. Write the objective function that needs to be maximized.

3. Write the constraints.


(a) For the standard maximization linear programming problems, con-
straints are of the form:

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.

ˆ Let the number of hours per week Ouma will work at Job I be x1 .
ˆ 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:

Maximize I = 40x1 + 30x2


Subject to: x1 + x2 ≤ 12
2x1 + x2 ≤ 16
x1 ≥ 0
x2 ≥ 0

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.

ˆ 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.
ˆ 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
ˆ The point (0, 0) satisfies the constraint x1 + x2 ≤ 12 because: 0 + 0 < 12.
ˆ 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.

Feasible Region and Critical Points


The shaded region where all conditions are satisfied is the feasible region or the
feasible polygon.

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.

Critical Points Income


(0, 0) 40(0) + 30(0) = $0
(0, 12) 40(0) + 30(12) = $360
(4, 8) 40(4) + 30(8) = $400
(8, 0) 40(8) + 30(0) = $320

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.

Example 2. A factory manufactures two types of gadgets, regular and premium.


Each gadget requires the use of two operations, assembly and finishing, and there
are at most 12 hours available for each operation. A regular gadget requires 1
hour of assembly and 2 hours of finishing, while a premium gadget needs 2 hours
of assembly and 1 hour of finishing. Due to other restrictions, the company can
make at most 7 gadgets a day. If a profit of $20 is realized for each regular
gadget and $30 for a premium gadget, how many of each should be manufactured
to maximize profit?
Formulation Let x be the number of regular gadgets manufactured per day.
Let y be the number of premium gadgets manufactured per day.
Objective Function: Maximize profit Z : Z = 20x + 30y
Constraints:
ˆ Assembly time constraint: x + 2y ≤ 12

ˆ Finishing time constraint: 2x + y ≤ 12

ˆ Production limit: x + y ≤ 7

ˆ Non-negativity constraints: x ≥ 0, y ≥ 0.

*Solution Graph the constraints and identify the feasible region.

5
Optimization: To find the optimal solution, evaluate the objective function
at each vertex of the feasible region:

ˆ At (0, 0) : Z = 20(0) + 30(0) = 0

ˆ At (0, 6) : Z = 20(0) + 30(6) = 180

ˆ At (2, 5) : Z = 20(2) + 30(5) = 190

ˆ At (5, 2) : Z = 20(5) + 30(2) = 160

ˆ At (6, 0) : Z = 20(6) + 30(0) = 120

Maximum profit is achieved at the point (2, 5) with a profit of $190.


The factory should manufacture 2 regular gadgets and 5 premium gadgets to
maximize the profit, resulting in a maximum profit of $190.

Linear programming problems: Minimization


Minimization linear programming problems are solved in much the same way as
the maximization problems. For the standard minimization linear program,
the constraints are of the form a1 x1 + a2 x2 ≥ c2 , as opposed to the form

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.

However, you should be aware that in the case of an unbounded feasibility


region, the possibility of no optimal solution exists.
Example 3. Mr. Kamau is on a low cholesterol diet. During lunch at the
college cafeteria, he always chooses between two meals: Pasta or Tofu. The
table below lists the amount of protein, carbohydrates, and vitamins each meal
provides along with the amount of cholesterol he is trying to minimize. Mr.
Kamau needs at least 200 grams of protein, 960 grams of carbohydrates, and
40 grams of vitamins for lunch each month. Over this time period, how many
days should he have the Pasta meal, and how many days the Tofu meal so that
he gets the adequate amount of protein, carbohydrates, and vitamins and at the
same time minimizes his cholesterol intake?
Pasta Tofu
Protein 8g 16 g
Carbohydrates 60 g 40 g
Vitamin C 2g 2g
Cholesterol 60 mg 50 mg

Solution: We choose the variables as follows.

ˆ Let x = The number of days Mr. Kamau eats Pasta.

ˆ Let y = The number of days Mr. Kamau eats Tofu.

Since he is trying to minimize his cholesterol intake, our objective function


represents the total amount of cholesterol C provided by both meals.

C = 60x + 50y
Subject to the following constraints:

8x + 16y ≥ 200
60x + 40y ≥ 960
2x + 2y ≥ 40
x ≥ 0 and y ≥ 0

Remark. (protein requirement) (carbohydrate requirement)


(vitamin C requirement) (non-negativity constraints)

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.

However, if we were to consider a maximization problem with a similar un-


bounded feasibility region, the linear program would have no optimal solution.
No matter what values of x and y were selected, we could always find other
values of x and y that would produce a higher value for the objective function.
In other words, if the value of the objective function can be increased without
bound in a linear program with an unbounded feasible region, there is no opti-
mal maximum solution.

Although the method of solving minimization problems is similar to that of


the maximization problems, we still feel that we should summarize the steps
involved.

Maximization and Minimization Problems on Feasible Re-


gions Video
For more details on maximization and minimization problems, watch the fol-
lowing video. Then attempt the problems in the tutorial sheet. Video Visit

the URL below to view a video:

https://www.youtube.com/embed/Kpz4yDpgicA

Maximization and Minimization Problems on Feasible Regions

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